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On bilinear forms based on the resolvent of large random matrices

Walid Hachem, Philippe Loubaton, Jamal Najim, Pascal Vallet (2013)

Annales de l'I.H.P. Probabilités et statistiques

Consider a N × n non-centered matrix 𝛴 n with a separable variance profile: 𝛴 n = D n 1 / 2 X n D ˜ n 1 / 2 n + A n . Matrices D n and D ˜ n are non-negative deterministic diagonal, while matrix A n is deterministic, and X n is a random matrix with complex independent and identically distributed random variables, each with mean zero and variance one. Denote by Q n ( z ) the resolvent associated to 𝛴 n 𝛴 n * , i.e. Q n ( z ) = 𝛴 n 𝛴 n * - z I N - 1 . Given two sequences of deterministic vectors ( u n ) and ( v n ) with bounded Euclidean norms, we study the limiting behavior of the random bilinear form: u n * Q n ( z ) v n z - + , as the dimensions...

On pointwise adaptive curve estimation based on inhomogeneous data

Stéphane Gaïffas (2007)

ESAIM: Probability and Statistics

We want to recover a signal based on noisy inhomogeneous data (the amount of data can vary strongly on the estimation domain). We model the data using nonparametric regression with random design, and we focus on the estimation of the regression at a fixed point x0 with little, or much data. We propose a method which adapts both to the local amount of data (the design density is unknown) and to the local smoothness of the regression function. The procedure consists of a local polynomial...

On the Quotient Function Employed in the Blind Source Separation Problem

Fujita, K. (2010)

Fractional Calculus and Applied Analysis

MSC 2010: 42C40, 94A12On the blind source separation problem, there is a method to use the quotient function of complex valued time-frequency informations of two ob-served signals. By studying the quotient function, we can estimate the number of sources under some assumptions. In our previous papers, we gave a mathematical formulation which is available for the sources with-out time delay. However, in general, we can not ignore the time delay. In this paper, we will reformulate our basic theorems...

On the relationship between quasi-affine systems and the à trous algorithm.

Brody Dylan Johnson (2002)

Collectanea Mathematica

We seek to demonstrate a connection between refinable quasi-affine systems and the discrete wavelet transform known as the à trous algorithm. We begin with an introduction of the bracket product, which is the major tool in our analysis. Using multiresolution operators, we then proceed to reinvestigate the equivalence of the duality of refinable affine frames and their quasi-affine counterparts associated with a fairly general class of scaling functions that includes the class of compactly supported...

On the suitability of the internet multimedia storage for steganographic information transfer in MP4 files

Matúš Jókay, Ján Baroš (2012)

Kybernetika

The aim of this work is to analyze suitability of existing internet multimedia storage services to use as a covert (steganographic) transmission channel. After general overview we focus specifically on the YouTube service. In particular, we study the feasibility of the recently proposed new steganographic technique [6] of hiding information directly in the structure of the mp4-encoded video file. Our statistical analysis of the set of 1000 video files stored by this service show the practical limitations...

Optimal estimator of hypothesis probability for data mining problems with small samples

Andrzej Piegat, Marek Landowski (2012)

International Journal of Applied Mathematics and Computer Science

The paper presents a new (to the best of the authors' knowledge) estimator of probability called the "Epₕ√2 completeness estimator" along with a theoretical derivation of its optimality. The estimator is especially suitable for a small number of sample items, which is the feature of many real problems characterized by data insufficiency. The control parameter of the estimator is not assumed in an a priori, subjective way, but was determined on the basis of an optimization criterion (the least absolute...

Optimal random sampling for spectrum estimation in DASP applications

Andrzej Tarczynski, Dongdong Qu (2005)

International Journal of Applied Mathematics and Computer Science

In this paper we analyse a class of DASP (Digital Alias-free Signal Processing) methods for spectrum estimation of sampled signals. These methods consist in sampling the processed signals at randomly selected time instants. We construct estimators of Fourier transforms of the analysed signals. The estimators are unbiased inside arbitrarily wide frequency ranges, regardless of how sparsely the signal samples are collected. In order to facilitate quality assessment of the estimators, we calculate...

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