Related papers: Information-theoretical analysis of statistical me…
The growing volume of data usually creates an interesting challenge for the need of data analysis tools that discover regularities in these data. Data mining has emerged as disciplines that contribute tools for data analysis, discovery of…
Heart rate variability results from the combined activity of several physiological systems, including the cardiac, vascular, and respiratory systems which have their own internal regulation, but also interact with each other to preserve the…
In this manuscript we present a comparative study about the determination of the relaxation (\textit{i.e.}, independence) time scales obtained from the correlation function, the mutual information, and a criterion based on the evaluation of…
Under treatment effect heterogeneity, an instrument identifies the instrument-specific local average treatment effect (LATE). With multiple instruments, two-stage least squares (2SLS) estimand is a weighted average of different LATEs. What…
The Allan variance (AVAR) was introduced 50 years ago as a statistical tool for assessing of the frequency standards deviations. For the past decades, AVAR has increasingly being used in geodesy and astrometry to assess the noise…
A defining feature of living matter is the ability to harness energy to self-organize multiscale structures whose functions are facilitated by irreversible nonequilibrium dynamics. While progress has been made in elucidating the underlying…
Physiologic signals have properties across multiple spatial and temporal scales, which can be shown by the complexity-analysis of the coarse-grained physiologic signals by scaling techniques such as the multiscale. Unfortunately, the…
Accumulated Local Effects (ALE) is a model-agnostic approach for global explanations of the results of black-box machine learning (ML) algorithms. There are at least three challenges with conducting statistical inference based on ALE:…
The correlation properties of the magnitudes of a time series (sometimes called volatility) are associated with nonlinear and multifractal properties and have been applied in a great variety of fields. Here, we have obtained analytically…
Information theory is widely accepted as a powerful tool for analyzing complex systems and it has been applied in many disciplines. Recently, some central components of information theory - multivariate information measures - have found…
The aim of this paper is to investigate various information-theoretic measures, including entropy, mutual information, and some systematic measures that based on mutual information, for a class of structured spiking neuronal network. In…
We investigate the Markov nature, Cascade of information from large time scale to small scale and extended self similarity properties of the beat to beat fluctuations of healthy subjects as well as those with congestive heart failure. To…
While kinetic Monte Carlo simulations can provide long-time simulations of the dynamics of physical and chemical systems, it is not yet possible in general to identify the inverse Monte Carlo attempt frequency with a physical timescale.…
Statistical physics aims to describe properties of macroscale systems in terms of distributions of their microscale agents. Its central tool is the maximization of entropy, a variational principle. We review the history of this principle,…
We study the estimation of the ATE in randomized controlled trials under a dynamically evolving interference structure. This setting arises in applications such as ride-sharing, where drivers move over time, and social networks, where…
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…
Physical systems with co-existence and interplay of processes featuring distinct spatio-temporal scales are found in various research areas ranging from studies of brain activity to astrophysics. Complexity of such systems makes their…
In this paper, an anti-eavesdropping estimation problem is investigated. A linear encryption scheme is utilized, which first linearly transforms innovation via an encryption matrix and then encrypts some components of the transformed…
This article extends results described in a recent article detailing a structural scale invariance property of the simulated annealing (SA) algorithm. These extensions are based on generalizations of the SA algorithm based on Tsallis…
Dynamical aspects of information-theoretic and entropic measures of quantum systems are studied. First, we show that for the time-dependent harmonic oscillator, as well as for the charged particle in certain time-varying electromagnetic…