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Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable methods for unveiling multifractal properties, specially when real-world time series are under analysis. However, little is known about how several aspects,…

Data Analysis, Statistics and Probability · Physics 2022-07-20 Felipe Olivares , Massimiliano Zanin

In the present paper new insights into the study of the Non-central Dirichlet distribution are provided. This latter is the analogue of the Dirichlet distribution obtained by replacing the Chi-Squared random variables involved in its…

Statistics Theory · Mathematics 2021-08-23 Carlo Orsi

We have performed a detailed analysis of the fast multipole method (FMM) in the adaptive case, in which the depth of the FMM tree is non-uniform. Previous works in this area have focused mostly on special types of adaptive distributions,…

Numerical Analysis · Mathematics 2015-08-12 Hadi Pouransari , Eric Darve

Robust diffusion adaptive estimation algorithms based on the maximum correntropy criterion (MCC), including adaptation to combination MCC and combination to adaptation MCC, are developed to deal with the distributed estimation over network…

Machine Learning · Statistics 2016-02-04 Wentao Ma , Badong Chen , Jiandong Duan , Haiquan Zhao

We consider the initial boundary value problem for the inhomogeneous time-fractional diffusion equation with a homogeneous Dirichlet boundary condition and a nonsmooth right hand side data in a bounded convex polyhedral domain. We analyze…

Numerical Analysis · Mathematics 2013-07-04 Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou

Diffusion-weighted magnetic resonance imaging (DW-MRI) is a critical imaging method for capturing and modeling tissue microarchitecture at a millimeter scale. A common practice to model the measured DW-MRI signal is via fiber orientation…

We develop a technique for probing harmonic measure of the diffusion limited aggregation (DLA) cluster surface with the variable size particle and generate one thousand clusters with 50 million particles using original off-lattice…

Disordered Systems and Neural Networks · Physics 2007-05-23 A. Yu. Menshutin , L. N. Shchur , V. M. Vinokur

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

Multiband sensing is a promising technology that utilizes multiple non-contiguous frequency bands to achieve high-resolution target sensing. In this paper, we investigate the fundamental limits and optimization of multiband sensing,…

Signal Processing · Electrical Eng. & Systems 2023-02-01 Yubo Wan , An Liu , Rui Du , Tony Xiao Han

A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest and parameters of global interest to the whole network. To address the…

Systems and Control · Computer Science 2014-07-02 Nikola Bogdanović , Jorge Plata-Chaves , Kostas Berberidis

Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important…

Statistical Finance · Quantitative Finance 2015-10-14 Wen-Jie Xie , Zhi-Qiang Jiang , Gao-Feng Gu , Xiong Xiong , Wei-Xing Zhou

For many complex systems the interaction of different scales is among the most interesting and challenging features. It seems not very successful to extract the physical properties in different scale regimes by the existing approaches, such…

Fluid Dynamics · Physics 2015-05-14 L. P. Wang , Y. X. Huang

This paper discusses an approach, based on the subsampling boostrap and FDR control, to improve the stability of feature selection. It furthermore presents the finite sample distribution of the correlation coefficient recently proposed by…

Methodology · Statistics 2020-06-29 Jonathan von Schroeder

This paper presents a new method for conditional probability density simulation. The method is design to work with unstructured data set when data are not characterized by the same covariates yet share common information. Specific examples…

Methodology · Statistics 2025-08-05 Esteban G. Tabak , Giulio Trigila , Wenjun Zhao

The Linear Ballistic Accumulator (Brown & Heathcote, 2008) model is used as a measurement tool to answer questions about applied psychology. The analyses based on this model depend upon the model selected and its estimated parameters.…

Methodology · Statistics 2020-03-03 David Gunawan , Guy E. Hawkins , Minh-Ngoc Tran , Robert Kohn , Scott Brown

We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

Methodology · Statistics 2026-02-03 Magid Sabbagh , David A. Stephens

We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

Machine Learning · Statistics 2017-09-20 Ruohui Wang , Dahua Lin

We consider the problem of conditional density estimation, which is a major topic of interest in the fields of statistical and machine learning. Our method, called Marginal Contrastive Discrimination, MCD, reformulates the conditional…

Machine Learning · Statistics 2026-01-05 Katia Meziani , Aminata Ndiaye , Benjamin Riu

A sampling method by using scattering amplitude is proposed for shape and location reconstruction in inverse acoustic scattering problems. Only matrix multiplication is involved in the computation, thus the novel sampling method is very…

Numerical Analysis · Mathematics 2017-09-13 Xiaodong Liu

This paper is concerned with the problem of defining and estimating statistics for distributions on spaces such as Riemannian manifolds and more general metric spaces. The challenge comes, in part, from the fact that statistics such as…

Statistics Theory · Mathematics 2025-05-29 Washington Mio , Tom Needham
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