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Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…

Functional Analysis · Mathematics 2018-11-09 Roberto Leonarduzzi , Patrice Abry , Herwig Wendt , Stéphane Jaffard , Hugo Touchette

In the canonical framework, we propose an alternative approach for the multifractal analysis based on the detrending moving average method (MF-DMA). We define a canonical measure such that the multifractal mass exponent $\tau(q)$ is related…

Statistical Finance · Quantitative Finance 2019-02-13 Hai-Chuan Xu , Gao-Feng Gu , Wei-Xing Zhou

The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…

Statistical Mechanics · Physics 2009-11-07 Mogens H. Jensen , Anders Levermann , Joachim Mathiesen , Itamar Procaccia

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

Multifractal analysis (MFA) provides a framework for the global characterization of image textures by describing the spatial fluctuations of their local regularity based on the multifractal spectrum. Several works have shown the interest of…

Image and Video Processing · Electrical Eng. & Systems 2025-12-15 Kareth M. León-López , Abderrahim Halimi , Jean-Yves Tourneret , Herwig Wendt

A method for estimating the relative content of crystalline phases of a multiphase sample, based on probabilistic analysis of the intensities of the diffraction pattern reflexes, has been developed. The method is based on the introduction…

Materials Science · Physics 2023-11-21 S. V. Gabielkov , I. V. Zhyganiuk , A. D. Skorbun

We apply multifractal analysis to an experimentally obtained quasi-two-dimensional crystal with fourfold symmetry, in order to characterize the sidebranch structure of a dendritic pattern. In our analysis, the stem of the dendritic pattern…

Pattern Formation and Solitons · Physics 2015-06-15 Hiroshi Miki , Haruo Honjo

Barycentric averaging is a principled way of summarizing populations of measures. Existing algorithms for estimating barycenters typically parametrize them as weighted sums of Diracs and optimize their weights and/or locations. However,…

Machine Learning · Statistics 2021-02-16 Samuel Cohen , Michael Arbel , Marc Peter Deisenroth

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

A recently proposed theory for diffusion-limited aggregation (DLA), which models this system as a random branched growth process, is reviewed. Like DLA, this process is stochastic, and ensemble averaging is needed in order to define…

Condensed Matter · Physics 2009-10-28 Thomas C. Halsey , Katsuya Honda , Bertrand Duplantier

We employ the recently introduced conformal iterative construction of Diffusion Limited Aggregates (DLA) to study the multifractal properties of the harmonic measure. The support of the harmonic measure is obtained from a dynamical process…

chao-dyn · Physics 2009-10-31 Benny Davidovich , Itamar Procaccia

We obtain the harmonic measure of diffusion-limited aggregate (DLA) clusters using a biased random-walk sampling technique which allows us to measure probabilities of random walkers hitting sections of clusters with unprecedented accuracy;…

Statistical Mechanics · Physics 2015-05-13 D. A. Adams , L. M. Sander , E. Somfai , R. M. Ziff

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

This article focuses on covariance estimation for multi-study data. Popular approaches employ factor-analytic terms with shared and study-specific loadings that decompose the variance into (i) a shared low-rank component, (ii)…

Methodology · Statistics 2026-01-26 Lorenzo Mauri , Niccolò Anceschi , David B. Dunson

Various methods have been developed independently to study the multifractality of measures in many different contexts. Although they all convey the same intuitive idea of giving a "dimension" to sets where a quantity scales similarly within…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Hadrien Salat , Roberto Murcio , Elsa Arcaute

Texture characterization is a central element in many image processing applications. Multifractal analysis is a useful signal and image processing tool, yet, the accurate estimation of multifractal parameters for image texture remains a…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Sébastien Combrexelle , Herwig Wendt , Nicolas Dobigeon , Jean-Yves Tourneret , Steve McLaughlin , Patrice Abry

In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of…

Statistical Finance · Quantitative Finance 2014-07-25 Petr Jizba , Jan Korbel

Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…

Machine Learning · Statistics 2020-11-04 Lorena Romero-Medrano , Pablo Moreno-Muñoz , Antonio Artés-Rodríguez

Diffusion-Limited Aggregation (DLA), the canonical model for non-equilibrium fractal growth, emerges from the simple rule of irreversible attachment by random walkers. Despite four decades of study, a unified computational framework…

Statistical Mechanics · Physics 2026-01-07 Satish Prajapati

In this paper, we study different discrete data clustering methods, which use the Model-Based Clustering (MBC) framework with the Multinomial distribution. Our study comprises several relevant issues, such as initialization, model…

Machine Learning · Computer Science 2015-09-08 Md. Abul Hasnat , Julien Velcin , Stéphane Bonnevay , Julien Jacques
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