Related papers: Equivalent Effect Function and Fast Intrinsic Mode…
The functional linear model is a popular tool to investigate the relationship between a scalar/functional response variable and a scalar/functional covariate. We generalize this model to a functional linear mixed-effects model when repeated…
The EMD algorithm, first proposed in [11], made more robust as well as more versatile in [12], is a technique that aims to decompose into their building blocks functions that are the superposition of a (reasonably) small number of…
Epilepsy is a chronic neurological disorder characterized by recurrent seizures. One method for analyzing seizure activity is to compute the correlation dimension of time-series electroencephalographic signals. The Grasserberg and Proccacia…
Nonintegrable systems thermalize, leading to the emergence of fluctuating hydrodynamics. Typically, this hydrodynamics is diffusive. We use the effective field theory (EFT) of diffusion to compute higher-point functions of conserved…
In this article we present some statistical applications of the functional singular value decomposition (FSVD). This tool allows us to decompose the sample mean of a bivariate stochastic process into components that are functions of…
We propose a nonparametric estimator of the empirical distribution function (EDF) of the latent spot variance of the log-price of a financial asset. We show that over a fixed time span our realized EDF (or REDF) -- inferred from noisy…
A new class of functions, called the `Information sensitivity functions' (ISFs), which quantify the information gain about the parameters through the measurements/observables of a dynamical system are presented. These functions can be…
We analyse the dependence of stock return cross-correlations on the sampling frequency of the data known as the Epps effect: For high resolution data the cross-correlations are significantly smaller than their asymptotic value as observed…
It is known that in the theory of light scalar fields during inflation, correlation functions suffer from infrared (IR) divergences or large IR loop corrections, leading to the breakdown of perturbation theory. In order to understand the…
This work proposes an extension of the 1-D Hilbert Huang transform for the analysis of images. The proposed method consists in (i) adaptively decomposing an image into oscillating parts called intrinsic mode functions (IMFs) using a mode…
We introduce the self-excited multifractal (SEMF) model, defined such that the amplitudes of the increments of the process are expressed as exponentials of a long memory of past increments. The principal novel feature of the model lies in…
Although remarkable progress has been made in recent years, current multi-exposure image fusion (MEF) research is still bounded by the lack of real ground truth, objective evaluation function, and robust fusion strategy. In this paper, we…
A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…
This paper studies the performance of time-dependent density-functional theory (TDDFT) for calculating the dielectric function of semiconductors and insulators at finite momentum transfer, comparing against the standard Bethe-Salpeter…
Data fusion refers to the joint analysis of multiple datasets which provide complementary views of the same task. In this preprint, the problem of jointly analyzing electroencephalography (EEG) and functional Magnetic Resonance Imaging…
Feature importance (FI) measures are widely used to assess the contributions of predictors to an outcome, but they may target different notions of relevance. When predictors are correlated, traditional statistical FI methods are often…
Effective field theories (EFT) parameterize the long-distance effects of short-distance dynamics whose details may or may not be known. It is known that EFT coefficients must obey certain positivity constraints if causality and unitarity…
The concept of the electron localization function (ELF) is extended to two-dimensional (2D) electron systems. We show that the topological properties of the ELF in 2D are considerably simpler than in molecules studied previously. We compute…
We show how the quantum to classical transition of the cosmological fluctuations produced during inflation can be described by means of the influence functional and the master equation. We split the inflaton field into the system-field…
A problem of identification of piecewise-constant unknown parameters of a linear regression equation (LRE) is considered. Such parameters change their values over the interval of the regressor finite (rather than persistent) excitation. To…