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Bayesian, classical, and extended maximum likelihood approaches to estimation of upper limits in experiments with small numbers of signal events are surveyed. The discussion covers only experiments whose outcomes are well described by a…

High Energy Physics - Experiment · Physics 2011-07-19 Ilya Narsky

Upper limits and confidence intervals are a convenient way to present experimental results. With modern experiments producing more and more data, it is often necessary to reduce the volume of the results for convenient distribution. A…

General Relativity and Quantum Cosmology · Physics 2024-10-02 Vladimir Dergachev

We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…

Dynamical Systems · Mathematics 2015-06-11 Davide Faranda , Jorge Milhazes Freitas , Valerio Lucarini , Giorgio Turchetti , Sandro Vaienti

Higher criticism is a large-scale testing procedure that can attain the optimal detection boundary for sparse and faint signals. However, there has been a lack of knowledge in most existing works about its asymptotic distribution for more…

Statistics Theory · Mathematics 2025-11-11 Jingkun Qiu

We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Shawn Priore , Meeko Oishi

We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…

Probability · Mathematics 2020-12-07 Hugh Entwistle , Christopher Lustri , Georgy Sofronov

We provide a fully statistical analysis of the results of a Bell test beyond mean values. This is possible in a practical scheme where all the observables involved in the test are simultaneously measured at the expense of unavoidably…

Quantum Physics · Physics 2025-05-13 Alfredo Luis

Experimenters report an upper limit if the signal they are trying to detect is non-existent or below their experiment's sensitivity. Such experiments may be contaminated with a background too poorly understood to subtract. If the background…

Data Analysis, Statistics and Probability · Physics 2009-11-07 S. Yellin

Estimation of a deterministic quantity observed in non-Gaussian additive noise is explored via order statistics approach. More specifically, we study the estimation problem when measurement noises either have positive supports or follow a…

Signal Processing · Electrical Eng. & Systems 2020-07-15 Kamiar Radnosrati , Gustaf Hendeby , Fredrik Gustafsson

Quantum-enhanced measurements exploit quantum mechanical effects to provide ultra-precise estimates of physical variables for use in advanced technologies, such as frequency calibration of atomic clocks, gravitational waves detection, and…

Quantum Physics · Physics 2014-07-28 J. Calsamiglia , B. Gendra , R. Munoz-Tapia , E. Bagan

For linear systems, many data-driven control methods rely on the behavioral framework, using historical data of the system to predict the future trajectories. However, measurement noise introduces errors in predictions. When the noise is…

Optimization and Control · Mathematics 2023-08-29 Baiwei Guo , Yuning Jiang , Colin N. Jones , Giancarlo Ferrari-Trecate

A novel method for control of dynamical systems, proposed in the paper, ensures an output signal belonging to the given set at any time. The method is based on a special change of coordinates such that the initial problem with given…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Igor Furtat

Given the sensitivity of current ground-based Gravitational Wave (GW) detectors, any continuous-wave signal we can realistically expect will be at a level or below the background noise. Hence, any data analysis of detector data will need to…

General Relativity and Quantum Cosmology · Physics 2011-09-16 Iraj Gholami

In this paper we present a model independent analysis method following Bayesian statistics to analyse data from a generic counting experiment and apply it to the search for neutrinos from point sources. We discuss a test statistic defined…

High Energy Astrophysical Phenomena · Physics 2015-06-12 D. Bose , L. Brayeur , M. Casier , K. D. de Vries , G. Golup , N. van Eijndhoven

It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it…

Molecular Networks · Quantitative Biology 2015-05-30 Neda Bostani , David A. Kessler , Nadav M. Shnerb , Wouter-Jan Rappel , Herbert Levine

Many high-dimensional hypothesis tests aim to globally examine marginal or low-dimensional features of a high-dimensional joint distribution, such as testing of mean vectors, covariance matrices and regression coefficients. This paper…

Statistics Theory · Mathematics 2020-02-04 Yinqiu He , Gongjun Xu , Chong Wu , Wei Pan

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

Gravitational wave detectors will need optimal signal-processing algorithms to extract weak signals from the detector noise. Most algorithms designed to date are based on the unrealistic assumption that the detector noise may be modeled as…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Bruce Allen , Jolien D. E. Creighton , Eanna E. Flanagan , Joseph D. Romano

Genetic regulatory circuits universally cope with different sources of noise that limit their ability to coordinate input and output signals. In many cases, optimal regulatory performance can be thought to correspond to configurations of…

Molecular Networks · Quantitative Biology 2018-02-19 Andrea Crisanti , Andrea De Martino , Jonathan Fiorentino

Euler integrals of deterministic functions have recently been shown to have a wide variety of possible applications, including in signal processing, data aggregation and network sensing. Adding random noise to these scenarios, as is natural…

Probability · Mathematics 2015-06-30 Gregory Naitzat , Robert J. Adler
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