# Questions tagged [noise]

noise is a term used for the error term in statistical models and in signal processing. It could be white noise, colored noise or otherwise.

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2answers
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### Probability distribution for a noisy sine wave

I'm looking to analytically calculate a probability distribution of sampling points from an oscillating function when there is some measurement error. I have already calculated the probability ...
1answer
7k views

### Classification with noisy labels?

I'm trying to train a neural network for classification, but the labels I have are rather noisy (around 30% of the labels are wrong). The cross-entropy loss indeed works, but I was wondering are ...
2answers
732 views

### Generate uniform noise from a p-norm ball ($||x||_p \leq r$)

I am trying to write a function which generates uniformly distributed noise which comes from a p-norm ball of $n$ dimensions: \begin{equation} ||x||_p \leq r \end{equation} I found possible ...
1answer
7k views

### Principal Component Analysis Eliminate Noise In The Data

Do Principal Component Analysis (PCA) eliminate noise in the data set? If PCA do not eliminate noise in the data set, what actually does PCA do to the data set? Can somebody help me regarding this ...
2answers
980 views

### Fit exponential distribution with noise

I'm trying to fit an exponential with noise (which in this case is a constant $c$) like this one $$y(x) = \alpha e^{- \alpha x} + c \text{ ,}$$ having $(x_i, y_i)$ values (So $\alpha$ and $c$ are ...
2answers
2k views

### How to add noise to a random variable whose range is the unit interval? [closed]

I have a list of values sampled from a beta distribution that therefore lie in the interval [0,1]. I would like to add (e.g. Gaussian) noise to these values, but of course there is the problem of the ...
1answer
876 views

### How to detect noisy datasets (bias and variance trade-off)

Studying the bias-variance trade-off: expected loss = bias + variance + noise I understand that we minimize this quantity by finding the "best" balance between ...
2answers
566 views

### Correcting Kullback-Leibler divergence for size of datasets

We have the following implementation of KLD: ...
2answers
2k views

### Noise in regression data

How can I compare which distribution has more noise than the other. If for example I generate some data, how do I know that it has a large percentage of noise? Here I have a small sample code that ...
2answers
244 views

### Estimate the variance of Gaussian distribution from noisy sample

I have measured a large data sample from an underlying Gaussian distribution and want to estimate the variance and its error. However, the measured values are noisy with some Gaussian noise with a ...
1answer
837 views

### Sparse representations for denoising problems

I have read in a huge number of papers that sparse models (sparse coding, dictionary learning, sparse matrix factorization, ...) are good solutions for image denoising problems. I know that ...
1answer
181 views

### Why noisy data will benefit Bayesian?

Recently I am reading a paper in 2001, Michael D. Ernst, Jake Cockrell, William G. Griswold, David Notkin Dynamically Discovering Likely Program Invariants to Support Program Evolution TSE 2001, in ...
1answer
589 views

### High noise high non stationary time series forecasting

I am trying to make a prediction on a time series that look like this (the trend, seasonality and residuals are extracted with a frequency of 12 months: It is a time series of approx 3500 values (10 ...
1answer
5k views

### Comparison of distribution mean or median

I am working with very noisy biological data for which I will compare two experimental settings. For each setting I will get a set of measure with a huge variance, sometimes with a skewed distribution,...
2answers
153 views

### Regression algorithm on [0,1] with lots of mislabeled data

I have a training set mapping some Likert-scale variables (integers between 1 and 7, rescaled to real numbers between 0 and 1) to predict a continuous variable between 0 and 1. The data set is ...
1answer
1k views

### Calculating the noise on data fitting an exponential decay

I'm trying to calculate the amount of noise in data that fits to an exponential decay function. I'm trying to calculate signal-to-noise at different times of the data. Here is the code for how I ...
2answers
119 views

### ARMA models and residual series

Assuming that model is correct, why does the residual series of an ARMA model resemble a white noise process?
1answer
596 views

### Training on a noisy dataset

I have a dataset of about 300,000 images, of which about 1000 are labeled as containing the salient feature. Unfortunately the labeling is conservative: while almost all (99%) of those labeled have ...
1answer
2k views

1answer
428 views

### How can I measure noise-reduction after applying an autoencoder?

In my setting I have 21 numerical features (and ten thousands of rows) and I assume that they are noisy measurements of the real features. In order to learn the real features I think about applying ...
1answer
439 views

### Arbitrary noise generation

lets say I have some noise time series and I want to sample random numbers from the same underlying distribution as this time series. An easy algorithm I have found online is basically you take the ...
1answer
1k views

### What is uncorrelated noise and its significance

In many applications such as estimation theory, when we need to estimate a parameter then we usually consider in presence of white gaussian noise of zero mean and some standard deviation. During ...
1answer
40 views

### Apply 3 sigma formula in gamma distribution?

Let say i have some data that follows gamma distribution, and i calculated the Mean and Standard deviation of the gamma distribution. I also know that there are some outliers(Noise) in the data i ...
2answers
55 views

0answers
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### Who says trading data are noisy? [closed]

We try to denoise our time-series and model inputs with a plethora of methods like Kalman filters, EMA, Kernel filters, Splines, Beziers, etc. But who came up with a theory that trading data is noisy ...
1answer
62 views

### Noisy observations of independent signals are independent?

Assume 10 signals are transmitted each day derived from the same distribution randomly, and as such are considered independent from each other. Each signal is measured by 10 different monitors each ...
0answers
79 views

### How to properly treat feature (attribute) data from multiple sensors with different measurement noise (for classification)?

I have a classification problem in which the input feature data are derived from multiple sensors. If the quality of the feature attributes as measured by each sensor varies (for example, because some ...
0answers
67 views

### Noise estimation in LTE using bandpass filter

Can noise estimation in LTE be done using bandpass filter? As per my study in wireless systems to estimate noise power, if pilot sequence is known is done as |y(k)-p(k)h(k)|^2, where p(k) is pilot ...
0answers
80 views

### Cleaning the signal from noise

I have a following signal, and I want to correct the part which has a sharp jump, based on the value of the signal sometimes before the jump and its future values. Instead of that jump I want ...