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In classical statistics and distribution testing, it is often assumed that elements can be sampled from some distribution $P$, and that when an element $x$ is sampled, the probability $P$ of sampling $x$ is also known. Recent work in…

Data Structures and Algorithms · Computer Science 2022-08-03 Talya Eden , Jakob Bæk Tejs Houen , Shyam Narayanan , Will Rosenbaum , Jakub Tětek

In stochastic simulation, input uncertainty refers to the output variability arising from the statistical noise in specifying the input models. This uncertainty can be measured by a variance contribution in the output, which, in the…

Methodology · Statistics 2021-05-20 Henry Lam , Huajie Qian

The measurement outcomes of two incompatible observables on a particle can be precisely predicted when it is maximally entangled with a quantum memory, as quantified recently [Nature Phys. 6, 659 (2010)]. We explore the behavior of the…

Quantum Physics · Physics 2012-07-26 Z. Y. Xu , W. L. Yang , M. Feng

We study the problem of maximizing privacy of quantized sensor measurements by adding random variables. In particular, we consider the setting where information about the state of a process is obtained using noisy sensor measurements. This…

Systems and Control · Computer Science 2018-09-11 Carlos Murguia , Iman Shames , Farhad Farokhi , Dragan Nesic

This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum…

Machine Learning · Statistics 2014-11-26 Osonde Adekorede Osoba

This article presents an algorithm for reducing measurement uncertainty of one physical quantity when given oversampled measurements of two physical quantities with correlated noise. The algorithm assumes that the aleatoric measurement…

Signal Processing · Electrical Eng. & Systems 2021-11-30 James T. Meech , Phillip Stanley-Marbell

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…

Econometrics · Economics 2021-12-08 Koen Jochmans , Martin Weidner

Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…

Machine Learning · Computer Science 2012-07-03 Bernardo Avila Pires , Csaba Szepesvari

Consider a target moving with a constant velocity on a unit-circumference circle, starting from an arbitrary location. To acquire the target, any region of the circle can be probed for its presence, but the associated measurement noise…

Information Theory · Computer Science 2014-08-19 Yonatan Kaspi , Ofer Shayevitz , Tara Javidi

The representation of a given quantity with less information is often referred to as `quantization' and it is an important subject in information theory. In this paper, we have considered absolutely continuous probability measures on unit…

Probability · Mathematics 2017-07-10 Mrinal Kanti Roychowdhury

Computing ratios of normalizing constants plays an important role in statistical modeling. Two important examples are hypothesis testing in latent variables models, and model comparison in Bayesian statistics. In both examples, the…

Applications · Statistics 2024-08-26 Tom Guédon , Charlotte Baey , Estelle Kuhn

In this article, we develop methods for estimating a low rank tensor from noisy observations on a subset of its entries to achieve both statistical and computational efficiencies. There have been a lot of recent interests in this problem of…

Machine Learning · Statistics 2018-03-21 Dong Xia , Ming Yuan , Cun-Hui Zhang

Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on statistics taking the form of a ratio over (some power of) the…

Statistics Theory · Mathematics 2025-09-19 Haolin Zou , Heyuan Yao , Victor de la Peña

The problem of estimating a complex measure made up by a linear combination of Dirac distributions centered on points of the complex plane from a finite number of its complex moments affected by additive i.i.d. Gaussian noise is considered.…

Statistics Theory · Mathematics 2012-05-03 Piero Barone

The effect of errors in variables in quantization is investigated. We prove general exact and non-exact oracle inequalities with fast rates for an empirical minimization based on a noisy sample $Z_i=X_i+\epsilon_i,i=1,\ldots,n$, where $X_i$…

Statistics Theory · Mathematics 2013-05-06 Sébastien Loustau

In quantum computation, amplitude estimation is a fundamental subroutine that is utilized in various quantum algorithms. A general important task of such estimation problems is to characterize the estimation lower bound, which is referred…

Quantum Physics · Physics 2025-07-10 Kohei Oshio , Yohichi Suzuki , Kaito Wada , Keigo Hisanaga , Shumpei Uno , Naoki Yamamoto

In this paper the complex-valued best linear unbiased estimator of an unknown constant mean of white noise was derived the ordinary least-squares estimator of an unknown constant mean of random field (arithmetic mean) charged by an…

Statistics Theory · Mathematics 2011-12-30 Tomasz Suslo

The use of multichannel data in line spectral estimation (or frequency estimation) is common for improving the estimation accuracy in array processing, structural health monitoring, wireless communications, and more. Recently proposed…

Information Theory · Computer Science 2018-10-15 Zai Yang , Jinhui Tang , Yonina C. Eldar , Lihua Xie

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

Under which condition is quantization optimal? We address this question in the context of the additive uniform noise channel under peak amplitude and power constraints. We compute analytically the capacity-achieving input distribution as a…

Information Theory · Computer Science 2025-01-28 Jonas Stapmanns , Catarina Dias , Luke Eilers , Jean-Pascal Pfister
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