数据分析、统计与概率

People who by training end up dealing with probabilities ("statisticians") roughly fall into one of two camps. One is either a frequentist or a Bayesian. To a scientist, who needs to use probabilities to make sense of the real world, this…

A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips, and enables the evolution of…

Understanding the dynamics of spatially extended systems represents a challenge in diverse scientific disciplines, ranging from physics and mathematics to the earth and climate sciences or the neurosciences. This challenge has stimulated…

The Kramers-Moyal analysis is a well established approach to analyze stochastic time series from complex systems. If the sampling interval of a measured time series is too low, systematic errors occur in the analysis results. These errors…

We consider a cyber-physical system consisting of two interacting networks, i.e., a cyber-network overlaying a physical-network. It is envisioned that these systems are more vulnerable to attacks since node failures in one network may…

The energy loss of charged particles in silicon can be approximated by a simple analytical model. With help of measured charge deposits in individual channels of hit clusters their position and energy can be estimated. Deposits below…

The GERDA and Majorana experiments will search for neutrinoless double-beta decay of germanium-76 using isotopically enriched high-purity germanium detectors. Although the experiments differ in conceptual design, they share many aspects in…

GERDA is an experiment searching for the neutrinoless {\beta}{\beta} decay of Ge-76. The experiment uses an array of high-purity germanium detectors, enriched in Ge-76, directly immersed in liquid argon. GERDA recently started the physics…

The formulae for correlators K2 and K3 of a given particle observable (e.g. energy or transverse momentum) accounting for the track reconstruction efficiency are presented. Similar to the case of an ideal detector, the correlators can be…

In these lecture notes, a selection of frequently required statistical tools will be introduced and illustrated. They allow to post-process data that stem from, e.g., large-scale numerical simulations (aka sequence of random experiments).…

We address the generic problem of extracting the scaling exponents of a stationary, self-affine process realised by a timeseries of finite length, where information about the process is not known a priori. Estimating the scaling exponents…

We present a systematic approach to the prediction of soccer matches. First, we show that the information about chances for goals is by far more informative than about the actual results. Second, we present a multivariate regression…

Supplement 1 to GUM (GUM-S1) recommends the use of maximum entropy principle (MaxEnt) in determining the probability distribution of a quantity having specified properties, e.g., specified central moments. When we only know the mean value…

Scoring goals in a soccer match can be interpreted as a stochastic process. In the most simple description of a soccer match one assumes that scoring goals can be described by a constant goal rate for each team, implying simple Poissonian…

We present a technique for spatiotemporal data analysis called nonlinear Laplacian spectral analysis (NLSA), which generalizes singular spectrum analysis (SSA) to take into account the nonlinear manifold structure of complex data sets. The…

Fluctuation-enhanced sensing comprises the analysis of the stochastic component of the sensor signal and the utilization of the microscopic dynamics of the interaction between the agent and the sensor. We study the relationship between the…

This paper proposes an extension to the classical 3D variational data assimilation approach by explicitly incorporating as a prior information, the transform-domain sparsity observed in a large class of geophysical signals. In particular,…

Since the problem: "What is statistics?" is most fundamental in sceince, in order to solve this problem, there is every reason to believe that we have to start from the proposal of a worldview. Recently we proposed measurement theory (i.e.,…

The estimation of differential energy loss for charged particles in tracker detectors is studied. The robust truncated mean method can be generalized to the linear combination of the energy deposit measurements. The optimized weights in…

Bolometers are phonon mediated detectors used in particle physics experiments to search for rare processes, such as neutrinoless double beta decay and dark matter interactions. They feature an excellent energy resolution, which is a few keV…