Related papers: Sensitivity analysis of colored noise-driven inter…
We formulate the stochastic dynamics of a particle subject to internal non-white (coloured) noise in terms of path-integrals. In the simplest case, where the noise is exponentially correlated, the weak-noise limit is characterised by…
The dynamics of a weakly dissipative Hamiltonian system submitted to stochastic perturbations has been investigated by means of asymptotic methods. The probability of noise-induced separatrix crossing, which drastically changes the fate of…
This paper proposes a resilient state estimator for LTI discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a…
In this paper, the sensitivity analysis of a single scale model is employed in order to reduce the input dimensionality of the related multiscale model, in this way, improving the efficiency of its uncertainty estimation. The approach is…
We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor…
We consider the problem of estimating parameter sensitivity for Markovian models of reaction networks. Sensitivity values measure the responsiveness of an output to the model parameters. They help in analyzing the network, understanding its…
We develop a new model selection method for the adaptive robust efficient nonparametric signal estimation observed with impulse noise which is defined by the general non Gaussian L\'evy processes. On the basis of the developed method, we…
The equations of motion of active systems can be modeled in terms of Ornstein-Uhlenbeck processes (OUPs) with appropriate correlators. For further theoretical studies, these should be approximated to yield a Markovian picture for the…
In many scenarios, the communication system suffers from both Gaussian white noise and non-Gaussian impulsive noise. In order to design optimal signal detection method, it is necessary to estimate the parameters of mixed Gaussian-impulsive…
We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system. Our method recursively updates the model parameters using…
In this paper, we present perturbed law-based sensitivity indices and how to adapt them for quantile-oriented sensitivity analysis. We exhibit a simple way to compute these indices in practice using an importance sampling estimator for…
We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally,…
Intensity estimation for Poisson processes is a classical problem and has been extensively studied over the past few decades. Practical observations, however, often contain compositional noise, i.e. a nonlinear shift along the time axis,…
Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…
Non-Gaussian impulsive noise (IN) with memory exists in many practical applications. When it is mixed with white Gaussian noise (WGN), the resultant mixed noise will be bursty. The performance of communication systems will degrade…
We present an efficient perturbative method to obtain both static and dynamic polarizabilities and hyperpolarizabilities of complex electronic systems. This approach is based on the solution of a frequency dependent Sternheimer equation,…
We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…
This paper deals with the problem of finding a low-complexity estimate of the impulse response of a linear time-invariant discrete-time dynamic system from noise-corrupted input-output data. To this purpose, we introduce an identification…
We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time…
In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin's method, i.e., the initial vertices are on lattice points $hi\in \mathbb{R}^d$ with mass…