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Langevin stochastic differential equations provide a dynamical description of pulsar timing noise and gravitational wave background (GWB) signals. They are also central to state space algorithms that have gained traction in pulsar timing…

High Energy Astrophysical Phenomena · Physics 2026-05-05 Reginald Christian Bernardo

This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is particularly motivated by applications where sensor…

Methodology · Statistics 2018-07-09 Johan Dahlin , Adrian Wills , Brett Ninness

A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to…

Methodology · Statistics 2020-01-20 Jonas Peters , Stefan Bauer , Niklas Pfister

Distinguishing the cause and effect from bivariate observational data is the foundational problem that finds applications in many scientific disciplines. One solution to this problem is assuming that cause and effect are generated from a…

Machine Learning · Statistics 2023-12-19 Quang-Duy Tran , Bao Duong , Phuoc Nguyen , Thin Nguyen

Accurately estimating the statistical properties of noise is important in data analysis for space-based gravitational wave detectors. Noise in different time-delay interferometry channels correlates with each other. Many studies often…

Instrumentation and Methods for Astrophysics · Physics 2025-06-18 Ya-Nan Li , Yi-Ming Hu , En-Kun Li

Sapce-borne gravitational wave antennas, such as LISA and LISA-like mission (Taiji and Tianqin), will offer novel perspectives for exploring our Universe while introduce new challenges, especially in data analysis. Aside from the known…

General Relativity and Quantum Cosmology · Physics 2024-09-17 Yuxiang Xu , Minghui Du , Peng Xu , Bo Liang , He Wang

In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…

Machine Learning · Computer Science 2014-08-12 Ricardo Silva , Robert B. Gramacy

In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…

Machine Learning · Computer Science 2010-03-15 Ricardo Silva , Robert B. Gramacy

Residual variance and the signal-to-noise ratio are important quantities in many statistical models and model fitting procedures. They play an important role in regression diagnostics, in determining the performance limits in estimation and…

Methodology · Statistics 2012-09-04 Lee H. Dicker

Distant and weak supervision allow to obtain large amounts of labeled training data quickly and cheaply, but these automatic annotations tend to contain a high amount of errors. A popular technique to overcome the negative effects of these…

Machine Learning · Computer Science 2021-03-02 Michael A. Hedderich , Dawei Zhu , Dietrich Klakow

Binary Systems are the most studied sources of gravitational waves. The mechanisms of emission and the behavior of the orbital parameters are well known and can be written in analytic form in several cases. Besides, the strongest indication…

Cosmology and Nongalactic Astrophysics · Physics 2015-04-24 E. F. D. Evangelista , J. C. N. de Araujo

Cosmological observables rely heavily on summary statistics such as two-point correlation functions. In many practical cases (e.g. the weak-lensing cosmic shear), those correlation functions are estimated from a finite, discrete sample of…

Cosmology and Nongalactic Astrophysics · Physics 2025-06-24 Pierre Fleury

The present generation of weak lensing surveys will be superseded by surveys run from space with much better sky coverage and high level of signal to noise ratio, such as SNAP. However, removal of any systematics or noise will remain a…

Astrophysics · Physics 2009-11-10 Dipak Munshi , Patrick Valageas

Likelihood analysis is typically limited to normally distributed noise due to the difficulty of determining the probability density function of complex, high-dimensional, non-Gaussian, and anisotropic noise. This is a major limitation for…

Instrumentation and Methods for Astrophysics · Physics 2023-06-14 Ronan Legin , Alexandre Adam , Yashar Hezaveh , Laurence Perreault Levasseur

Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…

Statistical Mechanics · Physics 2016-05-25 J. Ruseckas , R Kazakevičius , B Kaulakys

Mathematical models of real life phenomena are highly nonlinear involving multiple parameters and often exhibiting complex dynamics. Experimental data sets are typically small and noisy, rendering estimation of parameters from such data…

Chaotic Dynamics · Physics 2017-05-11 Abhirup Ghosh , Samit Bhattacharyya , Somdatta Sinha , Amit Apte

We discuss how the ideal formalism of Computational Mechanics can be adapted to apply to a non-infinite series of corrupted and correlated data, that is typical of most observed natural time series. Specifically, a simple filter that…

Statistical Mechanics · Physics 2007-05-23 Richard W. Clarke , Mervyn P. Freeman , Nicholas W. Watkins

In prediction tasks, there exist features that are related to the label in the same way across different settings for that task; these are semantic features or semantics. Features with varying relationships to the label are nuisances. For…

Machine Learning · Computer Science 2024-07-04 Aahlad Puli , Nitish Joshi , Yoav Wald , He He , Rajesh Ranganath

We present a simple dynamical model to address the question of introducing a stochastic nature in a time variable. This model includes noise in the time variable but not in the "space" variable, which is opposite to the normal description…

Computational Physics · Physics 2008-11-26 Toru Ohira

The ability to uncover preferences from choices is fundamental for both positive economics and welfare analysis. Overwhelming evidence shows that choice is stochastic, which has given rise to random utility models as the dominant paradigm…

General Economics · Economics 2018-11-07 Carlos Alos-Ferrer , Ernst Fehr , Nick Netzer
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