相关论文: On generalized max-linear models in max-stable ran…
We derive a sufficient condition for stability in probability of an equilibrium of a randomly perturbed map in ${\mathbb R}^d$. This condition can be used to stabilize weakly unstable equilibria by random forcing. Analytical results on…
We introduce basic statistical methods for the extrapolation of stationary random fields. For square integrable fields, we set out basics of the kriging extrapolation techniques. For (non--Gaussian) stable fields, which are known to be…
We reconsider Ising spins in a Gaussian random field within the replica formalism. The corresponding continuum model involves several coupling constants beyond the single one which was considered in the standard $\phi^4$ theory approach.…
In approximation of functions based on point values, least-squares methods provide more stability than interpolation, at the expense of increasing the sampling budget. We show that near-optimal approximation error can nevertheless be…
In the recent paper [8], a new method to compute stable kernel-based interpolants has been presented. This \textit{rescaled interpolation} method combines the standard kernel interpolation with a properly defined rescaling operation, which…
For many environmental processes, recent studies have shown that the dependence strength is decreasing when quantile levels increase. This implies that the popular max-stable models are inadequate to capture the rate of joint tail decay,…
Natural disasters may have considerable impact on society as well as on (re)insurance industry. Max-stable processes are ideally suited for the modeling of the spatial extent of such extreme events, but it is often assumed that there is no…
It is a well known fact that finite time optimal controllers, such as MPC does not necessarily result in closed loop stable systems. Within the MPC community it is common practice to add a final state constraint and/or a final state penalty…
A method for exploring unstable structures generated by nonlinear dynamical systems is introduced. It is based on the sampling of initial conditions and parameters by Replica Exchange Monte Carlo (REM), and efficient both for the search of…
The problem of the mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional continuous time stationary stochastic process is considered. Estimates are based on observations of the…
In this paper we consider an abstract Cauchy problem for a Maxwell system modelling electromagnetic fields in the presence of an interface between optical media. The electric polarization is in general time-delayed and nonlinear, turning…
Maximum likelihood iteration is one of the most commonly used reconstruction algorithms in quantum tomography. The main appeal of the method is that it is easy to implement and that it converges reliably to a physically meaningful density…
A generative model based on a continuous-time normalizing flow between any pair of base and target probability densities is proposed. The velocity field of this flow is inferred from the probability current of a time-dependent density that…
We construct the generalized entropy optimized by a given arbitrary statistical distribution with a finite linear expectation value of a random quantity of interest. This offers, via the maximum entropy principle, a unified basis for a…
We propose an approach to the problem of global reconstruction of an orientation field. The method is based on a geometric model called "bisector line fields", which maps a pair of vector fields to an orientation field, effectively…
We present a new technique for the interpolation of discretely-sampled non-negat ive scalar fields across regions of missing data. Any set of basis functions can be used, though the method is fastest when they are close to orthogonal. We…
For a given stationary max-stable random field $X(t),t\in Z^d$ the corresponding generalised Pickands constant coincides with the classical extremal index $\theta$ which always exists. In this contribution we discuss necessary and…
This paper is devoted to the prediction problem in extreme value theory. Our main result is an explicit expression of the regular conditional distribution of a max-stable (or max-infinitely divisible) process $\{\eta(t)\}_{t\in T}$ given…
The control of large queueing networks is a notoriously difficult problem. Recently, an interesting new policy design framework for the control problem called h-MaxWeight has been proposed: h-MaxWeight is a natural generalization of the…
The dynamics of non-equilibrium Ising model with parallel updates is investigated using a generalized mean field approximation that incorporates multiple two-site correlations at any two time steps, which can be obtained recursively. The…