相关论文: Linking progressive and initial filtration expansi…
Many real-life signals are defined on spherical domains, in particular in geophysics and physics applications. In this work, we tackle the problem of extending the iterative filtering algorithm, developed for the decomposition of…
This paper discusses the possibility to find and construct \textit{piecewise constant martingales}, that is, martingales with piecewise constant sample paths evolving in a connected subset of $\mathbb{R}$. After a brief review of standard…
Marginalization techniques are presented for the Bayesian filtering problem under the assumption of Gaussian priors and posteriors and a set of sequentially more constraining state space model assumptions. The techniques provide the…
Relations between so-called harness processes and initial enlargements of the filtration of a Levy process with its positions at fixed times are investigated.
The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…
We consider the problem of learning two families of time-evolving random measures from indirect observations. In the first model, the signal is a Fleming--Viot diffusion, which is reversible with respect to the law of a Dirichlet process,…
We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…
M. Smorodinsky and S. Laurent have initiated the study of the filtrations of split-word processes, in the framework of discrete negative time. For these filtrations, we show that Laurent's sufficient condition for non standardness is also…
Markovian growth-fragmentation processes introduced by Bertoin extend the pure fragmentation model by allowing the fragments to grow larger or smaller between dislocation events. What becomes of the known asymptotic behaviors of…
This paper provides time-dependent expressions for the expected degree distribution of a given network that is subject to growth, as a function of time. We consider both uniform attachment, where incoming nodes form links to existing nodes…
In this paper we investigate the propagation of the weak representation property (WRP) to an independently enlarged filtration. More precisely, we consider an $\mathbb{F}$-semimartingale $X$ possessing the WRP with respect to $\mathbb{F}$…
We show that the number of renewals up to time $t$ exhibits distributional fluctuations as $t\to\infty$ if the underlying lifetimes increase at an exponential rate in a distributional sense. This provides a probabilistic explanation for the…
To enhance documentation and maintenance practices, developers conventionally establish links between related software artifacts manually. Empirical research has revealed that developers frequently overlook this practice, resulting in…
We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…
Regular and singular parts of asymptotic expansions of semi-Markov random evolutions are given. Regularity of boundary conditions is shown. An algorithm for calculation of initial conditions is proposed.
Time reversal mirrors have been successfully implemented for various kinds of waves propagating in complex media. In particular, acoustic waves in chaotic cavities exhibit a refocalization that is extremely robust against external…
We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…
Spingarn's method of partial inverses and the progressive decoupling algorithm address inclusion problems involving the sum of an operator and the normal cone of a linear subspace, known as linkage problems. Despite their success, existing…
We consider the task of modeling a dependent sequence of random partitions. It is well-known that a random measure in Bayesian nonparametrics induces a distribution over random partitions. The community has therefore assumed that the best…
Many models in natural language processing define probabilistic distributions over linguistic structures. We argue that (1) the quality of a model' s posterior distribution can and should be directly evaluated, as to whether probabilities…