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We first introduce a class of divergence measures between power spectral density matrices. These are derived by comparing the suitability of different models in the context of optimal prediction. Distances between "infinitesimally close"…

Optimization and Control · Mathematics 2016-11-18 Xianhua Jiang , Lipeng Ning , Tryphon T. Georgiou

Detecting boundary of an image based on noisy observations is a fundamental problem of image processing and image segmentation. For a $d$-dimensional image ($d = 2, 3, \ldots$), the boundary can often be described by a closed smooth $(d -…

Statistics Theory · Mathematics 2018-02-16 Meng Li , Subhashis Ghosal

We investigate the quantum Cramer-Rao bounds on the joint multiple-parameter estimation with the Gaussian state as a probe. We derive the explicit right logarithmic derivative and symmetric logarithmic derivative operators in such a…

Quantum Physics · Physics 2015-06-22 Yang Gao , Hwang Lee

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

Machine Learning · Statistics 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

This work affords new insights into Bayesian CART in the context of structured wavelet shrinkage. The main thrust is to develop a formal inferential framework for Bayesian tree-based regression. We reframe Bayesian CART as a g-type prior…

Statistics Theory · Mathematics 2021-05-25 Ismael Castillo , Veronika Rockova

The Bayesian Cram\'er-Rao bound (BCRB) is a crucial tool in signal processing for assessing the fundamental limitations of any estimation problem as well as benchmarking within a Bayesian frameworks. However, the BCRB cannot be computed…

Signal Processing · Electrical Eng. & Systems 2025-02-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

In this article, we study Bayesian inverse problems with multi-layered Gaussian priors. We first describe the conditionally Gaussian layers in terms of a system of stochastic partial differential equations. We build the computational…

Statistics Theory · Mathematics 2020-06-30 Muhammad Emzir , Sari Lasanen , Zenith Purisha , Lassi Roininen , Simo Särkkä

We study the rate of Bayesian consistency for hierarchical priors consisting of prior weights on a model index set and a prior on a density model for each choice of model index. Ghosal, Lember and Van der Vaart [2] have obtained general…

Statistics Theory · Mathematics 2008-09-23 Yang Xing

We consider increasing stability in the inverse Schr\"{o}dinger potential problem with power type nonlinearities at a large wavenumber. Two linearization approaches, with respect to small boundary data and small potential function, are…

Analysis of PDEs · Mathematics 2022-04-27 Shuai Lu , Mikko Salo , Boxi Xu

The best possible precision is one of the key figures in metrology, but this is established by the exact response of the detection apparatus, which is often unknown. There exist techniques for detector characterisation, that have been…

Quantum Physics · Physics 2016-03-23 Matteo Altorio , Marco G. Genoni , Fabrizia Somma , Marco Barbieri

We extend the lattice gauge theory-type derivation of the Barrett-Crane spin foam model for quantum gravity to other choices of boundary conditions, resulting in different boundary terms, and re-analyze the gluing of 4-simplices in this…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Daniele Oriti

Recently, a Wasserstein analogue of the Cramer--Rao inequality has been developed using the Wasserstein information matrix (Otto metric). This inequality provides a lower bound on the Wasserstein variance of an estimator, which quantifies…

Statistics Theory · Mathematics 2025-08-26 Hayato Nishimori , Takeru Matsuda

We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary…

Optimization and Control · Mathematics 2014-05-13 Tatiana Odzijewicz , Delfim F. M. Torres

This paper investigates the consistency of a posterior distribution in the single-measurement fractional Calder\'on problem with additive Gaussian noise. We consider a Bayesian framework with rescaled and Gaussian sieve priors, using a…

Statistics Theory · Mathematics 2025-11-17 Pu-Zhao Kow , Janne Nurminen , Jesse Railo

Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…

Methodology · Statistics 2019-03-06 Xuan Cao , Shaojun Zhang

We present a robust optimisation framework for computing invariant solutions of wall-bounded flows by recasting the Navier-Stokes equations as a variational problem as established in Ashtari and Schneider, JFM (2023). The approach minimises…

Fluid Dynamics · Physics 2026-04-14 Thomas Burton , Sean Symon , Davide Lasagna

We derive several expressions for the quantum Fisher information matrix (QFIM) for the multi-parameter estimation of multi-mode Gaussian quantum states, the corresponding symmetric logarithmic derivatives, and conditions for saturability of…

Quantum Physics · Physics 2019-12-30 Dominik Šafránek

In this work we consider a question in the calculus of variations motivated by riemannian geometry, the isoperimetric problem. We show that solutions to the isoperimetric problem, close in the flat norm to a smooth submanifold, are…

Differential Geometry · Mathematics 2020-07-16 Stefano Nardulli

Bayesian solution of an inverse problem for indirect measurement $M = AU + {\mathcal{E}}$ is considered, where $U$ is a function on a domain of $R^d$. Here $A$ is a smoothing linear operator and $ {\mathcal{E}}$ is Gaussian white noise. The…

Probability · Mathematics 2009-01-28 Matti Lassas. Eero Saksman , Samuli Siltanen

Recent work in Euclidean quantum gravity has studied boundary conditions which are completely invariant under infinitesimal diffeomorphisms on metric perturbations. On using the de Donder gauge-averaging functional, this scheme leads to…

High Energy Physics - Theory · Physics 2009-10-30 Ivan G. Avramidi , Giampiero Esposito
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