Related papers: Multiplicative decompositions and frequency of van…

MultiResolution Low-Rank decomposition is formulated for regularization of dynamic image sequences. The decomposition applies a local low-rank decomposition on a sequence of discrete wavelet transforms. Its effective formulation as a…

In this paper, we consider a question of sum-keeping about a multiplicative subsemigroup and its generator subsets in a semiring, and develop some elementary (collapse) process of the sum-keeping retraction through subsets until one minimal…

We present a convex formulation of dictionary learning for sparse signal decomposition. Convexity is obtained by replacing the usual explicit upper bound on the dictionary size by a convex rank-reducing term similar to the trace norm. In…

(This is the third version of a working paper.) We develop a family of self-normalized concentration inequalities for marginal mean under martingale-difference structure and $\phi/\tilde{\phi}$-mixing conditions, where the latter includes…

We introduce invertible subalgebras of local operator algebras on lattices. An invertible subalgebra is defined to be one such that every local operator can be locally expressed by elements of the inveritible subalgebra and those of the…

The objective of this paper is to establish the decomposition theorem for supermartingales under the $G$-framework. We first introduce a $g$-nonlinear expectation via a kind of $G$-BSDE and the associated supermartingales. We have shown…

Let $X$ be the unique normal martingale such that $X_0=0$ and \[\mathrm{d}[X]_t=(1-t-X_{t-}) \mathrm{d}X_t+\mathrm{d}t\] and let $Y_t:=X_t+t$ for all $t\geq 0$; the semimartingale $Y$ arises in quantum probability, where it is the…

Non-negative matrix factorization (NMF) is a recently developed technique for finding parts-based, linear representations of non-negative data. Although it has successfully been applied in several applications, it does not always result in…

Missing values are ubiquitous in (data) science, with potential detrimental consequences for any statistical analysis. As a consequence, a wealth of methods and theoretical results have been developed in recent years. Still, many questions…

This work develops a multiscale solution decomposition (MSD) method for nonlocal-in-time problems to separate a series of known terms with multiscale singularity from the original singular solution such that the remaining unknown part…

We present a powerful method to generate various equations which possess the Lax representations on noncommutative (1+1) and (1+2)-dimensional spaces. The generated equations contain noncommutative integrable equations obtained by using the…

By making use of martingale representations, we derive the asymptotic normality of particle filters in hidden Markov models and a relatively simple formula for their asymptotic variances. Although repeated resamplings result in complicated…

In this paper, we describe a low-rank matrix completion method based on matrix decomposition. An incomplete matrix is decomposed into submatrices which are filled with a proposed trimming step and then are recombined to form a low-rank…

In this paper, we discussed the non-local derivative on the fractal Cantor set. The scaling properties are given for both local and non-local fractal derivatives. The local and non-local fractal differential equations are solved and…

In this article, we introduce a conditional marginal model for longitudinal data, in which the residuals form a martingale difference sequence. This model allows us to consider a rich class of estimating equations, which contains several…

Monotone processes, just like martingales, can often be recovered from their final values. Examples include running maxima of supermartingales, as well as running maxima, local times, and various integral functionals of sticky processes…

Consider an ideal $I \subset R = \bC[x_1,...,x_n]$ defining a complex affine variety $X \subset \bC^n$. We describe the components associated to $I$ by means of {\em numerical primary decomposition} (NPD). The method is based on the…

We solve the problem of description for nonsingular pairs of compatible flat metrics in the general N-component case. The integrable nonlinear partial differential equations describing all nonsingular pairs of compatible flat metrics (or,…

We present a data-driven method for separating complex, multiscale systems into their constituent time-scale components using a recursive implementation of dynamic mode decomposition (DMD). Local linear models are built from windowed…

This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…