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We consider a stationary and isotropic spatial point process, whose a realisation is observed within a large window. In order to predict its local intensity, we propose to define the first- and second-order characteristics of a random…
We show that for a large class of marked point processes there exists a random measure m with the predictable representation property such that iterated integrals with respect to m span the space of square integrable random variables.
This paper presents a fully distributed resource discovery and reservation system. Verification of such a system is important to ensure the execution of distributed applications on a set of resources in appropriate conditions. A semi-formal…
The intensity of a Gibbs point process is usually an intractable function of the model parameters. For repulsive pairwise interaction point processes, this intensity can be expressed as the Laplace transform of some particular function.…
In real-world scenario, many phenomena produce a collection of events that occur in continuous time. Point Processes provide a natural mathematical framework for modeling these sequences of events. In this survey, we investigate…
Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as for example the energy dissipation field of fully developed turbulence. A dynamical generalisation of these models is…
In general, many dynamic processes are involved with interacting variables, from physical systems to sociological analysis. The interplay of components in the system can give rise to confounding dynamic behavior. Many approaches model…
This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…
This chapter focuses on the mathematical modelling of active particles (or agents) in crowded environments. We discuss several microscopic models found in literature and the derivation of the respective macroscopic partial differential…
This paper introduces a novel approach to investigate the dynamics of state distributions, which accommodate both cross-sectional distributions of repeated panels and intra-period distributions of a time series observed at high frequency.…
Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…
In this paper, we propose a semi-parametric model for autonomous nonlinear dynamical systems and devise an estimation procedure for model fitting. This model incorporates subject-specific effects and can be viewed as a nonlinear…
New time-dependent integrals of motion are found for stimulated Raman scattering. Explicit formula for the photon-number probability distribution as a function of the laser-field intensity and the medium parameters is obtained in terms of…
This paper deals with feature selection procedures for spatial point processes intensity estimation. We consider regularized versions of estimating equations based on Campbell theorem derived from two classical functions: Poisson likelihood…
Self-exciting point processes are widely used to model the contagious effects of crime events living within continuous geographic space, using their occurrence time and locations. However, in urban environments, most events are naturally…
In this article, we propose a penalized high dimensional semiparametric model average quantile prediction approach that is robust for forecasting the conditional quantile of the response. We consider a two-step estimation procedure. In the…
We present new algorithms for $M$-estimators of multivariate scatter and location and for symmetrized $M$-estimators of multivariate scatter. The new algorithms are considerably faster than currently used fixed-point and related algorithms.…
We propose a technique of compensating the spurious reflections implied by the multiple-scattering (MS) method, commonly used for analyzing finite photonic crystal (PC) systems, to obtain exact values of characteristic parameters, such as…
Within the applications of spatial point processes, it is increasingly becoming common that events are labeled by marks, prompting an exploration beyond the spatial distribution of events by incorporating the marks in the undertaken…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…