86 citations · 168 across the 25 of their papers we have counts for
28 papers
A spectral clustering-type algorithm for the consistent estimation of the Hurst distribution in moderately high dimensions
Patrice Abry, Gustavo Didier, Oliver Orejola +1
Scale invariance (fractality) is a prominent feature of the large-scale behavior of many stochastic systems. In this work, we construct an algorithm for the statistical identificat…
On the empirical spectral distribution of large wavelet random matrices based on mixed-Gaussian fractional measurements in moderately high dimensions
Patrice Abry, Gustavo Didier, Oliver Orejola +1
In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional fra…
Multivariate selfsimilarity: Multiscale eigen-structures for selfsimilarity parameter estimation
Charles-Gérard Lucas, Gustavo Didier, Herwig Wendt +1
Scale-free dynamics, formalized by selfsimilarity, provides a versatile paradigm massively and ubiquitously used to model temporal dynamics in real-world data. However, its practic…
On the surprising effectiveness of a simple matrix exponential derivative approximation, with application to global SARS-CoV-2
Gustavo Didier, Nathan E. Glatt-Holtz, Andrew J. Holbrook +2
The continuous-time Markov chain (CTMC) is the mathematical workhorse of evolutionary biology. Learning CTMC model parameters using modern, gradient-based methods requires the deri…
Wavelet eigenvalue regression in high dimensions
Patrice Abry, B. Cooper Boniece, Gustavo Didier +1
In this paper, we construct the wavelet eigenvalue regression methodology in high dimensions. We assume that possibly non-Gaussian, finite-variance -variate measurements are mad…
The generalized Langevin equation in harmonic potentials: Anomalous diffusion and equipartition of energy
Gustavo Didier, Hung D. Nguyen
We consider the generalized Langevin equation (GLE) in a harmonic potential with power law decay memory. We study the anomalous diffusion of the particle's displacement and velocit…