相关论文: An Extension of the Iterated Moving Average
The notion of a symmetric extension extends the usual notion of forcing by identifying a particular class of names which forms an intermediate model of ZF between the ground model and the generic extension, and often the axiom of choice…
Recent advances in counter-adversarial systems have garnered significant research attention to inverse filtering from a Bayesian perspective. For example, interest in estimating the adversary's Kalman filter tracked estimate with the…
Real-time computational speed and a high degree of precision are requirements for computer-assisted interventions. Applying a segmentation network to a medical video processing task can introduce significant inter-frame prediction noise.…
Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…
We present recent results on the existence of a continuous time limit for Ensemble Kalman Filter algorithms. In the setting of continuous signal and observation processes, we apply the original Ensemble Kalman Filter algorithm proposed by…
Several localized versions of the ensemble Kalman filter have been proposed. Although tests applying such schemes have proven them to be extremely promising, a full basic understanding of the rationale and limitations of localization is…
An exponentially weighted moving model (EWMM) for a vector time series fits a new data model each time period, based on an exponentially fading loss function on past observed data. The well known and widely used exponentially weighted…
The Bregman-Kaczmarz method is an iterative method which can solve strongly convex problems with linear constraints and uses only one or a selected number of rows of the system matrix in each iteration, thereby making it amenable for…
The Zak-OTFS input/output (I/O) relation is predictable and non-fading when the delay and Doppler periods are greater than the effective channel delay and Doppler spreads, a condition which we refer to as the crystallization condition. The…
The propagation of fronts in the Fisher-Kolmogorov equation with spatially varying diffusion coefficients is studied. Using coordinate changes, WKB approximations, and multiple scales analysis, we provide an analytic framework that…
The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…
We introduce a theoretical and computational framework to use discrete Morse theory as an efficient preprocessing in order to compute zigzag persistent homology. From a zigzag filtration of complexes $(K_i)$, we introduce a zigzag Morse…
When a quantum system exhibiting a second order phase transition is quenched across the critical point in large but finite time, the dynamics are not adiabatic in the critical region and the Kibble-Zurek (KZ) mechanism provides a framework…
The Kramers-Moyal analysis is a well established approach to analyze stochastic time series from complex systems. If the sampling interval of a measured time series is too low, systematic errors occur in the analysis results. These errors…
Counter-adversarial system design problems have lately motivated the development of inverse Bayesian filters. For example, inverse Kalman filter (I-KF) has been recently formulated to estimate the adversary's Kalman-filter-tracked estimates…
In this paper, we introduce a generalized composite fading distribution (termed extended generalized-K (EGK)) to model the envelope and the power of the received signal in millimeter wave (60 GHz or above) and free-space optical channels.…
The Korkine-Zolotareff (KZ) reduction is a widely used lattice reduction strategy in communications and cryptography. The Hermite constant, which is a vital constant of lattice, has many applications, such as bounding the length of the…
Upcoming measurements of the kinetic Sunyaev-Zel'dovich (kSZ) effect, which results from Cosmic Microwave Background (CMB) photons scattering off moving electrons, offer a powerful probe of the Epoch of Reionization (EoR). The kSZ signal…
The LZ-End parsing [Kreft & Navarro, 2011] of an input string yields compression competitive with the popular Lempel-Ziv 77 scheme, but also allows for efficient random access. Kempa and Kosolobov showed that the parsing can be computed in…
Many real-life signals are defined on spherical domains, in particular in geophysics and physics applications. In this work, we tackle the problem of extending the iterative filtering algorithm, developed for the decomposition of…