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A folded type model is developed for analyzing compositional data. The proposed model involves an extension of the $\alpha$-transformation for compositional data and provides a new and flexible class of distributions for modeling data…

Machine Learning · Statistics 2019-02-27 Michail Tsagris , Connie Stewart

The Expectation-Maximization (EM) algorithm is an iterative method to maximize the log-likelihood function for parameter estimation. Previous works on the convergence analysis of the EM algorithm have established results on the asymptotic…

Statistics Theory · Mathematics 2017-05-31 Chong Wu , Can Yang , Hongyu Zhao , Ji Zhu

This paper demonstrates how Extended Dynamic Mode Decomposition (EDMD), grounded in Koopman operator theory, can effectively identify the main contributor(s) to oscillations in power grids. We use PMU data recorded from a real 0.15 Hz…

Systems and Control · Electrical Eng. & Systems 2025-11-27 Youhong Chen , Debraj Bhattacharjee , Balarko Chaudhuri , Mark O Malley , Nan Qin , Adrian Pilkaer Expethit

The relation between El Ni\~{n}o-Southern Oscillation (ENSO) and Pacific Decadal Oscillation (PDO) perplexes the researchers. Probably, this is due to the default choice on empirical orthogonal function (EOF) method whose outputs are merely…

Atmospheric and Oceanic Physics · Physics 2019-12-05 Jin-Liang Wang

Transfer entropy (TE) captures the directed relationships between two variables. Partial transfer entropy (PTE) accounts for the presence of all confounding variables of a multivariate system and infers only about direct causality. However,…

Methodology · Statistics 2021-02-03 Angeliki Papana , Ariadni Papana-Dagiasis , Elsa Siggiridou

We introduce `PI-Entropy' $\Pi(\tilde{\rho})$ (the Permutation entropy of an Indexed ensemble) to quantify mixing due to complex dynamics for an ensemble $\rho$ of different initial states evolving under identical dynamics. We find that…

Statistical Mechanics · Physics 2022-11-02 Andrés Aragoneses , Arie Kapulkin , Arjendu Pattanayak

Classical Mixtures of Experts (MoE) are Machine Learning models that involve partitioning the input space, with a separate "expert" model trained on each partition. Recently, MoE-based model architectures have become popular as a means to…

Machine Learning · Computer Science 2025-10-14 Quentin Fruytier , Aryan Mokhtari , Sujay Sanghavi

Information geometry and inductive inference methods can be used to model dynamical systems in terms of their probabilistic description on curved statistical manifolds. In this article, we present a formal conceptual reexamination of the…

Mathematical Physics · Physics 2010-11-29 C. Cafaro , A. Giffin , S. A. Ali , D. -H. Kim

Decomposing Electrodermal Activity (EDA) into phasic (short-term, stimulus-linked responses) and tonic (longer-term baseline) components is essential for extracting meaningful emotional and physiological biomarkers. This study presents a…

Signal Processing · Electrical Eng. & Systems 2025-06-10 Charalampos Tsirmpas , Stasinos Konstantopoulos , Dimitris Andrikopoulos , Konstantina Kyriakouli , Panagiotis Fatouros

This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…

Signal Processing · Electrical Eng. & Systems 2022-03-31 Quentin Legros , Dominique Fourer , Sylvain Meignen , Marcelo A. Colominas

The use of machine learning for time series prediction has become increasingly popular across various industries thanks to the availability of time series data and advancements in machine learning algorithms. However, traditional methods…

Machine Learning · Statistics 2023-06-01 Gonçalo Mateus , Cláudia Soares , João Leitão , António Rodrigues

The classical Density Functional Theory (DFT) is introduced as an application of entropic inference for inhomogeneous fluids at thermal equilibrium. It is shown that entropic inference reproduces the variational principle of DFT when…

Statistical Mechanics · Physics 2021-09-14 Ahmad Yousefi , Ariel Caticha

This paper presents a novel Energy-Equidistributed adaptive sampling framework for multi-dimensional conservative PDEs, introducing both location-based and velocity-based formulations of Energy-Equidistributed moving mesh PDEs (EMMPDEs).…

Numerical Analysis · Mathematics 2025-08-28 Qinjiao Gao , Longzhe Xu , Dongjiang Wang , Ran Zhang

Structural entropy is a metric that measures the amount of information embedded in graph structure data under a strategy of hierarchical abstracting. To measure the structural entropy of a dynamic graph, we need to decode the optimal…

Information Theory · Computer Science 2024-06-28 Runze Yang , Hao Peng , Chunyang Liu , Angsheng Li

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

The Matrix Element Method (MEM) is a powerful method to extract information from measured events at collider experiments. Compared to multivariate techniques built on large sets of experimental data, the MEM does not rely on an…

High Energy Physics - Experiment · Physics 2021-04-07 Florian Bury , Christophe Delaere

Volatility of intra-day stock market indices computed at various time horizons exhibits a scaling behaviour that differs from what would be expected from fractional Brownian motion (fBm). We investigate this anomalous scaling by using…

Computational Finance · Quantitative Finance 2016-02-17 Noemi Nava , T. Di Matteo , Tomaso Aste

To quantify degree of spatial inhomogeneity for multiphase materials we adapt the entropic descriptor (ED) of a pillar model developed to greyscale images. To uncover the contribution of each phase we introduce the suitable 'phase…

Statistical Mechanics · Physics 2015-06-17 D. Fraczek , R. Piasecki

The Expectation-Maximization (EM) algorithm is a popular choice for learning latent variable models. Variants of the EM have been initially introduced, using incremental updates to scale to large datasets, and using Monte Carlo (MC)…

Machine Learning · Statistics 2022-03-22 Belhal Karimi , Ping Li

Understanding the statistics of ocean geostrophic turbulence is of utmost importance in understanding its interactions with the global ocean circulation and the climate system as a whole. Here, a study of eddy-mixing entropy in a…

Fluid Dynamics · Physics 2017-02-28 Tomos W. David , Laure Zanna , David P. Marshall
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