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We propose a new test statistic based on a score process for determining the statistical significance of a putative signal that may be a small perturbation to a noisy experimental background. We derive the reference distribution for this…
Diffusion processes with small noise conditioned to reach a target set are considered. The AMS algorithm is a Monte Carlo method that is used to sample such rare events by iteratively simulating clones of the process and selecting…
In quantum mechanics, the probability distribution function (PDF) and full counting statistics (FCS) play a fundamental role in characterizing the fluctuations of quantum observables, as they encode the complete information about these…
One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…
When searching for gravitational waves in the data from ground-based gravitational wave detectors it is common to use a detection threshold to reduce the number of background events which are unlikely to be the signals of interest. However,…
Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…
This paper concerns numerical assessment of Monte Carlo error in particle filters. We show that by keeping track of certain key features of the genealogical structure arising from resampling operations, it is possible to estimate variances…
We describe how a model of effective interactions between quantum fluctuations under certain assumptions can be constructed in a way so that the large-scale limit gives an effective theory that matches general relativity in vacuum regions.…
We study the application of a Bayesian method to extract relevant information from data for the case of a signal consisting of two or more decaying particles and its background. The method takes advantage of the dependence that exists in…
This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…
We study Bayesian estimation of mixture models and argue in favor of fitting the marginal posterior distribution over component assignments directly, rather than Gibbs sampling from the joint posterior on components and parameters as is…
For the purpose of analyzing observed phenomena, it has been convenient, and thus far sufficient, to regard gravity as subject to the deterministic principles of classical physics, with the gravitational field obeying Newton's law or…
One of the most important insights of quantum field theory is that electromagnetic fields must fluctuate. Even in the vacuum state, the electric and magnetic fields have a nonzero variance, leading to ubiquitous effects such as spontaneous…
Particle Markov chain Monte Carlo techniques rank among current state-of-the-art methods for probabilistic program inference. A drawback of these techniques is that they rely on importance resampling, which results in degenerate particle…
We discuss recent results of the replica approach to statistical mechanics of a single classical particle placed in a random N(>>1)-dimensional Gaussian landscape. The particular attention is paid to the case of landscapes with…
We investigate the issue in determining the significance of candidate transient gravitational-wave events in a ground-based interferometer network. Given the presence of non-Gaussian noise artefacts in real data, the noise background must…
We propose a mechanism for the enhancement of vacuum fluctuations by means of a classical field. The basic idea is that if an observable quantity depends quadratically upon a quantum field, such as the electric field, then the application…
Neutron noise in nuclear power reactors refers to the small fluctuations around the average neutron flux at steady state resulting from time-dependent perturbations inside the core. The neutron noise equations in the frequency domain can be…
Weak gravitational lensing surveys are rapidly becoming important tools to probe directly the mass density fluctuations in the universe and its background dynamics. Earlier studies have shown that it is possible to model the statistics of…
The aim of our work is to analyze size distributions of particles and their agglomerates in imagery from astrophysical microgravity experiments. The data acquired in these experiments are given by sequences consisting of several hundred…