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Flexible and accurate noise characterization is crucial for the precise estimation of gravitational-wave parameters. We introduce a Bayesian method for estimating the power spectral density (PSD) of long, stationary time series, explicitly…

General Relativity and Quantum Cosmology · Physics 2026-03-26 Nazeela Aimen , Patricio Maturana-Russel , Avi Vajpeyi , Nelson Christensen , Renate Meyer

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

Probability · Mathematics 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

We develop a multidimensional version of Gradient-MUSIC for estimating the frequencies of a nonharmonic signal from noisy samples. The guiding principle is that frequency recovery should be based only on the signal subspace determined by…

Optimization and Control · Mathematics 2026-03-31 Albert Fannjiang , Weilin Li

We present a robust shadow estimation protocol for wide classes of low-depth measurement circuits that mitigates noise as long as the effective measurement map including noise is locally unitarily invariant. This is in practice an excellent…

Quantum Physics · Physics 2025-03-26 Renato M. S. Farias , Raghavendra D. Peddinti , Ingo Roth , Leandro Aolita

The signal to noise ratio, which plays such an important r\^ole in information theory, is shown to become pointless for digital communications where the demodulation is achieved via new fast estimation techniques. Operational calculus,…

Information Theory · Computer Science 2008-12-10 Michel Fliess

Denoising stationary process $(X_i)_{i \in Z}$ corrupted by additive white Gaussian noise is a classic and fundamental problem in information theory and statistical signal processing. Despite considerable progress in designing efficient…

Information Theory · Computer Science 2019-01-23 Wenda Zhou , Shirin Jalali

Hard-threshold estimators are popular in signal processing applications. We provide a detailed study of using hard-threshold estimators for estimating an unknown deterministic signal when additive white Gaussian noise corrupts observations.…

Statistics Theory · Mathematics 2008-01-24 Baris I. Erkmen , Vivek K. Goyal

We study the fundamental problem of learning the parameters of a high-dimensional Gaussian in the presence of noise -- where an $\varepsilon$-fraction of our samples were chosen by an adversary. We give robust estimators that achieve…

Data Structures and Algorithms · Computer Science 2017-11-07 Ilias Diakonikolas , Gautam Kamath , Daniel M. Kane , Jerry Li , Ankur Moitra , Alistair Stewart

We compare the effect of single qubit incoherent and coherent errors on the logical error rate of the Steane [[7,1,3]] quantum error correction code by performing an exact full-density-matrix simulation of an error correction step. We find…

Quantum Physics · Physics 2016-11-02 Mauricio Gutiérrez , Conor Smith , Livia Lulushi , Smitha Janardan , Kenneth R. Brown

This paper deals with the resolution of inverse problems in a periodic setting or, in other terms, the reconstruction of periodic continuous-domain signals from their noisy measurements. We focus on two reconstruction paradigms: variational…

Optimization and Control · Mathematics 2018-11-14 Anaïs Badoual , Julien Fageot , Michael Unser

There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…

Statistics Theory · Mathematics 2026-03-24 Rémi Gribonval , Mila Nikolova

We consider the problem of recovering a signal observed in Gaussian noise. If the set of signals is convex and compact, and can be specified beforehand, one can use classical linear estimators that achieve a risk within a constant factor of…

Statistics Theory · Mathematics 2017-06-05 Dmitry Ostrovsky , Zaid Harchaoui , Anatoli Juditsky , Arkadi Nemirovski

Recent advancements in machine learning have transformed the discovery of physical laws, moving from manual derivation to data-driven methods that simultaneously learn both the structure and parameters of governing equations. This shift…

Machine Learning · Computer Science 2024-10-15 Hillary Hauger , Philipp Scholl , Gitta Kutyniok

We consider the deconvolution problem for densities supported on a $(d-1)$-dimensional sphere with unknown center and unknown radius, in the situation where the distribution of the noise is unknown and without any other observations. We…

Statistics Theory · Mathematics 2022-03-08 Jérémie Capitao-Miniconi , Elisabeth Gassiat

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

Probability · Mathematics 2023-03-23 Raluca M. Balan

P. Flajolet and B. Salvy \cite{FS1998} prove the famous theorem that a nonlinear Euler sum $S_{i_1i_2\cdots i_r,q}$ reduces to a combination of sums of lower orders whenever the weight $i_1+i_2+\cdots+i_r+q$ and the order $r$ are of the…

Number Theory · Mathematics 2017-10-20 Ce Xu

A comprehensive methodology is provided for smoothing noisy, irregularly sampled data with non-Gaussian noise using smoothing splines. We demonstrate how the spline order and tension parameter can be chosen a priori from physical reasoning.…

Methodology · Statistics 2020-02-18 Jeffrey J. Early , Adam M. Sykulski

For the problem of nonparametric estimation of signal in Gaussian noise we point out the strong asymptotically minimax estimators on maxisets for linear estimators (see \cite{ker93,rio}). It turns out that the order of rates of convergence…

Statistics Theory · Mathematics 2017-11-07 Mikhail Ermakov

The initial value problem for the cubic defocusing nonlinear Schr\"odinger equation $i \partial_t u + \Delta u = |u|^2 u$ on the plane is shown to be globally well-posed for initial data in $H^s (\R^2)$ provided $s>1/2$. The proof relies…

Analysis of PDEs · Mathematics 2007-05-23 J. Colliander , M. Keel , G. Staffilani , H. Takaoka , T. Tao

In continuation to a recent work on the statistical--mechanical analysis of minimum mean square error (MMSE) estimation in Gaussian noise via its relation to the mutual information (the I-MMSE relation), here we propose a simple and more…

Information Theory · Computer Science 2016-11-17 Neri Merhav
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