相关论文: Singularity in CM Sequences
We introduce a multivariate hidden Markov model to jointly cluster time-series observations with different support, i.e. circular and linear. Relying on the general projected normal distribution, our approach allows for bimodal and/or…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
This paper studies the problem of learning the correlation structure of a set of intervention functions defined on the directed acyclic graph (DAG) of a causal model. This is useful when we are interested in jointly learning the causal…
Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Inspired by the theory of random products of matrices, it has been shown that these Markov processes admit…
We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…
We develop a Gaussian process framework for learning interaction kernels in multi-species interacting particle systems from trajectory data. Such systems provide a canonical setting for multiscale modeling, where simple microscopic…
We provide conditions for the existence and the unicity of strictly stationary solutions of the usual Dynamic Conditional Correlation GARCH models (DCC-GARCH). The proof is based on Tweedie's (1988) criteria, after having rewritten…
While the disciplines of physics and engineering sciences in many cases have taken advantage from accurate time-series prediction of system behaviour by applying ordinary differential equation systems upon precise basic physical laws such…
Identifying a coupled dynamical system out of many plausible candidates, each of which could serve as the underlying generator of some observed measurements, is a profoundly ill posed problem that commonly arises when modelling real world…
This paper presents the first application of Gaussian Mixture Copula Models to the statistical modeling of driving scenarios for the safety validation of automated driving systems. Knowledge of the joint probability distribution of scenario…
Many control tasks can be formulated as a tracking problem of a known or unknown reference signal. Examples are movement compensation in collaborative robotics, the synchronisation of oscillations for power systems or reference tracking of…
It is a well-known fact that genetic sequences may contain sections with repeated units, called repeats, that differ in length over a population, with a length distribution of geometric type. A simple class of recombination models with…
Continuum models for the spatial dynamics of growing cell populations have been widely used to investigate the mechanisms underpinning tissue development and tumour invasion. These models consist of nonlinear partial differential equations…
The paper gives a systematic analysis of singularities of transition processes in dynamical systems. General dynamical systems with dependence on parameter are studied. A system of relaxation times is constructed. Each relaxation time…
We develop a notion of stochastic quantum trajectories. First, we construct a basis set of trajectories, called elementary trajectories, and go on to show that any quantum dynamical process, including those that are non-Markovian, can be…
The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models…
Most literature on quantum collision models (CMs) usually considers periodic weak collisions featuring a fixed waiting time between two next collisions. Some works have yet addressed CMs with random waiting time and strong collisions…
The research work outlined in the present note highlights the essential role played by the simulation procedures implemented by us on CINECA supercomputers to complement the mathematical investigations carried within our group over the past…
We derive Markovian master equations of single and interacting harmonic systems in different scenarios, including strong internal coupling. By comparing the dynamics resulting from the corresponding Markovian master equations with exact…
In this work, cascading transmission line failures are studied through a dynamical model of the power system operating under fixed conditions. The power grid is modeled as a stochastic dynamical system where first-principles…