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This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…

Signal Processing · Electrical Eng. & Systems 2025-05-13 Augusto Aubry , Prabhu Babu , Antonio De Maio , Massimo Rosamilia

We consider elliptic diffusion problems with a random anisotropic diffusion coefficient, where, in a notable direction given by a random vector field, the diffusion strength differs from the diffusion strength perpendicular to this notable…

Numerical Analysis · Mathematics 2018-02-13 Helmut Harbrecht , Marc Schmidlin

This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…

Statistics Theory · Mathematics 2026-02-02 Partha Sarkar , Kshitij Khare , Malay Ghosh , Matt P. Wand

We introduce a new notion of "regularity structure" that provides an algebraic framework allowing to describe functions and / or distributions via a kind of "jet" or local Taylor expansion around each point. The main novel idea is to…

Analysis of PDEs · Mathematics 2015-06-15 Martin Hairer

We study the growth of large scale structure in two recently proposed non-standard cosmological models: the brane induced gravity model of Dvali, Gabadadze and Porrati (DGP) and the Cardassian models of Freese and Lewis. A general formalism…

Astrophysics · Physics 2009-11-07 T. Multamaki , E. Gaztanaga , M. Manera

The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…

Machine Learning · Statistics 2025-11-25 Man-Chung Yue , Yves Rychener , Daniel Kuhn , Viet Anh Nguyen

Many standard optimization methods for segmentation and reconstruction compute ML model estimates for appearance or geometry of segments, e.g. Zhu-Yuille 1996, Torr 1998, Chan-Vese 2001, GrabCut 2004, Delong et al. 2012. We observe that the…

Computer Vision and Pattern Recognition · Computer Science 2015-05-04 Yuri Boykov , Hossam Isack , Carl Olsson , Ismail Ben Ayed

In this paper a computationally efficient approach is suggested for the stochastic modeling of an inhomogeneous reluctivity of magnetic materials. These materials can be part of electrical machines, such as a single phase transformer (a…

Computational Engineering, Finance, and Science · Computer Science 2017-09-26 Radoslav Jankoski , Ulrich Römer , Sebastian Schöps

We present a new general procedure for determining a given set of quantities. To this end, we define certain statistic, that we call 'modified $\chi^2$' ($\chi^2_M$), because of its similarity with the standard $\chi^2$. The terms of this…

Astrophysics · Physics 2009-11-10 J. A. Rubino-Martin , J. Betancort-Rijo

CMB anisotropy experiments seeking to make maps with more pixels than the 6144 pixels used by the COBE DMR need to address the practical issues of the computer time and storage required to make maps. A simple, repetitive scan pattern…

Astrophysics · Physics 2007-05-23 Edward L. Wright

The properties of the normal distribution under linear transformation, as well the easy way to compute the covariance matrix of marginals and conditionals, offer a unique opportunity to get an insight about several aspects of uncertainties…

Data Analysis, Statistics and Probability · Physics 2018-02-12 Giulio D'Agostini

We present an adaptive algorithm for the computation of quantities of interest involving the solution of a stochastic elliptic PDE where the diffusion coefficient is parametrized by means of a Karhunen-Lo\`eve expansion. The approximation…

Numerical Analysis · Mathematics 2023-07-19 Uta Seidler , Michael Griebel

Diffusion models have gained traction as powerful algorithms for synthesizing high-quality images. Central to these algorithms is the diffusion process, a set of equations which maps data to noise in a way that can significantly affect…

Machine Learning · Computer Science 2024-11-12 Subham Sekhar Sahoo , Aaron Gokaslan , Chris De Sa , Volodymyr Kuleshov

The analysis of the time ordered data of Dark Matter experiments is becoming more and more challenging with the increase of sensitivity in the ongoing and forthcoming projects. Combined with the well-known level of background events, this…

We propose a new iterative unfolding method for experimental data, making use of a regularization function. The use of this function allows one to build an improved normalization procedure for Monte Carlo spectra, unbiased by the presence…

Data Analysis, Statistics and Probability · Physics 2009-07-23 Bogdan Malaescu

The COBE satellite has provided the only comprehensive multi-frequency full-sky observations of the microwave sky available today. Assessment of the observations requires a detailed likelihood analysis to extract the maximum amount of…

Astrophysics · Physics 2007-05-23 K. M. Gorski

A perturbative description of Large Scale Structure is a cornerstone of our understanding of the observed distribution of matter in the universe. Renormalization is an essential and defining step to make this description physical and…

High Energy Physics - Theory · Physics 2016-06-08 Ali Akbar Abolhasani , Mehrdad Mirbabayi , Enrico Pajer

Results from a cross-correlation analysis between the COBE DMR 4 year, and ROSAT PSPC All-Sky Survey data are presented. Statistical comparisons between microwave and X-ray maps can probe interesting astrophysical environments and…

Astrophysics · Physics 2007-05-23 R. Kneissl , R. Egger , G. Hasinger , A. M. Soltan , J. Truemper

Many research papers that propose models to predict the course of the COVID-19 pandemic either use handcrafted statistical models or large neural networks. Even though large neural networks are more powerful than simpler statistical models,…

Machine Learning · Computer Science 2021-05-14 Marcus Carpenter , Chunbo Luo , Xiao-Si Wang

Ever since Cosmic Microwave Background (CMB) signal is being measured by various satellites based observations with increasing experimental accuracies there has been a parallel increase in the demand for a CMB reconstruction technique which…

Cosmology and Nongalactic Astrophysics · Physics 2020-04-21 Ujjal Purkayastha , Vipin Sudevan , Rajib Saha