Additive asynchronous and cyclostationary impulsive noise limits communication performance in OFDM powerline communication (PLC) systems. Conventional OFDM receivers assume additive white Gaussian noise and hence experience degradation in communication performance in impulsive noise. Alternate designs assume a parametr…
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48 results for “impulse noise”
Paper tackles robust sparse recovery in impulsive noise, using CMN and ADMM.
problem Sparse signal recovery in the presence of heavy-tailed impulsive noise.
method Exploits Continuous Mixed Norm (CMN) and Alternating Direction Method of Multipliers (ADMM).
result CMN leads to near optimal recovery in blind conditions.
We propose a novel receiver for orthogonal frequency division multiplexing (OFDM) transmissions in impulsive noise environments. Impulsive noise arises in many modern wireless and wireline communication systems, such as Wi-Fi and powerline communications, due to uncoordinated interference that is much stronger than the…
Novel DCD-based algorithms improve RLS performance in noisy channels.
problem Improving recursive least squares performance in impulsive noise.
method Generalized DCD algorithm for RLS, robust strategies, variable forgetting factor.
result Unified update formula and improved tracking of abrupt changes.
Paper proposes BCNMCC for system identification with noisy input.
problem System identification with noisy input and impulsive output noise.
method Introduces BCV to NMCC algorithm to compensate for input noise bias.
result BCNMCC outperforms other algorithms in noisy input conditions.
Collaborative filtering system restores images with impulse noise.
problem Restoring images with identified noisy pixels.
method Defines a new color image representation using matrices and parameters, performs experiments on a database.
result Algorithm performance depends on and parameters, providing guidance on their selection.
A new filter improves robustness against impulsive noises.
problem Improving robustness of UKF against impulsive noises.
method Applying UT to obtain prior estimates, MCC for posterior estimates.
result Satisfying performance confirmed by examples.
New adaptive filtering algorithm CMCC improves performance in impulsive noises.
problem Adaptive filtering in non-Gaussian impulsive noises.
method CMCC incorporates a linear constraint into MCC filter to solve a constrained optimization problem.
result CMCC significantly outperforms MSE based constrained adaptive algorithms in impulsive noises.
Study of Robust Distributed Diffusion RLS Algorithms with Side Information for Adaptive Networkscs.LG
Robust algorithms improve network performance in noisy environments.
problem Performance degradation in networks of agents with impulsive noise.
method Developed two diffusion recursive least squares algorithms with side information to mitigate noise.
result The proposed algorithms significantly improve network robustness and performance compared to existing methods.
New algorithm improves learning in noisy networks with robust performance.
problem Improving learning in noisy, distributed networks.
method Diffusion normalized least mean M-estimate algorithm with sparse-aware variant.
result The proposed algorithms outperform existing diffusion algorithms in impulsive noise scenarios.
Robust diffusion adaptive estimation algorithms based on the maximum correntropy criterion (MCC), including adaptation to combination MCC and combination to adaptation MCC, are developed to deal with the distributed estimation over network in impulsive (long-tailed) noise environments. The cost functions used in distri…
Paper proposes a self-supervised method to denoise autoregressive signals with heavy-tailed noise.
problem Denoising autoregressive signals corrupted by heavy-tailed noise.
method Self-supervised learning approach without requiring full noise distribution knowledge.
result Strong denoising performance compared to baseline methods, especially for impulsive noise.
VANAR outperforms VAR in forecasting and causality detection.
problem Capturing nonlinearity in dynamical systems for accurate predictions and causal relationships.
method Introduces VANAR, a neural network for nonlinear autoregression.
result VANAR significantly outperforms VAR in forecast and causality tests.
Traditional Kalman filter (KF) is derived under the well-known minimum mean square error (MMSE) criterion, which is optimal under Gaussian assumption. However, when the signals are non-Gaussian, especially when the system is disturbed by some heavy-tailed impulsive noises, the performance of KF will deteriorate serious…
This paper simplifies complex game dynamics by using a recursive representation.
problem Difficulties in finite-player dynamic games with private information.
method Provides a recursive representation and noise-state model.
result Equilibrium becomes a deterministic fixed point in impulse-response functions.
A neural network learns to estimate spectra from few noisy samples.
problem Estimating spectra from limited noisy data.
method Training a neural network on simulated data to approximate multisinusoidal signal spectra.
result The approach performs well in various noise conditions and is competitive with classical methods.
Using a Bayesian approach, we consider the problem of recovering sparse signals under additive sparse and dense noise. Typically, sparse noise models outliers, impulse bursts or data loss. To handle sparse noise, existing methods simultaneously estimate the sparse signal of interest and the sparse noise of no interest.…
Paper tackles risk-sensitive impulse control for continuous-time processes.
problem Risk-sensitive impulse control for continuous-time Feller-Markov processes.
method Probabilistic approach to solve Bellman equation and construct optimal strategy.
result Optimal strategy approximated by dyadic impulse strategies.
Study proves interaction of three impulsive gravitational waves, showing local solution and Lipschitz continuity.
problem Interaction of three impulsive gravitational waves in Einstein vacuum equations.
method Geometric estimates and wave estimates to prove local solution and continuity.
result Local solution to Einstein vacuum equations with three impulsive gravitational waves, Lipschitz continuity.
New method for estimating and testing impulse responses in high-dimensional VAR systems.
problem Statistical inference for impulse responses in sparse, high-dimensional vector autoregressions.
method Local projection equations and de-sparsified estimators combined with a non-regularized contemporaneous impact matrix.
result Valid inference procedures for structural impulse responses in high-dimensional systems.
Investigates conditions for Poincaré map existence and uniqueness in systems with impulse effects.
problem Existence and uniqueness of Poincaré maps for systems with impulse effects.
method Investigates sufficient conditions for the existence and uniqueness of Poincaré maps for dynamical systems with impulse effects evolving on a differentiable manifold.
result Shows sufficient conditions for the existence and uniqueness of Poincaré maps for systems with impulse effects.
Develops a numerical algorithm for stochastic impulse control using regression surrogates.
problem Optimal impulse control in stochastic processes.
method Generates statistical surrogates for continuation and intervention functions, recursively trained over simulated state trajectories.
result Demonstrates flexibility and extensibility of the numerical scheme through case studies.
Unified Bayesian framework for LTV system identification using neural networks and Gaussian Processes.
problem Identifying Linear Time-Varying systems from input-output data.
method Bayesian modeling of impulse response as a stochastic process, using neural networks and Gaussian Processes for inference.
result Framework can infer LTI system properties from a single noisy input-output pair, achieving lower error than classical methods.
New deep learning model improves impulse response estimation.
problem Impulse response estimation of stable linear systems.
method Data-driven deep learning model.
result New model captures more hidden patterns in data.
Impulsive waves contradict a 1962 conjecture about pp-waves.
problem The failure of the Ehlers--Kundt conjecture in the impulsive case.
method Summarized completeness results for impulsive wave spacetimes.
result Impulsive pp-waves are complete, contradicting the conjecture.
Semiparametric inference for impulse response functions using double/debiased machine learningecon.EM
Estimates impulse response functions using machine learning in time series data.
problem Estimating causal effects of discrete treatments over time with flexible models.
method Double/debiased machine learning for nonparametric time series data.
result Consistent and asymptotically normal estimator for impulse response functions.
Study strategic competition in commodity markets using impulse-switching controls.
problem Strategic competition between upstream and downstream firms in commodity markets.
method Non-zero-sum stochastic differential game with mixed impulse/switching controls.
result Multiple Nash equilibria found, depending on the number of switches by the downstream firm.
Optimal trading strategy between CEXs and DEXs with priority fees and stochastic delays.
problem Managing latency risk in trading between centralized and decentralized exchanges.
method Developed a mixed control framework combining absolutely continuous controls with impulse interventions, allowing for stochastic execution delays and multiple pending orders.
result Optimal priority fee selection significantly outperforms non-strategic fee selection.
Paper studies long-run risk optimization with dyadic impulses for unbounded processes.
problem Long-run risk optimization problem with unbounded and non-uniformly ergodic processes.
method Adapting weight norm approach, combining geometric drift and local minorization property.
result Existence of solution to Bellman equation for risk-averse parameters.
Random neural networks with ReLU activations are non-Gaussian processes.
problem Understanding the behavior of neural networks with random initialization and rectified linear units.
method Proving these networks are non-Gaussian processes and deriving their properties.
result These networks can converge to non-Gaussian processes under certain conditions.
Study bank salvage model with stochastic impulse controls to minimize costs.
problem Minimize total cost of saving a bank from default with unpredictable default time.
method Impulse stochastic controls to address the bank's default risk.
result Unique viscosity solution exists for the QVI, with Lipschitz and Holder continuity properties.
This paper solves a Bayes sequential impulse control problem for a diffusion, whose drift has an unobservable parameter with a change point. The partially-observed problem is reformulated into one with full observations, via a change of probability measure which removes the drift. The optimal impulse controls can be ex…
New method trains image denoising models without clean reference images.
problem Training deep image denoising models without clean reference images.
method Employing networks with a 'blind spot' in the receptive field.
result Image quality is on par with state-of-the-art neural network denoisers.
Abstract: A new approach to technical indicators without lag.
problem Defining classical technical indicators as bounded operators for lag-free trading.
method Using linear algebra to redefine technical indicators as bounded operators in space.
result Demonstrated the no-lag versions of technical indicators are simpler and more effective.
Study optimal market making in Hawkes LOB market using impulse control and RL.
problem Optimal market making in Hawkes LOB market with queue dynamics and endogenous price impact.
method Impulse control framework, RL approximation, deep learning method.
result Strong empirical performance and solution to HJB-QVI with deep learning.
Nonzero-sum stochastic impulse games with an application in competitive retail energy marketsmath.OC
Study competitive energy markets using stochastic impulse games.
problem Maximizing profits in competitive retail energy markets.
method Connection between Nash equilibrium and quasi-variational inequalities (QVIs).
result Value functions are constrained viscosity solutions of QVIs.
The paper introduces a method to explain redundancy in deep CNNs using unit impulse response.
problem Redundancy in deep CNNs leads to unnecessary computations and increased cost.
method Empirical demonstration and unit impulse response analysis to identify and quantify redundancy across layers and depth.
result Identifies and quantifies redundancy in deep CNNs, providing better insights into their internal dynamics.
New mathematical foundations for stable RKHSs improve system identification.
problem Improving stability tests and modeling of impulse responses.
method Providing new structural properties and stability conditions for stable RKHSs.
result Any stable kernel admits feature maps induced by orthogonal eigenvectors in l2.
Dealing with collinearity in large-scale linear system identification using Bayesian regularizationmath.DS
Bayesian regularization tackles collinearity in large-scale systems with correlated inputs.
problem Collinearity in large-scale linear systems identification due to correlated inputs.
method Bayesian regularization with stable spline covariance and Markov chain Monte Carlo scheme.
result Efficient reconstruction of impulse responses with high correlation among inputs.
We consider an impulse control problem in infinite horizon applied with switching technology. We suppose that the firm decides at certain moments (impulse moments) to switch technology, leading to a jump of the firm value. We show that the value function for such problems satisfies a dynamic programming principle versi…
New method decomposes local projections to reveal historical drivers of estimates.
problem Uncertainty in interpreting local projections due to black-box nature.
method Decomposes LP estimates into contributions of historical events, interpreting weights as shocks and proximity scores.
result Dominant historical events drive impulse response estimates, revealing underlying mechanisms.
Given a real vector space V of finite dimension, together with a particular homogeneous field of bivectors that we call a "field of projective forces", we define a law of dynamics such that the position of the particle is a "ray" i.e. a half-line drawn from the origin of V. The impulsion is a bivector whose support is …
Second paper in series solves Einstein vacuum equations for three impulsive waves.
problem Solving local Cauchy problem for impulsive gravitational waves.
method Geometric commutators for energy estimates, fractional-derivative regularity, anisotropic Sobolev embedding.
result Scalar field becomes everywhere Lipschitz and away from singular region.
In this paper, we propose an outlier-robust regularized kernel-based method for linear system identification. The unknown impulse response is modeled as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline kernel, which encodes information on regularity and exponential …
Optimal intervention in the foreign exchange market when interventions affect market dynamicsq-fin.GN
We address the problem of optimal Central Bank intervention in the exchange rate market when interventions create feedback in the rate dynamics. In particular, we extend the work done on optimal impulse control by Cadenillas and Zapatero to incorporate temporary market reactions, of random duration and level, to Bank i…
Recent developments in linear system identification have proposed the use of non-parameteric methods, relying on regularization strategies, to handle the so-called bias/variance trade-off. This paper introduces an impulse response estimator which relies on an -type regularization including a rank-penalty derive…
Study shows high costs for replicating financial claims with fixed fees.
problem High costs for replicating financial claims in markets with fixed transaction costs.
method Stochastic impulse control problem with terminal state constraint.
result Super--replication prices are prohibitively costly and lead to trivial strategies in continuous models.
We study a single risky financial asset model subject to price impact and transaction cost over an finite time horizon. An investor needs to execute a long position in the asset affecting the price of the asset and possibly incurring in fixed transaction cost. The objective is to maximize the discounted revenue obtaine…