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Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…

Statistical Mechanics · Physics 2026-02-25 Robin Bebon , Thomas Speck

In this work we propose a new method for the rhythm classification of short single-lead ECG records, using a set of high-level and clinically meaningful features provided by the abductive interpretation of the records. These features…

Artificial Intelligence · Computer Science 2021-12-09 Tomás Teijeiro , Constantino A. García , Daniel Castro , Paulo Félix

Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…

Methodology · Statistics 2022-09-26 Duncan Ermini Leaf

The paper is devoted to the estimation of the rate of of exponential convergence of nonhomogeneous queues exhibiting different types of ergodicity. The main tool of our study is the method, which was proposed by the second author in the…

Probability · Mathematics 2007-06-13 Boris L. Granovsky , Aleksandr I. Zeifman

Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new…

Econometrics · Economics 2021-11-02 Yayi Yan , Jiti Gao , Bin Peng

Predicting relative risk (RR) of spatial clusters is a complex task in public health that can be achieved through various statistical and machine-learning methods for different time intervals. However, high-resolution longitudinal data is…

Methodology · Statistics 2025-12-23 Lyza Iamrache , Kamel Rekab , Majid Bani-Yagoub , Julia Pluta , Abdelghani Mehailia

In this work, we consider the class of multi-state autoregressive processes that can be used to model non-stationary time-series of interest. In order to capture different autoregressive (AR) states underlying an observed time series, it is…

Machine Learning · Statistics 2015-10-13 Jie Ding , Mohammad Noshad , Vahid Tarokh

The spectral gap $\gamma$ of an ergodic and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to a fixed…

Statistics Theory · Mathematics 2016-12-19 David A. Levin , Yuval Peres

The empirical likelihood is a powerful nonparametric tool, that emulates its parametric counterpart -- the parametric likelihood -- preserving many of its large-sample properties. This article tackles the problem of assessing the…

Methodology · Statistics 2023-05-29 Duc-Khanh To , Gianfranco Adimari , Monica Chiogna

Electrocardiogram (ECG) is a widely used tool for assessing cardiac function due to its low cost and accessibility. Emergent research shows that ECGs can help make predictions on key outcomes traditionally derived from more complex…

Computer Vision and Pattern Recognition · Computer Science 2025-10-01 Yuan Gao , Sangwook Kim , Chris McIntosh

We analyze a stochastic process resulting from the normalization of states in the zeroth-order optimization method CMA-ES. On a specific class of minimization problems where the objective function is scaling-invariant, this process defines…

Optimization and Control · Mathematics 2024-10-02 Armand Gissler , Shan-Conrad Wolf , Anne Auger , Nikolaus Hansen

The periodogram is a popular tool that tests whether a signal consists only of noise or if it also includes other components. The main issue of this method is to define a critical detection threshold that allows identification of a…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-19 R. Vio , P. Andreani , A. Biggs

Background: The E-value has become widely used for assessing robustness to unmeasured confounding in observational studies, but the original framework was developed for single time-point exposure-outcome settings. This study extends the…

Applications · Statistics 2026-03-02 Md. Niamul Islam Sium

We frequently encounter multiple series that are temporally correlated in our surroundings, such as EEG data to examine alterations in brain activity or sensors to monitor body movements. Segmentation of multivariate time series data is a…

Machine Learning · Computer Science 2024-10-23 Shima Imani , Harsh Shrivastava

This paper considers the joint distribution of elements of a random sample and an order statistic of the same sample. \ The motivation for this work stems from the important problem in reliability analysis, to estimate the number of…

Statistics Theory · Mathematics 2019-03-04 Ismihan Bairamov

Although time irreversibility (TIR) and amplitude irreversibility (AIR) are relevant concepts for nonequilibrium analysis, their association has received little attention. This paper conducts a systematic comparative analysis of the…

Computation · Statistics 2022-10-18 Wenpo Yao , Wenli Yao , Rongshuang Xu , Jun Wang

The electrocardiogram (ECG) has always been an important biomedical test to diagnose cardiovascular diseases. Current approaches for ECG monitoring are based on body attached electrodes leading to uncomfortable user experience. Therefore,…

Signal Processing · Electrical Eng. & Systems 2022-11-22 Jinbo Chen , Dongheng Zhang , Zhi Wu , Fang Zhou , Qibin Sun , Yan Chen

In this paper it is showed that if a time-varying uncertain system is robustly completely detectable then there exists an estimator for this system, i.e. we can estimate asymptotically the state vector of the system. Moreover, if a…

Optimization and Control · Mathematics 2007-05-23 Iasson Karafyllis , Costas Kravaris

In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability…

Econometrics · Economics 2020-11-11 Mika Meitz , Pentti Saikkonen

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…