Publications associées à Generating Sparse Stochastic Processes Using Matched Splines

Stochastic particle transport by deep-water irregular breaking waves

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results by Deike et al. (J. Fluid Mech., vol. 829, 2017, ...

Cambridge University Press2023

Retraction-based numerical methods for continuation, interpolation and time integration on manifolds

Axel Elie Joseph Séguin

The goal of this thesis is the development and the analysis of numerical methods for problems where the unknown is a curve on a smooth manifold. In particular, the thesis is structured around the three following problems: homotopy continuation, curve inter ...

EPFL2023

Region Extraction in Mesh Intersection

Annalisa Buffa, Pablo Antolin Sanchez, Emiliano Cirillo

Region extraction is a very common task in both Computer Science and Engineering with several applications in object recognition and motion analysis, among others. Most of the literature focuses on regions delimited by straight lines, often in the special ...

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

Application of optimal spline subspaces for the removal of spurious outliers in isogeometric discretizations

Espen Sande

We show that isogeometric Galerkin discretizations of eigenvalue problems related to the Laplace operator subject to any standard type of homogeneous boundary conditions have no outliers in certain optimal spline subspaces. Roughly speaking, these optimal ...

2022

Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces

François Gaston Ged

We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves in continuous tim ...

2022

SPHARMA approximations for stationary functional time series on the sphere

Alessia Caponera

In this paper, we focus on isotropic and stationary sphere-cross-time random fields. We first introduce the class of spherical functional autoregressive-moving average processes (SPHARMA), which extend in a natural way the spherical functional autoregressi ...

2021

Gaussian and sparse processes are limits of generalized Poisson processes

Michaël Unser, Virginie Sophie Uhlmann, Julien René Pierre Fageot

The theory of sparse stochastic processes offers a broad class of statistical models to study signals, far beyond the more classical class of Gaussian processes. In this framework, signals are represented as realizations of random processes that are soluti ...

2020

The n-term Approximation of Periodic Generalized Levy Processes

Michaël Unser, John Paul Ward, Julien René Pierre Fageot

In this paper, we study the compressibility of random processes and fields, called generalized Levy processes, that are solutions of stochastic differential equations driven by d-dimensional periodic Levy white noises. Our results are based on the estimati ...

2020

Continuous-Domain Signal Reconstruction Using L-p-Norm Regularization

Michaël Unser, Pakshal Narendra Bohra

We focus on the generalized-interpolation problem. There, one reconstructs continuous-domain signals that honor discrete data constraints. This problem is infinite-dimensional and ill-posed. We make it well-posed by imposing that the solution balances data ...

2020

Normal approximation of the solution to the stochastic heat equation with Levy noise

Carsten Hao Ye Chong

Given a sequence L & x2d9;epsilon of Levy noises, we derive necessary and sufficient conditions in terms of their variances sigma 2(epsilon) such that the solution to the stochastic heat equation with noise sigma(epsilon)-1L & x2d9;epsilon converges in law ...

SPRINGER2020

Support and approximation properties of Hermite splines

Michaël Unser, Virginie Sophie Uhlmann, Julien René Pierre Fageot, Shayan Aziznejad

In this paper, we formally investigate two mathematical aspects of Hermite splines that are relevant to practical applications. We first demonstrate that Hermite splines are maximally localized, in the sense that the size of their support is minimal among ...

2020

Dictionary Learning for Two-Dimensional Kendall Shapes

Michaël Unser, Virginie Sophie Uhlmann, Julien René Pierre Fageot, Anna You-Lai Song

We propose a novel sparse dictionary learning method for planar shapes in the sense of Kendall, namely configurations of landmarks in the plane considered up to similitudes. Our shape dictionary method provides a good trade-off between algorithmic simplici ...

SIAM PUBLICATIONS2020

Wavelet analysis of the Besov regularity of Levy white noise

Julien René Pierre Fageot, Shayan Aziznejad

We characterize the local smoothness and the asymptotic growth rate of the Levy white noise. We do so by characterizing the weighted Besov spaces in which it is located. We extend known results in two ways. First, we obtain new bounds for the local smoothn ...

2020

Coarse-grained entropy production with multiple reservoirs: Unraveling the role of time scales and detailed balance in biology-inspired systems

Deepak Gupta, Amos Maritan, Daniel Maria Busiello

A general framework to describe a vast majority of biology-inspired systems is to model them as stochastic processes in which multiple couplings are in play at the same time. Molecular motors, chemical reaction networks, catalytic enzymes, and particles ex ...

2020

On Jump-Diffusive Driving Noise Sources: Some Explicit Results and Applications

Max-Olivier Hongler, Roger Filliger

We study some linear and nonlinear shot noise models where the jumps are drawn from a compound Poisson process with jump sizes following an Erlang-m distribution. We show that the associated Master equation can be written as a spatial mth order partial dif ...

Springer2019

Volumetric untrimming: Precise decomposition of trimmed trivariates into tensor products

Pablo Antolin Sanchez

3D objects, modeled using Computer Aided Geometric Design (CAGD) tools, are traditionally represented using a boundary representation (B-rep), and typically use spline functions to parameterize these boundary surfaces. However, recent development in physic ...

2019

Scaling Limits of Solutions of Linear Stochastic Differential Equations Driven by Levy White Noises

Michaël Unser, Julien René Pierre Fageot

Consider a random process s that is a solution of the stochastic differential equation Ls = w with L a homogeneous operator and w a multidimensional Levy white noise. In this paper, we study the asymptotic effect of zooming in or zooming out of the process ...

2019

Domain-Informed Spline Interpolation

Dimitri Nestor Alice Van De Ville, Zafer Dogan, Hamid Behjat

Standard interpolation techniques are implicitly based on the assumption that the signal lies on a single homogeneous domain. In contrast, many naturally occurring signals lie on an inhomogeneous domain, such as brain activity associated to different brain ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

The sources of sovereign risk: a calibration based on Levy stochastic processes

Sylvain Jean Pascal Carré, Daniel Cohen

Governments choose to issue risky or riskless debt depending on the nature of the stochastic process of output. We use Brownian motion and Poisson shocks a modeling method in the literature on corporate default known as Levy processes to approximate a deco ...

ELSEVIER SCIENCE BV2019