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

D
Docker
B
Blog RSS Feed
Microsoft Security Blog
Microsoft Security Blog
Y
Y Combinator Blog
N
Netflix TechBlog - Medium
M
MIT News - Artificial intelligence
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
B
Blog
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
C
Check Point Blog
The GitHub Blog
The GitHub Blog
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
P
Proofpoint News Feed
Martin Fowler
Martin Fowler
大猫的无限游戏
大猫的无限游戏
GbyAI
GbyAI
博客园_首页
A
About on SuperTechFans
Blog — PlanetScale
Blog — PlanetScale
人人都是产品经理
人人都是产品经理
T
Tailwind CSS Blog
aimingoo的专栏
aimingoo的专栏
T
The Blog of Author Tim Ferriss
The Cloudflare Blog

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
A Probabilistic Spectral Analysis of Multivariate Real-Va...
Bruno Scalzo, Ljubisa Stankovic, Danilo P. Mandic · 2020-07-28 · via math.ST updates on arXiv.org

A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity, wide-sense stationarity and cyclostationarity -- are designated respectively by the mean, Hermitian variance and pseudo-variance of the associated time-frequency representation (TFR). For rigour, the estimators of the TFR distribution parameters are derived within a maximum likelihood framework and are shown to be statistically consistent, owing to the statistical identifiability of the proposed distribution parametrization. By virtue of the assumed probabilistic model, a generalised likelihood ratio test (GLRT) for nonstationarity detection is also proposed. Intuitive examples demonstrate the utility of the derived probabilistic framework for spectral analysis in low-SNR environments.