数据分析、统计与概率
Identifying coherent spatiotemporal patterns generated by complex dynamical systems is a central problem in many science and engineering disciplines. Here, we combine ideas from the theory of operator-valued kernels with delay-embedding…
In this paper, it is shown an enhancement of a previous model on the measurement standard uncertainty (MU) of the insertion loss (IL) in a reverberation chamber (RC) including frequency stirring (FS). Differently from the previous model,…
Several experiments in high-energy physics and astrophysics can be treated as on/off measurements, where an observation potentially containing a new source or effect ("on" measurement) is contrasted with a background-only observation free…
Using Time-Correlated Single Photon Counting (TCSPC) for the purpose of fluorescence lifetime measurements is usually limited in speed due to pile-up. With modern instrumentation this limitation can be lifted significantly but some…
A code package, BlurRing, is developed as a method to allow for multi-dimensional likelihood visualisation. From the BlurRing visualisation additional information about the likelihood can be extracted. The spread in any direction of the…
It is well known that to estimate the Shannon entropy for symbolic sequences accurately requires a large number of samples. When some aspects of the data are known it is plausible to attempt to use this to more efficiently compute entropy.…
In the analysis of High-Energy Physics data, it is frequently desired to separate resonant signals from a smooth, non-resonant background. This paper introduces a new technique - functional decomposition (FD) - to accomplish this task. It…
A generator of spatio-temporal pseudo-random Gaussian fields that satisfy the "proportionality of scales" property (Tsyroulnikov, 2001) is presented. The generator is based on a third-order in time stochastic differential equation with a…
Time-dependent ensemble averages, i.e., trajectory-based averages of some observable, are of importance in many fields of science. A crucial objective when interpreting such data is to fit these averages (for instance, squared…
In this article we present a method by which we can reduce a time series into a single point in $\mathbb{R}^{13}$. We have chosen 13 dimensions so as to prevent too many points from being labeled as "noise." When using a Euclidean (or…
Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…
The energy test is a powerful binning-free, multi-dimensional and distribution-free tool that can be applied to compare a measurement to a given prediction (goodness-of-fit) or to check whether two data samples originate from the same…
A form of the Laplace transform is reviewed as a paradigm for an entire class of fractional functional transforms. Various of its properties are discussed. Such transformations should be useful in application to differential/integral…
We developed a minimum gradient based method to track ridge features in 2D image plot, which is a typical data representation in many momentum resolved spectroscopy experiments. Through both analytic formulation and numerical simulation, we…
Copula modeling consists in finding a probabilistic distribution, called copula, whereby its coupling with the marginal distributions of a set of random variables produces their joint distribution. The present work aims to use this…
The energy test method is a multi-dimensional test of whether two samples are consistent with arising from the same underlying population, through the calculation of a single test statistic (called the $T$-value). The method has recently…
The in situ measurement of the particle size distribution (PSD) of a suspension of particles presents huge challenges. Various effects from the process could introduce noise to the data from which the PSD is estimated. This in turn could…
A fundamental pursuit of microwave metrology is the determination of the characteristic impedance profile of microwave systems. Among other methods, this can be practically achieved by means of time-domain reflectometry (TDR) that measures…
Some authors have recently argued that a finite-size scaling law for the text-length dependence of word-frequency distributions cannot be conceptually valid. Here we give solid quantitative evidence for the validity of such scaling law,…
Time series measured from real-world systems are generally noisy, complex and display statistical properties that evolve continuously over time. Here, we present a method that combines wavelet analysis and non-stationary surrogates to…