Spectral density estimation

(PP 6.4) Density for a multivariate Gaussian - definition and intuition

The density of a (multivariate) non-degenerate Gaussian. Suggestions for how to remember the formula. Mathematical intuition for how to think about the formula.

From playlist Probability Theory

The Power Spectral Density

http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. Representation of wide sense stationary random processes in the frequency domain - the power spectral density or power spectrum is the DTFT of the a

From playlist Random Signal Characterization

Robert Seiringer: The local density approximation in density functional theory

We present a mathematically rigorous justification of the Local Density Approximation in density functional theory. We provide a quantitative estimate on the difference between the grand-canonical Levy-Lieb energy of a given density (the lowest possible energy of all quantum st

From playlist Mathematical Physics

Introduction to Estimation Theory

http://AllSignalProcessing.com for more great signal-processing content: ad-free videos, concept/screenshot files, quizzes, MATLAB and data files. General notion of estimating a parameter and measures of estimation quality including bias, variance, and mean-squared error.

From playlist Estimation and Detection Theory

Maximum Likelihood Estimation Examples

http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. Three examples of applying the maximum likelihood criterion to find an estimator: 1) Mean and variance of an iid Gaussian, 2) Linear signal model in

From playlist Estimation and Detection Theory

(PP 6.6) Geometric intuition for the multivariate Gaussian (part 1)

How to visualize the effect of the eigenvalues (scaling), eigenvectors (rotation), and mean vector (shift) on the density of a multivariate Gaussian.

From playlist Probability Theory

Eyal Lubetzky - 1/3 Spectral vs. geometric approaches to random walks on random graphs

From playlist Spectral properties of large random objects - Summer school 2017

(PP 6.7) Geometric intuition for the multivariate Gaussian (part 2)

How to visualize the effect of the eigenvalues (scaling), eigenvectors (rotation), and mean vector (shift) on the density of a multivariate Gaussian.

From playlist Probability Theory

Power Spectrum Estimation Examples: Welch's Method

http://AllSignalProcessing.com for more great signal-processing content: ad-free videos, concept/screenshot files, quizzes, MATLAB and data files. Examples of applying Welch's method to estimate power spectrum highlighting the tradeoffs between bias and variance that are associated with s

From playlist Estimation and Detection Theory

Michael Bertolacci - AdaptSPEC-X: Spectral analysis of multiple non stationary time series

Dr Michael Bertolacci (University of Wollongong) presents “AdaptSPEC-X: Spectral analysis of multiple non stationary time series”, 08/10/2020. Seminar organised by ANU.

From playlist Statistics Across Campuses

Suhasini Subba Rao: Fourier based methods for spatial data observed on irregularly spaced locations

Abstract : In this talk we introduce a class of statistics for spatial data that is observed on an irregular set of locations. Our aim is to obtain a unified framework for inference and the statistics we consider include both parametric and nonparametric estimators of the spatial covarianc

From playlist Probability and Statistics

Suhasini Subba Rao: Reconciling the Gaussian and Whittle Likelihood with an application to ...

In time series analysis there is an apparent dichotomy between time and frequency domain methods. The aim of this paper is to draw connections between frequency and time domain methods. Our focus will be on reconciling the Gaussia likelihood and the Whittle likelihood. We derive an exact,

From playlist Virtual Conference

Vicky Fasen-Hartmann: Empirical spectral processes for stationary state space models

In this talk, we consider function-indexed normalized weighted integrated periodograms for equidistantly sampled multivariate continuous-time state space models which are multivariate continuous-time ARMA processes. Thereby, the sampling distance is fixed and the driving Lévy process has a

From playlist Probability and Statistics

Rainer von Sachs: Time-frequency analysis of locally stationary Hawkes processes

Abstract : In this talk we address generalisation of stationary Hawkes processes in order to allow for a time-evolutive second-order analysis. A formal derivation of a time-frequency analysis via a time-varying Bartlett spectrum is given by introduction of the new class of locally stationa

From playlist Probability and Statistics

Primordial Black Hole DM - II (Lecture 1) by Yacine Ali Haimoud

PROGRAM LESS TRAVELLED PATH OF DARK MATTER: AXIONS AND PRIMORDIAL BLACK HOLES (ONLINE) ORGANIZERS: Subinoy Das (IIA, Bangalore), Koushik Dutta (IISER, Kolkata / SINP, Kolkata), Raghavan Rangarajan (Ahmedabad University) and Vikram Rentala (IIT Bombay) DATE: 09 November 2020 to 13 Novemb

From playlist Less Travelled Path of Dark Matter: Axions and Primordial Black Holes (Online)

GRCon19 - A decade of gr-specest -- Free Spectral Estimation! by Martin Braun

A decade of gr-specest -- Free Spectral Estimation! by Martin Braun 10 years ago, the Communications Engineering Lab (CEL) of KIT, Germany, published an out-of-tree module for GNU Radio: The spectral estimation toolbox (gr-specest). Today, it’s still around and works even with the latest

From playlist GRCon 2019

Bosonic Complex Quantum Networks: What, when and why - S. Maniscalco - Workshop 1 - CEB T2 2018

Sabrina Maniscalco (Univ. Turku) / 17.05.2018 Bosonic Complex Quantum Networks: What, when and why. In this talk I will present some perspectives on these questions by looking at Hamiltonian models describing complex networks of quantum harmonic oscillators. I will first show that such

From playlist 2018 - T2 - Measurement and Control of Quantum Systems: Theory and Experiments

Advances in Quantum Spectral Estimation - L. Viola - PRACQSYS 2018 - CEB T2 2018

Lorenza Viola (Department of Physics and Astronomy, Dartmouth College, Hanover, USA) / 03.07.2018 Advances in Quantum Spectral Estimation Accurately characterizing the spectral properties of environmental noise in open quantum systems is both a prerequisite for quantitative modeling and

From playlist 2018 - T2 - Measurement and Control of Quantum Systems: Theory and Experiments

Parametric vs Nonparametric Spectrum Estimation

http://AllSignalProcessing.com for more great signal-processing content: ad-free videos, concept/screenshot files, quizzes, MATLAB and data files. Introduces parametric (model-based) and nonparametric (Fourier-based) approaches to estimation of the power spectrum.

From playlist Estimation and Detection Theory

Nexus Trimester - Sewoong Oh (UIUC)

Near-optimal message-passing algorithms for crowdsourcing Sewoong Oh (UIUC) March 17, 2016 Abstract: Crowdsourcing systems, like Amazon Mechanical Turk, provide platforms where large-scale projects are broken into small tasks that are electronically distributed to numerous on-demand cont

From playlist 2016-T1 - Nexus of Information and Computation Theory - CEB Trimester