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Speculative optimisation relies on the estimation of the probabilities that certain properties of the control flow are fulfilled. Concrete or estimated branch probabilities can be used for searching and constructing advantageous speculative…

Programming Languages · Computer Science 2013-07-18 Alessandra Di Pierro , Herbert Wiklicky

We propose a portfolio approach for operational risk quantification based on a class of analytical models from which we derive new results on the correlation problem. In particular, we show that uniform correlation is a robust assumption…

Risk Management · Quantitative Finance 2014-05-08 Vivien Brunel

New estimators for the mean and the covariance function for partially observed functional data are proposed using a detour via the fundamental theorem of calculus. The new estimators allow for a consistent estimation of the mean and…

Methodology · Statistics 2018-08-01 Dominik Liebl , Stefan Rameseder

We model two time and space scales discrete observations by using a unique continuous diffusion process with time dependent coefficient. We define new parameters for the large scale model as functions of the small scale distribution…

Methodology · Statistics 2009-09-09 V. Calian , G. Stefansson , L. P. Folkow , A. S. Blix

A new type of an integrable mapping is presented. This map is equipped with fractional difference and possesses an exact solution, which can be regarded as a discrete analogue of the Mittag-Leffler function.

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Atsushi Nagai

The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…

Chaotic Dynamics · Physics 2024-09-09 Norbert Marwan , K. Hauke Kraemer

Functional integrals are central to modern theories ranging from quantum mechanics and statistical thermodynamics to biology, chemistry, and finance. In this work we present a new method for calculating functional integrals based on a…

Mathematical Physics · Physics 2023-09-22 Amos A. Hari , Sefi Givli

Memory function formalism or projection operator technique is an extremely useful method to study the transport and optical properties of various condensed matter systems. A recent revival of its uses in various correlated electronic…

Strongly Correlated Electrons · Physics 2016-09-22 Nabyendu Das , Pankaj Bhalla , Navinder Singh

Recently patterns were found in the least significant digits in the logistic map orbits in the chaotic regime. However, the dynamic of these digits was not explored in deep. We propose a new interpretation of the patterns found in the least…

Chaotic Dynamics · Physics 2022-12-06 João Valle , Odemir M. Bruno

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

In the article [B.J.West, Exact solution to fractional logistic equation, Physica A: Statistical Mechanics and its Applications 429 (2015) 103-108], the author has obtained a function as the solution to fractional logistic equation (FLE).…

Mathematical Physics · Physics 2018-04-24 Mirko D'Ovidio , Paola Loreti , Sima Sarv Ahrabi

Within the continuous endeavour of improving the efficiency and resilience of air transport, the trend of using concepts and metrics from statistical physics has recently gained momentum. This scientific discipline, which integrates…

Data Analysis, Statistics and Probability · Physics 2025-07-29 Felipe Olivares , Massimiliano Zanin

This paper presents an operator-theoretic framework Linear Operator Causality Analysis (LOCA), for analysing causality in linearised dynamical systems, focusing here on fluid flows. We demonstrate that the matrix exponential of the…

Chaotic Dynamics · Physics 2025-07-15 Ankit Srivastava , Louis Cattafesta , Scott Dawson

The paper considers functional linear regression, where scalar responses $Y_1,\ldots,Y_n$ are modeled in dependence of i.i.d. random functions $X_1,\ldots,X_n$. We study a generalization of the classical functional linear regression model.…

Statistics Theory · Mathematics 2016-01-13 Alois Kneip , Dominik Poß , Pascal Sarda

In including random effects to account for dependent observations, the odds ratio interpretation of logistic regression coefficients is changed from population-averaged to subject-specific. This is unappealing in many applications,…

Methodology · Statistics 2025-12-04 Changwoo J. Lee , David B. Dunson

The logistic specification has been used extensively in non-Bayesian statistics to model the dependence of discrete outcomes on the values of specified covariates. Because the likelihood function is globally weakly concave estimation by…

Computation · Statistics 2013-04-17 John Geweke , Garland Durham , Huaxin Xu

In this article we redefine various poverty measures in literature in terms of quantile functions instead of distribution functions in the prevailing approach. This enables provision for alternative methodology for poverty measurement and…

Statistics Theory · Mathematics 2025-04-09 N. Unnikrishnan Nair , S. M. Sunoj

Functional data analysis, which models data as realizations of random functions over a continuum, has emerged as a useful tool for time series data. Often, the goal is to infer the dynamic connections (or time-varying conditional…

Methodology · Statistics 2024-12-10 Chunshan Liu , Daniel R. Kowal , James Doss-Gollin , Marina Vannucci

With recent sensor and tracking technology advances, the volume of available trajectory data is steadily increasing. Consequently, managing and analyzing trajectory data has seen significant interest from the research community. The…

Databases · Computer Science 2024-09-10 Johann Bornholdt , Theodoros Chondrogiannis , Michael Grossniklaus

We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert