Related papers: Beyond Intermittency: Erraticity
Systems coupled to multiple thermodynamic reservoirs can exhibit nonequilibrium dynamics, breaking detailed balance to generate currents. To power these currents, the entropy of the reservoirs increases. The rate of entropy production, or…
Asymmetric statistical errors arise for experimental results obtained by Maximum Likelihood estimation, in cases where the number of results is finite and the log likelihood function is not a symmetric parabola. This note discusses how…
The problem of estimating trend and seasonal variation in time-series data has been studied over several decades, although mostly using single time series. This paper studies the problem of estimating these components from functional data,…
Power spectral densities are often interpreted through ensemble averages and long-time asymptotics. In many experiments, however, only a single finite record is available, so spectral estimators remain broadly distributed and the usual…
The iterative development process is a framework used to design products and applications across a wide range of domains. It centers around building prototypes, testing them, and updating based on the test results. We discuss how we applied…
Multiplicative processes and multifractals have earned increased popularity in applications ranging from hydrodynamic turbulence to computer network traffic, from image processing to economics. We analyse the multifractality of the recently…
Heterogeneous data from multiple populations, sub-groups, or sources is often represented as a ``mixture model'' with a single latent class influencing all of the observed covariates. Heterogeneity can be resolved at multiple levels by…
Turbulence is known to show intermittency. That is, statistical properties vary with the length scale in a way not accounted for by statistical similarity where dimensionless ratios of moments are constant. Intermittency occurs even in the…
Redundancy of experimental data is the basic statistic from which the complexity of a natural phenomenon and the proper number of experiments needed for its exploration can be estimated. The redundancy is expressed by the entropy of…
Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…
The most common approach to implementing data analysis pipelines involves obtaining point estimates from the upstream modules and then treating these as known quantities when working with the downstream ones. This approach is…
Extracting the spectral representations of the neural processes that underlie spiking activity is key to understanding how the brain rhythms mediate cognitive functions. While spectral estimation of continuous time-series is well studied,…
The nonparametric volatility estimation problem of a scalar diffusion process observed at equidistant time points is addressed. Using the spectral representation of the volatility in terms of the invariant density and an eigenpair of the…
We investigate stochastic processes possessing scale invariance properties which we refer to as multifractal processes. The examples of such processes known so far do not go much beyond the original cascade construction of Mandelbrot. We…
In the era of the next-generation gravitational-wave detectors, signal overlaps will become prevalent due to high detection rate and long signal duration, posing significant challenges to data analysis. While effective algorithms are being…
We have investigated instability of a superconducting quantum computer by continuously monitoring the qubit output. We found that qubits exhibit a step-like change in the error rates. This change is repeatedly observed, and each step…
Advanced spectral and statistical data analysis techniques have greatly contributed to shaping our understanding of microphysical processes in plasmas. We review some of the main techniques that allow for characterising fluctuation…
A novel analytical approach to the synthesis of electrical (e.g. analogue, digital or microwave) filters is proposed. This approach allows to obtain lowest possible degree filters with given involved specification including e.g. many pass…
Recent developments in extracting and processing biological and clinical data are allowing quantitative approaches to studying living systems. High-throughput sequencing, expression profiles, proteomics, and electronic health records are…
Various parametrizations of the multiplicity distribution are studied using the recently published large statistics OPAL results on multidimensional local fluctuations and genuine correlations in e+e- -> Z -> hadrons. The measured…