Results 11 to 20 of about 11,177,426 (256)
Bayesian mechanics for stationary processes [PDF]
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2021 This paper develops a Bayesian mechanics for adaptive systems. Firstly, we model the interface between a system and its environment with a Markov blanket. This affords conditions under which states internal to the blanket encode information about external states.
Lancelot Da Costa +3 more
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Stationary Signal Processing on Graphs [PDF]
IEEE Transactions on Signal Processing, 2017 Graphs are a central tool in machine learning and information processing as they allow to conveniently capture the structure of complex datasets. In this context, it is of high importance to develop flexible models of signals defined over graphs or networks.
Perraudin, Nathanaël +1 more
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The Annals of Probability, 1992 Consider a stationary process \(X=\{X_ n\}^ \infty_{n=-\infty}\) with finite state space \(A\) (the ``alphabet''). Treat \(X\) as an \(A^ \infty\)- valued function, so that its distribution constitutes a stationary probability measure \(\nu\) on \(A^ \infty\), the elements of which are called ``words''.
Alexander, Kenneth S. +1 more
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Subordination of stationary processes
Stochastic Processes and their Applications, 1987 Abstract. Let X={X(t), tεT∁ R} be a (L2 ‐) stationary process and suppose that N={N(t), t≥ 0} is an infinitely divisible process, independent of X. Then X̂={X̂(t) =X(N(t)), t≥ 0} is again a stationary process. In this paper, we relate the spectral properties of the original process X and the derived or subordinated process X̂.
Willekens, Eric, Teugels, Jozef L.
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Non-stationary biosignal modelling [PDF]
, 2010 Signals of biomedical nature are in the most cases characterized by short, impulse-like events that represent transitions between different phases of a biological cycle.
Tavares, Adriano +9 more
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Predicting non-stationary processes
Applied Mathematics Letters, 2008 The authors are concerned with a problem of prediction of a probability measure given another one, when both are living on the space of one-way infinite finite-alphabet sequences. This means, if a sequence was considered to be generated by the first measure, when do its conditional probabilities w.r.t.
Daniil Ryabko, Marcus Hutter
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Information Theory for Non-Stationary Processes with Stationary Increments [PDF]
Entropy, 2019 We describe how to analyze the wide class of non-stationary processes with stationary centered increments using Shannon information theory. To do so, we use a practical viewpoint and define ersatz quantities from time-averaged probability distributions.
Granero-Belinchon, Carlos +2 more
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Estimation for a non-stationary semi-strong GARCH(1,1) model with heavy-tailed errors [PDF]
, 2010 This paper studies the estimation of a semi-strong GARCH(1,1) model when it does not have a stationary solution, where semi-strong means that we do not require the errors to be independent over time.
Linton, O., Wang, H., Pan, J.
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Effective Complexity of Stationary Process Realizations
Entropy, 2011 The concept of effective complexity of an object as the minimal description length of its regularities has been initiated by Gell-Mann and Lloyd. The regularities are modeled by means of ensembles, which is the probability distributions on finite binary ...
Arleta Szkoła, Nihat Ay, Markus Müller
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Analysis of Nonstationary Radiometer Gain Using Ensemble Detection
IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, 2020 Radiometer gain is generally a nonstationary random process, even though it is assumed to be strictly or weakly stationary. Since the radiometer gain signal cannot be observed independently, analysis of its nonstationary properties would be challenging ...
Mustafa Aksoy +3 more
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