arXiv subjects

Haiyan Cai

Publications and source records attributed to Haiyan Cai.

5 recordsLinked to original sources

arXiv2019

Adaptive Short-time Fourier Transform and Synchrosqueezing Transform for Non-stationary Signal Separation

The synchrosqueezing transform, a kind of reassignment method, aims to sharpen the time-frequency representation and to separate the components of a multicomponent non-stationary signal. In this paper, we consider the short-time Fourier transform (STFT) with a time-varying parameter, called the adaptive STFT. Based on the local approximation of linear frequency modulation mode, we analyze the well-separated condition of non-stationary multicomponent signals using the adaptive STFT with the Gaussian window function. We propose the STFT-based synchrosqueezing transform (FSST) with a time-varying parameter, named the adaptive FSST, to enhance the time-frequency concentration and resolution of a multicomponent signal, and to separate its components more accurately. In addition, we also propose the 2nd-order adaptive FSST to further improve the adaptive FSST for the non-stationary signals with fast-varying frequencies. Furthermore, we present a localized optimization algorithm based on our well-separated condition to estimate the time-varying parameter adaptively and automatically. Simulation results on synthetic signals and the bat echolocation signal are provided to demonstrate the effectiveness and robustness of the proposed method.

eess.SP↗

arXiv2019

Adaptive Synchrosqueezing Transform with a Time-Varying Parameter for Non-stationary Signal Separation

The continuous wavelet transform (CWT) is a linear time-frequency representation and a powerful tool for analyzing non-stationary signals. The synchrosqueezing transform (SST) is a special type of the reassignment method which not only enhances the energy concentration of CWT in the time-frequency plane, but also separates the components of multicomponent signals. The "bump wavelet" and Morlet's wavelet are commonly used continuous wavelets for the wavelet-based SST. There is a parameter in these wavelets which controls the widths of the time-frequency localization window. In most literature on SST, this parameter is a fixed positive constant. In this paper, we consider the CWT with a time-varying parameter (called the adaptive CWT) and the corresponding SST (called the adaptive SST) for instantaneous frequency estimation and multicomponent signal separation. We also introduce the 2nd-order adaptive SST. We analyze the separation conditions for non-stationary multicomponent signals with the local approximation of linear frequency modulation mode. We derive well-separated conditions of a multicomponent signal based on the adaptive CWT. We propose methods to select the time-varying parameter so that the corresponding adaptive SSTs of the components of a multicomponent signal have sharp representations and are well-separated, and hence the components can be recovered more accurately. We provide comparison experimental results to demonstrate the efficiency and robustness of the proposed adaptive CWT and adaptive SST in separating components of multicomponent signals with fast varying frequencies.

eess.SP↗

arXiv2019

Two-Sample Test Based on Classification Probability

Robust classification algorithms have been developed in recent years with great success. We take advantage of this development and recast the classical two-sample test problem in the framework of classification. Based on the estimates of classification probabilities from a classifier trained from the samples, a test statistic is proposed. We explain why such a test can be a powerful test and compare its performance in terms of the power and efficiency with those of some other recently proposed tests with simulation and real-life data. The test proposed is nonparametric and can be applied to complex and high dimensional data wherever there is a classifier that provides consistent estimate of the classification probability for such data.

math.ST↗

arXiv2018

Analysis of Adaptive Short-time Fourier Transform-based Synchrosqueezing Transform

Recently the study of modeling a non-stationary signal as a superposition of amplitude and frequency-modulated Fourier-like oscillatory modes has been a very active research area. The synchrosqueezing transform (SST) is a powerful method for instantaneous frequency estimation and component separation of non-stationary multicomponent signals. The short-time Fourier transform-based SST (FSST for short) reassigns the frequency variable to sharpen the time-frequency representation and to separate the components of a multicomponent non-stationary signal. Very recently the FSST with a time-varying parameter, called the adaptive FSST, was introduced. The simulation experiments show that the adaptive FSST is very promising in instantaneous frequency estimation of the component of a multicomponent signal, and in accurate component recovery. However the theoretical analysis of the adaptive FSST has not been carried out. In this paper, we study the theoretical analysis of the adaptive FSST and obtain the error bounds for the instantaneous frequency estimation and component recovery with the adaptive FSST and the 2nd-order adaptive FSST.

math.NA↗

arXiv2016

A Note on Jointly Modeling Edges and Node Attributes of a Network

We are interested in modeling networks in which the connectivity among the nodes and node attributes are random variables and interact with each other. We propose a probabilistic model that allows one to formulate jointly a probability distribution for these variables. This model can be described as a combination of a latent space model and a Gaussian graphical model: given the node variables, the edges will follow independent logistic distributions, with the node variables as covariates; given edges, the node variables will be distributed jointly as multivariate Gaussian, with their conditional covariance matrix depending on the graph induced by the edges. We will present some basic properties of this model, including a connection between this model and a dynamical network process involving both edges and node variables, the marginal distribution of the model for edges as a random graph model, its one-edge conditional distributions, the FKG inequality, and the existence of a limiting distribution for the edges in a infinite graph.

math.PR↗