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Symbolic control problems aim to synthesize control policies for dynamical systems under complex temporal specifications. For such problems, Signal Temporal Logic (STL) is increasingly used as the formal specification language due to its…

Systems and Control · Electrical Eng. & Systems 2023-05-17 Shirantha Welikala , Hai Lin , Panos J. Antsaklis

Symbolic regression is a powerful tool for discovering governing equations directly from data, but its sensitivity to noise hinders its broader application. This paper introduces a Sequential Monte Carlo (SMC) framework for Bayesian…

Machine Learning · Computer Science 2025-12-12 Geoffrey F. Bomarito , Patrick E. Leser

The definition of complexity through Statistical Complexity Measures (SCM) has recently seen major improvements. Mostly, effort is concentrated in measures on time series. We propose a SCM definition for spatial dynamical systems. Our…

Statistical Mechanics · Physics 2015-06-17 A. Arbona , C. Bona , B. Miñano , A. Plastino

Analyzing polytomous response from a complex survey scheme, like stratified or cluster sampling is very crucial in several socio-economics applications. We present a class of minimum quasi weighted density power divergence estimators for…

Methodology · Statistics 2019-04-05 Elena Castilla , Abhik Ghosh , Nirian Martin , Leandro Pardo

We present an efficient score statistic, called the $\textsf{S}^3 \textsf{T}$ statistic, to detect the emergence of a spatially and temporally correlated signal from either fixed-sample or sequential data. The signal may cause a men shift…

Statistics Theory · Mathematics 2018-04-13 Junzhuo Chen , Seong-Hee Kim , Yao Xie

We provide a unified approach to S-estimation in balanced linear models with structured covariance matrices. Of main interest are S-estimators for linear mixed effects models, but our approach also includes S-estimators in several other…

Statistics Theory · Mathematics 2022-08-04 Hendrik Paul Lopuhaä , Valerie Gares , Anne Ruiz-Gazen

The estimation of signal dimension under heavy-tailed latent factor models is studied. As a primary contribution, robust extensions of an earlier estimator based on Gaussian Stein's unbiased risk estimation are proposed. These novel…

Statistics Theory · Mathematics 2022-03-31 Joni Virta , Niko Lietzen , Henri Nyberg

An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…

Statistics Theory · Mathematics 2014-07-02 Markus Bibinger , Nikolaus Hautsch , Peter Malec , Markus Reiß

Traditional regression models assume stationary relationships between predictors and responses, failing to capture the spatial heterogeneity present in many environmental, epidemiological, and ecological processes. To address this…

Methodology · Statistics 2025-05-27 Justice Akuoko-Frimpong , Edward Shao , Jonathan Ta

In this work we define a spatial concordance coefficient for second-order stationary processes. This problem has been widely addressed in a non-spatial context, but here we consider a coefficient that for a fixed spatial lag allows one to…

Methodology · Statistics 2019-05-14 Ronny Vallejos , Javier Pérez , Aaron M. Ellison , Andrew D. Richardson

The marginal structure quantile model (MSQM) provides a unique lens to understand the causal effect of a time-varying treatment on the full distribution of potential outcomes. Under the semiparametric framework, we derive the efficiency…

Methodology · Statistics 2024-02-13 Chao Cheng , Liangyuan Hu , Fan Li

High-breakdown-point estimators of multivariate location and shape matrices, such as the MM-estimator with smooth hard rejection and the Rocke S-estimator, are generally designed to have high efficiency at the Gaussian distribution.…

Statistics Theory · Mathematics 2023-05-16 Justin A. Fishbone , Lamine Mili

A class of R-estimators based on the concepts of multivariate signed ranks and the optimal rank-based tests developed in Hallin and Paindaveine [Ann. Statist. 34 (2006)] is proposed for the estimation of the shape matrix of an elliptical…

Statistics Theory · Mathematics 2011-11-10 Marc Hallin , Hannu Oja , Davy Paindaveine

We develop a convex framework for spatially varying coefficient quantile regression that, for each predictor, separates a location-invariant \emph{global} effect from a \emph{spatial deviation}. An adaptive group penalty selects whether a…

Methodology · Statistics 2025-11-26 Hou Jian , Meng Tan , Tian Maozai

An explicit optimal linear spatial predictor is derived. The spatial correlations are imposed by means of Gibbs energy functionals with explicit coupling coefficients instead of covariance matrices. The model inference process is based on…

Data Analysis, Statistics and Probability · Physics 2007-05-23 D. T. Hristopulos , S. N. Elogne

Spatial autocorrelation coefficients such as Moran's index proved to be an eigenvalue of the spatial correlation matrixes. An eigenvalue represents a kind of characteristic length for quantitative analysis. However, if a spatial correlation…

Physics and Society · Physics 2021-02-04 Yanguang Chen

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

We present a method to determine fixed points in spatiotemporal signals. A 144-dimensioanl simulated signal, similar to a Kueppers-Lortz instability, is analyzed and its fixed points are reconstructed.

Chaotic Dynamics · Physics 2009-10-31 A. Hutt , m. Svensen , F. Kruggel , R. Friedrich

In this work, we study a family of wireless channel simulation models called geometry-based stochastic channel models (GBSCMs). Compared to more complex ray-tracing simulation models, GBSCMs do not require an extensive characterization of…

Information Theory · Computer Science 2018-06-12 Paul Ferrand

This article studies the \emph{robust covariance matrix estimation} of a data collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i \in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random…

Probability · Mathematics 2022-04-12 Cosme Louart , Romain Couillet
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