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Debugging of large software systems consisting of many processes accessing shared resources is a very difficult task. Many commercial systems record essential events during system execution for post-mortem analysis. However, the event…

Software Engineering · Computer Science 2007-05-23 Raymond Smith , Bogdan Korel

Transient phenomena play a key role in coordinating brain activity at multiple scales, however,their underlying mechanisms remain largely unknown. A key challenge for neural data science is thus to characterize the network interactions at…

Neurons and Cognition · Quantitative Biology 2022-09-16 Kaidi Shao , Nikos K. Logothetis , Michel Besserve

Extreme events gain the attention of researchers due to their utmost importance in various contexts ranging from finance to climatology. This brings such recurrent events to the limelight of attention in interdisciplinary research. A…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Sayantan Nag Chowdhury , Arnob Ray , Syamal K. Dana , Dibakar Ghosh

Complex systems are found in most branches of science. It is still argued how to best quantify their complexity and to what end. One prominent measure of complexity (the statistical complexity) has an operational meaning in terms of the…

Data Analysis, Statistics and Probability · Physics 2011-10-24 Karoline Wiesner , Mile Gu , Elisabeth Rieper , Vlatko Vedral

Characteristics extracted from the training datasets of classification problems have proven to be effective predictors in a number of meta-analyses. Among them, measures of classification complexity can be used to estimate the difficulty in…

Machine Learning · Computer Science 2021-01-01 Ana C. Lorena , Luís P. F. Garcia , Jens Lehmann , Marcilio C. P. Souto , Tin K. Ho

This paper introduces a new framework to quantify distance between finite sets with uncertainty present, where probability distributions determine the locations of individual elements. Combining this with a Bayesian change point detection…

Statistical Finance · Quantitative Finance 2021-12-28 Nick James , Max Menzies

Quantifying and predicting rare and extreme events persists as a crucial yet challenging task in understanding complex dynamical systems. Many practical challenges arise from the infrequency and severity of these events, including the…

Machine Learning · Statistics 2025-10-23 Kai Chang , Themistoklis P. Sapsis

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

Entries of datasets are often collected only if an event occurred: taking a survey, enrolling in an experiment and so forth. However, such partial samples bias classical correlation estimators. Here we show how to correct for such sampling…

Methodology · Statistics 2016-01-05 P-A. G. Maugis

Comparative binary outcome data are of fundamental interest in statistics and are often pooled in meta-analyses. Here we examine the simplest case where for each study there are two patient groups and a binary event of interest, giving rise…

Methodology · Statistics 2018-06-12 Rose Baker , Dan Jackson

Coarse-grained measurements offer a scalable alternative to full state tomography for characterizing complex quantum dynamics. We show that observational entropy (OE), an information-theoretic entropy defined directly from finite-resolution…

Quantum Physics · Physics 2026-05-25 J. Bharathi Kannan , Sreeram PG , M. S. Santhanam

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

We propose a novel approach for analysing time series using complex network theory. We identify the recurrence matrix calculated from time series with the adjacency matrix of a complex network, and apply measures for the characterisation of…

Chaotic Dynamics · Physics 2009-10-17 N. Marwan , J. F. Donges , Y. Zou , R. V. Donner , J. Kurths

Numerical experiments support the interesting conjecture that statistical methods be applicable not only to fully-chaotic systems, but also at the edge of chaos by using Tsallis' generalizations of the standard exponential and entropy. In…

Statistical Mechanics · Physics 2017-08-23 Marcello Lissia , Massimo Coraddu , Roberto Tonelli

In this paper, a novel non-parametric method for estimation of expectation and maximum value of the variance function is proposed for recurrent events where intensity of event occurrence changes with the occurrence of each higher order…

Methodology · Statistics 2020-12-18 Sudipta Bhattacharya

Understanding and predicting uncertain things are the central themes of scientific evolution. Human beings revolve around these fears of uncertainties concerning various aspects like a global pandemic, health, finances, to name but a few.…

Statistical Mechanics · Physics 2021-08-31 Sayantan Nag Chowdhury , Arnob Ray , Arindam Mishra , Dibakar Ghosh

Recurrence plots (RPs) are powerful tools for visualizing time series dynamics; however, traditional Recurrence Quantification Analysis (RQA) often relies on global metrics, such as line counting, that can overlook system-specific,…

Continuous-time event data are common in applications such as individual behavior data, financial transactions, and medical health records. Modeling such data can be very challenging, in particular for applications with many different types…

Machine Learning · Statistics 2020-11-09 Alex Boyd , Robert Bamler , Stephan Mandt , Padhraic Smyth

The crucial aspect of this demonstration is the discovery of renewal events, hidden in the computed dynamics of a multifractal metronome, which enables the replacement of the phenomenon of strong anticipation with a time delayed…

Adaptation and Self-Organizing Systems · Physics 2017-07-20 Korosh Mahmoodi , Bruce J. West , Paolo Grigolini

We seek explanation for the neurophysiological phenomenon of event related desynchronization (ERD) by using models of diffusively coupled nonlinear oscillators. We demonstrate that when the strength of the event is sufficient, ERD is found…

Neurons and Cognition · Quantitative Biology 2015-05-13 Jane H. Sheeba , V. K. Chandrasekar , M. Lakshmanan
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