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Outlying observations are frequently encountered across a wide spectrum of scientific domains, posing notable challenges to the generalizability of statistical models and the reproducibility of downstream analysis. They are identified…

Methodology · Statistics 2026-03-17 Dongliang Zhang , Masoud Asgharian , Martin A. Lindquist

The analysis of a continuous measurement record $z(t)$ poses a fundamental challenge in quantum measurement theory. Different approaches have been used in the past as records can, e.g., exhibit predominantly Gaussian noise, telegraph noise,…

Quantum Physics · Physics 2024-06-12 Markus Sifft , Daniel Hägele

The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…

Statistics Theory · Mathematics 2020-04-21 Sebastian Holtz

Motivated by several experimental activities to detect charge noise produced by a mesoscopic conductor with a Josephson junction as on-chip detector, the switching rate out of its zero-voltage state is studied. This process is related to…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Joachim Ankerhold

We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…

Probability · Mathematics 2014-01-20 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

Examples with bound information on the regression function and density abound in many real applications. We propose a novel approach for estimating such functions by incorporating the prior knowledge on the bounds. Specially, a Gaussian…

Methodology · Statistics 2018-10-30 Jize Zhang , Lizhen Lin

Gaussian Boson Sampling is a promising method for experimental demonstrations of quantum advantage because it is easier to implement than other comparable schemes. While most of the properties of Gaussian Boson Sampling are understood to…

We present a novel algorithm aimed at identifying peaks within a uniformly sampled time series affected by uncorrelated Gaussian noise. The algorithm, called "MEPSA" (multiple excess peak search algorithm), essentially scans the time series…

Instrumentation and Methods for Astrophysics · Physics 2015-01-07 C. Guidorzi

This chapter considers the computational and statistical aspects of learning linear thresholds in presence of noise. When there is no noise, several algorithms exist that efficiently learn near-optimal linear thresholds using a small amount…

Machine Learning · Computer Science 2020-11-16 Maria-Florina Balcan , Nika Haghtalab

The effect of additive white noise on a model for bursting behavior in large aspect-ratio binary fluid convection is considered. Such bursts are present in systems with nearly square symmetry and are the result of heteroclinic cycles…

Chaotic Dynamics · Physics 2009-11-07 Jeff Moehlis

When domain knowledge is limited and experimentation is restricted by ethical, financial, or time constraints, practitioners turn to observational causal discovery methods to recover the causal structure, exploiting the statistical…

The search for resonant mass bumps in invariant-mass distributions remains a cornerstone strategy for uncovering Beyond the Standard Model (BSM) physics at the Large Hadron Collider (LHC). Traditional methods often rely on predefined…

Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few dozen variables. $r$-Pareto processes are mathematically…

Methodology · Statistics 2017-06-14 Raphaël de Fondeville , Anthony C. Davison

The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process…

Statistical Mechanics · Physics 2023-08-03 Toby Kay , Luca Giuggioli

The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…

Statistical Finance · Quantitative Finance 2015-05-28 Mauro Politi , Nicolas Millot , Anirban Chakraborti

With the growing number of gravitational-wave detections, particularly from binary black hole mergers, there is increasing anticipation that an astrophysical background, formed by an ensemble of faint, high-redshift events, will be observed…

General Relativity and Quantum Cosmology · Physics 2026-01-16 Xiaolin Liu , Sachiko Kuroyanagi

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number tends to infinity. The conditioning event is of moderate or…

Probability · Mathematics 2011-06-14 Michel Broniatowski , Virgile Caron

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…

Methodology · Statistics 2017-03-14 Fani Tsapeli , Peter Tino , Mirco Musolesi

Spatial intensity moments computed on images can be used as a probe of the centroid, size, and orientation of pixelized sources such as stars and galaxies. However, all measurements made on images suffer from errors due to undersampling and…

Instrumentation and Methods for Astrophysics · Physics 2020-12-11 Andrew K. Bradshaw

We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative noise arising from a control parameter of the system. Contrary to the…

Statistical Mechanics · Physics 2009-10-31 Jose M. Sancho , Angel Sanchez
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