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A fundamental problem in statistical neuroscience is to model how neurons encode information by analyzing electrophysiological recordings. A popular and widely-used approach is to fit the spike trains with an autoregressive point process…

Machine Learning · Statistics 2020-09-04 Matthew Dowling , Yuan Zhao , Il Memming Park

The problem of information fusion from multiple data-sets acquired by multimodal sensors has drawn significant research attention over the years. In this paper, we focus on a particular problem setting consisting of a physical phenomenon or…

Machine Learning · Statistics 2018-11-21 Ori Katz , Ronen Talmon , Yu-Lun Lo , Hau-Tieng Wu

Information theory is a practical and theoretical framework developed for the study of communication over noisy channels. Its probabilistic basis and capacity to relate statistical structure to function make it ideally suited for studying…

Neurons and Cognition · Quantitative Biology 2015-01-09 Robin A. A. Ince , Simon R. Schultz , Stefano Panzeri

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

Action, cognition, emotion and perception can be mapped in the brain by using set of techniques. Translating unimodal concepts from one modality to another is an important step towards understanding the neural mechanisms. This paper…

Other Computer Science · Computer Science 2012-12-18 Revati Shriram , Dr. M. Sundhararajan , Nivedita Daimiwal

EEG time series are analyzed using the diffusion entropy method. The resulting EEG entropy manifests short-time scaling, asymptotic saturation and an attenuated alpha-rhythm modulation. These properties are faithfully modeled by a…

Data Analysis, Statistics and Probability · Physics 2009-02-09 M. Ignaccolo , M. Latka , W. Jernajczyk , P. Grigolini , B. J. West

Detection of interactions between treatment effects and patient descriptors in clinical trials is critical for optimizing the drug development process. The increasing volume of data accumulated in clinical trials provides a unique…

Applications · Statistics 2017-12-25 Baptiste Goujaud , Eric W. Tramel , Pierre Courtiol , Mikhail Zaslavskiy , Gilles Wainrib

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

With their ability to handle an increased amount of information, multivariate and multichannel signals can be used to solve problems normally not solvable with signals obtained from a single source. One such problem is the decomposition…

Information Theory · Computer Science 2019-04-02 Ljubisa Stankovic , Milos Brajovic , Milos Dakovic , Danilo Mandic

A new method to measure nonlinear dependence between two variables is described using mutual information to analyze the separate linear and nonlinear components of dependence. This technique, which gives an exact value for the proportion of…

Information Theory · Computer Science 2015-12-17 Reginald D. Smith

Identifying and quantifying co-dependence between financial instruments is a key challenge for researchers and practitioners in the financial industry. Linear measures such as the Pearson correlation are still widely used today, although…

Statistical Finance · Quantitative Finance 2023-12-29 Haochun Ma , Davide Prosperino , Alexander Haluszczynski , Christoph Räth

This study investigates how dynamical systems may be learned and modelled with a neuromorphic network which is itself a dynamical system. The neuromorphic network used in this study is based on a complex electrical circuit comprised of…

Disordered Systems and Neural Networks · Physics 2025-10-24 Yinhao Xu , Georg A. Gottwald , Zdenka Kuncic

A new approach is proposed to the integrated analysis of the time structure of synchronization of multidimensional chaotic systems. The method allows one to diagnose and quantitatively evaluate the intermittency characteristics during…

Chaotic Dynamics · Physics 2015-07-02 A. V. Makarenko

This article introduces a nonparametric approach to multivariate time-varying power spectrum analysis. The procedure adaptively partitions a time series into an unknown number of approximately stationary segments, where some spectral…

Methodology · Statistics 2017-06-28 Zeda Li , Robert T. Krafty

We propose an extension to multivariate time series of the phase-randomized Fourier-transform algorithm for generating surrogate data. Such surrogate data sets must mimic not only the autocorrelations of each of the variables in the…

comp-gas · Physics 2009-10-22 Dean Prichard , James Theiler

Wearable physiological signals exhibit strong nonlinear and subject-dependent behavior, challenging traditional linear models. This study provides a unified evaluation of cognitive load, stress, and physical exercise recognition using three…

Signal Processing · Electrical Eng. & Systems 2025-12-09 Khondakar Ashik Shahriar

Multistate models offer a powerful framework for studying disease processes and can be used to formulate intensity-based and more descriptive marginal regression models. They also represent a natural foundation for the construction of joint…

Networks of modern industrial systems are increasingly monitored by distributed sensors, where each system comprises multiple subsystems generating high dimensional time series data. These subsystems are often interdependent, making it…

Machine Learning · Computer Science 2026-05-21 Ayse Tursucular , Ayush Mohanty , Nazal Mohamed , Nagi Gebraeel

Objective: This work introduces a framework for multivariate time series analysis aimed at detecting and quantifying collective emerging behaviors in the dynamics of physiological networks. Methods: Given a network system mapped by a vector…

Applications · Statistics 2025-02-04 Luca Faes , Gorana Mijatovic , Laura Sparacino , Alberto Porta

Multi-view data are increasingly prevalent in practice. It is often relevant to analyze the relationships between pairs of views by multi-view component analysis techniques such as Canonical Correlation Analysis (CCA). However, data may…

Machine Learning · Statistics 2019-12-10 Eric Lei , Kyle Miller , Michael R. Pinsky , Artur Dubrawski