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In this paper, we study the inverse scattering problem for a class of signals that have a compactly supported reflection coefficient. The problem boils down to the solution of the Gelfand-Levitan-Marchenko (GLM) integral equations with a…

Computational Physics · Physics 2019-02-12 Vishal Vaibhav

Statistical properties of spike trains as well as other neurophysiological data suggest a number of mathematical models of neurons. These models range from entirely descriptive ones to those deduced from the properties of the real neurons.…

Neurons and Cognition · Quantitative Biology 2016-10-04 Petr Lansky , Laura Sacerdote , Cristina Zucca

The unfolding of a gamma ray spectrum experience many difficulties due to noise in the recorded data, that is based mainly on the change of photon energy due to scattering mechanisms (either in the detector or the medium), the accumulation…

Mathematical Physics · Physics 2009-05-04 D. S. Vlachos , O. T. Kosmas

We consider in this paper a contamined regression model where the distribution of the contaminating component is known when the Eu- clidean parameters of the regression model, the noise distribution, the contamination ratio and the…

Statistics Theory · Mathematics 2011-11-10 Pierre Vandekerkhove

In this work, we study the class of stochastic process that generalizes the Ornstein-Uhlenbeck processes, hereafter called by \emph{Generalized Ornstein-Uhlenbeck Type Process} and denoted by GOU type process. We consider them driven by the…

Statistics Theory · Mathematics 2021-08-17 J. Stein , S. R. C. Lopes , A. V. Medino

In many statistical signal processing applications, the estimation of nuisance parameters and parameters of interest is strongly linked to the resulting performance. Generally, these applications deal with complex data. This paper focuses…

Applications · Statistics 2016-08-24 Melanie Mahot , Philippe Forster , Frederic Pascal , Jean-Philippe Ovarlez

The paper considers the problem of estimating the parameters in a continuous time regression model with a non-Gaussian noise of pulse type. The noise is specified by the Ornstein-Uhlenbeck process driven by the mixture of a Brownian motion…

Statistics Theory · Mathematics 2019-09-17 Evgeny Pchelintsev

The gamma difference distribution is defined as the difference of two gamma distributions, with in general different shape and rate parameters. Starting with knowledge of the corresponding characteristic function, a second order linear…

Statistics Theory · Mathematics 2023-09-26 Peter J. Forrester

Under the classical long-span asymptotic framework we develop a class of Generalized Laplace (GL) inference methods for the change-point dates in a linear time series regression model with multiple structural changes analyzed in, e.g., Bai…

Statistics Theory · Mathematics 2023-06-22 Alessandro Casini , Pierre Perron

Shot noise processes have been extensively studied due to their mathematical properties and their relevance in several applications. Here, we consider nonnegative shot noise processes and prove their weak convergence to L\'evy-driven…

Probability · Mathematics 2021-02-24 Massimiliano Tamborrino , Petr Lansky

We propose the use of low bit-depth Sigma-Delta and distributed noise-shaping methods for quantizing the Random Fourier features (RFFs) associated with shift-invariant kernels. We prove that our quantized RFFs -- even in the case of $1$-bit…

Machine Learning · Computer Science 2022-04-14 Jinjie Zhang , Harish Kannan , Alexander Cloninger , Rayan Saab

We present a study on asymptotically compatible Galerkin discretizations for a class of parametrized nonlinear variational problems. The abstract analytical framework is based on variational convergence, or Gamma-convergence. We demonstrate…

Numerical Analysis · Mathematics 2024-02-13 Qiang Du , James M. Scott , Xiaochuan Tian

Piatetski-Shapiro--Rallis discovered an integral representation construction, known as the doubling method, for the tensor product $L$-function of a cuspidal automorphic representation of $G \times \mathrm{GL}_1$, where $G$ is a classical…

Representation Theory · Mathematics 2026-04-28 Johannes Girsch , Elad Zelingher

The first part of this thesis proposes a general approach to infinite dimensional non-Gaussian analysis, including the Poissonian case. In particular distribution theory is developed. Using appropriate integral transformations, generalized…

Mathematical Physics · Physics 2007-05-23 Werner Westerkamp

Functional data present as functions or curves possessing a spatial or temporal component. These components by nature have a fixed observational domain. Consequently, any asymptotic investigation requires modelling the increased correlation…

Methodology · Statistics 2024-03-11 Cory W. Natoli , Edward D. White , Beau A. Nunnally , Alex J. Gutman , Raymond R. Hill

We apply a previously developed scheme to consistently include the improved saturation model for the unintegrated gluon distribution (UGD) in order to evaluate, in the framework of $k_{t}$ factorization, at small $x$ at the next-to-leading…

High Energy Physics - Phenomenology · Physics 2023-08-29 G. R. Boroun

In this paper, enlightened by the asymptotic expansion methodology developed by Li(2013b) and Li and Chen (2016), we propose a Taylor-type approximation for the transition densities of the stochastic differential equations (SDEs) driven by…

Computational Finance · Quantitative Finance 2020-03-16 Fan Jiang , Xin Zang , Jingping Yang

This paper addresses the estimation of uncertain distributed diffusion coefficients in elliptic systems based on noisy measurements of the model output. We formulate the parameter identification problem as an infinite dimensional…

Optimization and Control · Mathematics 2015-06-11 Jeff Borggaard , Hans-Werner van Wyk

Generalisations of the Ornstein-Uhlenbeck process defined through Langevin equation $dU_t = - \Theta U_t dt + dG_t,$ such as fractional Ornstein-Uhlenbeck processes, have recently received a lot of attention in the literature. In…

Statistics Theory · Mathematics 2020-11-20 Marko Voutilainen , Lauri Viitasaari , Pauliina Ilmonen , Soledad Torres , Ciprian Tudor

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

Statistical Mechanics · Physics 2019-05-01 N. Leibovich , E. Barkai