Related papers: Robust estimation of position-dependent anisotropi…
General depth weighted scatter estimators are introduced and investigated. For general depth functions, we find out that these affine equivariant scatter estimators are Fisher consistent and unbiased for a wide range of multivariate…
We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…
Analyzing large samples of high-dimensional data under dependence is a challenging statistical problem as long time series may have change points, most importantly in the mean and the marginal covariances, for which one needs valid tests.…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
The macroscopic transport properties in a disordered potential, namely diffusion and weak/strong localization, closely depend on the microscopic and statistical properties of the disorder itself. This dependence is rich of counter-intuitive…
We study the diffusive dynamics of a hard-sphere fluid confined between parallel smooth hard walls. The position-dependent diffusion coefficient normal to the walls is larger in regions of high local packing density. High density regions…
Quantum gravity has long remained elusive from an observational standpoint. Developing effective cosmological models motivated by the fundamental aspects of quantum gravity is crucial for bridging theory with observations. One key aspect is…
We introduce and study a family of robust estimators for the functional logistic regression model whose robustness automatically adapts to the data thereby leading to estimators with high efficiency in clean data and a high degree of…
Diffusion tensor imaging provides important information on tissue structure and orientation of fiber tracts in brain white matter in vivo. It results in diffusion tensors, which are $3\times3$ symmetric positive definite (SPD) matrices,…
We study the quantum transport through networks of diffusive wires connected to reservoirs in the Landauer-B\"uttiker formalism. The elements of the conductance matrix are computed by the diagrammatic method. We recover the combination of…
The effective diffusivity of Brownian tracer particles confined in periodic micro-channels is smaller than the microscopic diffusivity due to entropic trapping. Here, we study diffusion in two-dimensional periodic channels whose…
Previous work has established that the localized regime of wave transport in open media is characterized by a position-dependent diffusion coefficient. In this work we study how the concept of position-dependent diffusion affects the delay…
Atomic scale simulations are a key element of modern science in that they allow to understand, and even predict, complex physical or chemical phenomena on the basis of the fundamental laws of nature. Among the different existing atomic…
We present an easy-to-use analytic toolbox for the calculation of short-time transport properties of concentrated suspensions of spherical colloidal particles with internal hydrodynamic structure, and direct interactions described by a…
In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and…
This is a study of certain finite element methods designed for convection-dominated, time-dependent partial differential equations. Specifically, we analyze high order space-time tensor product finite element discretizations, used in a…
The objective of this article is to highlight certain features of a number of coefficients that appear in models of phenomena of transport in anisotropic porous media, especially the coefficient of dispersion, the 2nd rank tensor D_{ij},…
We propose a numerical strategy to generate the anisotropic meshes and select the appropriate stabilized parameters simultaneously for two dimensional convection-dominated convection-diffusion equations by stabilized continuous linear…
The purpose of this work is to extend the formalism of stochastic calculus to the case of spaces with local anisotropy (modeled as vector bundles with compatible nonlinear and distinguished connections and metric structures and containing…
CrSBr, a layered anisotropic van der Waals antiferromagnet, has recently emerged as a versatile platform where strong coupling between optical excitations and magnetic order enables magneto-optical control in low dimensions. While…