Related papers: Optimal observables and phase-space ambiguities
The main purpose of this article is to prove that, under certain assumptions in a linear prediction setting, optimal methods based upon model reduction and even an optimal predictor can be provided. The optimality is formulated in terms of…
In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…
It is well understood that Bayesian decision theory and average case analysis are essentially identical. However, if one is interested in performing uncertainty quantification for a numerical task, it can be argued that standard approaches…
Propagation of error is a widely used estimation tool in experiments, where the estimation precision of the parameter depends on the fluctuation of the physical observable. Thus which observable is chosen will greatly affect the estimation…
Optical-model potentials (OMPs) continue to play a key role in nuclear reaction calculations. However, the uncertainty of phenomenological OMPs in widespread use -- inherent to any parametric model trained on data -- has not been fully…
Most measurements in particle and nuclear physics use matrix-based unfolding algorithms to correct for detector effects. In nearly all cases, the observable is defined analogously at the particle and detector level. We point out that while…
Rather than point estimators, states of a quantum system that represent one's best guess for the given data, we consider optimal regions of estimators. As the natural counterpart of the popular maximum-likelihood point estimator, we…
We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…
We construct the generalized entropy optimized by a given arbitrary statistical distribution with a finite linear expectation value of a random quantity of interest. This offers, via the maximum entropy principle, a unified basis for a…
We show a general method to estimate with optimum precision, i.e., the best precision determined by the light-matter interaction process, a set of parameters that characterize a phase object. The method derives from ideas presented by Pezze…
Often it is assumed that a quantum state or a phase-space distribution must be normalizable. Here it is shown that even if it is not normalizable, one may be able to extract normalized observational probabilities from it.
We obtain the best possible upper bounds for the moments of a single order statistic from independent, non-negative random variables, in terms of the population mean. The main result covers the independent identically distributed case.…
For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…
We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…
For systems in an externally controllable time-dependent potential, the optimal protocol minimizes the mean work spent in a finite-time transition between two given equilibrium states. For overdamped dynamics which ignores inertia effects,…
Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…
Annealing algorithms such as simulated annealing and population annealing are widely used both for sampling the Gibbs distribution and solving optimization problems (i.e. finding ground states). For both statistical mechanics and…
The detection of change points is a pivotal task in statistical analysis. In the quantum realm, it is a new primitive where one aims at identifying the point where a source that supposedly prepares a sequence of particles in identical…
We consider finite element approximations of ill-posed elliptic problems with conditional stability. The notion of {\emph{optimal error estimates}} is defined including both convergence with respect to mesh parameter and perturbations in…
Among the major difficulties that one may encounter when estimating parameters in a nonlinear regression model are the nonuniqueness of the estimator, its instability with respect to small perturbations of the observations and the presence…