Related papers: Sequential Analysis Techniques for Correlation Stu…
The observational evidence for the recent acceleration of the universe demonstrates that canonical theories of cosmology and particle physics are incomplete---if not incorrect---and that new physics is out there, waiting to be discovered. A…
We find statistically significant correlations in the cosmological matter power spectrum over the full range of observable scales. While the correlations between individual modes are weak, the band-averaged power spectrum shows strong…
Astrophysical and cosmological signals such as the cosmic microwave background radiation, as observed, typically contain contributions of different components, and their statistical properties can be used to distinguish one from the other.…
Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…
Deviations between the form of trajectory assumed in a fit to a set of measurements and the actual form of the trajectory can give rise to sequential correlations in the residuals from the fit. These correlations can provide a more powerful…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
Cosmic-ray acceleration processes in astrophysical plasmas are often investigated with fully-kinetic or hybrid kinetic numerical simulations, which enable us to describe a detailed microphysics of particle energization mechanisms. Tracing…
The correlation function in quantum systems plays a vital role in decoding their properties and gaining insights into physical phenomena. Its interpretation corresponds to the propagation of particle excitations between space-time, similar…
In the next decade, high energy physicists will use very sophisticated equipment to record unprecedented amounts of data in the hope of making major advances in our understanding of particle phenomena. Some of the signals of new physics…
Determining and measuring cause-effect relationships is fundamental to most scientific studies of natural phenomena. The notion of causation is distinctly different from correlation which only looks at association of trends or patterns in…
The correlated behavior of electrons determines the structure and optical properties of molecules, semiconductor and other systems. Valuable information on these correlations is provided by measuring the response to femtosecond laser…
Testing for change points in sequences of covariance matrices is an important and equally challenging problem in statistical methodology with applications in various fields. Motivated by the observation that even in cases where the ratio…
Classification and characterization of variable phenomena and transient phenomena are critical for astrophysics and cosmology. These objects are commonly studied using photometric time series or spectroscopic data. Given that many ongoing…
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…
We review the current observational status of string cosmology when confronted with experimental datasets. We begin by defining common observational parameters and discuss how they are determined for a given model. Then we review the…
Targeting at the realization of scalable photonic quantum technologies, the generation of many photons, their propagation in large optical networks, and a subsequent detection and analysis of sophisticated quantum correlations are essential…
We propose a general, modular method for significance testing of groups (or clusters) of variables in a high-dimensional linear model. In presence of high correlations among the covariables, due to serious problems of identifiability, it is…
Recent international efforts have brought us closer to unveiling the century old mystery of the origin of cosmic rays. Cosmic ray, gamma ray, and neutrino observatories are reaching the necessary sensitivity to study the highest energy…
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…
This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…