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We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time…

Statistics Theory · Mathematics 2019-11-07 Richard Y. Chen

We examine the power spectrum of the energy level fluctuations of a family of critical power-law random banded matrices with properties similar to those of a disordered conductor at the Anderson transition. It is shown both analytically and…

Disordered Systems and Neural Networks · Physics 2009-11-11 Antonio M. Garcia-Garcia

Deep, overparameterized regression models are notorious for their tendency to overfit. This problem is exacerbated in heteroskedastic models, which predict both mean and residual noise for each data point. At one extreme, these models fit…

Machine Learning · Statistics 2024-02-15 Eliot Wong-Toi , Alex Boyd , Vincent Fortuin , Stephan Mandt

Oscillatory sheared suspensions, when observed stroboscopically, exhibit a reversible-irreversible transition as a function of the strain amplitude, which is a kind of absorbing phase transition. So far studies of this transition focused on…

Soft Condensed Matter · Physics 2026-03-20 T. Jocteur , K. Martens , R. Mari , E. Bertin

Dispersive Fourier transformation is a powerful technique in which spectral information is mapped into the time domain using chromatic dispersion. It replaces a spectrometer with an electronic digitizer, and enables real-time spectroscopy.…

Optics · Physics 2009-11-13 J. Chou , D. R. Solli , B. Jalali

We consider the level statistics of two-dimensional harmonic oscillators with incommensurable frequencies, which are known to have picket-fence type spectra. We propose a parametric representation for the level-spacing distribution and…

Statistical Mechanics · Physics 2007-05-23 A. Abd El-Hady , A. Y. Abul-Magd

Hopping parameter expansions are convergent power series. Under general conditions they allow for the quantitative investigation of phase transition and critical behaviour. The critical information is encoded in the high order coefficients.…

High Energy Physics - Lattice · Physics 2009-10-31 T. Reisz

We present a high order perturbation approach to quantitatively calculate spectral densities in three distinct steps starting from the model Hamiltonian and the observables of interest. The approach is based on the perturbative continuous…

Strongly Correlated Electrons · Physics 2009-11-10 Christian Knetter , Kai P. Schmidt , Götz S. Uhrig

The power spectrum, as a statistic in Fourier space, is commonly numerically calculated using the fast Fourier transform method to efficiently reduce the computational costs. To alleviate the systematic bias known as aliasing due to the…

Cosmology and Nongalactic Astrophysics · Physics 2024-09-24 Yipeng Wang , Yu Yu

We present the first limits on the Epoch of Reionization (EoR) 21-cm HI power spectra, in the redshift range $z=7.9-10.6$, using the Low-Frequency Array (LOFAR) High-Band Antenna (HBA). In total 13\,h of data were used from observations…

We analyze equilibration times of subsystems of a larger system under a random total Hamiltonian, in which the basis of the Hamiltonian is drawn from the Haar measure. We obtain that the time of equilibration is of the order of the inverse…

We introduce a higher order phase averaging method for nonlinear oscillatory systems. Phase averaging is a technique to filter fast motions from the dynamics whilst still accounting for their effect on the slow dynamics. Phase averaging is…

Dynamical Systems · Mathematics 2022-03-09 Werner Bauer , Colin J. Cotter , Beth Wingate

We study the matter bispectrum of the large-scale structure by comparing different perturbative and phenomenological models with measurements from $N$-body simulations obtained with a modal bispectrum estimator. Using shape and amplitude…

Cosmology and Nongalactic Astrophysics · Physics 2016-04-27 Andrei Lazanu , Tommaso Giannantonio , Marcel Schmittfull , E. P. S. Shellard

Detection of the \hi~ 21-cm power spectrum is one of the key science drivers of several ongoing and upcoming low-frequency radio interferometers. However, the major challenge in such observations come from bright foregrounds, whose accurate…

Cosmology and Nongalactic Astrophysics · Physics 2022-03-29 Madhurima Choudhury , Abhirup Datta , Suman Majumdar

By means of a finite elements technique we solve numerically the dynamics of an amorphous solid under deformation in the quasistatic driving limit. We study the noise statistics of the stress-strain signal in the steady state plastic flow,…

Soft Condensed Matter · Physics 2017-01-13 Kamran Karimi , Ezequiel E. Ferrero , Jean-Louis Barrat

Atmospheric turbulence degrades the performance of free-space optical (FSO) communication and remote sensing systems by introducing phase and intensity distortions. While a majority of research focuses on mitigating these effects to ensure…

We study the zero temperature random field Ising model as a model for noise and avalanches in hysteretic systems. Tuning the amount of disorder in the system, we find an ordinary critical point with avalanches on all length scales. Using a…

Condensed Matter · Physics 2009-10-28 Karin Dahmen , James P. Sethna

Many systems in Nature exhibit avalanche dynamics with scale-free features. A general scaling theory has been proposed for critical avalanche profiles in crackling noise, predicting the collapse onto a universal avalanche shape, as well as…

Neurons and Cognition · Quantitative Biology 2022-09-14 Manoj K. Nandi , Alessandro Sarracino , Hans J. Herrmann , Lucilla de Arcangelis

Analysis of 1H-NMR spectra is often hindered by large variations that occur during the collection of these spectra. Large solvent and standard peaks, base line drift and negative peaks (due to improper phasing) are among some of these…

Signal Processing · Electrical Eng. & Systems 2020-12-18 Homayoun Valafar , Faramarz Valafar

Hyperspectral images are high-dimensional datasets comprising hundreds of contiguous spectral bands, enabling detailed analysis of materials and surfaces. Hyperspectral anomaly detection (HAD) refers to the technique of identifying and…

Computer Vision and Pattern Recognition · Computer Science 2025-07-14 Aayushma Pant , Arbind Agrahari Baniya , Tsz-Kwan Lee , Sunil Aryal