数据分析、统计与概率
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…
The distribution of photoelectrons acquired in angle-resolved photoemission spectroscopy can be mapped onto energy-momentum space of the Bloch electrons in the crystal. The explicit forms of the mapping function $f$ depend on the…
Focusing on a specific crowd dynamics situation, including real life experiments and measurements, our paper targets a twofold aim: (1) we present a Bayesian probabilistic method to estimate the value and the uncertainty (in the form of a…
The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis (RQA) and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state…
The parameter (SNR) is obtained for distinguishing the Gaussian function, the distribution of random variables in the absence of cross correlation, from other functions, which makes it possible to describe collective states with strong…
A master-worker architecture is presented for obtaining combined experimental results through joint fits of datasets from several experiments. The design of the architecture allows such joint fits to be performed keeping the data separated,…
We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…
We define two a priori tests of pseudo-random number generators for the class of linear matrix-recursions. The first desirable property of a random number generator is the smallness of serial or lagged correlations between generated…
We implement Bayesian model selection and parameter estimation for the case of fractional Brownian motion with measurement noise and a constant drift. The approach is tested on artificial trajectories and shown to make estimates that match…
Williams and Beer (2010) proposed a nonnegative mutual information decomposition, based on the construction of redundancy lattices, which allows separating the information that a set of variables contains about a target variable into…
Wind power generation exhibits a strong temporal variability, which is crucial for system integration in highly renewable power systems. Different methods exist to simulate wind power generation but they often cannot represent the crucial…
An approximation to coherent sampling, also known as boot-strapped waveform averaging, is presented. The method uses digital cavities to determine the condition for coherent sampling. It can be used to increase the effective sampling rate…
Fluctuating wind energy makes a stable grid operation challenging. Due to the direct contact with atmospheric turbulence, intermittent short-term variations in the wind speed are converted to power fluctuations that cause transient…
Modern scientific computational methods are undergoing a transformative change; big data and statistical learning methods now have the potential to outperform the classical first-principles modeling paradigm. This book bridges this…
The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…
Functional complex networks have meant a pivotal change in the way we understand complex systems, being the most outstanding one the human brain. These networks have classically been reconstructed using a frequentist approach that, while…
An efficient method for finding a better maximizer of computationally extensive probability distributions is proposed on the basis of a Bayesian optimization technique. A key idea of the proposed method is to use extreme values of…
We present the Time of Flight Fixed by Energy Estimation (TOFFEE) as a measure of the fission chain dynamics in subcritical assemblies. TOFFEE is the time between correlated gamma rays and neutrons, subtracted by the estimated travel time…
The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However,…
We study the dependence of the intensity of the urban heat island (UHI) on urban geometry. UHI is a urban climate phenomenon referring to the air temperature difference between rural and urban areas. We use multi-year data for urban-rural…