数据分析、统计与概率

We propose a new model for approximating spatiotemporal noise covariance for use in MEG/EEG source analysis. Our model is an extension of an existing model [1,2] that uses a single Kronecker product of a pair of matrices - temporal and…

We report the studies of emission from a novel random amplifying medium that we term a ``Levy Laser'' due to the non-Gaussian statistical nature of its emission over the ensemble of random realizations. It is observed that the amplification…

The recurrence times between extreme events have been the central point of statistical analyses in many different areas of science. Simultaneously, the Poincar\'e recurrence time has been extensively used to characterize nonlinear dynamical…

The AutoRegressive Conditional Heteroskedasticity (ARCH) and its generalized version (GARCH) family of models have grown to encompass a wide range of specifications, each of them is designed to enhance the ability of the model to capture…

The first part of this Review describes a few of the main methods that have been employed in non-linear time series analysis with special reference to biological applications (biomechanics). The second part treats the physical basis of…

Recurrence plots provide a graphical representation of the recurrent patterns in a timeseries, the quantification of which is a relatively new field. Here we derive analytical expressions which relate the values of key statistics, notably…

Complexity measures are introduced, that quantify the change of the natural entropy fluctuations at different length scales in time-series emitted from systems operating far from equilibrium. They identify impending sudden cardiac death…

A surrogate data analysis is presented, which is based on the fluctuations of the ``entropy'' $S$ defined in the natural time-domain [Phys. Rev. E {\bf 68}, 031106, 2003]. This entropy is not a static one as, for example, the Shannon…

Reconciliation of frequentist and Bayesian approaches to elementary treatment of data in nuclear and particle physics is attempted. Unique procedure to express the significance of a small count in presence of background is henceforth…

In 2001 Astumian published a very simple game which can be described by a Markov chain with absorbing initial and final states. In August 2004 Piotrowski and Sladowski asserted that Astumian's analysis was flawed. However, as was shown by…

Testing hypotheses is an issue of primary importance in the scientific research, as well as in many other human activities. Much clarification about it can be achieved if the process of learning from data is framed in a stochastic model of…

The problem of inferring the binomial parameter p from x successes obtained in n trials is reviewed and extended to take into account the presence of background, that can affect the data in two ways: a) fake successes are due to a…

In this report, a systematic analysis of hourly wind speed data obtained from three potential wind generation sites (in North Dakota) is analyzed. The power spectra of the data exhibited a power-law decay characteristic of $1/f^{\alpha}$…

High-energy physics experiments are currently recording large amounts of data and in a few years will be recording prodigious quantities of data. New methods must be developed to handle this data and make analysis at universities possible.…

In this report I present a possible scenario which can lead to the emergence of a generalised Gamma distribution first presented by R. Osorio et al. as the distribution of traded volumes of stocks in financial markets. This propose is…

Evidence of discrete scale invariance (DSI) in daytime healthy heart rate variability (HRV) is presented based on the log-periodic power law scaling of the heart beat interval increment. Our analysis suggests multiple DSI groups and a…

We address the common problem of calculating intervals in the presence of systematic uncertainties. We aim to investigate several approaches, but here describe just a Bayesian technique for setting upper limits. The particular example we…

It is argued that the CODATA recommended values of the fundamental physical constants could not be used as the reference data in searching the hypothetical space-time variations of the fundamental physical constants. It is shown that the…

In this paper, we present a simple model of scale-free networks that incorporates both preferential & random attachment and anti-preferential & random deletion at each time step. We derive the degree distribution analytically and show that…

We present a top-down approach to calorimeter clustering. An algorithm based on minimal spanning tree theory is described briefly.