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Invariant manifolds with boundary for jump-diffusions

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Max-stable processes and stationary systems of Levy particles

Sebastian Engelke

We study stationary max-stable processes {n(t): t is an element of R} admitting a representation of the form n(t) = max(i is an element of N) (U-i +Y-i(t)), where Sigma(infinity)(i=1) delta U-i is a Poisson point process on R with intensity e(-u)du, and Y1 ...

Elsevier2015

Explicit Recursive and Adaptive Filtering in Reproducing Kernel Hilbert Spaces

Devis Tuia

This brief presents a methodology to develop recursive filters in reproducing kernel Hilbert spaces. Unlike previous approaches that exploit the kernel trick on filtered and then mapped samples, we explicitly define the model recursivity in the Hilbert spa ...

Ieee-Inst Electrical Electronics Engineers Inc2014

Laplacian Support Vector Analysis for Subspace Discriminative Learning

Nikolaos Arvanitopoulos Darginis

In this paper we propose a novel dimensionality reduction method that is based on successive Laplacian SVM projections in orthogonal deflated subspaces. The proposed method, called Laplacian Support Vector Analysis, produces projection vectors, which captu ...

2014

STOCHASTIC PROCESSES AND CONSTRUCTION OF BROWNIAN MOTION

Christophe-Aschkan Mery

This project offers a rigorous introduction to the tools needed to construct a continuous stochastic process. Among other things, we give a very detailed proof of the Kolmogorov continuity criterion. We then construct a Brownian Motion following the formal ...

EPFL2013

, , ,

The set of solutions of a parameter-dependent linear partial differential equation with smooth coefficients typically forms a compact manifold in a Hilbert space. In this paper we review the generalized reduced basis method as a fast computational tool for ...

Springer2012

The Analog Formulation of Sparsity Implies Infinite Divisibility and Rules Out Bernoulli-Gaussian Priors

Michaël Unser, Arash Amini, Ulugbek Kamilov

Motivated by the analog nature of real-world signals, we investigate continuous-time random processes. For this purpose, we consider the stochastic processes that can be whitened by linear transformations and we show that the distribution of their samples ...

Ieee2012

The Analog Formulation of Sparsity Implies Infinite Divisibility and Rules Out Bernoulli-Gaussian Priors

Michaël Unser, Azin Amini, Ulugbek Kamilov

IEEE2012

Stochastic dynamics of snow avalanche occurrence by superposition of Poisson processes

Paolo Perona, Benoît Crouzy

We study the dynamics of systems with deterministic trajectories randomly forced by instantaneous discontinuous jumps occurring according to two different compound Poisson processes. One process, with constant frequency, causes instantaneous positive rando ...

Royal Soc2012

The Contact Process

Daniel Rodrigues Valesin

This work is a study of three interacting particle systems that are modified versions of the contact process. The contact process is a spin system defined on a graph and is commonly taken as a model for the spread of an infection in a population; transmiss ...

EPFL2011

Jump-diffusions in Hilbert spaces: existence, stability and numerics

Damir Filipovic

By means of an original approach, called 'method of the moving frame', we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path-dependent coefficients driven by an i ...

2010