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We study the scattering behavior of global solutions to stochastic nonlinear Schr\"odinger equations with linear multiplicative noise. In the case where the quadratic variation of the noise is globally finite and the nonlinearity is…
In this work we study the asymptotic consistency of the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy) in the identification of differential equations from noisy samples of solutions. We prove that the WSINDy…
This paper resolves a pivotal open problem on nonparametric inference for nonlinear functionals of volatility matrix. Multiple prominent statistical tasks can be formulated as functionals of volatility matrix, yet a unified statistical…
The theory of semiparametric estimation offers an elegant way of computing the Cram\'er-Rao bound for a parameter of interest in the midst of infinitely many nuisance parameters. Here I apply the theory to the problem of moment estimation…
Source localization is the process of estimating the location of signal sources based on the signals received at different antennas of an antenna array. It has diverse applications, ranging from radar systems and underwater acoustics to…
Stochastic processes wherein the size of the state space is changing as a function of time offer models for the emergence of scale-invariant features observed in complex systems. I consider such a sample-space reducing (SSR) stochastic…
Let $G$ be a sofic group, and let $\Sigma = (\sigma_n)_{n\geq 1}$ be a sofic approximation to it. For a probability-preserving $G$-system, a variant of the sofic entropy relative to $\Sigma$ has recently been defined in terms of sequences…
Compressive Sensing (CS) is a new technique for the efficient acquisition of signals, images, and other data that have a sparse representation in some basis, frame, or dictionary. By sparse we mean that the N-dimensional basis…
In a multiple measurement vector problem (MMV), where multiple signals share a common sparse support and are sampled by a common sensing matrix, we can expect joint sparsity to enable a further reduction in the number of required…
For a partial structural change in a linear regression model with a single break, we develop a continuous record asymptotic framework to build inference methods for the break date. We have T observations with a sampling frequency h over a…
The prequel to this work [Ng et al., Phys. Rev. A 93, 042121 (2016)] proposes the method of spectral photon counting to enhance noise spectroscopy with an optical interferometer. While the predicted enhancement over homodyne detection is…
We consider the problem of estimating a signal subspace in the presence of interference that contaminates some proportion of the received observations. Our emphasis is on detecting the contaminated observations so that the signal subspace…
The recent empirical work of Amaya et al. (2015) has pointed out that the realized skewness, which is the sample skewness of intraday high-frequency returns of a financial asset, serves as forecasting future returns in the cross-section.…
A crucial limitation of current high-resolution 3D photoacoustic tomography (PAT) devices that employ sequential scanning is their long acquisition time. In previous work, we demonstrated how to use compressed sensing techniques to improve…
We study numerical schemes for Stochastic Partial Differential Equations (SPDEs). We introduce a general method of proof of non-asymptotic uniform in time error bounds on numerical integrators for SPDEs, ensuring the schemes capture both…
Accurate detection of signal components is a frequently-encountered challenge in statistical applications with low signal-to-noise ratio. This problem is particularly challenging in settings with heteroscedastic noise. In certain…
In polychromatic x-ray imaging for nondestructive testing, material science or medical applications, image quality is usually a problem of detecting sample structure in noisy data. This problem is typically stated this way: As many photons…
The inherent non-linearity of intensity correlation functions can be used to spatially distinguish identical emitters beyond the diffraction limit, as achieved, for example, in Super-Resolution Optical Fluctuation Imaging (SOFI). Here, we…
Discrepancy measures between probability distributions, often termed statistical distances, are ubiquitous in probability theory, statistics and machine learning. To combat the curse of dimensionality when estimating these distances from…
The INTEGRAL/SPI, X-gamma-ray spectrometer (20 keV - 8 MeV) is an instrument for which recovering source intensity variations is not straightforward and can constitute a difficulty for data analysis. In most cases, determining the source…