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Related papers: Extrapolation of Stationary Random Fields

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In this paper, we propose a simple acceleration scheme for Riemannian gradient methods by extrapolating iterates on manifolds. We show when the iterates are generated from Riemannian gradient descent method, the accelerated scheme achieves…

Optimization and Control · Mathematics 2022-08-16 Andi Han , Bamdev Mishra , Pratik Jawanpuria , Junbin Gao

For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of…

Statistics Theory · Mathematics 2020-10-09 John H. J. Einmahl , Johan Segers

In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…

Probability · Mathematics 2009-08-21 Henrik Hult , Gennady Samorodnitsky

We show how to extrapolate an analytic function (or a smooth signal) by multiplying and dividing its values on geometric sequences that collapse to a point.

Numerical Analysis · Mathematics 2012-08-21 Patrick Arthur Miller

We introduce the notions of scaling transition and distributional long-range dependence for stationary random fields $Y$ on $\mathbb {Z}^2$ whose normalized partial sums on rectangles with sides growing at rates $O(n)$ and $O(n^{\gamma})$…

Statistics Theory · Mathematics 2016-06-24 Donata Puplinskaitė , Donatas Surgailis

This work investigates the stability of (discrete) empirical interpolation for nonlinear model reduction and state field approximation from measurements. Empirical interpolation derives approximations from a few samples (measurements) via…

Numerical Analysis · Mathematics 2020-05-20 Benjamin Peherstorfer , Zlatko Drmač , Serkan Gugercin

We consider how some methods of uniform and nonuniform interpolation by translates of radial basis functions -- specifically the so-called general multiquadrics -- perform in the presence of certain types of noise. These techniques provide…

Classical Analysis and ODEs · Mathematics 2018-02-14 Jean-Luc Bouchot , Keaton Hamm

We consider anisotropic self-similar random fields, in particular, the fractional Brownian sheet. This Gaussian field is an extension of fractional Brownian motion. We prove some properties of covariance function for self-similar fields…

Probability · Mathematics 2014-03-06 Vitalii Makogin , Yuliya Mishura

In this paper, we study the arithmetics of skew polynomial rings over finite fields, mostly from an algorithmic point of view. We give various algorithms for fast multiplication, division and extended Euclidean division. We give a precise…

Number Theory · Mathematics 2012-12-17 Xavier Caruso , Jérémy Le Borgne

Progress in the research area of colloidal dispersions in external fields within the last years is reviewed. Colloidal dispersions play a pivotal role as model systems for phase transitions in classical statistical mechanics. In recent…

Soft Condensed Matter · Physics 2013-11-26 Hartmut Löwen

Irregularly sampling a spatially stationary random field does not yield a graph stationary signal in general. Based on this observation, we build a definition of graph stationarity based on intrinsic stationarity, a less restrictive…

Signal Processing · Electrical Eng. & Systems 2018-09-26 Alexander Serrano , Benjamin Girault , Antonio Ortega

We study the probability distribution of the maximum $M_S $ of a smooth stationary Gaussian field defined on a fractal subset $S$ of $\R^n$. Our main result is the equivalent of the asymptotic behavior of the tail of the distribution…

Probability · Mathematics 2011-09-20 Jean-Marc Azaïs , Mario Wschebor

For over a century, extrapolation methods have provided a powerful tool to improve the convergence order of a numerical method. However, these tools are not well-suited to modern computer codes, where multiple continua are discretised and…

A general mean field theory is presented for the construction of equilibrium coarse grained models. Inverse methods that reconstruct microscopic models from low resolution experimental data can be derived as particular implementations of…

Statistical Mechanics · Physics 2010-07-13 Luca Larini , Vinod Krishna

Approximating field variables and data vectors from sparse samples is a key challenge in computational science. Widely used methods such as gappy proper orthogonal decomposition and empirical interpolation rely on linear approximation…

Numerical Analysis · Mathematics 2024-12-16 Paul Schwerdtner , Serkan Gugercin , Benjamin Peherstorfer

The integration of renewable energy sources and distributed generation in the power system calls for fast and reliable predictions of grid dynamics to achieve efficient control and ensure stability. In this work, we present a novel…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Carlos Moreno-Blazquez , Filiberto Fele , Teodoro Alamo

This paper deals with modelling and reconstruction of strain fields, relying upon data generated from neutron Bragg-edge measurements. We propose a probabilistic approach in which the strain field is modelled as a Gaussian process, assigned…

Data Analysis, Statistics and Probability · Physics 2018-11-06 Carl Jidling , Johannes Hendriks , Niklas Wahlström , Alexander Gregg , Thomas B. Schön , Christopher Wensrich , Adrian Wills

I begin by summarizing key ideas of the paper under discussion. Then I will talk about a graphical modeling perspective, posterior contraction rates and alternative methods of aggregation. Moreover, I will also discuss possible applications…

Other Statistics · Statistics 2018-07-02 William Weimin Yoo

Variance partitioning methods, which are built upon multivariate statistics, have been widely applied in different taxa and habitats in community ecology. Here, I performed a literature review on the development and application of the…

Populations and Evolution · Quantitative Biology 2014-03-31 Youhua Chen

In this paper, we consider the state-dependent reflecting random walk on a half-strip. We provide explicit criteria for (positive) recurrence, and an explicit expression for the stationary distribution. As a consequence, the light-tailed…

Probability · Mathematics 2013-01-31 Wenming Hong , Meijuan Zhang , Yiqiang Q. Zhao