Related papers: Relative cluster entropy for power-law correlated …
Market dynamic is quantified in terms of the entropy $S(\tau,n)$ of the clusters formed by the intersections between the series of the prices $p_t$ and the moving average $\widetilde{p}_{t,n}$. The entropy $S(\tau,n)$ is defined according…
We conduct cluster analysis on a class of locally asymptotically self-similar stochastic processes, which includes multifractional Brownian motion as a representative. When the true number of clusters is supposed to be known, a new…
The Kullback-Leibler cluster entropy $\mathcal{D_{C}}[P \| Q] $ is evaluated for the empirical and model probability distributions $P$ and $Q$ of the clusters formed in the realized volatility time series of five assets (SP\&500, NASDAQ,…
Minimization of the (regularized) entropy of classification probabilities is a versatile class of discriminative clustering methods. The classification probabilities are usually defined through the use of some classical losses from…
Averaging amplitudes over consecutive time samples within a time-window is widely used to calculate the amplitude of an event-related potential (ERP) for cognitive neuroscience. Objective determination of the time-window is critical for…
We use very large cosmological N--body simulations to obtain accurate predictions for the two-point correlations and power spectra of mass-limited samples of galaxy clusters. We consider two currently popular cold dark matter (CDM)…
A new concept, called balanced estimator of diffusion entropy, is proposed to detect scalings in short time series. The effectiveness of the method is verified by means of a large number of artificial fractional Brownian motions. It is used…
The derivation of entropy for cluster methods is reformulated by constructing the probability of a given particle (spin) configuration as a self-consistent product of cluster configuration probabilities. This approach gives an insight into…
Considering that both the entropy-based market information and the Hurst exponent are useful tools for determining whether the efficient market hypothesis holds for a given asset, we study the link between the two approaches. We thus…
Brownian particles that are replicated and annihilated at equal rate have strongly correlated positions, forming a few compact clusters separated by large gaps. We characterize the distribution of the particles at a given time, using a…
Influence of surrounding matter on the properties of clusters is considered by an approach combining the methods of statistical and quantum mechanics. A cluster is treated as a bound N-particle system and surrounding matter as thermostat.…
Ever since Claude Shannon used entropy for his "Mathematical Theory of Communication", entropy has become a buzzword in research circles with scientists applying entropy to describe any phenomena that are reminiscent of disorder. In this…
A new method that accurately describes strongly correlated states and captures dynamical correlation is presented. It is derived as a modification of coupled-cluster theory with single and double excitations (CCSD) through consideration of…
The Cluster Variation Method known in statistical mechanics and condensed matter is revived for weighted bipartite networks. The decomposition of a Hamiltonian through a finite number of components, whence serving to define variable…
We present a clustering method and provide a theoretical analysis and an explanation to a phenomenon encountered in the applied statistical literature since the 1990's. This phenomenon is the natural adaptability of the order when using a…
We consider the minimization over probability measures of the expected value of a random variable, regularized by relative entropy with respect to a given probability distribution. In the general setting we provide a complete…
We study the relative entropy between the empirical estimate of a discrete distribution and the true underlying distribution. If the minimum value of the probability mass function exceeds an $\alpha > 0$ (i.e. when the true underlying…
We present a set of cluster models that link the present-day properties of clusters to the processes that govern galaxy formation. These models treat the entropy distribution of the intracluster medium as its most fundamental property.…
We have developed a relativistic coupled-cluster theory to incorporate nuclear spin-dependent interaction Hamiltonians perturbatively. In this theory, the coupled-cluster operators in the electronic sector are defined as tensor operators of…
The intra-cluster correlation coefficient (ICC) plays an important role while designing the cluster randomized trials (CRTs). Often optimal CRTs are designed assuming that the magnitude of the ICC is constant across the clusters. However,…