Observations are made on a point process Ξ in R in a window Qλ of volume λ. The observation, or ‘score’ at a point x, here denoted ξ(x, Ξ), is a function of the points within a random distance of x. When the input Ξ is a Poisson or binomial point process, the large λ limit theory for the total score ∑ x∈Ξ∩Qλ ξ(x, Ξ ∩Qλ), when properly scaled and centered, is well understood. In this paper we es...

We provide an extension to the infinitely-many marginals case of the martingale version of the Fréchet-Hoeffding coupling (which corresponds to the one-dimensional Brenier theorem). In the two-marginal context, this extension was obtained by Beiglböck & Juillet [7], and further developed by Henry-Labordère & Touzi [40], see also [6]. Our main result applies to a special class of reward function...

We obtained results on the capacity of a mobile MIMO channel and on the influence of the user. Measurements were done in a configuration with three distributed transmitters equipped with single antennas and with a small wireless handset with four antennas, creating a 4Rx x 3Tx configuration. We express the quality of the radio channel in terms of the Effective Degree of Freedom (EDOF)[1]. From ...

We present a new method for data interpolation and signal/noise separation of teleseismic wavefields recorded by regional seismic arrays. The method exploits the plane wave nature of direct arrivals and receiver-side arrivals from regional scale structure by decomposing the recorded wavefield into a plane wave basis using the linear radon transform. Casting the radon transform as an inversion p...

Variance Inflation Factors (VIFs) are reexamined as conditioning diagnostics for models with intercept, with and without centering regressors to their means as oft debated. Conventional VIFs, both centered and uncentered, are flawed. To rectify matters, two types of orthogonality are noted: vector-space orthogonality and uncorrelated centered regressors.The key to our approach lies in feasible ...

It is well-known that additive and channel noise cause shift and scaling in MFCC features. Empirical normalization techniques to estimate and compensate for the effects, such as cepstral mean subtraction and variance normalization, have been shown to be useful. However, these empirical estimate may not be optimal. In this paper, we approach the problem from two directions, 1) use a more robust ...

Our research in statistical cognition uses both qualitative and quantitative methods. A mixed method approach makes our research more comprehensive, and provides us with new directions, unexpected insights, and alternative explanations for previously established concepts. In this paper, we review four statistical cognition studies that used mixed methods and explain the contributions of both th...

We consider the problem of estimating a measure of daily volatility from intermittent high-frequency data that are subject to market microstructure effects. We show that a simple Newey-West type modification of the realized variance (RV) yields an unbiased measure of volatility for the ‘open’ part of the day. The modified RV is unbiased even if 1-minute intra-day returns are used. Further, with...

This paper reports a dual-butterfly structure gyroscope based on the traditional butterfly structure. This novel structure is composed of two butterfly structures, each of which contains a main vibrational beam, four proof masses, and a coupling mechanism. The coupling mechanism in this proposed structure couples the two single butterfly structures and keeps the driving mode phases of the two s...

Today uncertainties of a phase difference of two sinusoidal signals is commonly about 10 μrad for non coherent measurements and signal amplitudes up to several volts. Increasing voltage range of a phase meter requires special considerations. The construction of a special voltage divider intended for precise phase difference measurement is presented in this paper. The uncertainty contribution of...