Related papers: Tight Bounds for Averaging Multi-Frequency Differe…
Quantile aggregation with dependence uncertainty has a long history in probability theory with wide applications in finance, risk management, statistics, and operations research. Using a recent result on inf-convolution of quantile-based…
Estimation of the complete distribution of a random variable is a useful primitive for both manual and automated decision making. This problem has received extensive attention in the i.i.d. setting, but the arbitrary data dependent setting…
As a new method for detecting change-points in high-resolution time series, we apply Maximum Mean Discrepancy to the distributions of ordinal patterns in different parts of a time series. The main advantage of this approach is its…
In this paper, adapted from the author's PhD thesis, we present otherwise unpublished results relating to global control schemes, culminating in the calculation of a fault-tolerant threshold for one such scheme. As with early fault-tolerant…
We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…
By calculating the O(\alpha_s) corrections to inclusive heavy-to-light sum rules we find model independent upper and lower bounds on form factors for B to pi and B to rho. We use the bounds to rule out model predictions. Some models violate…
A novel method to solve inverse problems for the wave equation is introduced. The method is a combination of the boundary control method and an iterative time reversal scheme, leading to adaptive imaging of coefficient functions of the wave…
Time-dependent density functional theory is widely used to describe excitations of many-fermion systems. In its many applications, 3D coordinate-space representation is used, and infinite-domain calculations are limited to a finite volume…
The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…
The paper introduces a novel algorithm for computing the output admissible set of linear discrete-time systems subject to input saturation. The proposed method takes advantage of the piecewise-affine dynamics to propagate the output…
We consider realistic satellite communications systems for broadband and broadcasting applications, based on frequency-division-multiplexed linear modulations, where spectral efficiency is one of the main figures of merit. For these…
This technical note is on digital filters for the high-fidelity estimation of a sinusoidal signal's frequency in the presence of additive noise. The complex noise is assumed to be white (i.e. uncorrelated) however it need not be Gaussian.…
In this paper we propose a novel machine-learning method for anomaly detection applicable to data with periodic characteristics where randomly varying period lengths are explicitly allowed. A multi-dimensional time series analysis is…
The frequency-domain properties of nonstationary functional time series often contain valuable information. These properties are characterized through its time-varying power spectrum. Practitioners seeking low-dimensional summary measures…
Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…
This paper considers the phenomenon of distinct regional frequencies recently observed in some power systems. First, a reduced-order mathematical model describing this behaviour is developed. Then, techniques to solve the model are…
Families of regimes for discrete control systems are studied possessing a special quasi-controllability property that is similar to the Kalman controllability property. A new approach is proposed to estimate the amplitudes of transient…
We describe a Lohner-type algorithm for the computation of rigorous upper bounds for reachable set for control systems, solutions of ordinary differential inclusions and perturbations of ODEs.
Balanced truncation is one of the most common model order reduction schemes. In this paper, we study finite-frequency model order reduction (FF-MOR) problems of linear continuous-time systems within the framework of balanced truncation…
Constraints can be interpreted in a broad sense as any kind of explicit restriction over the parameters. While some constraints are defined directly on the parameter space, when they are instead defined by known behaviour on the model,…