11,221 research outputs found
Extreme Value Analysis of Empirical Frame Coefficients and Implications for Denoising by Soft-Thresholding
Denoising by frame thresholding is one of the most basic and efficient
methods for recovering a discrete signal or image from data that are corrupted
by additive Gaussian white noise. The basic idea is to select a frame of
analyzing elements that separates the data in few large coefficients due to the
signal and many small coefficients mainly due to the noise \epsilon_n. Removing
all data coefficients being in magnitude below a certain threshold yields a
reconstruction of the original signal. In order to properly balance the amount
of noise to be removed and the relevant signal features to be kept, a precise
understanding of the statistical properties of thresholding is important. For
that purpose we derive the asymptotic distribution of max_{\omega \in \Omega_n}
|| for a wide class of redundant frames
(\phi_\omega^n: \omega \in \Omega_n}. Based on our theoretical results we give
a rationale for universal extreme value thresholding techniques yielding
asymptotically sharp confidence regions and smoothness estimates corresponding
to prescribed significance levels. The results cover many frames used in
imaging and signal recovery applications, such as redundant wavelet systems,
curvelet frames, or unions of bases. We show that `generically' a standard
Gumbel law results as it is known from the case of orthonormal wavelet bases.
However, for specific highly redundant frames other limiting laws may occur. We
indeed verify that the translation invariant wavelet transform shows a
different asymptotic behaviour.Comment: [Content: 39 pages, 4 figures] Note that in this version 4 we have
slightely changed the title of the paper and we have rewritten parts of the
introduction. Except for corrected typos the other parts of the paper are the
same as the original versions
Iterative algorithms for total variation-like reconstructions in seismic tomography
A qualitative comparison of total variation like penalties (total variation,
Huber variant of total variation, total generalized variation, ...) is made in
the context of global seismic tomography. Both penalized and constrained
formulations of seismic recovery problems are treated. A number of simple
iterative recovery algorithms applicable to these problems are described. The
convergence speed of these algorithms is compared numerically in this setting.
For the constrained formulation a new algorithm is proposed and its convergence
is proven.Comment: 28 pages, 8 figures. Corrected sign errors in formula (25
Inferring the post-merger gravitational wave emission from binary neutron star coalescences
We present a robust method to characterize the gravitational wave emission
from the remnant of a neutron star coalescence. Our approach makes only minimal
assumptions about the morphology of the signal and provides a full posterior
probability distribution of the underlying waveform. We apply our method on
simulated data from a network of advanced ground-based detectors and
demonstrate the gravitational wave signal reconstruction. We study the
reconstruction quality for different binary configurations and equations of
state for the colliding neutron stars. We show how our method can be used to
constrain the yet-uncertain equation of state of neutron star matter. The
constraints on the equation of state we derive are complimentary to
measurements of the tidal deformation of the colliding neutron stars during the
late inspiral phase. In the case of a non-detection of a post-merger signal
following a binary neutron star inspiral we show that we can place upper limits
on the energy emitted.Comment: 11 pages, 12 figures, final published versio
Wavelet-based filtration procedure for denoising the predicted CO2 waveforms in smart home within the Internet of Things
The operating cost minimization of smart homes can be achieved with the optimization of the management of the building's technical functions by determination of the current occupancy status of the individual monitored spaces of a smart home. To respect the privacy of the smart home residents, indirect methods (without using cameras and microphones) are possible for occupancy recognition of space in smart homes. This article describes a newly proposed indirect method to increase the accuracy of the occupancy recognition of monitored spaces of smart homes. The proposed procedure uses the prediction of the course of CO2 concentration from operationally measured quantities (temperature indoor and relative humidity indoor) using artificial neural networks with a multilayer perceptron algorithm. The mathematical wavelet transformation method is used for additive noise canceling from the predicted course of the CO2 concentration signal with an objective increase accuracy of the prediction. The calculated accuracy of CO2 concentration waveform prediction in the additive noise-canceling application was higher than 98% in selected experiments.Web of Science203art. no. 62
Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study
Wavelet analysis has been found to be a powerful tool for the nonparametric estimation of spatially-variable objects. We discuss in detail wavelet methods in nonparametric regression, where the data are modelled as observations of a signal contaminated with additive Gaussian noise, and provide an extensive review of the vast literature of wavelet shrinkage and wavelet thresholding estimators developed to denoise such data. These estimators arise from a wide range of classical and empirical Bayes methods treating either individual or blocks of wavelet coefficients. We compare various estimators in an extensive simulation study on a variety of sample sizes, test functions, signal-to-noise ratios and wavelet filters. Because there is no single criterion that can adequately summarise the behaviour of an estimator, we use various criteria to measure performance in finite sample situations. Insight into the performance of these estimators is obtained from graphical outputs and numerical tables. In order to provide some hints of how these estimators should be used to analyse real data sets, a detailed practical step-by-step illustration of a wavelet denoising analysis on electrical consumption is provided. Matlab codes are provided so that all figures and tables in this paper can be reproduced
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