Related papers: Multivariate tempered stable random fields
In this paper we address the numerical solution of nonlinear ill-posed systems by iterative regularization methods in the classes of Levenberg-Marquardt, trust-region and adaptive quadratic regularization procedures. Both with exact and…
High-resolution numerical simulations are utilized to examine isotropic turbulence in a compressible fluid when long wavelength velocity fluctuations approach light speed. Spectral analysis reveals an inertial sub-range of relativistic…
We use characteristic functions to construct alpha(x)-multistable measures and integrals, where the measures behave locally like alpha-stable measures, but with the stability index alpha(x) varying with time x. This enables us to construct…
We study the stability of a vector field associated to a nearly-integrable Hamiltonian dynamical system to which a dissipation is added. Such a system is governed by two parameters, named the perturbing and dissipative parameters, and it…
Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…
Restricted Boltzmann machines (RBMs) are energy-based models analogous to the Ising model and are widely applied in statistical machine learning. The standard inverse Ising problem with a complete dataset requires computing both data and…
A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…
The radio interferometer measurement equation (RIME), especially in its 2x2 form, has provided a comprehensive matrix-based formalism for describing classical radio interferometry and polarimetry, as shown in the previous three papers of…
The relation between tempered distributions and measures is analysed and clarified. While this is straightforward for positive measures, it is surprisingly subtle for signed or complex measures.
Consider an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. In order to establish concentration properties for nonlinear functions $Z(A)$, it is standard to appeal to functional inequalities like Poincar\'e or…
Simulated tempering is popular method of allowing MCMC algorithms to move between modes of a multimodal target density {\pi}. One problem with simulated tempering for multimodal targets is that the weights of the various modes change for…
New theoretical results are presented here on the recently introduced model called mixed states MRF. Such models were introduced in the context of image motion analysis and are useful to represent information which can take both discrete…
We have defined pinning fields as those random fields that keep some of the magnetic moments unreversed in the region of negative external applied field during the demagnetizing process. An analysis of the statistical properties of such…
We introduce a 2-dimensional stochastic dominance (2DSD) index to characterize both strict and almost stochastic dominance. Based on this index, we derive an estimator for the minimum violation ratio (MVR), also known as the critical…
We study by Monte Carlo techniques the evolution of finite two-dimensional Ising systems in oscillating magnetic fields. The phenomenon of stochastic resonance is observed. The characteristic peak obtained for the correlation function…
The phase diagram and the thermodynamics of the random field Ising model (RFIM) defined on a family of diamond hierarchical lattices of arbitrary dimension and scaling factor $b=2$ is investigated. The phase diagram is studied considering…
Compressed sensing and its extensions have recently triggered interest in randomized signal acquisition. A key finding is that random measurements provide sparse signal reconstruction guarantees for efficient and stable algorithms with a…
Regularly varying stochastic processes model extreme dependence between process values at different locations and/or time points. For such processes we propose a two-step parameter estimation of the extremogram, when some part of the domain…
In randomized trials, repeated measures of the outcome are routinely collected. The mixed model for repeated measures (MMRM) leverages the information from these repeated outcome measures, and is often used for the primary analysis to…
The simulation of rare events is one of the key problems in atomistic simulations. Towards its solution a plethora of methods have been proposed. Here we combine two such methods metadynamics and inte-grated tempering sampling. In…