Related papers: Extrapolation Problem for Continuous Time Periodic…
In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…
The paper considers functional linear regression, where scalar responses $Y_1,...,Y_n$ are modeled in dependence of random functions $X_1,...,X_n$. We propose a smoothing splines estimator for the functional slope parameter based on a…
An asymptotic formula is proved for the expected $T$-functional of the convex hull of independent and identically distributed random points sampled from the Euclidean unit sphere in $\mathbb{R}^n$ according to an arbitrary positive…
In this paper, we consider linear quadratic optimal control with mean-field type for discrete-time stochastic systems with state and control dependent noise. An optimal control problem is studied for a linear mean-field stochastic…
This paper describes an adaptive method in continuous time for the estimation of external fields by a team of $N$ agents. The agents $i$ each explore subdomains $\Omega^i$ of a bounded subset of interest $\Omega\subset X := \mathbb{R}^d$.…
Let a continuous random process $X$ defined on $[0,1]$ be $(m+\beta)$-smooth, $0\le m, 0<\beta\le 1$, in quadratic mean for all $t>0$ and have an isolated singularity point at $t=0$. In addition, let $X$ be locally like a $m$-fold…
Important gaps remain in our understanding of the thermodynamics and statistical physics of self-gravitating systems. Using mean field theory, here we investigate the equilibrium properties of several spherically symmetric model systems…
We quantify the set of known exponent pairs $(k, \ell)$ and develop a framework to compute the optimal exponent pair for an arbitrary objective function. Applying this methodology, we make progress on several open problems, including bounds…
In this work, we address the problem of identifying sparse continuous-time dynamical systems when the spacing between successive samples (the sampling period) is not constant over time. The proposed approach combines the…
The paper suggests a method of extrapolation of notion of one-sided semi-infinite sequences representing traces of two-sided band-limited sequences; this features ensure uniqueness of this extrapolation and possibility to use this for…
When using optimal linear prediction to interpolate point observations of a mean square continuous stationary spatial process, one often finds that the interpolant mostly depends on those observations located nearest to the predictand. This…
We study the optimal linear prediction of a random function that takes values in an infinite dimensional Hilbert space. We begin by characterizing the mean square prediction error (MSPE) associated with a linear predictor and discussing the…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…
We present a statistically and computationally efficient spectral-domain maximum-likelihood procedure to solve for the structure of Gaussian spatial random fields within the Matern covariance hyperclass. For univariate, stationary, and…
This paper investigates the problem of prediction of stellar parameters, based on the star's electromagnetic spectrum. The knowledge of these parameters permits to infer on the evolutionary state of the star. From a statistical point of…
The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…
We study the representations of tensor random fields on the sphere basing on the theory of representations of the rotation group. Introducing specific components of a tensor field and imposing the conditions of weak isotropy and mean square…
The paper deals with the problem of estimating the M$^2$ (i.e. multivariate and multidimensional) spectral density function of a stationary random process or random field. We propose the $f$-truncated periodogram, i.e. a truncated…
We investigate the propagation of arbitrarily coupled scalar fields on the $N$-dimensional hyperbolic space ${\mathbb H}^N$. Using the $\zeta$-function regularization we compute exactly the one loop effective action. The vacuum expectation…
We pose and solve the analogue of Slepian's time-frequency concentration problem on the surface of the unit sphere to determine an orthogonal family of strictly bandlimited functions that are optimally concentrated within a closed region of…