Related papers: Generalized Extreme Value distribution parameters …
In this paper we prove the existence of Extreme Value Laws for dynamical systems perturbed by instrument-like-error, also called observational noise. An orbit perturbed with observational noise mimics the behavior of an instrumentally…
In this paper, we focus on statistical region-based active contour models where image features (e.g. intensity) are random variables whose distribution belongs to some parametric family (e.g. exponential) rather than confining ourselves to…
This paper introduces a method for spatial interpolation of extreme values, and in particular targets the case in which conventional data, resulting from a measurement for example, are available at only a few locations. To overcome this the…
This paper is a preliminary work to address the problem of dynamical systems with parameters varying in time. An idea to predict their behaviour is proposed. These systems are called \emph{transient systems}, and are distinguished from…
The main results of the extreme value theory developed for the investigation of the observables of dynamical systems rely, up to now, on the Gnedenko approach. In this framework, extremes are basically identified with the block maxima of…
The method to design exponentially stable adaptive observers is proposed for linear time-invariant systems parameterized by unknown physical parameters. Unlike existing adaptive solutions, the system state-space matrices A, B are not…
We study the statistical distribution of the closest encounter between generic smooth observations computed along different trajectories of a rapidly mixing dynamical system. At the limit of large trajectories, we obtain a distribution of…
The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…
The requirement that planetary systems be dynamically stable is often used to vet new discoveries or set limits on unconstrained masses or orbital elements. This is typically carried out via computationally expensive N-body simulations. We…
This paper proposes an event-triggered control scheme for multivariable extremum seeking of static maps. Both static and dynamic triggering conditions are developed. Integrating Lyapunov and averaging theories for discontinuous systems, a…
The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports using semi-parametric models called max-stable distributions…
The occurrence of successive extreme observations can have an impact on society. In extreme value theory there are parameters to evaluate the effect of clustering of high values, such as the extremal index. The estimation of the extremal…
The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
The extremal index is an important parameter in the characterization of extreme values of a stationary sequence. Our new estimation approach for this parameter is based on the extremal behavior under the local dependence condition…
We study inference on scalar-valued pathwise differentiable targets after adaptive data collection, such as a bandit algorithm. We introduce a novel target-specific condition, directional stability, which is strictly weaker than previously…
Exponential family Random Graph Models (ERGMs) can be viewed as expressing a probability distribution on graphs arising from the action of competing social forces that make ties more or less likely, depending on the state of the rest of the…
Incremental stability is a property of dynamical systems that ensures the convergence of trajectories with respect to each other rather than a fixed equilibrium point or a fixed trajectory. In this paper, we introduce a related stability…
We show that the probability of appearance of synchronisation in chaotic coupled map lattices is related to the distribution of the maximum of a certain observable evaluated along almost all orbit. We show that such distribution belongs to…
This paper is concerned with the problem of distributed estimation for time-varying interconnected dynamic systems with arbitrary coupling structures. To guarantee the robustness of the designed estimators, novel distributed stability…