Related papers: Adaptive test for ergodic diffusions plus noise
We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…
This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…
We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…
We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…
We explore unsupervised speech enhancement using diffusion models as expressive generative priors for clean speech. Existing approaches guide the reverse diffusion process using noisy speech through an approximate, noise-perturbed…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…
In this work, we study non-parametric hypothesis testing problem with distribution function constraints. The empirical likelihood ratio test has been widely used in testing problems with moment (in)equality constraints. However, some…
We take into consideration generalization bounds for the problem of the estimation of the drift component for ergodic stochastic differential equations, when the estimator is a ReLU neural network and the estimation is non-parametric with…
Given the importance of continuous-time stochastic volatility models to describe the dynamics of interest rates, we propose a goodness-of-fit test for the parametric form of the drift and diffusion functions, based on a marked empirical…
The problem of estimating the eddy diffusivity from Lagrangian observations in the presence of measurement error is studied in this paper. We consider a class of incompressible velocity fields for which is can be rigorously proved that the…
Systems described by equations involving both multiplicative and additive noise are common in nature. Examples include convection of a passive scalar field, polymersin turbulent flow, and noise in dye lasers. In this paper the one component…
A general theory of efficient estimation for ergodic diffusion processes sampled at high frequency with an infinite time horizon is presented. High frequency sampling is common in many applications, with finance as a prominent example. The…
The symmetric exclusion process and the voter model are two interacting particle systems for which a dual finite particle system allows one to characterize its invariant measures. Adding spontaneous births and deaths to the two processes…
This paper investigates the effectiveness of factorial speech processing models in noise-robust automatic speech recognition tasks. For this purpose, the paper proposes an idealistic approach for modeling state-conditional observation…
Denoising diffusion models are a popular class of generative models providing state-of-the-art results in many domains. One adds gradually noise to data using a diffusion to transform the data distribution into a Gaussian distribution.…
The present note reviews recent results on resonances for one-dimensional quantum ergodic systems constrained to a large box. We restrict ourselves to one dimensional models in the discrete case. We consider two type of ergodic potentials…
We consider stationary stochastic dynamical systems evolving on a compact metric space, by perturbing a deterministic dynamics with a random noise, added according to an arbitrary probabilistic distribution. We prove the maximal and…
We study the problem of parameter estimation for a univariate discretely observed ergodic diffusion process given as a solution to a stochastic differential equation. The estimation procedure we propose consists of two steps. In the first…
New tests are developed for two-way ANOVA models with heterogeneous error variances. The testing problems are considered for testing the significant interaction effects, simple effects, and treatment effects. The likelihood ratio tests…