Related papers: The Permutation-Spectrum Test: Identifying Periodi…
We use dispersive Fourier transformation to measure shot-to-shot spectral instabilities in femtosecond supercontinuum generation. We study both the onset phase of supercontinuum generation with distinct dispersive wave generation, as well…
We consider the problem of testing whether a single coefficient is equal to zero in linear models when the dimension of covariates $p$ can be up to a constant fraction of sample size $n$. In this regime, an important topic is to propose…
The principle of maximum entropy is applied to the spectral analysis of a data signal with general variance matrix and containing gaps in the record. The role of the entropic regularizer is to prevent one from overestimating structure in…
A novel investigation of the nature of intermittency in incompressible, homogeneous and isotropic turbulence is performed by a numerical study of the Navier-Stokes equations constrained on a fractal Fourier set. The robustness of the energy…
Permutation tests enable testing statistical hypotheses in situations when the distribution of the test statistic is complicated or not available. In some situations, the test statistic under investigation is multivariate, with the multiple…
We study the general problem of testing whether an unknown distribution belongs to a specified family of distributions. More specifically, given a distribution family $\mathcal{P}$ and sample access to an unknown discrete distribution…
We study the spectral density of factor models of multivariate time series. By making use of the Random Matrix Theory we analytically quantify the effect of noise dressing on the spectral density due to the finiteness of the sample. We…
Quantum mechanics can strongly influence the noise properties of mesoscopic devices. To probe this effect we have measured the current fluctuations at high-frequency (5-90 GHz) using a superconductor-insulator-superconductor tunnel junction…
We consider change-point latent factor models for high-dimensional time series, where a structural break may exist in the underlying factor structure. In particular, we propose consistent estimators for factor loading spaces before and…
The purpose of this study is to provide a new methodology of how one can consistently estimate a change-point in time series data. In contrast with previous studies, the suggested methodology employs only the empirical spectral density and…
Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…
We consider statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses, under the assumption that a suitable single test (and corresponding $p$-value) is known for each…
The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…
Amperometry is a commonly used electrochemical method for studying the process of exocytosis in real-time. Given the high precision of recording that amperometry procedures offer, the volume of data generated can span over several hundreds…
Particle physics experiments such as those run in the Large Hadron Collider result in huge quantities of data, which are boiled down to a few numbers from which it is hoped that a signal will be detected. We discuss a simple probability…
Verification of a quantum advantage in the presence of noise is a key open problem in the study of near-term quantum devices. In this work, we show how to assess the quality of photonic interference in a linear optical quantum device (boson…
We study the finite-size scaling of the roughness of signals in systems displaying Gaussian 1/f power spectra. It is found that one of the extreme value distributions (Gumbel distribution) emerges as the scaling function when the boundary…
Consider $n$ iid real-valued random vectors of size $k$ having iid coordinates with a general distribution function $F$. A vector is a maximum if and only if there is no other vector in the sample which weakly dominates it in all…
We investigate the influence of the vacuum fluctuations of a background electric field over a charged test particle in the presence of a perfectly reflecting flat wall. A switching function connecting different stages of the system is…
We propose a method to establish time reversal symmetry violation at future neutrino oscillation experiments in a largely model-independent way. We introduce a general parametrization of flavour transition probabilities which holds under…