Related papers: Multiplicative Propagation of Error During Recursi…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We study rate of convergence of recursive estimation procedures for the general…
In this paper, we consider the filtering problem for partially observed diffusions, which are regularly observed at discrete times. We are concerned with the case when one must resort to time-discretization of the diffusion process if the…
Viscous linear surface waves are studied at arbitrary wavelength, layer thickness, viscosity and surface tension. We find that in shallow enough fluids no surface waves can propagate. This layer thickness is determined for some fluids,…
Chiral effective field theory (EFT) predictions are necessarily truncated at some order in the EFT expansion, which induces an error that must be quantified for robust statistical comparisons to experiment. In previous work, a Bayesian…
It is often convenient to separate a state estimation task into smaller "local" tasks, where each local estimator estimates a subset of the overall system state. However, neglecting cross-covariance terms between state estimates can result…
In this paper, we describe analytically the propagation of Airy-type pulses truncated by a finite-time aperture when second and third order dispersion effects are considered. The mathematical method presented here, based on the…
A distributed sensing protocol uses a network of local sensing nodes to estimate a global feature of the network, such as a weighted average of locally detectable parameters. In the noiseless case, continuous-variable multipartite…
The present study revisits the amplitude modulation phenomenon, specifically for the robustness in its quantification. To achieve this, a well-resolved large-eddy simulation (LES) data set at Re_theta= 8200 is used. First, the fluctuating…
We consider the evolution of a tight binding wave packet propagating in a fluctuating periodic potential. If the fluctuations stem from a stationary Markov process satisfying certain technical criteria, we show that the square amplitude of…
In the setting of entangled single-sample distributions, the goal is to estimate some common parameter shared by a family of distributions, given one \emph{single} sample from each distribution. We study mean estimation and linear…
High-frequency wave propagation is often modelled by nonlinear Friedrichs systems where both the differential equation and the initial data contain the inverse of a small parameter $\varepsilon$, which causes oscillations with wavelengths…
One-point time-series measurements limit the observation of three-dimensional fully developed turbulence to one dimension. For one-dimensional models, like multiplicative branching processes, this implies that the energy flux from large to…
We analyze long range wave propagation in three-dimensional random waveguides. The waves are trapped by top and bottom boundaries, but the medium is unbounded in the two remaining directions. We consider scalar waves, and motivated by…
Analysis of signal fluctuations of a locally fixed probe, caused by molecules diffusing under the probe, can be used to determine diffusion coefficients. Theoretical treatments so far have been limited to point-like particles or to…
In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional framework where the sample size $n$, the dimension $p(n)$ and,…
In the stochastic frontier model, the composed error term consists of the measurement error and the inefficiency term. A general assumption is that the inefficiency term follows a truncated normal or exponential distribution. In a wide…
The propagation of a narrow-band signal radiated by a point source in a randomly layered absorbing medium is studied asymptotically in the weak-scattering limit. It is shown that in a disordered stratified medium that is homogeneous on…
Acoustic waves propagating through fluid media are significantly influenced by turbulence. This paper experimentally investigates the influence of underwater turbulence on the propagation characteristics of acoustic waves, revealing that…
This paper is concerned with the channel estimation problem in millimetre wave (MMW) wireless systems with large antenna arrays. By exploiting the sparse nature of the MMW channel, we present an efficient estimation algorithm based on a…
We consider a recursive algorithm to construct an aggregated estimator from a finite number of base decision rules in the classification problem. The estimator approximately minimizes a convex risk functional under the l1-constraint. It is…