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The standard geometrodynamics is transformed into a theory of conformal geometrodynamics by extending the ADM phase space for canonical general relativity to that consisting of York's mean exterior curvature time, conformal three-metric and…
A promising step from linear towards nonlinear data-driven control is via the design of controllers for linear parameter-varying (LPV) systems, which are linear systems whose parameters are varying along a measurable scheduling signal.…
The Loewner equation, in its stochastic incarnation introduced by Schramm, is an insightful method for the description of critical random curves and interfaces in two-dimensional statistical mechanics. Two features are crucial, namely…
This paper focuses on representing the $L^{\infty}$-norm of finite-dimensional linear time-invariant systems with parameter-dependent coefficients. Previous studies tackled the problem in a non-parametric scenario by simplifying it to…
Background: It has long been advised to account for baseline covariates in the analysis of confirmatory randomised trials, with the main statistical justifications being that this increases power and, when a randomisation scheme balanced…
Two adaptive bandwidth selection methods for nonparametric estimators in locally stationary processes are proposed. We investigate a cross validation approach and a method based on contrast minimization and derive asymptotic properties of…
The L-curve method is a well-known heuristic method for choosing the regularization parameter for ill-posed problems by selecting it according to the maximal curvature of the L-curve. In this article, we propose a simplified version that…
Covariate-adaptive randomization (CAR) procedures are frequently used in comparative studies to increase the covariate balance across treatment groups. However, because randomization inevitably uses the covariate information when forming…
Compositional data have two unique characteristics compared to typical multivariate data: the observed values are nonnegative and their summand is exactly one. To reflect these characteristics, a specific regularized regression model with…
Covariant Lyapunov vectors characterize the directions along which perturbations in dynamical systems grow. They have also been studied as predictors of critical transitions and extreme events. For many applications like, for example,…
We propose a covariant algorithm for relativistic ideal measurements and for relativistic continuous measurements, its non-relativistic limit results the algorithm of the Event-Enhanced Quantum Theory. Therefore an additional intrinsic…
We introduce a new tool for the quantitative characterisation of the departure form Markovianity of a given dynamical process. Our tool can be applied to a generic $N$-level system and extended straightforwardly to Gaussian…
Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…
We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…
Estimating the parameters of nonlinear block-oriented state-space models from input-output data typically involves solving a highly non-convex optimization problem, which is prone to poor local minima and slow convergence. This paper…
Multi-wave inverse problems are indirect imaging methods using the interaction of two different imaging modalities. One brings spatial accuracy, and the other contrast sensitivity. The inversion method typically involve two steps. The first…
A new parameter choice rule for inverse problems is introduced. This parameter choice rule was developed for total variation regularization in electron tomography and might in general be useful for $L^1$ regularization of inverse problems…
The various phase spaces involved in the dynamics of parametrized nonrelativistic Hamiltonian systems are displayed by using Crnkovic and Witten's covariant canonical formalism. It is also pointed out that in Dirac's canonical formalism…
We consider the linear and quadratic higher order terms associated to the response of the statistical properties of a dynamical system to suitable small perturbations. These terms are related to the first and second derivative of the…
Lancaster (2002} proposes an estimator for the dynamic panel data model with homoskedastic errors and zero initial conditions. In this paper, we show this estimator is invariant to orthogonal transformations, but is inefficient because it…