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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

The measurement problem remains unaddressed in modern physics, with an array of proposed solutions but as of yet no agreed resolution. In this paper, we examine measurement using the Q-based, objective-field model for quantum mechanics.…

Quantum Physics · Physics 2026-01-07 Channa Hatharasinghe , Ashleigh Willis , Run Yan Teh , P. D. Drummond , M. D. Reid

Given two 2-level factors of interest, a 2^2 split-plot design} (a) takes each of the $2^2=4$ possible factorial combinations as a treatment, (b) identifies one factor as `whole-plot,' (c) divides the experimental units into blocks, and (d)…

Methodology · Statistics 2016-02-15 Anqi Zhao , Peng Ding , Tirthankar Dasgupta

A signal space approach is presented to study the Nyquist sampling, number of degrees of freedom and reconstruction of an electromagnetic field under arbitrary scattering conditions. Conventional signal processing tools, such as the…

Signal Processing · Electrical Eng. & Systems 2022-10-12 Andrea Pizzo , Andrea de Jesus Torres , Luca Sanguinetti , Thomas L. Marzetta

Simulation-based inference (SBI) makes it possible to infer the parameters of a model from high-dimensional low-level features of the observed events. In this work we show how this method can be used to establish the presence of a weak…

High Energy Physics - Phenomenology · Physics 2024-07-31 Kierthika Chathirathas , Torben Ferber , Felix Kahlhoefer , Alessandro Morandini

We present a general model to account for the multimode nature of the quantum electromagnetic field in projective photon-counting measurements. We focus on photon-subtraction experiments, where non-gaussian states are produced…

We present a novel method for determining multi-fractal properties from experimental data. It is based on maximising the likelihood that the given finite data set comes from a particular set of parameters in a multi-parameter family of well…

chao-dyn · Physics 2009-10-28 A. J. Roberts , A. Cronin

New expressions are derived to calculate the Q factor of a radiating device. The resulting relations link Q based on the frequency change of the input impedance at the input port (Qx, Qz) with expressions based solely on the current…

Classical Physics · Physics 2013-10-24 M. Capek , L. Jelinek , P. Hazdra , J. Eichler

This paper considers least-square based estimation of the amplitude and square amplitude of a quantized sine wave, done by considering random initial record phase. Using amplitude- and frequency-domain modeling techniques, it is shown that…

Signal Processing · Electrical Eng. & Systems 2018-04-23 Paolo Carbone , Johan Schoukens

The large-scale multiple testing inherent to high throughput biological data necessitates very high statistical stringency and thus true effects in data are difficult to detect unless they have high effect sizes. One solution to this…

Methodology · Statistics 2017-12-21 Mohamad S. Hasan

Neutron and x-ray scattering experiments traditionally rely upon histogrammed data sets, which are analysed using least-squares curve fitting of multiple probability distribution components to quantify separately the various scientific…

Instrumentation and Detectors · Physics 2026-04-30 Phillip M. Bentley , Thomas H. Rod

This paper proposes acoustic event detection (AED) with classifier chains, a new classifier based on the probabilistic chain rule. The proposed AED with classifier chains consists of a gated recurrent unit and performs iterative binary…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-18 Tatsuya Komatsu , Shinji Watanabe , Koichi Miyazaki , Tomoki Hayashi

The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…

Statistics Theory · Mathematics 2023-02-09 Stephan Clémençon , Myrto Limnios , Nicolas Vayatis

We present a result of side-channel-secure (SCS) quantum key distribution (QKD) under fully realistic conditions. Our result is not only measurement-device independent but also effective with imperfect (and unstable) source devices…

Quantum Physics · Physics 2023-05-23 Cong Jiang , Xiao-Long Hu , Zong-Wen Yu , Xiang-Bin Wang

A quantum probability measure is a function on a sigma-algebra of subsets of a (locally compact and Hausdorff) sample space that satisfies the formal requirements for a measure, but whose values are positive operators acting on a complex…

Probability · Mathematics 2015-06-03 Douglas Farenick , Michael J. Kozdron

Estimations of physical parameters using data usually involve non-uniform experimental efficiencies. In this article, a method of maximum likelihood fit is introduced using the efficiency as a weight, while the probability distribution…

Data Analysis, Statistics and Probability · Physics 2023-08-31 Chenxu Yu , Yanxi Zhang

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

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

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

Machine Learning · Computer Science 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

Quantum entanglement is one of the core features of quantum theory. While it is typically revealed by measurements along carefully chosen directions, here we review different methods based on so-called random or randomized measurements.…

Quantum Physics · Physics 2020-11-24 Lukas Knips