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We focus on a data sequence produced by repetitive quantum measurement on an internal hidden quantum system, and call it a hidden Markovian process. Using a quantum version of the Perron-Frobenius theorem, we derive novel upper and lower…

Quantum Physics · Physics 2020-10-08 Masahito Hayashi , Yuuya Yoshida

Characterising quantum processes is a key task in and constitutes a challenge for the development of quantum technologies, especially at the noisy intermediate scale of today's devices. One method for characterising processes is randomised…

Quantum Physics · Physics 2018-10-31 Ingo Roth , Richard Kueng , Shelby Kimmel , Yi-Kai Liu , David Gross , Jens Eisert , Martin Kliesch

This paper presents a unified geometric framework for the statistical analysis of a general ill-posed linear inverse model which includes as special cases noisy compressed sensing, sign vector recovery, trace regression, orthogonal matrix…

Statistics Theory · Mathematics 2020-07-27 T. Tony Cai , Tengyuan Liang , Alexander Rakhlin

The generalized recurrence plot is a modern tool for quantification of complex spatial patterns. Its application spans the analysis of trabecular bone structures, Turing patterns, turbulent spatial plankton patterns, and fractals.…

Pattern Formation and Solitons · Physics 2024-02-20 Maik Riedl , Norbert Marwan , Jürgen Kurths

We build a general quantum state tomography framework that makes use of machine learning techniques to reconstruct quantum states from a given set of coincidence measurements. For a wide range of pure and mixed input states we demonstrate…

Quantum Physics · Physics 2020-06-09 Sanjaya Lohani , Brian T. Kirby , Michael Brodsky , Onur Danaci , Ryan T. Glasser

In this paper, we present some asymptotic properties of the normalized inverse-Gaussian process. In particular, when the concentration parameter is large, we establish an analogue of the empirical functional central limit theorem, the…

Statistics Theory · Mathematics 2012-06-29 Luai Al Labadi , Mahmoud Zarepour

Economists are blessed with a wealth of data for analysis, but more often than not, values in some entries of the data matrix are missing. Various methods have been proposed to handle missing observations in a few variables. We exploit the…

Econometrics · Economics 2022-02-02 Ercument Cahan , Jushan Bai , Serena Ng

In this paper, we obtain various series and asymptotic expansions involving the modified Bessel function of the second kind for the normal inverse Gaussian cumulative distribution function. The new expansions accelerate computations,…

Numerical Analysis · Mathematics 2025-02-25 Guillermo Navas-Palencia

This paper develops an econometric framework and tools for the identification and inference of a structural parameter in general bunching designs. We present point and partial identification results, which generalize previous approaches in…

Econometrics · Economics 2025-02-07 Myunghyun Song

We propose a general methodology for efficient statistical reconstruction of a quantum state through collection and analysis of photon counting statistics. Our approach includes both strict quantitative criteria for adequacy and…

Quantum Physics · Physics 2013-11-07 Yu. I. Bogdanov , S. P. Kulik

Monitoring network traffic data to detect any hidden patterns of anomalies is a challenging and time-consuming task that requires high computing resources. To this end, an appropriate summarization technique is of great importance, where it…

Machine Learning · Computer Science 2021-12-21 Samira Ghodratnama , Mehrdad Zakershahrak , Fariborz Sobhanmanesh

The errors on statistics measured in finite galaxy catalogs are exhaustively investigated. The theory of errors on factorial moments by Szapudi & Colombi (1996) is applied to cumulants via a series expansion method. All results are…

Astrophysics · Physics 2009-10-31 I. Szapudi , S. Colombi , F. Bernardeau

Consider a Gaussian memoryless multiple source with $m$ components with joint probability distribution known only to lie in a given class of distributions. A subset of $k \leq m$ components are sampled and compressed with the objective of…

Information Theory · Computer Science 2018-03-16 Vinay Praneeth Boda

Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…

Methodology · Statistics 2014-09-24 Bo Jiang , Jun S. Liu

Inversion of operators is a fundamental concept in data processing. Inversion of linear operators is well studied, supported by established theory. When an inverse either does not exist or is not unique, generalized inverses are used. Most…

Statistics Theory · Mathematics 2024-04-02 Eyal Gofer , Guy Gilboa

We propose a novel inverse method that utilizes a set of data to construct a simple equation that governs the stochastic process for which the data have been measured, hence enabling us to reconstruct the stochastic process. As an example,…

Statistical Mechanics · Physics 2007-05-23 J. Peinke , M. Reza Rahimi Tabar , Muhammad Sahimi , F. Ghasemi

Generative modeling, which learns joint probability distribution from data and generates samples according to it, is an important task in machine learning and artificial intelligence. Inspired by probabilistic interpretation of quantum…

Statistical Mechanics · Physics 2018-07-20 Zhao-Yu Han , Jun Wang , Heng Fan , Lei Wang , Pan Zhang

Many problems in high-dimensional statistics appear to have a statistical-computational gap: a range of values of the signal-to-noise ratio where inference is information-theoretically possible, but (conjecturally) computationally…

Statistics Theory · Mathematics 2024-04-30 Dmitriy Kunisky , Cristopher Moore , Alexander S. Wein

A 3-D inverse medium problem in the frequency domain is considered. Another name for this problem is Coefficient Inverse Problem. The goal is to reconstruct spatially distributed dielectric constants from scattering data. Potential…

Numerical Analysis · Mathematics 2016-05-23 Michael V. Klibanov , Hui Liu , Loc H. Nguyen

One of the standardized features of financial data is that log-returns are uncorrelated, but absolute log-returns or their squares namely the fluctuating volatility are correlated and is characterized by heavy tailed in the sense that some…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau
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