Related papers: Predictability on finite horizon for processes wit…
We study an aspect of the following general question: which properties of a signal can be characterized by its scattering transform? We show that the energy contained in high order scattering coefficients is upper bounded by the energy…
Probabilistic argumentation allows reasoning about argumentation problems in a way that is well-founded by probability theory. However, in practice, this approach can be severely limited by the fact that probabilities are defined by adding…
We show that at a second order phase transition, of \phi^4 like system, a necessary condition for streched exponential decay of the time structure factor is obeyed. Using the ideas presented in this proof a crude estimate of the decay of…
We consider two independent identical diffusion processes that annihilate upon meeting in order to study their conditioning with respect to their first-encounter properties. For the case of finite horizon $T<+\infty$, the maximum…
We present new lower and upper bounds for the compression rate of binary prefix codes optimized over memoryless sources according to two related exponential codeword length objectives. The objectives explored here are exponential-average…
We show that descriptive complexity's result extends in High Order Logic to capture the expressivity of Turing Machine which have a finite number of alternation and whose time or space is bounded by a finite tower of exponential. Hence we…
We address the problem of predicting events' occurrences in partially observable timed systems modelled by timed automata. Our contribution is many-fold: 1) we give a definition of bounded predictability, namely k-predictability, that takes…
A predictive distribution over a sequence of $N+1$ events is said to be "frequency mimicking" whenever the probability for the final event conditioned on the outcome of the first $N$ events equals the relative frequency of successes among…
We study prediction with expert advice in the setting where the losses are accumulated with some discounting---the impact of old losses may gradually vanish. We generalize the Aggregating Algorithm and the Aggregating Algorithm for…
In this paper, we consider high-dimensional stationary processes where a new observation is generated from a compressed version of past observations. The specific evolution is modeled by an encoder-decoder structure. We estimate the…
Prediction of events is the challenge in many different disciplines, from meteorology to finance; the more this task is difficult, the more a system is {\it complex}. Nevertheless, even according to this restricted definition, a general…
The contemporary forestry preoccupation with non-declining even-flow during yield simulations detracts from more important questions about the constraints that should bind the end of a simulation. Whilst long simulations help to convey a…
This paper addresses short term forecast of ultra short AR(1) sequences (4 to 6 terms only) with a single structural break at an unknown time and of unknown sign and magnitude. As prediction of autoregressive processes requires estimated…
We give an approach to exponential stability within the framework of evolutionary equations due to [R. Picard. A structural observation for linear material laws in classical mathematical physics. Math. Methods Appl. Sci.,…
Counters that hold natural numbers are ubiquitous in modeling and verifying software systems; for example, they model dynamic creation and use of resources in concurrent programs. Unfortunately, such discrete counters often lead to…
We consider a stationary process (with either discrete or continuous time) and find an adaptive approximating stationary process combining approximation quality and supplementary good properties that can be interpreted as additional…
This paper deals with the stability of linear periodic difference delay systems, where the value at time $t$ of a solution is a linear combination with periodic coefficients of its values at finitely many delayed instants…
We extend de Finetti's (1937) notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than (linear) previsions. We prove…
There is a growing concern about typically opaque decision-making with high-performance machine learning algorithms. Providing an explanation of the reasoning process in domain-specific terms can be crucial for adoption in risk-sensitive…
One of the presuppositions of science since the times of Galileo, Newton, Laplace, and Descartes has been the predictability of the world. This idea has strongly influenced scientific and technological models. However, in recent decades,…