Related papers: Ole E. Barndorff-Nielsen: Sand, Wind and Inference
People typically consider only European mathematics as orthodox, often intentionally or unintentionally overlooking the existence of mathematics from non-European societies. Inspired by Maria Ascher's two well-known papers on sand drawings…
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…
Wright (1928) deals with demand and supply of oils and butter. In Appendix B of this book, Philip Wright made several fundamental contributions to causal inference. He introduced a structural equation model of supply and demand, established…
In a series of recent papers Barndorff-Nielsen and Shephard introduce an attractive class of continuous time stochastic volatility models for financial assets where the volatility processes are functions of positive Ornstein-Uhlenbeck(OU)…
Artificial intelligence models trained through loss minimization have demonstrated significant success, grounded in principles from fields like information theory and statistical physics. This work explores these established connections…
An empirical law for the rank-order behavior of journal impact factors is found. Using an extensive data base on impact factors including journals on Education, Agrosciences, Geosciences, Biosciences and Environ- mental, Chemical, Computer,…
Bayesian Inference is a powerful approach to data analysis that is based almost entirely on probability theory. In this approach, probabilities model {\it uncertainty} rather than randomness or variability. This thesis is composed of a…
We survey a decade worth of work pertaining to the nodal structures of random fields, with emphasis on the transformative techniques that shaped the field.
This is simply a long list of papers that I have found useful. They are generally related to aspects of the search for evidence that the Sun influences the climate somehow. There are papers on Data, on Methods and papers that just discuss…
Inference and prediction are fundamental to the study of complex systems, where network data are often incomplete, inaccurate or obtained indirectly. In this paper, we review recent advances in network sampling and comparison, as well as in…
It is curious to learn that Enrico Fermi knew how to base probabilistic inference on Bayes theorem, and that some influential notes on statistics for physicists stem from what the author calls elsewhere, but never in these notes, {\it the…
To develop a better understanding of energy transfer between wind and different types of waves a model was created to determine growth factors and energy transfers on breaking waves and the resulting velocity vectors. This model was used to…
This work aims at introducing model methodology and numerical studies related to a Lagrangian stochastic approach applied to the computation of the wind circulation around mills. We adapt the Lagrangian stochastic downscaling method that we…
This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…
Most terrestrial sand seas form at `horse' latitudes, where the wind direction exhibits seasonal variation. Here, we extend the two-dimensional linear stability analysis of a flat sand bed associated with a unidirectional wind to the…
Statistical thinking partially depends upon an iterative process by which essential features of a problem setting are identified and mapped onto an abstract model or archetype, and then translated back into the context of the original…
In spite of the wide range of his book, Cournot did not know some essential discoveries in natural sciences (William Herschel, Daniel Bernoulli, Humboldt) and his deliberations about measurement were almost useless. But he introduced the…
The quantification of the interannual component of variability in climatological time series is essential for the assessment and prediction of the El Ni\~{n}o - Southern Oscillation phenomenon. This is achieved by estimating the deviation…
This paper explores the challenges of constructing suitable inferential models in scenarios where the parameter of interest is determined in light of the data, such as regression after variable selection. Two compelling arguments for…
Translation of Ludwig Boltzmann's paper "\"Uber die Eigenschaften monozyklischer und anderer damit verwandter Systeme" Crelles Journal 98. S. 68-94. 1884 u. 1885 from German into English. In this foundational paper Boltzmann introduced two…