数据分析、统计与概率

We solve the dynamic equation for the kinetic spherical model that initially is in an arbitrary equilibrium state and then is left to evolve in a heat-bath with another temperature. Flows of the Renormalizational group are determined.

A hierarchical approach to the construction of compound distributions for process-induced faults in IC manufacture is proposed. Within this framework, the negative binomial distribution and the compound binomial distribution are treated as…

Clustering provides a common means of identifying structure in complex data, and there is renewed interest in clustering as a tool for the analysis of large data sets in many fields. A natural question is how many clusters are appropriate…

Interval calculus is a relatively new branch of mathematics. Initially understood as a set of tools to assess the quality of numerical calculations (rigorous control of rounding errors), it became a discipline in its own rights today.…

A fundamental problem of statistical data analysis, distribution density estimation by experimental data, is considered. A new method with optimal asymptotic behavior, the root density estimator, is developed. The method proposed may be…

In this paper the author proposes to use the Least Squares Lattice filter with forgetting factor to estimate time-varying parameters of the model for noise processes. We simulated an Auto-Regressive (AR) noise process in which we let the…

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In our model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…

In this contribution, we consider the problem of the blind separation of noisy instantaneously mixed images. The images are modelized by hidden Markov fields with unknown parameters. Given the observed images, we give a Bayesian formulation…

Tcl/tk provides for fast and flexible interface design but slow and cumbersome vector processing. Octave provides fast and flexible vector processing but slow and cumbersome interface design. Calling octave from tcl gives you the…

For instruments with many occasional users, it is important to have easy to use software. To support the frequent users it is important to be flexible. Using a scripting language to design a GUI and exposing it to the user allows us to do…

The overall design of the Integrated Spectral Analysis Workbench (ISAW), being developed at Argonne, provides for an extensible, highly interactive, collaborating set of viewers for neutron scattering data. Large arbitrary collections of…

NeXus is a joint effort of both the synchrotron and neutron scattering community to devlop a common data exchange format based on HDF. In order to simplify access to NeXus-files a NeXus-API is provided. This NeXus-API has been redesigned…

We study the distributions of dropped calls rates for different wireless (cellular) carriers in different markets. Our statistics comprises over 700 different market/carrier combinations. We find that the dropped calls rates distribution is…

Although the likelihood function is normalizeable with respect to the data there is no guarantee that the same holds with respect to the model parameters. This may lead to singularities in the expectation value integral of these parameters,…

Maximum likelihood fits to data can be done using binned data (histograms) and unbinned data. With binned data, one gets not only the fitted parameters but also a measure of the goodness of fit. With unbinned data, currently, the fitted…

Diffuse, multiple-scattered waves can be very efficient for information transfer through disordered media, provided that antenna arrays are used for both transmission and reception of signals. Information capacity C of a communication…

Confidence limits are common place in physics analysis. Great care must be taken in their calculation and use, especially in cases of limited statistics when often one-sided limits are quoted. In order to estimate the stability of the…

We outline an efficient method for the reconstruction of a probability density function from the knowledge of its infinite sequence of ordinary moments. The approximate density is obtained resorting to maximum entropy technique, under the…

We argue that Non-sequential Recursive Pair Substitution (NSRPS) as suggested by Jim\'enez-Monta\~no and Ebeling can indeed be used as a basis for an optimal data compression algorithm. In particular, we prove for Markov sequences that…

This paper is a study of continuous time Singular Spectrum Analysis (SSA). We show that the principal eigenfunctions are solutions to a set of linear ODEs with constant coefficients. We also introduce a natural generalization of SSA,…