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Stochastic filtering is defined as the estimation of a partially observed dynamical system. A massive scientific and computational effort is dedicated to the development of numerical methods for approximating the solution of the filtering…

Probability · Mathematics 2013-06-04 Dan Crisan , Kai Li

A general purpose fitting model for one-dimensional astrometric signals is developed, building on a maximum likelihood framework, and its performance is evaluated by simulation over a set of realistic image instances. The fit quality is…

Instrumentation and Methods for Astrophysics · Physics 2013-05-20 M. Gai , D. Busonero , R. Cancelliere

We examine the possibility of extracting non-Gaussian sources from two-particle correlations in heavy-ion reactions. Non-Gaussian sources have been predicted in a variety of model calculations and may have been seen in various like-meson…

Nuclear Theory · Physics 2009-11-06 D. A. Brown , P. Danielewicz

An inversion method is formulated for extracting entanglement-related information on two-particle interactions in a one-dimensional system from measurable one-particle position- and momentum-distribution functions. The method is based on a…

Quantum Physics · Physics 2017-01-31 I. Nagy , M. L. Glasser

Smoothing algorithms for state-space models, i.e., fixed-interval smoothing, fixed-lag smoothing, and two-filter formula for smoothing, are examined using real examples. For linear and Gaussian state-space models, it is observed that…

Computation · Statistics 2023-07-10 G. Kitagawa

In this work we review the application of the theory of Gaussian processes to the modeling of noise in pulsar-timing data analysis, and we derive various useful and optimized representations for the likelihood expressions that are needed in…

General Relativity and Quantum Cosmology · Physics 2014-11-19 Rutger van Haasteren , Michele Vallisneri

The spatial and temporal characteristics of particle emitting source produced in particle and/or nuclear collisions can be measured by using two-particle femtoscopic correlations. These correlations arise due to quantum statistics, Coulomb…

Nuclear Experiment · Physics 2018-06-12 N. Ermakov , G. Nigmatkulov

Gaussian-process state-space models (GP-SSMs) provide a flexible nonparametric alternative for modeling time-series dynamics that are nonlinear or difficult to specify parametrically. While the Kalman filter is effective for linear-Gaussian…

Methodology · Statistics 2025-12-02 Genshiro Kitagawa

Posterior computation for high-dimensional data with many parameters can be challenging. This article focuses on a new method for approximating posterior distributions of a low- to moderate-dimensional parameter in the presence of a…

Computation · Statistics 2022-04-08 Willem van den Boom , Galen Reeves , David B. Dunson

We show that the energy statistics resulting from a two-point measurement of an isolated quantum system subject to a time-dependent driving protocol can be probed by subjecting the same system to a collision with a suitably prepared…

Quantum Physics · Physics 2023-11-21 Samuel L. Jacob , Gabriel T. Landi , Massimiliano Esposito , Felipe Barra

Model selection aims to find the best model in terms of accuracy, interpretability or simplicity, preferably all at once. In this work, we focus on evaluating model performance of Gaussian process models, i.e. finding a metric that provides…

Machine Learning · Computer Science 2024-03-15 Andreas Besginow , Jan David Hüwel , Thomas Pawellek , Christian Beecks , Markus Lange-Hegermann

It was a difficult problem to determine the Gaussian fixed line from the numerical data, because close to the Berezinskii-Kosterlitz-Thouless multicritical point the divergence of the correlation length becomes very slow. Considering the…

Condensed Matter · Physics 2007-05-23 Kiyohide Nomura , Atsuhiro Kitazawa

When fitting Gaussian Mixture Models to 3D geometry, the model is typically fit to point clouds, even when the shapes were obtained as 3D meshes. Here we present a formulation for fitting Gaussian Mixture Models (GMMs) directly to a…

Computer Vision and Pattern Recognition · Computer Science 2019-06-13 Leonid Keselman , Martial Hebert

Two-point correlation functions are ubiquitous tools of modern cosmology, appearing in disparate topics ranging from cosmological inflation to late-time astrophysics. When the background spacetime is maximally symmetric, invariance…

General Relativity and Quantum Cosmology · Physics 2017-02-22 Oton H. Marcori , Thiago S. Pereira

Characterizing quantum processes is indispensable for the implementation of any task in quantum information processing. In this paper, we develop an efficient method to fully characterize arbitrary Gaussian processes in continuous-variable…

Quantum Physics · Physics 2025-09-05 Logan W. Grove , Pratik J. Barge , Kevin Valson Jacob

We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has…

Earth and Planetary Astrophysics · Physics 2014-11-20 Joshua A. Carter , Joshua N. Winn

All 21-cm signal experiments rely on electronic receivers that affect the data via both multiplicative and additive biases through the receiver's gain and noise temperature. While experiments attempt to remove these biases, the residuals of…

Cosmology and Nongalactic Astrophysics · Physics 2021-07-14 Keith Tauscher , David Rapetti , Bang D. Nhan , Alec Handy , Neil Bassett , Joshua Hibbard , David Bordenave , Richard F. Bradley , Jack O. Burns

A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the…

Machine Learning · Statistics 2013-11-28 Lifeng Shang , Antoni B. Chan

We present a new approach to computing event shape distributions or, more precisely, charge flow correlations in a generic conformal field theory (CFT). These infrared finite observables are familiar from collider physics studies and…

High Energy Physics - Theory · Physics 2015-06-17 A. V. Belitsky , S. Hohenegger , G. P. Korchemsky , E. Sokatchev , A. Zhiboedov

The effect of correlations between model parameters and nuisance parameters is discussed, in the context of fitting model parameters to data. Modifications to the usual $\chi^2$ method are required. Fake data studies, as used at present,…

Data Analysis, Statistics and Probability · Physics 2013-09-25 Byron Roe