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A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part I: Continuous-Domain Theory

Publications associées (69)

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Operator-Like Wavelet Bases of L-2(R-d)

Michaël Unser, John Paul Ward, Ildar Khalidov

The connection between derivative operators and wavelets is well known. Here we generalize the concept by constructing multiresolution approximations and wavelet basis functions that act like Fourier multiplier operators. This construction follows from a s ...

Springer Birkhauser2013

Operator-Like Wavelet Bases of $ L _{ 2 } $ $ (\mathbb{R} ^{ d } $ )

Michaël Unser, John Paul Ward, Ildar Khalidov

Springer US2013

MMSE Estimation of Sparse Levy Processes

Michaël Unser, Arash Amini, Ulugbek Kamilov, Pedram Pad

We investigate a stochastic signal-processing framework for signals with sparse derivatives, where the samples of a Levy process are corrupted by noise. The proposed signal model covers the well-known Brownian motion and piecewise-constant Poisson process; ...

Ieee-Inst Electrical Electronics Engineers Inc2013

Moments, Intermittency, and Growth Indices for Nonlinear Stochastic PDE's with Rough Initial Conditions

Le Chen

In this thesis, we study several stochastic partial differential equations (SPDE’s) in the spatial domain R, driven by multiplicative space-time white noise. We are interested in how rough and unbounded initial data affect the random field solution and the ...

EPFL2013

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

Stochastic Control and Free Boundary Problems for Sailboat Trajectory Optimization

Laura Vinckenbosch

The topic of this thesis is the study of several stochastic control problems motivated by sailing races. The goal is to minimize the travel time between two locations, by selecting the fastest route in face of randomly changing weather conditions, such as ...

EPFL2012

Stochastic Models for Sparse and Piecewise-Smooth Signals

Michaël Unser, Pouya Dehghani Tafti

We introduce an extended family of continuous-domain stochastic models for sparse, piecewise-smooth signals. These are specified as solutions of stochastic differential equations, or, equivalently, in terms of a suitable innovation model; the latter is ana ...

IEEE2011

Propagation Models for Biochemical Reaction Networks

Maria-Emanuela-Canini Mateescu

In this thesis we investigate different ways of approximating the solution of the chemical master equation (CME). The CME is a system of differential equations that models the stochastic transient behaviour of biochemical reaction networks. It does so by d ...

EPFL2011

Stochastic integrals for spde's: A comparison

Robert Dalang

We present the Walsh theory of stochastic integrals with respect to martingale measures, and various extensions of this theory, alongside of the Da Prato and Zabczyk theory of stochastic integrals with respect to Hilbert-space-valued Wiener processes, and ...

Elsevier2011

Bedload transport on steep slope: a stochastic framework.

Christophe Ancey, Joris Heyman, François Mettra

Among the recent experimental studies focusing on the stochastic nature of bedload transport, some results are particularly intriguing: in experiments in which tagged particles (tracers) are tracked, the statistical moments of the time evolution of particl ...

2011