Related papers: A Brief Discussion on the Crossovers in Detrended …
This contribution addresses the question commonly asked in scientific literature about the sources of multifractality in time series. Two primary sources are typically considered. These are temporal correlations and heavy tails in the…
We investigate violations of the fluctuation-dissipation theorem in two classes of trap models by studying the influence of the perturbing field on the transition rates. We show that for perturbed rates depending upon the value of the…
Functional data analysis (FDA) is a statistical framework that allows for the analysis of curves, images, or functions on higher dimensional domains. The goals of FDA, such as descriptive analyses, classification, and regression, are…
We consider finite approximations of a fractal generated by an iterated function system of affine transformations on $\mathbb{R}^d$ as a discrete set of data points. Considering a signal supported on this finite approximation, we propose a…
Using a generalisation of the detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, we recover the fluctuation theorem for the large deviation funtion of the…
Dyadic data, where outcomes reflecting pairwise interaction among sampled units are of primary interest, arise frequently in social science research. Regression analyses with such data feature prominently in many research literatures (e.g.,…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
In the present article, a new method for the evaluation of fractional derivatives of arbitrary real order is proposed. Numerous but inequivalent formulations have been given in the past. Some of them exhibit unsatisfactory properties such…
Network meta-analysis is an evidence synthesis method for comparing the effectiveness of multiple available treatments. To justify evidence synthesis, consistency is an important assumption; however, existing methods founded on statistical…
New superheavy nuclei are often identified through their characteristic $\alpha$-decay energies, which requires accurate calculations of $Q_{\alpha}$ values. While many $Q_{\alpha}$ predictions are available, little is known about their…
Latent variable models can be used to probabilistically "fill-in" missing data entries. The variational autoencoder architecture (Kingma and Welling, 2014; Rezende et al., 2014) includes a "recognition" or "encoder" network that infers the…
Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable methods for unveiling multifractal properties, specially when real-world time series are under analysis. However, little is known about how several aspects,…
We propose a method to extract from experimental data the subdiffusion parameter $\alpha$ and subdiffusion coefficient $D_\alpha$ which are defined by means of the relation $<x^2> =2D_\alpha/\Gamma(1+\alpha) t^\alpha$ where $<x^2>$ denotes…
In a functional language, the dominant control-flow mechanism is function call and return. Most higher-order flow analyses, including k-CFA, do not handle call and return well: they remember only a bounded number of pending calls because…
The utilization of distributed arithmetic (DA) in AF algorithms has gained significant attention in recent years due to its potential to enhance computational efficiency and reduce resource requirements. This paper presents an exploration…
We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…
A general self-consistency approach allows a thorough treatment of the corrections to the standard mean-field approximation (MFA). The natural extension of standard MFA with the help of a cumulant expansion leads to a new point of view on…
Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencies: long-range correlated market orders that lead to…
A classical problem in grammatical inference is to identify a deterministic finite automaton (DFA) from a set of positive and negative examples. In this paper, we address the related - yet seemingly novel - problem of identifying a set of…
In this paper, we present an assortment of both standard and advanced Fourier techniques that are useful in the analysis of astrophysical time series of very long duration -- where the observation time is much greater than the time…