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We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on…

Probability · Mathematics 2022-09-20 Chinmoy Bhattacharjee , Ilya Molchanov

In this work, we investigate Gaussian Mixture Models ({\it abbrv} GMM) and the related problem of non parametric maximum likelihood estimation ({\it abbrv} NPMLE) from the perspective of statistical mechanics. In particular, we establish…

Statistics Theory · Mathematics 2026-03-25 Subhroshekhar Ghosh , Adityanand Guntuboyina , Satyaki Mukherjee , Hoang-Son Tran

Necessary and sufficient conditions of uniform consistency are explored. A hypothesis is simple. Nonparametric sets of alternatives are bounded convex sets in $\mathbb{L}_p$, $p >1$ with "small" balls deleted. The "small" balls have the…

Statistics Theory · Mathematics 2024-03-07 Mikhail Ermakov

In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…

Probability · Mathematics 2010-10-12 Eulalia Nualart , Lluís Quer-Sardanyons

We study the fundamental problem of learning the parameters of a high-dimensional Gaussian in the presence of noise -- where an $\varepsilon$-fraction of our samples were chosen by an adversary. We give robust estimators that achieve…

Data Structures and Algorithms · Computer Science 2017-11-07 Ilias Diakonikolas , Gautam Kamath , Daniel M. Kane , Jerry Li , Ankur Moitra , Alistair Stewart

In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $\alpha\in(\frac 34,…

Numerical Analysis · Mathematics 2021-09-08 Aurelien Junior Noupelah , Antoine Tambue

The density deconvolution problem involves recovering a target density g from a sample that has been corrupted by noise. From the perspective of Le Cam's local asymptotic normality theory, we show that non-parametric density deconvolution…

Statistics Theory · Mathematics 2015-07-06 Stefan Wager

Stable quantum computation requires noisy results to remain bounded even in the presence of noise fluctuations. Yet non-stationary noise processes lead to drift in the varying characteristics of a quantum device that can greatly influence…

Quantum Physics · Physics 2023-07-12 Samudra Dasgupta , Travis S. Humble

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

We study two conjectures posed in the analysis of Boolean functions $f : \{-1, 1\}^n \to \{-1, 1\}$, in both of which, the Majority function plays a central role: the "Majority is Least Stable" (Benjamini et al., 1999) and the…

Computational Complexity · Computer Science 2026-04-09 Pritish Kamath , Ravi Kumar , Pasin Manurangsi

In the present paper we give proof that the information-transmission capacity of the approximate position measurement with the oscillator energy constraint, which underlies noisy Gaussian homodyning in quantum optics, is attained on…

Quantum Physics · Physics 2022-08-18 A. S. Holevo

This paper considers the problem of recovering the permutation of an n-dimensional random vector X observed in Gaussian noise. First, a general expression for the probability of error is derived when a linear decoder (i.e., linear estimator…

Information Theory · Computer Science 2021-05-10 Minoh Jeong , Alex Dytso , Martina Cardone

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

Optimization and Control · Mathematics 2012-09-21 Andrew P. Johnston , Serdar Yüksel

In this work, we consider the stochastic Burgers-Huxley equation perturbed by multiplicative Gaussian noise, and discuss about the global solvability results and asymptotic behavior of solutions. We show the existence of a global strong…

Probability · Mathematics 2020-10-20 Manil T. Mohan

Confirmation bias, the tendency to interpret information in a way that aligns with one's preconceptions, can profoundly impact scientific research, leading to conclusions that reflect the researcher's hypotheses even when the observational…

Machine Learning · Statistics 2025-09-09 Amnon Balanov , Tamir Bendory , Wasim Huleihel

A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…

Numerical Analysis · Mathematics 2018-09-17 William W. Hager , Jun Liu , Subhashree Mohapatra , Anil V. Rao , Xiang-Sheng Wang

The symbol error rate of the minimum distance detector for an arbitrary multi-dimensional constellation impaired by additive white Gaussian noise is characterized as the product of a completely monotone function with a non-negative power of…

Information Theory · Computer Science 2013-01-21 Adithya Rajan , Cihan Tepedelenlioglu

We study random constraint satisfaction problems (CSPs) in the unsatisfiable regime. We relate the structure of near-optimal solutions for any Max-CSP to that for an associated spin glass on the hypercube, using the Guerra-Toninelli…

Discrete Mathematics · Computer Science 2023-03-30 Chris Jones , Kunal Marwaha , Juspreet Singh Sandhu , Jonathan Shi

In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…

Probability · Mathematics 2020-05-25 Valentin Konakov , Vladimir Panov , Vladimir Piterbarg

Stochastic programs where the uncertainty distribution must be inferred from noisy data samples are considered. The stochastic programs are approximated with distributionally-robust optimizations that minimize the worst-case expected cost…

Optimization and Control · Mathematics 2024-01-04 Farhad Farokhi