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In this paper, we set up the theoretical foundations for a high-dimensional functional factor model approach in the analysis of large cross-sections (panels) of functional time series (FTS). We first establish a representation result…

Statistics Theory · Mathematics 2021-04-14 Shahin Tavakoli , Gilles Nisol , Marc Hallin

The great majority of engineered products are subject to thermo-mechanical loads which vary with the product environment during the various phases of its life-cycle (machining, assembly, intended service use...). Those load variations may…

Classical Physics · Physics 2009-05-07 Guillaume Mandil , Alain Desrochers , Alain Rivière

We develop a canonical framework for the study of the problem of registration of multiple point processes subjected to warping, known as the problem of separation of amplitude and phase variation. The amplitude variation of a real random…

Statistics Theory · Mathematics 2016-03-30 Victor M. Panaretos , Yoav Zemel

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Statistics Theory · Mathematics 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

Within an industrial manufacturing process, tolerancing is a key player. The dimensions uncertainties management starts during the design phase, with an assessment on variability of parts not yet produced. For one assembly step, we can gain…

Applications · Statistics 2019-12-20 Ambre Diet , Nicolas Couellan , Xavier Gendre , Julien Martin

We propose modeling raw functional data as a mixture of a smooth function and a highdimensional factor component. The conventional approach to retrieving the smooth function from the raw data is through various smoothing techniques.…

Methodology · Statistics 2021-02-05 Yuan Gao , Han Lin Shang , Yanrong Yang

Tolerancing of assembly mechanisms is a major interest in the product life cycle. One can distinguish several models with growing complexity, from 1-dimensional (1D) to 3-dimensional (3D) (including form deviations), and two main…

Other Computer Science · Computer Science 2010-02-02 Pierre-Antoine Adragna , Serge Samper , Maurice Pillet

Several factors make clustering of functional data challenging, including the infinite-dimensional space to which observations belong and the lack of a defined probability density function for the functional random variable. To overcome…

Methodology · Statistics 2025-02-03 Andi Mai , Lan Xue , Roger Zoh , Carmen Tekwe

Reuse of data in adaptive workflows poses challenges regarding overfitting and the statistical validity of results. Previous work has demonstrated that interacting with data via differentially private algorithms can mitigate overfitting,…

Machine Learning · Computer Science 2025-11-13 Neil G. Marchant , Benjamin I. P. Rubinstein

A prediction interval covers a future observation from a random process in repeated sampling, and is typically constructed by identifying a pivotal quantity that is also an ancillary statistic. Analogously, a tolerance interval covers a…

Methodology · Statistics 2022-01-19 Geoffrey S Johnson

Tolerance intervals provide bounds that contain a specified proportion of a population with a given confidence level, yet their construction remains challenging when parametric assumptions fail or sample sizes are small. Traditional…

Methodology · Statistics 2026-03-12 Tony Pourmohamad , Robert Richardson , Bruno Sansó

Classical field forecast evaluation relies mainly on local scores such as RMSE or MAE. These metrics severely over-penalize small spatial or temporal displacements of coherent structures, a limitation known as the double-penalty issue and…

Atmospheric and Oceanic Physics · Physics 2026-04-20 Cyril Voyant

We consider the problem of online profile monitoring of random functions that admit basis expansions possessing random coefficients for the purpose of out-of-control state detection. Our approach is applicable to a broad class of random…

Methodology · Statistics 2025-06-23 Takayuki Iguchi , Jonathan R. Stewart , Eric Chicken

Parametric statistical methods play a central role in analyzing risk through its underlying frequency and severity components. Given the wide availability of numerical algorithms and high-speed computers, researchers and practitioners often…

Applications · Statistics 2025-06-17 Michael R. Powers , Jiaxin Xu

Accounting for phase variability is a critical challenge in functional data analysis. To separate it from amplitude variation, functional data are registered, i.e., their observed domains are deformed elastically so that the resulting…

Methodology · Statistics 2021-08-13 Alexander Bauer , Fabian Scheipl , Helmut Küchenhoff , Alice-Agnes Gabriel

In many real-world applications, functional data exhibit considerable variability in both amplitude and phase. This is especially true in biomechanical data such as the knee flexion angle dataset motivating our work, where timing…

Methodology · Statistics 2025-06-18 Jacopo Gardella , Raffaele Argiento , Alessandro Casa , Alessia Pini

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

Uncertainties influencing the dynamical systems pose a significant challenge in estimating the achievable performance of a controller aiming to control such uncertain systems. When the uncertainties are of stochastic nature, obtaining hard…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Venkatraman Renganathan

The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of…

Statistical Mechanics · Physics 2025-01-15 V. V. Ryazanov

Some high-dimensional data.sets can be modelled by assuming that there are many different linear constraints, each of which is Frequently Approximately Satisfied (FAS) by the data. The probability of a data vector under the model is then…

Machine Learning · Computer Science 2013-01-14 Geoffrey E. Hinton , Yee Whye Teh