Related papers: Non-parametric power-law surrogates
The present paper describes a stochastic model of fracture, whose fragment size distribution can be calculated analytically as a power-law-like distribution. The model is basically cascade fracture, but incorporates the effect that each…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…
Model-independent searches in particle physics aim at completing our knowledge of the universe by looking for new possible particles not predicted by the current theories. Such particles, referred to as signal, are expected to behave as a…
Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…
Current results from the Lyman alpha forest assume that the primordial power spectrum of density perturbations follows a simple power law form, with running. We present the first analysis of Lyman alpha data to study the effect of relaxing…
Non-parametric methods avoid the problem of having to specify a particular data generating mechanism, but can be computationally intensive, reducing their accessibility for large data problems. Empirical likelihood, a non-parametric…
The $\alpha$-stable distributions introduced by L\'evy play an important role in probabilistic theoretical studies and their various applications, e.g., in statistical physics, life sciences, and economics. In the present paper we study…
Given the long follow-up periods that are often required for treatment or intervention studies, the potential to use surrogate markers to decrease the required follow-up time is a very attractive goal. However, previous studies have shown…
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…
The nonextensive statistical ensembles are revisited for the complex systems with long-range interactions and long-range correlations. An approximation, the value of nonextensive parameter (1-q) is assumed to be very tiny, is adopted for…
In this paper, a novel non-intrusive probabilistic power flow (PPF) analysis method based on the low-rank approximation (LRA) is proposed, which can accurately and efficiently estimate the probabilistic characteristics (e.g., mean,…
We report an empirical determination of the probability density functions P(r) of the number r of earthquakes in finite space-time windows for the California catalog, over fixed spatial boxes 5 x 5 km^2 and time intervals dt =1, 10, 100 and…
This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…
Sequential likelihood ratio testing is found to be most powerful in sequential studies with early stopping rules when grouped data come from the one-parameter exponential family. First, to obtain this elusive result, the probability measure…
In environmental science applications, extreme events frequently exhibit a complex spatio-temporal structure, which is difficult to describe flexibly and estimate in a computationally efficient way using state-of-art parametric…
This paper analyzes a variation on the well-known "power of two choices" allocation algorithms. Classically, the smallest of $d$ randomly-chosen options is selected. We investigate what happens when the largest of $d$ randomly-chosen…
We deal with the power-law q-distribution functions, so-called q-exponentials in nonextensive statistics. The system considered is a many-body Hamiltonian system with arbitrary interacting potentials. We find that the usual form of…
The Large Deviation Principle (LDP) and the Central Limit Theorem (CLT) are central pillars of probability theory. While their formulations are established under the i.i.d. assumption, the probabilistic foundation for power-law…
Surrogate Data Analysis (SDA) is a statistical hypothesis testing framework for the determination of weak chaos in time series dynamics. Existing SDA procedures do not account properly for the rich structures observed in stock return…