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We study four different approaches to model time-dependent extremal behavior: dynamics introduced by (a) a state-space model (SSM), (b) a shot-noise-type process with GPD marginals, (c) a copula-based autoregressive model with GPD…

Applications · Statistics 2016-03-01 Bernhard Spangl , Sascha Desmettre , Peter Ruckdeschel

This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for irregularly-spaced observations for the first time, while…

Statistics Theory · Mathematics 2025-03-19 Henry Antonio Palasciano , Marina I. Knight , Guy P. Nason

Time-resolved photoluminescence (PL) is commonly used to track dynamics in a broad range of materials. Thus, the search for simplification of the acquisition of PL kinetics attracts continuous attention. This paper presents a new robust and…

Instrumentation and Detectors · Physics 2020-04-22 Jiri Junek , Lukas Ondic , Karel Zidek

We present a method that leverages the complementarity of event cameras and standard cameras to track visual features with low-latency. Event cameras are novel sensors that output pixel-level brightness changes, called "events". They offer…

Computer Vision and Pattern Recognition · Computer Science 2019-01-21 Daniel Gehrig , Henri Rebecq , Guillermo Gallego , Davide Scaramuzza

A spatial point process can be characterized by an intensity function which predicts the number of events that occur across space. In this paper, we develop a method to infer predictive intensity intervals by learning a spatial model using…

Machine Learning · Statistics 2020-07-06 Muhammad Osama , Dave Zachariah , Petre Stoica

Active matter represents a broad class of systems that evolve far from equilibrium due to the local injection of energy. Like their passive analogues, transformations between distinct metastable states in active matter proceed through rare…

Statistical Mechanics · Physics 2022-01-17 Avishek Das , Benjamin Kuznets-Speck , David T. Limmer

In this paper we analyze an imaging technique based on intensity speckle correlations over incident field position proposed in [J. A. Newmann and K. J. Webb, Phys. Rev. Lett. 113, 263903 (2014)]. Its purpose is to reconstruct a field…

Analysis of PDEs · Mathematics 2018-08-01 Josselin Garnier , Knut Solna

In this paper we combine two powerful computational techniques, well-tempered metadynamics and time lagged independent component analysis. The aim is to develop a new tool for studying rare events and exploring complex free energy…

Statistical Mechanics · Physics 2017-12-08 James McCarty , Michele Parrinello

This work presents a new methodology to obtain probabilistic interval predictions of a dynamical system. The proposed strategy uses stored past system measurements to estimate the future evolution of the system. The method relies on the use…

Systems and Control · Electrical Eng. & Systems 2021-12-21 A. Daniel Carnerero , Daniel R. Ramirez , Teodoro Alamo

X-ray near-field speckle-based phase-sensing approaches provide efficient means to characterise optical elements. Here, we present a theoretical review of several of these speckle methods in the frame of optical characterisation and provide…

In this work, we use the standard deviation of image pixel intensity to analyse the speed, direction and surface-interaction of microparticles in fluid. First, we present an analytical model for estimating the total variance in the image…

Applied Physics · Physics 2019-04-10 Harish Sasikumar , Manoj M. Varma

We develop a general method for customizing the intensity statistics of speckle patterns on a target plane. By judiciously modulating the phase-front of a monochromatic laser beam, we experimentally generate speckle patterns with…

Optics · Physics 2019-03-12 Nicholas Bender , Hasan Yilmaz , Yaron Bromberg , Hui Cao

Event cameras or neuromorphic cameras mimic the human perception system as they measure the per-pixel intensity change rather than the actual intensity level. In contrast to traditional cameras, such cameras capture new information about…

Computer Vision and Pattern Recognition · Computer Science 2016-08-05 Christian Reinbacher , Gottfried Graber , Thomas Pock

In modeling time series data, we often need to augment the existing data records to increase the modeling accuracy. In this work, we describe a number of techniques to extract dynamic information about the current state of a large…

Machine Learning · Computer Science 2022-05-20 Jeeyung Kim , Mengtian Jin , Youkow Homma , Alex Sim , Wilko Kroeger , Kesheng Wu

We develop a variational Bayes approach for dynamic variable selection in high-dimensional regression models with time-varying parameters and predictors that exhibit a predefined group structure. Through comprehensive simulation studies, we…

Methodology · Statistics 2025-04-16 Nicolas Bianco , Mauro Bernardi , Daniele Bianchi

In this paper, the variable wind power is incorporated into the dynamic model for long-term stability analysis. A theory-based method is proposed for power systems with wind power to conduct long-term stability analysis, which is able to…

Systems and Control · Computer Science 2016-11-15 Xiaozhe Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu , Tao Wang

Verification of temporal logic properties plays a crucial role in proving the desired behaviors of continuous systems. In this paper, we propose an interval method that verifies the properties described by a bounded signal temporal logic.…

Logic in Computer Science · Computer Science 2016-02-09 Daisuke Ishii , Naoki Yonezaki , Alexandre Goldsztejn

Learning dynamical systems properties from data provides important insights that help us understand such systems and mitigate undesired outcomes. In this work, we propose a framework for learning spatio-temporal (ST) properties as formal…

Machine Learning · Computer Science 2022-11-08 Suhail Alsalehi , Erfan Aasi , Ron Weiss , Calin Belta

We use speckle-visibility spectroscopy to measure the time-dependence of bubble rearrangement events that are driven by coarsening in an aqueous foam. This technique gives the time-trace for the average scattering site speed within a…

Soft Condensed Matter · Physics 2009-01-05 A. S. Gittings , D. J. Durian

Many physical datasets are generated by collections of instruments that make measurements at regular time intervals. For such regular monitoring data, we extend the framework of half-spectral covariance functions to the case of…

Methodology · Statistics 2020-07-23 Christopher J. Geoga , Mihai Anitescu , Michael L. Stein