Related papers: Extrapolation of Stationary Random Fields
We present a comparison of model-space extrapolation methods for No-Core Shell Model calculations of ground-state energies and root-mean-square radii in Li isotopes. In particular, we benchmark the latest machine learning tools against…
Consider a sparse polynomial in several variables given explicitly as a sum of non-zero terms with coefficients in an effective field. In this paper, we present several algorithms for factoring such polynomials and related tasks (such as…
In some fields of applications of stable distributions, especially in economics, it appears, that data have distributions similar to stable in a large region, but do not have such heavy tails. Our aim in this note is to propose several…
In this text, we explore the tools that Projective Differential Geometry can provide for the asymptotic analysis of classical fields on projectively compact manifolds. We emphasise on the case of order 2-compactifications and develop, in…
Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…
Chi-squared random fields arise naturally from the study of fluctuations in field theories with SO(n) symmetry. The extrema of chi-squared fields are of particular physical interest. In this paper, we undertake a statistical analysis of the…
This paper introduces stationary and multi-self-similar random fields which account for stochastic volatility and have type G marginal law. The stationary random fields are constructed using volatility modulated mixed moving average fields…
As a continuation of [GasparPopa] this paper treats the stationary and stationarily cross-correlated multivariate stochastic mappings. Moreover for the case of multivariate random distribution fields, a particular form for the operator…
To understand the long-run behavior of Markov population models, the computation of the stationary distribution is often a crucial part. We propose a truncation-based approximation that employs a state-space lumping scheme, aggregating…
We introduce the novel concept of a non-stationary iterated function system by considering a countable sequence of distinct set-valued maps $\{\mathcal{F}_k\}_{k\in \mathbb{N}}$ where each $\mathcal{F}_k$ maps $\mathcal{H}(X)\to…
This paper presents a new approach to the estimation of the deformation of an isotropic Gaussian random field on $\mathbb{R}^2$ based on dense observations of a single realization of the deformed random field. Under this framework we…
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…
In practice, it is not possible to observe a whole max-stable random field. Therefore, a way how to reconstruct a max-stable random field in $C\left([0,1]^k\right)$ by interpolating its realizations at finitely many points is proposed. The…
We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…
In this paper non-asymptotic exact exponential estimates are derived for the tail of maximum distribution of random field in the terms of majoring measures or, equally, generic chaining.
This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…
Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact…
This article proposes a new kriging that has a rational form. It is shown that the generalized least squares estimate of the mean from rational kriging is much more well behaved than that from ordinary kriging. Parameter estimation and…
In this paper we provide necessary and sufficient conditions for the mean square approximation of a random field with an ortho-martingale. The conditions are formulated in terms of projective criteria. Applications are given to linear and…
This paper presents new results allowing an unknown non-Gaussian positive matrix-valued random field to be identified through a stochastic elliptic boundary value problem, solving a statistical inverse problem. A new general class of…