Related papers: Detecting drift of quantum sources: not the de Fin…
A non-parametric diffusion model with an additive fractional Brownian motion noise is considered in this work. The drift is a non-parametric function that will be estimated by two methods. On one hand, we propose a locally linear estimator…
In this article, we study sequential change-point methods for discretely observed generalized Ornstein-Uhlenbeck processes with periodic drift. Two detection methods are proposed, and their respective performance is studied through…
Concept drift detection has attracted considerable attention due to its importance in many real-world applications such as health monitoring and fault diagnosis. Conventionally, most advanced approaches will be of poor performance when the…
This paper is concerned with the inverse problem on determining an orbit of the moving source in a fractional diffusion(-wave) equations in a connected bounded domain of $\mathbb R^d$ or in the whole space $\mathbb R^d$. Based on a newly…
This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observations from $N$ independent trajectories. We propose a neural…
We present a method to extract the photon indistinguishability error from Hong-Ou-Mandel interference measurements, accounting for the combined effects of loss and multiphoton noise that contaminate the single-photon Hilbert space. Our…
We study the spread of a quantum-mechanical wavepacket in a noisy environment, modeled using a tight-binding Hamiltonian. Despite the coherent dynamics, the fluctuating environment may give rise to diffusive behavior. When correlations…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
We study the dynamics of a quantum particle hopping on a simple cubic lattice and driven by a constant external force. It is coupled to an array of identical, independent thermal reservoirs consisting of free, massless Bose fields, one at…
This article is devoted to the detection of parameters in anomalous diffusion from a single passive measurement. More precisely, we consider the simultaneous identification of coefficients as well as a time-dependent source term appearing…
Infiltration of diffusing particles from one material to another where the diffusion mechanism is either normal or anomalous is a widely observed phenomena. When the diffusion is anomalous we find interesting behaviors: diffusion may lead…
The notion of concept drift refers to the phenomenon that the data generating distribution changes over time; as a consequence machine learning models may become inaccurate and need adjustment. In this paper we consider the problem of…
We consider the fractional Ornstein-Uhlenbeck process with an unknown drift parameter and known Hurst parameter $H$. We propose a new method to test the hypothesis of the sign of the parameter and prove the consistency of the test. Contrary…
Quantum emitters are a key resource in quantum technologies, microscopy, and other applications. The ability to rapidly detect them is useful both for quality control in engineered emitter arrays and for high-contrast imaging of naturally…
This paper is devoted to existence and uniqueness results for classes of nonlinear diffusion equations (or systems) which may be viewed as regular perturbations of Wasserstein gradient flows. First, in the case. where the drift is a…
The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…
When a quantum system is monitored in continuous time, the result of the measurement is a stochastic process. When the output process is stationary, at least in the long run, the spectrum of the process can be introduced and its properties…
There exists a large body of work on online drift detection with the goal of dynamically finding and maintaining changes in data streams. In this paper, we adopt a query-based approach to drift detection. Our approach relies on {\em a drift…
An experiment to test for relativistic frame dragging effects with quantum interferometry is proposed. The idea that the classical trajectories of the interferometer surround a spherical mass source whose angular momentum is perpendicular…
In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are…