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Dynamic Linear Models (DLMs) are commonly employed for time series analysis due to their versatile structure, simple recursive updating, ability to handle missing data, and probabilistic forecasting. However, the options for count time…
To overcome computational challenges of Optimal Transport (OT), several variants of Sliced Wasserstein (SW) has been developed in the literature. These approaches exploit the closed-form expression of the univariate OT by projecting…
Multiple sequences alignment (MSA) is a traditional and challenging task for time-series analyses. The MSA problem is formulated as a discrete optimization problem and is typically solved by dynamic programming. However, the computational…
The concept of distance covariance/correlation was introduced recently to characterize dependence among vectors of random variables. We review some statistical aspects of distance covariance/correlation function and we demonstrate its…
The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…
Temporal difference learning (TD) is a simple iterative algorithm used to estimate the value function corresponding to a given policy in a Markov decision process. Although TD is one of the most widely used algorithms in reinforcement…
This paper studies the problem of verifying dissipativity of linear time-invariant (LTI) systems using input-output data. We leverage behavioral systems theory to express dissipativity in terms of quadratic difference forms (QDFs), allowing…
Many new models of wave turbulence -- frozen, mesoscopic, laminated, decaying, sand-pile, etc. -- have been developed in the last decade aiming to solve problems seemingly not solvable in the framework of the existing wave turbulence theory…
The dual-tree complex wavelet transform (DTCWT) is an enhancement of the conventional discrete wavelet transform (DWT) due to a higher degree of shift-invariance and a greater directional selectivity, finding its applications in signal and…
Sliced-Wasserstein distance (SW) and its variant, Max Sliced-Wasserstein distance (Max-SW), have been used widely in the recent years due to their fast computation and scalability even when the probability measures lie in a very high…
Time series with large discontinuities are common in many scenarios. However, existing distance-based algorithms (e.g., DTW and its derivative algorithms) may perform poorly in measuring distances between these time series pairs. In this…
A discrete time crystal (DTC) repeats itself with a rigid rhythm, mimicking a ticking clock set by the interplay between its internal structures and an external force. DTCs promise profound applications in precision time-keeping and other…
Distance weighted discrimination (DWD) is a margin-based classifier with an interesting geometric motivation. DWD was originally proposed as a superior alternative to the support vector machine (SVM), however DWD is yet to be popular…
Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…
Wasserstein distance, which measures the discrepancy between distributions, shows efficacy in various types of natural language processing (NLP) and computer vision (CV) applications. One of the challenges in estimating Wasserstein distance…
We study the behavior of dynamical systems under time reparameterizations, which is important not only to characterize chaos in relativistic systems but also to probe the invariance of dynamical quantities. We first show that time…
Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a…
We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…
A variant of the divergence theory for vacuum-condensation developed in a previous communication is analyzed from the viewpoint of a 'time' asymmetric law in vacuum. This law is found to establish a substantial distinction between…
A novel linear classification method that possesses the merits of both the Support Vector Machine (SVM) and the Distance-weighted Discrimination (DWD) is proposed in this article. The proposed Distance-weighted Support Vector Machine method…