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Multi-Time Wideband LASSO; An Optimization Approach for Paleoclimatology Data

Svedberg, David LU (2021) In Master's thesis in Mathematical Scieces FMSM01 20202
Mathematical Statistics
Abstract
In this work, a new method for spectral analysis of irregularly sampled data from paleoclimatology is proposed. The spectral estimate is formulated as an inverse problem and extracts information from multiple cores sampled at different times with different phases, while being robust to errors in the assumed sampling times. The proposed method is also shown to attain the misspecified Cramér-Rao lower bound when the $SNR$ is sufficiently high and the performance is compared to other commonly used spectral estimation techniques in the field using simulated data, it is then tested on real world data.
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author
Svedberg, David LU
supervisor
organization
course
FMSM01 20202
year
type
H2 - Master's Degree (Two Years)
subject
keywords
Signal Processing, Variance Bounds, Convex Optimization, LASSO, Irregular Sampling, Paleoclimatology
publication/series
Master's thesis in Mathematical Scieces
report number
LUTFMS-3423-2021
ISSN
1404-6342
other publication id
2021:E46
language
English
id
9059625
date added to LUP
2021-07-05 14:51:50
date last changed
2021-08-20 16:53:49
@misc{9059625,
  abstract     = {{In this work, a new method for spectral analysis of irregularly sampled data from paleoclimatology is proposed. The spectral estimate is formulated as an inverse problem and extracts information from multiple cores sampled at different times with different phases, while being robust to errors in the assumed sampling times. The proposed method is also shown to attain the misspecified Cramér-Rao lower bound when the $SNR$ is sufficiently high and the performance is compared to other commonly used spectral estimation techniques in the field using simulated data, it is then tested on real world data.}},
  author       = {{Svedberg, David}},
  issn         = {{1404-6342}},
  language     = {{eng}},
  note         = {{Student Paper}},
  series       = {{Master's thesis in Mathematical Scieces}},
  title        = {{Multi-Time Wideband LASSO; An Optimization Approach for Paleoclimatology Data}},
  year         = {{2021}},
}