Related papers: Multiresolution analysis of point processes and st…
A point process for event arrivals in high frequency trading is presented. The intensity is the product of a Hawkes process and high dimensional functions of covariates derived from the order book. Conditions for stationarity of the process…
Multivariate processes with long-range dependent properties are found in a large number of applications including finance, geophysics and neuroscience. For real data applications, the correlation between time series is crucial. Usual…
Level set estimation (LSE), the problem of identifying the set of input points where a function takes value above (or below) a given threshold, is important in practical applications. When the function is expensive-to-evaluate and…
Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…
Statistical depths have been well studied for multivariate and functional data over the past few decades, but remain under-explored for point processes. A first attempt on the notion of point process depth was conducted recently where the…
The spectrum and coherency are useful quantities for characterizing the temporal correlations and functional relations within and between point processes. This paper begins with a review of these quantities, their interpretation and how…
The motivation of this article is to estimate multifractality classification and model selection parameters: the first-order scaling exponent $c_1$ and the second-order scaling exponent (or intermittency coefficient) $c_2$. These exponents…
Modern high-dimensional point process data, especially those from neuroscience experiments, often involve observations from multiple conditions and/or experiments. Networks of interactions corresponding to these conditions are expected to…
We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the…
We describe here a framework for a certain class of multiscale likelihood factorizations wherein, in analogy to a wavelet decomposition of an L^2 function, a given likelihood function has an alternative representation as a product of…
We study the homogenization for a class of non-symmetric pure jump Feller processes. The jump intensity involves periodic and aperiodic constituents, as well as oscillating and non-oscillating constituents. This means that the noise can…
Many time series exhibit changes both in level and in variability. Generally, it is more important to detect a change in the level, and changing or smoothly evolving variability can confound existing tests. This paper develops a framework…
This paper introduces key machine learning operations that allow the realization of robust, joint 6D pose estimation of multiple instances of objects either densely packed or in unstructured piles from RGB-D data. The first objective is to…
We present a new theoretical and numerical assessment methodology for a one-dimensional process chain with general applicability to management problems such as the optimization of decision chains or production chains. The process is thereby…
In this paper, we conduct a simulation study with subject-level data to evaluate conventional meta-regression approaches (study-level random, fixed, and mixed effects) against seven methodology specifications new to meta-regressions that…
This paper deals with the problem of the multivariate copula density estimation. Using wavelet methods we provide two shrinkage procedures based on thresholding rules for which the knowledge of the regularity of the copula density to be…
We study multilevel techniques, commonly used in PDE multigrid literature, to solve structured optimization problems. For a given hierarchy of levels, we formulate a coarse model that approximates the problem at each level and provides a…
Evaluations of large language models (LLMs) suffer from instability, where small changes of random factors such as few-shot examples can lead to drastic fluctuations of scores and even model rankings. Moreover, different LLMs can have…
The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…
We describe a methodology for modeling the performance of decision-level data fusion between different sensor configurations, implemented as part of the JIEDDO Analytic Decision Engine (JADE). We first discuss a Bayesian network formulation…