Related papers: Least-squares analysis of clock frequency comparis…
The main goal of this contribution is to explain how to use interlacing techniques for LTI controllers implementation and analyze different struc- tures in this environment. These considerations lead to an important com- putation saving in…
In this paper, we propose deep partial least squares for the estimation of high-dimensional nonlinear instrumental variable regression. As a precursor to a flexible deep neural network architecture, our methodology uses partial least…
A two-photon transition in laser-cooled and trapped calcium atoms is proposed as the atomic reference in an optical frequency standard. An efficient scheme for interrogation of the frequency standard is described, and the sensitivity of the…
Although quantum key distribution (QKD) comes from the development of quantum theory, the implementation of a practical QKD system does involve a lot of classical process, such as key reconciliation and privacy amplification, which is…
We propose an efficient algorithm for solving group synchronization under high levels of corruption and noise, while we focus on rotation synchronization. We first describe our recent theoretically guaranteed message passing algorithm that…
We study optimal investment with multiple assets in the presence of small proportional transaction costs. Rather than computing an asymptotically optimal no-trade region, we optimize over suitable trading frequencies. We derive explicit…
Stochastic clocks represent a class of time change methods for incorporating trading activity into continuous-time financial models, with the ability to deal with typical asymmetrical and tail risks in financial returns. In this paper we…
This paper considers the phenomenon of distinct regional frequencies recently observed in some power systems. First, a reduced-order mathematical model describing this behaviour is developed. Then, techniques to solve the model are…
We consider the most general case of source clock frequency recovery (SCFR) in packet networks, i.e., asynchronous SCFR through aperiodic packet streams, where there is neither a common reference clock nor any relation between packet…
We propose a novel formulation for phase synchronization -- the statistical problem of jointly estimating alignment angles from noisy pairwise comparisons -- as a nonconvex optimization problem that enforces consistency among the pairwise…
Functional data analysis tools, such as function-on-function regression models, have received considerable attention in various scientific fields because of their observed high-dimensional and complex data structures. Several statistical…
A numerical method optimizing the coefficients of the semi empirical mass formula or those of similar mass formulas is presented. The optimization is based on the least-squares adjustments method and leads to the resolution of a linear…
Ongoing and future surveys with repeat imaging in multiple bands are producing (or will produce) time-spaced measurements of brightness, resulting in the identification of large numbers of variable sources in the sky. A large fraction of…
We study (constrained) least-squares regression as well as multiple response least-squares regression and ask the question of whether a subset of the data, a coreset, suffices to compute a good approximate solution to the regression. We…
We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and…
We present an algorithm for computing sparse, least squares-based polynomial chaos expansions, incorporating both adaptive polynomial bases and sequential experimental designs. The algorithm is employed to approximate stochastic…
The main goal is to develop and, consequently, compare stochastic methods for detection whether a structural change in panel data occurred at some unknown time or not. Panel data of our interest consist of a moderate or relatively large…
The classical problem of quickest change detection is studied with an additional constraint on the cost of observations used in the detection process. The change point is modeled as an unknown constant, and minimax formulations are proposed…
This paper deals with analyzing structural breaks in the covariance operator of sequentially observed functional data. For this purpose, procedures are developed to segment an observed stretch of curves into periods for which second-order…
In this paper, the estimation of parameters in the harmonic regression with cyclically dependent errors is addressed. Asymptotic properties of the least-squares estimates are analyzed by simulation experiments. By numerical simulation, we…