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This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…

Methodology · Statistics 2024-01-30 Yuga Iguchi , Alexandros Beskos , Matthew M. Graham

Context. The LISA space observatory will explore the sub-Hz spectrum of gravitational wave emission from the Universe. The space environment, where will be immersed in, is responsible for charge accumulation on its free falling test masses…

Instrumentation and Methods for Astrophysics · Physics 2025-08-13 Francesco Dimiccoli , Rita Dolesi , Michele Fabi , Valerio Ferroni , Catia Grimani , Martina Muratore , Paolo Sarra , Mattia Villani , William Joseph Weber

The first order derivative of a data density can be estimated efficiently by denoising score matching, and has become an important component in many applications, such as image generation and audio synthesis. Higher order derivatives…

Machine Learning · Computer Science 2021-11-09 Chenlin Meng , Yang Song , Wenzhe Li , Stefano Ermon

This paper considers sparse linear discriminant analysis of high-dimensional data. In contrast to the existing methods which are based on separate estimation of the precision matrix $\O$ and the difference $\de$ of the mean vectors, we…

Methodology · Statistics 2011-07-19 Tony Cai , Weidong Liu

We describe methods, tools, and a software library called LASPATED, available on GitHub (at https://github.com/vguigues/) to fit models using spatio-temporal data and space-time discretization. A video tutorial for this library is available…

We consider a dynamical system with small noise for which the drift is parametrized by a finite dimensional parameter. For this model we consider minimum distance estimation from continuous time observations under $l^p$-penalty imposed on…

Statistics Theory · Mathematics 2018-03-16 Alessandro De Gregorio , Stefano Iacus

The LISA Pathfinder mission to space employs an optical metrology system (OMS) at its core to measure the distance and attitude between two freely floating test-masses to picometer and nanorad accuracy, respectively, within the measurement…

Instrumentation and Detectors · Physics 2013-08-01 Gerald Hechenblaikner , Reinhold Flatscher

We propose a methodology to detect and isolate link failures in a weighted and directed network of identical multi-input multi-output LTI systems when only the output responses of a subset of nodes are available. Our method is based on the…

Systems and Control · Computer Science 2016-11-17 Mohammad Amin Rahimian , Victor M. Preciado

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

Estimating individualized treatment effects (ITEs) from observational data is crucial for decision-making. In order to obtain unbiased ITE estimates, a common assumption is that all confounders are observed. However, in practice, it is…

Machine Learning · Statistics 2021-12-07 Milan Kuzmanovic , Tobias Hatt , Stefan Feuerriegel

The collection of individuals' data has become commonplace in many industries. Local differential privacy (LDP) offers a rigorous approach to preserving privacy whereby the individual privatises their data locally, allowing only their…

Machine Learning · Computer Science 2022-05-17 Alex Mansbridge , Gregory Barbour , Davide Piras , Michael Murray , Christopher Frye , Ilya Feige , David Barber

This paper addresses the estimation of uncertain distributed diffusion coefficients in elliptic systems based on noisy measurements of the model output. We formulate the parameter identification problem as an infinite dimensional…

Optimization and Control · Mathematics 2015-06-11 Jeff Borggaard , Hans-Werner van Wyk

The sensitivity of LISA depends on the suppression of several noise sources; dominant one is laser frequency noise. It has been shown that the six Doppler data streams obtained from three space-crafts can be appropriately time delayed and…

General Relativity and Quantum Cosmology · Physics 2007-05-23 A. Pai , K. Rajesh Nayak , S. V. Dhurandhar , J-Y. Vinet

We study the limits on how accurately LISA will be able to estimate the parameters of low-mass compact binaries, comprising white dwarfs (WDs), neutron stars (NSs) or black holes (BHs), while battling the amplitude, frequency, and phase…

Astrophysics · Physics 2007-05-23 Aaron Rogan , Sukanta Bose

Due to the sheer complexity of the Laser Interferometer Space Antenna (LISA) space mission, data gaps arising from instrumental irregularities and/or scheduled maintenance are unavoidable. Focusing on merger-dominated massive black hole…

General Relativity and Quantum Cosmology · Physics 2025-03-07 Ollie Burke , Sylvain Marsat , Jonathan R. Gair , Michael L. Katz

This paper proposes a novel learning to learn method, called learning to learn iterative search algorithm (LISA), for signal detection in a multi-input multi-output (MIMO) system. The idea is to regard the signal detection problem as a…

Information Theory · Computer Science 2020-07-23 Jianyong Sun , Yiqing Zhang , Jiang Xue , Zongben Xu

Infinitesimal contraction analysis provides exponential convergence rates between arbitrary pairs of trajectories of a system by studying the system's linearization. An essentially equivalent viewpoint arises through stability analysis of a…

Systems and Control · Electrical Eng. & Systems 2025-08-11 Akash Harapanahalli , Samuel Coogan

For submillimeter spectroscopy with ground-based single-dish telescopes, removing noise contribution from the Earth's atmosphere and the instrument is essential. For this purpose, here we propose a new method based on a data-scientific…

Instrumentation and Methods for Astrophysics · Physics 2021-08-20 Akio Taniguchi , Yoichi Tamura , Shiro Ikeda , Tatsuya Takekoshi , Ryohei Kawabe

The low frequency sensitivity of space-borne gravitational wave observatories will depend critically on the geodetic purity of the trajectories of orbiting test masses. Fluctuations in the temperature difference across the enclosure…

General Relativity and Quantum Cosmology · Physics 2008-11-26 L. Carbone , A. Cavalleri , G. Ciani , R. Dolesi , M. Hueller , D. Tombolato , S. Vitale , W. J. Weber

Cubic gold-platinum free-falling test masses (TMs) constitute the mirrors of future LISA and LISA-like interferometers for low-frequency gravitational wave detection in space. High-energy particles of Galactic and solar origin charge the…

High Energy Astrophysical Phenomena · Physics 2022-10-05 Catia Grimani , Mattia Villani , Michele Fabi , Andrea Cesarini , Federico Sabbatini