Related papers: Hoelder-exponent-MFDFA-based test for long-range c…
Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which conditions. In addition, synthetic tests…
In outlier hypothesis testing, one aims to detect outlying sequences among a given set of sequences, where most sequences are generated i.i.d. from a nominal distribution while outlying sequences (outliers) are generated i.i.d. from a…
Forward regression is a crucial methodology for automatically identifying important predictors from a large pool of potential covariates. In contexts with moderate predictor correlation, forward selection techniques can achieve screening…
We perform an analytical analysis of the long-range degree correlation of the giant component in an uncorrelated random network by employing generating functions. By introducing a characteristic length, we find that a pair of nodes in the…
We describe a new method that is both physically explicable and quantitatively accurate in describing the multifractal characteristics of intermittent events based on groupings of rank-ordered fluctuations. The generic nature of such…
In order to account for possible nonstatistical fluctuations in a hadronizing system (leading to the characteristic power-like behavior of the respective single particle spectra and to the broadening of the corresponding multiparticle…
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…
We take a different look at the problem of testing the independence of two metric-space-valued random variables using the distance correlation. Instead of testing if the distance correlation vanishes exactly, we are interested in the…
This paper studies random-coding error exponents of randomised list decoding, in which the decoder randomly selects $L$ messages with probabilities proportional to the decoding metric of the codewords. The exponents (or bounds) are given…
Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…
In this work, we revisit outlier hypothesis testing and propose exponentially consistent, low-complexity fixed-length tests that achieve a better tradeoff between detection performance and computational complexity than existing…
We propose a general, modular method for significance testing of groups (or clusters) of variables in a high-dimensional linear model. In presence of high correlations among the covariables, due to serious problems of identifiability, it is…
This paper studies the problem of discrepancy estimates for pseudorandom vectors constructed by the elliptic curve congruential generator, particularly in the non-translational case. Two families of results are obtained. First, in a…
In this paper we present an extended version of Hilbert-Huang transform, namely arbitrary-order Hilbert spectral analysis, to characterize the scale-invariant properties of a time series directly in an amplitude-frequency space. We first…
This work proposes the fractal scaling exponent alpha, estimated via Detrended Fluctuation Analysis (DFA) on the unaggregated time series of lines of code added per commit event in a software repository, as a novel process-level indicator…
Exciton diffusion length plays a vital role in the function of opto-electronic devices. Oftentimes, the domain occupied by an organic semiconductor is subject to surface measurement error. In many experiments, photoluminescence over the…
Hypergraph product codes are a promising avenue to achieving fault-tolerant quantum computation with constant overhead. When embedding these and other constant-rate qLDPC codes into 2D, a significant number of nonlocal connections are…
The spectra produced by high-harmonic generation (HHG) typically exhibit well-defined peaks at odd integers times the laser frequency. However, in recent investigations of HHG from correlated materials, spectra exhibit signals at noninteger…
In this paper, we show that the mixed fractional Poisson process (MFPP) exhibits the long-range dependence (LRD) property. It is proved by establishing an asymptotic result for the covariance of inverse mixed stable subordinator. Also, it…
This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. We show that the random fluctuations of such solutions are…