Related papers: Parameter Estimation for Jump-Diffusion Stochastic…
We investigate the existence of a robust, i.e., continuous, representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diffusions. Even in the absence of jumps, it is known that in…
The dynamics of spontaneous emission of an atomic system is studied in the framework of an open quantum system. The resulting quantum master equation for the atomic system is non hermitian. The generator $\mathcal{L}$ can possess…
We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…
Estimation of the covariance matrix of asset returns from high frequency data is complicated by asynchronous returns, market mi- crostructure noise and jumps. One technique for addressing both asynchronous returns and market microstructure…
Models for open quantum systems, which play important roles in electron transport problems and quantum computing, must take into account the interaction of the quantum system with the surrounding environment. Although such models can be…
We investigate the performance of quantum parameter estimation based on a qubit probe in a dissipative bosonic environment beyond the traditional paradigm of weak-coupling and rotating-wave approximations. By making use of an exactly…
We study the dynamics of quantum statistical ensembles at first-order phase transition points of finite macroscopic systems. First, we show that at the first-order phase transition point of systems with an order parameter that does not…
We make use of the powerful formalism of quantum parameter estimation to assess the characteristic rates of a Continuous Spontaneous Localisation (CSL) model affecting the motion of a massive mechanical system. We show that a study…
In the SU(2) dynamics, it is especially significant to achieve a simultaneous optimal multiparameter estimation but it is very difficult. Evolution on SU(N) dynamics is a research method to explore simultaneous multiparameter estimation…
Score-based modeling through stochastic differential equations (SDEs) has provided a new perspective on diffusion models, and demonstrated superior performance on continuous data. However, the gradient of the log-likelihood function, i.e.,…
We consider the problem of parameter estimation for a class of continuous-time state space models. In particular, we explore the case of a partially observed diffusion, with data also arriving according to a diffusion process. Based upon a…
A method for stochastic unraveling of general time-local quantum master equations (QMEs) is proposed. The present kind of jump algorithm allows a numerically efficient treatment of QMEs which are not in Lindblad form, i.e. are not positive…
We study structural equation modeling (SEM) for diffusion processes with jumps. Based on high-frequency data, we consider the parameter estimation and the goodness-of-fit test in the SEM. Using a threshold method, we propose the…
We discuss a non-linear stochastic master equation that governs the time-evolution of the estimated quantum state. Its differential evolution corresponds to the infinitesimal updates that depend on the time-continuous measurement of the…
In this paper, we consider stochastic master equations describing the evolutions of quantum systems interacting with electromagnetic fields undergoing continuous-time measurements. In particular, we study feedback control of quantum…
We consider chemical reaction networks modeled by a discrete state and continuous in time Markov process for the vector copy number of the species and provide a novel particle filter method for state and parameter estimation based on exact…
This paper addresses distributed parameter estimation in stochastic dynamic systems with quantized measurements, constrained by quantized communication and Markovian switching directed topologies. To enable accurate recovery of the original…
A continuously measured quantum system with multiple jump channels gives rise to a stochastic process described by random jump times and random emitted symbols, representing each jump channel. While much is known about the waiting time…
the stability criterion is constructed for open quantum systems which govern by quantum stochastic differential equations (QSDE) both for quantum observable flow and the stochastic density operator. We derive stability criteria (local,…
Non-Markovian quantum state diffusion (NMQSD) is an exact method for calculating the reduced density matrix of an arbitrary subsystem interacting linearly with the radiation field. Applications of the theory have however been few due to the…