数据分析、统计与概率

We introduce a theoretical framework for the calculation of uncertainties affecting observables produced by Monte Carlo particle transport, which derive from uncertainties in physical parameters input into simulation. The theoretical…

Our goal in this paper is to develop an effective estimator of fractal dimension. We survey existing ideas in dimension estimation, with a focus on the currently popular method of Grassberger and Procaccia for the estimation of correlation…

Wibral et al. propose a measure of interaction delays rooted in an information-theoretic framework and contrast their measure with the bivariate momentary information transfer (MIT), introduced in Pompe, B., & Runge, J. (2011). Momentary…

We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to…

All types of networks arise as intricate combinations of dyadic building blocks formed by pairs of vertices. In directed networks, the dyadic patterns are entirely determined by reciprocity, i.e. the tendency to form, or to avoid, mutual…

In order to detect patterns in real networks, randomized graph ensembles that preserve only part of the topology of an observed network are systematically used as fundamental null models. However, their generation is still problematic. The…

Quantities with right-skewed distributions are ubiquitous in complex social systems, including political conflict, economics and social networks, and these systems sometimes produce extremely large events. For instance, the 9/11 terrorist…

Complex systems are usually represented as an intricate set of relations between their components forming a complex graph or network. The understanding of their functioning and emergent properties are strongly related to their structural…

In this paper the generalization of the Poisson distribution is derived for the case when each consecutive event changes event rate. A simple formula for the probability of observing of a given number of events for the selected period of…

This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov…

A wavelet-like model for distributions of objects in natural and man-made terrestrial environments is developed. The model is constructed in a self-similar fashion, with the sizes, amplitudes, and numbers of objects occurring at a constant…

Although first-order rate constants are basic ingredients of physical chemistry, biochemistry and systems modeling, their innermost nature is derived from complex physical chemistry mechanisms. The present study suggests that equivalent…

The prediction of wind speed is very important when dealing with the production of energy through wind turbines. In this paper, we show a new nonparametric model, based on semi-Markov chains, to predict wind speed. Particularly we use an…

It has always been a challenge for researchers to efficiently and accurately post process experimental data which is distorted by the noise. Superconducting microwave devices e.g. resonators, directional filters, beam-splitters etc. operate…

Constructing an efficient parameterization of a large, noisy data set of points lying close to a smooth manifold in high dimension remains a fundamental problem. One approach consists in recovering a local parameterization using the local…

In a previous paper we were working on a electronic travel aid for blind people based on infrared sensors. The signals coming from them are affected by a great noise that also with the use of low pass filter cannot be clean well. Motivated…

Recent frequency-modulated atomic force microscopy (FM-AFM) can measure three-dimensional force distribution between a probe and a sample surface in liquid. The force distribution is, in the present circumstances, assumed to be solvation…

The statistical method of quasi-optimal weights can be used to derive criteria for searches of anomalies. As an example we derive a convenient statistical criterion for step-like anomalies in cumulative spectra such as measured in the…

The computation of the dependability measures is a crucial point in the planning and development of a wind farm. In this paper we address the issue of energy production by wind turbine by using an indexed semi-Markov chain as a model of…

In ref [math.ST/0411462] the notion of statistically dual distributions is introduced. The reconstruction of confidence density [AIP Conference Proceedings 803 (2005) 398] for the location parameter for several pairs of statistically dual…