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Given an arbitrary long but finite sequence of observations from a finite set, we construct a simple process that approximates the sequence, in the sense that with high probability the empirical frequency, as well as the empirical one-step…

Statistics Theory · Mathematics 2007-06-13 Dinah Rosenberg , Eilon Solan , Nicolas Vieille

Gaussian states, operations, and measurements are central building blocks for continuous-variable quantum information processing which paves the way for abundant applications, especially including network-based quantum computation and…

Quantum Physics · Physics 2021-07-06 Mengzhen Zhang

Given a redundant dictionary $\Phi$, represented by an $M \times N$ matrix ($\Phi \in \mathbb{R}^{M \times N}$) and a target signal $y \in \mathbb{R}^M$, the \emph{sparse approximation problem} asks to find an approximate representation of…

Computational Complexity · Computer Science 2011-11-29 Ali Civril

A model to simulate the phenomenon of random lasing is presented. It couples Maxwell's equations with the rate equations of electronic population in a disordered system. Finite difference time domain methods are used to obtain the field…

Disordered Systems and Neural Networks · Physics 2009-10-31 Xunya Jiang , C. M. Soukoulis

This work is about parameter estimation for a fast-slow stochastic system with non-Gaussian $\alpha$-stable L\'evy noise. When the observations are only available for slow components, a system parameter is estimated and the accuracy for…

Dynamical Systems · Mathematics 2020-02-28 Ying Chao , Pingyuan Wei , Jinqiao Duan

Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…

Information Theory · Computer Science 2015-06-10 Andre Manoel , Florent Krzakala , Eric W. Tramel , Lenka Zdeborová

We consider nonlinear, or "event-dependent", sampling, i.e. such that the sampling instances {tk} depend on the function being sampled. The use of such sampling in the construction of Lebesgue's integral sums is noted and discussed as…

Data Analysis, Statistics and Probability · Physics 2016-11-17 Emanuel Gluskin

Simulation of conditional master equations is important to describe systems under continuous measurement and for the design of control strategies in quantum systems. For large bosonic systems, such as BEC and atom lasers, full quantum field…

Quantum Physics · Physics 2013-05-30 M. R. Hush , A. R. R. Carvalho , J. J. Hope

We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…

Statistical Mechanics · Physics 2026-02-26 Tobias Galla

Predictor-based stabilization results are provided for nonlinear systems with input delays and a compact absorbing set. The control scheme consists of an inter-sample predictor, a global observer, an approximate predictor, and a nominal…

Optimization and Control · Mathematics 2013-06-17 Iasson Karafyllis , Miroslav Krstic , Tarek Ahmed-Ali , Francoise Lamnabhi-Lagarrigue

Optical absorption measurements characterize a wide variety of systems from atomic gases to \emph{in-vivo} diagnostics of living organisms. Here we study the potential of non-classical techniques to reduce statistical noise below the…

Experimental characterizations of a quantum system involve the measurement of expectation values of observables for a preparable state |psi> of the quantum system. Such expectation values can be measured by repeatedly preparing |psi> and…

Quantum Physics · Physics 2009-11-13 Emanuel Knill , Gerardo Ortiz , Rolando D. Somma

Generalized probabilistic theories (GPTs) provide a framework in which a range of possible theories can be examined, including classical theory, quantum theory and those beyond. In general, enlarging the state space of a GPT leads to fewer…

Quantum Physics · Physics 2024-01-17 Giorgos Eftaxias , Mirjam Weilenmann , Roger Colbeck

The paper suggests a generalization of the Sign-Perturbed Sums (SPS) finite sample system identification method for the identification of closed-loop observable stochastic linear systems in state-space form. The solution builds on the…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Szabolcs Szentpéteri , Balázs Csanád Csáji

In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…

Dynamical Systems · Mathematics 2022-11-17 Romeo Ortega , Alexey Bobtsov , Ramon Costa-Castello , Nikolay Nikolaev

The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Guido Cavraro , Emiliano Dall'Anese , Joshua Comden , Andrey Bernstein

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

Machine Learning · Statistics 2019-12-06 David Tolpin

The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…

Probability · Mathematics 2017-07-04 Jonathan Weed , Francis Bach

For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…

Probability · Mathematics 2025-11-03 Nicolai Jurek Gerber , Franca Hoffmann , Urbain Vaes

Phase retrieval arises in various fields of science and engineering and it is well studied in a finite-dimensional setting. In this paper, we consider an infinite-dimensional phase retrieval problem to reconstruct real-valued signals living…

Information Theory · Computer Science 2016-03-07 Yang Chen , Cheng Cheng , Qiyu Sun , Haichao Wang