{"id":"https://openalex.org/W3012264515","doi":"https://doi.org/10.1109/camsap45676.2019.9022442","title":"Wavelet-Based Detection and Estimation of Fractional L\u00e9vy Signals in High Dimensions","display_name":"Wavelet-Based Detection and Estimation of Fractional L\u00e9vy Signals in High Dimensions","publication_year":2019,"publication_date":"2019-12-01","ids":{"openalex":"https://openalex.org/W3012264515","doi":"https://doi.org/10.1109/camsap45676.2019.9022442","mag":"3012264515"},"language":"en","primary_location":{"id":"doi:10.1109/camsap45676.2019.9022442","is_oa":false,"landing_page_url":"https://doi.org/10.1109/camsap45676.2019.9022442","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://cnrs.hal.science/hal-03034138","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5082895823","display_name":"B. Cooper Boniece","orcid":"https://orcid.org/0000-0001-5144-8268"},"institutions":[{"id":"https://openalex.org/I204465549","display_name":"Washington University in St. Louis","ror":"https://ror.org/01yc7t268","country_code":"US","type":"education","lineage":["https://openalex.org/I204465549"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"B. Cooper Boniece","raw_affiliation_strings":["Dept. Math. and Stats., Washington University in St. Louis, St. Louis, USA","Washington University in Saint Louis"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept. Math. and Stats., Washington University in St. Louis, St. Louis, USA","institution_ids":["https://openalex.org/I204465549"]},{"raw_affiliation_string":"Washington University in Saint Louis","institution_ids":["https://openalex.org/I204465549"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008685312","display_name":"Herwig Wendt","orcid":"https://orcid.org/0000-0001-6930-3083"},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I134560555","display_name":"Universit\u00e9 Toulouse III - Paul Sabatier","ror":"https://ror.org/02v6kpv12","country_code":"FR","type":"education","lineage":["https://openalex.org/I134560555"]},{"id":"https://openalex.org/I17866349","display_name":"Universit\u00e9 F\u00e9d\u00e9rale de Toulouse Midi-Pyr\u00e9n\u00e9es","ror":"https://ror.org/004raaa70","country_code":"FR","type":"education","lineage":["https://openalex.org/I17866349"]},{"id":"https://openalex.org/I3131550300","display_name":"Universit\u00e9 Toulouse-I-Capitole","ror":"https://ror.org/0443n9e75","country_code":"FR","type":"education","lineage":["https://openalex.org/I3131550300"]},{"id":"https://openalex.org/I4210119061","display_name":"Institut de Recherche en Informatique de Toulouse","ror":"https://ror.org/01rx4qw44","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I205747304","https://openalex.org/I4210119061","https://openalex.org/I4210152422","https://openalex.org/I4405258862","https://openalex.org/I4405259414"]},{"id":"https://openalex.org/I4210152422","display_name":"Universit\u00e9 Toulouse - Jean Jaur\u00e8s","ror":"https://ror.org/04ezk3x31","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210152422"]},{"id":"https://openalex.org/I4210160189","display_name":"Institut Polytechnique de Bordeaux","ror":"https://ror.org/054qv7y42","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210160189"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Herwig Wendt","raw_affiliation_strings":["IRIT, CNRS (UMR 5505), Universit\u00e9 de Toulouse, France","Centre National de la Recherche Scientifique","CoMputational imagINg anD viSion"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IRIT, CNRS (UMR 5505), Universit\u00e9 de Toulouse, France","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I134560555","https://openalex.org/I17866349","https://openalex.org/I3131550300","https://openalex.org/I4210119061","https://openalex.org/I4210152422","https://openalex.org/I4210160189"]},{"raw_affiliation_string":"Centre National de la Recherche Scientifique","institution_ids":["https://openalex.org/I1294671590"]},{"raw_affiliation_string":"CoMputational imagINg anD viSion","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081762841","display_name":"Gustavo Didier","orcid":"https://orcid.org/0000-0003-1363-5868"},"institutions":[{"id":"https://openalex.org/I114832834","display_name":"Tulane University","ror":"https://ror.org/04vmvtb21","country_code":"US","type":"education","lineage":["https://openalex.org/I114832834"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Gustavo Didier","raw_affiliation_strings":["Math. Dept., Tulane University, New Orleans, USA","Tulane University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Math. Dept., Tulane University, New Orleans, USA","institution_ids":["https://openalex.org/I114832834"]},{"raw_affiliation_string":"Tulane University","institution_ids":["https://openalex.org/I114832834"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5050643672","display_name":"Patrice Abry","orcid":"https://orcid.org/0000-0002-7096-8290"},"institutions":[{"id":"https://openalex.org/I100532134","display_name":"Universit\u00e9 Claude Bernard Lyon 1","ror":"https://ror.org/029brtt94","country_code":"FR","type":"education","lineage":["https://openalex.org/I100532134","https://openalex.org/I203339264"]},{"id":"https://openalex.org/I113428412","display_name":"\u00c9cole Normale Sup\u00e9rieure de Lyon","ror":"https://ror.org/04zmssz18","country_code":"FR","type":"education","lineage":["https://openalex.org/I113428412","https://openalex.org/I203339264"]},{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I4210096929","display_name":"Laboratoire de Physique de l'ENS de Lyon","ror":"https://ror.org/00w5ay796","country_code":"FR","type":"facility","lineage":["https://openalex.org/I100532134","https://openalex.org/I112936343","https://openalex.org/I113428412","https://openalex.org/I113428412","https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I203339264","https://openalex.org/I203339264","https://openalex.org/I203339264","https://openalex.org/I203339264","https://openalex.org/I203339264","https://openalex.org/I203339264","https://openalex.org/I4210096929","https://openalex.org/I4405259976","https://openalex.org/I4405263940","https://openalex.org/I48430043"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Patrice Abry","raw_affiliation_strings":["Univ Lyon, ENS de Lyon, Univ Claude Bernard, CNRS, Laboratoire de Physique, Lyon, France","Laboratoire de Physique de l'ENS Lyon"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Univ Lyon, ENS de Lyon, Univ Claude Bernard, CNRS, Laboratoire de Physique, Lyon, France","institution_ids":["https://openalex.org/I100532134","https://openalex.org/I113428412","https://openalex.org/I1294671590"]},{"raw_affiliation_string":"Laboratoire de Physique de l'ENS Lyon","institution_ids":["https://openalex.org/I113428412","https://openalex.org/I4210096929"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":12,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"3","issue":null,"first_page":"574","last_page":"578"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9966999888420105,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9966999888420105,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.991599977016449,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.989799976348877,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/wavelet","display_name":"Wavelet","score":0.6998952031135559},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5125524997711182},{"id":"https://openalex.org/keywords/wavelet-transform","display_name":"Wavelet transform","score":0.4758431911468506},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.4681437611579895},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.42566001415252686},{"id":"https://openalex.org/keywords/pattern-recognition","display_name":"Pattern recognition (psychology)","score":0.37921157479286194},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.32064616680145264},{"id":"https://openalex.org/keywords/speech-recognition","display_name":"Speech recognition","score":0.3204573392868042},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1522541642189026}],"concepts":[{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.6998952031135559},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5125524997711182},{"id":"https://openalex.org/C196216189","wikidata":"https://www.wikidata.org/wiki/Q2867","display_name":"Wavelet transform","level":3,"score":0.4758431911468506},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.4681437611579895},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.42566001415252686},{"id":"https://openalex.org/C153180895","wikidata":"https://www.wikidata.org/wiki/Q7148389","display_name":"Pattern recognition (psychology)","level":2,"score":0.37921157479286194},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.32064616680145264},{"id":"https://openalex.org/C28490314","wikidata":"https://www.wikidata.org/wiki/Q189436","display_name":"Speech recognition","level":1,"score":0.3204573392868042},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1522541642189026},{"id":"https://openalex.org/C201995342","wikidata":"https://www.wikidata.org/wiki/Q682496","display_name":"Systems engineering","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/camsap45676.2019.9022442","is_oa":false,"landing_page_url":"https://doi.org/10.1109/camsap45676.2019.9022442","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP)","raw_type":"proceedings-article"},{"id":"pmh:oai:HAL:hal-03034138v1","is_oa":true,"landing_page_url":"https://cnrs.hal.science/hal-03034138","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://ieeexplore.ieee.org/abstract/document/9022442","raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":{"id":"pmh:oai:HAL:hal-03034138v1","is_oa":true,"landing_page_url":"https://cnrs.hal.science/hal-03034138","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://ieeexplore.ieee.org/abstract/document/9022442","raw_type":"info:eu-repo/semantics/conferenceObject"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W602904462","https://openalex.org/W1495297318","https://openalex.org/W1516928384","https://openalex.org/W1518298722","https://openalex.org/W1755563775","https://openalex.org/W1814500939","https://openalex.org/W1974673435","https://openalex.org/W1989646660","https://openalex.org/W1998396746","https://openalex.org/W2027012133","https://openalex.org/W2031278833","https://openalex.org/W2056309359","https://openalex.org/W2059007857","https://openalex.org/W2062962812","https://openalex.org/W2065697505","https://openalex.org/W2074223538","https://openalex.org/W2115755118","https://openalex.org/W2128092341","https://openalex.org/W2164214015","https://openalex.org/W2169002661","https://openalex.org/W2171420050","https://openalex.org/W2409356356","https://openalex.org/W2509835205","https://openalex.org/W2889047421","https://openalex.org/W2950126918","https://openalex.org/W2963256090","https://openalex.org/W2963812463","https://openalex.org/W2964208788","https://openalex.org/W2988113258","https://openalex.org/W3021380660","https://openalex.org/W3101440325","https://openalex.org/W3102362558","https://openalex.org/W4211030719","https://openalex.org/W4234965868"],"related_works":["https://openalex.org/W2382174632","https://openalex.org/W2129959498","https://openalex.org/W2784060934","https://openalex.org/W2902714807","https://openalex.org/W2537489131","https://openalex.org/W2394084632","https://openalex.org/W2358293514","https://openalex.org/W2046633342","https://openalex.org/W2059273319","https://openalex.org/W2077021924"],"abstract_inverted_index":{"In":[0,39],"the":[1,15,50,66,73,76,81,92,128,131,134,140],"modern":[2],"world,":[3],"systems":[4],"are":[5,27],"routinely":[6],"monitored":[7],"by":[8,32],"multiple":[9],"sensors,":[10],"generating":[11],"\u201cBig":[12],"Data\u201d":[13],"in":[14,58],"form":[16],"of":[17,21,52,75,80,83,113,130,133],"a":[18,45,110],"large":[19,111],"collection":[20],"time":[22,118],"series.":[23,119],"However,":[24],"dynamic":[25],"signals":[26],"often":[28],"low-dimensional":[29],"and":[30,37,108,116],"characterized":[31],"joint":[33],"scale-free":[34],"dynamics":[35],"(self-similarity)":[36],"non-Gaussianity.":[38],"this":[40],"paper,":[41],"we":[42],"put":[43],"forward":[44],"statistical":[46],"methodology":[47,94],"for":[48,64,97,109],"identifying":[49],"number":[51,112],"multivariate":[53],"self-similar,":[54],"L\u00e9vy-driven":[55],"components":[56],"immersed":[57],"high-dimensional":[59],"noise,":[60],"as":[61,63],"well":[62],"estimating":[65],"underlying":[67],"scaling":[68],"exponents.":[69],"It":[70],"relies":[71],"on":[72,139],"analysis":[74],"evolution":[77],"over":[78],"scales":[79],"eigenvalues":[82],"random":[84],"wavelet":[85],"matrices.":[86],"Monte":[87],"Carlo":[88],"simulations":[89],"show":[90],"that":[91],"proposed":[93],"is":[95],"accurate":[96],"realistic":[98],"sample":[99],"sizes.":[100],"This":[101],"holds":[102],"even":[103],"at":[104],"low":[105],"signal-to-noise":[106],"ratios":[107],"observed":[114],"mixed":[115],"noisy":[117],"The":[120],"mathematical":[121],"framework":[122],"further":[123],"allows":[124],"us":[125],"to":[126],"analyze":[127],"impact":[129],"tails":[132],"L\u00e9vy":[135],"noise":[136],"marginal":[137],"distribution":[138],"estimation":[141],"performance.":[142]},"counts_by_year":[{"year":2022,"cited_by_count":2}],"updated_date":"2026-07-26T07:53:14.480251","created_date":"2025-10-10T00:00:00"}