相关论文: PBDW method for state estimation: error analysis f…
We study inference on a low-dimensional functional $\beta$ in the presence of infinite-dimensional nuisance parameters. Classical inferential methods are typically based on Wald intervals, whose large-sample validity rests on asymptotic…
The factor modeling for high-dimensional time series is powerful in discovering latent common components for dimension reduction and information extraction. Most available estimation methods can be divided into two categories: the…
State-space estimation and tracking rely on accurate dynamical models to perform well. However, obtaining an vaccurate dynamical model for complex scenarios or adapting to changes in the system poses challenges to the estimation process.…
In this paper, we extend our research concerning the standard and linearized monotonicity methods for the inverse problem of the time harmonic elastic wave equation and introduce the modification of these methods for noisy data. In more…
A common observation in data-driven applications is that high dimensional data has a low intrinsic dimension, at least locally. In this work, we consider the problem of estimating a $d$ dimensional sub-manifold of $\mathbb{R}^D$ from a…
We study unbinned multivariate analysis techniques, based on Statistical Learning, for indirect new physics searches at the LHC in the Effective Field Theory framework. We focus in particular on high-energy $ZW$ production with fully…
This work proposes an iterative sparse-regularized regression method to recover governing equations of nonlinear dynamical systems from noisy state measurements. The method is inspired by the Sparse Identification of Nonlinear Dynamics…
In extreme value theory and other related risk analysis fields, probability weighted moments (PWM) have been frequently used to estimate the parameters of classical extreme value distributions. This method-of-moment technique can be applied…
A numerical algorithm for studying strongly correlated electron systems is proposed. The groundstate wavefunction is projected out after numerical renormalization procedure in the path integral formalism. The wavefunction is expressed from…
Physics-guided neural networks (PGNN) is an effective tool that combines the benefits of data-driven modeling with the interpretability and generalization of underlying physical information. However, for a classical PGNN, the penalization…
Data assimilation (DA) has increasingly emerged as a critical tool for state estimation across a wide range of applications. It is significantly challenging when the governing equations of the underlying dynamics are unknown. To this end,…
We consider the problem of reconstructing an unknown bounded function $u$ defined on a domain $X\subset \mathbb{R}^d$ from noiseless or noisy samples of $u$ at $n$ points $(x^i)_{i=1,\dots,n}$. We measure the reconstruction error in a norm…
The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…
In the framework of noisy quantum homodyne tomography with efficiency parameter $1/2 < \eta \leq 1$, we propose a novel estimator of a quantum state whose density matrix elements $\rho_{m,n}$ decrease like $Ce^{-B(m+n)^{r/ 2}}$, for fixed…
In the present paper we study the performance of linear denoisers for noisy data of the form $\mathbf{x} + \mathbf{z}$, where $\mathbf{x} \in \mathbb{R}^d$ is the desired data with zero mean and unknown covariance $\mathbf{\Sigma}$, and…
In this work we present a theoretical analysis of the convergence of the Wang-Landau algorithm [Phys. Rev. Lett. 86, 2050 (2001)] which was introduced years ago to calculate the density of states in statistical models. We study the…
In this work, we study the problem of reconstructing a sparse signal from a limited number of linear 'incoherent' noisy measurements, when a part of its support is known. The known part of the support may be available from prior knowledge…
We study nonparametric estimation of univariate cumulative distribution functions (CDFs) pertaining to data missing at random. The proposed estimators smooth the inverse probability weighted (IPW) empirical CDF with the Bernstein operator,…
Blind estimation of intersymbol interference channels based on the Baum-Welch (BW) algorithm, a specific implementation of the expectation-maximization (EM) algorithm for training hidden Markov models, is robust and does not require labeled…
We introduce Weak-PDE-LEARN, a Partial Differential Equation (PDE) discovery algorithm that can identify non-linear PDEs from noisy, limited measurements of their solutions. Weak-PDE-LEARN uses an adaptive loss function based on weak forms…