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We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

Central banks rely on density forecasts from professional surveys to assess inflation risks and communicate uncertainty. A central challenge in using these surveys is irregular participation: forecasters enter and exit, skip rounds, and…

Applications · Statistics 2026-02-06 Matthew C. Johnson , Matteo Luciani , Minzhengxiong Zhang , Kenichiro McAlinn

Perturbing a deterministic $n$-dimensional matrix with small Gaussian noise is a cornerstone of smoothed analysis of algorithms [Spielman and Teng, JACM 2004], as it reduces the condition number of the input to $O(n)$, and with it the…

Data Structures and Algorithms · Computer Science 2026-04-28 Shabarish Chenakkod , Michał Dereziński , Xiaoyu Dong , Mark Rudelson

Estimation and inference on causal parameters is typically reduced to a generalized method of moments problem, which involves auxiliary functions that correspond to solutions to a regression or classification problem. Recent line of work on…

Econometrics · Economics 2022-11-16 Qizhao Chen , Vasilis Syrgkanis , Morgane Austern

In quantum/wave systems with chaotic classical analogs, wavefunctions evolve in highly complex, yet deterministic ways. A slight perturbation of the system, though, will cause the evolution to diverge from its original behavior increasingly…

Chaotic Dynamics · Physics 2009-11-07 Nicholas R. Cerruti , Steven Tomsovic

This paper investigates symmetric composite binary quantum hypothesis testing (QHT), where the goal is to determine which of two uncertainty sets contains an unknown quantum state. While asymptotic error exponents for this problem are…

Quantum Physics · Physics 2026-04-13 Jacob Paul Simpson , Efstratios Palias , Sharu Theresa Jose

I provide a straightforward proof that a simple harmonic oscillator perturbed by an (almost) arbitrary positive interaction has a perturbative expansion for any finite-time Euclidian transition amplitude which obeys the following result:…

High Energy Physics - Theory · Physics 2009-06-23 Daniel Harlow

Understanding the phase behavior of mixtures with many components is important in many contexts, including as a key step toward a physics-based description of intracellular compartmentalization. Here, we study the instabilities of a mixture…

Statistical Mechanics · Physics 2023-08-16 Filipe C Thewes , Matthias Krüger , Peter Sollich

This paper is the first in a series of articles devoted to the construction and study of synthetic deformations of $\infty$-categories in the unstable context: that is, deformations of $\infty$-categories that categorify spectral sequence…

Algebraic Topology · Mathematics 2026-01-14 William Balderrama , Piotr Pstrągowski

In a probabilistic reformulation of a combinatorial problem, we often face an optimization over a hypercube, which corresponds to the Bernoulli probability parameter for each binary variable in the primal problem. The combinatorial nature…

Machine Learning · Computer Science 2026-02-17 Thanawat Sornwanee

Lattice calculations of matrix elements involving heavy-light quark bilinears are of interest in calculating a variety of properties of B and D mesons, including decay constants and mixing parameters. A large source of uncertainty in the…

High Energy Physics - Lattice · Physics 2013-11-13 Oscar F. Hernandez , Brian R. Hill

Proving threshold theorems for fault-tolerant quantum computation is a burdensome endeavor with many moving parts that come together in relatively formulaic but lengthy ways. It is difficult and rare to combine elements from multiple papers…

Quantum Physics · Physics 2025-08-15 Zhiyang He , Quynh T. Nguyen , Christopher A. Pattison

A classification of integrable two-component systems of non-evolutionary partial differential equations that are analogous to the Camassa-Holm equation is carried out via the perturbative symmetry approach. Independently, a classification…

Exactly Solvable and Integrable Systems · Physics 2017-02-01 Andrew N. W. Hone , Vladimir Novikov , Jing Ping Wang

In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…

Information Theory · Computer Science 2025-01-07 Ching-Fang Li , I-Hsiang Wang

Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…

Methodology · Statistics 2014-10-29 Nicolas Brunel , Quentin Clairon

Multi-level modeling is an important approach for analyzing complex survey data using multi-stage sampling. However, estimation of multi-level models can be challenging when we combine several datasets with distinct hierarchies with…

Methodology · Statistics 2023-09-26 Seho Park , A James OMalley

We study stochastic Cubic Newton methods for solving general possibly non-convex minimization problems. We propose a new framework, which we call the helper framework, that provides a unified view of the stochastic and variance-reduced…

Optimization and Control · Mathematics 2025-12-19 El Mahdi Chayti , Nikita Doikov , Martin Jaggi

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

We study a control system resembling a singularly perturbed system whose variables are decomposed into groups that change their values with rates of different orders of magnitude. We establish that the slow trajectories of this system are…

Optimization and Control · Mathematics 2023-09-07 Vladimir Gaitsgory , Ilya Shvartsman

At each iteration of a Block Coordinate Descent method one minimizes an approximation of the objective function with respect to a generally small set of variables subject to constraints in which these variables are involved. The…

Optimization and Control · Mathematics 2023-04-28 E. G. Birgin , J. M. Martínez