Filtering and Statistical Properties of Unimodal Maps Perturbed by Heteroscedastic Noises
Fuente:
arXiv
Saved in:
| Main Authors: | Lillo, Fabrizio, Marmi, Stefano, Tanzi, Matteo, Vaienti, Sandro |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Chaos and Synchronization in Financial Leverages Dynamics: Modeling Systemic Risk with Coupled Unimodal Maps
by: Ioffredi, Marco, et al.
Published: (2026)
by: Ioffredi, Marco, et al.
Published: (2026)
Metastability of random maps: a resolvent approach
by: Marcondes, Diego, et al.
Published: (2026)
by: Marcondes, Diego, et al.
Published: (2026)
Statistical properties of Markov shifts (part I)
by: Hafouta, Yeor
Published: (2025)
by: Hafouta, Yeor
Published: (2025)
Compound Poisson distributions for random dynamical systems using probabilistic approximations
by: Amorim, Lucas, et al.
Published: (2024)
by: Amorim, Lucas, et al.
Published: (2024)
Non-Markovian Reduced Models to Unravel Transitions in Non-equilibrium Systems
by: Chekroun, Mickaël D., et al.
Published: (2024)
by: Chekroun, Mickaël D., et al.
Published: (2024)
Cyclicity Analysis of the Ornstein-Uhlenbeck Process
by: Kaushik, Vivek
Published: (2024)
by: Kaushik, Vivek
Published: (2024)
Extreme Value theory and Poisson statistics for discrete time samplings of stochastic differential equations
by: Flandoli, F., et al.
Published: (2023)
by: Flandoli, F., et al.
Published: (2023)
Data assimilation with the 2D Navier-Stokes equations: Optimal Gaussian asymptotics for the posterior measure
by: Konen, Dimitri, et al.
Published: (2025)
by: Konen, Dimitri, et al.
Published: (2025)
Matrix Denoising with Doubly Heteroscedastic Noise: Fundamental Limits and Optimal Spectral Methods
by: Zhang, Yihan, et al.
Published: (2024)
by: Zhang, Yihan, et al.
Published: (2024)
Geometry-Aware Langevin Sampling for Matrix-Valued Graph Learning
by: Dey, Papri
Published: (2026)
by: Dey, Papri
Published: (2026)
Global density equations for interacting particle systems with stochastic resetting: from overdamped Brownian motion to phase synchronization
by: Bressloff, Paul C
Published: (2024)
by: Bressloff, Paul C
Published: (2024)
Explicit dynamical properties of the Pelikan random map in the chaotic region and at the intermittent critical point towards the non-chaotic region
by: Monthus, Cecile
Published: (2024)
by: Monthus, Cecile
Published: (2024)
A Dynamic Likelihood Approach to Filtering for Advection-Diffusion Dynamics
by: Krotz, Johannes, et al.
Published: (2024)
by: Krotz, Johannes, et al.
Published: (2024)
Unimodular random graphs with Property (T) have cost one
by: Grabowski, Łukasz, et al.
Published: (2025)
by: Grabowski, Łukasz, et al.
Published: (2025)
Thermodynamic Formalism and Perturbation Formulae for Quenched Random Open Dynamical Systems
by: Atnip, Jason, et al.
Published: (2023)
by: Atnip, Jason, et al.
Published: (2023)
Unifying Lyapunov exponents with probabilistic uncertainty quantification
by: Blake, Liam, et al.
Published: (2024)
by: Blake, Liam, et al.
Published: (2024)
Revealing dynamics of non-autonomous complex systems from data
by: Zhuge, Chengzuo, et al.
Published: (2026)
by: Zhuge, Chengzuo, et al.
Published: (2026)
Reconstruction of network dynamics from partial observations
by: Berry, Tyrus, et al.
Published: (2024)
by: Berry, Tyrus, et al.
Published: (2024)
Improvement of system identification of stochastic systems via Koopman generator and locally weighted expectation
by: Tahara, Yuki, et al.
Published: (2024)
by: Tahara, Yuki, et al.
Published: (2024)
Actuation manifold from snapshot data
by: Marra, Luigi, et al.
Published: (2024)
by: Marra, Luigi, et al.
Published: (2024)
Way More Than the Sum of Their Parts: From Statistical to Structural Mixtures
by: Crutchfield, James P.
Published: (2025)
by: Crutchfield, James P.
Published: (2025)
Dynamics on Lie groups with applications to attitude estimation
by: Kieffer, T. Forrest, et al.
Published: (2025)
by: Kieffer, T. Forrest, et al.
Published: (2025)
A Note on "Quasi-Maximum-Likelihood Estimation in Conditionally Heteroscedastic Time Series: A Stochastic Recurrence Equations Approach"
by: Krabbe, Frederik
Published: (2025)
by: Krabbe, Frederik
Published: (2025)
Extreme Value Theory with Spectral Techniques: application to a simple attractor
by: Atnip, Jason, et al.
Published: (2020)
by: Atnip, Jason, et al.
Published: (2020)
Stochastic Dynamics and Probability Analysis for a Generalized Epidemic Model with Environmental Noise
by: Boukanjime, Brahim, et al.
Published: (2024)
by: Boukanjime, Brahim, et al.
Published: (2024)
Low-rank Matrix Estimation with Inhomogeneous Noise
by: Guionnet, Alice, et al.
Published: (2022)
by: Guionnet, Alice, et al.
Published: (2022)
Exploring the Statistical Properties of Outputs from a Process Inspired by Geometrical Interpretation of Newton's Method
by: Kirouani, Taki
Published: (2024)
by: Kirouani, Taki
Published: (2024)
What is a Fluctuation Theorem?
by: Cuneo, Noé, et al.
Published: (2026)
by: Cuneo, Noé, et al.
Published: (2026)
Finite-time consensus in a compromise process
by: Krapivsky, P. L., et al.
Published: (2025)
by: Krapivsky, P. L., et al.
Published: (2025)
Quenched invariance principle with a rate for random dynamical systems
by: Liu, Zhenxin, et al.
Published: (2025)
by: Liu, Zhenxin, et al.
Published: (2025)
Testing an entropy estimator related to the dynamical state of galaxy clusters
by: Zúniga, J. M., et al.
Published: (2024)
by: Zúniga, J. M., et al.
Published: (2024)
Noise stability on hyperbolic groups
by: Bénard, Timothée, et al.
Published: (2025)
by: Bénard, Timothée, et al.
Published: (2025)
A scalable generative model for dynamical system reconstruction from neuroimaging data
by: Volkmann, Eric, et al.
Published: (2024)
by: Volkmann, Eric, et al.
Published: (2024)
Tree-based Learning for High-Fidelity Prediction of Chaos
by: Giammarese, Adam, et al.
Published: (2024)
by: Giammarese, Adam, et al.
Published: (2024)
Data-driven model discovery with Kolmogorov-Arnold networks
by: Moradi, Mohammadamin, et al.
Published: (2024)
by: Moradi, Mohammadamin, et al.
Published: (2024)
Invariant Measures for Data-Driven Dynamical System Identification: Analysis and Application
by: Botvinick-Greenhouse, Jonah
Published: (2025)
by: Botvinick-Greenhouse, Jonah
Published: (2025)
Bayesian Transfer Operators in Reproducing Kernel Hilbert Spaces
by: Boshoff, Septimus, et al.
Published: (2025)
by: Boshoff, Septimus, et al.
Published: (2025)
Predicting the onset of period-doubling bifurcations via dominant eigenvalue extracted from autocorrelation
by: Ma, Zhiqin, et al.
Published: (2026)
by: Ma, Zhiqin, et al.
Published: (2026)
Towards a Statistical Validation of the Critical Wave Groups Method for Free-Running Vessels in Beam Seas
by: Silva, Kevin M., et al.
Published: (2025)
by: Silva, Kevin M., et al.
Published: (2025)
Decomposing force fields as flows on graphs reconstructed from stochastic trajectories
by: Nartallo-Kaluarachchi, Ramón, et al.
Published: (2024)
by: Nartallo-Kaluarachchi, Ramón, et al.
Published: (2024)
Similar Items
-
Chaos and Synchronization in Financial Leverages Dynamics: Modeling Systemic Risk with Coupled Unimodal Maps
by: Ioffredi, Marco, et al.
Published: (2026) -
Metastability of random maps: a resolvent approach
by: Marcondes, Diego, et al.
Published: (2026) -
Statistical properties of Markov shifts (part I)
by: Hafouta, Yeor
Published: (2025) -
Compound Poisson distributions for random dynamical systems using probabilistic approximations
by: Amorim, Lucas, et al.
Published: (2024) -
Non-Markovian Reduced Models to Unravel Transitions in Non-equilibrium Systems
by: Chekroun, Mickaël D., et al.
Published: (2024)