no code implementations • 26 Apr 2019 • Jeffrey J. Early, Adam M. Sykulski
A comprehensive methodology is provided for smoothing noisy, irregularly sampled data with non-Gaussian noise using smoothing splines.
no code implementations • 22 May 2016 • Adam M. Sykulski, Sofia C. Olhede, Arthur P. Guillaumin, Jonathan M. Lilly, Jeffrey J. Early
We demonstrate the superior performance of the method in simulation studies and in application to a large-scale oceanographic dataset, where in both cases the de-biased approach reduces bias by up to two orders of magnitude, achieving estimates that are close to exact maximum likelihood, at a fraction of the computational cost.
no code implementations • 25 Jun 2013 • Adam M. Sykulski, Sofia C. Olhede, Jonathan M. Lilly, Jeffrey J. Early
In this paper we provide a joint framework for all three representations in the context of frequency-domain stochastic modeling.