Related papers: Characterization of Hida Measures in white noise a…
In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The…
In this paper, we study the sparse nonnegative tensor factorization and completion problem from partial and noisy observations for third-order tensors. Because of sparsity and nonnegativity, the underlying tensor is decomposed into the…
We study existence and uniqueness of solution for stochastic differential equations with distributional drift by giving a meaning to the Stroock-Varadhan martingale problem associated such equations. The approach we exploit is the one of…
Inference and hypothesis testing are typically constructed on the basis that a specific model holds for the data. To determine the veracity of conclusions drawn from such data analyses, one must be able to identify the presence of the…
This report describes a method for the primary calibration of phase noise and amplitude noise measurement systems. In the field of metrology, the term "primary" refers to a standard whose quantity value and measurement uncertainty are…
We consider the inverse conductivity problem with discontinuous conductivities. We show in a rigorous way, by a convergence analysis, that one can construct a completely discrete minimization problem whose solution is a good approximation…
Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…
Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…
We study the homogenization of a Hamilton-Jacobi equation forced by rapidly oscillating noise that is colored in space and white in time. It is shown that the homogenized equation is deterministic, and, in general, the noise has an…
In this paper we develop a framework to extend the theory of generalized stochastic processes in the Hida white noise space to more general probability spaces which include the grey noise space. To obtain a Wiener-It\^o expansion we recast…
A popular view in contemporary Boltzmannian statistical mechanics is to interpret the measures as typicality measures. In measure-theoretic dynamical systems theory measures can similarly be interpreted as typicality measures. However, a…
The diffusion of hard-core particles subject to a global bias is described by a nonlinear, anisotropic generalization of the diffusion equation with conserved, local noise. Using renormalization group techniques, we analyze the effect of an…
The detection problem in statistical signal processing can be succinctly formulated: Given m (possibly) signal bearing, n-dimensional signal-plus-noise snapshot vectors (samples) and N statistically independent n-dimensional noise-only…
In this paper, we characterize the topological support in Holder norm of the law of the solution to a stochastic wave equation with three-dimensional space variable is proved. This note is a continuation of [9] and [10]. The result is a…
Cognitive distraction and measurement noise are two distinct factors that significantly impact the performance of humans and engineering systems. Cognitive distraction occurs when an individual's attention is diverted from a task, while…
Methods for parameter estimation of gravitational-wave data assume that detector noise is stationary and Gaussian. Real data deviates from these assumptions, which causes bias in the inferred parameters and incorrect estimates of the…
We present a simple variant of the Gaussian mechanism for answering differentially private queries when the sensitivity space has a certain common structure. Our motivating problem is the fundamental task of answering $d$ counting queries…
In this paper a new result of recovery of sparse vectors from deterministic and noisy measurements by l1 minimization is given. The sparse vector is randomly chosen and follows a generic p-sparse model introduced by Candes and al. The main…
Non-Gaussian impulsive noise (IN) with memory exists in many practical applications. When it is mixed with white Gaussian noise (WGN), the resultant mixed noise will be bursty. The performance of communication systems will degrade…
Consider a measurement in which the current coming out of a mesoscopic sample is filtered around a given frequency, amplified, measured and squared. Then this process is repeated many times and the results are averaged. Often, two such…