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Consider a real-valued function that can only be observed with stochastic noise at a finite set of design points within a Euclidean space. We wish to determine whether there exists a convex function that goes through the true function…

Other Statistics · Statistics 2018-07-30 Nanjing Jian , Shane G. Henderson

Predictability is an emerging metric that quantifies the highest possible prediction accuracy for a given time series, being widely utilized in assessing known prediction algorithms and characterizing intrinsic regularities in human…

Information Theory · Computer Science 2023-03-29 En Xu , Tao Zhou , Zhiwen Yu , Zhuo Sun , Bin Guo

Modern statistics provides an ever-expanding toolkit for estimating unknown parameters. Consequently, applied statisticians frequently face a difficult decision: retain a parameter estimate from a familiar method or replace it with an…

Methodology · Statistics 2022-12-20 Brian L. Trippe , Sameer K. Deshpande , Tamara Broderick

Is the weak scale natural? This ever pending question makes the search for new particle production a highly motivated primary goal of the next LHC phase. These searches may or may not be successful. While waiting for a needed higher energy…

High Energy Physics - Phenomenology · Physics 2014-03-25 Riccardo Barbieri , Andrea Tesi

In the very near future, weak lensing surveys will map the projected density of the universe in an unbiased way over large regions of the sky. In order to interpret the results of studies it is helpful to develop an understanding of the…

Astrophysics · Physics 2008-11-26 Dipak Munshi , Peter Coles

A nonnegative martingale with initial value equal to one measures evidence against a probabilistic hypothesis. The inverse of its value at some stopping time can be interpreted as a Bayes factor. If we exaggerate the evidence by considering…

Statistics Theory · Mathematics 2011-06-17 Glenn Shafer , Alexander Shen , Nikolai Vereshchagin , Vladimir Vovk

The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…

Statistical Finance · Quantitative Finance 2008-12-02 Federico Bassetti

A fundamental task in statistical learning is quantifying the joint dependence or association between two continuous random variables. We introduce a novel, fully non-parametric measure that assesses the degree of association between…

We derive on the basis of Bayes' theorem a simple but general expression for the retrodicted premeasurement state associated with the result of any measurement. The retrodictive density operator is the normalised probability operator…

Quantum Physics · Physics 2015-06-26 Stephen M. Barnett , David T. Pegg , John Jeffers

Since its introduction 25 years ago, the quantum weak value has gradually transitioned from a theoretical curiosity to a practical laboratory tool. While its utility is apparent in the recent explosion of weak value experiments, its…

Quantum Physics · Physics 2014-04-02 Justin Dressel , Mehul Malik , Filippo M. Miatto , Andrew N. Jordan , Robert W. Boyd

When the data do not conform to the hypothesis of a known sampling-variance, the fitting of a constant to a set of measured values is a long debated problem. Given the data, fitting would require to find what measurand value is the most…

Data Analysis, Statistics and Probability · Physics 2020-07-21 Giovanni Mana , Enrico Massa , Maria Predescu

The positive operator (valued) measures (POMs) allow one to generalize the notion of observable beyond the traditional one based on projection valued measures (PVMs). Here, we argue that this generalized conception of observable enables a…

Quantum Physics · Physics 2011-01-04 Paul Busch , Gregg Jaeger

We characterize a value of an observable by a `sum rule' for generally non-commuting observables and a `product rule' when restricted to a maximal commuting subalgebra of observables together with the requirement that the value is unity for…

Quantum Physics · Physics 2011-09-28 Akio Hosoya , Minoru Koga

We show that there exists, in quantum theory, a close relationship between the weak value and the correlation function, which sheds new lights on the concept of the weak value.

Quantum Physics · Physics 2009-01-28 Takahiro Sagawa

Bayesian inference --- although becoming popular in physics and chemistry --- is hampered up to now by the vagueness of its notion of prior probability. Some of its supporters argue that this vagueness is the unavoidable consequence of the…

Data Analysis, Statistics and Probability · Physics 2008-02-03 O. -A. Al-Hujaj , H. L. Harney

This paper considers linear model selection when the response is vector-valued and the predictors are randomly observed. We propose a new approach that decouples statistical inference from the selection step in a "post-inference model…

Methodology · Statistics 2016-06-07 David Puelz , P. Richard Hahn , Carlos Carvalho

In this work we establish a link between two apparently unrelated subjects: polarization effects in optical fibers and devices, and the quantum theory of weak measurements. We show that the abstract concept of weak measurements followed by…

Quantum Physics · Physics 2007-05-23 Nicolas Brunner

A precise definition of "weak [quantum] measurements" and "weak value" (of a quantum observable) is offered, and simple finite dimensional examples are given showing that weak values are not unique and therefore probably do not correspond…

Quantum Physics · Physics 2009-10-01 Stephen Parrott

Weak measurements are a new tool for characterizing post-selected quantum systems during their evolution. Weak measurement was originally formulated in terms of von Neumann interactions which are practically available for only the simplest…

Quantum Physics · Physics 2009-11-11 J. S. Lundeen , K. J. Resch

The conventional postulate for the probabilistic interpretation of quantum mechanics is asymmetric in preparation and measurement, making retrodiction reliant on inference by use of Bayes' theorem. Here, a more fundamental symmetric…

Quantum Physics · Physics 2009-11-07 David T. Pegg , Stephen M. Barnett , John Jeffers