相关论文: Direct sample estimates of multidimensional quadra…
The most commonly used estimators of the anisotropic galaxy power spectrum employ Fast Fourier transforms, and rely on a specific choice of the line-of-sight that breaks the symmetry between the galaxy pair. This leads to wide-angle…
Local Scale-Invariance theory is tested by extensive dynamical simulations of the driven dimer lattice gas model, describing the surface growth of the 2+1 dimensional Kardar-Parisi-Zhang surfaces. Very precise measurements of the universal…
We introduce a parameter estimation method that utilizes microscopic data, specifically averages and correlations of selected microscopic observables, to determine the parameters of a stochastic differential equation governing…
We present a continuous-time probabilistic approach for estimating the chirp signal and its instantaneous frequency function when the true forms of these functions are not accessible. Our model represents these functions by non-linearly…
Second-order characteristics including covariance and spectral density functions are fundamentally important for both statistical applications and theoretical analysis in functional time series. In the high-dimensional setting where the…
The explicit calculation of the scaling form of the two-time autocorrelation function in phase-ordering kinetics and in those cases of non-equilibrium critical dynamics where the dynamical exponent z=2 through the extension of dynamical…
Analyses of the galaxy N-Point Correlation Functions (NPCFs) have a large number of degrees of freedom, meaning one cannot directly estimate an invertible covariance matrix purely from mock catalogs, as has been the standard approach for…
We study the asymptotic power means of the coefficients associated with the Schneider continued fraction map on $p\mathbb{Z}_p$. Using tools from thermodynamic formalism, we compute the Hausdorff dimension of the corresponding level sets…
We reconstruct the velocity field of incompressible flows given a finite set of measurements. For the spatial approximation, we introduce the Sparse Fourier divergence-free (SFdf) approximation based on a discrete $L^2$ projection. Within…
We discuss a class of difference-based estimators for the autocovariance in nonparametric regression when the signal is discontinuous (change-point regression), possibly highly fluctuating, and the errors form a stationary $m$-dependent…
We report a measurement of the quadrupole power spectrum in the two degree field (2dF) QSO redshift (2QZ) survey. The analysis uses an algorithm parallel to that for the estimation of the standard monopole power spectrum without first…
We consider the nonparametric estimation of the value of a quadratic functional evaluated at the density of a strictly positive random variable $X$ based on an iid. sample from an observation $Y$ of $X$ corrupted by an independent…
We propose and develop a formalism to describe and constrain statistically anisotropic primordial perturbations. Starting from a decomposition of the primordial power spectrum in spherical harmonics, we find how the temperature fluctuations…
The specification of a covariance function is of paramount importance when employing Gaussian process models, but the requirement of positive definiteness severely limits those used in practice. Designing flexible stationary covariance…
Multi-dimensional functional data arises in numerous modern scientific experimental and observational studies. In this paper we focus on longitudinal functional data, a structured form of multidimensional functional data. Operating within a…
Spatial processes with nonstationary and anisotropic covariance structure are often used when modelling, analysing and predicting complex environmental phenomena. Such processes may often be expressed as ones that have stationary and…
We propose a difference-based nonparametric methodology for the estimation and inference of the time-varying auto-covariance functions of a locally stationary time series when it is contaminated by a complex trend with both abrupt and…
The statistics of eigenfunction amplitudes are studied in mesoscopic disordered electron systems of finite size. The exact eigenspectrum and eigenstates are obtained by solving numerically Anderson Hamiltonian on a three-dimensional lattice…
We provide a new non-parametric Fourier procedure to estimate the trajectory of the instantaneous covariance process (from discrete observations of a multidimensional price process) in the presence of jumps extending the seminal work…
We establish a new framework for statistical estimation of directed acyclic graphs (DAGs) when data are generated from a linear, possibly non-Gaussian structural equation model. Our framework consists of two parts: (1) inferring the…