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We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

Machine Learning · Computer Science 2021-11-03 Oliver Hamelijnck , William J. Wilkinson , Niki A. Loppi , Arno Solin , Theodoros Damoulas

The scattering phase, defined as $ \log \det S ( \lambda ) / 2\pi i $ where $ S ( \lambda ) $ is the (unitary) scattering matrix, is the analogue of the counting function for eigenvalues when dealing with exterior domains and is closely…

Spectral Theory · Mathematics 2022-10-19 Jeffrey Galkowski , Pierre Marchand , Jian Wang , Maciej Zworski

A complete one-dimensional scattering of a spinless particle on a time-independent potential barrier is considered. To describe separately transmitted and reflected particles in the corresponding subsets of identical experiments, we…

Quantum Physics · Physics 2007-05-23 N. L. Chuprikov

Generalized impedance boundary conditions are effective, approximate boundary conditions that describe scattering of waves in situations where the wave interaction with the material involves multiple scales. In particular, this includes…

Numerical Analysis · Mathematics 2020-05-29 Lehel Banjai , Christian Lubich , Joerg Nick

A model based on two-point closure theory of turbulence is proposed and applied to study the Reynolds number dependency of the scalar flux spectra in homogeneous shear flow with a cross-stream uniform scalar gradient. For the cross-stream…

Classical Physics · Physics 2007-12-19 Wouter J. T. Bos , Jean-Pierre Bertoglio

We analyze the extreme value dependence of independent, not necessarily identically distributed multivariate regularly varying random vectors. More specifically, we propose estimators of the spectral measure locally at some time point and…

Statistics Theory · Mathematics 2023-06-05 Holger Drees

We propose non-stationary spectral kernels for Gaussian process regression. We propose to model the spectral density of a non-stationary kernel function as a mixture of input-dependent Gaussian process frequency density surfaces. We solve…

Machine Learning · Statistics 2019-09-25 Sami Remes , Markus Heinonen , Samuel Kaski

We study an inverse random obstacle scattering problems in $\mathbb{R}^2$ where the scatterer is formulated by a Gaussian process defined on the angular parameter domain. Equipped with a modified covariance function which is mathematically…

Numerical Analysis · Mathematics 2026-02-02 Zhiqi Sun , Xiang Xu , Yiwen Lin

Second-order characteristics including covariance and spectral density functions are fundamentally important for both statistical applications and theoretical analysis in functional time series. In the high-dimensional setting where the…

Statistics Theory · Mathematics 2025-12-16 Bufan Li , Xinghao Qiao , Weichi Wu , Holger Dette

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba

In this paper we propose a new model for volatility fluctuations in financial time series. This model relies on a non-stationary gaussian process that exhibits aging behavior. It turns out that its properties, over any finite time interval,…

Statistical Finance · Quantitative Finance 2015-06-12 J. F. Muzy , R. Baile , E. Bacry

Shapelets are phase independent subsequences designed for time series classification. We propose three adaptations to the Shapelet Transform (ST) to capture multivariate features in multivariate time series classification. We create a…

Machine Learning · Computer Science 2017-12-19 Aaron Bostrom , Anthony Bagnall

We consider wave scattering from a system of highly contrasting resonators with time-modulated material parameters. In this setting, the wave equation reduces to a system of coupled Helmholtz equations that models the scattering problem. We…

Mathematical Physics · Physics 2024-01-05 Habib Ammari , Jinghao Cao , Erik Orvehed Hiltunen , Liora Rueff

When designing and developing scale selection mechanisms for generating hypotheses about characteristic scales in signals, it is essential that the selected scale levels reflect the extent of the underlying structures in the signal. This…

Computer Vision and Pattern Recognition · Computer Science 2017-01-19 Tony Lindeberg

We analyze particle velocity fluctuations in a simulated granular system subjected to homogeneous quasistatic shearing. We show that these fluctuations share the following scaling characteristics of fluid turbulence in spite of their…

Soft Condensed Matter · Physics 2009-11-07 F. Radjai , S. Roux

Scattering transforms are a new type of summary statistics recently developed for the study of highly non-Gaussian processes, which have been shown to be very promising for astrophysical studies. In particular, they allow one to build…

Instrumentation and Methods for Astrophysics · Physics 2024-11-22 Louise Mousset , Erwan Allys , Matthew A. Price , Jonathan Aumont , Jean-Marc Delouis , Ludovic Montier , Jason D. McEwen

The transmission or reception of packets passing between computers can be represented in terms of time-stamped events and the resulting activity understood in terms of point-processes. Interestingly, in the disparate domain of neuroscience,…

Applications · Statistics 2017-11-28 Alex Gibberd , Jordan Noble , Edward Cohen

We present a general formalism based on scattering theory to calculate quantum correlation functions involving several time-dependent current operators. A key ingredient is the causality of the scattering matrix, which allows one to deal…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 J. Salo , F. W. J. Hekking , J. P. Pekola

The multiscale dynamics of glow discharge plasma is analysed through wavelet transform, whose scale dependent variable window size aptly captures both transients and non-stationary periodic behavior. The optimal time-frequency localization…

Quantum Physics · Physics 2015-06-18 Bapun K. Giri , Chiranjit Mitra , Prasanta K. Panigrahi , A. N. Sekar Iyengar

We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…

Statistical Finance · Quantitative Finance 2016-11-23 Noemi Nava , Tiziana Di Matteo , Tomaso Aste