Publication

Phase derivative estimation from a single interferogram using a Kalman smoothing algorithm

Publications associées (26)

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

Echoing Swiss Coloniality. Land, Archive and Visuality between Brazil and Switzerland

Denise Bertschi

Informed by longstanding artistic practice, this doctoral thesis approaches entanglements of Swiss coloniality in Brazil and Switzerland under the lens of land, archive, and visuality. The enduring legacies of imperial capitalism in the former Colonia Leop ...

EPFL2024

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

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

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

The elliptical Ornstein-Uhlenbeck process

Sofia Charlotta Olhede

We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...

INT PRESS BOSTON, INC2023

Detecting whether a stochastic process is finitely expressed in a basis

Victor Panaretos, Neda Mohammadi Jouzdani

Is it possible to detect if the sample paths of a stochastic process almost surely admit a finite expansion with respect to some/any basis? The determination is to be made on the basis of a finite collection of discretely/noisily observed sample paths. We ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2023

Functional data analysis with rough sample paths?

Victor Panaretos, Neda Mohammadi Jouzdani

Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is imposed to allow for ...

TAYLOR & FRANCIS LTD2024

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

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

Dynamical low rank approximation for uncertainty quantification of time-dependent problems

Eva Vidlicková

The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...

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

Probabilistic and Bayesian methods for uncertainty quantification of deterministic and stochastic differential equations

Giacomo Garegnani

In this thesis we explore uncertainty quantification of forward and inverse problems involving differential equations. Differential equations are widely employed for modeling natural and social phenomena, with applications in engineering, chemistry, meteor ...

EPFL2021

A parametrized Kalman filter for fast track fitting at LHCb

Michel De Cian

We present an alternative implementation of the Kalman filter employed for track fitting within the LHCb experiment. It uses simple parametrizations for the extrapolation of particle trajectories in the field of the LHCb dipole magnet and for the effects o ...

2021

Versatile shaping of optical frequency combs and applications

Jianqi Hu

Optical frequency combs are a series of phase-locked and equidistant laser lines in the spectral domain. In the time domain, they correspond to periodic pulse trains by the Fourier relation. The ability to shape optical combs and pulse trains is pivotal to ...

EPFL2021

Walsh-Hadamard-Based Orthogonal Sampling Technique for Parallel Neural Recording Systems

Alexandre Schmid, Reza Ranjandish

Walsh-Hadamard based orthogonal sampling of signals is studied in this paper, and an application of this technique is presented. Using orthogonal sampling, a single analog-to-digital converter (ADC) only is sufficient to perform parallel (simultaneous) rec ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2021

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

Simultaneous unwrapping and low pass filtering of continuous phase maps based on autoregressive phase model and wrapped Kalman filtering

Pramod Rastogi, Rishikesh Dilip Kulkarni

We propose a simultaneous noise filtering and phase unwrapping algorithm. Spatial evolution of phase is modeled as an autoregressive Gaussian Markov random field. Accordingly, phase value at a pixel is related to phase values at surrounding pixels in a pro ...

2020

Stabilization and Performance Improvement of Power-Hardware-in-the-Loop Test Using a Robust Data-Driven Method

Alireza Karimi, Seyed Sohail Madani

Power-Hardware-in-the-Loop (PHIL) setups have gained high importance in validation of the performance of newly developed instruments and devices with low risk and implementation cost. However, the interconnection of a power hardware with a simulated model ...

2022

Feedback Control Design Maximizing the Region of Attraction of Stochastic Systems Using Polynomial Chaos Expansion

Petr Listov

A feedback control design is proposed for stochastic systems with finite second moment which aims at maximising the region of attraction of the equilibrium point. Polynomial Chaos (PC) expansions are employed to represent the stochastic closed loop system ...

ELSEVIER2020