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In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

最优化与控制 · 数学 2013-12-19 J. C. Jimenez

In this paper we empirically evaluate biased methods for alpha-divergence minimization. In particular, we focus on how the bias affects the final solutions found, and how this depends on the dimensionality of the problem. We find that (i)…

机器学习 · 计算机科学 2021-05-17 Tomas Geffner , Justin Domke

We consider second-order PDE problems set in unbounded domains and discretized by Lagrange finite elements on a finite mesh, thus introducing an artificial boundary in the discretization. Specifically, we consider the reaction diffusion…

数值分析 · 数学 2025-03-31 T. Chaumont-Frelet

Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…

统计理论 · 数学 2026-03-31 Ingrid Dæhlen , Nils Lid Hjort , Ingrid Hobæk Haff

In this article, a time-domain calibration procedure is proposed for pulsed Terahertz Integrated Circuits (TIC) used in on-chip applications, where the conventional calibration methods are not applicable. The proposed post-detection method…

Stochastic approximation (SA) is a method for finding the root of an operator perturbed by noise. There is a rich literature establishing the asymptotic normality of rescaled SA iterates under fairly mild conditions. However, these…

机器学习 · 统计学 2026-02-17 Shaan Ul Haque , Zedong Wang , Zixuan Zhang , Siva Theja Maguluri

The extraction of the weak phase $\alpha$ from $B\to\pi\pi$ decays has been controversial from a statistical point of view, as the frequentist vs. bayesian confrontation shows. We analyse several relevant questions which have not deserved…

高能物理 - 唯象学 · 物理学 2007-05-23 Francisco J. Botella , Miguel Nebot

Systems that capture and process analog signals must first acquire them through an analog-to-digital converter. While subsequent digital processing can remove statistical correlations present in the acquired data, the dynamic range of the…

信息论 · 计算机科学 2019-01-30 Or Ordentlich , Gizem Tabak , Pavan Kumar Hanumolu , Andrew C. Singer , Gregory W. Wornell

A Halpern-type relaxed inertial inexact progressive hedging algorithm (PHA) is proposed for solving multi-stage stochastic variational inequalities in general probability spaces. The subproblems in this algorithm are allowed to be…

最优化与控制 · 数学 2024-12-10 Jiaxin Chen , Zunjie Huang , Haisen Zhang

Many problems in science and engineering involve, as part of their solution process, the consideration of a separable function which is the sum of two convex functions, one of them possibly non-smooth. Recently a few works have discussed…

最优化与控制 · 数学 2017-03-06 Daniel Reem , Alvaro De Pierro

Phase distortion refers to the alteration of the phase relationships between frequencies in a signal, which can be perceptible. In this paper, we discuss a special case of phase distortion known as phase-intercept distortion, which is…

信号处理 · 电气工程与系统科学 2026-02-25 Venkatakrishnan Vaidyanathapuram Krishnan , Nathaniel Condit-Schultz

Bilipschitz invariant theory concerns low-distortion embeddings of orbit spaces into Euclidean space. To date, embeddings with the smallest-possible distortion are known for only a few cases, to include: (a) planar rotations, (b) real phase…

泛函分析 · 数学 2026-03-26 Jameson Cahill , Joseph W. Iverson , Dustin G. Mixon , Nathan Willey

We introduce a discretization scheme for continuous localized frames using quasi-Monte Carlo integration and discrepancy theory. By generalizing classical concepts, we define a discrepancy measure on the entire phase space $\mathbb{R}^2$…

泛函分析 · 数学 2025-07-02 Jan Zimmermann , Andreas Klotz , Nicki Holighaus

Interpolating scattered CFD datasets onto a uniform Cartesian grid can distort the true geometry, producing a convex-hull type envelope and activating nonphysical regions. This work presents a reconstruction framework that recovers…

流体动力学 · 物理学 2026-02-18 Mehran Sharifi , Gorka S. Larraona , Alejandro Rivas

In this paper we propose a new version of differential transform method (we shall call this method as $\alpha$-parameterized differential transform method), which differs from the traditional differential transform method in calculating…

经典分析与常微分方程 · 数学 2015-07-15 K. Aydemir , O. Sh. Mukhtarov

A trigonometrically approximated maximum likelihood estimation for $\alpha$-stable laws is proposed. The estimator solves the approximated likelihood equation, which is obtained by projecting a true score function on the space spanned by…

统计理论 · 数学 2022-09-20 Muneya Matsui , Naoya Sueishi

Approximate circuit design has gained significance in recent years targeting error tolerant applications. In this paper, we first demonstrate that the commonly used assumption that the inputs to the adder are uniformly distributed results…

信号处理 · 电气工程与系统科学 2020-01-08 Celia Dharmaraj , Vinita Vasudevan , Nitin Chandrachoodan

In the current paper, we have developed an analytical apparatus, allowing to calculate the phase error, produced by miscalibration of modulation parameters. The case of harmonic modulation is considered, the analysis is performed for cases…

仪器与探测器 · 物理学 2019-05-01 Leonid Liokumovich , Konstantin Muravyov , Philipp Skliarov , Nikolai Ushakov

We consider radial complex scaling/perfectly matched layer methods for scalar resonance problems in homogeneous exterior domains. We introduce a new abstract framework to analyze the convergence of domain truncations and discretizations.…

数值分析 · 数学 2020-07-21 Martin Halla

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

最优化与控制 · 数学 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen