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We consider a statistical problem of detection of a signal with unknown energy in a multi-channel system, observed in a Gaussian noise. We assume that the signal can appear in the $k$-th channel with a known small prior probability…

Statistics Theory · Mathematics 2017-12-19 Evgeny Burnaev , Georgy Golubev

Financial event studies, ubiquitous in finance research, typically use linear factor models with known factors to estimate abnormal returns and identify causal effects of information events. This paper demonstrates that when factor models…

Econometrics · Economics 2025-11-20 Paul Goldsmith-Pinkham , Tianshu Lyu

Factor analysis aims to describe high dimensional random vectors by means of a small number of unknown common factors. In mathematical terms, it is required to decompose the covariance matrix $\Sigma$ of the random vector as the sum of a…

Optimization and Control · Mathematics 2017-08-02 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi

In a causal graphical model, an instrument for a variable X and its effect Y is a random variable that is a cause of X and independent of all the causes of Y except X. (Pearl (1995), Spirtes et al (2000)). Instrumental variables can be used…

Methodology · Statistics 2013-01-14 Tianjiao Chu , Richard Scheines , Peter L. Spirtes

Entries of datasets are often collected only if an event occurred: taking a survey, enrolling in an experiment and so forth. However, such partial samples bias classical correlation estimators. Here we show how to correct for such sampling…

Methodology · Statistics 2016-01-05 P-A. G. Maugis

We analyze the notion of quantum coherence in an interference experiment. We let the phase shifts fluctuate according to a given statistical distribution and introduce a decoherence parameter, defined in terms of a generalized visibility of…

Quantum Physics · Physics 2010-01-31 A. Mariano , P. Facchi , S. Pascazio

A factor-graph representation of quantum-mechanical probabilities (involving any number of measurements) is proposed. Unlike standard statistical models, the proposed representation uses auxiliary variables (state variables) that are not…

Information Theory · Computer Science 2017-06-13 Hans-Andrea Loeliger , Pascal O. Vontobel

In structural health monitoring (SHM), sensor measurements are collected, and damage-sensitive features such as natural frequencies are extracted for damage detection. However, these features depend not only on damage but are also…

Applications · Statistics 2025-10-02 Lizzie Neumann , Philipp Wittenberg , Jan Gertheiss

This paper studies a method of a two dimensional background calculation for an analysis of events with two particles of the same type registered in experiments in high-energy physics. The standard two-dimensional integration is replaced by…

High Energy Physics - Experiment · Physics 2017-02-07 Valentin Kuzmin

A full treatment for the scattering of an arbitrary number of bosons through a Bell multiport beam splitter is presented that includes all possible output arrangements. Due to exchange symmetry, the event statistics differs dramatically…

Quantum Physics · Physics 2012-04-18 Malte C. Tichy , Markus Tiersch , Fernando de Melo , Florian Mintert , Andreas Buchleitner

Quantile Partial Effect (QPE) is a statistic associated with conditional quantile regression, measuring the effect of covariates at different levels. Our theory demonstrates that when the QPE of cause on effect is assumed to lie in a finite…

Machine Learning · Computer Science 2026-04-07 Yikang Chen , Xingzhe Sun , Dehui Du

We show how to obtain a Bayesian estimate of the rates or numbers of signal and background events from a set of events when the shapes of the signal and background distributions are known, can be estimated, or approximated; our method works…

Instrumentation and Methods for Astrophysics · Physics 2015-06-15 Will M. Farr , Jonathan R. Gair , Ilya Mandel , Curt Cutler

Improving the understanding of signal and background distributions in signal-region is a valuable key to enhance any analysis in collider physics. This is usually a difficult task because -- among others -- signal and backgrounds are hard…

High Energy Physics - Phenomenology · Physics 2025-11-26 Ezequiel Alvarez , Manuel Szewc , Alejandro Szynkman , Santiago Tanco , Tatiana Tarutina

Ensuring the non-entanglement-breaking (non-EB) property of quantum channels is crucial for the effective distribution and storage of quantum states. However, a practical method for direct and accurate certification of the non-EB feature is…

The quantum variables that can be accessed directly by experiments are described by observables. Therefore, physical parameters can only be evaluated indirectly, via estimations based on experimental measurement results. I show that the…

Quantum Physics · Physics 2012-12-12 B. M. Escher

Error filtration is a method for encoding the quantum state of a single particle into a higher dimensional Hilbert space in such a way that it becomes less sensitive to phase noise. We experimentally demonstrate this method by distributing…

Quantum Physics · Physics 2007-05-23 L. P. Lamoureux , E. Brainis , N. Cerf , Ph. Emplit , M. Haelterman , S. Massar

The present study proposes a new index to quantify the severity of non-stationary power quality (PQ) disturbance events. In particular, the severity of PQ events is estimated from their energy distribution in temporal-frequency space. The…

Systems and Control · Electrical Eng. & Systems 2024-10-16 Faizal Hafiz , Chirag Naik , Davide La Torre , Akshya Swain

The detectors in mass spectrometers are precise enough to count ion events. In practice, the statistics of chemical noise are affected by large quantization errors and overdispersion because of amplification in the detector. The detector…

Discrete Mathematics · Computer Science 2009-06-02 Sébastien Li-Thiao-Té

While gravitational waves have not yet been measured directly, data analysis from detection experiments commonly includes an upper limit statement. Such upper limits may be derived via a frequentist or Bayesian approach; the theoretical…

Data Analysis, Statistics and Probability · Physics 2015-03-19 Christian Röver , Chris Messenger , Reinhard Prix

Error-free transmission (EFT) of quantum information is a crucial ingredient in quantum communication network. To overcome the unavoidable decoherence in noisy channel, to date, many efforts have focused on faithfully transmitting one state…

Quantum Physics · Physics 2010-05-04 Xian-Min Jin , Zhen-Huan Yi , Bin Yang , Fei Zhou , Tao Yang , Cheng-Zhi Peng
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