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This paper mainly addresses the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable. Through an ingenious approximation mechanism, one transforms the maximization problem into a sequence of minimization problems, which…
Quantum-enhanced measurements exploit quantum mechanical effects to provide ultra-precise estimates of physical variables for use in advanced technologies, such as frequency calibration of atomic clocks, gravitational waves detection, and…
The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…
In this note we obtain tight bounds on the space-complexity of computing the ergodic measure of a low-dimensional discrete-time dynamical system affected by Gaussian noise. If the scale of the noise is $\varepsilon$, and the function…
Denoising diffusion models are a popular class of generative models providing state-of-the-art results in many domains. One adds gradually noise to data using a diffusion to transform the data distribution into a Gaussian distribution.…
A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…
We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…
We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…
We consider the problem of approximating numerically the moments and the supports of measures which are invariant with respect to the dynamics of continuous- and discrete-time polynomial systems, under semialgebraic set constraints. First,…
This letter reports on a new method of analysing experimentally gained time series with respect to different types of noise involved, namely, we show that it is possible to differentiate between dynamical and measurement noise. This method…
The moment measure problem consists in finding a convex function $\psi$ whose moment measure, i.e., the pushforward by $\nabla \psi$ of the measure with density $e^{-\psi(\,\cdot\,)}$, is prescribed. It is highly non-linear and less…
Here we revisit the classic problem of linear quadratic estimation, i.e. estimating the trajectory of a linear dynamical system from noisy measurements. The celebrated Kalman filter gives an optimal estimator when the measurement noise is…
This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…
We analyze gradient descent with randomly weighted data points in a linear regression model, under a generic weighting distribution. This includes various forms of stochastic gradient descent, importance sampling, but also extends to…
Noise Contrastive Estimation (NCE) has fueled major breakthroughs in representation learning and generative modeling. Yet a long-standing challenge remains: accurately estimating ratios between distributions that differ substantially, which…
Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an application to extremal problems over such moment…
In this paper, we consider adaptive estimation of an unknown planar compact, convex set from noisy measurements of its support function on a uniform grid. Both the problem of estimating the support function at a point and that of estimating…
We show on theoretical grounds that, even in the presence of noise, probabilistic measurement strategies (which have a certain probability of failure or abstention) can provide, upon a heralded successful outcome, estimates with a precision…
Information-theoretic definitions for the noise associated with a quantum measurement and the corresponding disturbance to the state of the system have recently been introduced [F. Buscemi et al., Phys. Rev. Lett. 112, 050401 (2014)]. These…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…