相关论文: Analytical and computational problems related to f…
In the literature, the study of electron transport in quantum devices is mainly devoted to DC properties. The fluctuations of the electrical current around these DC values, the so-called quantum noise, are much less analyzed. The…
We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…
We consider a class of linear ill-posed inverse problems arising from inversion of a compact operator with singular values which decay exponentially to zero. We adopt a Bayesian approach, assuming a Gaussian prior on the unknown function.…
Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…
We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…
The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…
We present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…
This paper is devoted to the study of the properties of entropy as a function of the Hurst index, which corresponds to the fractional Gaussian noise. Since the entropy of the Gaussian vector depends on the determinant of the covariance…
In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…
This paper presents a unified geometric framework for the statistical analysis of a general ill-posed linear inverse model which includes as special cases noisy compressed sensing, sign vector recovery, trace regression, orthogonal matrix…
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…
In this paper, we consider the numerical approximation of a time-fractional stochastic Cahn--Hilliard equation driven by an additive fractionally integrated Gaussian noise. The model involves a Caputo fractional derivative in time of order…
In this paper, we consider an inference problem for the first order autoregressive process driven by a long memory stationary Gaussian process. Suppose that the covariance function of the noise can be expressed as $\abs{k}^{2H-2}$ times a…
We generalize the generalized-squeezing problem to include fractional values of the squeezing order $n$. This approach allows us to determine the locations of critical points at which qualitative changes in behaviour occur and accurately…
This work represents a natural coalescence of two important lines of work: learning mixtures of Gaussians and algorithmic robust statistics. In particular we give the first provably robust algorithm for learning mixtures of any constant…
Quasiperiodic arrangements of the constitutive materials in composites result in effective properties with very unusual electromagnetic and elastic properties. The paper discusses the cut-and-projection method that is used to characterize…
The monotone rearrangement of a function is the non-decreasing function with the same distribution. The convex rearrangement of a smooth function is obtained by integrating the monotone rearrangement of its derivative. This operator can be…
Local Asymptotic Normality (LAN) property for fractional Gaussian noise under high-frequency observations is proved with a non-diagonal rate matrix depending on the parameter to be estimated. In contrast to the LAN families in the…
We discuss a family of random fields indexed by a parameter $s\in \mathbb{R}$ which we call the fractional Gaussian fields, given by \[ \mathrm{FGF}_s(\mathbb{R}^d)=(-\Delta)^{-s/2} W, \] where $W$ is a white noise on $\mathbb{R}^d$ and…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…