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Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…

Probability · Mathematics 2022-09-05 Patrick Cattiaux , Giovanni Conforti , Ivan Gentil , Christian Léonard

When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Andreas Gerhardus , Jonas Wahl , Jakob Runge

We introduce a new class of automated market maker (AMM), the \emph{partially active automated market maker} (PA-AMM). PA-AMM divides its reserves into two parts, the active and the passive parts, and uses only the active part for trading.…

Mathematical Finance · Quantitative Finance 2026-02-11 Sunghun Ko

The autoregressive moving average (ARMA) model takes the significant position in time series analysis for a wide-sense stationary time series. The difference operator and seasonal difference operator, which are bases of ARIMA and SARIMA…

Applications · Statistics 2021-03-03 Shixiong Wang , Chongshou Li , Andrew Lim

We develop new representations for the Levy measures of the beta and gamma processes. These representations are manifested in terms of an infinite sum of well-behaved (proper) beta and gamma distributions. Further, we demonstrate how these…

Methodology · Statistics 2012-06-22 Yingjian Wang , Lawrence Carin

In quantitative finance, we often model asset prices as a noisy Ito semimartingale. As this model is not identifiable, approximating by a time-changed Levy process can be useful for generative modelling. We give a new estimate of the…

Statistics Theory · Mathematics 2014-11-17 Adam D. Bull

We study semiparametric time series models with innovations following a log-concave distribution. We propose a general maximum likelihood framework which allows us to estimate simultaneously the parameters of the model and the density of…

Methodology · Statistics 2018-01-30 Yining Chen

We derive and analyze a new, efficient, pool-based active learning algorithm for halfspaces, called ALuMA. Most previous algorithms show exponential improvement in the label complexity assuming that the distribution over the instance space…

Machine Learning · Computer Science 2015-03-19 Alon Gonen , Sivan Sabato , Shai Shalev-Shwartz

Fitting autoregressive moving average (ARMA) time series models requires model identification before parameter estimation. Model identification involves determining the order of the autoregressive and moving average components which is…

Computation · Statistics 2024-04-09 Yin Liu , Sam Davanloo Tajbakhsh

A new portmanteau diagnostic test for vector autoregressive moving average (VARMA) models that is based on the determinant of the standardized multivariate residual autocorrelations is derived. The new test statistic may be considered an…

Statistics Theory · Mathematics 2016-11-03 Esam Mahdi , A. Ian McLeod

A scope in quality control, which has recently received a great deal of attention is profile that characterizes the quality of a product or process by a relationship between two or more variables. In this paper, we propose an EWMA chart for…

Applications · Statistics 2019-11-12 Seyed Nasser Moosavi , Mohammad Saleh Owlia , Ashkan Khalifeh

A wide range of approaches for batch processes monitoring can be found in the literature. This kind of process generates a very peculiar data structure, in which successive measurements of many process variables in each batch run are…

Methodology · Statistics 2021-09-03 Batista Nunes de Oliveira , Marcio Valk , Danilo Marcondes Filho

In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…

Probability · Mathematics 2011-04-05 Lev Sakhnovich

We compare two definitions of multistable L\'evy motions. Such processes are extensions of classical L\'evy motion where the stability index is allowed to vary in time. We show that the two multistable L\'evy motions have distinct…

Probability · Mathematics 2013-10-25 Ronan Le Guével , Jacques Lévy-Vehel , Lining Liu

Semantic segmentation of structural defects in civil infrastructure remains challenging due to variable defect appearances, harsh imaging conditions, and significant class imbalance. Current deep learning methods, despite their…

Computer Vision and Pattern Recognition · Computer Science 2025-11-10 Md Meftahul Ferdaus , Mahdi Abdelguerfi , Elias Ioup , Steven Sloan , Kendall N. Niles , Ken Pathak

It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings $I^{h,r}_{(a,b]}$ defined in $(\star)$ below. The converse implication is specified for the semigroups of…

Probability · Mathematics 2012-10-23 Zbigniew J. Jurek

The positive link prediction (PLP) problem is formulated in a system identification framework: we consider dynamic graphical models for auto-regressive moving-average (ARMA) Gaussian random processes. For the identification of the…

Optimization and Control · Mathematics 2020-04-30 Daniele Alpago , Mattia Zorzi , Augusto Ferrante

We propose a multiscale approach to time series autoregression, in which linear regressors for the process in question include features of its own path that live on multiple timescales. We take these multiscale features to be the recent…

Methodology · Statistics 2024-12-17 Rafal Baranowski , Yining Chen , Piotr Fryzlewicz

Imitation learning is becoming more and more successful for autonomous driving. End-to-end (raw signal to command) performs well on relatively simple tasks (lane keeping and navigation). Mid-to-mid (environment abstraction to mid-level…

Artificial Intelligence · Computer Science 2019-09-04 Thibault Buhet , Emilie Wirbel , Xavier Perrotton

In the present paper we obtain sufficient conditions for the existence of equivalent martingale measures for L\'{e}vy-driven moving averages and other non-Markovian jump processes. The conditions that we obtain are, under mild assumptions,…

Probability · Mathematics 2017-04-28 Andreas Basse-O'Connor , Mikkel Slot Nielsen , Jan Pedersen