The adaptive Lasso estimator of AR(p) time series with applications to INAR(p) and Hawkes processes

We study the consistency and the oracle properties of the adaptive Lasso estimator for the coefficients of a linear AR(p) time series with a strictly stationary white noise (not necessarily described by i.i.d. r.v.'s). We apply the results to INAR(p) time series and to the non-parametric inference of the fertility function of a Hawkes point process. We present some numerical simulations to emphasize the advantages of the proposed procedure with respect to more classical ones and finally we apply it to a set of epidemiological data

Strong ill-posedness in W1,? of the 2d stably stratified Boussinesq equations and application to the 3d axisymmetric Euler Equations.

We prove the strong ill-posedness of the two-dimensional Boussinesq system in vorticity form in L8pR2q without boundary, building upon the method that Shikh Khalil & Elgindi arXiv:2207.04556v1 developed for scalar equations. We provide examples of initial data with vorticity and density gradient of small L8pR2q size, for which the horizontal density gradient has a strong L8pR2q-norm inflation in infinitesimal time, while the vorticity and the vertical density gradient remain bounded.

On the hydrostatic limit of stably stratified fluids with isopycnal diffusivity.

This article is concerned with the rigorous justification of the hydrostatic limit for continuously stratified incompressible fluids under the influence of gravity. The main peculiarity of this work with respect to previous studies is that no (regularizing) viscosity contribution is added to the fluid-dynamics equations and only diffusivity effects are included.

A generalized mean-field game model for the dynamics of pedestrians with limited predictive abilities

This paper investigates the model for pedestrian flow firstly proposed in [Cristiani, Priuli, and Tosin, SIAM J. Appl. Math., 75:605-629, 2015]. The model assumes that each individual in the crowd moves in a known domain, aiming at minimizing a given cost functional. Both the pedestrian dynamics and the cost functional itself depend on the position of the whole crowd. In addition, pedestrians are assumed to have predictive abilities, but limited in time.

Using frames in statistical signal recovering

Overcomplete representations such as wavelets and windowed Fourier expansions have become mainstays of modern statistical data analysis. Here we derive expressions for the mean quadratic risk of shrinkage estimators in the context of general finite frames, which include any fullrank linear expansion of vector data in a finite-dimensional setting. We provide several new results and practical estimation procedures that take into account the geometric correlation structure of frame elements.

A new frame based de-noising procedure for fast oscillating signals

In recent years there has been a growing interest in frame based de-noising procedures. The advantage of frames with respect to classical orthonor- mal bases (e.g. wavelet, Fourier, polynomial) is that they can furnish an efficient representation of a more broad class of signals. For example, signals which have fast oscillating behavior as sonar, radar, EEG, stock market, audio and speech are much more well represented by a frame (with similar oscillating characteristic) than by a classical wavelet basis, although the frame representation for such kind of signals can be not properly sparse.

An all-densities pedestrian simulator based on a dynamic evaluation of the interpersonal distances

In this paper we deal with pedestrian modeling, aiming at simulating crowd behavior in normal and emergency scenarios, including highly congested mass events. We are specifically concerned with a new agent-based, continuous-in-space, discrete-in-time, nondifferential model, where pedestrians have finite size and are compressible to a certain extent. The model also takes into account the pushing behavior appearing at extremely high densities. The main novelty is that pedestrians are not assumed to generate any kind of "field" which governs the dynamics of the others in the space around them.

Bootstrap percolation on the stochastic block model

We analyze the bootstrap percolation process on the stochastic block model (SBM), a natural extension of the Erd?s-Rényi random graph that incorporates the community structure observed in many real systems. In the SBM, nodes are partitioned into two subsets, which represent different communities, and pairs of nodes are independently connected with a probability that depends on the communities they belong to.

Quantitative Multidimensional Central Limit Theorems for Means of the Dirichlet-Ferguson Measure

The Dirichlet-Ferguson measure is a cornerstone in nonparametric Bayesian statistics and the study of distributional properties of expectations with respect to such measure is an important line of research. In this paper we provide explicit upper bounds for the d2, the d3 and the convex distance between vectors whose components are means of the Dirichlet-Ferguson measure and a Gaussian random vector.