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Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

Space-time adaptive processing (STAP) is one of the most effective approaches to suppressing ground clutters in airborne radar systems. It basically takes two forms, i.e., full-dimension STAP (FD-STAP) and reduced-dimension STAP (RD-STAP).…

Information Theory · Computer Science 2022-02-11 Di Song , Shengyao Chen , Feng Xi , Zhong Liu

This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The processes include fractional Brownian motion (both standard and…

Mathematical Physics · Physics 2014-07-01 S. C. Lim , C. H. Eab

.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…

Statistical Mechanics · Physics 2020-08-26 V. Sposini , D. S. Grebenkov , R. Metzler , G. Oshanin , F. Seno

The scattering matrix approach is employed to determine a joint probability density function of reflection eigenvalues for chaotic cavities coupled to the outside world through both ballistic and tunnel point contacts. Derived under…

Mesoscale and Nanoscale Physics · Physics 2012-05-17 Pedro Vidal , Eugene Kanzieper

We introduce a complex generalization of Wigner time delay $\tau$ for sub-unitary scattering systems. Theoretical expressions for complex time delay as a function of excitation energy, uniform and non-uniform loss, and coupling, are given.…

Disordered Systems and Neural Networks · Physics 2021-05-26 Lei Chen , Steven M. Anlage , Yan V. Fyodorov

The multivariate Ornstein-Uhlenbeck process is used in many branches of science and engineering to describe the regression of a system to its stationary mean. Here we present an $O(N)$ Bayesian method to estimate the drift and diffusion…

Statistical Mechanics · Physics 2018-08-01 Rajesh Singh , Dipanjan Ghosh , R. Adhikari

We study a general model of granular Brownian ratchet consisting of an asymmetric object moving on a line and surrounded by a two-dimensional granular gas, which in turn is coupled to an external random driving force. We discuss the two…

Soft Condensed Matter · Physics 2015-05-13 G. Costantini , A. Puglisi , U. Marini Bettolo Marconi

A version of scattering theory that was developed many years ago to treat nuclear scattering processes, has provided a powerful tool to study universality in scattering processes involving open quantum systems with underlying classically…

Chaotic Dynamics · Physics 2022-10-12 L. E. Reichl , G. Akguc

Modern radar systems are designed to have high Doppler tolerance to detect fast-moving targets. This means range and Doppler estimations are inevitably coupled, opening pathways to concealing objects by imprinting artificial Doppler…

Signal Processing · Electrical Eng. & Systems 2023-05-17 V. Kozlov , D. Vovchuk , P. Ginzburg

Quantized, compact graphs were shown to be excellent paradigms for quantum chaos in bounded systems. Connecting them with leads to infinity we show that they display all the features which characterize scattering systems with an underlying…

chao-dyn · Physics 2009-10-31 Tsampikos Kottos , U. Smilansky

Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…

Disordered Systems and Neural Networks · Physics 2021-05-11 Yan V Fyodorov

The application of random matrix theory to scattering requires introduction of system-specific information. This paper shows that the average impedance matrix, which characterizes such system-specific properties, can be semiclassically…

Statistical Mechanics · Physics 2010-02-03 Jen-Hao Yeh , James A. Hart , Elliott Bradshaw , Thomas M. Antonsen , Edward Ott , Steven M. Anlage

We compute the statistics of thermal emission from systems in which the radiation is scattered chaotically, by relating the photocount distribution to the scattering matrix - whose statistical properties are known from random-matrix theory.…

Quantum Physics · Physics 2016-09-08 C. W. J. Beenakker

As the use of automotive radar increases, performance limitations associated with radar-to-radar interference will become more significant. In this paper we employ tools from stochastic geometry to characterize the statistics of radar…

Information Theory · Computer Science 2016-07-11 Akram Al-Hourani , Robin J. Evans , Sithamparanathan Kandeepan , Bill Moran , Hamid Eltom

We are interested in creating an automated or semi-automated system with the capability of taking a set of radar imagery, collection parameters and a priori map and other tactical data, and producing likely interpretations of the possible…

Artificial Intelligence · Computer Science 2013-04-12 Tod S. Levitt

In this work we review the application of the theory of Gaussian processes to the modeling of noise in pulsar-timing data analysis, and we derive various useful and optimized representations for the likelihood expressions that are needed in…

General Relativity and Quantum Cosmology · Physics 2014-11-19 Rutger van Haasteren , Michele Vallisneri

Realistic aircraft trajectory models are useful in the design and validation of air traffic management (ATM) systems. Models of aircraft operated under instrument flight rules (IFR) require capturing the variability inherent in how aircraft…

Machine Learning · Computer Science 2025-05-29 Soyeon Jung , Amelia Hardy , Mykel J. Kochenderfer

We propose a novel method for analysis of experimental data obtained at relativistic nucleus-nucleus collisions. The method, based on the ideas of Random Matrix Theory, is applied to detect systematic errors that occur at measurements of…

High Energy Physics - Experiment · Physics 2009-11-11 E. I. Shahaliev , R. G. Nazmitdinov , A. A. Kuznetsov , M. K. Suleymanov , O. V. Teryaev

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak