2 papers
math.ST2025
On Finite Time Span Estimators of Parameters for Ornstein-Uhlenbeck Processes
Jun S. Han, Nino Kordzakhia
We study the bias and the mean-squared error of the maximum likelihood estimators (MLE) of parameters associated with a two-parameter mean-reverting process for a finite time .…
cs.LG2023
Physics-Informed Data Denoising for Real-Life Sensing Systems
Xiyuan Zhang, Xiaohan Fu, Diyan Teng +9
Sensors measuring real-life physical processes are ubiquitous in today's interconnected world. These sensors inherently bear noise that often adversely affects performance and reli…