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Change-point estimation from indirect observations. 1. Minimax complexity

A. Goldenshluger, A. Juditsky, A. B. Tsybakov, A. Zeevi (2008)

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

We consider the problem of nonparametric estimation of signal singularities from indirect and noisy observations. Here by singularity, we mean a discontinuity (change-point) of the signal or of its derivative. The model of indirect observations we consider is that of a linear transform of the signal, observed in white noise. The estimation problem is analyzed in a minimax framework. We provide lower bounds for minimax risks and propose rate-optimal estimation procedures.

Change-point estimation from indirect observations. 2. Adaptation

A. Goldenshluger, A. Juditsky, A. Tsybakov, A. Zeevi (2008)

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

We focus on the problem of adaptive estimation of signal singularities from indirect and noisy observations. A typical example of such a singularity is a discontinuity (change-point) of the signal or of its derivative. We develop a change-point estimator which adapts to the unknown smoothness of a nuisance deterministic component and to an unknown jump amplitude. We show that the proposed estimator attains optimal adaptive rates of convergence. A simulation study demonstrates reasonable practical...

Classification in the Gabor time-frequency domain of non-stationary signals embedded in heavy noise with unknown statistical distribution

Ewa Świercz (2010)

International Journal of Applied Mathematics and Computer Science

A new supervised classification algorithm of a heavily distorted pattern (shape) obtained from noisy observations of nonstationary signals is proposed in the paper. Based on the Gabor transform of 1-D non-stationary signals, 2-D shapes of signals are formulated and the classification formula is developed using the pattern matching idea, which is the simplest case of a pattern recognition task. In the pattern matching problem, where a set of known patterns creates predefined classes, classification...

Classification Trees as a Technique for Creating Anomaly-Based Intrusion Detection Systems

Jecheva, Veselina, Nikolova, Evgeniya (2009)

Serdica Journal of Computing

Intrusion detection is a critical component of security information systems. The intrusion detection process attempts to detect malicious attacks by examining various data collected during processes on the protected system. This paper examines the anomaly-based intrusion detection based on sequences of system calls. The point is to construct a model that describes normal or acceptable system activity using the classification trees approach. The created database is utilized as a basis for distinguishing...

Coarse quantization for random interleaved sampling of bandlimited signals

Alexander M. Powell, Jared Tanner, Yang Wang, Özgür Yılmaz (2012)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

The compatibility of unsynchronized interleaved uniform sampling with Sigma-Delta analog-to-digital conversion is investigated. Let f be a bandlimited signal that is sampled on a collection of N interleaved grids  {kT + Tn} k ∈ Zwith offsets { T n } n = 1 N [ 0 , T ] T n n = 1 N ⊂ [ 0 ,T ] . If the offsetsTn are chosen independently and uniformly at random from  [0,T]  and if the sample values of fare quantized with a first order Sigma-Delta algorithm, then with high probability the quantization error | f ( t ) - f ˜ ( t ) | | f ( t ) − x10ff65;...

Coarse quantization for random interleaved sampling of bandlimited signals∗∗∗

Alexander M. Powell, Jared Tanner, Yang Wang, Özgür Yılmaz (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

The compatibility of unsynchronized interleaved uniform sampling with Sigma-Delta analog-to-digital conversion is investigated. Let f be a bandlimited signal that is sampled on a collection of N interleaved grids  {kT + Tn} k ∈ Z with offsets { T n } n = 1 N [ 0 , T ] . If the offsets Tn are chosen independently and uniformly at random from  [0,T]  and if the sample values of f are quantized with a first order Sigma-Delta algorithm, then with high probability...

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