8,307,652 research outputs found
Variable grouping in multivariate time series via correlation
The decomposition of high-dimensional multivariate time series (MTS) into a number of low-dimensional MTS is a useful but challenging task because the number of possible dependencies between variables is likely to be huge. This paper is about a systematic study of the “variable groupings” problem in MTS. In particular, we investigate different methods of utilizing the information regarding correlations among MTS variables. This type of method does not appear to have been studied before. In all, 15 methods are suggested and applied to six datasets where there are identifiable mixed groupings of MTS variables. This paper describes the general methodology, reports extensive experimental results, and concludes with useful insights on the strength and weakness of this type of grouping metho
Atomic filtering for hybrid continuous-variable/discrete-variable quantum optics
We demonstrate atomic filtering of frequency-degenerate photon pairs from a
sub-threshold optical parametric oscillator (OPO). The filter, a modified
Faraday anomalous dispersion optical filter (FADOF), achieves 70% peak
transmission simultaneous with 57 dB out-of-band rejection and a 445 MHz
transmission bandwidth. When applied to the OPO output, only the degenerate
mode, containing one-mode squeezed vacuum, falls in the filter pass-band; all
other modes are strongly suppressed. The high transmission preserves
non-classical continuous-variable features, e.g. squeezing or non-gaussianity,
while the high spectral purity allows reliable discrete-variable detection and
heralding. Correlation and atomic absorption measurements indicate a spectral
purity of 96% for the individual photons, and 98% for the photon pairs. These
capabilities will enable generation of atom-resonant hybrid states, e.g.
"Schr\"odinger kittens" obtained by photon subtraction from squeezed vacuum,
making these exotic states available for quantum networking and atomic quantum
metrology applications.Comment: final version, 11 pages,6 figure
Variable Hardy Spaces
We develop the theory of variable exponent Hardy spaces. Analogous to the
classical theory, we give equivalent definitions in terms of maximal operators.
We also show that distributions in these spaces have an atomic decomposition
including a "finite" decomposition; this decomposition is more like the
decomposition for weighted Hardy spaces due to Stromberg and Torchinsky than
the classical atomic decomposition. As an application of the atomic
decomposition we show that singular integral operators are bounded on variable
Hardy spaces with minimal regularity assumptions on the exponent function
Adaptive robust variable selection
Heavy-tailed high-dimensional data are commonly encountered in various
scientific fields and pose great challenges to modern statistical analysis. A
natural procedure to address this problem is to use penalized quantile
regression with weighted -penalty, called weighted robust Lasso
(WR-Lasso), in which weights are introduced to ameliorate the bias problem
induced by the -penalty. In the ultra-high dimensional setting, where the
dimensionality can grow exponentially with the sample size, we investigate the
model selection oracle property and establish the asymptotic normality of the
WR-Lasso. We show that only mild conditions on the model error distribution are
needed. Our theoretical results also reveal that adaptive choice of the weight
vector is essential for the WR-Lasso to enjoy these nice asymptotic properties.
To make the WR-Lasso practically feasible, we propose a two-step procedure,
called adaptive robust Lasso (AR-Lasso), in which the weight vector in the
second step is constructed based on the -penalized quantile regression
estimate from the first step. This two-step procedure is justified
theoretically to possess the oracle property and the asymptotic normality.
Numerical studies demonstrate the favorable finite-sample performance of the
AR-Lasso.Comment: Published in at http://dx.doi.org/10.1214/13-AOS1191 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Optical continuous-variable qubit
In a new branch of quantum computing, information is encoded into coherent
states, the primary carriers of optical communication. To exploit it, quantum
bits of these coherent states are needed, but it is notoriously hard to make
superpositions of such continuous-variable states. We have realized the
complete engineering and characterization of a qubit of two optical
continuous-variable states. Using squeezed vacuum as a resource and a special
photon subtraction technique, we could with high precision prepare an arbitrary
superposition of squeezed vacuum and a squeezed single photon. This could lead
the way to demonstrations of coherent state quantum computing.Comment: 5 pages + appendix 5 pages, 4 figure
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