15 citations · 20 across the 6 of their papers we have counts for
6 papers
Riding Wavelets: A Method to Discover New Classes of Price Jumps
Cecilia Aubrun, Rudy Morel, Michael Benzaquen +1
Cascades of events and extreme occurrences have garnered significant attention across diverse domains such as financial markets, seismology, and social physics. Such events can ste…
Path Shadowing Monte-Carlo
Rudy Morel, Stéphane Mallat, Jean-Philippe Bouchaud
We introduce a Path Shadowing Monte-Carlo method, which provides prediction of future paths, given any generative model. At any given date, it averages future quantities over gener…
Scattering Spectra Models for Physics
Sihao Cheng, Rudy Morel, Erwan Allys +2
Physicists routinely need probabilistic models for a number of tasks such as parameter inference or the generation of new realizations of a field. Establishing such models for high…
Multi-scale clustering and source separation of InSight mission seismic data
Ali Siahkoohi, Rudy Morel, Randall Balestriero +4
Unsupervised source separation involves unraveling an unknown set of source signals recorded through a mixing operator, with limited prior knowledge about the sources, and only acc…
Unearthing InSights into Mars: Unsupervised Source Separation with Limited Data
Ali Siahkoohi, Rudy Morel, Maarten V. de Hoop +3
Source separation involves the ill-posed problem of retrieving a set of source signals that have been observed through a mixing operator. Solving this problem requires prior knowle…
Scale Dependencies and Self-Similar Models with Wavelet Scattering Spectra
Rudy Morel, Gaspar Rochette, Roberto Leonarduzzi +2
We introduce the wavelet scattering spectra which provide non-Gaussian models of time-series having stationary increments. A complex wavelet transform computes signal variations at…