Pruning and Nonparametric Multiple Change Point Detection

Change point analysis is a statistical tool to identify homogeneity within time series data. We propose a pruning approach for approximate nonparametric estimation of multiple change points. This general purpose change point detection procedure `cp3o' applies a pruning routine within a dynamic program to greatly reduce the search space and computational costs. Existing goodness-of-fit change point objectives can immediately be utilized within the framework. We further propose novel change point algorithms by applying cp3o to two popular nonparametric goodness of fit measures: `e-cp3o' uses E-statistics, and `ks-cp3o' uses Kolmogorov-Smirnov statistics. Simulation studies highlight the performance of these algorithms in comparison with parametric and other nonparametric change point methods. Finally, we illustrate these approaches with climatological and financial applications.Comment: 9 pages. arXiv admin note: text overlap with arXiv:1505.0430

Writing on Dirty Paper with Resizing and its Application to Quasi-Static Fading Broadcast Channels

This paper studies a variant of the classical problem of ``writing on dirty paper'' in which the sum of the input and the interference, or dirt, is multiplied by a random variable that models resizing, known to the decoder but not to the encoder. The achievable rate of Costa's dirty paper coding (DPC) scheme is calculated and compared to the case of the decoder's also knowing the dirt. In the ergodic case, the corresponding rate loss vanishes asymptotically in the limits of both high and low signal-to-noise ratio (SNR), and is small at all finite SNR for typical distributions like Rayleigh, Rician, and Nakagami. In the quasi-static case, the DPC scheme is lossless at all SNR in terms of outage probability. Quasi-static fading broadcast channels (BC) without transmit channel state information (CSI) are investigated as an application of the robustness properties. It is shown that the DPC scheme leads to an outage achievable rate region that strictly dominates that of time division.Comment: To appear in IEEE International Symposium on Information Theory 200

Scalar, Vector and Tensor Harmonics on the Three-Sphere

Scalar, vector and tensor harmonics on the three-sphere were introduced originally to facilitate the study of various problems in gravitational physics. These harmonics are defined as eigenfunctions of the covariant Laplace operator which satisfy certain divergence and trace identities, and ortho-normality conditions. This paper provides a summary of these properties, along with a new notation that simplifies and clarifies some of the key expressions. Practical methods are described for accurately and efficiently computing these harmonics numerically, and test results are given that illustrate how well the analytical identities are satisfied by the harmonics computed numerically in this way.Comment: 14 pages, 9 figures, to appear in General Relativity and Gravitatio