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Noise in various interferometer systems can sometimes couple non-linearly to create excess noise in the gravitational wave (GW) strain data. Third-order statistics, such as bicoherence and biphase, can identify these couplings and help…

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

The development of efficient algorithms that generate robust quantum controls is crucial for the realization of quantum technologies. The commonly used gradient-based optimization algorithms are limited by their sensitivity to the initial…

Building upon the statistical formulation for parameter estimation (PE) in the presence of correlated noise proposed by Cireddu et al., we present the initial study to incorporate the effects of correlated noise into the analyses of various…

Pulsar timing array experiments have recently uncovered evidence for a nanohertz gravitational wave background by precisely timing an ensemble of millisecond pulsars. The next significant milestones for these experiments include…

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Various alignment problems arising in cryo-electron microscopy, community detection, time synchronization, computer vision, and other fields fall into a common framework of synchronization problems over compact groups such as Z/L, U(1), or…

We present a robust approach to incorporating models for the time-variable broadening of the pulse profile due to scattering in the ionized interstellar medium into profile-domain pulsar timing analysis. We use this approach to…

In hierarchical searches for continuous gravitational waves, clustering of candidates is an important postprocessing step because it reduces the number of noise candidates that are followed-up at successive stages [1][7][12]. Previous…

A new Bayesian method for the analysis of folded pulsar timing data is presented that allows for the simultaneous evaluation of evolution in the pulse profile in either frequency or time, along with the timing model and additional…

We demonstrate how coupling nonlinear dynamical systems can reduce the effects of noise. For simplicity we investigate noisy coupled map lattices. Noise from different lattice nodes can diffuse across the lattice and lower the noise level…

We theoretically investigate the influence of designed pulse sequences in restoring quantum coherence lost due to background noise in superconducting qubits. We consider both 1/f noise and Random Telegraph Noise, and show that the qubit…

We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has…

Pulsar timing array experiments search for phenomena that produce angular correlations in the arrival times of signals from millisecond pulsars. The primary goal is to detect an isotropic and stochastic gravitational wave background. We use…

We introduce a highly-parallelizable architecture for estimating parameters of compact binary coalescence using gravitational-wave data and waveform models. Using a spherical harmonic mode decomposition, the waveform is expressed as a sum…

We introduce a time-integrator to sample with high order of accuracy the invariant distribution for a class of semilinear SPDEs driven by an additive space-time noise. Combined with a postprocessor, the new method is a modification with…

For continuous-time linear stochastic dynamical systems driven by Wiener processes, we consider the problem of designing ensemble filters when the observation process is randomly time-sampled. We propose a continuous-discrete McKean--Vlasov…

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Pulsar timing array (PTA) searches for a gravitational-wave background (GWB) typically include time-correlated "red" noise models intrinsic to each pulsar. Using a simple simulated PTA dataset with an injected GWB signal we show that the…

A gravitational-wave background can be detected in pulsar-timing-array data as Hellings--Downs correlations among the timing residuals measured for different pulsars. The optimal statistic implements this concept as a classical…