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A major issue in financial economics is the behavior of asset returns over long horizons. Various estimators of long range dependence have been proposed. Even though some have known asymptotic properties, it is important to test their…

Statistical Mechanics · Physics 2015-06-24 Rafal Weron

The Dual-Path Convolution Recurrent Network (DPCRN) was proposed to effectively exploit time-frequency domain information. By combining the DPRNN module with Convolution Recurrent Network (CRN), the DPCRN obtained a promising performance in…

Sound · Computer Science 2023-06-16 Liang Wan , Hongqing Liu , Yi Zhou , Jie Ji

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis (DCCA) without considering these common factors will bias…

Statistical Finance · Quantitative Finance 2015-06-29 Xi-Yuan Qian , Ya-Min Liu , Zhi-Qiang Jiang , Boris Podobnik , Wei-Xing Zhou , H. Eugene Stanley

Aggregating information from features across different layers is an essential operation for dense prediction models. Despite its limited expressiveness, feature concatenation dominates the choice of aggregation operations. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2023-01-20 Yung-Hsu Yang , Thomas E. Huang , Min Sun , Samuel Rota Bulò , Peter Kontschieder , Fisher Yu

In systems removed from equilibrium, intrinsic microscopic fluctuations become correlated over distances comparable to the characteristic macroscopic length over which the external constraint is exerted. In order to investigate this…

comp-gas · Physics 2009-10-28 Alberto Suarez , Jean Pierre Boon , Patrick Grosfils

Optical flow models trained on high-quality data often degrade severely when confronted with real-world corruptions such as blur, noise, and compression artifacts. To overcome this limitation, we formulate Degradation-Aware Optical Flow, a…

Computer Vision and Pattern Recognition · Computer Science 2026-03-25 Jaewon Min , Jaeeun Lee , Yeji Choi , Paul Hyunbin Cho , Jin Hyeon Kim , Tae-Young Lee , Jongsik Ahn , Hwayeong Lee , Seonghyun Park , Seungryong Kim

In video-based emotion recognition, audio and visual modalities are often expected to have a complementary relationship, which is widely explored using cross-attention. However, they may also exhibit weak complementary relationships,…

Computer Vision and Pattern Recognition · Computer Science 2024-03-29 R. Gnana Praveen , Jahangir Alam

A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…

Statistics Theory · Mathematics 2018-03-29 Frédéric Proïa , Marius Soltane

Multi-scale deformable attention (MSDeformAttn) has emerged as a key mechanism in various vision tasks, demonstrating explicit superiority attributed to multi-scale grid-sampling. However, this newly introduced operator incurs irregular…

Hardware Architecture · Computer Science 2024-03-19 Yansong Xu , Dongxu Lyu , Zhenyu Li , Zilong Wang , Yuzhou Chen , Gang Wang , Zhican Wang , Haomin Li , Guanghui He

We analyze data from simulations of 2D and 3D glass-forming liquids using a correlation function defined in terms of a memory function with a negative inverse power-law tail. The self-intermediate function and the autocorrelation functions…

Disordered Systems and Neural Networks · Physics 2009-04-17 Nicholas P. Bailey

We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…

Statistical Mechanics · Physics 2020-01-29 Eial Teomy , Ralf Metzler

Using a proper model to characterize a time series is crucial in making accurate predictions. In this work we use time-varying autoregressive process (TVAR) to describe non-stationary time series and model it as a mixture of multiple stable…

Machine Learning · Statistics 2016-11-17 Jie Ding , Mohammad Noshad , Vahid Tarokh

Human action-reaction synthesis, a fundamental challenge in modeling causal human interactions, plays a critical role in applications ranging from virtual reality to social robotics. While diffusion-based models have demonstrated promising…

Computer Vision and Pattern Recognition · Computer Science 2025-06-03 Wentao Jiang , Jingya Wang , Kaiyang Ji , Baoxiong Jia , Siyuan Huang , Ye Shi

We propose a fluctuation analysis to quantify spatial correlations in complex networks. The approach considers the sequences of degrees along shortest paths in the networks and quantifies the fluctuations in analogy to time series. In this…

Data Analysis, Statistics and Probability · Physics 2014-09-15 Diego Rybski , Hernán D. Rozenfeld , Jürgen P. Kropp

The theory of phase ordering kinetics for the O(2) model using the gaussian auxiliary field approach is reexamined from two points of view. The effects of fluctuations about the ordering field are included and we organize the theory such…

Condensed Matter · Physics 2009-10-28 Gene F. Mazenko , Robert A. Wickham

The imperative of user privacy protection and regulatory compliance necessitates sensitive data removal in model training, yet this process often induces distributional shifts that undermine model performance-particularly in…

Machine Learning · Computer Science 2025-09-30 Wenhao Yang , Lin Li , Xiaohui Tao , Kaize Shi

Drawing upon recent advances in language model alignment, we formulate offline Reinforcement Learning as a two-stage optimization problem: First pretraining expressive generative policies on reward-free behavior datasets, then fine-tuning…

Machine Learning · Computer Science 2024-10-31 Huayu Chen , Kaiwen Zheng , Hang Su , Jun Zhu

A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…

Chaotic Dynamics · Physics 2007-05-23 M. A. Sozanski , J. J. Zebrowski

We study the local persistence probability during non-stationary time evolutions in disordered contact processes with long-range interactions by a combination of the strong-disorder renormalization group (SDRG) method, a phenomenological…

Statistical Mechanics · Physics 2020-08-19 Róbert Juhász

Decentralized federated learning (DFL) based on low-rank adaptation (LoRA) enables mobile devices with multi-task datasets to collaboratively fine-tune a large language model (LLM) by exchanging locally updated parameters with a subset of…

Machine Learning · Computer Science 2026-02-25 Nuocheng Yang , Sihua Wang , Ouwen Huan , Mingzhe Chen , Tony Q. S. Quek , Changchuan Yin