Related papers: Bubble Detection with Application to Green Bubbles…
To compute the spectrum of bubble collisions seen by an observer in an eternally-inflating multiverse, one must choose a measure over the diverging spacetime volume, including choosing an "initial" hypersurface below which there are no…
This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…
We propose a novel model, the Hyped Log-Periodic Power Law Model (HLPPL), to the problem of quantifying and detecting financial bubbles, an ever-fascinating one for academics and practitioners alike. Bubble labels are generated using a…
The term `history effect' refers to the contribution of any past mass transfer events between a gas bubble and its liquid surroundings towards the current diffusion-driven growth or dissolution dynamics of that same bubble. The history…
This paper aims to provide a simple modelling of speculative bubbles and derive some quantitative properties of its dynamical evolution. Starting from a description of individual speculative behaviours, we build and study a second order…
Motivated by neuroscience applications, we introduce the concept of qualitative detection, that is, the problem of determining on-line the current qualitative dynamical behavior (e.g., resting, oscillating, bursting, spiking etc.) of a…
Multiple metrics have been developed to detect causality relations between data describing the elements constituting complex systems, all of them considering their evolution through time. Here we propose a metric able to detect causality…
Understanding the relation of events plays an important role in different domains, such as identifying the reasons for users' certain actions from application logs as well as explaining sports players' behaviors according to historical…
We derive the coupled dynamics between the bubble wall and the plasma from first principles using nonequilibrium quantum field theory. The commonly used equation of motion of the bubble wall in the kinetic approach is shown to be…
We introduce the notion of relative volatility/intermittency and demonstrate how relative volatility statistics can be used to estimate consistently the temporal variation of volatility/intermittency when the data of interest are generated…
As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…
One aim of the equal load sharing fiber bundle model is to describe the critical behavior of failure events. One way of accomplishing this, is through a discrete recursive dynamics. We introduce a continuous mesoscopic equation catching the…
Bubble coalescence can promote bubble departure at much smaller sizes compared to buoyancy. This can critically enhance the efficiency of gas-evolving electrochemical processes, such as water electrolysis. In this study, we integrate…
We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…
We demonstrate a new image processing methodology for resolving gas bubbles travelling through liquid metal from dynamic neutron radiography images with intrinsically low signal-to-noise ratio. Image pre-processing, denoising and bubble…
The spontaneous formation of tiny bubbles in a liquid is at the root of the nucleation mechanism during the liquid-to-vapor transition of a metastable liquid. The smaller the bubbles the larger their probability to appear, and even for…
This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pseudo-marginal (CPM) approach for Bayesian inference in state…
Slow dynamic nonlinearity describes a poorly understood, creep-like phenomena that occurs in brittle composite materials such as rocks and cement. It is characterized by a drop in stiffness induced by a mechanical conditioning, followed by…
We study sequential Bayesian inference in stochastic kinetic models with latent factors. Assuming continuous observation of all the reactions, our focus is on joint inference of the unknown reaction rates and the dynamic latent states,…
We have studied experimentally particle suspension when injecting a gas at the bottom of an immersed granular layer confined in a Hele-Shaw cell. This work focuses on the dynamics of particles slightly denser than the surrounding fluid. The…