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We discuss ordinary differential equations with delay and memory terms in Hilbert spaces. By introducing a time derivative as a normal operator in an appropriate Hilbert space, we develop a new approach to a solution theory covering…
Cellular automata with memory (CAM) are widely used in fields such as image processing, pattern recognition, simulation, and cryptography. The invertibility of CAM is generally considered to be chaotic. Paper [Invertible behavior in…
We introduce a tunable loss function called $\alpha$-loss, parameterized by $\alpha \in (0,\infty]$, which interpolates between the exponential loss ($\alpha = 1/2$), the log-loss ($\alpha = 1$), and the 0-1 loss ($\alpha = \infty$), for…
This paper investigates the decidability of opacity in timed automata (TA), a property that has been proven to be undecidable in general. First, we address a theoretical gap in recent work by J. An et al. (FM 2024) by providing necessary…
In this paper, we consider a functional linear regression model, where both the covariate and the response variable are functional random variables. We address the problem of optimal nonparametric estimation of the conditional expectation…
Linear autoregressive models serve as basic representations of discrete time stochastic processes. Different attempts have been made to provide non-linear versions of the basic autoregressive process, including different versions based on…
A method for an evaluation of the error between an unknown parameter and its estimator is developed. Its application enables us to preserve the asymptotic power of a constructed test. Testing problems in AR(1) and ARCH models are studied…
We provide a detailed description of the model Hilbert space $L^2(\bbR; d\Sigma; \cK)$, were $\cK$ represents a complex, separable Hilbert space, and $\Sigma$ denotes a bounded operator-valued measure. In particular, we show that several…
We study weak solutions to nonlocal equations governed by integrodifferential operators. Solutions are defined with the help of symmetric nonlocal bilinear forms. Throughout this work, our main emphasis is on operators with general,…
In this paper, we propose methods for functional predictor selection and the estimation of smooth functional coefficients simultaneously in a scalar-on-function regression problem under high-dimensional multivariate functional data setting.…
Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…
Functional data that are nonnegative and have a constrained integral can be considered as samples of one-dimensional density functions. Such data are ubiquitous. Due to the inherent constraints, densities do not live in a vector space and,…
This is a survey of some recent results on the rational circulant covariance extension problem: Given a partial sequence $(c_0,c_1,\dots,c_n)$ of covariance lags $c_k=\mathbb{E}\{y(t+k)\overline{y(t)}\}$ emanating from a stationary periodic…
The goal of nonparametric regression is to recover an underlying regression function from noisy observations, under the assumption that the regression function belongs to a pre-specified infinite dimensional function space. In the online…
Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…
In this paper, we establish an initial theory regarding the Second Order Asymptotical Regularization (SOAR) method for the stable approximate solution of ill-posed linear operator equations in Hilbert spaces, which are models for linear…
This paper addresses the problem of estimating multiplicative fault signals in linear time-invariant systems by processing its input and output variables, as well as designing an input signal to maximize the accuracy of such estimates. The…
Parametric high-dimensional regression analysis requires the usage of regularization terms to get interpretable models. The respective estimators can be regarded as regularized M-functionals which are naturally highly nonlinear. We study…
We study principal component analysis (PCA) for mean zero i.i.d. Gaussian observations $X_1,\dots, X_n$ in a separable Hilbert space $\mathbb{H}$ with unknown covariance operator $\Sigma.$ The complexity of the problem is characterized by…
Dynamic inference problems in autoregressive (AR/ARMA/ARIMA), exponential smoothing, and navigation are often formulated and solved using state-space models (SSM), which allow a range of statistical distributions to inform innovations and…