Concept

Moving-average model

Related publications (25)

On distributional autoregression and iterated transportation

We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of Double-struck capital R. An order-1 autoregressive model in this context is to be understood as a Markov chain, where ...

Wiley2024

Sparse autoregressive neural networks for classical spin systems

Giuseppe Carleo, Dian Wu, Indaco Biazzo

Efficient sampling and approximation of Boltzmann distributions involving large sets of binary variables, or spins, are pivotal in diverse scientific fields even beyond physics. Recent advances in generative neural networks have significantly impacted this ...

Iop Publishing Ltd2024

Directional sensitivity of cortical neurons towards TMS induced electric fields

Werner Alfons Hilda Van Geit, Aurélien Tristan Jaquier

We derived computationally efficient average response models of different types of cortical neurons, which are subject to external electric fields from Transcranial Magnetic Stimulation. We used 24 reconstructions of pyramidal cells (PC) from layer 2/3, 24 ...

2023

Comparison of Three Imputation Methods for Groundwater Level Timeseries

Andrea Rinaldo

This study compares three imputation methods applied to the field observations of hydraulic head in subsurface hydrology. Hydrogeological studies that analyze the timeseries of groundwater elevations often face issues with missing data that may mislead bot ...

MDPI2023

Networks with correlated edge processes

Sofia Charlotta Olhede, Mária Süveges

This article proposes methods to model non-stationary temporal graph processes motivated by a hospital interaction data set. This corresponds to modelling the observation of edge variables indicating interactions between pairs of nodes exhibiting dependenc ...

OXFORD UNIV PRESS2023

Comparing end-tidal CO2, respiration volume per time (RVT), and average gray matter signal for mapping cerebrovascular reactivity amplitude and delay with breath-hold task BOLD fMRI

Stefano Moia

Cerebrovascular reactivity (CVR), defined as the cerebral blood flow response to a vasoactive stimulus, is an imaging biomarker with demonstrated utility in a range of diseases and in typical development and aging processes. A robust and widely implemented ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2023

Distributional Regression and Autoregression via Optimal Transport

Laya Ghodrati

We present a framework for performing regression when both covariate and response are probability distributions on a compact and convex subset of

\R^d

. Our regression model is based on the theory of optimal transport and links the conditional Fr'echet m ...

EPFL2023

Brain Fingerprinting Using Fmri Spectral Signatures On High-Resolution Cortical Graphs

Dimitri Nestor Alice Van De Ville, Maria Giulia Preti, Hamid Behjat, Stefano Moia, Carlo Ferritto

Resting-state fMRI has proven to entail subject-specific signatures that can serve as a fingerprint to identify individuals. Conventional methods are based on building a connectivity matrix based on correlation between the average time course of pairs of b ...

IEEE2023

Acoustic Levitation apparatus (Robotics Practicals)

Mahmut Selman Sakar, Lorenzo Francesco John Noseda, Amit Yedidia Dolev, Bora Yalcin

The following data contain the information and files, which are required to recreate and build the experimental setup that is described in the Laboratory manual. Further details can be found in the associated publication “A graduate laboratory experiment t ...

Zenodo2023

Electromagnetic forces in the time domain

Olivier Martin, Karim Achouri, Andrei Kiselev

We look beyond the standard time-average approach and investigate optical forces in the time domain. The formalism is developed for both the Abraham and Minkowski momenta, which appear to converge in the time domain. We unveil an extremely rich - and by fa ...

Optica Publishing Group2022

Explanation of Optical Force and Torque on Nanomotors as the Interplay of Huygens Sources

Olivier Martin, Karim Achouri, Mintae Chung

Being able to understand how optical forces emerge from the interaction of light with matter is paramount for controlling the motion of nanoparticles as well as powering nanomotors. The purpose of this work is to uncover the physical mechanisms at the orig ...

IEEE2022

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

Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes

Andrea Zanoni

We study the problem of learning unknown parameters of stochastic dynamical models from data. Often, these models are high dimensional and contain several scales and complex structures. One is then interested in obtaining a reduced, coarse-grained descript ...

EPFL2022

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

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

Characterizing time intermittency in non-diffusive fast ion transport through plasma turbulence

Ambrogio Fasoli, Ivo Furno, Paolo Ricci, Marcelo Baquero Ruiz, Oulfa Chellaï, Fabian Manke

Turbulent fast ion transport has been investigated in astrophisycal, laboratory and fusion plasmas. When gyro- and drift-averaging across plasma structures manifest as non-markovian and non-local effects, this results in generally non-diffusive transport. ...

IOP PUBLISHING LTD2020

Point, Plane, Set, Match! Winning the Echo Grand SLAM

Miranda Krekovic

Some of the most important and challenging problems in science are inverse problems. They allow us to understand phenomena that cannot be measured directly. Inverse problems might not always have a unique or stable solution, or might not have any solution ...

EPFL2020

Shapes of rotating normal fluid He-3 versus superfluid He-4 droplets in molecular beams

Christoph Bostedt, Andre Al Haddad

Previous single-pulse extreme ultraviolet and x-ray coherent diffraction studies revealed that superfluid He-4 droplets obtained in a free jet expansion acquire sizable angular momentum, resulting in significant centrifugal distortion. Similar experiments ...

AMER PHYSICAL SOC2020

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 robustness versus local vulnerabilities in complex synchronous networks

Philippe René Joseph Jacquod

In complex network-coupled dynamical systems, two questions of central importance are how to identify the most vulnerable components and how to devise a network making the overall system more robust to external perturbations. To address these two questions ...

2019