Related papers: Construction of Ito model for Geoelectrical Signal…
We compare two approaches to the predictive modeling of dynamical systems from partial observations at discrete times. The first is continuous in time, where one uses data to infer a model in the form of stochastic differential equations,…
Sociotechnological and geospatial processes exhibit time varying structure that make insight discovery challenging. This paper proposes a new statistical model for such systems, modeled as dynamic networks, to address this challenge. It…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…
The control schemes of distributed energy resources (DERs) in active distribution networks (ADNs) are largely influenced by uncertainties. The uncertainties of DERs are complicated, containing spatial and temporal correlation, which makes…
We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…
We develop a practical framework for distinguishing diffusive stochastic processes from deterministic signals using only a single discrete time series. Our approach is based on classical excursion and crossing theorems for continuous…
The current understanding of the earthquake interevent times distribution (ITD) is incomplete. The Weibull distribution is often used to model the earthquake ITD. We link the earthquake ITD on single faults with the Earth's crustal shear…
We derive an Ito stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the…
A general way of representing Stochastic Differential Equations (SDEs) on smooth manifold is based on Schwartz morphism. In this manuscript we are interested in SDEs on a smooth manifold $M$ that are driven by p-dimensional Wiener process…
Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…
In applications the properties of a stochastic feature often change gradually rather than abruptly, that is: after a constant phase for some time they slowly start to vary. In this paper we discuss statistical inference for the detection…
In this paper, we study the stabilization problem for the Ito systems with both multiplicative noise and multiple delays which exist widely in applications such as networked control systems. Sufficient and necessary conditions are obtained…
This paper develops a novel spatiotemporal model for large-scale IoT networks with asynchronous periodic traffic and hard-packet deadlines. A static marked Poisson bipolar point process is utilized to model the spatial locations of the IoT…
We present and analyze a high-order discontinuous Galerkin method for the space discretization of the wave propagation model in thermo-poroelastic media. The proposed scheme supports general polytopal grids. Stability analysis and…
In this paper, we propose a time-series stochastic model based on a scale mixture distribution with Markov transitions to detect epileptic seizures in electroencephalography (EEG). In the proposed model, an EEG signal at each time point is…
An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…
The inter-event time, IET, is sometimes used as a basis for prediction of large earthquakes. It is the case when theoretical analysis of prediction is possible. Quite recently a specific IET- model was suggested for dynamic probabilistic…
Predicting molecular conformations from molecular graphs is a fundamental problem in cheminformatics and drug discovery. Recently, significant progress has been achieved with machine learning approaches, especially with deep generative…
A simple nonlinear integral equation for Ito's map is obtained. Although, it does not include stochastic integrals, it does give causal construction of diffusion processes which can be easily implemented by iteration systems. Applications…