惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
月光博客
月光博客
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
T
Tailwind CSS Blog
大猫的无限游戏
大猫的无限游戏
The Cloudflare Blog
博客园_首页
Jina AI
Jina AI
WordPress大学
WordPress大学
小众软件
小众软件
阮一峰的网络日志
阮一峰的网络日志
Apple Machine Learning Research
Apple Machine Learning Research
博客园 - 三生石上(FineUI控件)
酷 壳 – CoolShell
酷 壳 – CoolShell
博客园 - 叶小钗
美团技术团队
IT之家
IT之家
爱范儿
爱范儿
有赞技术团队
有赞技术团队
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
量子位
博客园 - 聂微东
人人都是产品经理
人人都是产品经理
博客园 - 【当耐特】

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Kernel estimation of the instantaneous frequency
Kurt S. Riedel · 2018-03-12 · via math.ST updates on arXiv.org

We consider kernel estimators of the instantaneous frequency of a slowly evolving sinusoid in white noise. The expected estimation error consists of two terms. The systematic bias error grows as the kernel halfwidth increases while the random error decreases. For a non-modulated signal, $g(t)$, the kernel halfwidth which minimizes the expected error scales as$h \sim \left[{ σ^2 \over N| \partial_t^2 g^{}|^2 } \right]^{1/ 5}$, where %$A^{(\ell)}$ is the coherent signal at frequency, $f_{\ell}$, $σ^2$ is the noise variance and $N$ is the number of measurements per unit time. We show that estimating the instantaneous frequency corresponds to estimating the first derivative of a modulated signal, $A(t)\exp(iφ(t))$. For instantaneous frequency estimation, the halfwidth which minimizes the expected error is larger: $h_{1,3} \sim \left[{ σ^2 \over A^2N| \partial_t^3 (e^{i \tildeφ(t)} )|^2 } \right]^{1/ 7}$. Since the optimal halfwidths depend on derivatives of the unknown function, we initially estimate these derivatives prior to estimating the actual signal.