Related papers: Stochastic Integral Operator Model for IS, US and …
Ising models describe the joint probability distribution of a vector of binary feature variables. Typically, not all the variables interact with each other and one is interested in learning the presumably sparse network structure of the…
In longitudinal study, it is common that response and covariate are not measured at the same time, which complicates the analysis to a large extent. In this paper, we take into account the estimation of generalized varying coefficient model…
We analyze the properties of arguably the simplest bilinear stochastic multiplicative process, proposed as a model of financial returns and of other complex systems combining both nonlinearity and multiplicative noise. By construction, it…
We compute probabilistic controlled invariant sets for nonlinear systems using Gaussian process state space models, which are data-driven models that account for unmodeled and unknown nonlinear dynamics. We propose a semidefinite…
Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
Integrating measurements and historical data can enhance control systems through learning-based techniques, but ensuring performance and safety is challenging. Robust model predictive control strategies, like stochastic model predictive…
We present a multichannel model for elastic interactions, comprised of an arbitrary number of coupled finite square-well potentials, and derive semi-analytic solutions for its scattering behavior. Despite the model's simplicity, it is…
We present and rigorously analyze the behavior of a distributed, stochastic algorithm for separation and integration in self-organizing particle systems, an abstraction of programmable matter. Such systems are composed of individual…
We study a Monte Carlo algorithm for simulation of probability distributions based on stochastic step functions, and compare to the traditional Metropolis/Hastings method. Unlike the latter, the step function algorithm can produce an…
In this paper, we give a new covariation spectral representation of some non stationary symmetric $\alpha$-stable processes (S$\alpha$S). This representation is based on a weaker covariation pseudo additivity condition which is more general…
We study direct and inverse scattering problem for systems of interacting particles, having web-like structure. Such systems consist of a finite number of semi-infinite chains attached to the central part formed by a finite number of…
In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…
A scattering event in a quantum field theory is a coherent superposition of all processes consistent with its symmetries and kinematics. While real-time simulations have progressed toward resolving individual channels, existing approaches…
We consider the application of compressed sensing (CS) to the estimation of doubly selective channels within pulse-shaping multicarrier systems (which include OFDM systems as a special case). By exploiting sparsity in the delay-Doppler…
We consider integrals of products of Bessel functions and of spherical Bessel functions, combined with a Gaussian factor guaranteeing convergence at infinity. Explicit representations are obtained for the integrals, building on those in the…
We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…
Gaussian processes appear as building blocks in various stochastic models and have been found instrumental to account for imprecisely known, latent functions. It is often the case that such functions may be directly or indirectly evaluated,…
Integrated sensing and communications (ISAC) is recognized as a key enabling technology for future wireless networks. To shed light on the fundamental performance limits of ISAC systems, this paper studies the deterministic-random tradeoff…
Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous functions with values in the Kondratiev space of stochastic…