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Optical scatterometry is a method to measure the size and shape of periodic micro- or nanostructures on surfaces. For this purpose the geometry parameters of the structures are obtained by reproducing experimental measurement results…

Computational Physics · Physics 2020-06-24 Philipp-Immanuel Schneider , Martin Hammerschmidt , Lin Zschiedrich , Sven Burger

M\"ossbauer spectroscopy, which provides knowledge related to electronic states in materials, has been applied to various fields such as condensed matter physics and material sciences. In conventional spectral analyses based on least-square…

Computational Physics · Physics 2022-05-20 Ryota Moriguchi , Satoshi Tsutsui , Shun Katakami , Kenji Nagata , Masaichiro Mizumaki , Masato Okada

We present a Bayesian inference scheme for scaled Brownian motion, and investigate its performance on synthetic data for parameter estimation and model selection in a combined inference with fractional Brownian motion. We include the…

We construct a generalization of the Ornstein-Uhlenbeck processes on the cone of covariance matrices endowed with the Log-Euclidean and the Affine-Invariant metrics. Our development exploits the Riemannian geometric structure of symmetric…

Methodology · Statistics 2022-11-18 Mai Ngoc Bui , Yvo Pokern , Petros Dellaportas

Interferometry can completely redirect light, providing the potential for strong and controllable optical forces. However, small particles do not naturally act like interferometric beamsplitters, and the optical scattering from them is not…

The recent development of compressed sensing has led to spectacular advances in the understanding of sparse linear estimation problems as well as in algorithms to solve them. It has also triggered a new wave of developments in the related…

Information Theory · Computer Science 2016-07-05 Christophe Schülke

We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…

Information Theory · Computer Science 2008-06-09 Michael Chertkov , Lukas Kroc , Massimo Vergassola

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and the Ornstein-Uhlenbeck process and their bridges, geometric…

Mathematical Physics · Physics 2024-03-05 Alain Mazzolo

Realisation of experiments even on small and medium-scale quantum computers requires an optimisation of several parameters to achieve high-fidelity operations. As the size of the quantum register increases, the characterisation of quantum…

Quantum Physics · Physics 2020-08-11 F. Martínez-García , D. Vodola , M. Müller

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

Methodology · Statistics 2026-04-03 Lachlan Astfalck , Deborshee Sen , Sayan Patra , Edward Cripps , David Dunson

Once upon a time, predictions for the accuracy of inference on gravitational-wave signals relied on computationally inexpensive but often inaccurate techniques. Recently, the approach has shifted to actual inference on noisy signals with…

Instrumentation and Methods for Astrophysics · Physics 2015-12-09 Carl-Johan Haster , Ilya Mandel , Will M. Farr

A Bayesian approach is presented for detecting and characterising the signal from discrete objects embedded in a diffuse background. The approach centres around the evaluation of the posterior distribution for the parameters of the discrete…

Astrophysics · Physics 2009-11-07 M. P. Hobson , C. McLachlan

In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…

Statistical Mechanics · Physics 2015-11-25 Eugenio Urdapilleta

Modelling random dynamical systems in continuous time, diffusion processes are a powerful tool in many areas of science. Model parameters can be estimated from time-discretely observed processes using Markov chain Monte Carlo (MCMC) methods…

Computation · Statistics 2020-10-12 Susanne Pieschner , Christiane Fuchs

Procedural material models have been gaining traction in many applications thanks to their flexibility, compactness, and easy editability. We explore the inverse rendering problem of procedural material parameter estimation from…

Graphics · Computer Science 2025-04-22 Yu Guo , Milos Hasan , Lingqi Yan , Shuang Zhao

We discuss Bayesian inference (BI) for the probabilistic identification of material parameters. This contribution aims to shed light on the use of BI for the identification of elastoplastic material parameters. For this purpose a single…

Computational Engineering, Finance, and Science · Computer Science 2017-01-17 Hussein Rappel , Lars A. A. Beex , Jack S. Hale , Stephane P. A. Bordas

We find an exact series solution for the steady-state probability distribution of a harmonically trapped active Brownian particle in two dimensions, in the presence of translational diffusion. This series solution allows us to efficiently…

Statistical Mechanics · Physics 2020-03-04 Kanaya Malakar , Arghya Das , Anupam Kundu , K. Vijay Kumar , Abhishek Dhar

We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…

Machine Learning · Statistics 2024-02-09 Stefan T. Radev , Ulf K. Mertens , Andreas Voss , Lynton Ardizzone , Ullrich Köthe