数据分析、统计与概率

Alerting experience with a well-acknowledged safety analysis code initiated the authors to pay attention to safety issues of complex systems. Their first concern was the statistical characteristics of such a code. We point out a remarkable…

The frequency distribution of personal given names offers important evidence about the information economy. This paper presents data on the popularity of the most frequent personal given names (first names) in England and Wales over the…

In a recent letter, Barabasi claims that the dynamics of a number of human activities are scale-free [1]. He specifically reports that the probability distribution of time intervals tau between consecutive e-mails sent by a single user and…

We propose a new cross-correlation method that can recognize independent realizations of the same type of stochastic processes and can be used as a new kind of pattern recognition tool in biometrics, sensing, forensic, security and image…

$1/f^\alpha$ noises are ubiquitous and affect many measurements. These noises are both a nuisance and a peculiarity of several physical systems; in dielectrics, glasses and networked liquids it is very common to study this noise to gather…

We theoretically study long-term trends in the statistics of record-breaking daily temperatures and validate these predictions using Monte Carlo simulations and data from the city of Philadelphia, for which 126 years of daily temperature…

Maximum likelihood fits to data can be performed using binned data and unbinned data. The likelihood fits in either case produce only the fitted quantities but not the goodness of fit. With binned data, one can obtain a measure of the…

We present PAREVAL package containing a repository of theoretical physical models used for (re-)evaluation of the fundamental physical constants (FPC). It holds all necessary data for building 105 (so called) observational equations and can…

In spite of precautions to avoid the harmful effects of extreme events, we experience recurrently phenomena that overcome the preventive barriers. These barriers usually increase drastically right after the occurrence of such extreme…

We study the performance of three different methods to automatically detect a chirp in background noise. (1) The standard deviation detector uses the computation of the signal to noise ratio. (2) The spectral covariance detector is based on…

Correlation analysis is convenient and frequently used tool for investigation of time series from complex systems. Recently new methods such as the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus…

Boosted decision trees are applied to particle identification in the MiniBooNE experiment operated at Fermi National Accelerator Laboratory (Fermilab) for neutrino oscillations. Numerous attempts are made to tune the boosted decision trees,…

A definition for the statistical significance by constructing a correlation between the normal distribution integral probability and the p-value observed in an experiment is proposed, which is suitable for both counting experiment and…

Modern analysis of high energy physics (HEP) data needs advanced statistical tools to separate signal from background. A C++ package has been implemented to provide such tools for the HEP community. The package includes linear and quadratic…

Stochastic neutron transport theory is applied to the derivation of the two-neutron-detectors cross power spectral density for subcritical assemblies when external pulsed sources are used. A general relationship between the two-detector…

We propose a new test statistic based on a score process for determining the statistical significance of a putative signal that may be a small perturbation to a noisy experimental background. We derive the reference distribution for this…

By suitably generalizing the Fourier constraint projection in the difference map phasing algorithm, an object can be reconstructed from its diffraction pattern even when the latter has been incoherently averaged over a discrete group of…

We derive the second-order sampling properties of certain autocovariance and autocorrelation estimators for sequences of independent and identically distributed samples. Specifically, the estimators we consider are the classic lag windowed…

A formalism specifying efficient, "emergent" descriptions of experimental systems is developed. It does not depend on an a priori assumption of limited available data.

In this paper it is demonstrated that a 1/f power spectrum appears in the process originated by the superposition of many similar single-sided RTN processes with the same relaxation time. The non-relaxed regime, the Gaussian nature and the…