Related papers: Testing for explosive bubbles: a review
The current work experimentally studies the complex interaction between underwater explosion (UNDEX) bubbles and a free surface. We aim to reveal the dependence of the associated physics on the key factor, namely, the dimensionless…
Understanding fault types can lead to novel approaches to debugging and runtime verification. Dealing with complex faults, particularly in the challenging area of embedded systems, craves for more powerful tools, which are now becoming…
The test of homogeneity for normal mixtures has been conducted in diverse research areas, but constructing a theory of the test of homogeneity is challenging because the parameter set for the null hypothesis corresponds to singular points…
Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…
Anomaly detection is a fundamental task for time series analytics with important implications for the downstream performance of many applications. Despite increasing academic interest and the large number of methods proposed in the…
This paper is based on lectures presented to mathematical physicists and attempts to provide an overview of the present status of the Standard Model, its experimental tests, phenomenological and experimental motivations for going beyond the…
The field of property testing of probability distributions, or distribution testing, aims to provide fast and (most likely) correct answers to questions pertaining to specific aspects of very large datasets. In this work, we consider a…
Diffusion models play an essential role in modeling continuous-time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential…
Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…
We investigate the utility in employing asymptotic results related to a clustering criterion to the problem of testing for the presence of jumps in financial models. We consider the Jump Diffusion model for option pricing and demonstrate…
Time series anomaly detection presents various challenges due to the sequential and dynamic nature of time-dependent data. Traditional unsupervised methods frequently encounter difficulties in generalization, often overfitting to known…
Model checking is an automatic verification technique to verify hardware and software systems. However it suffers from state-space explosion problem. In this paper we address this problem in the context of cryptographic protocols by…
Data is essential to performing time series analysis utilizing machine learning approaches, whether for classic models or today's large language models. A good time-series dataset is advantageous for the model's accuracy, robustness, and…
Using a toy model Lagrangian we investigate the formation of vortices in first order phase transitions. The evolution and interactions of vacuum bubbles are also studied using both analytical approximations and a numerical simulation of…
The theoretical motivations to perform experimental tests of the stationary state fluctuation relation are reviewed. The difficulties involved in such tests, evidenced by numerical simulations, are also discussed.
This Resource Letter provides a guide to the literature on the observations of supernovae and the theory of their explosion mechanisms. Journal articles and books are cited for the following topics: observations of the spectra,…
We calculate bubble-nucleation rates for (2+1)-dimensional scalar theories at high temperature. Our approach is based on the notion of a real coarse-grained potential. The region of applicability of our method is determined through internal…
Knowing the error distribution is important in many multivariate time series applications. To alleviate the risk of error distribution mis-specification, testing methodologies are needed to detect whether the chosen error distribution is…
We report acoustic experiments on foam systems. We have recorded the sound emitted by crackling cells during the collapsing of foams. The sound pattern is then analyzed using classical methods of statistical physics. Fundamental processes…
This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is…