数据分析、统计与概率

GERDA is an experiment designed to look for the neutrinoless double 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 is presently operating…

This paper develops a Bayesian network-based method for the calibration of multi-physics models, integrating various sources of uncertainty with information from computational models and experimental data. We adopt the Kennedy and O'Hagan…

This paper develops new insights into quantitative methods for the validation of computational model prediction. Four types of methods are investigated, namely classical and Bayesian hypothesis testing, a reliability-based method, and an…

The two envelopes paradox is discussed. By calculating the conditional probability, we arrive at a conditional expectations which differs from existing results.

We propose modified frequentist definition for the determination of confidence intervals for the case of Poisson statistics. Namely, we require that 1-\beta' \geq \sum_{n=o}^{n_{obs}+k} P(n|\lambda) \geq \alpha'. We show that this…

In this article, we describe a new method of extracting information from signals, called functional dissipation, that proves to be very effective for enhancing classification of high resolution, texture-rich data. Our algorithm bypasses to…

The problem of reconstructing and identifying intracellular protein signaling and biochemical networks is of critical importance in biology today. We sought to develop a mathematical approach to this problem using, as a test case, one of…

We study the cascading failures in a system composed of two interdependent square lattice networks A and B placed on the same Cartesian plane, where each node in network A depends on a node in network B randomly chosen within a certain…

Bayesian inference is applied directly to the problem of unfolding. The outcome is a posterior probability density for the spectrum before smearing, defined in the multi-dimensional space of all possible spectra. Regularization consists in…

A general model for stationary, time-wise turbulent velocity is presented and discussed. This approach, inspired by modeling ideas of Barndorff-Nielsen and Schimgel, is coherent with the K41 hypothesis of local isotropy, and it allows us to…

We investigate consecutive absorption or emission of photons of the quantum mechanical harmonic oscillator as a possible source of 1/f fluctuations. Separating the absorption and emission process, we show that consecutively absorbed or…

In this pedagogical text aimed at those wanting to start thinking about or brush up on probabilistic inference, I review the rules by which probability distribution functions can (and cannot) be combined. I connect these rules to the…

The study of networks has grown into a substantial interdisciplinary endeavour that encompasses myriad disciplines in the natural, social, and information sciences. Here we introduce a framework for constructing taxonomies of networks based…

The AMAS group at the Paul Scherrer Institute developed an object oriented library for high performance simulation of high intensity ion beam transport with space charge. Such particle-in-cell (PIC) simulations require a method to generate…

In this report we discuss the treatment of statistical errors in cut efficiencies. The two commonly used methods for the calculation of the errors, Poissonian and Binomial, are shown to be defective. We derive the form of the underlying…

This short note contains some definitions and formulas about the power of an observable in statistically separating different classes of events.

A gray-level image texture descriptors based on fractal dimension estimation is proposed in this work. The proposed method estimates the fractal dimension using probability (Voss) method. The descriptors are computed applying a multiscale…

We study the survival of a single diffusing lamb on the positive half line in the presence of N diffusing lions that all start at the same position L to the right of the lamb and a haven at x=0. If the lamb reaches this haven before meeting…

Sustainability of communities, agriculture, and industry is strongly dependent on an effective storage and supply of water resources. In some regions the economic growth has led to a level of water demand which can only be accomplished…

Hamiltonian Monte Carlo (or hybrid Monte Carlo) with partial momentum refreshment explores the state space more slowly than it otherwise would due to the momentum reversals which occur on proposal rejection. These cause trajectories to…