Related papers: Comparing Fr\'echet-Urysohn filters with two pre-o…
A modification scheme to the ensemble Kalman filter (EnKF) is introduced based on the concept of the unscented transform (Julier et al., 2000; Julier and Uhlmann, 2004), which therefore will be called the ensemble unscented Kalman filter…
Over the last decade, both the neural network and kernel adaptive filter have successfully been used for nonlinear signal processing. However, they suffer from high computational cost caused by their complex/growing network structures. In…
We elucidate the mathematical structure of Bayesian filtering, and Bayesian inference more broadly, by applying recent work on category theoretical probability, specifically the concept of a strongly representable Markov category. We show…
In Topological Data Analysis, filtered chain complexes enter the persistence pipeline between the initial filtering of data and the final persistence invariants extraction. It is known that they admit a tame class of indecomposables, called…
The study of the global structure of ultrafilters on the natural numbers with respect to the quasi-orders of Rudin-Keisler and Rudin-Blass reducibility was initiated in the 1970s by Blass, Keisler, Kunen, and Rudin. In a 1973 paper Blass…
We unveil an alluring alternative to parametric search that applies to both the non-geodesic and geodesic Fr\'echet optimization problems. This randomized approach is based on a variant of red-blue intersections and is appealing due to its…
We establish a density variant of the Frankl-R\"{o}dl theorem on the sphere $\mathbb{S}^{n-1}$, which concerns avoiding pairs of vectors with a specific distance, or equivalently, a prescribed inner product. In particular, we establish…
We consider a nonlinear Klein--Gordon equation in the nonrelativistic limit regime with highly oscillatory initial data in the form of a modulated plane wave. In this regime, the solution exhibits rapid oscillations in both time and space,…
We study problems concerning the Samuel compactification of the automorphism group of a countable first-order structure. A key motivating question is a problem of Furstenberg and a counter-conjecture by Pestov regarding the difference…
An \emph{$n$-cube antichain} is a subset of the unit $n$-cube $[0,1]^n$ that does not contain two elements $\mathbf{x}=(x_1, x_2,\ldots, x_n)$ and $\mathbf{y}=(y_1, y_2,\ldots, y_n)$ satisfying $x_i\le y_i$ for all $i\in \{1,\ldots,n\}$.…
This short note gives a positive answer to an old question in elementary probability theory that arose in Furstenberg's seminal article "Disjointness in Ergodic Theory." As a consequence, Furstenberg's filtering theorem holds without any…
For a discrete group $G$ and a discrete $G$-space $X$, we identify the Stone-\v{C}ech compactifications $\beta G$ and $\beta X$ with the sets of all ultrafilters on $G$ and $X$, and apply the natural action of $\beta G$ on $\beta X$ to…
In this paper, we consider the task of designing a Kalman Filter (KF) for an unknown and partially observed autonomous linear time invariant system driven by process and sensor noise. To do so, we propose studying the following two step…
The reduced ring order (rr-order) is a natural partial order on a reduced ring $R$ given by $r\le_{\text{rr}} s$ if $r^2=rs$. It can be studied algebraically or topologically in rings of the form $\text{C}(X)$. The focus here is on those…
When Fourier series are used for applications in physics, involving partial differential equations, sometimes the process of resolution results in divergent series for some quantities. In this paper we argue that the use of linear low-pass…
In a recent paper, Chan, \L aba, and Pramanik investigated geometric configurations inside thin subsets of the Euclidean set possessing measures with Fourier decay properties. In this paper we ask which configurations can be found inside…
We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…
The performance of a particle filter (PF) in nonlinear and non-Gaussian environments is often affected by particle degeneracy and impoverishment problems. In this paper, these two problems are re-assessed using the concepts of importance…
We give a partial answer to the following question of Dobrinen: For a given topological Ramsey space $\mathcal{R}$, are the notions of selective for $\mathcal{R}$ and Ramsey for $\mathcal{R}$ equivalent? Every topological Ramsey space…
In this paper the relation between nonanticipative rate distortion function (RDF) and Bayesian filtering theory is investigated using the topology of weak convergence of probability measures on Polish spaces. The relation is established via…