相关论文: MAVKA: Software for Statistically Optimal Determin…
Optimal frequency identification in astronomical datasets is crucial for variable star studies, exoplanet detection, and asteroseismology. Traditional period-finding methods often rely on specific parametric assumptions, employ binning…
Accurate estimation of the T-year return levels of climate extremes using statistical distribution is a critical step in the projection of future climate and in engineering design for disaster response. We show how the estimation of such…
In this paper, we employ a space-time finite element method to discretize the parabolic initial-boundary value problem and extend its error analysis with refined estimates on unstructured space-time meshes. We establish higher-order…
Current analysis of astronomical data are confronted with the daunting task of modeling the awkward features of astronomical data, among which heteroscedastic (point-dependent) errors, intrinsic scatter, non-ignorable data collection…
A central area of research in nonlinear science is the study of instabilities that drive the emergence of extreme events. Unfortunately, experimental techniques for measuring such phenomena often provide only partial characterization. For…
We present a method for comparing point forecasts in a region of interest, such as the tails or centre of a variable's range. This method cannot be hedged, in contrast to conditionally selecting events to evaluate and then using a scoring…
We propose a convex-optimization-based framework for computation of invariant measures of polynomial dynamical systems and Markov processes, in discrete and continuous time. The set of all invariant measures is characterized as the feasible…
Phenomenological modeling of variable stars allows determination of a set of the parameters, which are needed for classification in the "General Catalogue of Variable Stars" and similar catalogs. We apply a recent method NAV ("New Algol…
We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints,…
We discuss different methods for phenomenological approximations of signals with (generally) irregularly spaced arguments. Such signals may be classified as periodic, multi-periodic, quasi-periodic (cyclic), burst-type and flicker-type (see…
Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…
Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…
The spatio-temporal autoregressive moving average (STARMA) model is frequently used in several studies of multivariate time series data, where the assumption of stationarity is important, but it is not always guaranteed in practice. One way…
We analyze the extreme value dependence of independent, not necessarily identically distributed multivariate regularly varying random vectors. More specifically, we propose estimators of the spectral measure locally at some time point and…
Precision radial velocity (RV) measurements continue to be a key tool to detect and characterise extrasolar planets. While instrumental precision keeps improving, stellar activity remains a barrier to obtain reliable measurements below 1-2…
The first step when investigating time varying data is the detection of any reliable changes in star brightness. This step is crucial to decreasing the processing time by reducing the number of sources processed in later, slower steps.…
In this work, we consider space-time goal-oriented a posteriori error estimation for parabolic problems. Temporal and spatial discretizations are based on Galerkin finite elements of continuous and discontinuous type. The main objectives…
We present a machine learning method to assign stellar parameters (temperature, surface gravity, metallicity) to the photometric data of large photometric surveys such as SDSS and SKYMAPPER. The method makes use of our previous effort in…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
This paper presents a novel deep learning framework for estimating multivariate joint extremes of metocean variables, based on the Semi-Parametric Angular-Radial (SPAR) model. When considered in polar coordinates, the problem of modelling…