Related papers: Space-time max-stable models with spectral separab…
This paper introduces a new framework for analyzing the stability of discrete-time model predictive controllers acting on continuous-time systems. The proposed framework introduces the distinction between discretization time (used to…
We present a simple dynamical model to address the question of introducing a stochastic nature in a time variable. This model includes noise in the time variable but not in the "space" variable, which is opposite to the normal description…
With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…
Spontaneous pattern formation in a variety of spatially extended nonlinear system always occurs through a modulation instability: homogeneous state of the system becomes unstable with respect to growing modulation modes. Therefore, the…
Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…
Periodically forced turbulence is used as a test case to evaluate the predictions of two-equation and multiple-scale turbulence models in unsteady flows. The limitations of the two-equation model are shown to originate in the basic…
Deep learning methods achieve remarkable predictive performance in modeling complex, large-scale data. However, assessing the quality of derived models has become increasingly challenging, as more classical statistical assumptions may no…
This topic review communicates working experiences regarding interaction of a multiplicity of processes. Our experiences come from climate change modelling, materials science, cell physiology and public health, and macroeconomic modelling.…
Spatio-temporal problems exist in many areas of knowledge and disciplines ranging from biology to engineering and physics. However, solution strategies based on classical statistical techniques often fall short due to the large number of…
Invertibility conditions for observation-driven time series models often fail to be guaranteed in empirical applications. As a result, the asymptotic theory of maximum likelihood and quasi-maximum likelihood estimators may be compromised.…
This paper deals with the question of conditional sampling and prediction for the class of stationary max-stable processes which allow for a mixed moving maxima representation. We develop an exact procedure for conditional sampling using…
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…
We introduce a Bayesian approach for analyzing high-dimensional multinomial data that are referenced over space and time. In particular, the proportions associated with multinomial data are assumed to have a logit link to a latent…
We present a new methodology and accompanying theory to test for separability of spatio-temporal functional data. In spatio-temporal statistics, separability is a common simplifying assumption concerning the covariance structure which, if…
Although the notion of diagnostic problem has been extensively investigated in the context of static systems, in most practical applications the behavior of the modeled system is significantly variable during time. The goal of the paper is…
Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…
This paper presents a novel method for introducing time into discrete and continuous spatial representations used in mobile robotics, by modelling long-term, pseudo-periodic variations caused by human activities. Unlike previous approaches,…
We present simple classical dynamical models to address the question of introducing a stochastic nature in a time variable. These models include noise in the time variable but not in the "space" variable, which is opposite to the normal…
The analogue of temporal coherence resonance for spatial degrees of freedom is reported. Specifically, we show that spatiotemporal noise is able to optimally extract an intrinsic spatial scale in nonlinear media close to (but before) a…
We introduce a probabilistic generative model for disentangling spatio-temporal disease trajectories from series of high-dimensional brain images. The model is based on spatio-temporal matrix factorization, where inference on the sources is…