activity
20122025
most citedp-exponent and p-leaders, Part II: Multifractal Analysis. Relations to Detrended Fluctuation Analysis

52 citations · 170 across the 22 of their papers we have counts for

collaborators

27 papers

stat.ME2025

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…

eess.IV2025

Bayesian Multifractal Image Segmentation

Kareth M. León-López, Abderrahim Halimi, Jean-Yves Tourneret +1

Multifractal analysis (MFA) provides a framework for the global characterization of image textures by describing the spatial fluctuations of their local regularity based on the mul…

math.NA2024

On joint eigen-decomposition of matrices

Erik Troedsson, Daniel Falkowski, Carl-Fredrik Lidgren +2

The problem of approximate joint diagonalization of a collection of matrices arises in a number of diverse engineering and signal processing problems. This problem is usually cast…

math.NA2024

In-Flight Estimation of Instrument Spectral Response Functions Using Sparse Representations

Jihanne El Haouari, Jean-Michel Gaucel, Christelle Pittet +2

Accurate estimates of Instrument Spectral Response Functions (ISRFs) are crucial in order to have a good characterization of high resolution spectrometers. Spectrometers are compos…

math.PR2024

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…

stat.ME2023

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…