3 papers
cs.LG2026
Time series forecasting from partial observations via Non-negative Matrix Factorization
Yohann de Castro, Luca Mencarelli
In modern time series problems, one aims at forecasting multiple time series with possible missing and noisy values. In this paper, we introduce the Sliding Mask Method (SMM) for f…
stat.ME2025
Gaussian random field's anisotropy using excursion sets
Jean-Marc Azaïs, Federico Dalmao, Yohann De Castro
This paper addresses the problem of detecting and estimating the anisotropy of a stationary real-valued random field from a single realization of one of its excursion sets. This se…
math.ST2025
Second Maximum of a Gaussian Random Field and Exact (t-)Spacing test
Jean-Marc Azaïs, Federico Dalmao, Yohann De Castro
In this article, we introduce the novel concept of the second maximum of a Gaussian random field on a Riemannian submanifold. This second maximum serves as a powerful tool for char…