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This paper proposes consistent and asymptotically Gaussian estimators for the drift, the diffusion coefficient and the Hurst exponent of the discretely observed fractional Ornstein-Uhlenbeck process. For the estimation of the drift, the…

Computation · Statistics 2011-12-19 Alexandre Brouste , Stefano M. Iacus

Consider the sample path of a one-dimensional diffusion for which the diffusion coefficient is given and where the drift may take on one of two values: $\mu_0$ or $\mu_1$. Suppose that the signal-to-noise ratio (defined as the difference…

Optimization and Control · Mathematics 2023-11-02 Philip Ernst , Hongwei Mei

We observe at record-high speed the nonclassical nature of ultra-broadband bi-photons, reducing the measurement time by four orders of magnitude compared to standard techniques of Hong-Ou-Mandel interference or sum-frequency generation. We…

Optics · Physics 2014-12-09 Yaakov Shaked , Roey Pomerantz , Rafi Z. Vered , Avi Pe'er

The dynamics of a kicked quantum system undergoing repeated measurements of momentum is investigated. A diffusive behavior is obtained even when the dynamics of the classical counterpart is not chaotic. The diffusion coefficient is…

Quantum Physics · Physics 2009-10-31 P. Facchi , S. Pascazio , A. Scardicchio

We review the continuous monitoring of a qubit through its spontaneous emission, at an introductory level. Contemporary experiments have been able to collect the fluorescence of an artificial atom in a cavity and transmission line, and then…

Quantum Physics · Physics 2020-09-28 Philippe Lewalle , Sreenath K. Manikandan , Cyril Elouard , Andrew N. Jordan

A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…

Data Analysis, Statistics and Probability · Physics 2009-11-11 D. Kleinhans , R. Friedrich , A. Nawroth , J. Peinke

Homodyne detection is one of the ways to circumvent the standard quantum limit for a gravitational wave detector. In this paper it will be shown that the same quantum-non-demolition effect using homodyne detection can be realized by…

General Relativity and Quantum Cosmology · Physics 2020-07-06 K. Somiya

A failure detection system is the first step towards predictive maintenance strategies. A popular data-driven method to detect incipient failures and anomalies is the training of normal behaviour models by applying a machine learning…

Machine Learning · Computer Science 2021-06-21 Iñigo Martinez , Elisabeth Viles , Iñaki Cabrejas

Hong-Ou-Mandel interference, the fact that identical photons that arrive simultaneously on different input ports of a beam splitter bunch into a common output port, can be used to measure optical delays between different paths. It is…

Quantum Physics · Physics 2019-08-05 Yuanyuan Chen , Matthias Fink , Fabian Steinlechner , Juan P. Torres , Rupert Ursin

Non-classical electron diffusion in crossed-field, low-temperature plasmas is measured experimentally. Laser-induced fluorescence and Thomson scattering are used to determine the inverse Hall parameter, a metric for cross-field transport,…

Plasma Physics · Physics 2024-04-01 Parker J. Roberts , Benjamin A. Jorns

We consider a nonparametric goodness of fit test problem for the drift coefficient of one-dimensional small diffusions. Our test is based on discrete observation of the processes, and the diffusion coefficient is a nuisance function which…

Statistics Theory · Mathematics 2008-01-29 Ilia Negri , Yoichi Nishiyama

Business processes are prone to unexpected changes, as process workers may suddenly or gradually start executing a process differently in order to adjust to changes in workload, season, or other external factors. Early detection of business…

Artificial Intelligence · Computer Science 2020-05-11 Abderrahmane Maaradji , Marlon Dumas , Marcello La Rosa , Alireza Ostovar

Drift is a significant issue that undermines the reliability of gas sensors. This paper introduces a probabilistic model to distinguish between environmental variation and instrumental drift, using low-cost non-dispersive infrared (NDIR)…

Signal Processing · Electrical Eng. & Systems 2025-02-07 Cheng Yang , Gustav Bohlin , Tobias Oechtering

The Hong-Ou-Mandel effect provides a mechanism to determine the distinguishability of a photon pair by measuring the bunching rates of two photons interfering at a beam splitter. Of particular interest is the distinguishability in time,…

Quantum Physics · Physics 2022-12-28 Hannah Scott , Dominic Branford , Niclas Westerberg , Jonathan Leach , Erik M. Gauger

Classifying streaming data requires the development of methods which are computationally efficient and able to cope with changes in the underlying distribution of the stream, a phenomenon known in the literature as concept drift. We propose…

Machine Learning · Statistics 2012-12-27 Gordon J. Ross , Niall M. Adams , Dimitris K. Tasoulis , David J. Hand

Data taken from observations of the natural world or laboratory measurements often depend on parameters which can vary in unexpected ways. In this paper we demonstrate how machine learning can be leveraged to detect changes in global…

Fluid Dynamics · Physics 2021-11-25 Logan M. Kageorge , Roman O. Grigoriev , Michael F. Schatz

We extensively discuss the Hong-Ou-Mandel experiment taking an original phase-space-based perspective. For this, we analyze time and frequency variables as quantum continuous variables in perfect analogy with position and momentum of…

Quantum Physics · Physics 2022-11-09 Nicolas Fabre , Maria Amanti , Florent Baboux , Arne Keller , Sara Ducci , Pérola Milman

Change point detection has become an important part of the analysis of the single-particle tracking data, as it allows one to identify moments, in which the motion patterns of observed particles undergo significant changes. The segmentation…

Quantitative Methods · Quantitative Biology 2025-06-23 Jakub Malinowski , Marcin Kostrzewa , Michał Balcerek , Weronika Tomczuk , Janusz Szwabiński

Sequential monitoring of images has broad applications across various domains, including climate science, ecosystem monitoring, medical diagnostics, and so forth. In many such applications, images acquired over time exhibit gradual changes,…

Applications · Statistics 2025-06-18 Subhasish Basak , Anik Roy , Partha Sarathi Mukherjee

Transition to the reflective scattering mode results in the increasing role of the multiplicity fluctuations of quantum origin and its asymptotic dominance. We note here the feasibility to experimentally detect presence of quantum…

High Energy Physics - Phenomenology · Physics 2025-10-14 S. M. Troshin , N. E. Tyurin