4 citations · 8 across the 16 of their papers we have counts for
20 papers
Extrapolation of max-stable random fields with Fréchet marginals
Vitalii Makogin, Evgeny Spodarev, Ilja Sukhanov
We propose a method for the prediction of stationary max--stable random fields with -Fréchet marginal distribution . The method is suitable to cope with heavy tails for $α\…
Statistical tests based on Renyi entropy estimation
Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko +2
Entropy and its various generalizations are important in many fields, including mathematical statistics, communication theory, physics and computer science, for characterizing the…
DFS-based fast crack pre-detection
Duc Nguyen, Vsevolod Chernyshev, Vitalii Makogin +1
This paper develops a computationally efficient pre-detection method for cracks in three-dimensional CT images of concrete. Instead of attempting full voxel-wise crack segmentation…
A change-point problem for -dependent multivariate random field
Vitalii Makogin, Duc Nguyen
In this paper, we consider a change-point problem for a centered, stationary and -dependent multivariate random field. Under the distribution free assumption, a change-point tes…
A statistical method for crack pre-detection in 3D concrete images
Vitalii Makogin, Duc Nguyen, Evgeny Spodarev
In practical applications, effectively segmenting cracks in large-scale computed tomography (CT) images holds significant importance for understanding the structural integrity of m…
Prediction of random variables by excursion metric projections
Vitalii Makogin, Evgeny Spodarev
We use the concept of excursions for the prediction of random variables without any moment existence assumptions. To do so, an excursion metric on the space of random variables is…
Extrapolation of Stationary Random Fields Via Level Sets
Abhinav Das, Vitalii Makogin, Evgeny Spodarev
In this paper, we use the concept of excursion sets for the extrapolation of stationary random fields. Doing so, we define excursion sets for the field and its linear predictor, an…
The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond
Nikolai Leonenko, Vitalii Makogin, Mehmet Siddik Cadirci
We introduce some new classes of unimodal rotational invariant directional distributions, which generalize von Mises-Fisher distribution. We propose three types of distributions, o…
Entropy-based test for generalized Gaussian distributions
Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko +1
In this paper, we provide the proof of consistency for the th nearest neighbour distance estimator of the Shannon entropy for an arbitrary fixed We construct th…
Lower-bounds on the growth of power-free languages over large alphabets
Matthieu Rosenfeld
We study the growth rate of some power-free languages. For any integer and real , we let be the growth rate of the number of -free words of a given length over…
Approximate solution of the integral equations involving kernel with additional singularity
Vitalii Makogin, Yuliya Mishura, Hanna Zhelezniak
The paper is devoted to the approximate solutions of the Fredholm integral equations of the second kind with the weak singular kernel that can have additional singularity in the nu…
Fractional integrals, derivatives and integral equations with weighted Takagi-Landsberg functions
Vitalii Makogin, Yuliya Mishura
In this paper we find fractional Riemann-Liouville derivatives for the Takagi-Landsberg functions. Moreover, we introduce their generalizations called weighted Takagi-Landsberg fun…
Long Range Dependence for Stable Random Processes
Vitalii Makogin, Marco Oesting, Albert Rapp +1
We investigate long and short memory in -stable moving averages and max-stable processes with -Fréchet marginal distributions. As these processes are heavy-tailed, we rely on…
Detecting anomalies in fibre systems using 3-dimensional image data
Denis Dresvyanskiy, Tatiana Karaseva, Vitalii Makogin +3
We consider the problem of detecting anomalies in the directional distribution of fibre materials observed in 3D images. We divide the image into a set of scanning windows and clas…
Gaussian self-similar random fields with distinct stationary properties of their rectangular increments
Vitalii Makogin, Yuliya Mishura
We describe two classes of Gaussian self-similar random fields: with strictly stationary rectangular increments and with mild stationary rectangular increments. We find explicit sp…
Application of Clustering Methods to Anomaly Detection in Fibrous Media
Denis Dresvyanskiy, Tatiana Karaseva, Sergei Mitrofanov +4
The paper considers the problem of anomaly detection in 3D images of fibre materials. The spatial Stochastic Expectation Maximisation algorithm and Adaptive Weights Clustering are…
On mean-variance hedging under partial observations and terminal wealth constraints
Vitalii Makogin, Alexander Melnikov, Yuliya Mishura
In the paper, a mean-square minimization problem under terminal wealth constraint with partial observations is studied. The problem is naturally connected to the mean-variance hedg…
Simulation paradoxes related to a fractional Brownian motion with small Hurst index
Vitalii Makogin
We consider the simulation of sample paths of a fractional Brownian motion with small values of the Hurst index and estimate the behavior of the expected maximum. We prove that, fo…
Probability distributions of extremes of self-similar Gaussian random fields
Vitalii Makogin, Yuriy Kozachenko
We have obtained some upper bounds for the probability distribution of extremes of a self-similar Gaussian random field with stationary rectangular increments that are defined on t…
Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet
Vitalii Makogin, Yuliya Mishura
We consider anisotropic self-similar random fields, in particular, the fractional Brownian sheet. This Gaussian field is an extension of fractional Brownian motion. We prove some p…