Minimax estimation with thresholding and its application to wavelet analysis

Many statistical practices involve choosing between a full model and reduced models where some coefficients are reduced to zero. Data were used to select a model with estimated coefficients. Is it possible to do so and still come up with an estimator always better than the traditional estimator based on the full model? The James-Stein estimator is such an estimator, having a property called minimaxity. However, the estimator considers only one reduced model, namely the origin. Hence it reduces no coefficient estimator to zero or every coefficient estimator to zero. In many applications including wavelet analysis, what should be more desirable is to reduce to zero only the estimators smaller than a threshold, called thresholding in this paper. Is it possible to construct this kind of estimators which are minimax? In this paper, we construct such minimax estimators which perform thresholding. We apply our recommended estimator to the wavelet analysis and show that it performs the best among the well-known estimators aiming simultaneously at estimation and model selection. Some of our estimators are also shown to be asymptotically optimal.Comment: Published at http://dx.doi.org/10.1214/009053604000000977 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Heavy-tailed statistics in short-message communication

Short-message (SM) is one of the most frequently used communication channels in the modern society. In this Brief Report, based on the SM communication records provided by some volunteers, we investigate the statistics of SM communication pattern, including the interevent time distributions between two consecutive short messages and two conversations, and the distribution of message number contained by a complete conversation. In the individual level, the current empirical data raises a strong evidence that the human activity pattern, exhibiting a heavy-tailed interevent time distribution, is driven by a non-Poisson nature.Comment: 4 pages, 4 figures and 1 tabl

Highlights of the TEXONO Research Program on Neutrino and Astroparticle Physics

This article reviews the research program and efforts for the TEXONO Collaboration on neutrino and astro-particle physics. The ``flagship'' program is on reactor-based neutrino physics at the Kuo-Sheng (KS) Power Plant in Taiwan. A limit on the neutrino magnetic moment of \munuebar < 1.3 X 10^{-10} \mub} at 90% confidence level was derived from measurements with a high purity germanium detector. Other physics topics at KS, as well as the various R&D program, are discussedComment: 10 pages, 9 figures, Proceedings of the International Symposium on Neutrino and Dark Matter in Nuclear Physics (NDM03), Nara, Japan, June 9-14, 200

Effect and Compensation of Timing Jitter in Through-Wall Human Indication via Impulse Through-Wall Radar

Impulse through-wall radar (TWR) is considered as one of preferred choices for through-wall human indication due to its good penetration and high range resolution. Large bandwidth available for impulse TWR results in high range resolution, but also brings an atypical adversity issue not substantial in narrowband radars — high timing jitter effect, caused by the non-ideal sampling clock at the receiver. The fact that impulse TWR employs very narrow pulses makes little jitter inaccuracy large enough to destroy the signal correlation property and then degrade clutter suppression performance. In this paper, we focus on the timing jitter impact on clutter suppression in through-wall human indication via impulse TWR. We setup a simple timing jitter model and propose a criterion namely average range profile (ARP) contrast is to evaluate the jitter level. To combat timing jitter, we also develop an effective compensation method based on local ARP contrast maximization. The proposed method can be implemented pulse by pulse followed by exponential average background subtraction algorithm to mitigate clutters. Through-wall experiments demonstrate that the proposed method can dramatically improve through-wall human indication performance

Quantum fluctuations in the spiral phase of the Hubbard model

We study the magnetic excitations in the spiral phase of the two--dimensional Hubbard model using a functional integral method. Spin waves are strongly renormalized and a line of near--zeros is observed in the spectrum around the spiral pitch $\pm{\bf Q}$. The possibility of disordered spiral states is examined by studying the one--loop corrections to the spiral order parameter. We also show that the spiral phase presents an intrinsic instability towards an inhomogeneous state (phase separation, CDW, ...) at weak doping. Though phase separation is suppressed by weak long--range Coulomb interactions, the CDW instability only disappears for sufficiently strong Coulomb interaction.Comment: Figures are NOW appended via uuencoded postscript fil