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Self-affine rough interfaces are ubiquitous in experimental systems, and display characteristic scaling properties as a signature of the nature of disorder in their supporting medium, i.e. of the statistical features of its heterogeneities.…

Disordered Systems and Neural Networks · Physics 2021-07-21 Sebastian Bustingorry , Jill Guyonnet , Patrycja Paruch , Elisabeth Agoritsas

Roughness parameters that characterize contacting surfaces with regard to friction and wear are commonly stated without uncertainties, or with an uncertainty only taking into account a very limited amount of aspects such as repeatability of…

Data Analysis, Statistics and Probability · Physics 2016-07-20 Dorothee Hüser , Jonathan Hüser , Sebastian Rief , Jörg Seewig , Peter Thomsen-Schmidt

The objective of the current study is to utilize an innovative method called 'change probabilities' for describing fracture roughness. In order to detect and visualize anisotropy of rock joint surfaces, the roughness of one-dimensional…

Statistics Theory · Mathematics 2021-12-23 Tim Gutjahr , Sina Hale , Karsten Keller , Philipp Blum , Steffen Winter

Analytical contact mechanics theories depend on surface roughness through the surface roughness power spectrum. In the present study, we evaluated the usability of various experimental methods for studying surface roughness. Our findings…

Materials Science · Physics 2024-08-13 N. Rodriguez , L. Gontard , C. Ma , R. Xu , B. N. J. Persson

We introduce a methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or {\gamma}-divergence), indexed by a single tuning parameter. It is well known that the posterior density induced by robust…

Methodology · Statistics 2022-07-04 Shouto Yonekura , Shonosuke Sugasawa

We investigate the statistical evidence for the use of `rough' fractional processes with Hurst exponent $H< 0.5$ for the modeling of volatility of financial assets, using a model-free approach. We introduce a non-parametric method for…

Statistical Finance · Quantitative Finance 2023-07-11 Rama Cont , Purba Das

In this work we explore the influence of random surface roughness on the cantilever sensitivity to respond to curvature changes induced by changes in surface stress. The roughness is characterized by the out-of-plane roughness amplitude w,…

Mesoscale and Nanoscale Physics · Physics 2015-05-14 O. Ergincan , G. Palasantzas , B. J. Kooi

The surface roughness of several stylolites in limestones was measured using high resolution laser profilometry. The 1D signals obtained were statistically analyzed to determine the scaling behavior and calculate a roughness exponent, also…

Ferroic domain walls are known to display the characteristic scaling properties of self-affine rough interfaces. Different methods have been used to extract roughness information in ferroelectric and ferromagnetic materials. Here, we review…

Disordered Systems and Neural Networks · Physics 2021-07-22 J. Guyonnet , E. Agoritsas , P. Paruch , S. Bustingorry

While robust divergence such as density power divergence and $\gamma$-divergence is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a…

Methodology · Statistics 2021-09-15 Shonosuke Sugasawa , Shouto Yonekura

Using a large dataset on major FX rates, we test the robustness of the rough fractional volatility model over different time scales, by including smoothing and measurement errors into the analysis. Our findings lead to new stylized facts in…

Statistical Finance · Quantitative Finance 2021-11-09 Matthieu Garcin , Martino Grasselli

We discuss the methods to calculate the roughness exponent alpha and the dynamic exponent z from the scaling properties of the local roughness, which is frequently used in the analysis of experimental data. Through numerical simulations, we…

Statistical Mechanics · Physics 2009-11-10 Anna Chame , F. D. A. Aarão Reis

The measures of roughness of the volatility in the litterature are based on the realized volatility of high frequency data. Some authors show that this leads to a biased estimate, and does not necessarily indicate roughness of the…

Mathematical Finance · Quantitative Finance 2022-08-01 Fabien Le Floc'h

Roughness of driven elastic interfaces in random media is typically understood to be characterized by a single roughness exponent $\zeta$. We show that at the depinning threshold, due to symmetry breaking caused by the direction of the…

Statistical Mechanics · Physics 2022-10-20 Esko Toivonen , Matti Molkkari , Esa Räsänen , Lasse Laurson

Surface roughness is an important quantity to many engineering and precision manufacturing disciplines. In this paper we investigate the problem of estimating the root-mean-square roughness of a sample by passive linear optical methods. By…

The panel data regression models have become one of the most widely applied statistical approaches in different fields of research, including social, behavioral, environmental sciences, and econometrics. However, traditional…

Methodology · Statistics 2021-08-06 Abhijit Mandal , Beste Hamiye Beyaztas , Soutir Bandyopadhyay

Robustness checks are routine in empirical work, but there is no standard statistical procedure to formally measure what one can learn from them. I propose a "robustness radius" measure to quantify the amount by which the robustness checks…

Econometrics · Economics 2026-02-24 Brenda Prallon

We study the scaling of two-dimensional crack roughness using large scale beam lattice systems. Our results indicate that the crack roughness obtained using beam lattice systems does not exhibit anomalous scaling in sharp contrast to the…

Statistical Mechanics · Physics 2009-11-13 Phani K. V. V. Nukala , Stefano Zapperi , Mikko Alava , Srdjan Simunovic

In order to estimate roughness exponents of interface growth models, we propose the calculation of effective exponents from the roughness fluctuation (sigma) in the steady state. We compare the finite-size behavior of these exponents and…

Statistical Mechanics · Physics 2016-08-31 Fabio D. A. Aarao Reis

The analysis of panel count data has garnered considerable attention in the literature, leading to the development of multiple statistical techniques. In inferential analysis, most works focus on leveraging estimating equation-based…

Methodology · Statistics 2025-10-08 Udita Goswami , Shuvashree Mondal
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