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This work introduces the generative fractional diffusion model for protein generation (ProT-GFDM), a novel generative framework that employs fractional stochastic dynamics for protein backbone structure modeling. This approach builds on the…
This paper proposes a semiparametric stochastic volatility (SV) model that relaxes the restrictive Gaussian assumption in both the return and volatility error terms, allowing them to follow flexible, nonparametric distributions with…
The authors propose a new modeling approach based on the impedance field method (IFM) to analyze the general geometric variations in device simulations. Compared with the direct modeling of multiple variational devices, the proposed…
Graph fractional Fourier transform (GFRFT) is an extension of graph Fourier transform (GFT) that provides an additional fractional analysis tool for graph signal processing (GSP) by generalizing temporal-vertex domain Fourier analysis to…
Accurate spectrum prediction is crucial for dynamic spectrum access (DSA) and resource allocation. However, due to the unique characteristics of spectrum data, existing methods based on the time or frequency domain often struggle to…
In this paper, the classical problem of the probabilistic characterization of a random variable is re-examined. A random variable is usually described by the probability density function (PDF) or by its Fourier transform, namely the…
Fast Fourier Transform (FFT) relies on the HRV frequency-domain analysis techniques. It requires re-sampling of the inherently unevenly sampled heartbeat time-series (RR tachogram) to produce an evenly sampled time series of the heartbeat.…
We develop the basic building blocks of a frequency domain framework for drawing statistical inferences on the second-order structure of a stationary sequence of functional data. The key element in such a context is the spectral density…
The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve…
We establish properties of a new type of fractal which has partial self similarity at all scales. For any collection of iterated functions systems with an associated probability distribution and any positive integer V there is a…
We consider two kinds of stochastic volatility models. Both kinds of models contain a stationary volatility process, the density of which, at a fixed instant in time, we aim to estimate. We discuss discrete time models where for instance a…
To address limitations of the graph fractional Fourier transform (GFRFT) Wiener filtering and the traditional joint time-vertex fractional Fourier transform (JFRFT) Wiener filtering, this study proposes a filtering method based on the…
In this work, we introduce a time memory formalism in poroelasticity model that couples the pressure and displacement. We assume this multiphysics process occurs in multicontinuum media. The mathematical model contains a coupled system of…
The one-dimensional (1D) fractional Fourier transform (FRFT) generalizes the Fourier transform, offering significant advantages in the time-frequency analysis of non-stationary signals. While various 2D extensions exist, such as the 2D…
Spectra derived from fast Fourier transform (FFT) analysis of time-domain data intrinsically contain statistical fluctuations whose distribution depends on the number of accumulated spectra contributing to a measurement. The tail of this…
We consider a continuous-time stochastic volatility model. The model contains a stationary volatility process, the multivariate density of the finite dimensional distributions of which we aim to estimate. We assume that we observe the…
The graph Hilbert transform (GHT) is a key tool in constructing analytic signals and extracting envelope and phase information in graph signal processing. However, its utility is limited by confinement to the graph Fourier domain, a fixed…
In this paper we consider Fourier transform techniques to efficiently compute the Value-at-Risk and the Conditional Value-at-Risk of an arbitrary loss random variable, characterized by having a computable generalized characteristic…
Diffusion processes driven by Fractional Brownian motion (FBM) have often been considered in modeling stock price dynamics in order to capture the long range dependence of stock price observed in reality. Option prices for such models had…
Nonuniform Fourier data are routinely collected in applications such as magnetic resonance imaging, synthetic aperture radar, and synthetic imaging in radio astronomy. To acquire a fast reconstruction that does not require an online inverse…