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We develop a powerful yet simple method that generates multifractal fields with fully controlled scaling properties. Adopting the Multifractal Random Walk (MRW) model of Bacry et al. (2001), synthetic multifractal fields are obtained from…

Statistical Mechanics · Physics 2026-02-10 Samy Lakhal , Laurent Ponson , Michael Benzaquen , Jean-Philippe Bouchaud

Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 J. Perello , J. Masoliver , A. Kasprzak , R. Kutner

With the rapid development of wearable device technologies, accelerometers can record minute-by-minute physical activity for consecutive days, which provides important insight into a dynamic association between the intensity of physical…

Methodology · Statistics 2024-09-06 Cheng Cao , Jiguo Cao , Hao Pan , Yunting Zhang , Fan Jiang , Xinyue Li

Multiresolution Matrix Factorization (MMF) is unusual amongst fast matrix factorization algorithms in that it does not make a low rank assumption. This makes MMF especially well suited to modeling certain types of graphs with complex…

Machine Learning · Computer Science 2021-11-04 Truong Son Hy , Risi Kondor

Many phenomena are described by bivariate signals or bidimensional vectors in applications ranging from radar to EEG, optics and oceanography. The time-frequency analysis of bivariate signals is usually carried out by analyzing two separate…

Methodology · Statistics 2016-09-09 Julien Flamant , Nicolas Le Bihan , Pierre Chainais

Multifractal analysis is a forecasting technique used to study the scaling regularity properties of financial returns, to analyze the long-term memory and predictability of financial markets. In this paper, we propose a novel structural…

Statistical Finance · Quantitative Finance 2023-04-18 Foued Saâdaoui

For an interferometric array, an image of the sky can be synthesized from interferometric visibilities, which are the cross-correlations of the received electric voltages of pairs of array elements. However, to search for transient targets…

Instrumentation and Methods for Astrophysics · Physics 2025-10-14 Yingfeng Liu , Shijie Sun , Kaifeng Yu , Furen Deng , Shifan Zuo , Jixia Li , Yougang Wang , Fengquan Wu , Xuelei Chen

We use singular value decomposition techniques to generalize the wavelet transform modulus maxima method to the multifractal analysis of vector-valued random fields. The method is calibrated on synthetic multifractal 2D vector measures and…

Statistical Mechanics · Physics 2009-11-10 Pierre Kestener , Alain Arneodo

Multi-agent deep learning (MADL), including multi-agent deep reinforcement learning (MADRL), distributed/federated training, and graph-structured neural networks, is becoming a unifying framework for decision-making and inference in…

Machine Learning · Computer Science 2026-03-19 Nadine Muller , Stefano DeRosa , Su Zhang , Chun Lee Huan

Vertex-frequency analysis, particularly the windowed graph Fourier transform (WGFT), is a significant challenge in graph signal processing. Tight frame theories is known for its low computational complexity in signal reconstruction, while…

Signal Processing · Electrical Eng. & Systems 2024-12-31 Linbo Shang , Zhichao Zhang

We study joint downlink-uplink beamforming design for wireless federated learning (FL) with a multi-antenna base station. Considering analog transmission over noisy channels and uplink over-the-air aggregation, we derive the global model…

Information Theory · Computer Science 2023-07-04 Chong Zhang , Min Dong , Ben Liang , Ali Afana , Yahia Ahmed

We propose a statistical tool to compare the scaling behaviour of turbulence in pairs of molecular cloud maps. Using artificial maps with well defined spatial properties, we calibrate the method and test its limitations to ultimately apply…

Solar and Stellar Astrophysics · Physics 2016-01-13 T. G. Arshakian , V. Ossenkopf

Accurately predicting the consequences of agents' actions is a key prerequisite for planning in robotic control. Model-based reinforcement learning (MBRL) is one paradigm which relies on the iterative learning and prediction of state-action…

Machine Learning · Computer Science 2022-03-21 Nathan Lambert , Kristofer Pister , Roberto Calandra

We have shown elsewhere that the presence of mixed-culture growth of microbial species in fermentation processes can be detected with high accuracy by employing the wavelet transform. This is achieved because the crosses in the different…

Quantitative Methods · Quantitative Biology 2010-12-10 H. C. Rosu , J. S. Murguia , V. Ibarra-Junquera

We propose a novel algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that constitutes a consistent extension of the Detrended Cross-Correlation Analysis (DCCA) and is able to properly identify and quantify subtle characteristics…

Data Analysis, Statistics and Probability · Physics 2014-02-25 Paweł Oświȩcimka , Stanisław Drożdż , Marcin Forczek , Stanisław Jadach , Jarosław Kwapień

This is a brief introduction to fractals, multifractals and wavelets in an accessible way, in order that the founding ideas of those strange and intriguing newcomers to science as fractals may be communicated to a wider public. Fractals are…

adap-org · Physics 2015-06-30 C. M. Arizmendi

Multifractal analysis techniques are applied to patterns in several abstract expressionist artworks, paintined by various artists. The analysis is carried out on two distinct types of structures: the physical patterns formed by a specific…

Popular Physics · Physics 2015-06-26 J. R. Mureika , C. C. Dyer , G. C. Cupchik

Multi-Weyl semimetals are new types of Weyl semimetals which have anisotropic non-linear energy dispersion and a topological charge larger than one, thus exhibiting a unique quantum response. Using a unified lattice model, we calculate the…

Mesoscale and Nanoscale Physics · Physics 2017-05-03 Seongjin Ahn , E. J. Mele , Hongki Min

We investigate a bias-corrected machine learning (ML) strategy for estimating traces of the inverse Dirac operator, $\text{Tr}\, M^{-n}$ ($n=1,2,3,4$), motivated by the need for higher-order cumulants of the chiral condensate near the…

High Energy Physics - Lattice · Physics 2026-02-26 Benjamin J. Choi , Hiroshi Ohno , Akio Tomiya

Many biological phenomena undergo developmental changes in time and space. Functional mapping, which is aimed at mapping genes that affect developmental patterns, is instrumental for studying the genetic architecture of biological changes.…

Methodology · Statistics 2016-05-24 Jiguo Cao , Liangliang Wang , Zhongwen Huang , Junyi Gai , Rongling Wu