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Particle filters are broadly used to approximate posterior distributions of hidden states in state-space models by means of sets of weighted particles. While the convergence of the filter is guaranteed when the number of particles tends to…

统计计算 · 统计学 2017-11-01 Víctor Elvira , Joaquín Míguez , Petar M. Djurić

The experimental detection of multipartite entanglement usually requires a number of appropriately chosen local quantum measurements which are aligned with respect to a previously shared common reference frame. The latter, however, can be a…

量子物理 · 物理学 2019-04-02 Andreas Ketterer , Nikolai Wyderka , Otfried Gühne

Structural changes occur in dynamic networks quite frequently and its detection is an important question in many situations such as fraud detection or cybersecurity. Real-life networks are often incompletely observed due to individual…

统计理论 · 数学 2025-03-14 Farida Enikeeva , Olga Klopp

Real world evolves in continuous time but computations are done from finite samples. Therefore, we study algorithms using finite observations in continuous-time linear dynamical systems. We first study the system identification problem, and…

系统与控制 · 电气工程与系统科学 2025-09-30 Hongyi Zhou , Jingwei Li , Jingzhao Zhang

Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point sparsity and we derive a smaller asymptotic lower bound of the…

统计理论 · 数学 2023-06-02 Jingyan Huang

We address the problem of distinguishing among a finite collection of quantum states, when the states are not entirely known. For completely specified states, necessary and sufficient conditions on a quantum measurement minimizing the…

量子物理 · 物理学 2009-11-11 Noam Elron , Yonina C. Eldar

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

统计理论 · 数学 2021-12-14 Baron Michael , Malov Sergey

In contemporary data analysis, it is increasingly common to work with non-stationary complex data sets. These data sets typically extend beyond the classical low-dimensional Euclidean space, making it challenging to detect shifts in their…

统计方法学 · 统计学 2025-07-29 Rohit Kanrar , Feiyu Jiang , Zhanrui Cai

Statistical approaches to cyber-security involve building realistic probability models of computer network data. In a data pre-processing phase, separating automated events from those caused by human activity should improve statistical…

应用统计 · 统计学 2017-07-04 Matthew Price-Williams , Nick Heard , Melissa Turcotte

Online convex optimization is a sequential prediction framework with the goal to track and adapt to the environment through evaluating proper convex loss functions. We study efficient particle filtering methods from the perspective of such…

机器学习 · 计算机科学 2018-07-23 Mahdi Azarafrooz

The standard quantum search lacks a feature, enjoyed by many classical algorithms, of having a fixed point, i.e. monotonic convergence towards the solution. Recently a fixed point quantum search algorithm has been discovered, referred to as…

量子物理 · 物理学 2007-05-23 Tathagat Tulsi , Lov Grover , Apoorva Patel

The paper addresses a sequential changepoint detection problem, assuming that the duration of change may be finite and unknown. This problem is of importance for many applications, e.g., for signal and image processing where signals appear…

Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says that the change is intermittent or transient. We provide an…

应用统计 · 统计学 2023-04-11 Grigory Sokolov , Valentin S. Spivak , Alexander G. Tartakovsky

The most important ability of a quantum channel is to preserve the quantum properties of transmitted quantum states. We experimentally demonstrate a continuous-variable system for efficient benchmarking of quantum channels. We probe the…

The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism has changed. This work is concerned with open-end,…

统计理论 · 数学 2020-07-21 Mark Holmes , Ivan Kojadinovic

Quantum discrimination and estimation are pivotal for many quantum technologies, and their performance depends on the optimal choice of probe state and measurement. Here we show that their performance can be further improved by suitably…

量子物理 · 物理学 2020-09-14 Daniel Basilewitsch , Haidong Yuan , Christiane P. Koch

Detecting if and when objects change is difficult in passive sub-diffraction imaging of dynamic scenes. We consider the best possible tradeoff between responsivity and accuracy for detecting a change from one arbitrary object model to…

量子物理 · 物理学 2023-08-17 Michael R Grace , Saikat Guha , Zachary Dutton

Realisation of experiments even on small and medium-scale quantum computers requires an optimisation of several parameters to achieve high-fidelity operations. As the size of the quantum register increases, the characterisation of quantum…

量子物理 · 物理学 2020-08-11 F. Martínez-García , D. Vodola , M. Müller

Change point detection for time series analysis is a difficult and important problem in applied statistics, for which a variety of approaches have been developed in the past several decades. Here, the Wasserstein metric is employed as a…

统计理论 · 数学 2026-03-03 David Gentile , Joshua Huang , James M. Murphy

Phase estimation protocols provide a fundamental benchmark for the field of quantum metrology. The latter represents one of the most relevant applications of quantum theory, potentially enabling the capability of measuring unknown physical…