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Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…

Optimization and Control · Mathematics 2021-06-14 Werner Römisch , Thomas M. Surowiec

We study the problem of joint estimation of real squeezing and amplitude of the radiation field, deriving the measurement that maximizes the probability density of detecting the true value of the unknown parameters. More generally, we…

Quantum Physics · Physics 2009-11-11 G. Chiribella , G. M. D'Ariano , M. F. Sacchi

Achieving the ultimate precisions for multiple parameters simultaneously is an outstanding challenge in quantum physics, because the optimal measurements for incompatible parameters cannot be performed jointly due to the Heisenberg…

Quantum Physics · Physics 2023-10-12 Binke Xia , Jingzheng Huang , Hongjing Li , Han Wang , Guihua Zeng

We study the Hilbert-Schmidt measure on the manifold of mixed Gaussian states in multi mode continuous variable quantum systems. An analytical expression for the Hilbert-Schmidt volume element is derived. Its corresponding probability…

Quantum Physics · Physics 2015-03-10 Valentin Link , Walter T. Strunz

Microscopy research often requires recovering particle-size distributions in three dimensions from only a few (10 - 200) profile measurements in the section. This problem is especially relevant for petrographic and mineralogical studies,…

Methodology · Statistics 2022-02-16 Ekaterina Poliakova

The problem of finding the asymptotic behavior of the maximal density of sphere packings in high Euclidean dimensions is one of the most fascinating and challenging problems in discrete geometry. One century ago, Minkowski obtained a…

Statistical Mechanics · Physics 2009-11-13 A. Scardicchio , F. H. Stillinger , S. Torquato

Given a mixture of states, finding a way to optimally discriminate its elements is a prominent problem in quantum communication theory. In this paper, we will address mixtures of density operators that are unitarily equivalent via elements…

Mathematical Physics · Physics 2024-02-09 Alberto Acevedo , Janek Wehr

We introduce a new approach for estimating the invariant density of a multidimensional diffusion when dealing with high-frequency observations blurred by independent noises. We consider the intermediate regime, where observations occur at…

Statistics Theory · Mathematics 2024-04-19 Raphaël Maillet , Grégoire Szymanski

We study an optimum measurement for quantum state discrimination, which maximizes the probability of correct results when the probability of inconclusive results is fixed at a given value. The measurement describes minimum-error…

Quantum Physics · Physics 2012-09-26 Ulrike Herzog

We present a refinement of a known entropic inequality on the sphere, finding suitable conditions under which the uniform probability measure on the sphere behaves asymptomatically like the Gaussian measure on $\mathbb{R}^N$ with respect to…

Functional Analysis · Mathematics 2015-04-02 Amit Einav

We consider the problem of density estimation on Riemannian manifolds. Density estimation on manifolds has many applications in fluid-mechanics, optics and plasma physics and it appears often when dealing with angular variables (such as…

Machine Learning · Statistics 2016-11-10 Mevlana C. Gemici , Danilo Rezende , Shakir Mohamed

We study theoretically and experimentally the quantification of non-Gaussian distributions via non-destructive measurements. Using the theory of cumulants, their unbiased estimators, and the uncertainties of these estimators, we describe a…

Quantum Physics · Physics 2013-04-22 B. Dubost , M. Koschorreck , M. Napolitano , N. Behbood , R. J. Sewell , M. W. Mitchell

This work presents a method for information fusion in source localization applications. The method utilizes the concept of optimal mass transport in order to construct estimates of the spatial spectrum using a convex barycenter formulation.…

Signal Processing · Electrical Eng. & Systems 2018-11-20 Filip Elvander , Isabel Haasler , Andreas Jakobsson , Johan Karlsson

The purpose of this article is twofold. On the one hand, we prove asymptotic formulas for the quantitative distribution of rational points on any smooth non-split projective quadratic surface. We obtain the optimal error term for the real…

Number Theory · Mathematics 2025-01-29 Zhizhong Huang , Damaris Schindler , Alec Shute

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

Statistics Theory · Mathematics 2022-07-04 Teppei Ogihara

Using the standard dynamical theory of spherical systems, we calculate the properties of spherical galaxies and clusters whose density profiles obey the universal form first obtained in high resolution cosmological N-body simulations by…

Astrophysics · Physics 2009-10-31 Ewa L. Lokas , Gary A. Mamon

We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…

Dynamical Systems · Mathematics 2016-11-29 Linghua Chen , Espen Robstad Jakobsen , Arvid Naess

The quantization scheme in probability theory deals with finding a best approximation of a given probability distribution by a probability distribution that is supported on finitely many points. In this paper, first we state and prove a…

Probability · Mathematics 2023-05-05 Juan Gomez , Haily Martinez , Mrinal K. Roychowdhury , Alexis Salazar , Daniel J. Vallez

In this work we present a study on the characterization of ordered and disordered hyperuniform point distributions on spherical surfaces. In spite of the extensive literature on disordered hyperuniform systems in Euclidean geometries, to…

Disordered Systems and Neural Networks · Physics 2019-08-14 Ariel G. Meyra , Guillermo J. Zarragoicoechea , Alberto. L. Maltz , Enrique Lomba , Salvatore Torquato

The problem of designing optimal quantization rules for sequential detectors is investigated. First, it is shown that this task can be solved within the general framework of active sequential detection. Using this approach, the optimal…

Information Theory · Computer Science 2021-07-29 Michael Fauß , Manuel S. Stein , H. Vincent Poor