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Hyperspectral images can be represented either as a set of images or as a set of spectra. Spectral classification and segmentation and data reduction are the main problems in hyperspectral image analysis. In this paper we propose a Bayesian…
In this paper we study the asymptotic behavior of a stochastic approximation scheme on two timescales with set-valued drift functions and in the presence of non-additive iterate-dependent Markov noise. It is shown that the recursion on each…
In this paper we study the regularity properties of linear and polynomial images of Skorohod differentiable measures. Firstly, we obtain estimates for the Skorohod derivative norm of a projection of a product of Scorohod differentiable…
This paper is devoted to stability analysis of discrete-time delay systems based on a set of Lyapunov-Krasovskii functionals. New multiple summation inequalities are derived that involve the famous discrete Jensen's and Wirtinger's…
In this paper, we address the stochastic representation problem in discrete time under (non-linear) g-expectation. We establish existence and uniqueness of the solution, as well as a characterization of the solution. As an application, we…
Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. A more general class…
This paper deals with a Skorokhod's integral based projection type estimator $\widehat b_m$ of the drift function $b_0$ computed from $N\in\mathbb N^*$ independent copies $X^1,\dots,X^N$ of the solution $X$ of $dX_t = b_0(X_t)dt +\sigma…
For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable distributional assumptions, the interpolated iterates track a Fillipov solution of the limiting differential inclusion. In addition, we…
In this article, we consider a generalisation of the Skorokhod embedding problem (SEP) with a delayed starting time. In the delayed SEP, we look for stopping times which embed a given measure in a stochastic process, which occur after a…
In this short note we discuss the influence of a time-periodic dissipation term on a-priori estimates for solutions to dissipative wave equations. The approach is based on a diagonalisation argument for high frequencies and results from…
Thermodynamic inference from coarse observations remains a key challenge. Memory, in particular correlations between consecutively observed mesostates, blur signatures of irreversibility and must be accounted for in defining physical…
The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…
The problem of detecting a sinusoidal signal with randomly varying frequency has a long history. It is one of the core problems in signal processing, arising in many applications including, for example, underwater acoustic frequency line…
We reveal a general explicit relation between the statistics of delay times in one-channel reflection from a mesoscopic sample of any spatial dimension and the statistics of the eigenfunction intensities in its closed counterpart. This…
We define some approximation schemes for different kinds of generalized backward stochastic differential systems, considered in the Markovian framework. We propose a mixed approximation scheme for a decoupled system of forward reflected SDE…
This work introduces the extended Skorokhod problem (ESP) and associated extended Skorokhod map (ESM) that enable a pathwise construction of reflected diffusions that are not necessarily semimartingales. Roughly speaking, given the closure…
This paper discusses a multi-term time-fractional delay differential equation in a real Hilbert space. An iterative scheme for a multi-term time-fractional differential equation is established using Rothe's method. The method of…
We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the…
A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…
Multitaper estimators have enjoyed significant success in estimating spectral densities from finite samples using as tapers Slepian functions defined on the acquisition domain. Unfortunately, the numerical calculation of these Slepian…