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This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…

信号处理 · 电气工程与系统科学 2025-05-13 Augusto Aubry , Prabhu Babu , Antonio De Maio , Massimo Rosamilia

We consider elliptic diffusion problems with a random anisotropic diffusion coefficient, where, in a notable direction given by a random vector field, the diffusion strength differs from the diffusion strength perpendicular to this notable…

数值分析 · 数学 2018-02-13 Helmut Harbrecht , Marc Schmidlin

This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…

统计理论 · 数学 2026-02-02 Partha Sarkar , Kshitij Khare , Malay Ghosh , Matt P. Wand

We introduce a new notion of "regularity structure" that provides an algebraic framework allowing to describe functions and / or distributions via a kind of "jet" or local Taylor expansion around each point. The main novel idea is to…

偏微分方程分析 · 数学 2015-06-15 Martin Hairer

We study the growth of large scale structure in two recently proposed non-standard cosmological models: the brane induced gravity model of Dvali, Gabadadze and Porrati (DGP) and the Cardassian models of Freese and Lewis. A general formalism…

天体物理学 · 物理学 2009-11-07 T. Multamaki , E. Gaztanaga , M. Manera

The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…

机器学习 · 统计学 2025-11-25 Man-Chung Yue , Yves Rychener , Daniel Kuhn , Viet Anh Nguyen

Many standard optimization methods for segmentation and reconstruction compute ML model estimates for appearance or geometry of segments, e.g. Zhu-Yuille 1996, Torr 1998, Chan-Vese 2001, GrabCut 2004, Delong et al. 2012. We observe that the…

计算机视觉与模式识别 · 计算机科学 2015-05-04 Yuri Boykov , Hossam Isack , Carl Olsson , Ismail Ben Ayed

In this paper a computationally efficient approach is suggested for the stochastic modeling of an inhomogeneous reluctivity of magnetic materials. These materials can be part of electrical machines, such as a single phase transformer (a…

计算工程、金融与科学 · 计算机科学 2017-09-26 Radoslav Jankoski , Ulrich Römer , Sebastian Schöps

We present a new general procedure for determining a given set of quantities. To this end, we define certain statistic, that we call 'modified $\chi^2$' ($\chi^2_M$), because of its similarity with the standard $\chi^2$. The terms of this…

天体物理学 · 物理学 2009-11-10 J. A. Rubino-Martin , J. Betancort-Rijo

CMB anisotropy experiments seeking to make maps with more pixels than the 6144 pixels used by the COBE DMR need to address the practical issues of the computer time and storage required to make maps. A simple, repetitive scan pattern…

天体物理学 · 物理学 2007-05-23 Edward L. Wright

The properties of the normal distribution under linear transformation, as well the easy way to compute the covariance matrix of marginals and conditionals, offer a unique opportunity to get an insight about several aspects of uncertainties…

数据分析、统计与概率 · 物理学 2018-02-12 Giulio D'Agostini

We present an adaptive algorithm for the computation of quantities of interest involving the solution of a stochastic elliptic PDE where the diffusion coefficient is parametrized by means of a Karhunen-Lo\`eve expansion. The approximation…

数值分析 · 数学 2023-07-19 Uta Seidler , Michael Griebel

Diffusion models have gained traction as powerful algorithms for synthesizing high-quality images. Central to these algorithms is the diffusion process, a set of equations which maps data to noise in a way that can significantly affect…

机器学习 · 计算机科学 2024-11-12 Subham Sekhar Sahoo , Aaron Gokaslan , Chris De Sa , Volodymyr Kuleshov

The analysis of the time ordered data of Dark Matter experiments is becoming more and more challenging with the increase of sensitivity in the ongoing and forthcoming projects. Combined with the well-known level of background events, this…

We propose a new iterative unfolding method for experimental data, making use of a regularization function. The use of this function allows one to build an improved normalization procedure for Monte Carlo spectra, unbiased by the presence…

数据分析、统计与概率 · 物理学 2009-07-23 Bogdan Malaescu

The COBE satellite has provided the only comprehensive multi-frequency full-sky observations of the microwave sky available today. Assessment of the observations requires a detailed likelihood analysis to extract the maximum amount of…

天体物理学 · 物理学 2007-05-23 K. M. Gorski

A perturbative description of Large Scale Structure is a cornerstone of our understanding of the observed distribution of matter in the universe. Renormalization is an essential and defining step to make this description physical and…

高能物理 - 理论 · 物理学 2016-06-08 Ali Akbar Abolhasani , Mehrdad Mirbabayi , Enrico Pajer

Results from a cross-correlation analysis between the COBE DMR 4 year, and ROSAT PSPC All-Sky Survey data are presented. Statistical comparisons between microwave and X-ray maps can probe interesting astrophysical environments and…

天体物理学 · 物理学 2007-05-23 R. Kneissl , R. Egger , G. Hasinger , A. M. Soltan , J. Truemper

Many research papers that propose models to predict the course of the COVID-19 pandemic either use handcrafted statistical models or large neural networks. Even though large neural networks are more powerful than simpler statistical models,…

机器学习 · 计算机科学 2021-05-14 Marcus Carpenter , Chunbo Luo , Xiao-Si Wang

Ever since Cosmic Microwave Background (CMB) signal is being measured by various satellites based observations with increasing experimental accuracies there has been a parallel increase in the demand for a CMB reconstruction technique which…

宇宙学与河外天体物理 · 物理学 2020-04-21 Ujjal Purkayastha , Vipin Sudevan , Rajib Saha