Generalized functions | Stochastic calculus

White noise analysis

In probability theory, a branch of mathematics, white noise analysis, otherwise known as Hida calculus, is a framework for infinite-dimensional and stochastic calculus, based on the Gaussian white noise probability space, to be compared with Malliavin calculus based on the Wiener process. It was initiated by Takeyuki Hida in his 1975 Carleton Mathematical Lecture Notes. The term white noise was first used for signals with a flat spectrum. (Wikipedia).

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What Is White Noise?

Jonathan defines what white noise actually is and how it's used to mask other annoying sounds. Learn more at HowStuffWorks.com: http://science.howstuffworks.com/question47.htm Share on Facebook: http://goo.gl/n7YNrZ Share on Twitter: http://goo.gl/Fq9InS Subscribe: http://goo.gl/ZYI7Gt V

From playlist Episodes hosted by Jonathan

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Time Series Talk : White Noise

Intro to white noise in time series analysis

From playlist Time Series Analysis

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How To Make Smells Not Smell

What if there was a way to create white noise for your sense of smell? Trace is here to explain how scientists were able to successfully mask odors using “white smell.” Read More: White smell: the olfactory equivalent of white noise http://www.newscientist.com/article/dn22514-white-sm

From playlist DNews Favorites

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Analysis of Quantization Error

http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. Modeling quantization error as uncorrelated noise. Signal to quantization noise ratio as a function of the number of bits used to represent the sign

From playlist Sampling and Reconstruction of Signals

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Discrete Fourier Transform - Simple Step by Step

Easy explanation of the Fourier transform and the Discrete Fourier transform, which takes any signal measured in time and extracts the frequencies in that signal. This is a work in progress, let me know if anything doesn't make sense, and I will update the video to make that clearer. Tha

From playlist Fourier

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What is Sound? - Quickly Discover What Sound Really Is

What is Sound? This simple demonstration visually shows how sound waves are produced from a vibrating surface. A frequency generator is hooked up to a power amplifier, and the resultant signal is used to drive a loudspeaker. The signal is also sent to an oscilloscope. After listen

From playlist Physics Demonstrations

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Guy Nason: A test for local white noise (and the absence of aliasing) in locally stationary...

Abstract: This talk develops a new test for local white noise which also doubles as a test for the lack of aliasing in a locally stationary wavelet process. We compare and contrast our new test with the aliasing test for stationary time series due to Hinich and co-authors. We show that the

From playlist Probability and Statistics

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What is signal and what is noise?

This lecture discusses the distinction between "signal" and "noise" -- and important definition when working with large or complex datasets. This video is part of an online course called "Simulate, understand, & visualize data like a data scientist." The course includes 3+ hours of video

From playlist Simulate, understand, and visualize data

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Data Noise | Introduction to Data Mining part 8

In this Data Mining Fundamentals tutorial, we discuss data noise that can overlap valid data and outliers. Noise can appear because of human inconsistency and labeling. We will provide you with several examples of data noise, and how data noise can be measured and recorded. -- Learn more a

From playlist Introduction to Data Mining

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Simulating data to understand analysis methods

This video lesson is part of a complete course on neuroscience time series analyses. The full course includes - over 47 hours of video instruction - lots and lots of MATLAB exercises and problem sets - access to a dedicated Q&A forum. You can find out more here: https://www.udemy.

From playlist NEW ANTS #1) Introductions

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QRM 6-1: TS for RM 1 (intro)

Welcome to Quantitative Risk Management (QRM). In Lesson 6 we start discussing Time Series (TS) analysis, which we will later combine with EVT. We will answer the following questions: What is a TS? What types of TS can we model? What does stationarity mean? What are the main causes of non

From playlist Quantitative Risk Management

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Nicolas Perkowski: Lecture #1

This is the first lecture on "A Markovian perspective on some singular SPDEs" taught by Professor Nicolas Perkowski. For more materials and slides visit: https://sites.google.com/view/oneworld-pderandom/home

From playlist Summer School on PDE & Randomness

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Time Series class: Part 1 - Dr Ioannis Papastathopoulos, University of Edinburgh

Part 2: https://youtu.be/7n0HTtThMe0 Introduction: Moving average, Autoregressive and ARMA models. Parameter estimation, likelihood based inference and forecasting with time series. Advanced: State-space models (hidden Markov models, Kalman filter) and applications. Recurrent neural netw

From playlist Data science classes

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Neuroscience source separation 1b: Spectral separation in MATLAB

This is part one of a three-part lecture series I taught in a masters-level neuroscience course in fall of 2020 at the Donders Institute (the Netherlands). The lectures were all online in order to minimize the spread of the coronavirus. That's good for you, because now you can watch the en

From playlist Neuroscience source separation (3-part lecture series)

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Principal Component Analysis

http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. Representing multivariate random signals using principal components. Principal component analysis identifies the basis vectors that describe the la

From playlist Random Signal Characterization

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Michael Unser: Wavelets and stochastic processes: how the Gaussian world became sparse

Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b

From playlist 30 years of wavelets

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Spinodal decomposition in the Allen-Cahn equation without and with noise

This simulation compares solutions of the Allen-Cahn equation without and with noise. The left half of the display shows the case without noise, while the right half shows the case with an additional space-time white noise, meaning here that independent Gaussian random variables are added

From playlist Reaction-diffusion equations

Related pages

Duality (mathematics) | White noise | Wiener process | Hilbert space | Generalized function | Mathematics | Pettis integral | Martingale (probability theory) | Polynomial chaos | Laplace–Beltrami operator | Probability measure | Probability theory | Skorokhod integral | Probability space | Characteristic function (probability theory) | Stochastic calculus