Related papers: Small Noise Analysis of Non-Parametric Closed-Loop…
This study considers regression analysis of a circular response with an error-prone linear covariate. Starting with an existing estimator of the circular regression function that assumes error-free covariate, three approaches are proposed…
The replica method is a non-rigorous but well-known technique from statistical physics used in the asymptotic analysis of large, random, nonlinear problems. This paper applies the replica method, under the assumption of replica symmetry, to…
A simulation of an atomic force microscope operating in the constant amplitude dynamic mode is described. The implementation mimics the electronics of a real setup including a digital phase-locked loop (PLL). The PLL is not only used as a…
There is a wide range of applications where the local extrema of a function are the key quantity of interest. However, there is surprisingly little work on methods to infer local extrema with uncertainty quantification in the presence of…
We consider the problem of frequency estimation of the periodic signal multiplied by a stationary Gaussian process (Ornstein-Uhlenbeck) and observed in the presence of the white Gaussian noise. We show the consistency and asymptotic…
An analog crystal filter based cavity emulator is modified with reverse biased varactor diodes to provide a tuning range of around 160 Hz. The piezo drive voltage of the resonance controller is used to detune the cavity through the bias…
We consider the problem of detecting a rectangle of activation in a grid of sensors in d-dimensions with noisy measurements. This has applications to massive surveillance projects and anomaly detection in large datasets in which one detects…
This paper derives asymptotic theory for Breitung's (2002, Journal of Econometrics 108, 343-363) nonparameteric variance ratio unit root test when applied to regression residuals. The test requires neither the specification of the…
Proximal splitting-based convex optimization is a promising approach to linear inverse problems because we can use some prior knowledge of the unknown variables explicitly. An understanding of the behavior of the optimization algorithms…
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…
Measurement and feedback control of stochastic dynamics has been actively studied for not only stabilizing the system but also for generating additional entropy flows originating in the information flow in the feedback controller. In…
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…
We derive a bound on the precision of state estimation for finite dimensional quantum systems and prove its attainability in the generic case where the spectrum is non-degenerate. Our results hold under an assumption called local asymptotic…
We study the variance of the number of zeroes of a stationary Gaussian process on a long interval. We give a simple asymptotic description under mild mixing conditions. This allows us to characterise minimal and maximal growth. We show that…
Spin-noise measurements can serve as direct probe for the microscopic decoherence mechanism of an electronic spin in semiconductor quantum dots (QD).We have calculated the spin-noise spectrum in the anisotropic central spin model using a…
In this paper, the joint support recovery of several sparse signals whose supports present similarities is examined. Each sparse signal is acquired using the same noisy linear measurement process, which returns fewer observations than the…
In this paper, we develop econometric tools to analyze the integrated volatility of the efficient price and the dynamic properties of microstructure noise in high-frequency data under general dependent noise. We first develop consistent…
Effective methods for characterizing the noise in quantum computing devices are essential for programming and debugging circuit performance. Existing approaches vary in the information obtained as well as the amount of quantum and classical…
We study the Cowling approximation by analytical means as applied to a system of linear differential equations arising from models of non-radial stellar pulsation. We consider various asymptotic cases, including those of high harmonic…
Recently a number of analytic prescriptions for computing the non-linear matter power spectrum have appeared in the literature. These typically involve resummation or closure prescriptions which do not have a rigorous error control, thus…