Related papers: Measuring the roughness of random paths by increme…
The Rao-Blackwell theorem is utilized to analyze and improve the scalability of inference in large probabilistic models that exhibit symmetries. A novel marginal density estimator is introduced and shown both analytically and empirically to…
Discrimination in machine learning often arises along multiple dimensions (a.k.a. protected attributes); it is then desirable to ensure \emph{intersectional fairness} -- i.e., that no subgroup is discriminated against. It is known that…
We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…
We study the global, i.e. radially averaged, high Reynolds number (asymptotic) scaling of streamwise turbulence intensity squared defined as ${I^2=\overline{u^2}/U^2}$, where $u$ and $U$ are the fluctuating and mean velocities, respectively…
The paper illustrates an application of the Resampling approach [2] for the estimation of the aircraft circulation plan reliability. Resampling is an intensive computer statistical method, which can be used effectively in the case of small…
Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…
We provide a simple algorithm for construction of Brownian paths approximating those of a L\'evy process on a finite time interval. It requires knowledge of the L\'evy process trajectory on a chosen regular grid and the law of its endpoint,…
In this paper, we analyze the generalization performance of the Iterative Hard Thresholding (IHT) algorithm widely used for sparse recovery problems. The parameter estimation and sparsity recovery consistency of IHT has long been known in…
We consider a pure-jump stable Cox-Ingersoll-Ross ($\alpha$-stable CIR) process driven by a non-symmetric stable L{\'e}vy process with jump activity $\alpha$ $\in$ (1, 2) and we address the joint estimation of drift, scaling and jump…
In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…
Intermittency, measured as log(F(r)/3), where F(r) is the flatness of velocity increments at scale r, is found to rapidly increase as viscous effects intensify, and eventually saturate at very small scales. This feature defines a finite…
In this paper, we consider the robust adaptive non parametric estimation problem for the drift coefficient in diffusion processes. An adaptive model selection procedure, based on the improved weighted least square estimates, is proposed.…
Invariance-based randomization tests -- such as permutation tests, rotation tests, or sign changes -- are an important and widely used class of statistical methods. They allow drawing inferences under weak assumptions on the data…
We introduce a path sampling method for the computation of rate constants for systems with a highly diffusive character. Based on the recently developed algorithm of transition interface sampling (TIS) this procedure increases the…
We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…
We investigate rough-wall turbulent flows through direct numerical simulations of flow over three-dimensional transitionally rough sinusoidal surfaces. The roughness Reynolds number is fixed at $k^+=10$, where $k$ is the sinusoidal…
The presented work investigates a sparse Bayesian incremental automatic relevance determination (IARD) algorithm in the context of multipath parameter estimation in a super-resolution regime. The corresponding estimation problem is highly…
A technique is presented for producing synthetic images from numerical simulations whereby the image resolution is adapted around prominent features. In so doing, adaptive image ray-tracing (AIR) improves the efficiency of a calculation by…
We consider a random trial-based telegraph process, which describes a motion on the real line with two constant velocities along opposite directions. At each epoch of the underlying counting process the new velocity is determined by the…