Related papers: Rate-Distortion Problems of the Poisson Process ba…
Statistical inference for time series such as curve estimation for time-varying models or testing for existence of change-point have garnered significant attention. However, these works are generally restricted to the assumption of…
Using the Poisson bracket method, we derive continuum equations for a fluid of deformable particles in two dimensions. Particle shape is quantified in terms of two continuum fields: an anisotropy density field that captures the deformations…
We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…
We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these…
The time to first crossing for the Poisson counting process with respect to a linear moving barrier with offset is a classic problem, although key results remain scattered across the literature and their equivalence is often unclear. Here…
We study the dynamics of the planar circular restricted three-body problem in the context of a pseudo-Newtonian approximation. By using the Fodor-Hoenselaers-Perj\'es procedure, we perform an expansion in the mass potential of a static…
We recount recent history behind building compact models of nonlinear, complex processes and identifying their relevant macroscopic patterns or "macrostates". We give a synopsis of computational mechanics, predictive rate-distortion theory,…
We exhibit a class of singularly perturbed parabolic problems which the asymptotic behavior can be described by a system of ordinary differential equation. We estimate the convergence of attractors in the Hausdorff metric by rate of…
We study the Bayesian problems of detecting a change in the drift rate of an observable diffusion process with linear and exponential penalty costs for a detection delay. The optimal times of alarms are found as the first times at which the…
We construct the noncanonical Poisson bracket associated with the phase space of first order moments of the velocity field and quadratic moments of the density of a fluid with a free- boundary, constrained by the condition of…
In this article, we introduce fractional Poisson felds of order k in n-dimensional Euclidean space $R_n^+$. We also work on time-fractional Poisson process of order k, space-fractional Poisson process of order k and tempered version of…
We consider a rate-distortion version of the quantum state redistribution task, where the error of the decoded state is judged via an additive distortion measure; it thus constitutes a quantum generalisation of the classical Wyner-Ziv…
We derive a compatible discretization method that relies heavily on the underlying geometric structure, and obeys the topological sequences and commuting properties that are constructed. As a sample problem we consider the…
We focus on the estimation of the intensity of a Poisson process in the presence of a uniform noise. We propose a kernel-based procedure fully calibrated in theory and practice. We show that our adaptive estimator is optimal from the oracle…
We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…
Glitching pulsars fall broadly into two statistical classes: those with Poisson-like waiting times and power-law sizes, and those with unimodal waiting times and sizes. Previous glitch modeling based on a state-dependent Poisson process…
We develop a geometric approach to Poisson electrodynamics, that is, the semi-classical limit of noncommutative $U(1)$ gauge theory. Our framework is based on an integrating symplectic groupoid for the underlying Poisson brackets, which we…
In this article we use rate-distortion theory, a branch of information theory devoted to the problem of lossy compression, to shed light on an important problem in latent variable modeling of data: is there room to improve the model? One…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
A nonlinear Poisson--Boltzmann equation with transmission boundary conditions at the interface between two materials is investigated. The model describes the electrostatic potential generated by a vector of ion concentrations in a periodic…