相关论文: Constant Slope Models and Perturbation

Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…

The velocity-jump model is a specific type of piecewise deterministic Markov process in which an individual's velocity is constant except at times that form the events of some point process. It represents an interpretable continuous-time…

We introduce and study the convergence properties of a projection-type algorithm for solving the variational inequality problem for point-to-set operators. No monotoni\-city assumption is used in our analysis. The operator defining the…

We consider a dependent thinning of a regular point process with the aim of obtaining aggregation on the large scale and regularity on the small scale in the resulting target point process of retained points. Various parametric models for…

We use Topological Data Analysis tools for studying the inner organization of cells in segmented images of epithelial tissues. More specifically, for each segmented image, we compute different persistence barcodes, which codify lifetime of…

In this paper we study the spectrum of heights of transitive models of theories extending $V = L[A]$, under various definitions. In particular, we investigate the consistency strength of making those spectra as simple as possible.

Persistence diagrams, which summarize the birth and death of homological features extracted from data, are employed as stable signatures for applications in image analysis and other areas. Besides simply considering the multiset of…

We introduce a new class of continuous-time models of the stochastic volatility of asset prices. The models can simultaneously incorporate roughness and slowly decaying autocorrelations, including proper long memory, which are two stylized…

Persistent homology is a widely used tool in Topological Data Analysis that encodes multiscale topological information as a multi-set of points in the plane called a persistence diagram. It is difficult to apply statistical theory directly…

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…

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

We study a model for the movement of surfaces, namely the conserved, restricted solid-on-solid model. The surface configurations are restricted such that the difference between the heights at adjacent sites is no more than one. In addition…

Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…

Modal split prediction in transportation networks has the potential to support network operators in managing traffic congestion and improving transit service reliability. We focus on the problem of hourly prediction of the fraction of…

A useful sampling-reconstruction model should be stable with respect to different kind of small perturbations, regardless whether they result from jitter, measurement errors, or simply from a small change in the model assumptions. In this…

The movement of intracellular cargo transported by molecular motors is commonly marked by switches between directed motion and stationary pauses. The predominant measure for assessing movement is effective diffusivity, which predicts the…

In this note, a Wegner estimate for random divergence-type operators that are monotone in the randomness is proven. The proof is based on a recently shown unique continuation estimate for the gradient and the ensuing eigenvalue liftings.…

In semivarying coefficient models for longitudinal/clustered data, usually of primary interest is usually the parametric component which involves unknown constant coefficients. First, we study semiparametric efficiency bound for estimation…

The particle discrete element simulation of the instability and failure process of the granular slope accumulator model when the metal plate continues downward is obtained, and the two-dimensional total velocity vector of soil particle…

In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…