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We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in…

Statistical Mechanics · Physics 2009-11-07 Jan W. Kantelhardt , Eva Koscielny-Bunde , Henio H. A. Rego , Shlomo Havlin , Armin Bunde

The use of observational time series data to assess the impact of multi-time point interventions is becoming increasingly common as more health and activity data are collected and digitized via wearables, social media, and electronic health…

Methodology · Statistics 2020-12-01 Roy Adams , Suchi Saria , Michael Rosenblum

Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243, 275 (1998); Hurn et al., Journal of Time Series Analysis…

Data Analysis, Statistics and Probability · Physics 2009-11-13 David Kleinhans , Rudolf Friedrich , Matthias Waechter , Joachim Peinke

The effective, fast transport of matter through porous media is often characterized by complex dispersion effects. To describe in mathematical terms such situations, instead of a simple macroscopic equation (as in the classical Darcy's…

Numerical Analysis · Mathematics 2025-05-06 Surendra Nepal , Vishnu Raveendran , Michael Eden , Rainey Lyons , Adrian Muntean

Linear regression models depend directly on the design matrix and its properties. Techniques that efficiently estimate model coefficients by partitioning rows of the design matrix are increasingly popular for large-scale problems because…

Machine Learning · Statistics 2019-07-23 Michael J. Kane , Bryan Lewis , Sekhar Tatikonda , Simon Urbanek

Many theories of scientific and technological progress imagine science as an iterative, developmental process periodically interrupted by innovations which disrupt and restructure the status quo. Due to the immense societal value created by…

Social and Information Networks · Computer Science 2023-09-01 Thomas Gebhart , Russell Funk

An emergent theory of quantum measurement arises directly by considering the particular subset of many body wavefunctions that can be associated with classical condensed matter and its interaction with delocalized wavefunctions. This…

Quantum Physics · Physics 2015-03-03 Clifford Chafin

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

The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributions? Many papers on the subject have shown, roughly, that the…

Probability · Mathematics 2025-08-13 Na Lin , Yuanyuan Liu , Aaron Smith

The standard model of large scale structure is considered, in which the structure originates as a Gaussian adiabatic density perturbation with a nearly scale invariant spectrum. The basic theoretical tool of cosmological perturbation theory…

Astrophysics · Physics 2007-05-23 David H Lyth , Andrew R Liddle

Metric graphs are ubiquitous in science and engineering. For example, many data are drawn from hidden spaces that are graph-like, such as the cosmic web. A metric graph offers one of the simplest yet still meaningful ways to represent the…

Computational Geometry · Computer Science 2017-12-05 Tamal K. Dey , Dayu Shi , Yusu Wang

In the era of Big Data, scalable and accurate clustering algorithms for high-dimensional data are essential. We present new Bayesian Distance Clustering (BDC) models and inference algorithms with improved scalability while maintaining the…

Methodology · Statistics 2024-09-02 Rafael Cabral , Maria de Iorio , Andrew Harris

Data plays a pivotal role in the groundbreaking advancements in artificial intelligence. The quantitative analysis of data significantly contributes to model training, enhancing both the efficiency and quality of data utilization. However,…

Machine Learning · Computer Science 2025-08-21 Haoru Tan , Sitong Wu , Xiuzhe Wu , Wang Wang , Bo Zhao , Zeke Xie , Gui-Song Xia , Xiaojuan Qi

We study the problem of robust mean estimation and introduce a novel Hamming distance-based measure of distribution shift for coordinate-level corruptions. We show that this measure yields adversary models that capture more realistic…

Machine Learning · Computer Science 2021-06-14 Zifan Liu , Jongho Park , Theodoros Rekatsinas , Christos Tzamos

The performance of distance-based classifiers heavily depends on the underlying distance metric, so it is valuable to learn a suitable metric from the data. To address the problem of multimodality, it is desirable to learn local metrics. In…

Machine Learning · Computer Science 2018-02-13 Mingzhi Dong , Yujiang Wang , Xiaochen Yang , Jing-Hao Xue

In this work we propose a method to find anomalous changes in remote sensing images based on the chronochrome approach. A regressor between images is used to discover the most {\em influential points} in the observed data. Typically, the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-24 José A. Padrón Hidalgo , Adrián Pérez-Suay , Fatih Nar , Gustau Camps-Valls

We consider time-periodically perturbed 1D Hamiltonian systems possessing one or more separatrices. If the perturbation is weak, then the separatrix chaos is most developed when the perturbation frequency lies in the logarithmically small…

Chaotic Dynamics · Physics 2015-05-13 S. M. Soskin , R. Mannella , O. M. Yevtushenko , I. A. Khovanov , P. V. E. McClintock

Leveraging the large body of work devoted in recent years to describe redundancy and synergy in multivariate interactions among random variables, we propose a novel approach to quantify cooperative effects in feature importance, one of the…

Data Analysis, Statistics and Probability · Physics 2025-03-14 Marlis Ontivero-Ortega , Luca Faes , Jesus M Cortes , Daniele Marinazzo , Sebastiano Stramaglia

In the field of machine learning, model performance is usually assessed by randomly splitting data into training and test sets. Different random splits, however, can yield markedly different performance estimates, so a genuinely good model…

In many change point problems it is reasonable to assume that compared to a benchmark at a given time point $t_0$ the properties of the observed stochastic process change gradually over time for $t >t_0$. Often, these gradual changes are…

Methodology · Statistics 2025-04-23 Patrick Bastian , Holger Dette