New sKMD method links mode energies to regime information under changing measurement quality
A paper introduces Stochastic Kernel Mode Decomposition (sKMD), which fits joint regime laws and studies when mode energies preserve regime information as measurement quality changes.
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- 2026-11-13 05:00 · arXiv stat.ML
Stochastic Kernel Mode Decomposition: Information, Uncertainty, and Conditional Regime Inference