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Motivated by recent work involving the analysis of leveraging spatial correlations in sparsified mean estimation, we present a novel procedure for constructing covariance estimator. The proposed Random-knots (Random-knots-Spatial) and…

Microstructural dynamics in amorphous particle packings is commonly probed by quantifying particle displacements. While rigidity in particle packings emerges when displacement of particles are hindered, it is not obvious how the typically…

This paper is concerned with a problem of robust filtering for a finite-dimensional linear discrete time invariant system with two output signals, one of which is directly observed while the other has to be estimated. The system is assumed…

In this contribution, the use of discrete simulations to formulate an anisotropic damage model is investigated. It is proposed to use a beam-particle model to perform numerical characterization tests. Indeed, this discrete model explicitly…

Structurally anisotropic materials are ubiquitous in several application fields, yet their accurate optical characterization remains challenging due to the lack of general models linking their scattering coefficients to the macroscopic…

We consider a stationary spatio-temporal random process and assume that we have a sample. By defining a sequence of discrete Fourier transforms at canonical frequencies at each location, and using these complex valued random varables as…

This paper considers the estimation and testing of a class of locally stationary time series factor models with evolutionary temporal dynamics. In particular, the entries and the dimension of the factor loading matrix are allowed to vary…

The problem of covariance estimation for replicated surface-valued processes is examined from the functional data analysis perspective. Considerations of statistical and computational efficiency often compel the use of separability of the…

We consider the problem of estimating the roughness of the volatility process in a stochastic volatility model that arises as a nonlinear function of fractional Brownian motion with drift. To this end, we introduce a new estimator that…

Confocal microscopy of fluorescent labeled particles has been used to study the dynamical and structural properties of colloidal and granular matter in real space. Localization algorithms allow for a fully automatized determination of the…

Adaptive filtering is a powerful class of control theoretic concepts useful in extracting information from noisy data sets or performing forward prediction in time for a dynamic system. The broad utilization of the associated algorithms…

We investigate the problem of estimating geodesic tortuosity and constrictivity as two structural characteristics of stationary random closed sets. They are of central importance for the analysis of effective transport properties in porous…

The physics of diffusion phenomena in nano and micro channels has attracted a lot of attention in recent years, due to its close connection with many technological, medical and industrial applications. In the present paper we employ a…

The accurate and efficient representation of atmospheric dynamics remains a central challenge in numerical weather prediction. A particular difficulty arises from the strong anisotropy of the atmosphere, in which horizontal and vertical…

Using a cutoff-free formulation of the coherent transport theory, we show that the interference terms at the origin of localization strongly affect the transport anisotropy. In contrast to the common hypothesis, we then find that the…

Impact localisation on composite aircraft structures remains a significant challenge due to operational and environmental uncertainties, such as variations in temperature, impact mass, and energy levels. This study proposes a novel Gaussian…

Spatial symmetries and invariances play an important role in the behaviour of materials and should be respected in the description and modelling of material properties. The focus here is the class of physically symmetric and positive…

Computational atomic-scale methods continue to provide new information about geometry, energetics, and transition states for interstitial elements in crystalline lattices. This data can be used to determine the diffusivity of interstitials…

Localization using a single range anchor combined with onboard optical-inertial odometry offers a lightweight solution that provides multidimensional measurements for the positioning of unmanned aerial vehicles. Unfortunately, the…

This paper introduces a generic filter-based state estimation framework that supports two state-decoupling strategies based on cross-covariance factorization. These strategies reduce the computational complexity and inherently support true…