Processus autorégressif

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Statistique
Analyse des données
Série temporelle

Publications associées (25)

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On the rate of convergence for the autocorrelation operator in functional autoregression

Victor Panaretos, Alessia Caponera

We consider the problem of estimating the autocorrelation operator of an autoregressive Hilbertian process. By means of a Tikhonov approach, we establish a general result that yields the convergence rate of the estimated autocorrelation operator as a funct ...

ELSEVIER2022

Functional estimation of anisotropic covariance and autocovariance operators on the sphere

Victor Panaretos, Matthieu Martin Jean-André Simeoni, Julien René Pierre Fageot, Alessia Caponera

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an identically distribute ...

2022

Momentum-Based Policy Gradient with Second-Order Information

Patrick Thiran, Negar Kiyavash, Mohammadsadegh Khorasani, Saber Salehkaleybar

Variance-reduced gradient estimators for policy gradient methods have been one of the main focus of research in the reinforcement learning in recent years as they allow acceleration of the estimation process. We propose a variance-reduced policy-gradient m ...

2022

Sparsely Observed Functional Time Series: Theory and Applications

Tomas Rubin

Functional time series is a temporally ordered sequence of not necessarily independent random curves. While the statistical analysis of such data has been traditionally carried out under the assumption of completely observed functional data, it may well ha ...

EPFL2021

Learning Bollobas-Riordan Graphs Under Partial Observability

Ali H. Sayed, Michele Cirillo

This work examines the problem of learning the topology of a network (graph learning) from the signals produced at a subset of the network nodes (partial observability). This challenging problem was recently tackled assuming that the topology is drawn acco ...

IEEE2021

Efficient Depth-based Deep Learning Methods for Multi-Party Pose Estimation

Angel Noe Martinez Gonzalez

Human detection and pose estimation are essential components for any artificial system responsive to the presence of humans and that react according to human-centered tasks. Robotic systems are typical examples, for which the body pose represents fine grai ...

EPFL2021

Functional lagged regression with sparse noisy observations

Victor Panaretos, Tomas Rubin

A functional (lagged) time series regression model involves the regression of scalar response time series on a time series of regressors that consists of a sequence of random functions. In practice, the underlying regressor curve time series are not always ...

WILEY2020

Removing Structured Noise With Self-Supervised Blind-Spot Networks

Martin Weigert

Removal of noise from fluorescence microscopy images is an important first step in many biological analysis pipelines. Current state-of-the-art supervised methods employ convolutional neural networks that are trained with clean (ground-truth) images. Recen ...

IEEE2020

Dimensionality Reduction and Network Inference for Climate Data Using delta-MAPS: Application to the CESM Large Ensemble Sea Surface Temperature

Athanasios Nenes

A framework for analyzing and benchmarking climate model outputs is built upon delta-MAPS, a recently developed complex network analysis method. The framework allows for the possibility of highlighting quantifiable topological differences across data sets, ...

2019

Global Auto-regressive Depth Recovery via Iterative Non-local Filtering

Pascal Frossard, Jingyu Yang, Xinchen Ye

Existing depth sensing techniques have many shortcomings in terms of resolution, completeness, and accuracy. The performance of 3-D broadcasting systems is therefore limited by the challenges of capturing high-resolution depth data. In this paper, we prese ...

IEEE2019

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Dimensionality Reduction and Network Inference for Climate Data Using delta-MAPS: Application to the CESM Large Ensemble Sea Surface Temperature

Athanasios Nenes

2019