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Factor modeling is a powerful statistical technique that permits to capture the common dynamics in a large panel of data with a few latent variables, or factors, thus alleviating the curse of dimensionality. Despite its popularity and…

Econometrics · Economics 2021-03-03 Varlam Kutateladze

Aleatoric and Epistemic uncertainty have achieved recent attention in the literature as different sources from which uncertainty can emerge in stochastic modeling. Epistemic being intrinsic or model based notions of uncertainty, and…

Methodology · Statistics 2025-08-15 Ryan Warnick

We investigate the benefits and challenges of utilizing the frequency information in differential equation identification. Solving differential equations and Fourier analysis are closely related, yet there is limited work in exploring this…

Numerical Analysis · Mathematics 2023-11-29 Mengyi Tang , Hao Liu , Wenjing Liao , Sung Ha Kang

Gaussian process (GP) marginal likelihood scores and kernel conditional independence tests are theoretically appealing for nonlinear causal discovery but computationally prohibitive at scale. We present three complementary RFF-based methods…

Machine Learning · Statistics 2026-05-12 Joseph D. Ramsey

We present a computationally efficient algorithm for stable numerical differentiation from noisy, uniformly-sampled data on a bounded interval. The method combines multi-interval Fourier extension approximations with an adaptive domain…

Numerical Analysis · Mathematics 2025-08-29 Zhenyu Zhao , Yanfei Wang , Xinran Liu

We propose a novel method for linear detection of weak forces using parametrically driven nonlinear resonators. The method is based on a peculiar feature in the response of the resonator to a near resonant periodic external force. This…

Chaotic Dynamics · Physics 2016-08-10 Luca Papariello , Oded Zilberberg , Alexander Eichler , R. Chitra

A novel method, which combined a multi-bandwidth measurement and an extrapolation procedure, is proposed for extracting the loaded Q-factor (Q_{L}) with improved accuracy from non-Lorentzian resonances of nonlinear superconducting…

Superconductivity · Physics 2007-05-23 X. S. Rao , C. K. Ong , Y. P. Feng

The faster-than-Nyquist nonlinear frequency division multiplexing system was first proposed, which provided 12.5% and 25% increase in spectral efficiency for the compression factor of 0.89 and 0.8 respectively.

Signal Processing · Electrical Eng. & Systems 2019-10-29 Xulun Zhang , Lixia Xi , Peng Sun , Zibo Zheng , Jiacheng Wei , Yue Wu , Shucheng Du , Xiaoguang Zhang

Motivated by the looming "capacity crunch" in fiber-optic networks, information transmission over such systems is revisited. Among numerous distortions, inter-channel interference in multiuser wavelength-division multiplexing (WDM) is…

Information Theory · Computer Science 2014-10-09 Mansoor I. Yousefi , Frank R. Kschischang

Outliers are ubiquitous in modern data sets. Distance-based techniques are a popular non-parametric approach to outlier detection as they require no prior assumptions on the data generating distribution and are simple to implement. Scaling…

Machine Learning · Statistics 2016-05-04 Mario Lucic , Olivier Bachem , Andreas Krause

We derive and analyse a new iterative algorithm for detecting network core--periphery structure. Using techniques in nonlinear Perron-Frobenius theory, we prove global convergence to the unique solution of a relaxed version of a natural…

Social and Information Networks · Computer Science 2019-02-12 Francesco Tudisco , Desmond J. Higham

This paper develops an incremental learning algorithm based on quadratic inference function (QIF) to analyze streaming datasets with correlated outcomes such as longitudinal data and clustered data. We propose a renewable QIF (RenewQIF)…

Methodology · Statistics 2021-07-01 Lan Luo , Ling Zhou , Peter X. -K. Song

This paper studies the event-triggered distributed fusion estimation problems for a class of nonlinear networked multisensor fusion systems without noise statistical characteristics. When considering the limited resource problems of two…

Systems and Control · Electrical Eng. & Systems 2022-08-04 Rusheng Wang , Bo Chen , Zhongyao Hu , Li Yu

Quantum control protocols are typically devised in the time domain, leaving their spectral behavior to emerge only a posteriori. Here, we invert this paradigm. Starting from a target frequency-domain filter, we employ the…

Quantum Physics · Physics 2025-06-23 Loris Maria Cangemi , Yoav Woldiger , Amikam Levy , Assaf Hamo

We consider a distributed detection problem within a wireless sensor network (WSN), where a substantial number of sensors cooperate to detect the existence of sparse stochastic signals. To achieve a trade-off between detection performance…

Signal Processing · Electrical Eng. & Systems 2024-11-07 Linlin Mao , Shefeng Yan , Zeping Sui , Hongbin Li

This paper investigates an issue of distributed fusion estimation under network-induced complexity and stochastic parameter uncertainties. First, a novel signal selection method based on event-trigger is developed to handle network-induced…

Systems and Control · Electrical Eng. & Systems 2020-12-25 Li Liu , Wenju Zhou , Minrui Fei , Zhile Yang , Hongyong Yang , Huiyu Zhou

Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…

Econometrics · Economics 2020-09-24 Liang Chen , Juan Jose Dolado , Jesus Gonzalo

The Quantum Fourier Transform (QFT) is a fundamental component of many quantum computing algorithms. In this paper, we present an alternative method for factoring this transformation. Inspired by this approach, we introduce a new quantum…

Quantum Physics · Physics 2025-07-30 Juan M. Romero , Emiliano Montoya-González , Guillermo Cruz , Roberto C. Romero

We consider the problem of identifying a pattern of faults from a set of noisy linear measurements. Unfortunately, maximum a posteriori probability estimation of the fault pattern is computationally intractable. To solve the fault…

Information Theory · Computer Science 2015-03-13 Danny Bickson , Dror Baron , Alex T. Ihler , Harel Avissar , Danny Dolev

This thesis considers sequential decision problems, where the loss/reward incurred by selecting an action may not be inferred from observed feedback. A major part of this thesis focuses on the unsupervised sequential selection problem,…

Machine Learning · Computer Science 2022-12-23 Arun Verma