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In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

Methodology · Statistics 2014-03-18 Michael Vogt , Holger Dette

Observations of the large-scale structure (LSS) implicitly assume an ideal FLRW observer with the ambient structure having no influence on the observer. However, due to correlations in the LSS, cosmological observables are dependent on the…

Cosmology and Nongalactic Astrophysics · Physics 2019-08-05 Robert Reischke , Björn malte Schäfer , Krzysztof Bolejko , Geraint F. Lewis , Max Lautsch

This papers shows that nonlinear filter in the case of deterministic dynamics is stable with respect to the initial conditions under the conditions that observations are sufficiently rich, both in the context of continuous and discrete time…

Optimization and Control · Mathematics 2022-10-19 Anugu Sumith Reddy , Amit Apte

We give a sufficient condition of nonlocality in order to reproduce singlet spin correlations. For a given pair of hidden variables and measurement directions this condition determines only the product of the outcomes and reproduces…

Quantum Physics · Physics 2012-07-23 Mehmet Ali Kuntman , Ertan Kuntman

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan

We analyze statistical consequences of a conjecture that there exists a fundamental (indivisible) quant of time. We study particle dynamics with discrete time. We show that a quantum-like interference pattern could appear as a statistical…

Quantum Physics · Physics 2007-05-23 Andrei Khrennikov , Yaroslav Volovich

The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…

Statistics Theory · Mathematics 2011-02-11 Łukasz Lenart

We consider a symmetric exclusion process on a discrete interval of $S$ points with various boundary conditions at the endpoints. We study the asymptotic decay of correlations as $S\to\infty$. The main result is asymptotic independence of a…

Probability · Mathematics 2011-11-30 V. A. Malyshev , V. A. Shvets

The notion of interpolation and extrapolation is fundamental in various fields from deep learning to function approximation. Interpolation occurs for a sample $x$ whenever this sample falls inside or on the boundary of the given dataset's…

Machine Learning · Computer Science 2021-11-02 Randall Balestriero , Jerome Pesenti , Yann LeCun

In this paper we consider the problem of detecting a change in the parameters of an autoregressive process, where the moments of the innovation process do not necessarily exist. An empirical likelihood ratio test for the existence of a…

Statistics Theory · Mathematics 2016-12-07 Fumiya Akashi , Holger Dette , Yan Liu

The problem of extrapolation and interpolation of asymptotic series is considered. Several new variants of improving the accuracy of the self-similar approximants are suggested. The methods are illustrated by examples typical of chemical…

Mathematical Physics · Physics 2010-04-08 V. I. Yukalov , E. P. Yukalova , S. Gluzman

Many non-linear scalar field theories possess a screening mechanism that can suppress any associated fifth force in dense environments. As a result, these theories can evade local experimental tests of new forces. Chameleon-like screening,…

High Energy Physics - Phenomenology · Physics 2021-10-13 Clare Burrage , Benjamin Elder , Peter Millington , Daniela Saadeh , Ben Thrussell

Process-oriented theories of cognition must be evaluated against time-ordered observations. Here we present a representative example for data assimilation of the SWIFT model, a dynamical model of the control of spatial fixation position and…

Neurons and Cognition · Quantitative Biology 2019-10-23 Stefan A. Seelig , Maximilian M. Rabe , Noa Malem-Shinitski , Sarah Risse , Sebastian Reich , Ralf Engbert

This paper focuses on the problem of the mean square optimal estimation of linear functionals which depend on the unknown values of a multidimensional stationary stochastic sequence. Estimates are based on observations of the sequence with…

Statistics Theory · Mathematics 2025-11-11 Oleksandr Masyutka , Mikhail Moklyachuk , Maria Sidei

An adaptive observer is proposed to estimate the synaptic distribution between neurons asymptotically from the measurement of a part of the neuronal activity and a delayed neural field evolution model. The convergence of the observer is…

Optimization and Control · Mathematics 2024-03-14 Lucas Brivadis , Antoine Chaillet , Jean Auriol

Invertibility conditions for observation-driven time series models often fail to be guaranteed in empirical applications. As a result, the asymptotic theory of maximum likelihood and quasi-maximum likelihood estimators may be compromised.…

Statistical Finance · Quantitative Finance 2016-10-11 F Blasques , P Gorgi , S Koopman , O Wintenberger

The problem of stability of the optimal filter is revisited. The optimal filter (or filtering process) is the conditional probability of the current state of some stochastic process (the signal process), given both present and past values…

Probability · Mathematics 2021-03-02 Lea Oljača , Tobias Kuna , Jochen Bröcker

This article investigates the phenomenon of maximal rigidity in spatial processes, where perfect interpolation of the process is possible from partial information, specifically, from its restriction to a strict subdomain, often resulting in…

Probability · Mathematics 2025-12-12 Raphaël Lachièze-Rey

The von Neumann interaction between a particle and an apparatus has been considered in the measurement of the position of a particle when the interaction lasts for a finite amount of time. When the measurement has finite duration, both the…

Quantum Physics · Physics 2009-11-11 Francesc S. Roig

The Atmospheric Radiation Measurement program is a U.S. Department of Energy project that collects meteorological observations at several locations around the world in order to study how weather processes affect global climate change. As…

Applications · Statistics 2013-12-02 Joseph Guinness , Michael L. Stein