Institute of Information Theory and Automation

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Projects

Dept.: SI Duration: 2022 - 2024
The project is aimed at research in the field of stochastic systems in infinite dimensions, especially stochastic partial differential equations with non-Markovian and non-Gaussian noise terms. The main goal is to study basic properties thereof, in particular, the existence, uniqueness and regularity in time and space. Also, dynamic and asymptotic properties of solutions will be investigated,...
Dept.: SI Duration: 2022 - 2024
The project deals with the development of active fault diagnosis (AFD) algorithms for stochastic discrete-time large-scale systems. To achieve the feasibility of the algorithms, tensor decompositions (TDs) will be employed in several components of the AFD algorithm design. In particular, the TDs will be applied for the dynamic programming responsible for the active aspect of the diagnosis, for...
Dept.: SI Duration: 2022 - 2024
We shall study and develop aggregations of two or more research methodologies, optimal with respect to the observed data, in order to reach the most accurate conclusion. The task is also to aggregate adequately several available datasets. We shall follow mainly applications in economics, business and insurance. Although these problems have been followed by the scientific society for a long time,...
Dept.: SI Duration: 2021 - 2023
We want to conduct some meaningful and fruitful research into multivariate nonparametric econometrics. In particular, we intend (a) to come up with an exchangeability test based on integrated rank scores, (b) to come up with tests based on new multivariate ranks and signs, (c) to describe and model multivariate volatility by means of quantile regression for vector responses, (d) to introduce new...
Dept.: SI Duration: 2020 - 2022
In interacting stochastic models, simple rules on the local level can give rise to complex behaviour on large scales. A natural way to study this phenomenon is through scaling limits and examination of the corresponding asymptomatic behaviour. Sometimes, randomness is present even at the macroscopic level, motivating the study of random continuum models. In other cases, the fluctuations live on a...
Dept.: SI Duration: 2019 - 2021
The project is aimed at research in the field of stochastic partial differential equations (SPDEs), in particular, at the qualitative behaviour of solutions and optimal control thereof. Also, some related space-time systems (Brownian web) arising as a continuum limit of discrete random systems will be studied. More specifically, the following topics will be emphasized: 1. Non - Markovian...
Dept.: SI Duration: 2017 - 2019
We want to conduct some meaningful and fruitful econometric research into multiple-output regression quantiles and related concepts of nonparametric statistics. In particular, we intend (a) to explore the use of directional and elliptical (regression) quantiles for statistical inference, (b) to generalize the elliptical (regression) quantiles in a few ways, (c) to overcome related...
Dept.: SI Duration: 2017 - 2019