相关论文: On generalized max-linear models in max-stable ran…

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 the Taylor expansion, is…

Given a set of points $P$ and axis-aligned rectangles $\mathcal{R}$ in the plane, a point $p \in P$ is called \emph{exposed} if it lies outside all rectangles in $\mathcal{R}$. In the \emph{max-exposure problem}, given an integer parameter…

We develop Stein's method for $\alpha$-stable approximation with $\alpha\in(0,1]$, continuing the recent line of research by Xu \cite{lihu} and Chen, Nourdin and Xu \cite{C-N-X} in the case $\alpha\in(1,2).$ The main results include an…

We consider nonlinear model predictive control (MPC) schemes without stabilizing terminal conditions, where the model used in the optimization step is generated based on input-output data only. We establish exponential stability for…

In this paper, the maximum spacing method is considered for multivariate observations. Nearest neighbour balls are used as a multidimensional analogue to univariate spacings. A class of information-type measures is used to generalize the…

A distributed algorithm is self-stabilizing if after faults and attacks hit the system and place it in some arbitrary global state, the system recovers from this catastrophic situation without external intervention in finite time. In this…

Identifying important features linked to a response variable is a fundamental task in various scientific domains. This article explores statistical inference for simulated Markov random fields in high-dimensional settings. We introduce a…

In this work, we propose a novel formulation for the solution of partial differential equations using finite element methods on unfitted meshes. The proposed formulation relies on the discrete extension operator proposed in the aggregated…

Motivated by the papers of Mladenovc and Piterbarg (2006), Krajka (2011) and Pereira and Tan (2017), we study the limit properties for the maxima from nonstationary random fields subject to missing observations and obtain the weakly…

We consider the problem of optimal linear estimation of the functional $$A_N \vec{\xi} =\sum_{j = 0}^{N} (\vec{a}(j))^{\top} \vec{\xi}(j)$$ that depends on the unknown values $\vec{\xi}(j),j=0,1,\dots,N,$ of a vector-valued harmonizable…

The main goal of this paper is to construct a wavelet-type random series representation for a random field $X$, defined by a multistable stochastic integral, which generates a multifractional multistable Riemann-Liouville (mmRL) process…

We develop classification results for max--stable processes, based on their spectral representations. The structure of max--linear isometries and minimal spectral representations play important roles. We propose a general classification…

Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as for example the energy dissipation field of fully developed turbulence. A dynamical generalisation of these models is…

Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…

The replicated field theory of the random field Ising model involves the couplings of replicas of different indices. The resulting correlation functions involve a superposition of different types of long distance behaviours. However the…

In this paper, we use the concept of excursion sets for the extrapolation of stationary random fields. Doing so, we define excursion sets for the field and its linear predictor, and then minimize the expected volume of the symmetric…

Let X be a countably infinite set of real numbers and let Y_x, x \in X, be an independent family of stationary random subsets of the real numbers, e.g. homogeneous Poisson point processes. We give criteria for the a.s. existence of various…

We consider expected performances based on max-stable random fields and we are interested in their derivatives with respect to the spatial dependence parameters of those fields. Max-stable fields, such as the Brown--Resnick and Smith…

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…

Robust parameter estimation in computer vision is frequently accomplished by solving the maximum consensus (MaxCon) problem. Widely used randomized methods for MaxCon, however, can only produce {random} approximate solutions, while global…