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We propose an iterative method for joint state and parameter estimation using measurements on a time interval [0,T] for systems that are backward output stabilizable. Since this time interval is fixed, errors in initial state may have a big…

Optimization and Control · Mathematics 2016-09-23 Atte Aalto

Nonlinear stochastic motion presents significant challenges for Bayesian particle tracking. To address this challenge, this paper proposes a framework to construct an invertible transformation that maps the nonlinear state-space model (SSM)…

Methodology · Statistics 2026-04-13 Yonatan L. Ashenafi

This paper aims to provide a methodology for generating autonomous and non-autonomous systems with a fixed-time stable equilibrium point where an Upper Bound of the Settling Time (UBST) is set a priori as a parameter of the system. In…

Optimization and Control · Mathematics 2024-12-20 R. Aldana-López , D. Gómez-Gutiérrez , E. Jiménez-Rodríguez , J. D. Sánchez-Torres , M. Defoort

Two adaptive bandwidth selection methods for nonparametric estimators in locally stationary processes are proposed. We investigate a cross validation approach and a method based on contrast minimization and derive asymptotic properties of…

Statistics Theory · Mathematics 2019-02-28 Rainer Dahlhaus , Stefan Richter

In this paper we will discuss Faddeev-Popov method for field theories with a gauge symmetry in an abstract way. We will then develope a general formalism for dealing with the BRST symmetry. This formalism will make it possible to analyse…

General Physics · Physics 2014-08-29 Suhail Ahmad

A $\theta$-local formulation of superfield Lagrangian quantization in non-Abelian hypergauges is proposed on the basis of an extension of general reducible gauge theories to special superfield models with a Grassmann parameter $\theta$. We…

High Energy Physics - Theory · Physics 2009-11-11 D. M. Gitman , P. Yu. Moshin , A. A. Reshetnyak

Consider the Boltzmann equation in a general non-convex domain with the diffuse boundary condition. We establish optimal BV estimates for such solutions. Our method consists of a new $W^{1,1}-$trace estimate for the diffuse boundary…

Analysis of PDEs · Mathematics 2018-09-11 Yan Guo , Chanwoo Kim , Daniela Tonon , Ariane Trescases

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

Statistical Finance · Quantitative Finance 2019-02-12 Nick James , Roman Marchant , Richard Gerlach , Sally Cripps

We investigate the behavior of Fourier transforms for a wide class of nonstationary nonlinear processes. Asymptotic central and noncentral limit theorems are established for a class of nondegenerate and degenerate weighted $V$-statistics…

Statistics Theory · Mathematics 2014-01-17 Zhou Zhou

In this paper we introduce a class of non uniformly expanding random dynamical system with additive noise and we prove a BV estimate between the stationary measure and the quasistationary measure of the system. Furthermore, we use these…

Dynamical Systems · Mathematics 2024-08-08 Giuseppe Tenaglia

Recently derived general formal solutions of a BRST quantization on inner product spaces of irreducible Lie group gauge theories are applied to trivial models and relativistic particle models for particles with spin 0, 1/2 and 1. In the…

High Energy Physics - Theory · Physics 2010-11-01 Robert Marnelius

In this letter, we introduce a distributed Nesterov method, termed as $\mathcal{ABN}$, that does not require doubly-stochastic weight matrices. Instead, the implementation is based on a simultaneous application of both row- and…

Machine Learning · Computer Science 2019-09-04 Ran Xin , Dusan Jakovetic , Usman A. Khan

Gauge invariant Lagrangian descriptions of irreducible and reducible half-integer higher-spin mixed-symmetric massless and massive representations of the Poincare group with off-shell algebraic constraints are constructed within a…

High Energy Physics - Theory · Physics 2018-10-25 Alexander A. Reshetnyak

In this work, we analyse space-time reduced basis methods for the efficient numerical simulation of hemodynamics in arteries. The classical formulation of the reduced basis (RB) method features dimensionality reduction in space, while…

Numerical Analysis · Mathematics 2025-06-03 Riccardo Tenderini , Nicholas Mueller , Simone Deparis

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

Methodology · Statistics 2024-09-30 Axel Martin , Michele Santacatterina , Iván Díaz

The finite field dependent BRST (FFBRST) technique generally interrelates two different gauge fixed theories. Here we propose a new and unique FFBRST transformation that transforms the effective theory in Lorenz gauge, which represents…

High Energy Physics - Theory · Physics 2022-06-13 Haresh Raval , Bhabani Prasad Mandal

Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…

Statistical Mechanics · Physics 2024-07-02 Adrian Pacheco-Pozo , Diego Krapf

We present a novel method to compute componentwise transient bounds, ultimate bounds, and invariant regions for a class of switching continuous-time linear systems with perturbation bounds that may depend nonlinearly on a delayed state. The…

Systems and Control · Computer Science 2012-02-03 Hernan Haimovich , Maria M. Seron

A nonlinear diffusion equation is proposed to account for thermalization in fermionic and bosonic systems through analytical solutions. For constant transport coefficients, exact time-dependent solutions are derived through nonlinear…

High Energy Physics - Phenomenology · Physics 2022-11-28 Georg Wolschin

We exploit the potential and power of the Becchi-Rouet-Stora-Tyutin (BRST) and anti-BRST invariant restrictions on the (anti-)chiral supervariables to derive the proper (anti-)BRST symmetries for the reparameterization invariant one…

High Energy Physics - Theory · Physics 2018-08-24 S. Kumar , B. Chauhan , R. P. Malik