We develop a new mathematical model for describing a dynamical system at limited resolution (or finite scale), and we give precise meaning to the notion of a dynamical system havi...
The asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of vector autoregressive moving-average (VARMA) models are derived under the assumption that the errors ...
Abstract. In parametric Markov Decision Processes (PMDPs), transition probabilities are not fixed, but are given as functions over a set of parameters. A PMDP denotes a family of ...
We investigate the recovery of signals exhibiting a sparse representation in a general (i.e., possibly redundant or incomplete) dictionary that are corrupted by additive noise adm...
Christoph Studer, Patrick Kuppinger, Graeme Pope, ...
In many applications non-stationary Gaussian or stationary nonGaussian noises can be observed. In this paper we present a maximum a posteriori estimation jointly of spectral ampli...