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This paper introduces a multiscale analysis based on optimal piecewise linear approximations of time series. An optimality criterion is formulated and on its base a computationally effective algorithm is constructed for decomposition of a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 I. Zaliapin , A. Gabrielov , V. Keilis-Borok

Combinatorial optimization problems can be mapped onto Ising models, and their ground state is generally difficult to find. A lot of heuristics for these problems have been proposed, and one promising approach is to use continuous…

Statistical Mechanics · Physics 2022-11-03 Shintaro Sato

A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are observed in uneven time intervals the time series is…

Machine Learning · Computer Science 2022-01-03 Pedro Costa , Vitor Cerqueira , João Vinagre

One of the most common problem-solving heuristics is by analogy. For a given problem, a solver can be viewed as a strategic walk on its fitness landscape. Thus if a solver works for one problem instance, we expect it will also be effective…

Machine Learning · Computer Science 2023-12-06 Mingyu Huang , Ke Li

We investigate the non-equilibrium dynamics of isolated quantum spin systems via an exact mapping to classical stochastic differential equations. We show that one can address significantly larger system sizes than recently obtained,…

Strongly Correlated Electrons · Physics 2020-12-30 S. E. Begg , A. G. Green , M. J. Bhaseen

Complex networks are the subject of fundamental interest from the scientific community at large. Several metrics have been introduced to characterize the structure of these networks, such as the degree distribution, degree correlation, path…

Physics and Society · Physics 2019-01-14 Francesco Sorrentino , Abu Bakar Siddique , Louis M. Pecora

The spectral fluctuations of complex quantum systems, in appropriate limit, are known to be consistent with that obtained from random matrices. However, this relation between the spectral fluctuations of physical systems and random matrices…

Quantum Physics · Physics 2020-09-16 S. Harshini Tekur , M. S. Santhanam

Physics-based models capture broad spatial and temporal dynamics, but often suffer from biases and numerical approximations, while observations capture localized variability but are sparse. Integrating these complementary data modalities is…

Methodology · Statistics 2025-06-23 Atlanta Chakraborty , Julie Bessac

We propose a new family of combinatorial inference problems for graphical models. Unlike classical statistical inference where the main interest is point estimation or parameter testing, combinatorial inference aims at testing the global…

Statistics Theory · Mathematics 2018-02-14 Matey Neykov , Junwei Lu , Han Liu

We describe a numerical framework that uses random sampling to efficiently capture low-rank local solution spaces of multiscale PDE problems arising in domain decomposition. In contrast to existing techniques, our method does not rely on…

Numerical Analysis · Mathematics 2020-02-06 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…

Statistical Mechanics · Physics 2009-10-31 Z. Toroczkai , G. Korniss , S. Das Sarma , R. K. P. Zia

We propose a new model and estimation framework for spatiotemporal streamflow exceedances above a threshold that flexibly captures asymptotic dependence and independence in the tail of the distribution. We model streamflow using a mixture…

Methodology · Statistics 2026-02-19 Ryan Li , Emily C. Hector , Brian J. Reich , Reetam Majumder

New algorithms are devised for finding the maxima of multidimensional point samples, one of the very first problems studied in computational geometry. The algorithms are very simple and easily coded and modified for practical needs. The…

Data Structures and Algorithms · Computer Science 2009-10-09 Wei-Mei Chen , Hsien-Kuei Hwang , Tsung-Hsi Tsai

Finding a \emph{single} best solution is the most common objective in combinatorial optimization problems. However, such a single solution may not be applicable to real-world problems as objective functions and constraints are only…

Data Structures and Algorithms · Computer Science 2022-01-25 Tesshu Hanaka , Masashi Kiyomi , Yasuaki Kobayashi , Yusuke Kobayashi , Kazuhiro Kurita , Yota Otachi

The definition of complexity through Statistical Complexity Measures (SCM) has recently seen major improvements. Mostly, effort is concentrated in measures on time series. We propose a SCM definition for spatial dynamical systems. Our…

Statistical Mechanics · Physics 2015-06-17 A. Arbona , C. Bona , B. Miñano , A. Plastino

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

The nature of distributed computation has often been described in terms of the component operations of universal computation: information storage, transfer and modification. We review the first complete framework that quantifies each of…

Cellular Automata and Lattice Gases · Physics 2014-01-23 Joseph T. Lizier , Mikhail Prokopenko , Albert Y. Zomaya

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Probability · Mathematics 2013-08-16 Richard Arratia , Simon Tavare

We propose a new approach for properly analyzing stochastic time series by mapping the dynamics of time series fluctuations onto a suitable nonequilibrium surface-growth problem. In this framework, the fluctuation sampling time interval…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Alexander S. Balankin

We show how a recently introduced statistics [Patil et al, Phys. Rev. Lett. 81 5878 (2001)] provides a direct relationship between dimension and predictability in spatiotemporal chaotic systems. Regions of low dimension are identified as…

Chaotic Dynamics · Physics 2007-05-23 Gerson Francisco , Paulsamy Muruganandam