English
Related papers

Related papers: Quantile Coherency: A General Measure for Dependen…

200 papers

The origin of non-classicality in physical systems and its connection to distinctly quantum features such as entanglement and coherence is a central question in quantum physics. This work analyses this question theoretically and…

Simultaneous decoherence of conjugate observables of an open quantum system leads to a classical statistical mechanical description with constant phase space probability density in terms of a uniform ensemble. We investigate a scenario…

Quantum Physics · Physics 2026-03-30 S. Adarsh , P. N. Bala Subramanian , Sreeraj T. P

Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those…

Methodology · Statistics 2017-11-03 T. Rodrigues , J. -L. Dortet-Bernadet , Y. Fan

Quantile regression, the prediction of conditional quantiles, finds applications in various fields. Often, some or all of the variables are discrete. The authors propose two new quantile regression approaches to handle such mixed…

Methodology · Statistics 2017-05-24 Niklas Schallhorn , Daniel Kraus , Thomas Nagler , Claudia Czado

We demonstrate the simple and deep equivalence between quantum coherence and nonclassicality and the definite way in which they determine metrological resolution. Moreover, we define a coherence observable consistent with a classical…

Quantum Physics · Physics 2021-09-10 Laura Ares , Alfredo Luis

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…

Statistics Theory · Mathematics 2022-01-14 Qin Fang , Shaojun Guo , Xinghao Qiao

The spectrum and coherency are useful quantities for characterizing the temporal correlations and functional relations within and between point processes. This paper begins with a review of these quantities, their interpretation and how…

Biological Physics · Physics 2007-05-23 M. R. Jarvis , P. P. Mitra

In this paper we consider tests for nonlinear time series, which are motivated by the notion of serial dependence. The proposed tests are based on comparisons with the quantile spectral density, which can be considered as a quantile version…

Statistics Theory · Mathematics 2012-03-13 Junbum Lee , Suhasini Subba Rao

Based on the theory of quantum mechanics, intrinsic randomness in measurement distinguishes quantum effects from classical ones. From the perspective of states, this quantum feature can be summarized as coherence or superposition in a…

Quantum Physics · Physics 2017-04-03 Xiao Yuan , Hongyi Zhou , Zhu Cao , Xiongfeng Ma

This paper investigates the identification of quantiles and quantile regression parameters when observations are set valued. We define the identification set of quantiles of random sets in a way that extends the definition of quantiles for…

Methodology · Statistics 2020-04-10 Arie Beresteanu , Yuya Sasaki

The outcome of continuously measuring a quantum system is a string of data whose intricate correlation properties reflect the underlying quantum dynamics. In this paper we study the role of these correlation in reconstructing the…

Quantum Physics · Physics 2024-11-14 Joseph A. Smiga , Gabriel T. Landi

Quantum coherence and non-classical correlation are key features of quantum world. Quantifying coherence and non-classical correlation are two key tasks in quantum information theory. First, we present a bona fide measure of quantum…

Quantum Physics · Physics 2018-06-29 Zhi-Xiang Jin , Shao-Ming Fei

Ordinal pattern dependence has been introduced in order to capture co-monotonic behavior between two time series. This concept has several features one would intuitively demand from a dependence measure. It was believed that ordinal pattern…

Statistics Theory · Mathematics 2024-05-29 Angelika Silbernagel , Alexander Schnurr

Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time homogeneity conditions that are like "time is…

Methodology · Statistics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Jinyong Hahn , Whitney Newey

Coherence is a basic phenomenon in quantum mechanics and considered to be an essential resource in quantum information processing. Although the quantification of coherence has attracted a lot of interest, the lack of efficient methods to…

Quantum Physics · Physics 2019-06-18 Xiao-Dong Yu , Otfried Gühne

Since the introduction of risk-based solvency regulation, pro-cyclicality has been a subject of concerns from all market participants. Here, we lay down a methodology to evaluate the amount of pro-cyclicality in the way finnancial…

Risk Management · Quantitative Finance 2019-12-05 Marcel Bräutigam , Michel Dacorogna , Marie Kratz

The modern definition of optical coherence highlights a frequency dependent function based on a matrix of spectra and cross-spectra. Due to general properties of matrices, such a function is invariant in changes of basis. In this article,…

Optics · Physics 2016-03-09 Bernard Lacaze

Classical spectral methods are subject to two fundamental limitations: they only can account for covariance-related serial dependencies, and they require second-order stationarity. Much attention has been devoted lately to quantile-based…

Statistics Theory · Mathematics 2016-07-19 Stefan Birr , Stanislav Volgushev , Tobias Kley , Holger Dette , Marc Hallin

Bicoherence analysis is a well established method for identifying the quadratic nonlinearity of stationary processes. However, it is often applied without checking the basic assumptions of stationarity and convergence. The classic…

Signal Processing · Electrical Eng. & Systems 2018-11-08 Peter Zsolt Poloskei , Gergely Papp , Gabor Por , Laszlo Horvath , Gergo I. Pokol

In the paper a problem of risk measures on a discrete-time market model with transaction costs is studied. Strategy effectiveness and shortfall risk is introduced. This paper is a generalization of quantile hedging presented in [4].

Mathematical Finance · Quantitative Finance 2016-01-14 Michał Barski
‹ Prev 1 4 5 6 7 8 10 Next ›