Related papers: Modulus of continuity of some conditionally sub-Ga…
We study the regularity properties of Gaussian fields defined over spheres cross time. In particular, we consider two alternative spectral decompositions for a Gaussian field on $\mathbb{S}^d \times \mathbb{R}$. For each decomposition, we…
This paper is concerned with sample path properties of isotropic Gaussian fields on compact two-point homogeneous spaces. In particular, we establish the property of strong local nondeterminism of an isotropic Gaussian field based on the…
In this paper, we are concerned with sample path properties of isotropic spherical Gaussian fields on $\S^2$. In particular, we establish the property of strong local nondeterminism of an isotropic spherical Gaussian field based on the…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
Motivated by the problem of robustness to deformations of the input for deep convolutional neural networks, we identify signal classes which are inherently stable to irregular deformations induced by distortion fields $\tau\in…
We find sufficient conditions for the existence of an exact uniform modulus continuity for the class of $q$-isotropic Gaussian random fields introduced in [8]. We apply the result to a $d$-dimensional version of the $B^{\gamma}$ Gaussian…
In this paper, we show how to use the framework of mod-Gaussian convergence in order to study the fluctuations of certain models of random graphs, of random permutations and of random integer partitions. We prove that, in these three…
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…
We deduce bilateral interrelations between Fourier coefficients for lacunar trigonometric series and modulus of their continuity. We obtain also as an application some conditions for continuity and discontinuity for Gaussian periodic…
This chapter presents specific aspects of Gaussian process modeling in the presence of complex noise. Starting from the standard homoscedastic model, various generalizations from the literature are presented: input varying noise variance,…
The paper presents bounds for the distributions of suprema for a particular class of sub-Gaussian type random fields defined over spaces with anisotropic metrics. The results are applied to random fields related to stochastic heat equations…
Given a martingale sequence of random fields that satisfies a natural assumption of boundedness, it is shown that the pointwise limit of this sequence can be modified in such a way that a certain class of moduli of continuity is preserved.…
This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…
For partially coherent light fields with random fluctuations, the intensity distributions and statistics have been proven to be more propagation robust compared with coherent light. However, its full potential in practical applications has…
We consider the estimation of parametric fractional time series models in which not only is the memory parameter unknown, but one may not know whether it lies in the stationary/invertible region or the nonstationary or noninvertible…
The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian random fields, expressed as solutions to stochastic partial differential equations (SPDEs), and Gaussian Markov random fields. The focus is…
We present a very simple yet powerful generalization of a previously described model and algorithm for estimation of multiple dipoles from magneto/electro-encephalographic data. Specifically, the generalization consists in the introduction…
A sufficient condition for the uniform modulus of continuity of a random field $X = \{X(t), t \in \R^N\}$ is provided. The result is applicable to random fields with heavy-tailed distribution such as stable random fields.
We study Spatial Logistic Gaussian Process (SLGP) models for non-parametric estimation of probability density fields using scattered samples of heterogeneous sizes. SLGPs are examined from the perspective of random measures and their…
Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…