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A common problem in data analysis is that the functional form, as well as the parameter values, of the underlying model which should describe a dataset is not known a priori. In these cases some extra uncertainty must be assigned to the…

Data Analysis, Statistics and Probability · Physics 2015-05-20 P. D. Dauncey , M. Kenzie , N. Wardle , G. J. Davies

The paper studies coincidence points of parameterized set-valued mappings (multifunctions), which provide an extended framework to cover several important topics in variational analysis and optimization that include the existence of…

Optimization and Control · Mathematics 2022-03-23 Aram V. Arutyunov , Boris S. Mordukhovich , Sergey E. Zhukovskiy

Inspired by the classical Poincar\'e criterion about the instability of orientation preserving minimizing closed geodesics on surfaces, we investigate the relation intertwining the instability and the variational properties of periodic…

Dynamical Systems · Mathematics 2019-07-15 Alessandro Portaluri , Li Wu , Ran Yang

We study a nonparametric Bayesian approach to estimation of the volatility function of a stochastic differential equation driven by a gamma process. The volatility function is modelled a priori as piecewise constant, and we specify a gamma…

Statistics Theory · Mathematics 2023-10-18 Denis Belomestny , Shota Gugushvili , Moritz Schauer , Peter Spreij

It is be shown that the sequence of Bernstein polynomials for a function of several variables converges to this function uniformly along with every partial derivative of any order, provided that the latter derivative is well defined and…

Probability · Mathematics 2016-10-18 Alexander Veretennikov , Evguenia Veretennikova

In the present article, a new method for the evaluation of fractional derivatives of arbitrary real order is proposed. Numerous but inequivalent formulations have been given in the past. Some of them exhibit unsatisfactory properties such…

Functional Analysis · Mathematics 2021-05-04 Cyril Belardinelli

The prevalence of spatially referenced multivariate data has impelled researchers to develop a procedure for the joint modeling of multiple spatial processes. This ordinarily involves modeling marginal and cross-process dependence for any…

Methodology · Statistics 2020-07-10 Ghulam A. Qadir , Ying Sun

Phase fractions, compositions and energies of the stable phases as a function of macroscopic composition, temperature, and pressure (X-T-P) are the principle correlations needed for the design of new materials and improvement of existing…

Materials Science · Physics 2020-02-04 Noah H Paulson , Brandon J Bocklund , Richard A Otis , Zi-Kui Liu , Marius Stan

Nonlinear dynamical systems, ranging from insect populations to lasers and chemical reactions, might exhibit sensitivity to small perturbations in their control parameters, resulting in uncertainties on the predictability of tunning…

Chaotic Dynamics · Physics 2014-03-10 E. S. Medeiros , I. L. Caldas , M. S. Baptista

A commonly-used representation for motion prediction of actors is a sequence of waypoints (comprising positions and orientations) for each actor at discrete future time-points. While this approach is simple and flexible, it can exhibit…

Computer Vision and Pattern Recognition · Computer Science 2022-03-08 Zhaoen Su , Chao Wang , Henggang Cui , Nemanja Djuric , Carlos Vallespi-Gonzalez , David Bradley

We present a simple feedback description of parametric instabilities which can be applied to a variety of optical systems. Parametric instabilities are of particular interest to the field of gravitational-wave interferometry where high…

General Relativity and Quantum Cosmology · Physics 2010-02-10 M. Evans , L. Barsotti , P. Fritschel

We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on functional kernel nonparametric regression estimation techniques where…

Statistics Theory · Mathematics 2007-06-13 Anestis Antoniadis , Efstathios Paparoditis , Theofanis Sapatinas

The Bernoulli filter is a Bayes filter for joint detection and tracking of a target in the presence of false and miss detections. This paper presents a mathematical formulation of the Bernoulli filter in the framework of possibility theory,…

Information Theory · Computer Science 2019-11-12 Branko Ristic , Jeremie Houssineau , Sanjeev Arulampalam

The fundamental principles of complementarity and uncertainty are shown to be related to the possibility of joint unsharp measurements of pairs of noncommuting quantum observables. A new joint measurement scheme for complementary…

Quantum Physics · Physics 2009-11-07 P. Busch , C. R. Shilladay

For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant…

Dynamical Systems · Mathematics 2018-04-05 Michel Benaïm , Fritz Colonius , Lettau Ralph

A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…

Probability · Mathematics 2016-09-13 Luisa Beghin , Claudio Macci

In this article we look at stochastic processes with uncertain parameters, and consider different ways in which information is obtained when carrying out observations. For example we focus on the case of a the random evolution of a traded…

Mathematical Finance · Quantitative Finance 2024-07-08 Will Hicks

We present some forms of uncertainty principle which involve in a new way localization operators, the concept of $\varepsilon$-concentration and the standard deviation of $L^2$ functions. We show how our results improve the classical…

Functional Analysis · Mathematics 2015-10-12 Paolo Boggiatto , Evanthia Carypis , Alessandro Oliaro

Shape-invariant signals under Fourier transform are investigated leading to a class of eigenfunctions for the Fourier operator. The classical uncertainty Gabor-Heisenberg principle is revisited and the concept of isoresolution in joint…

Classical Analysis and ODEs · Mathematics 2015-02-18 L. R. Soares , H. M. de Oliveira , R. J. Cintra , R. M. Campello de Souza

Uncertainty quantification by ensemble learning is explored in terms of an application from computational optical form measurements. The application requires to solve a large-scale, nonlinear inverse problem. Ensemble learning is used to…

Machine Learning · Computer Science 2021-03-03 Lara Hoffmann , Ines Fortmeier , Clemens Elster
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