Publications associées à Krigeage

EXISTENCE OF AN UNBOUNDED NODAL HYPERSURFACE FOR SMOOTH GAUSSIAN FIELDS IN DIMENSION d >= 3

For the Bargmann-Fock field on R-d with d >= 3, we prove that the critical level l(c) (d) of the percolation model formed by the excursion sets {f >= l} is strictly positive. This implies that for every l sufficiently close to 0 (in particular for the noda ...

INST MATHEMATICAL STATISTICS-IMS2023

A Covariance Formula For Topological Events Of Smooth Gaussian Fields

Alejandro Rivera

We derive a covariance formula for the class of 'topological events' of smooth Gaussian fields on manifolds; these are events that depend only on the topology of the level sets of the field, for example, (i) crossing events for level or excursion sets, (ii ...

INST MATHEMATICAL STATISTICS2020

Tracking Performance of Online Stochastic Learners

Ali H. Sayed, Stefan Vlaski, Elsa Rizk

The utilization of online stochastic algorithms is popular in large-scale learning settings due to their ability to compute updates on the fly, without the need to store and process data in large batches. When a constant step-size is used, these algorithms ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

A memory of motion for visual predictive control tasks

Sylvain Calinon, Antonio Paolillo, Teguh Santoso Lembono

This paper addresses the problem of efficiently achieving visual predictive control tasks. To this end, a memory of motion, containing a set of trajectories built off-line, is used for leveraging precomputation and dealing with difficult visual tasks. Stan ...

2020

Spatial covariance improves BCI performance for late ERPs components with high temporal variability

Ricardo Andres Chavarriaga Lozano, Lucian Andrei Gheorghe, Marija Uscumlic, Ruslan Aydarkhanov

Objective. Event Related Potentials (ERPs) reflecting cognitive response to external stimuli, are widely used in brain computer interfaces. ERP waveforms are characterized by a series of components of particular latency and amplitude. The classical ERP dec ...

2020

Mutual Information and Optimality of Approximate Message-Passing in Random Linear Estimation

Nicolas Macris, Florent Gérard Krzakala, Jean François Emmanuel Barbier, Mohamad Baker Dia

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections. A few examples where this problem is relevant are compressed sensing, sparse superposition codes, and code division multiple access. There has been a ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments

Thomas Mountford, Kamran Kalbasi

In this paper, we study the local times of vector-valued Gaussian fields that are 'diagonally operator-selfsimilar' and whose increments are stationary. Denoting the local time of such a Gaussian field around the spatial origin and over the temporal unit h ...

INT STATISTICAL INST2020

High-Frequency Analysis Of Parabolic Stochastic Pdes

Carsten Hao Ye Chong

We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at high temporal frequency, we use limit theorems for multipower variations and related functionals to ...

INST MATHEMATICAL STATISTICS2020

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Krigeage

EXISTENCE OF AN UNBOUNDED NODAL HYPERSURFACE FOR SMOOTH GAUSSIAN FIELDS IN DIMENSION d >= 3

PET REBINNING WITH REGULARIZED DENSITY SPLINES

A Covariance Formula For Topological Events Of Smooth Gaussian Fields

Probabilistic Deep Learning on Spheres for Weather/Climate Applications

Tracking Performance of Online Stochastic Learners

A memory of motion for visual predictive control tasks

Spatial covariance improves BCI performance for late ERPs components with high temporal variability

Mutual Information and Optimality of Approximate Message-Passing in Random Linear Estimation

On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments

High-Frequency Analysis Of Parabolic Stochastic Pdes

Graph Chatbot

Chattez avec Graph Search

PET REBINNING WITH REGULARIZED DENSITY SPLINES

Spatial covariance improves BCI performance for late ERPs components with high temporal variability

On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments

High-Frequency Analysis Of Parabolic Stochastic Pdes

A Covariance Formula For Topological Events Of Smooth Gaussian Fields

Mutual Information and Optimality of Approximate Message-Passing in Random Linear Estimation

Probabilistic Deep Learning on Spheres for Weather/Climate Applications

A memory of motion for visual predictive control tasks

Tracking Performance of Online Stochastic Learners