Search Results for author:
Found 6 papers, 3 papers with code
Riding Wavelets: A Method to Discover New Classes of Price Jumps
Cascades of events and extreme occurrences have garnered significant attention across diverse domains such as financial markets, seismology, and social physics.
Path Shadowing Monte-Carlo
We introduce a Path Shadowing Monte-Carlo method, which provides prediction of future paths, given any generative model.
Scattering Spectra Models for Physics
In this paper, we introduce scattering spectra models for stationary fields and we show that they provide accurate and robust statistical descriptions of a wide range of fields encountered in physics.
Martian time-series unraveled: A multi-scale nested approach with factorial variational autoencoders
This problem is inherently ill-posed and is further challenged by the variety of timescales exhibited by sources.
Unearthing InSights into Mars: Unsupervised Source Separation with Limited Data
Source separation involves the ill-posed problem of retrieving a set of source signals that have been observed through a mixing operator.
Scale Dependencies and Self-Similar Models with Wavelet Scattering Spectra
We introduce the wavelet scattering spectra which provide non-Gaussian models of time-series having stationary increments.
