Related papers: Test of Weak Separability for Spatially Stationary…
We explore the derivation of distributed parameter system evolution laws (and in particular, partial differential operators and associated partial differential equations, PDEs) from spatiotemporal data. This is, of course, a classical…
We present a novel approach to test for heteroscedasticity of a non-stationary time series that is based on Gini's mean difference of logarithmic local sample variances. In order to analyse the large sample behaviour of our test statistic,…
This work is based on a bottom{-}up approach to the standard{-}model effective field theory (SMEFT), resulting in an equiprobable space of Wilson coefficients. The randomly generated Wilson coefficients of the SMEFT (in the Warsaw basis)…
This study develops an asymptotic theory for estimating the time-varying characteristics of locally stationary functional time series (LSFTS). We investigate a kernel-based method to estimate the time-varying covariance operator and the…
We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…
A model is proposed for the statistical analysis of arbitrary-strength quantum measurements, based on a picture of "sampling weak values" from different configurations of the system. The model is comprised of two elements: a "local weak…
Recovering the latent factors of variation of high dimensional data has so far focused on simple synthetic settings. Mostly building on unsupervised and weakly-supervised objectives, prior work missed out on the positive implications for…
Semantic segmentation has been continuously investigated in the last ten years, and majority of the established technologies are based on supervised models. In recent years, image-level weakly supervised semantic segmentation (WSSS),…
We present a computational approach which is tailored for reducing the complexity of the description of extended systems at the density functional theory level. We define a recipe for generating a set of localized basis functions which are…
The spatial random-effects model is flexible in modeling spatial covariance functions, and is computationally efficient for spatial prediction via fixed rank kriging. However, the success of this model depends on an appropriate set of basis…
Explosive growth in spatio-temporal data and its wide range of applications have attracted increasing interests of researchers in the statistical and machine learning fields. The spatio-temporal regression problem is of paramount importance…
The danger of confusing long-range dependence with non-stationarity has been pointed out by many authors. Finding an answer to this difficult question is of importance to model time-series showing trend-like behavior, such as river run-off…
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…
Stochastic interacting particle systems are widely used to model collective phenomena across diverse fields, including statistical physics, biology, and social dynamics. The McKean-Vlasov equation arises as the mean-field limit of such…
We introduce a new type of test for complete spatial randomness that applies to mapped point patterns in a rectangle or a cube of any dimension. This is the first test of its kind to be based on characteristic functions and utilizes a…
The generation of non-separable, physically motivated covariance functions is a theme of ongoing research interest, given that only a few classes of such functions are available. We construct a non-separable space-time covariance function…
Experimental data is often affected by uncontrolled variables that make analysis and interpretation difficult. For spatiotemporal systems, this problem is further exacerbated by their intricate dynamics. Modern machine learning methods are…
We study the complexity of sampling from the stationary distribution of a mean-field SDE, or equivalently, the complexity of minimizing a functional over the space of probability measures which includes an interaction term. Our main insight…
In this paper we review existing methods for robust functional principal component analysis (FPCA) and propose a new method for FPCA that can be applied to longitudinal data where only a few observations per trajectory are available. This…
We propose a nonparametric method to explicitly model and represent the derivatives of smooth underlying trajectories for longitudinal data. This representation is based on a direct Karhunen--Lo\`eve expansion of the unobserved derivatives…