A fractional normal inverse Gaussian (FNIG) process is a fractional Brownian motion subordinated to an inverse Gaussian process. This paper shows how the FNIG process emerges naturally as the limit of a random walk with correlated jumps separated by i.i.d. waiting times. Similarly, we show that the NIG process, a Brownian motion subordinated to an inverse Gaussian process, is the limit of a ran...

Elsewhere, I have promoted the notion of (univariate continuous) “transformation of scale” (ToS) distributions which have densities of the form 2g(W(x)) where g is a symmetric distribution and W is a transformation function with a special property. Here, I develop particular bivariate (readily multivariate) ToS distributions. Univariate ToS distributions have a transformation of random variable...

Learning in real-time applications, e.g., online approximation of the inverse dynamics model for model-based robot control, requires fast online regression techniques. Inspired by local learning, we propose a method to speed up standard Gaussian process regression (GPR) with local GP models (LGP). The training data is partitioned in local regions, for each an individual GP model is trained. The...

We present a novel approach for adjoint transient sensitivity analysis with respect to discontinuities with spacedependent materials exhibiting known distribution. Our approach integrates the Time Domain Transmission-Line-Modeling (TD-TLM) with the Adjoint Variable Method (AVM). Using only one extra TDTLM simulation, the sensitivities of the observed response with respect to all the parameters ...

Both authors have contributed to all parts of the report. Conclusions where made through discussion.

The mixture of factor analyzers model, which has been used successfully for the model-based clustering of high-dimensional data, is extended to generalized hyperbolic mixtures. The development of a mixture of generalized hyperbolic factor analyzers is outlined, drawing upon the relationship with the generalized inverse Gaussian distribution. An alternating expectation-conditional maximization a...

Laser forming is a modern process which is mainly used for forming metals. Different Lasers are used in this regard that includes Nd: YAG and CO2. In this study, forming bi-layer sheets of Aluminum/Ceramic by Laser was investigated. Furthermore, effect of Uniform and Gaussian heat flux distribution in different power, velocity, and beam diameters on bending angle was studied. FEM simulation ind...