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We study the possibility of performing quantum state reconstruction from a measurement record that is obtained as a sequence of expectation values of a Hermitian operator evolving under repeated application of a single random unitary map,…
In this paper it is shown that if $\mu$ is an n-dimensional Ahlfors-David regular measure in $R^d$ which satisfies the so-called weak constant density condition, then $\mu$ is uniformly rectifiable. This had already been proved by David and…
Motivated by uncertainty quantification of complex systems, we aim at finding quadrature formulas of the form $\int_a^b f(x) d\mu(x) = \sum_{i=1}^n w_i f(x_i)$ where $f$ belongs to $H^1(\mu)$. Here, $\mu$ belongs to a class of continuous…
Let $(\Omega, \mathfrak{A}, \mu)$ and $(\Gamma, \mathfrak{B}, \nu)$ be two arbitrary measure spaces, and $p\in [1,\infty]$. Set $$L^p(\mu)_+^\mathrm{sp}:= \{f\in L^p(\mu): \|f\|_p =1; f\geq 0\ \mu\text{-a.e.} \}$$ i.e., the positive part of…
Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…
A functional for joint variational object segmentation and shape matching is developed. The formulation is based on optimal transport w.r.t. geometric distance and local feature similarity. Geometric invariance and modelling of…
We examine two questions regarding Fourier frequencies for a class of iterated function systems (IFS). These are iteration limits arising from a fixed finite families of affine and contractive mappings in $\br^d$, and the ``IFS'' refers to…
We propose a novel framework for joint magnetic resonance image reconstruction and uncertainty quantification using under-sampled k-space measurements. The problem is formulated as a Bayesian linear inverse problem, where prior…
We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…
This work addresses a central topic in Magnetic Resonance Imaging (MRI) which is the motion-correction problem in a joint reconstruction and registration framework. From a set of multiple MR acquisitions corrupted by motion, we aim at -…
Inverse scattering aims to infer information about a hidden object by using the received scattered waves and training data collected from forward mathematical models. Recent advances in computing have led to increasing attention towards…
Let $\bf{x}$ be a random variable with density $\rho(x)$ taking values in ${\mathbb R}^d$. We are interested in finding a representation for the shape of $\rho(x)$, i.e. for the orbit $\{ \rho(g\cdot x) | g\in E(d) \}$ of $\rho$ under the…
We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number…
Let $\{x\_n\}\_{n\geq 0}$ be a sequence of $[0,1]^d$, $\{\lambda\_n\} \_{n\geq 0}$ a sequence of positive real numbers converging to 0, and $\delta>1$. Let $\mu$ be a positive Borel measure on $[0,1]^d$, $\rho\in (0,1]$ and $\alpha>0$.…
Statistical inferences for quadratic functionals of linear regression parameter have found wide applications including signal detection, global testing, inferences of error variance and fraction of variance explained. Classical theory based…
We propose an interdisciplinary framework that combines Bayesian predictive inference, a well-established tool in Machine Learning, with Formal Methods rooted in the computer science community. Bayesian predictive inference allows for…
We introduce a framework for estimating causal effects of binary and continuous treatments in high dimensions. We show how posterior distributions of treatment and outcome models can be used together with doubly robust estimators. We…
We consider the nonparametric regression problem with multiple predictors and an additive error, where the regression function is assumed to be coordinatewise nondecreasing. We propose a Bayesian approach to make an inference on the…
We propose modeling raw functional data as a mixture of a smooth function and a highdimensional factor component. The conventional approach to retrieving the smooth function from the raw data is through various smoothing techniques.…
High-dimensional Bayesian procedures often exhibit behavior that is effectively low dimensional, even when the ambient parameter space is large or infinite-dimensional. This phenomenon underlies the success of shrinkage priors,…