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The aim of this review article is to assess the descriptive capabilities of the Hubbard-rooted LDA+U method and to clarify the conditions under which it can be expected to be most predictive. The paper illustrates the theoretical foundation…

Materials Science · Physics 2013-09-17 Burak Himmetoglu , Andrea Floris , Stefano de Gironcoli , Matteo Cococcioni

The mixture of factor analyzers (MFA) model is a famous mixture model-based approach for unsupervised learning with high-dimensional data. It can be useful, inter alia, in situations where the data dimensionality far exceeds the number of…

Computation · Statistics 2018-11-13 Yuhong Wei , Yang Tang , Paul D. McNicholas

The performance of machine learning models relies heavily on the quality of input data, yet real-world applications often face significant data-related challenges. A common issue arises when curating training data or deploying models: two…

Machine Learning · Computer Science 2025-09-24 Varun Babbar , Zhicheng Guo , Cynthia Rudin

Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight major world currencies over 2010-2018 period are used to…

Statistical Finance · Quantitative Finance 2019-12-17 Robert Gębarowski , Paweł Oświęcimka , Marcin Wątorek , Stanisław Drożdż

It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We propose a new method called multifractal detrended…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Wei-Xing Zhou

We propose a framework for analysing transmission channels in a large class of dynamic models. We formulate our approach both using graph theory and potential outcomes, which we show to be equivalent. Our method, labelled Transmission…

Econometrics · Economics 2025-05-05 Enrico Wegner , Lenard Lieb , Stephan Smeekes , Ines Wilms

We address the dynamics of damped collective modes in terms of first and second moments. The modes are introduced in a self-consistent fashion with the help of a suitable application of linear response theory. Quantum effects in the…

Nuclear Theory · Physics 2015-06-26 H. Hofmann , D. Kiderlen

The critical behaviour of a system of two coupled scalar fields in three dimensions is studied within the formalism of the effective average action. The fixed points of the system are identified and the crossover between them is described…

Condensed Matter · Physics 2009-10-28 S. Bornholdt , P. Buettner , N. Tetradis , C. Wetterich

This paper presents novel methods and theories for estimation and inference about parameters in econometric models using machine learning for nuisance parameters estimation when data are dyadic. We propose a dyadic cross fitting method to…

Econometrics · Economics 2022-12-20 Harold D Chiang , Yukun Ma , Joel Rodrigue , Yuya Sasaki

The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…

Mathematical Physics · Physics 2009-11-13 Raphael Chetrite , Krzysztof Gawedzki

A connection between fractal dimensions of "turbulent facets" and fractal dimensions in diffusion-limited aggregation (DLA) is shown. The theoretical correspondence is elucidated and an empirical support to the above claim is given.

Mathematical Physics · Physics 2020-02-07 Asher Yahalom

We use the Detrended Fluctuation Analysis (DFA) and the Grassberger-Proccacia analysis (GP) methods in order to study language characteristics. Despite that we construct our signals using only word lengths or word frequencies, excluding in…

Physics and Society · Physics 2009-11-13 Kosmas Kosmidis , Alkiviadis Kalampokis , Panos Argyrakis

Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…

Soft Condensed Matter · Physics 2016-11-17 A. Lasanta , Pablo I. Hurtado , A. Prados

This paper presents a general theory that aims at explaining timescales observed empirically in technology transitions and predicting those of future transitions. This framework is used further to derive a theory for exploring the dynamics…

Dynamical Systems · Mathematics 2013-04-16 Jean-Francois Mercure

We present an optimal detrended fluctuation analysis (DFA) and applied it to evaluate the local roughness exponent in non-equilibrium surface growth models with mounded morphology. Our method consists in analyzing the height fluctuations…

Statistical Mechanics · Physics 2017-04-19 Edwin E. Mozo Luis , Thiago A. de Assis , Silvio C. Ferreira

In this work, we introduce DeepDFA, a novel approach to identifying Deterministic Finite Automata (DFAs) from traces, harnessing a differentiable yet discrete model. Inspired by both the probabilistic relaxation of DFAs and Recurrent Neural…

Machine Learning · Computer Science 2024-08-19 Elena Umili , Roberto Capobianco

On the basis of detrended fluctuation analysis (DFA), we propose a new bivariate linear regression model. This new model provides estimators of multi-scale regression coefficients to measure the dependence between variables and…

Applications · Statistics 2019-05-27 Fang Wang , Lin Wang , Yuming Chen

We present a topology optimization (TO) method for a 1D dielectric metasurface, coupling the classical trend-fluctuations analysis (FTA) and the diamond-square-algorithm (DSA). In the classical FTA, a couple of device distributions termed…

A recent article (D.A. Brown, et al., Phys. Rev. C98 024616 (2018)) rproposed a modification of the cross section formula used in practical calculations of compound nucleus reactions. We discuss the main concepts and approximations of…

Nuclear Theory · Physics 2019-03-06 Y. Alhassid , G. F. Bertsch , P. Fanto , T. Kawano

Multifractal Detrended Fluctuation Analysis (MFDFA) is a powerful and widely used technique for characterizing the scaling properties and long-range correlations of complex time series. However, its application often involves significant…