1,465 research outputs found
Scalar and vector Slepian functions, spherical signal estimation and spectral analysis
It is a well-known fact that mathematical functions that are timelimited (or
spacelimited) cannot be simultaneously bandlimited (in frequency). Yet the
finite precision of measurement and computation unavoidably bandlimits our
observation and modeling scientific data, and we often only have access to, or
are only interested in, a study area that is temporally or spatially bounded.
In the geosciences we may be interested in spectrally modeling a time series
defined only on a certain interval, or we may want to characterize a specific
geographical area observed using an effectively bandlimited measurement device.
It is clear that analyzing and representing scientific data of this kind will
be facilitated if a basis of functions can be found that are "spatiospectrally"
concentrated, i.e. "localized" in both domains at the same time. Here, we give
a theoretical overview of one particular approach to this "concentration"
problem, as originally proposed for time series by Slepian and coworkers, in
the 1960s. We show how this framework leads to practical algorithms and
statistically performant methods for the analysis of signals and their power
spectra in one and two dimensions, and, particularly for applications in the
geosciences, for scalar and vectorial signals defined on the surface of a unit
sphere.Comment: Submitted to the 2nd Edition of the Handbook of Geomathematics,
edited by Willi Freeden, Zuhair M. Nashed and Thomas Sonar, and to be
published by Springer Verlag. This is a slightly modified but expanded
version of the paper arxiv:0909.5368 that appeared in the 1st Edition of the
Handbook, when it was called: Slepian functions and their use in signal
estimation and spectral analysi
An Inverse Problem for Localization Operators
A classical result of time-frequency analysis, obtained by I. Daubechies in
1988, states that the eigenfunctions of a time-frequency localization operator
with circular localization domain and Gaussian analysis window are the Hermite
functions. In this contribution, a converse of Daubechies' theorem is proved.
More precisely, it is shown that, for simply connected localization domains, if
one of the eigenfunctions of a time-frequency localization operator with
Gaussian window is a Hermite function, then its localization domain is a disc.
The general problem of obtaining, from some knowledge of its eigenfunctions,
information about the symbol of a time-frequency localization operator, is
denoted as the inverse problem, and the problem studied by Daubechies as the
direct problem of time-frequency analysis. Here, we also solve the
corresponding problem for wavelet localization, providing the inverse problem
analogue of the direct problem studied by Daubechies and Paul.Comment: 18 pages, 1 figur
Slepian functions and their use in signal estimation and spectral analysis
It is a well-known fact that mathematical functions that are timelimited (or
spacelimited) cannot be simultaneously bandlimited (in frequency). Yet the
finite precision of measurement and computation unavoidably bandlimits our
observation and modeling scientific data, and we often only have access to, or
are only interested in, a study area that is temporally or spatially bounded.
In the geosciences we may be interested in spectrally modeling a time series
defined only on a certain interval, or we may want to characterize a specific
geographical area observed using an effectively bandlimited measurement device.
It is clear that analyzing and representing scientific data of this kind will
be facilitated if a basis of functions can be found that are "spatiospectrally"
concentrated, i.e. "localized" in both domains at the same time. Here, we give
a theoretical overview of one particular approach to this "concentration"
problem, as originally proposed for time series by Slepian and coworkers, in
the 1960s. We show how this framework leads to practical algorithms and
statistically performant methods for the analysis of signals and their power
spectra in one and two dimensions, and on the surface of a sphere.Comment: Submitted to the Handbook of Geomathematics, edited by Willi Freeden,
Zuhair M. Nashed and Thomas Sonar, and to be published by Springer Verla
Compressive Embedding and Visualization using Graphs
Visualizing high-dimensional data has been a focus in data analysis
communities for decades, which has led to the design of many algorithms, some
of which are now considered references (such as t-SNE for example). In our era
of overwhelming data volumes, the scalability of such methods have become more
and more important. In this work, we present a method which allows to apply any
visualization or embedding algorithm on very large datasets by considering only
a fraction of the data as input and then extending the information to all data
points using a graph encoding its global similarity. We show that in most
cases, using only samples is sufficient to diffuse the
information to all data points. In addition, we propose quantitative
methods to measure the quality of embeddings and demonstrate the validity of
our technique on both synthetic and real-world datasets
Gaussian process models for periodicity detection
We consider the problem of detecting and quantifying the periodic component
of a function given noise-corrupted observations of a limited number of
input/output tuples. Our approach is based on Gaussian process regression which
provides a flexible non-parametric framework for modelling periodic data. We
introduce a novel decomposition of the covariance function as the sum of
periodic and aperiodic kernels. This decomposition allows for the creation of
sub-models which capture the periodic nature of the signal and its complement.
To quantify the periodicity of the signal, we derive a periodicity ratio which
reflects the uncertainty in the fitted sub-models. Although the method can be
applied to many kernels, we give a special emphasis to the Mat\'ern family,
from the expression of the reproducing kernel Hilbert space inner product to
the implementation of the associated periodic kernels in a Gaussian process
toolkit. The proposed method is illustrated by considering the detection of
periodically expressed genes in the arabidopsis genome.Comment: in PeerJ Computer Science, 201
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