This paper is devoted to the characterization of an extended family of continuous-time autoregressive moving average (CARMA) processes that are solutions of stochastic differential equations driven by white Levy innovations. These are completely specified ...
The population of developed countries is aging at an ever increasing rate. Even in the absence of neurodegenerative diseases, aging affects perceptual and cognitive functions that are crucial for everyday life. The effects of healthy aging on cognitive abi ...
This work deals with factorial models for multiple time series. Its core content puts it at the interface between statistics and finance. After a brief description of the historical link between the two sciences, it reviews the literature on factorial mode ...
In arXiv:1909.01269 it was shown that the scaling dimension of the lightest charge n operator in the U (1) model at the Wilson-Fisher fixed point in D = 4 - epsilon can be computed semiclassically for arbitrary values of lambda n, where lambda is the pertu ...
Natural image statistics exhibit hierarchical dependencies across multiple scales. Representing such prior knowledge in non-factorial latent tree models can boost performance of image denoising, inpainting, deconvolution or reconstruction substantially, be ...
