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We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

This study presents a novel approach to quantifying uncertainties in Bayesian model updating, which is effective in sparse or single observations. Conventional uncertainty quantification metrics such as the Euclidean and Bhattacharyya…

Applications · Statistics 2024-10-14 Sangwon Lee , Taro Yaoyama , Yuma Matsumoto , Takenori Hida , Tatsuya Itoi

This document presents the statistical methods used to process low-level measurements in the presence of noise. These methods can be classical or Bayesian. The question is placed in the general framework of the problem of nuisance…

Instrumentation and Detectors · Physics 2024-03-20 Guillaume Manificat , Salima Helali , Patrick Bouisset

Functional time series analysis, whether based on time of frequency domain methodology, has traditionally been carried out under the assumption of complete observation of the constituent series of curves, assumed stationary. Nevertheless,…

Methodology · Statistics 2020-04-02 Tomáš Rubín , Victor M. Panaretos

Focusing on a specific crowd dynamics situation, including real life experiments and measurements, our paper targets a twofold aim: (1) we present a Bayesian probabilistic method to estimate the value and the uncertainty (in the form of a…

Data Analysis, Statistics and Probability · Physics 2018-04-12 Alessandro Corbetta , Adrian Muntean , Federico Toschi , Kiamars Vafayi

Improving health worldwide will require rigorous quantification of population-level trends in health status. However, global-level surveys are not available, forcing researchers to rely on fragmentary country-specific data of varying…

Methodology · Statistics 2014-05-20 Mariel M. Finucane , Christopher J. Paciorek , Goodarz Danaei , Majid Ezzati

Decision-makers often observe the occurrence of events through a reporting process. City governments, for example, rely on resident reports to find and then resolve urban infrastructural problems such as fallen street trees, flooded…

Computers and Society · Computer Science 2025-03-28 Gabriel Agostini , Emma Pierson , Nikhil Garg

Media plays an important role in shaping public opinion. Biased media can influence people in undesirable directions and hence should be unmasked as such. We observe that featurebased and neural text classification approaches which rely…

Computation and Language · Computer Science 2020-10-22 Wei-Fan Chen , Khalid Al-Khatib , Benno Stein , Henning Wachsmuth

Understanding the dynamics of international politics is important yet challenging for civilians. In this work, we explore unsupervised neural models to infer relations between nations from news articles. We extend existing models by…

Computation and Language · Computer Science 2019-04-22 Xiaochuang Han , Eunsol Choi , Chenhao Tan

Anxiety affects hundreds of millions of individuals globally, yet large-scale screening remains limited. Social media language provides an opportunity for scalable detection, but current models often lack interpretability,…

Computation and Language · Computer Science 2026-01-21 Arnab Das Utsa

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

Data Analysis, Statistics and Probability · Physics 2019-02-25 Glen Cowan

In view of the current availability and variety of measured data, there is an increasing demand for powerful signal processing tools that can cope successfully with the associated problems that often arise when data are being analysed. In…

Data Analysis, Statistics and Probability · Physics 2014-12-16 Tomislav Stankovski , Andrea Duggento , Peter V. E. McClintock , Aneta Stefanovska

Methods and applications are inextricably linked in science, and in particular in the domain of text-as-data. In this paper, we examine one such text-as-data application, an established economic index that measures economic policy…

Computation and Language · Computer Science 2020-10-12 Katherine A. Keith , Christoph Teichmann , Brendan O'Connor , Edgar Meij

Prediction markets are often described as mechanisms that ``aggregate information'' into prices, yet the mapping from dispersed private information to observed market histories is typically noisy, endogenous, and shaped by heterogeneous and…

Mathematical Finance · Quantitative Finance 2026-01-28 Juan Pablo Madrigal-Cianci , Camilo Monsalve Maya , Lachlan Breakey

Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…

Methodology · Statistics 2022-02-28 Rosario Barone , Andrea Tancredi

Opinion dynamics, the study of how individual beliefs and collective public opinion evolve, is a fertile domain for applying statistical physics to complex social phenomena. Like physical systems, societies exhibit macroscopic regularities…

Stability and analysis of multi-agent network systems with state-dependent switching typologies have been a fundamental and longstanding challenge in control, social sciences, and many other related fields. These already complex systems…

Systems and Control · Computer Science 2018-12-27 S. Rasoul Etesami

Equation learning aims to infer differential equation models from data. While a number of studies have shown that differential equation models can be successfully identified when the data are sufficiently detailed and corrupted with…

Quantitative Methods · Quantitative Biology 2021-09-30 Simon Martina-Perez , Matthew J. Simpson , Ruth E. Baker

This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is particularly motivated by applications where sensor…

Methodology · Statistics 2018-07-09 Johan Dahlin , Adrian Wills , Brett Ninness

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

Numerical Analysis · Mathematics 2020-04-08 Ziheng Chen , Zhennan Zhou