2,501 research outputs found
Detecting abrupt changes in the spectra of high-energy astrophysical sources
Variable-intensity astronomical sources are the result of complex and often extreme physical processes. Abrupt changes in source intensity are typically accompanied by equally sudden spectral shifts, that is, sudden changes in the wavelength distribution of the emission. This article develops a method for modeling photon counts collected from observation of such sources. We embed change points into a marked Poisson process, where photon wavelengths are regarded as marks and both the Poisson intensity parameter and the distribution of the marks are allowed to change. To the best of our knowledge, this is the first effort to embed change points into a marked Poisson process. Between the change points, the spectrum is modeled nonparametrically using a mixture of a smooth radial basis expansion and a number of local deviations from the smooth term representing spectral emission lines. Because the model is over-parameterized, we employ an â„“1â„“1 penalty. The tuning parameter in the penalty and the number of change points are determined via the minimum description length principle. Our method is validated via a series of simulation studies and its practical utility is illustrated in the analysis of the ultra-fast rotating yellow giant star known as FK Com
Canonical correlation analysis of high-dimensional data with very small sample support
This paper is concerned with the analysis of correlation between two
high-dimensional data sets when there are only few correlated signal components
but the number of samples is very small, possibly much smaller than the
dimensions of the data. In such a scenario, a principal component analysis
(PCA) rank-reduction preprocessing step is commonly performed before applying
canonical correlation analysis (CCA). We present simple, yet very effective
approaches to the joint model-order selection of the number of dimensions that
should be retained through the PCA step and the number of correlated signals.
These approaches are based on reduced-rank versions of the Bartlett-Lawley
hypothesis test and the minimum description length information-theoretic
criterion. Simulation results show that the techniques perform well for very
small sample sizes even in colored noise
Estimation of the Number of Sources in Unbalanced Arrays via Information Theoretic Criteria
Estimating the number of sources impinging on an array of sensors is a well
known and well investigated problem. A common approach for solving this problem
is to use an information theoretic criterion, such as Minimum Description
Length (MDL) or the Akaike Information Criterion (AIC). The MDL estimator is
known to be a consistent estimator, robust against deviations from the Gaussian
assumption, and non-robust against deviations from the point source and/or
temporally or spatially white additive noise assumptions. Over the years
several alternative estimation algorithms have been proposed and tested.
Usually, these algorithms are shown, using computer simulations, to have
improved performance over the MDL estimator, and to be robust against
deviations from the assumed spatial model. Nevertheless, these robust
algorithms have high computational complexity, requiring several
multi-dimensional searches.
In this paper, motivated by real life problems, a systematic approach toward
the problem of robust estimation of the number of sources using information
theoretic criteria is taken. An MDL type estimator that is robust against
deviation from assumption of equal noise level across the array is studied. The
consistency of this estimator, even when deviations from the equal noise level
assumption occur, is proven. A novel low-complexity implementation method
avoiding the need for multi-dimensional searches is presented as well, making
this estimator a favorable choice for practical applications.Comment: To appear in the IEEE Transactions on Signal Processin
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