Related papers: An Extension of the Iterated Moving Average
System identification based on Koopman operator theory has grown in popularity recently. Spectral properties of the Koopman operator of a system were proven to relate to properties like invariant sets, stability, periodicity, etc. of the…
We present Kernel-QuantTree Exponentially Weighted Moving Average (KQT-EWMA), a non-parametric change-detection algorithm that combines the Kernel-QuantTree (KQT) histogram and the EWMA statistic to monitor multivariate data streams online.…
We generalize the popular ensemble Kalman filter to an ensemble transform filter where the prior distribution can take the form of a Gaussian mixture or a Gaussian kernel density estimator. The design of the filter is based on a continuous…
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
We derive the KPZ equation as a continuum limit of height functions in asymmetric simple exclusion processes with drift that depends on the local particle configuration. To our knowledge, it is a first such result for a class of particle…
In this paper we define multiple Dedekind zeta values (MDZV), using a new type of iterated integrals, called iterated integrals on a membrane. One should consider MDZV as a number theoretic generalization of Euler's multiple zeta values.…
The Z Transform is a mathematical operation in signal processing, which gives a tractable way to solve linear, constant-coefficient difference equations. Based on the classical Z transform and inspired by the thought of sliding DFT, a new…
This paper investigates the design and analysis of minimum mean square error (MMSE) turbo decision feedback equalization (DFE), with expectation propagation (EP), for single carrier modulations. Classical non iterative DFE structures have…
Alzheimer's Disease is a progressive neurological disorder that is one of the most common forms of dementia. It leads to a decline in memory, reasoning ability, and behavior, especially in older people. The cause of Alzheimer's Disease is…
This work shows that the following problems are equivalent, both in theory and in practice: - median filtering: given an $n$-element vector, compute the sliding window median with window size $k$, - piecewise sorting: given an $n$-element…
Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…
Let $Z = (Z_t)_{t\in[0,\infty)}$ be an ergodic Markov process and, for every $n\in\mathbb{N}$, let $Z^n = (Z_{n^2 t})_{t\in[0,\infty)}$ drive a process $X^n$. Classical results show under suitable conditions that the sequence of…
In the coming years, Sunyaev-Zel'dovich (SZ) measurements can dramatically improve our understanding of the Intergalactic Medium (IGM) and the role of feedback processes on galaxy formation, allowing us to calibrate important astrophysical…
It has been proposed that classical filtering methods, like the Kalman filter and 3DVAR, can be used to solve linear statistical inverse problems. In the work of Iglesias, Lin, Lu, & Stuart (2017), error estimates were obtained for this…
Energetic Reasoning (ER) is a powerful filtering algorithm for the Cumulative constraint. Unfortunately, ER is generally too costly to be used in practice. One reason of its bad behavior is that many intervals are considered as relevant by…
The problem of detecting Sunyaev-Zel'dovich (SZ) clusters in multifrequency CMB observations is investigated using a number of filtering techniques. A multifilter approach is introduced, which optimizes the detection of SZ clusters on…
The problem of time series approximation by series of finite rank is considered from the viewpoint of signal extraction. For signal estimation, a weighted least-squares method is applied to the trajectory matrix of the considered time…
The Helmholtz equation arises in many applications, such as seismic and medical imaging. These application are characterized by the need to propagate many wavelengths through an inhomogeneous medium. The typical size of the problems in 3D…
Tracking the sign of fluctuations governed by the $(1+1)$-dimensional Kardar-Parisi-Zhang (KPZ) universality class, we show, both experimentally and numerically, that its evolution has an unexpected link to a simple stochastic model called…
The ensemble Gaussian mixture filter (EnGMF) is a non-linear filter suited to data assimilation of highly non-Gaussian and non-linear models that has practical utility in the case of a small number of samples, and theoretical convergence to…