13,731 research outputs found
The Synchrosqueezing transform for instantaneous spectral analysis
The Synchrosqueezing transform is a time-frequency analysis method that can
decompose complex signals into time-varying oscillatory components. It is a
form of time-frequency reassignment that is both sparse and invertible,
allowing for the recovery of the signal. This article presents an overview of
the theory and stability properties of Synchrosqueezing, as well as
applications of the technique to topics in cardiology, climate science and
economics
Deterministic Bayesian Information Fusion and the Analysis of its Performance
This paper develops a mathematical and computational framework for analyzing
the expected performance of Bayesian data fusion, or joint statistical
inference, within a sensor network. We use variational techniques to obtain the
posterior expectation as the optimal fusion rule under a deterministic
constraint and a quadratic cost, and study the smoothness and other properties
of its classification performance. For a certain class of fusion problems, we
prove that this fusion rule is also optimal in a much wider sense and satisfies
strong asymptotic convergence results. We show how these results apply to a
variety of examples with Gaussian, exponential and other statistics, and
discuss computational methods for determining the fusion system's performance
in more general, large-scale problems. These results are motivated by studying
the performance of fusing multi-modal radar and acoustic sensors for detecting
explosive substances, but have broad applicability to other Bayesian decision
problems
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