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We numerically test the method of non-sequential recursive pair substitutions to estimate the entropy of an ergodic source. We compare its performance with other classical methods to estimate the entropy (empirical frequencies, return…

Statistical Mechanics · Physics 2009-07-21 Lucio M. Calcagnile , Stefano Galatolo , Giulia Menconi

In this paper we consider the problem of localizing a set of broadband sources from a finite window of measurements. In the case of narrowband sources this can be reduced to the problem of spectral line estimation, where our goal is simply…

Signal Processing · Electrical Eng. & Systems 2022-10-24 Coleman DeLude , Rakshith Sharma , Santhosh Karnik , Christopher Hood , Mark Davenport , Justin Romberg

As periodic orbit theory works badly on computing the observable averages of dynamical systems with intermittency, we propose a scheme to cooperate with cycle expansion and perturbation theory so that we can deal with intermittent systems…

Chaotic Dynamics · Physics 2022-08-24 Huanyu Cao , Ang Gao , Haotian Zheng , Yueheng Lan

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each…

Machine Learning · Computer Science 2016-11-17 Maxim Raginsky , Rebecca Willett , Corinne Horn , Jorge Silva , Roummel Marcia

Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Thomas Lew , Marco Pavone

Nonsinusoidal oscillatory signals are everywhere. In practice, the nonsinusoidal oscillatory pattern, modeled as a 1-periodic wave-shape function (WSF), might vary from cycle to cycle. When there are finite different WSFs, $s_1,\ldots,s_K$,…

Signal Processing · Electrical Eng. & Systems 2023-04-12 Marcelo A. Colominas , Hau-Tieng Wu

Mixture models have received considerable attention recently and Newton [Sankhy\={a} Ser. A 64 (2002) 306--322] proposed a fast recursive algorithm for estimating a mixing distribution. We prove almost sure consistency of this recursive…

Statistics Theory · Mathematics 2009-08-25 Surya T. Tokdar , Ryan Martin , Jayanta K. Ghosh

We developed a new approach for the analysis of physiological time series. An iterative convolution filter is used to decompose the time series into various components. Statistics of these components are extracted as features to…

Machine Learning · Computer Science 2015-04-24 Dong Mao , Yang Wang , Qiang Wu

Numerical and experimental evidence is presented to show that many phase synchronized systems of non-identical chaotic oscillators, where the chaotic state is reached through a period-doubling cascade, show rapid convergence of the…

Statistical Mechanics · Physics 2009-11-10 Jörn Davidsen , István Z. Kiss , John L. Hudson , Raymond Kapral

This work considers the problem of learning the structure of multivariate linear tree models, which include a variety of directed tree graphical models with continuous, discrete, and mixed latent variables such as linear-Gaussian models,…

Machine Learning · Computer Science 2011-11-09 Animashree Anandkumar , Kamalika Chaudhuri , Daniel Hsu , Sham M. Kakade , Le Song , Tong Zhang

This work derives and analyzes an online learning strategy for tracking the average of time-varying distributed signals by relying on randomized coordinate-descent updates. During each iteration, each agent selects or observes a random…

Social and Information Networks · Computer Science 2019-07-31 Bicheng Ying , Kun Yuan , Ali H. Sayed

Dynamic graph learning equips the edges with time attributes and allows multiple links between two nodes, which is a crucial technology for understanding evolving data scenarios like traffic prediction and recommendation systems. Existing…

Machine Learning · Computer Science 2024-06-21 Tao Zou , Yuhao Mao , Junchen Ye , Bowen Du

Detection of periodic patterns of interest within noisy time series data plays a critical role in various tasks, spanning from health monitoring to behavior analysis. Existing learning techniques often rely on labels or clean versions of…

Machine Learning · Computer Science 2025-06-24 Berken Utku Demirel , Christian Holz

This paper introduces a novel technique to track structures in time varying graphs. The method uses a maximum a posteriori approach for adjusting a three-dimensional co-clustering of the source vertices, the destination vertices and the…

Machine Learning · Statistics 2016-08-30 Romain Guigourès , Marc Boullé , Fabrice Rossi

Unmeasured causal forces influence diverse experimental time series, such as the transcription factors that regulate genes, or the descending neurons that steer motor circuits. Combining the theory of skew-product dynamical systems with…

Machine Learning · Computer Science 2024-12-03 William Gilpin

Causal discovery from observational data is an important tool in many branches of science. Under certain assumptions it allows scientists to explain phenomena, predict, and make decisions. In the large sample limit, sound and complete…

Machine Learning · Statistics 2021-07-13 Shami Nisimov , Yaniv Gurwicz , Raanan Y. Rohekar , Gal Novik

Diffusive dynamics abound in nature and have been especially studied in physical, biological, and financial systems. These dynamics are characterised by a linear growth of the mean squared displacement (MSD) with time. Often, the conditions…

Statistical Mechanics · Physics 2025-11-14 Alvaro Lanza , Xiang Qu , Stefano Bo

Recent retrieval-augmented models enhance basic methods by building a hierarchical structure over retrieved text chunks through recursive embedding, clustering, and summarization. The most relevant information is then retrieved from both…

Computation and Language · Computer Science 2024-10-03 Charbel Chucri , Rami Azouz , Joachim Ott

Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…

Machine Learning · Statistics 2026-03-11 Lei Li , Zhen Wang , Lishuo Zhang

In this paper we present two results: (1) A data assimilation algorithm for the 3D Navier-Stokes equation (3D NSE) using nodal data, and, as a consequence (2) a novel regularity criterion for the 3D NSE based on finitely many observations…

Analysis of PDEs · Mathematics 2022-11-29 Abhishek Balakrishna , Animikh Biswas