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High-dimensional state trajectories of state-space models pose challenges for Bayesian inference. Particle Gibbs (PG) methods have been widely used to sample from the posterior of a state space model. Basically, particle Gibbs is a Particle…
In this work we present a theoretical study on the propagation of light in heterogeneous systems with fluctuating optical properties. To understand the consequences of the fluctuations we perform numerical calculations with uniform and non…
Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…
Background estimation is important for determining the statistical significance of a gravitational-wave event. Currently, the background model is constructed numerically from the strain data using estimation techniques that insulate the…
By measuring a linear response function directly, such as the dynamic susceptibility, one can understand fundamental material properties. However, a fresh perspective can be offered by studying fluctuations. This can be related back to the…
Subtracting accidental coincidences is a common practice quantum optics experiments. For zero mean Gaussian states, such as squeezed vacuum, we show that if one removes accidental coincidences the measurement results are quantitatively the…
Within the calibration of material models, often the numerical results of a simulation model $y$ are compared with the experimental measurements $y^*$. Usually, the differences between measurements and simulation are minimized using least…
Drawing independent samples from high-dimensional probability distributions represents the major computational bottleneck for modern algorithms, including powerful machine learning frameworks such as deep learning. The quest for discovering…
An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…
In this note we discuss a paradigmatic example of interacting particles subject to non conservative external forces and to the action of thermostats consisting of external (finite) reservoirs of particles. We then consider a model of…
Precise modelling of a signal in processes with multiple observables, exhibiting a complex dependency on the underlying parameters, is often a difficult and challenging task. Predicting the results of experimental measurements in…
We develop a Bayesian spatio-temporal framework for extreme-value analysis that augments a hierarchical copula model with an autoregressive factor to capture residual temporal dependence in threshold exceedances. The factor can be specified…
The shape of the primordial fluctuation spectrum is probed by cosmic microwave background fluctuations which measure density fluctuations at z~1000 on scales of hundreds of Mpc and from galaxy redshift surveys, which measure structure at…
The quantum theory of electromagnetic radiation predicts characteristic statistical fluctuations for light sources as diverse as sunlight, laser radiation and molecule fluorescence. Indeed, these underlying statistical fluctuations of light…
We discuss various measures of net charge (conserved quantities) fluctuations proposed for the identification of critical phenomena in heavy ion collisions. We show the dynamical component of fluctuations of the net charge can be expressed…
An unsupervised classification method for point events occurring on a network of lines is proposed. The idea relies on the distributional flexibility and practicality of random partition models to discover the clustering structure featuring…
It was recently proposed to use extra-galactic point sources to constrain space-time quantum fluctuations in the universe. In these proposals, the fundamental "fuzziness" of distance caused by space-time quantum fluctuations have been…
Gravitational wave (GW) observations probe both a diffuse, stochastic gravitational wave background (SGWB) as well as individual cataclysmic events such as the merger of two compact objects. The detection and description of the…
We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…
Electro-optic sampling has emerged as a new quantum technique enabling measurements of electric field fluctuations on subcycle time scales. Probing a second-order nonlinear material with an ultrashort coherent laser pulse imprints the…