Improved Approach for the Maximum Entropy Deconvolution Problem

The probability density function (pdf) valid for the Gaussian case is often applied for describing the convolutional noise pdf in the blind adaptive deconvolution problem, although it is known that it can be applied only at the latter stages of the deconvolution process, where the convolutional noise pdf tends to be approximately Gaussian. Recently, the deconvolutional noise pdf was approximated with the Edgeworth Expansion and with the Maximum Entropy density function for the 16 Quadrature Amplitude Modulation (QAM) input but no equalization performance improvement was seen for the hard channel case with the equalization algorithm based on the Maximum Entropy density function approach for the convolutional noise pdf compared with the original Maximum Entropy algorithm, while for the Edgeworth Expansion approximation technique, additional predefined parameters were needed in the algorithm. In this paper, the Generalized Gaussian density (GGD) function and the Edgeworth Expansion are applied for approximating the convolutional noise pdf for the 16 QAM input case, with no need for additional predefined parameters in the obtained equalization method. Simulation results indicate that improved equalization performance is obtained from the convergence time point of view of approximately 15,000 symbols for the hard channel case with our new proposed equalization method based on the new model for the convolutional noise pdf compared to the original Maximum Entropy algorithm. By convergence time, we mean the number of symbols required to reach a residual inter-symbol-interference (ISI) for which reliable decisions can be made on the equalized output sequence.

Toward the detection of gravitational waves under non-Gaussian noises I. Locally optimal statistic

After reviewing the standard hypothesis test and the matched filter technique to identify gravitational waves under Gaussian noises, we introduce two methods to deal with non-Gaussian stationary noises. We formulate the likelihood ratio function under weakly non-Gaussian noises through the Edgeworth expansion and strongly non-Gaussian noises in terms of a new method we call Gaussian mapping where the observed marginal distribution and the two-body correlation function are fully taken into account. We then apply these two approaches to Student's t-distribution which has a larger tails than Gaussian. It is shown that while both methods work well in the case the non-Gaussianity is small, only the latter method works well for highly non-Gaussian case.

Improving interval estimation of binomial proportions

In this paper, we propose one new confidence interval for the binomial proportion; our interval is based on the Edgeworth expansion of a logit transformation of the sample proportion. We provide theoretical justification for the proposed interval and also compare the finite-sample performance of the proposed interval with the three best existing intervals-the Wilson interval, the Agresti-Coull interval and the Jeffreys interval-in terms of their coverage probabilities and expected lengths. We illustrate the proposed method in two real clinical studies.