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Related papers: Optimal observables and phase-space ambiguities

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The maximum likelihood principle is widely used in statistics, and the associated estimators often display good properties. indeed maximum likelihood estimators are guaranteed to be asymptotically efficient under mild conditions. However in…

Statistics Theory · Mathematics 2016-12-01 Christophe Culan , Claude Adnet

Theory and algorithms are developed for detecting changes in the distribution of statistically periodic random processes. The statistical periodicity is modeled using independent and periodically identically distributed processes, a new…

Signal Processing · Electrical Eng. & Systems 2019-08-14 Taposh Banerjee , Prudhvi Gurram , Gene Whipps

According to conventional wisdom, ambiguity accelerates optimal timing by decreasing the value of waiting in comparison with the unambiguous benchmark case. We study this mechanism in a multidimensional setting and show that in a…

Mathematical Finance · Quantitative Finance 2019-05-15 Sören Christensen , Luis H. R. Alvarez E

Quantum information processing using linear optics is challenging due to the limited set of deterministic operations achievable without using complicated resource-intensive methods. While techniques such as the use of ancillary photons can…

Quantum Physics · Physics 2022-12-14 Dov Fields , Janos A. Bergou , Mark Hillery , Siddhartha Santra , Vladimir Malinovsky

The optimized random phase approximation (ORPA) for classical liquids is re-examined in the framework of the generating functional approach to the integral equations. We show that the two main variants of the approximation correspond to the…

Chemical Physics · Physics 2009-10-30 G. Pastore , O. Akinlade , F. Matthews , Z. Badirkhan

Miminizing errors of the physical parameters of interest should be the ultimate goal of any event selection optimization in high energy physics data analysis involving parameter determination. Quick and reliable error estimation is a…

High Energy Physics - Experiment · Physics 2009-04-29 Yuehong Xie

We consider the quickest change detection problem where both the parameters of pre- and post- change distributions are unknown, which prevents the use of classical simple hypothesis testing. Without additional assumptions, optimal solutions…

Machine Learning · Computer Science 2021-06-10 Firas Jarboui , Viannet Perchet

A general, variational approach to derive low-order reduced systems is presented. The approach is based on the concept of optimal parameterizing manifold (OPM) that substitutes the more classical notions of invariant or slow manifold when…

Dynamical Systems · Mathematics 2023-09-18 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

In a constantly changing world, animals must account for environmental volatility when making decisions. To appropriately discount older, irrelevant information, they need to learn the rate at which the environment changes. We develop an…

Neurons and Cognition · Quantitative Biology 2017-01-12 Adrian E Radillo , Alan Veliz-Cuba , Kresimir Josic , Zachary P Kilpatrick

We present optimal and minimal measurements on identical copies of an unknown state of a qubit when the quality of measuring strategies is quantified with the gain of information (Kullback of probability distributions). We also show that…

Quantum Physics · Physics 2009-10-31 Rolf Tarrach , Guifre Vidal

Optimal prediction (OP) methods compensate for a lack of resolution in the numerical solution of complex problems through the use of an invariant measure as a prior measure in the Bayesian sense. In first-order OP, unresolved information is…

Numerical Analysis · Mathematics 2025-10-20 John Bell , Alexandre J. Chorin , William Crutchfield

This paper traces the strong relations between experimental design and control, such as the use of optimal inputs to obtain precise parameter estimation in dynamical systems and the introduction of suitably designed perturbations in…

Optimization and Control · Mathematics 2008-03-03 Luc Pronzato

We derive the optimal estimates of the free energies of an arbitrary number of thermodynamic states from nonequilibrium work measurements; the work data are collected from forward and reverse switching processes and obey a fluctuation…

Statistical Mechanics · Physics 2009-11-11 Paul Maragakis , Martin Spichty , Martin Karplus

Optimization methods have been broadly applied to two classes of objects viz. (i) modeling and description of data and (ii) the determination of the stationary points of functions. Here, a theoretical basis is developed that optimizes an…

Optimization and Control · Mathematics 2013-07-10 Christopher G. Jesudason

This article introduces a framework for evaluating statistical decisions under both prior ambiguity and likelihood misspecification. We begin with an ambiguity set - a frequentist model that pairs a possibly misspecified likelihood with…

Econometrics · Economics 2026-05-14 Karun Adusumilli

The problems of optimal recovery of unbounded operators are studied. Optimality means the highest possible accuracy and the minimal amount of discrete information involved. It is established that the truncation method, when certain…

Numerical Analysis · Mathematics 2025-05-13 Oleg Davydov , Sergei Solodky

In physics one attempts to infer the rules governing a system given only the results of imperfect measurements. Hence, microscopic theories may be effectively indistinguishable experimentally. We develop an operationally motivated procedure…

Quantum Physics · Physics 2015-08-07 Cédric Bény , Tobias J. Osborne

The practice of collider physics typically involves the marginalization of multi-dimensional collider data to uni-dimensional observables relevant for some physics task. In any cases, such as classification or anomaly detection, the…

High Energy Physics - Phenomenology · Physics 2026-03-26 Arindam Bhattacharya , Katherine Fraser , Matthew D. Schwartz

Statistical estimation of the prediction uncertainty of physical models is typically hindered by the inadequacy of these models due to various approximations they are built upon. The prediction errors due to model inadequacy can be handled…

Data Analysis, Statistics and Probability · Physics 2017-09-11 Pascal Pernot
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