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We present the algorithmic details of the dynamical cluster approximation (DCA) algorithm. The DCA is a fully-causal approach which systematically restores non-local correlations to the dynamical mean field approximation (DMFA). The DCA is…
Expressive representation of pose sequences is crucial for accurate motion modeling in human motion prediction (HMP). While recent deep learning-based methods have shown promise in learning motion representations, these methods tend to…
Understanding associations between paired high-dimensional longitudinal datasets is a fundamental yet challenging problem that arises across scientific domains, including longitudinal multi-omic studies. The difficulty stems from the…
The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…
Magnetic field variations are detected before rupture in the form of `spikes' of alternating sign. The distinction of these `spikes' from random noise is of major practical importance, since it is easier to conduct magnetic field…
The difference-of-convex algorithm (DCA) and its variants are the most popular methods to solve the difference-of-convex optimization problem. Each iteration of them is reduced to a convex optimization problem, which generally needs to be…
Bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory…
Multimodal MRIs play a crucial role in clinical diagnosis and treatment. Feature disentanglement (FD)-based methods, aiming at learning superior feature representations for multimodal data analysis, have achieved significant success in…
Based on protein molecular dynamics, we investigate the fractal properties of energy, pressure and volume time series using the multifractal detrended fluctuations analysis (MF-DFA) and the topological and fractal properties of their…
Accurate prediction of intersection turning movements is essential for adaptive signal control but remains difficult due to the high volatility of directional flows. This study proposes HFD-TM (Hierarchical Flow-Decomposition for Turning…
Time series of heartbeat activity of humans can exhibit long-range correlations. In this paper we show that such kind of correlations can exist for the heartbeat activity of much simpler species like Drosophila melanogaster. By means of the…
While scale invariance is commonly observed in each component of real world multivariate signals, it is also often the case that the inter-component correlation structure is not fractally connected, i.e., its scaling behavior is not…
We describe an algorithm for simulating ultrasound propagation in random one-dimensional media, mimicking different microstructures by choosing physical properties such as domain sizes and mass densities from probability distributions. By…
The Hurst exponent $H$ of long range correlated series can be estimated by means of the Detrending Moving Average (DMA) method. A computational tool defined within the algorithm is the generalized variance $ \sigma_{DMA}^2={1}/{(N-n)}\sum_i…
This paper studies computationally efficient methods and their minimax optimality for high-dimensional clustering and signal recovery under block signal structures. We propose two sets of methods, cross-block feature aggregation PCA…
In this study, we challenge the traditional approach of frequency analysis on directed graphs, which typically relies on a single measure of signal variation such as total variation. We argue that the inherent directionality in directed…
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p$-multivariate self-similar Gaussian…
The accurate prediction of stock movements is crucial for investment strategies. Stock prices are subject to the influence of various forms of information, including financial indicators, sentiment analysis, news documents, and relational…
We are commenting on the article Phys. Rev. {\bf B 65}, 155112 (2002) by G. Biroli and G. Kotliar in which they make a comparison between two cluster techniques, the {\it Cellular Dynamical Mean Field Theory} (CDMFT) and the {\it Dynamical…
Improvement in time resolution sometimes introduces short-range random noises into temporal data sequences. These noises affect the results of power-spectrum analyses and the Detrended Fluctuation Analysis (DFA). The DFA is one of useful…