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Reverberant sound fields are often modeled as isotropic. However, it has been observed that spatial properties change during the decay of the sound field energy, due to non-isotropic attenuation in non-ideal rooms. In this letter, a model…

Sound · Computer Science 2015-08-26 Sam Nees , Andreas Schwarz , Walter Kellermann

Physical processes rarely occur in isolation, rather they influence and interact with one another. Thus, there is great benefit in modeling potential dependence between both spatial locations and different processes. It is the interaction…

We present a multivariate Gaussian process regression approach for parameter field reconstruction based on the field's measurements collected at two different scales, the coarse and fine scales. The proposed approach treats the parameter…

Methodology · Statistics 2018-04-19 David A. Barajas-Solano , Alexandre M. Tartakovsky

In frequency domain analysis for spatial data, spectral averages based on the periodogram often play an important role in understanding spatial covariance structure, but also have complicated sampling distributions due to complex variances…

Statistics Theory · Mathematics 2025-04-29 Souvick Bera , Daniel J. Nordman , Soutir Bandyopadhyay

We introduce the notion of symmetric covariation, which is a new measure of dependence between two components of a symmetric $\alpha$-stable random vector, where the stability parameter $\alpha$ measures the heavy-tailedness of its…

Statistics Theory · Mathematics 2021-05-20 Yujia Ding , Qidi Peng

The concept of coherence is one of cornerstones in physics. The development of quantum information science has lead to renewed interest in properly approaching the coherence at the quantum level. Various measures could be proposed to…

Quantum Physics · Physics 2016-04-06 Alexey E. Rastegin

The variance--covariance matrix plays a central role in the inferential theories of high-dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many…

Methodology · Statistics 2012-03-15 Jianqing Fan , Yuan Liao , Martina Mincheva

So far, the pseudo cross-variogram is primarily used as a tool for the structural analysis of multivariate random fields. Mainly applying recent theoretical results on the pseudo cross-variogram, we use it as a cornerstone in the…

Statistics Theory · Mathematics 2022-07-07 Christopher Dörr , Martin Schlather

We introduce a rigorous framework for the quantification of coherence and identify intuitive and easily computable measures of coherence. We achieve this by adopting the viewpoint of coherence as a physical resource. By determining defining…

Quantum Physics · Physics 2014-10-07 T. Baumgratz , M. Cramer , M. B. Plenio

Traditional saliency map methods, popularized in computer vision, highlight individual points (pixels) of the input that contribute the most to the model's output. However, in time series, they offer limited insights, as semantically…

Machine Learning · Computer Science 2026-05-08 Christodoulos Kechris , Jonathan Dan , David Atienza

This study develops a spatially varying coefficient model by extending the random effects eigenvector spatial filtering model. The developed model has the following properties: its coefficients are interpretable in terms of the Moran…

We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…

Methodology · Statistics 2020-07-29 Evandro Konzen , Jian Qing Shi , Zhanfeng Wang

For multivariate stationary time series many important properties, such as partial correlation, graphical models and autoregressive representations are encoded in the inverse of its spectral density matrix. This is not true for…

Statistics Theory · Mathematics 2022-10-11 Jonas Krampe , Suhasini Subba Rao

Quantifying quantum coherence is a key task in the resource theory of coherence. Here we establish a good coherence monotone in terms of a state conversion process, which automatically endows the coherence monotone with an operational…

Quantum Physics · Physics 2020-07-01 Deng-hui Yu , Li-qiang Zhang , Chang-shui Yu

Time evolving surfaces can be modeled as two-dimensional Functional time series, exploiting the tools of Functional data analysis. Leveraging this approach, a forecasting framework for such complex data is developed. The main focus revolves…

Methodology · Statistics 2023-07-19 Niccolò Ajroldi , Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

As the hunt for an Earth-like exoplanets has intensified in recent years, so has the effort to characterise and model the stellar signals that can hide or mimic small planetary signals. Stellar variability arises from a number of sources,…

Solar and Stellar Astrophysics · Physics 2024-04-19 Niamh K. O'Sullivan , Suzanne Aigrain

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…

Statistics Theory · Mathematics 2016-12-22 Tung Pham , Victor Panaretos

We develop a rigorous connection between statistical properties of an interference pattern and the coherence properties of the underlying quantum state. With explicit examples, we demonstrate that even for inaccurate reconstructions of…

Quantum Physics · Physics 2015-11-25 Kai von Prillwitz , Łukasz Rudnicki , Florian Mintert

Functional data, with basic observational units being functions (e.g., curves, surfaces) varying over a continuum, are frequently encountered in various applications. While many statistical tools have been developed for functional data…

Methodology · Statistics 2016-06-10 Jingjing Yang , Hongxiao Zhu , Taeryon Choi , Dennis D. Cox

Quantum coherence is an essential ingredient in quantum information processing and plays a central role in emergent fields such as nanoscale thermodynamics and quantum biology. However, our understanding and quantitative characterization of…

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