Cramer-Karhunen-Loeve representation and harmonic principal component analysis of functional time series
Related publications (32)
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...
The field of computational topology has developed many powerful tools to describe the shape of data, offering an alternative point of view from classical statistics. This results in a variety of complex structures that are not always directly amenable for ...
We generalize the fixed-point property for discrete groups acting on convex cones given by Monod in [23] to topological groups. At first, we focus on describing this fixed-point property from a functional point of view, and then we look at the class of gro ...
The concept of novelty is central to questions of creativity, innovation, and discovery. Despite the prominence in scientific inquiry and everyday discourse, there is a chronic ambiguity over its meaning and a surprising variety of empirical measures, whic ...
This paper proposes a representational model for image pairs such as consecutive video frames that are related by local pixel displacements, in the hope that the model may shed light on motion perception in primary visual cortex (V1). The model couples the ...
Let G be a simple algebraic group over an algebraically closed field F of characteristic p >= h, the Coxeter number of G. We observe an easy 'recursion formula' for computing the Jantzen sum formula of a Weyl module with p-regular highest weight. We also d ...
We present a novel technique of neutron noise detection and experimental data interpretation developed during the EU H2020 project CORTEX aiming to improve the capabilities for identification and localization of neutron noise sources. The experimental data ...
How can we discern whether the covariance operator of a stochastic pro-cess is of reduced rank, and if so, what its precise rank is? And how can we do so at a given level of confidence? This question is central to a great deal of methods for functional dat ...
Starting from a strong Lattice-Free Maximum Mutual Information (LF-MMI) baseline system, we explore different autoencoder configurations to enhance Mel-Frequency Cepstral Coefficients (MFCC) features. Autoencoders are expected to generate new MFCC features ...
We consider increasingly complex models of matrix denoising and dictionary learning in the Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank growing linearly with the system size. This is in contrast with most existin ...