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The complex behavior of many systems in nature requires the application of robust methodologies capable of identifying changes in their dynamics. In the case of time series (which are sensed values of a system during a time interval),…

Data Analysis, Statistics and Probability · Physics 2023-10-17 L. Guzman-Vargas , A. Zabaleta-Ortega , A. Guzman-Saenz

Many dynamical phenomena in complex systems concern spreading that plays out on top of networks with changing architecture over time -- commonly known as temporal networks. A complex system's proneness to facilitate spreading phenomena,…

Physics and Society · Physics 2022-05-06 Mark M. Dekker , Raoul D. Schram , Jiamin Ou , Debabrata Panja

The minimum error entropy (MEE) criterion has been successfully used in fields such as parameter estimation, system identification and the supervised machine learning. There is in general no explicit expression for the optimal MEE estimate…

Information Theory · Computer Science 2015-04-14 Badong Chen , Guangmin Wang , Nanning Zheng , Jose C. Principe

In this paper we revisit the concept of mobility entropy. Over time, the structure of spatial interactions among urban centres tends to become more complex and evolves from centralised models to more scattered origin and destination…

Physics and Society · Physics 2021-06-30 Valentina Marin , Carlos Molinero , Elsa Arcaute

Many models in natural and social sciences are comprised of sets of inter-acting entities whose intensity of interaction decreases with distance. This often leads to structures of interest in these models composed of dense packs of…

Artificial Intelligence · Computer Science 2009-10-08 Pierrick Tranouez , Antoine Dutot

We propose a model for multiclass classification of time series to make a prediction as early and as accurate as possible. The matrix sequential probability ratio test (MSPRT) is known to be asymptotically optimal for this setting, but…

Machine Learning · Computer Science 2021-06-01 Taiki Miyagawa , Akinori F. Ebihara

Entropy production is often interpreted as a proxy for microscopic disorder or environmental roughness in stochastic systems. We test this interpretation using controlled simulations of overdamped stochastic dynamics on curved surfaces in…

Statistical Mechanics · Physics 2026-02-23 Patrick Romanescu

Models (i.e., governing equations) are fundamental to science and engineering. Advances in data acquisition now make it possible to extract interpretable, low dimensional descriptions from high dimensional observations. However, existing…

Quantitative Methods · Quantitative Biology 2026-05-19 Michael C. Chung , Tarran Mohan , Purushottam D. Dixit , Juan Guan

The hypocentral depth is a key requirement in seismology and earthquake engineering, but it is very difficult to be determined. The current accepted improvement is taking advantage of the depth phases, such as the pP, to constrain this…

Geophysics · Physics 2021-08-23 Rong Qiang Wei

A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods:…

Statistical Mechanics · Physics 2022-10-19 Darko Stosic , Dusan Stosic , Tatijana Stosic , Borko Stosic

Identifying dissipation is essential for understanding the physical mechanisms underlying nonequilibrium processes. {In living systems, for example, the dissipation is directly related to the hydrolysis of fuel molecules such as adenosine…

Statistical Mechanics · Physics 2019-09-02 Ignacio A. Martínez , Gili Bisker , Jordan M. Horowitz , Juan M. R. Parrondo

An effective way to scale up test-time compute of large language models is to sample multiple responses and then select the best one, as in Grok Heavy and Gemini Deep Think. Existing selection methods often rely on external reward models,…

Machine Learning · Computer Science 2026-05-04 Wenshuo Zhao , Qi Zhu , Xingshan Zeng , Fei Mi , Lifeng Shang , Yi R. , Fung

This paper investigates the dynamics of in the S&P500 index from daily returns for the last 30 years. Using a stochastic geometry technique, each S&P500 yearly batch of data is embedded in a subspace that can be accurately described by a…

Statistical Mechanics · Physics 2016-08-16 Tanya Araújo , Francisco Louçã

The ultimate purpose of the statistical analysis of ordinal patterns is to characterize the distribution of the features they induce. In particular, knowing the joint distribution of the pair Entropy-Statistical Complexity for a large class…

A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…

Soft Condensed Matter · Physics 2009-11-07 Qiliang Yan , Roland Faller , Juan J. de Pablo

Active matter systems, from self-propelled colloids to motile bacteria, are characterized by the conversion of free energy into useful work at the microscopic scale. They involve physics beyond the reach of equilibrium statistical…

Statistical Mechanics · Physics 2024-06-18 Nicholas M. Boffi , Eric Vanden-Eijnden

Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…

Machine Learning · Statistics 2024-11-27 Linda Chamakh , Zoltan Szabo

We extend density matrix embedding theory to periodic systems, resulting in an electronic band structure method for solid-state materials. The electron correlation can be captured by means of a local impurity model using various choices of…

Strongly Correlated Electrons · Physics 2019-09-27 Hung Q. Pham , Matthew R. Hermes , Laura Gagliardi

The analysis of temporal networks heavily depends on the analysis of time-respecting paths. However, before being able to model and analyze the time-respecting paths, we have to infer the timescales at which the temporal edges influence…

Physics and Society · Physics 2023-01-30 Luka V. Petrović , Anatol Wegner , Ingo Scholtes

A time series is uniquely represented by its geometric shape, which also carries information. A time series can be modelled as the trajectory of a particle moving in a force field with one degree of freedom. The force acting on the particle…

Information Theory · Computer Science 2018-10-16 Kaushik Majumdar , Srinath Jayachandran