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Correlation and spectral analysis represent the standard tools to study interdependence in statistical data. However, for the stochastic processes with heavy-tailed distributions such that the variance diverges, these tools are inadequate.…

Statistical Mechanics · Physics 2015-06-22 Agnieszka Wyłomańska , Aleksei Chechkin , Janusz Gajda , Igor M. Sokolov

The distribution of quantum coherence in multipartite systems is one of the basic problems in the resource theory of coherence. While the usual coherence measures are defined on a single system and cannot capture the nonlocal correlation…

Quantum Physics · Physics 2017-12-27 Kaifeng Bu , Lu Li , Shao-Ming Fei , Junde Wu

Quantum coherence is an important quantum resource which plays a pivotal role in the field of quantum information. Based on metric adjusted skew information, we define a measure of quantum uncertainty to study average coherence under…

Quantum Physics · Physics 2026-04-23 Baolong Cheng , Linlin Ye , Zhaoqi Wu

The phenomenological universalities (PU) are extended to include time-depended quantum oscillatory phenomena, coherence and supersymmetry. It will be proved that this approach generates minimum uncertainty coherent states of time-dependent…

General Physics · Physics 2017-02-02 Marcin Molski

We investigate the role of a statistical complexity measure to assign equilibration in isolated quantum systems. While unitary dynamics preserve global purity, expectation values of observables often exhibit equilibration-like behavior,…

Quantum Physics · Physics 2025-08-14 Marcos G. Alpino , Tiago Debarba , Reinaldo O. Vianna , André T. Cesário

Coherence and correlation are key features of the quantum system. Quantifying these quantities are astounding task in the framework of resource theory of quantum information processing. In this article, we identify an affinity-based metric…

Quantum Physics · Physics 2021-02-11 R. Muthuganesan , V. K. Chandrasekar , R. Sankaranarayanan

The phenomenon of spontaneous synchronization is universal and only recently advances have been made in the quantum domain. Being synchronization a kind of temporal correlation among systems, it is interesting to understand its connection…

Quantum Physics · Physics 2018-02-13 Fernando Galve , Gian Luca Giorgi , Roberta Zambrini

This paper examines quantile dependence between international stock markets and evaluates its use for improving volatility forecasting. First, we analyze quantile dependence and directional predictability between the US stock market and…

Statistical Finance · Quantitative Finance 2016-08-26 Heejoon Han

Measuring the (causal) direction and strength of dependence between two variables (events), Xi and Xj , is fundamental for all science. Our survey of decades-long literature on statistical dependence reveals that most assume symmetry in the…

Methodology · Statistics 2022-12-01 Hrishikesh Vinod

The phase oscillator model with global coupling is extended to the case of finite-range nonlocal coupling. Under suitable conditions, peculiar patterns emerge in which a quasi-continuous array of identical oscillators separates sharply into…

Statistical Mechanics · Physics 2007-05-23 Yoshiki Kuramoto , Dorjsuren Battogtokh

Assessing the predictive power of both data and models holds paramount significance in time-series machine learning applications. Yet, preparing time series data accurately and employing an appropriate measure for predictive power seems to…

Statistical Finance · Quantitative Finance 2023-11-22 Martin Winistörfer , Ivan Zhdankin

Fat tails in financial time series and increase of stocks cross-correlations in high volatility periods are puzzling facts that ask for new paradigms. Both points are of key importance in fundamental research as well as in Risk Management…

Statistical Mechanics · Physics 2008-12-02 Marco Airoldi

The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function. Typically the copula function is…

Machine Learning · Statistics 2013-07-02 José Miguel Hernández-Lobato , James Robert Lloyd , Daniel Hernández-Lobato

A pair of quantum observables diagonal in the same "incoherent" basis can be measured jointly, so some coherence is obviously required for measurement incompatibility. Here we first observe that coherence in a single observable is linked to…

Quantum Physics · Physics 2022-01-11 Jukka Kiukas , Daniel McNulty , Juha-Pekka Pellonpää

Many statistical applications require the quantification of joint dependence among more than two random vectors. In this work, we generalize the notion of distance covariance to quantify joint dependence among d >= 2 random vectors. We…

Methodology · Statistics 2018-06-18 Shubhadeep Chakraborty , Xianyang Zhang

We perform a quantitative analysis of the gain/loss asymmetry for financial time series by using a Bayesian approach. In particular, we focus on some selected indices and analyze the statistical significance of the asymmetry amount through…

Statistical Finance · Quantitative Finance 2021-04-14 Andrea Giuseppe Di Iura , Giulia Terenzi

We study different notions of quantum correlations in multipartite systems of distinguishable and indistinguishable particles. Based on the definition of quantum coherence for a single particle, we consider two possible extensions of this…

Quantum Physics · Physics 2017-09-27 Jan Sperling , Armando Perez-Leija , Kurt Busch , Ian A. Walmsley

Quantifying coherence is an essential endeavor for both quantum foundations and quantum technologies. In this paper, we put forward a quantitative measure of coherence by following the axiomatic definition of coherence measures introduced…

Quantum Physics · Physics 2017-07-06 C. L. Liu , Da-Jian Zhang , Xiao-Dong Yu , Qi-Ming Ding , Longjiang Liu

Residual coherence is a graphical tool for selecting potential second-order interaction terms as functions of a single time series and its lags. This paper extends the notion of residual coherence to account for interaction terms of…

Applications · Statistics 2021-03-05 Xuze Zhang , Benjamin Kedem

This paper proposes a model-free nonparametric estimator of conditional quantile of a time series regression model where the covariate vector is repeated many times for different values of the response. This type of data is abound in…

Methodology · Statistics 2021-07-07 Soudeep Deb , Kaushik Jana