相关论文: Big Signals, Small Signals, Systematics

The present operation of the ground-based network of gravitational-wave laser interferometers in "enhanced" configuration brings the search for gravitational waves into a regime where detection is highly plausible. The development of…

A common problem in the sciences is that a signal of interest is observed only indirectly, through smooth functionals of the signal whose values are then obscured by noise. In such inverse problems, the functionals dampen or entirely…

In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…

Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…

The detection of weak and rare effects in large amounts of data arises in a number of modern data analysis problems. Known results show that in this situation the potential of statistical inference is severely limited by the large-scale…

Radio wavelength astrometry of stars and other objects has a long and productive history. The use of that technique to determine whether stars have planets around them would cover a nearly unique part of the parameter space for detection of…

Rare events can potentially occur in many applications. When manifested as opportunities to be exploited, risks to be ameliorated, or certain features to be extracted, such events become of paramount significance. Due to their sporadic…

Like natural complex systems such as the Earth's climate or a living cell, semiconductor lithography systems are characterized by nonlinear dynamics across more than a dozen orders of magnitude in space and time. Thousands of sensors…

We present a comprehensive analysis of planetary radii ordering within multi-planet systems, namely their ordinal position with respect to their size in a given system, utilizing data from the NASA Exoplanet Archive. In addition, we…

The theory of substitution sequences and their higher-dimensional analogues is intimately connected with symbolic dynamics. By systematically studying the factors (in the sense of dynamical systems theory) of a substitution dynamical…

The high-multiplicity exoplanet systems are generally more tightly packed when compared to the solar system. Such compact multi-planet systems are often susceptible to dynamical instability. We investigate the impact of dynamical…

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

Implicit particle filtering is a sequential Monte Carlo method for data assim- ilation, designed to keep the number of particles manageable by focussing attention on regions of large probability. These regions are found by min- imizing, for…

Integrated spectrophotometric properties of stellar systems are intrinsically dispersed due to the stochastic nature of the small numbers of bright stars they contain. Among clusters, only the most massive ones can be used individually for…

Systems in nature are stochastic as well as nonlinear. In traditional applications, engineered filters aim to minimize the stochastic effects caused by process and measurement noise. Conversely, a previous study showed that the process…

Anomaly detection to recognize unusual events in large scale systems in a time sensitive manner is critical in many industries, eg. bank fraud, enterprise systems, medical alerts, etc. Large-scale systems often grow in size and complexity…

We consider systems of slow--fast diffusions with small noise in the slow component. We construct provably logarithmic asymptotically optimal importance schemes for the estimation of rare events based on the moderate deviations principle.…

Shortly after a new class of objects is discovered, the attention shifts from the properties of the individual sources to the question of their origin: do all sources come from the same underlying population, or several populations are…

A finite set is "hidden" if its elements are not directly enumerable or if its size cannot be ascertained via a deterministic query. In public health, epidemiology, demography, ecology and intelligence analysis, researchers have developed a…

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…