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This paper proposes an algorithm based on a staged sliding window Transformer architecture to detect abnormal behaviors in the microstructure of the foreign exchange market, focusing on high-frequency EUR/USD trading data. The method…
The zero angle scattered wave plays an essential role in the celebrated Optical Theorem that relates the total extinction cross section (including both scattering and absorption) to the complex amplitude of the scattered wave. In an…
When dealing with spreading processes on networks it can be of the utmost importance to test the reliability of data and identify potential unobserved spreading paths. In this paper we address these problems and propose methods for hidden…
Given n observations, we study the consistency of a batch of k new observations, in terms of their distribution function. We propose a non-parametric, non-likelihood test based on Edgeworth expansion of the distribution function. The…
Uncertainties in predicting the nonlinear clustering of matter are among the most serious theoretical systematics facing the upcoming wide-field weak gravitational lensing surveys. We estimate the accuracy with which the matter power…
Given, a sequence $\mathcal{X}$ of $n$ variables, a time-series constraint ctr using the Sum aggregator, and a sliding time-series constraint enforcing the constraint ctr on each sliding window of $\mathcal{X}$ of $m$ consecutive variables,…
An unsupervised classification method for point events occurring on a network of lines is proposed. The idea relies on the distributional flexibility and practicality of random partition models to discover the clustering structure featuring…
We consider the fundamental problem of matching a template to a signal. We do so by M-estimation, which encompasses procedures that are robust to gross errors (i.e., outliers). Using standard results from empirical process theory, we derive…
To separate the overlapped cells, a bottleneck detection approach is proposed in this paper. The cell image is segmented by slope difference distribution (SDD) threshold selection. For each segmented binary clump, its one-dimensional…
Various biological cells secrete diffusing chemical compounds into their environment for communication purposes. Secretion usually takes place over the cell membrane in a spatially heterogeneous manner. Mathematical models of these…
Distance queries are a basic tool in data analysis. They are used for detection and localization of change for the purpose of anomaly detection, monitoring, or planning. Distance queries are particularly useful when data sets such as…
Synthetic Aperture Radar (SAR) data enables large-scale surveillance of maritime vessels. However, near-real-time monitoring is currently constrained by the need to downlink all raw data, perform image focusing, and subsequently analyze it…
The sampling rate of input and output signals is known to play a critical role in the identification and control of dynamical systems. For slow-sampled continuous-time systems that do not satisfy the Nyquist-Shannon sampling condition for…
While in most cases the absolute accuracy, resolution, and noise floor are the only relevant specifications for the dynamic range of a photodetector, there are experiments for which the linearity plays a more important role than the former…
Diffusion models have excellent capacity to model complex distributions of natural data, which has made them a popular and effective choice for posterior sampling in imaging inverse problems. Existing methods can incorporate any measurement…
This paper shows how to compute, for probabilistic hybrid systems, the clock approximation and linear phase-portrait approximation that have been proposed for non probabilistic processes by Henzinger et al. The techniques permit to define a…
Wide-field survey instruments are used to efficiently observe large regions of the sky. To achieve the necessary field of view, and to provide a higher signal-to-noise ratio for faint sources, many modern instruments are undersampled.…
This paper is about models for a vector of probabilities whose elements must have a multiplicative structure and sum to 1 at the same time; in certain applications, as basket analysis, these models may be seen as a constrained version of…
We propose a parallel algorithm for local, on the fly, model checking of a fragment of CTL that is well-suited for modern, multi-core architectures. This model-checking algorithm takes bene t from a parallel state space construction…
This study presents a novel algorithm based on machine learning (ML) for the precise segmentation and measurement of detonation cells from soot foil images, addressing the limitations of manual and primitive edge detection methods prevalent…