Related papers: Weak-consistent dynamic correlation estimators for…
Graphs are a powerful representation tool in machine learning applications, with link prediction being a key task in graph learning. Temporal link prediction in dynamic networks is of particular interest due to its potential for solving…
We analyze the rate of convergence of the local statistics of Dyson Brownian motion to the GOE/GUE for short times $t=o(1)$ with deterministic initial data V . Our main result states that if the density of states of $V$ is bounded both…
Although many studies collect biomedical time series signals from multiple subjects, there is a dearth of models and methods for assessing the association between frequency domain properties of time series and other study outcomes. This…
Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…
In this work, we propose an efficient two-stage algorithm solving a joint problem of correlation detection and partial alignment recovery between two Gaussian databases. Correlation detection is a hypothesis testing problem; under the null…
For discrete panel data, the dynamic relationship between successive observations is often of interest. We consider a dynamic probit model for short panel data. A problem with estimating the dynamic parameter of interest is that the model…
Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…
Discovering a correlation from one variable to another variable is of fundamental scientific and practical interest. While existing correlation measures are suitable for discovering average correlation, they fail to discover hidden or…
We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
We study the numerical evaluation of several functions appearing in the small time expansion of the distribution of the time-integral of the geometric Brownian motion as well as its joint distribution with the terminal value of the…
This study introduces a new metric called ''DynamicScore'' to evaluate the dynamics of graphs. It can be applied to both vertices and edges. Unlike traditional metrics, DynamicScore not only measures changes in the number of vertices or…
Detecting changes in high-dimensional vectors presents significant challenges, especially when the post-change distribution is unknown and time-varying. This paper introduces a novel robust algorithm for correlation change detection in…
The paper focuses on the Vasicek model driven by a tempered fractional Brownian motion. We derive the asymptotic distributions of the least-squares estimators (based on continuous-time observations) for the unknown drift parameters. This…
A comparative study of different block matching alternatives for motion estimation is presented. The study is focused on computational burden and objective measures on the accuracy of prediction. Together with existing algorithms several…
A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips, and enables the evolution of…
We study the 2D motion of colloidal dimers by single-particle tracking and compare the experimental observations obtained by bright-field microscopy to theoretical predictions for anisotropic diffusion. The comparison is based on the…
In this work, building up on [1] we present momentum space Ward identities related to broken higher spin symmetry as an alternate approach to computing correlators of spinning operators in interacting theories such as the quasi-fermionic…
We generalize the methods used in the theory of correlation dynamics and establish a set of equations of motion for many-body correlation green's functions in the non-relativistic case. These non-linear and coupled equations of motion…
Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record…
I present a new improved estimator for the correlation function of 2D nonlinear sigma models. Numerical tests for the 2D XY model and the 2D O(3)-invariant vector model were performed. For small physical volume, i.e. a lattice size small…