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In this paper we present a generic framework for the asymptotic performance analysis of subspace-based parameter estimation schemes. It is based on earlier results on an explicit first-order expansion of the estimation error in the signal…

Performance · Computer Science 2012-09-17 Florian Roemer , Martin Haardt

The subspace-based techniques are widely utilized in various scientific fields, and they need accurate estimation of the signal subspace dimension. The classic RMT estimator for model order estimation based on random matrix theory assumes…

Information Theory · Computer Science 2025-05-06 Huiyue Yi , Wuxiong Zhang , Hui Xu

Recent investigations of the pseudospectrum in black hole spacetimes have shown that quasinormal mode frequencies suffer from spectral instabilities. This phenomenon may severely affect gravitational-wave spectroscopy and limit precision…

General Relativity and Quantum Cosmology · Physics 2023-03-13 Valentin Boyanov , Kyriakos Destounis , Rodrigo Panosso Macedo , Vitor Cardoso , José Luis Jaramillo

The statistical ensemble of avalanche intensities is considered to investigate diffusion in ultrametric space of hierarchically subordinated avalanches. The stationary intensity distribution and the steady-state current are obtained. The…

Statistical Mechanics · Physics 2007-05-23 Alexander I. Olemskoi

We derive the ultimate bounds on the performance of nonlinear measurement schemes in the presence of noise. In particular, we investigate the precision of the second-order estimation scheme in the presence of the two most detrimental types…

Quantum Physics · Physics 2014-02-17 Marcin Zwierz , Howard M. Wiseman

Rotation averaging (RA) is a fundamental problem in robotics and computer vision. In RA, the goal is to estimate a set of $N$ unknown orientations $R_{1}, ..., R_{N} \in SO(3)$, given noisy measurements $R_{ij} \sim R^{-1}_{i} R_{j}$ of a…

Computer Vision and Pattern Recognition · Computer Science 2023-11-29 Owen Howell , Haoen Huang , David Rosen

We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the system we develop a counterpart of Hormander's…

Probability · Mathematics 2007-05-23 Yuri Bakhtin , Jonathan C. Mattingly

We calculate the noise spectrum of the electrical current in a quantum point contact which is used for continuous measurements of a two-level system (qubit). We generalize the previous results obtained for the regime of high transport…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 A. Shnirman , D. Mozyrsky , I. Martin

Noise pollution caused by inflow turbulence is a major problem in many applications, such as propellers and fans. Leading edge noise models, e.g., Amiet's model, are widely applied to predict the noise produced by these applications. This…

Fluid Dynamics · Physics 2021-08-05 F. L. dos Santos , L. Botero-Bolívar , C. H. Venner , L. D. de Santana

In this paper we study the Rotor Model of Martins and Nienhuis. After introducing spectral parameters, a combined use of integrability, polynomiality of the ground state wave function and a mapping into the fully-packed O(1)-model allows us…

Mathematical Physics · Physics 2009-11-13 Luigi Cantini

Estimation of signal-to-noise ratios and residual variances in high-dimensional linear models has various important applications including, e.g. heritability estimation in bioinformatics. One commonly used estimator, usually referred to as…

Statistics Theory · Mathematics 2023-06-09 Xiaohan Hu , Xiaodong Li

We develop a new perturbative method for studying any steady states of quantum impurities, in or out of equilibrium. We show that steady-state averages are completely fixed by basic properties of the steady-state (Hershfield's) density…

Strongly Correlated Electrons · Physics 2009-11-13 Benjamin Doyon

This paper provides a unified framework for analyzing tensor estimation problems that allow for nonlinear observations, heteroskedastic noise, and covariate information. We study a general class of high-dimensional models where each…

Information Theory · Computer Science 2025-06-10 Riccardo Rossetti , Galen Reeves

Classic estimation methods for Hawkes processes rely on the assumption that observed event times are indeed a realisation of a Hawkes process, without considering any potential perturbation of the model. However, in practice, observations…

Methodology · Statistics 2025-08-21 Anna Bonnet , Felix Cheysson , Miguel Martinez Herrera , Maxime Sangnier

We describe a novel end-to-end approach using Machine Learning to reconstruct the power spectrum of cosmological density perturbations at high redshift from observed quasar spectra. State-of-the-art cosmological simulations of structure…

Cosmology and Nongalactic Astrophysics · Physics 2021-07-21 Maria Han Veiga , Xi Meng , Oleg Y. Gnedin , Nickolay Y. Gnedin , Xun Huan

We present a model for a Noise Matched Phased Array Feed (PAF) system and compare model predictions with the measurement results. The PAF system consists of an array feed, a receiver, a beamformer and a parabolic reflector. The novel aspect…

Instrumentation and Methods for Astrophysics · Physics 2019-02-07 D. Anish Roshi , W. Shillue , J. Richard Fisher

We investigate theoretically and experimentally fluctuations of high spin (F>1/2) beyond the linear response regime and demonstrate dramatic modifications of the spin noise spectra in the high power density probe field. Several effects…

Atomic Physics · Physics 2021-02-24 A. A. Fomin , M. Yu. Petrov , I. I. Ryzhov , G. G. Kozlov , V. S. Zapasskii , M. M. Glazov

According to the Harrison-Zel'dovich prescription, the amplitude of matter density perturbations at horizon crossing is the same at all scales. Based on this prescription, we show how to construct the matter power spectrum of generic dark…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-30 Iván Durán , Fernando Atrio-Barandela , Diego Pavón

We consider the problem of estimating the spectral norm of a matrix using only matrix-vector products. We propose a new Counterbalance estimator that provides upper bounds on the norm and derive probabilistic guarantees on its…

Numerical Analysis · Mathematics 2025-06-19 Alexey Naumov , Maxim Rakhuba , Denis Ryapolov , Sergey Samsonov

Chaotic behavior of quantum systems can be characterized by the adherence of the expectation values of given probes to moments of the Haar distribution. In this work, we analyze the behavior of several probes of chaos using a technique…

Quantum Physics · Physics 2026-04-14 Stefano Cusumano , Gianluca Esposito , Alioscia Hamma
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