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Strong nonlinearity at the single photon level represents a crucial enabling tool for optical quantum technologies. Here we report on experimental implementation of a strong Kerr nonlinearity by measurement-induced quantum operations on…

Standard conformal prediction offers a marginal guarantee on coverage, but for prediction sets to be truly useful, they should ideally ensure coverage conditional on each test point. Unfortunately, it is impossible to achieve exact,…

Machine Learning · Computer Science 2025-02-11 Jivat Neet Kaur , Michael I. Jordan , Ahmed Alaa

Estimating lifetime probabilities of default (PDs) under IFRS~9 and CECL requires projecting point--in--time transition matrices over multiple years. A persistent weakness is that macroeconomic forecast errors compound across horizons,…

Risk Management · Quantitative Finance 2025-09-23 Vahab Rostampour

This article discusses a unified convergence analysis of the semilinear time-dependent equation $\partial_t u + (-1)^\mathrm{m}\Delta^{\mathrm{m}}u + u^3 - u = f$ with $\mathrm{m} \in \{1,2\}$ and homogeneous Dirichlet boundary conditions.…

Analysis of PDEs · Mathematics 2026-05-12 Gopikrishnan Chirappurathu Remesan

This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation between the slow-intermediate process and the observation…

Probability · Mathematics 2020-11-02 Ryne Beeson , N. Sri Namachchivaya , Nicolas Perkowski

We consider Kalman filtering problems when the observations are intermittently erased or lost. It was known that the estimates are mean-square unstable when the erasure probability is larger than a certain critical value, and stable…

Optimization and Control · Mathematics 2013-08-29 Se Yong Park , Anant Sahai

This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…

Methodology · Statistics 2020-06-11 Toni Karvonen , Silvère Bonnabel , Eric Moulines , Simo Särkkä

Two measures of fidelity are proposed for postselecting devices, the retrodictive conditional probability that the state in the measurement arm is the one indicated by the detectors, and the probability that the device produces the state…

Quantum Physics · Physics 2009-11-13 John Jeffers

The paper deals with measures of nonlinearity. In state estimation, they are utilized i) to select a suitable state estimation algorithm by assessing the nonlinearity of a system model, ii) to adapt the estimation algorithm structure or…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Ondřej Straka , Jindřich Havlík

Lower semi-continuity (\texttt{LSC}) is a critical assumption in many foundational optimisation theory results; however, in many cases, \texttt{LSC} is stronger than necessary. This has led to the introduction of numerous weaker continuity…

Optimization and Control · Mathematics 2025-04-11 Jacob Westerhout , Xin Guo , Hien Duy Nguyen

We extend known existence and uniqueness results of weak measure solutions for systems of non-local continuity equations beyond the usual Lipschitz regularity. Existence of weak measure solutions holds for uniformly continuous vector fields…

Analysis of PDEs · Mathematics 2023-01-30 Marco Inversi , Giorgio Stefani

Computations in small Coxeter groups and infinite dihedral groups suggest that Kazhdan-Lusztig cells for unequal parameters obey to some "semicontinuity" phenomenon (as the parameter vary). The aim of this paper is to provide a rigorous…

Representation Theory · Mathematics 2008-12-18 Cédric Bonnafé

The products of weak values of quantum observables are shown to be of value in deriving quantum uncertainty and complementarity relations, for both weak and strong measurement statistics. First, a 'product representation formula' allows the…

Quantum Physics · Physics 2016-06-08 Michael J. W. Hall , Arun Kumar Pati , Junde Wu

We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to guarantee uniform persistence. Moreover, we show the existence…

Classical Analysis and ODEs · Mathematics 2020-02-04 Pablo Amster , Melanie Bondorevsky

Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…

Dynamical Systems · Mathematics 2014-11-18 Ivan Werner

Conformal prediction provides a distribution-free framework for uncertainty quantification. This study explores the application of conformal prediction in scenarios where covariates are missing, which introduces significant challenges for…

Methodology · Statistics 2025-09-09 Jingsen Kong , YIming Liu , Guangren Yang

The Bernoulli filter is a Bayes filter for joint detection and tracking of a target in the presence of false and miss detections. This paper presents a mathematical formulation of the Bernoulli filter in the framework of possibility theory,…

Information Theory · Computer Science 2019-11-12 Branko Ristic , Jeremie Houssineau , Sanjeev Arulampalam

Semi-Markov processes generalize Markov processes by adding temporal memory effects as expressed by a semi-Markov kernel. We recall the path weight for a semi-Markov trajectory and the fact that thermodynamic consistency in equilibrium…

Statistical Mechanics · Physics 2022-04-15 Benjamin Ertel , Jann van der Meer , Udo Seifert

In this paper, starting from a generalized coherent (i.e. avoiding uniform loss) intervalvalued probability assessment on a finite family of conditional events, we construct conditional probabilities with quasi additive classes of…

Artificial Intelligence · Computer Science 2012-10-19 Giuseppe Sanfilippo

This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Ming Li , Fan Liu , Yifeng Xiong , Jie Xu , Tao Liu
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