Related papers: Frequency estimation based on Hankel matrices and …
An appropriate rational approximation to the eigenfunction of the Schr\"{o}dinger equation for anharmonic oscillators enables one to obtain the eigenvalue accurately as the limit of a sequence of roots of Hankel determinants. The…
In this paper, we study the inverse scattering problem for a class of signals that have a compactly supported reflection coefficient. The problem boils down to the solution of the Gelfand-Levitan-Marchenko (GLM) integral equations with a…
We introduce an integral representation of the Monge-Amp\`ere equation, which leads to a new finite difference method based upon numerical quadrature. The resulting scheme is monotone and fits immediately into existing convergence proofs…
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…
In this paper, we propose a modified Newton-Raphson algorithm to estimate the frequency parameter in the fundamental frequency model in presence of an additive stationary error. The proposed estimator is super efficient in nature in the…
A new optimization procedure for the estimation of Kramers-Moyal coefficients from stationary, one-dimensional, Markovian time series data is presented. The method takes advantage of a recently reported approach that allows to calculate…
This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…
The alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn towards the ADMM in…
We revisit the classical dual ascent algorithm for minimization of convex functionals in the presence of linear constraints, and give convergence results which apply even for non-convex functionals. We describe limit points in terms of the…
We obtain strong consistency and asymptotic normality of a least squares estimator of the drift coefficient for complex-valued Ornstein-Uhlenbeck processes disturbed by fractional noise, extending the result of Y. Hu and D. Nualart,…
We study the asymptotic behavior of the Schr\"odinger equation in the presence of a nonlinearity of Hartree type in the semi-classical regime. Our scaling corresponds to a weakly nonlinear regime where the nonlinearity affects the leading…
For frequency division duplex channels, a simple pilot loop-back procedure has been proposed that allows the estimation of the UL & DL channels at an antenna array without relying on any digital signal processing at the terminal side. For…
The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…
The Levenberg-Marquardt algorithm is a flexible iterative procedure used to solve non-linear least squares problems. In this work we study how a class of possible adaptations of this procedure can be used to solve maximum likelihood…
Quantum effects like entanglement and coherent amplification can be used to drastically enhance the accuracy of quantum parameter estimation beyond classical limits. However, challenges such as decoherence and time-dependent errors hinder…
We determine the quantum Cram\'er-Rao bound for the precision with which the oscillator frequency and damping constant of a damped quantum harmonic oscillator in an arbitrary Gaussian state can be estimated. This goes beyond standard…
In this paper we develop a class of efficient Galerkin boundary element methods for the solution of two-dimensional exterior single-scattering problems. Our approach is based upon construction of Galerkin approximation spaces confined to…
We study the problem of model selection type aggregation with respect to the Kullback-Leibler divergence for various probabilistic models. Rather than considering a convex combination of the initial estimators $f_1, \ldots, f_N$, our…
We deal with the stability issue for the determination of outgoing time-harmonic acoustic waves from their far-field patterns. We are especially interested in keeping as explicit as possible the dependence of our stability estimates on the…
This paper is concerned with the design of two different classes of Galerkin boundary element methods for the solution of high-frequency sound-hard scattering problems in the exterior of two-dimensional smooth convex scatterers. Both…