Related papers: Maximum-likelihood parameter estimation in teraher…
Terahertz time-domain spectroscopy (THz-TDS) has become a powerful tool for investigating the optical properties of thin films, offering direct access to the complex permittivity in the terahertz range. However, in transmission-based…
We discuss methods for {\em a priori} selection of parameters to be estimated in inverse problem formulations (such as Maximum Likelihood, Ordinary and Generalized Least Squares) for dynamical systems with numerous state variables and an…
We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…
We propose a functional accelerated failure time model to characterize effects of both functional and scalar covariates on the time to event of interest, and provide regularity conditions to guarantee model identifiability. For efficient…
Likelihood-free inference is quickly emerging as a powerful tool to perform fast/effective parameter estimation. We demonstrate a technique of optimizing likelihood-free inference to make it even faster by marginalizing symmetries in a…
In this article we consider the estimation of static parameters for partially observed diffusion process with discrete-time observations over a fixed time interval. In particular, we assume that one must time-discretize the partially…
One of the biggest challenges in multi-microphone applications is the estimation of the parameters of the signal model such as the power spectral densities (PSDs) of the sources, the early (relative) acoustic transfer functions of the…
In many industrial applications, signals with short periodic pulses, caused by repeated steps in the manufacturing process, are present, and their fundamental frequency or period may be of interest. Fundamental frequency estimation is in…
Parameterized optimization and parameter estimation is of great importance in almost every branch of modern science, technology and engineering. A practical issue in the problem is that when the parameter space is large and the available…
Many common loss functions such as mean-squared-error, cross-entropy, and reconstruction loss are unnecessarily rigid. Under a probabilistic interpretation, these common losses correspond to distributions with fixed shapes and scales. We…
Quantum parameter estimation is central to many fields such as quantum computation, communications and metrology. Optimal estimation theory has been instrumental in achieving the best accuracy in quantum parameter estimation, which is…
We introduce a systematic approach that enables two robust methods for performing terahertz time-domain spectroscopy in reflection geometry. Using the Kramers-Kronig relations in connection to accurate experimental measurements of the…
In this paper we propose an ad-hoc construction of the Likelihood Function, in order to develop a data analysis procedure, to be applied in atomic and nuclear spectral analysis. The classical Likelihood Function was modified taking into…
Standard maximum likelihood or Bayesian approaches to parameter estimation for stochastic differential equations are not robust to perturbations in the continuous-in-time data. In this paper, we give a rather elementary explanation of this…
We derive the asymptotic maximum-likelihood phase estimation uncertainty for any interferometric protocol where the positions of the probe particles are measured to infer the phase, but where correlations between the particles are not…
The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…
This paper presents a regularized sampling method for multiband signals, that makes it possible to approach the Landau limit, while keeping the sensitivity to noise at a low level. The method is based on band-limited windowing, followed by…
Interferometers require accurate determination of the array configuration in order to produce reliable observations. A method is presented for finding the maximum-likelihood estimate of the telescope geometry, and of other instrumental…
The log-likelihood of a generative model often involves both positive and negative terms. For a temporal multivariate point process, the negative term sums over all the possible event types at each time and also integrates over all the…
Non-destructive testing is an important technique for detecting defects in multi-layer materials, enabling the evaluation of structural integrity without causing damage on test materials. Terahertz time-domain spectroscopy (THz-TDS) offers…