相关论文: On the auxiliary particle filter

Asymptotic representations for large values of the hyperradius are constructed for the scattering wave function of a system of $ N $ particles considered as a generalized function of angular variable coordinates. The coefficients of the…

New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…

The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems. In an other article, in a so-called idealized setting, the…

We construct an asymptotic approximation to the solution of a transmission problem for a body containing a region occupied by many small inclusions. The cluster of inclusions is characterised by two small parameters that determine the…

In modern data analysis, it is common to select a model before performing statistical inference. Selective inference tools make adjustments for the model selection process in order to ensure reliable inference post selection. In this paper,…

Attaining fault tolerance while maintaining low overhead is one of the main challenges in a practical implementation of quantum circuits. One major technique that can overcome this problem is the flag technique, in which high-weight errors…

Using the Coulomb Fluid method, this paper derives central limit theorems (CLTs) for linear spectral statistics of three "spiked" Hermitian random matrix ensembles. These include Johnstone's spiked model (i.e., central Wishart with spiked…

This paper re-examines the limit theorems of Abadie and Imbens for nearest-neighbor matching estimators of average treatment effects with a fixed number of matches. We establish, for the first time, a non-normalized central limit theorem…

This paper is an addendum to the article by Candelier, Mehaddi & Vauquelin (2013) where the motion of a particle in a stratified fluid is investigated theoretically, at small Reynolds and P\'eclet numbers. We review briefly the method of…

The particle filter is one of the most successful methods for state inference and identification of general non-linear and non-Gaussian models. However, standard particle filters suffer from degeneracy of the particle weights, in particular…

We consider a Bayesian problem of estimating of probability of success in a series of conditionally independent trials with binary outcomes. We study the asymptotic behaviour of differential entropy for posterior probability density…

We study axion-like particles (ALPs) whose dominant interactions are with gluons and third-generation quarks, and whose couplings to light Standard Model (SM) particles arise at one loop. These loop-induced effects lead to ALP decays and…

We compute the one-loop contribution to the $\bar{\theta}$-parameter of an axion-like particle (ALP) with CP-odd derivative couplings. Its contribution to the neutron electric dipole moment is shown to be orders of magnitude larger than…

We present a polynomial-time algorithm that obtains a set of Asymptotic Linear Programs (ALPs) from a given linear system S, such that one of these ALPs admits a feasible solution if and only if S admits a feasible solution. We also show…

In Data Assimilation, observations are fused with simulations to obtain an accurate estimate of the state and parameters for a given physical system. Combining data with a model, however, while accurately estimating uncertainty, is…

In this article we perform an asymptotic analysis of parallel Bayesian logspline density estimators. Such estimators are useful for the analysis of datasets that are partitioned into subsets and stored in separate databases without the…

Axion-like particles (ALPs) with couplings to electromagnetism have long been postulated as extensions to the Standard Model. String theory predicts an "axiverse" of many light axions, some of which may make up the dark matter in the…

We present an informal review of recent work on the asymptotics of Approximate Bayesian Computation (ABC). In particular we focus on how does the ABC posterior, or point estimates obtained by ABC, behave in the limit as we have more data?…

Nonlinear filtering with standard PF methods requires mitigative techniques to quell weight degeneracy, such as resampling. This is especially true in high-dimensional systems with sparse observations. Unfortunately, such techniques are…

We consider the problem of discriminating between two different states of a finite quantum system in the setting of large numbers of copies, and find a closed form expression for the asymptotic exponential rate at which the specified error…