Related papers: Extrapolation of stable random fields
Computational multi-scale methods capitalize on a large time-scale separation to efficiently simulate slow dynamics over long time intervals. For stochastic systems, one often aims at resolving the statistics of the slowest dynamics. This…
We consider methods of interpolating between the crystalline and dynamically triangulated random surface models. We argue that actions based on the deviation from six of the coordination number at a site are inadequate and propose an…
Stability selection is a popular method for improving feature selection algorithms. One of its key attributes is that it provides theoretical upper bounds on the expected number of false positives, E(FP), enabling false positive control in…
In this note I will review some of the recent results that have been obtained in the probabilistic approach to the random satisfiability problem. At the present moment the results are only heuristic. In the case of the random…
This article explains, and discusses the merits of, three approaches for analyzing the certainty with which statistical results can be extrapolated beyond the data gathered. Sometimes it may be possible to use more than one of these…
We introduce extensions of stability selection, a method to stabilise variable selection methods introduced by Meinshausen and B\"uhlmann (J R Stat Soc 72:417-473, 2010). We propose to apply a base selection method repeatedly to random…
In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…
Max-stable random fields provide canonical models for the dependence of multivariate extremes. Inference with such models has been challenging due to the lack of tractable likelihoods. In contrast, the finite dimensional cumulative…
This paper analyzes a $\theta$-method and 3-point time filter. This approach adds one additional line of code to the existing source code of $\theta$-method. We prove the method's $0$-stability, accuracy, and $A$-stability for both constant…
This paper deals with the solving of variational inequality problem where the constrained set is given as the intersection of a number of fixed-point sets. To this end, we present an extrapolated sequential constraint method. At each…
Signal extrapolation is an important task in digital signal processing for extending known signals into unknown areas. The Selective Extrapolation is a very effective algorithm to achieve this. Thereby, the extrapolation is obtained by…
We consider a multivariate piecewise linear interpolation of a continuous random field on a d-dimensional cube. The approximation performance is measured by the integrated mean square error. Multivariate piecewise linear interpolator is…
An asymptotic stability result for parabolic semilinear problems in $L_2(\Omega)$ and interpolation spaces is shown. Some known results about stability in $W^{1,2}(\Omega)$ are improved for semilinear parabolic mixed boundary value…
We obtain stability estimates (with explicit constants) for the near field from the far field of a radiating solution of the Helmholtz equation. These estimates are based on new bounds for Hankel functions and quantify increasing stability…
The extended RPA theories are analyzed from the point of view of the problem of stability of their solutions. Three kinds of such theories are considered: the second RPA and two versions of the quasiparticle-phonon coupling model within the…
Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…
This paper presents a simplified implementation of the arc-length method for computing the equilibrium paths of nonlinear structural mechanics problems using the finite element method. In the proposed technique, the predictor is computed by…
The generalized-$\alpha$ method encompasses a wide range of time integrators. The method possesses high-frequency dissipation while minimizing unwanted low-frequency dissipation and the numerical dissipation can be controlled by the user.…
Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…
We consider the random field M(t)=\sup_{n\geq 1}\big\{-\log A_{n}+X_{n}(t)\big\}\,,\qquad t\in T\, for a set $T\subset \mathbb{R}^{m}$, where $(X_{n})$ is an iid sequence of centered Gaussian random fields on $T$ and $0<A_{1}<A_{2}<\cdots $…