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We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

Mathematical Physics · Physics 2009-08-18 Enrique Hernandez-Lemus , Jesus K. Estrada-Gil

In many Bayesian inverse problems the goal is to recover a spatially varying random field. Such problems are often computationally challenging especially when the forward model is governed by complex partial differential equations (PDEs).…

Numerical Analysis · Mathematics 2022-11-09 Zhihang Xu , Qifeng Liao , Jinglai Li

Many control and detection applications require real-time analysis of signals from sensors, in order to quickly and accurately act upon events revealed by the sensors. Such signal analysis benefits from statistical models of signal and…

Large-scale sequential data is often exposed to some degree of inhomogeneity in the form of sudden changes in the parameters of the data-generating process. We consider the problem of detecting such structural changes in a high-dimensional…

Methodology · Statistics 2016-01-15 Florencia Leonardi , Peter Bühlmann

In situ scanning transmission electron microscopy enables observation of the domain dynamics in ferroelectric materials as a function of externally applied bias and temperature. The resultant data sets contain a wealth of information on…

Spatial data are often derived from multiple sources (e.g. satellites, in-situ sensors, survey samples) with different supports, but associated with the same properties of a spatial phenomenon of interest. It is common for predictors to…

For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…

Probability · Mathematics 2017-02-01 Chiara Franceschini , Cristian Giardinà

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao

We consider a nonlinear state-space model with the state transition and observation functions expressed as basis function expansions. The coefficients in the basis function expansions are learned from data. Using a connection to Gaussian…

Computation · Statistics 2017-03-29 Andreas Svensson , Thomas B. Schön

A significantly low cost and tractable progressive learning approach is proposed and discussed for efficient spatiotemporal monitoring of a completely unknown, two dimensional correlated signal distribution in localized wireless sensor…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Hadi Alasti

Variational autoencoders (VAEs) are a popular class of deep generative models with many variants and a wide range of applications. Improvements upon the standard VAE mostly focus on the modelling of the posterior distribution over the…

Machine Learning · Computer Science 2022-11-02 James Langley , Miguel Monteiro , Charles Jones , Nick Pawlowski , Ben Glocker

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2015-09-15 Mark D. Risser , Catherine A. Calder

We propose to identify process zones in heterogeneous materials by tailored statistical tools. The process zone is redefined as the part of the structure where the random process cannot be correctly approximated in a low-dimensional…

We propose a new cross-correlation method that can recognize independent realizations of the same type of stochastic processes and can be used as a new kind of pattern recognition tool in biometrics, sensing, forensic, security and image…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Jong U. Kim , Laszlo B. Kish

Change detection is the study of detecting changes between two different images of a scene taken at different times. By the detected change areas, however, a human cannot understand how different the two images. Therefore, a semantic…

Computer Vision and Pattern Recognition · Computer Science 2017-03-17 Teppei Suzuki , Soma Shirakabe , Yudai Miyashita , Akio Nakamura , Yutaka Satoh , Hirokatsu Kataoka

Learning from data in the quaternion domain enables us to exploit internal dependencies of 4D signals and treating them as a single entity. One of the models that perfectly suits with quaternion-valued data processing is represented by 3D…

Audio and Speech Processing · Electrical Eng. & Systems 2022-12-16 Danilo Comminiello , Marco Lella , Simone Scardapane , Aurelio Uncini

This paper addresses the data-driven identification of latent dynamical representations of partially-observed systems, i.e., dynamical systems for which some components are never observed, with an emphasis on forecasting applications,…

In this paper, we propose a novel approach to modeling nonstationary spatial fields. The proposed method works by expanding the geographic plane over which these processes evolve into higher dimensional spaces, transforming and clarifying…

Methodology · Statistics 2013-01-22 Luke Bornn , Gavin Shaddick , James V Zidek

Identifying an appropriate covariance function is one of the primary interests in spatial and spatio-temporal statistics because it allows researchers to analyze the dependence structure of the random process. For this purpose, spatial…

Methodology · Statistics 2025-02-04 Jongwook Kim , Chunfeng Huang , Nicholas Bussberg