Related papers: Spectral analysis of the zigzag process
Novel Monte Carlo methods to generate samples from a target distribution, such as a posterior from a Bayesian analysis, have rapidly expanded in the past decade. Algorithms based on Piecewise Deterministic Markov Processes (PDMPs),…
In this work, we investigate the sampling and reconstruction of spectrally $s$-sparse bandlimited graph signals governed by heat diffusion processes. We propose a random space-time sampling regime, referred to as {randomized} dynamical…
A comparison theorem for state-dependent regime-switching diffusion processes is established, which enables us to control pathwisely the evolution of the state-dependent switching component simply by Markov chains. Moreover, a sharp…
We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the $m$-point discrete circle, the cycle graph, we…
Like natural complex systems such as the Earth's climate or a living cell, semiconductor lithography systems are characterized by nonlinear dynamics across more than a dozen orders of magnitude in space and time. Thousands of sensors…
Design of filters for graph signal processing benefits from knowledge of the spectral decomposition of matrices that encode graphs, such as the adjacency matrix and the Laplacian matrix, used to define the shift operator. For shift matrices…
A generalized zero-range process with a limited number of long-range interactions is studied as an example of a transport process in which particles at a T-junction make a choice of which branch to take based on traffic levels on each…
We introduce a fractional Bessel process with constant negative drift, defined as a time-changed Bessel process via the inverse of a stable subordinator, independent of the base process. This construction yields a model capable of capturing…
We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…
We consider imaging the reflectivity of scatterers from intensity-only data recorded by a single moving transducer that both emits and receives signals, forming a synthetic aperture. By exploiting frequency illumination diversity, we obtain…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
We propose a new efficient algorithm to obtain the locally minimal generating set of the syzygies for an ideal, i.e. a generating set whose proper subsets cannot be generating sets. Syzygy is a concept widely used in the current study of…
Random spanning trees are among the most prominent determinantal point processes. We give four examples of random spanning trees on ladder-like graphs whose rungs form stationary renewal processes or regenerative processes of order two,…
Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and…
Graph inference plays an essential role in machine learning, pattern recognition, and classification. Signal processing based approaches in literature generally assume some variational property of the observed data on the graph. We make a…
We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…
Periodic neural activity not locked to the stimulus or to motor responses is usually ignored. Here, we present new tools for modeling and quantifying the information transmission based on periodic neural activity that occurs with…
A graph-theoretic analysis is undertaken for a compendium of input-output (transfer) metrics of a standard discrete-time linear synchronization model, including lp gains, frequency responses, frequency-band energy, and Markov parameters. We…
By constructing jointly a random graph and an associated exploration process, we define the dynamics of a "parking process" on a class of uniform random graphs as a measure-valued Markov process, representing the empirical degree…
We derive an exact expression for the probability density of work done on a particle that diffuses in a parabolic potential with a stiffness varying by an arbitrary piecewise constant protocol. Based on this result, the work distribution…