数据分析、统计与概率

Complex networks can be understood as graphs whose connectivity deviates from those of regular or near-regular graphs, which are understood as being `simple'. While a great deal of the attention so far dedicated to complex networks has been…

We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ratio Method in Monte Carlo. We show how Antithetic Variables…

We present a new benchmarking procedure that is unambiguous and specific to local community-finding methods, allowing one to compare the accuracy of various methods. We apply this to new and existing algorithms. A simple class of synthetic…

Data points are placed in bins when a histogram is created, but there is always a decision to be made about the number or width of the bins. This decision is often made arbitrarily or subjectively, but it need not be. A jackknife or…

We describe a statistical hypothesis test for the presence of a signal based on the likelihood ratio statistic. We derive the test for a special case of interest. We study extensions of the test to cases where there are multiple channels…

The analysis of weak variations in the energetic particle flux, as detected by neutron or muon monitors, can often be considerably improved by analysing data from monitor networks and thereby exploiting the spatial coherence of the flux. We…

This text describes a generalization of the analytic signal (Gabor, 1946) approach for the definition of instantaneous amplitude and phase to the case of multivariate signals. It was originally written as an appendix for another paper,…

We present a novel method for detecting communities in bipartite networks. Based on an extension of the $k$-clique community detection algorithm, we demonstrate how modular structure in bipartite networks presents itself as overlapping…

We study the European river Danube and the South American river Negro daily water levels. We present a fit for the Negro daily water level period and standard deviation. Unexpectedly, we discover that the river Negro and Danube are mirror…

We study the dependence of the spectral density of the covariance matrix ensemble on the power spectrum of the underlying multivariate signal. The white noise signal leads to the celebrated Marchenko-Pastur formula. We demonstrate results…

We study human dynamics by analyzing Linux history files. The goodness-of-fit test shows that most of the collected datasets belong to the universality class suggested in the literature by a variable-length queueing process based on…

In this paper, we extended road-based topological analysis to both nationwide and urban road networks, and concentrated on a sensitivity study with respect to the formation of self-organized natural roads based on the Gestalt principle of…

The continuous-discrete filtering problem requires the solution of a partial differential equation known as the Fokker-Planck-Kolmogorov forward equation (FPKfe). In this paper, it is pointed out that for a state model with an affine,…

A common goal in an experimental physics analysis is to extract information from a reaction with multi-dimensional kinematics. The preferred method for such a task is typically the unbinned maximum likelihood method. In fits using this…

It was shown, that modified Scatchard plots and Klotz properties of graphical representations of two classes of binding sites could be used to determine binding constants of metal ion to DNA. More realistic picture is obtained by Scatchard…

We present an efficient, principled, and interpretable technique for inferring module assignments and for identifying the optimal number of modules in a given network. We show how several existing methods for finding modules can be…

Recommender systems are significant to help people deal with the world of information explosion and overload. In this Letter, we develop a general framework named self-consistent refinement and implement it be embedding two representative…

In recent work we presented a new approach to the analysis of weighted networks, by providing a straightforward generalization of any network measure defined on unweighted networks. This approach is based on the translation of a weighted…

Despite being the most popular methods of data analysis, Fourier-based techniques suffer from the problem of static resolution that is currently believed to be a fundamental limitation of the Fourier Transform. Although alternative…

Rod shaped objects suspended in a flowing liquid might be orientated by the velocity, nature of the liquid, the flow and the geometry of the channel containing the flow. Orientation settings might enhance or inhibit certain chemical…