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We introduce the concept of a hyperuniformity disorder length that controls the variance of volume fraction fluctuations for randomly placed windows of fixed size. In particular, fluctuations are determined by the average number of…

Soft Condensed Matter · Physics 2017-09-18 A. T. Chieco , R. Dreyfus , D. J. Durian

Covariance estimation for the Iterative Closest Point (ICP) point cloud registration algorithm is essential for state estimation and sensor fusion purposes. We argue that a major source of error for ICP is in the input data itself, from the…

Robotics · Computer Science 2022-12-05 Andrea De Maio , Simon Lacroix

For general thinning procedures, its inverse operation, the condensing, is studied and a link to integration-by-parts formulas is established. This extends the recent results on that link for independent thinnings of point processes to…

Probability · Mathematics 2017-04-26 Mathias Rafler

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

Machine Learning · Statistics 2024-02-02 Bernardo Fichera , Viacheslav Borovitskiy , Andreas Krause , Aude Billard

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

Probability · Mathematics 2007-05-23 Boris Tsirelson

Disordered hyperuniformity is a description of hidden correlations in point distributions revealed by an anomalous suppression in fluctuations of local density at various coarse-graining length scales. In the absorbing phase of models…

Statistical Mechanics · Physics 2021-03-24 Yuanjian Zheng , Anshul D. S. Parmar , Massimo Pica Ciamarra

We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…

Probability · Mathematics 2014-04-08 Michel Benaïm , Stéphane Le Borgne , Florent Malrieu , Pierre-André Zitt

Covariance operators are fundamental in functional data analysis, providing the canonical means to analyse functional variation via the celebrated Karhunen--Lo\`eve expansion. These operators may themselves be subject to variation, for…

Methodology · Statistics 2020-12-17 Valentina Masarotto , Victor M. Panaretos , Yoav Zemel

Is the dynamical evolution of physical systems objectively a manifestation of information processing by the universe? We find that an affirmative answer has important consequences for the measurement problem. In particular, we calculate the…

Quantum Physics · Physics 2007-05-23 R. Srikanth

The paper suggests a way of stochastic integration of random integrands with respect to fractional Brownian motion with the Hurst parameter H> 1/2. The integral is defined initially on the processes that are "piecewise" predictable on a…

Probability · Mathematics 2020-04-21 Nikolai Dokuchaev

Closed queuing networks with finite capacity buffers and skip-over policies are fundamental models in the performance evaluation of computer and communication systems. This technical report presents the details of computational algorithms…

Performance · Computer Science 2024-09-13 Gianfranco Balbo , Andrea Marin , Diletta Olliaro , Matteo Sereno

Motivated by distinct walking patterns in real-world free-living gait data, this paper proposes an innovative curve-based sampling scheme for the analysis of functional data characterized by a mixture of covariance structures. Traditional…

Methodology · Statistics 2025-04-10 Yian Yu , Bo Wang , Jian Qing Shi

Continuation refers to the operation by which the cumulative distribution function of a discontinuous random vector is made continuous through multilinear interpolation. The copula that results from the application of this technique to the…

Statistics Theory · Mathematics 2014-07-07 Christian Genest , Johanna G. Nešlehová , Bruno Rémillard

We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…

Other Condensed Matter · Physics 2009-11-11 B. Derrida , C. Enaud , C. Landim , S. Olla

In this paper, we study the H\"older regularity of set-indexed stochastic processes defined in the framework of Ivanoff-Merzbach. The first key result is a Kolmogorov-like H\"older-continuity Theorem, whose novelty is illustrated on an…

Probability · Mathematics 2015-10-27 Erick Herbin , Alexandre Richard

In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is among the most challenging problems in computational statistics, and current approaches typically rely on less expensive…

Computation · Statistics 2015-08-20 Stefano Castruccio , Raphaël Huser , Marc Genton

We consider Bayesian inference of banded covariance matrices and propose a post-processed posterior. The post-processing of the posterior consists of two steps. In the first step, posterior samples are obtained from the conjugate…

Statistics Theory · Mathematics 2020-11-26 Kwangmin Lee , Kyoungjae Lee , Jaeyong Lee

In this paper, we consider the problem of invariant set computation for black-box switched linear systems using merely a finite set of observations of system trajectories. In particular, this paper focuses on polyhedral invariant sets. We…

Systems and Control · Electrical Eng. & Systems 2020-12-18 Zheming Wang , Raphaël M. Jungers