Related papers: Matching of observations
A mixture of variance-gamma distributions is introduced and developed for model-based clustering and classification. The latest in a growing line of non-Gaussian mixture approaches to clustering and classification, the proposed mixture of…
We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of…
Scene viewing is used to study attentional selection in complex but still controlled environments. One of the main observations on eye movements during scene viewing is the inhomogeneous distribution of fixation locations: While some parts…
This article develops a method to construct the optimal sequential test for monitoring the changes in the distribution of finite observation sequences with a general dependence structure. This method allows us to prove that different…
We briefly review the use of the order parameter probability distribution function as a useful tool to obtain the critical properties of statistical mechanical models using computer Monte Carlo simulations. Some simple discrete spin…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…
We generalize the concept of extremal index of a stationary random sequence to the series scheme of identically distributed random variables with random series sizes tending to infinity in probability. We introduce new extremal indices…
Applications such as the analysis of microbiome data have led to renewed interest in statistical methods for compositional data, i.e., multivariate data in the form of probability vectors that contain relative proportions. In particular,…
Many problems in dynamic data driven modeling deals with distributed rather than lumped observations. In this paper, we show that the Monge-Kantorovich optimal transport theory provides a unifying framework to tackle such problems in the…
This paper explores the possibility of establishing an analytic form of the distribution of the order parameter fluctuations in a two-dimensional critical spin wave model, or width fluctuations of a two dimensional Edwards-Wilkinson…
The dynamics of a quantum system, undergoing unitary evolution and continuous monitoring, can be described in term of quantum trajectories. Although the averaged state fully characterises expectation values, the entire ensamble of…
A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…
The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…
Modeling the temporal behavior of data is of primordial importance in many scientific and engineering fields. Baseline methods assume that both the dynamic and observation equations follow linear-Gaussian models. However, there are many…
A generalization of a distribution increases the flexibility particularly in studying of a phenomenon and its properties. Many generalizations of continuous univariate distributions are available in literature. In this study, an…
Modularity is a key organizing principle in real-world large-scale complex networks. Many real-world networks exhibit modular structures such as transportation infrastructures, communication networks and social media. Having the knowledge…
A statistical inference method is developed and tested for pairwise interacting systems whose degrees of freedom are continuous angular variables, such as planar spins in magnetic systems or wave phases in optics and acoustics. We…
In this work we study the interplay between the dynamics of a model of diffusion governed by a mechanism of imitation and its underlying structure. The dynamics of the model can be quantified by a macroscopic observable which permits the…
Multi-pedestrian trajectory prediction is an indispensable element of autonomous systems that safely interact with crowds in unstructured environments. Many recent efforts in trajectory prediction algorithms have focused on understanding…
Let $\mathbf{X}=\{X_{n}\}_{n\geq 1}$ be a sequence of stationary Gaussian variables and suppose that only some of the random variables from $\mathbf{X}$ can be observed. In this paper, by studying the limiting properties of multidimensional…