English
Related papers

Related papers: Multifractal nonlinearity as a robust estimator of…

200 papers

Heterogeneity is a key aspect of complex networks, often emerging by looking at the distribution of node properties, from the milestone observations on the degree to the recent developments in mixing pattern estimation. Mixing patterns, in…

Social and Information Networks · Computer Science 2021-12-01 Salvatore Citraro , Letizia Milli , Rémy Cazabet , Giulio Rossetti

We introduce a generalization of Higuchi's estimator of the fractal dimension as a new way to characterize the multifractal spectrum of univariate time series. The resulting multifractal Higuchi dimension analysis (MF-HDA) method considers…

Data Analysis, Statistics and Probability · Physics 2021-05-25 Carlos Carrizales-Velazquez , Reik V. Donner , Lev Guzmán-Vargas

Multifractal dimensions allow for characterizing the localization properties of states in complex quantum systems. For ergodic states the finite-size versions of fractal dimensions converge to unity in the limit of large system size.…

Statistical Mechanics · Physics 2019-10-30 Arnd Bäcker , Masudul Haque , Ivan M. Khaymovich

In this course, we propose an elementary and self-contained introduction to canonical Mandelbrot random cascades. The multiplicative construction is explained and the necessary and sufficient condition of non-degeneracy is proved. Then, we…

Probability · Mathematics 2014-09-01 Yanick Heurteaux

Modular optical switch architectures combining wavelength routing based on arrayed waveguide grating (AWG) devices and multicasting based on star couplers hold promise for flexibly addressing the exponentially growing traffic demands in a…

Networking and Internet Architecture · Computer Science 2024-01-25 Kamran Keykhosravi , Houman Rastegarfar , Nasser Peyghambarian , Erik Agrell

Lagrangian acceleration has been investigated both experimentally and numerically in the past, and it has been shown to exhibit extreme fluctuations, which have been rationalized as events in which tracer particles get trapped into vortical…

Fluid Dynamics · Physics 2025-07-24 Lorenzo Piro , Massimo Cencini , Roberto Benzi

In this paper, we address a statistical model extension of multichannel nonnegative matrix factorization (MNMF) for blind source separation, and we propose a new parameter update algorithm used in the sub-Gaussian model. MNMF employs…

This paper describes heavy-tailed extensions of a state-of-the-art versatile blind source separation method called fast multichannel nonnegative matrix factorization (FastMNMF) from a unified point of view. The common way of deriving such…

Sound · Computer Science 2022-05-12 Mathieu Fontaine , Kouhei Sekiguchi , Aditya Nugraha , Yoshiaki Bando , Kazuyoshi Yoshii

Anomaly detection in multivariate time series (MTS) has been widely studied in one-class classification (OCC) setting. The training samples in OCC are assumed to be normal, which is difficult to guarantee in practical situations. Such a…

Machine Learning · Computer Science 2024-02-08 Qihang Zhou , Shibo He , Haoyu Liu , Jiming Chen , Wenchao Meng

We study multifractal properties of wave functions for a one-parameter family of quantum maps displaying the whole range of spectral statistics intermediate between integrable and chaotic statistics. We perform extensive numerical…

Chaotic Dynamics · Physics 2008-03-18 J. Martin , O. Giraud , B. Georgeot

The presence of large-scale real-world networks with various architectures has motivated an active research towards a unified understanding of diverse topologies of networks. Such studies have revealed that many networks with the scale-free…

Physics and Society · Physics 2023-08-16 Jun Yamamoto , Kousuke Yakubo

We propose a fully multivariate generalization of multifractal detrended fluctuation analysis (MFDFA) and leverage it to develop a fault diagnosis framework for multichannel machine vibration data. We introduce a novel covariance-weighted…

Signal Processing · Electrical Eng. & Systems 2025-11-27 Khuram Naveed , Naveed ur Rehman

The rise of highly convincing synthetic speech poses a growing threat to audio communications. Although existing Audio Deepfake Detection (ADD) methods have demonstrated good performance under clean conditions, their effectiveness drops…

Audio and Speech Processing · Electrical Eng. & Systems 2025-08-05 Haohan Shi , Xiyu Shi , Safak Dogan , Tianjin Huang , Yunxiao Zhang

Multiplicative noise (also known as speckle noise) models are central to the study of coherent imaging systems, such as synthetic aperture radar and sonar, and ultrasound and laser imaging. These models introduce two additional layers of…

Optimization and Control · Mathematics 2015-05-14 José M. Bioucas-Dias , Mário A. T. Figueiredo

In single-particle tracking experiments measuring anomalous diffusion dynamics, understanding ergodicity is crucial, as it ensures that the time average of an observable matches the ensemble average, and can thus be fitted with known…

Statistical Mechanics · Physics 2026-03-25 Wei Wang , Qing Wei , Igor M. Sokolov , Ralf Metzler , Aleksei Chechkin

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Methodology · Statistics 2023-02-13 Lujia Bai , Weichi Wu

Oscillator output generally has phase noise causing the output power spectral density (PSD) to disperse around a Dirac delta function. In this paper, the AWGN channel is considered, where the sent signal accompanying with phase noise is…

Information Theory · Computer Science 2022-06-14 Amir Alizadeh , Ghosheh Abed Hodtani

By means of the multifractal analysis (MFA), the expressions of the probability density functions (PDFs) are unified in a compact analytical formula which is valid for various quantities in turbulence. It is shown that the formula can…

Statistical Mechanics · Physics 2009-11-10 Toshihico Arimitsu , Naoko Arimitsu

Clustering multivariate time series (MTS) is challenging due to non-stationary cross-dependencies, noise contamination, and gradual or overlapping state boundaries. We introduce a robust fuzzy clustering framework in the spectral domain…

Applications · Statistics 2025-11-03 Ziling Ma , Mara Sherlin Talento , Ying Sun , Hernando Ombao

We examine the linear and nonlinear modes of a one-dimensional nonlinear electrical lattice, where the usual discrete Laplacian is replaced by a fractional discrete Laplacian. This induces a long-range intersite coupling that, at long…

Pattern Formation and Solitons · Physics 2021-09-01 Mario I. Molina
‹ Prev 1 8 9 10 Next ›