Related papers: Finding discontinuities of piecewise-smooth functi…
We investigate the problem of reconstructing a 2D piecewise smooth function from its bandlimited Fourier measurements. This is a well known and well studied problem with many real world implications, in particular in medical imaging. While…
This paper deals with asymptotic stability of a class of dynamical systems in terms of smooth Lyapunov pairs. We point out that well known converse Lyapunov results for differential inclusions cannot be applied to this class of dynamical…
We consider the problem of detecting edges in piecewise smooth functions from their N-degree spectral content, which is assumed to be corrupted by noise. There are three scales involved: the "smoothness" scale of order 1/N, the noise scale…
We consider the problem of decomposing a piecewise constant function on the circle into a sum of indicator functions of closed circular disks in the plane, whose number and location are not a priori known. This represents a situation where…
An asymptotic formula is given for the number of y-smooth numbers up to x in a Beatty sequence corresponding to an irrational number of finite type.
One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…
This paper is a survey of methods for solving smooth (strongly) monotone stochastic variational inequalities. To begin with, we give the deterministic foundation from which the stochastic methods eventually evolved. Then we review methods…
Lower and upper bounds for a given function are important in many mathematical and engineering contexts, where they often serve as a base for both analysis and application. In this short paper, we derive piecewise linear and quadratic…
Distributional fixed points of a Poisson shot noise transform (for nonnegative, nonincreasing response functions bounded by 1) are characterized. The tail behavior of fixed points is described. Typically they have either exponential moments…
A numerical study of fractional Camassa-Holm equations is presented. Smooth solitary waves are constructed numerically. Their stability is studied as well as the long time behavior of solutions for general localised initial data from the…
We construct a noise stable sequence of transitive, monotone increasing Boolean functions $f_n: \{-1,1\}^{k_n} \longrightarrow \{-1,1\}$ which admit many pivotals with high probability. We show that such a sequence is volatile as well, and…
We compare a recently proposed multivariate spline based on mixed partial derivatives with two other standard splines for the scattered data smoothing problem. The splines are defined as the minimiser of a penalised least squares…
It is obtained necessary and sufficient conditions of dependence on $\aleph$ coordinates for functions of several variables, each of which is a product of metrizable factors. The set of discontinuity points of such functions is…
We consider the problem of detecting abrupt changes (i.e., large jump discontinuities) in the rate function of a point process. The rate function is assumed to be fully unknown, non-stationary, and may itself be a random process that…
This article presents a method for estimating the dynamic driving states (position, velocity, acceleration and heading) from noisy measurement data. The proposed approach is effective with both complete and partial observations, producing…
We present a static analysis for discovering differentiable or more generally smooth parts of a given probabilistic program, and show how the analysis can be used to improve the pathwise gradient estimator, one of the most popular methods…
This paper resolves a pivotal open problem on nonparametric inference for nonlinear functionals of volatility matrix. Multiple prominent statistical tasks can be formulated as functionals of volatility matrix, yet a unified statistical…
In this paper the statement of the second Bogolyubov's theorem on periodic solutions of smooth systems with small parameter is justified for discountinuous systems. It is assumed that the generating solution intersects the discontinuity…
We propose a computationally and statistically efficient procedure for segmenting univariate data under piecewise linearity. The proposed moving sum (MOSUM) methodology detects multiple change points where the underlying signal undergoes…
We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…