相关论文: Model-based curve registration via stochastic appr…

We study nonparametric clustering of smooth random curves on the basis of the L2 gradient flow associated to a pseudo-density functional and we show that the clustering is well-defined both at the population and at the sample level. We…

Estimating time-varying graphical models are of paramount importance in various social, financial, biological, and engineering systems, since the evolution of such networks can be utilized for example to spot trends, detect anomalies,…

Time warping function provides a mathematical representation to measure phase variability in functional data. Recent studies have developed various approaches to estimate optimal warping between functions and provide non-Euclidean models.…

We deal with the problem of gradient estimation for stochastic differentiable relaxations of algorithms, operators, simulators, and other non-differentiable functions. Stochastic smoothing conventionally perturbs the input of a…

The crossed random effects model is widely used, finding applications in various fields such as longitudinal studies, e-commerce, and recommender systems, among others. However, these models encounter scalability challenges, as the…

Graph models provide efficient tools to capture the underlying structure of data defined over networks. Many real-world network topologies are subject to change over time. Learning to model the dynamic interactions between entities in such…

To perform uncertainty, sensitivity or optimization analysis on scalar variables calculated by a cpu time expensive computer code, a widely accepted methodology consists in first identifying the most influential uncertain inputs (by…

This paper considers an approximate dynamic matrix factor model that accounts for the time series nature of the data by explicitly modelling the time evolution of the factors. We study estimation of the model parameters based on the…

Normalizing flows have shown great success as general-purpose density estimators. However, many real world applications require the use of domain-specific knowledge, which normalizing flows cannot readily incorporate. We propose…

Electromyogram (EMG) has been utilized to interface signals for prosthetic hands and information devices owing to its ability to reflect human motion intentions. Although various EMG classification methods have been introduced into…

Several phenomena are available representing market activity: volumes, number of trades, durations between trades or quotes, volatility - however measured - all share the feature to be represented as positive valued time series. When…

In this paper, we consider the problem of automatic modulation classification with multiple sensors in the presence of unknown time offset, phase offset and received signal amplitude. We develop a novel hybrid maximum likelihood (HML)…

Segmented models are widely used to describe non-stationary sequential data with discrete change points. Their estimation usually requires solving a mixed discrete-continuous optimization problem, where the segmentation is the discrete part…

A new type of ensemble filter is proposed, which combines an ensemble Kalman filter (EnKF) with the ideas of morphing and registration from image processing. This results in filters suitable for nonlinear problems whose solutions exhibit…

This article introduces a non parametric warping model for functional data. When the outcome of an experiment is a sample of curves, data can be seen as realizations of a stochastic process, which takes into account the small variations…

The fault diagnosis of rolling bearings is a critical technique to realize predictive maintenance for mechanical condition monitoring. In real industrial systems, the main challenges for the fault diagnosis of rolling bearings pertain to…

Electroencephalography (EEG) provides a way to understand, and evaluate neurotransmission. In this context, time-locked EEG activity or event-related potentials (ERPs) are often used to capture neural activity related to specific mental…

1. Parameter inference from distorted measurements is discussed. 2. Smeared measurements are unfolded without explicit regularization. The corresponding results are unbiased and permit to fit parameters and to apply quantitative…

Regression is a fundamental prediction task common in data-centric engineering applications that involves learning mappings between continuous variables. In many engineering applications (e.g.\ structural health monitoring), feature-label…

Process discovery algorithms automatically extract process models from event logs, but high variability often results in complex and hard-to-understand models. To mitigate this issue, trace clustering techniques group process executions…