数据分析、统计与概率
In this work we present a new idea to develop a method to separate stochastic and deterministic information contained in an electrocardiogram, ECG, which may provide new sources of information with diagnostic purposes. We assume that the…
Remote sensing with phased antenna arrays is based on measurement of the cross-correlations between the signals from each antenna pair. Digital correlators have systematic errors due to the quantization losses. The correlation errors allow…
The global activity fields of a nuclear core can be reconstructed using data assimilation. Data assimilation allows to combine measurements from instruments, and information from a model, to evaluate the best possible activity within the…
These lectures introduce the basic ideas and practices of statistical analysis for particle physicists, using a real-world example to illustrate how the abstractions on which statistics is based are translated into practical application.
The aim is to present the ability of a network of transitions as a nonlinear tool providing a graphical representation of a time series. This representation is used for cardiac RR-intervals in follow-up observation of changes in heart…
The HORACE suite of programs has been developed to work with large multiple-measurement data sets collected from time-of-flight neutron spectrometers equipped with arrays of position-sensitive detectors. The software allows exploratory…
The ensemble Kalman filter (EnKF) is widely used to sample a probability density function (pdf) generated by a stochastic model conditioned by noisy data. This pdf can be either a joint posterior that describes the evolution of the state of…
This paper demonstrates eigenanalysis to quantitatively reveal the diversity and capacity of identities offered by the morphological diversity in silicon nanostructures formed via random collapse of resist. The analysis suggests that…
We study the modeling and prediction of dynamical systems based on conventional models derived from measurements. Such algorithms are highly desirable in situations where the underlying dynamics are hard to model from physical principles or…
Maximization of the path information entropy is a clear prescription for constructing models in non-equilibrium statistical mechanics. Here it is shown that, following this prescription under the assumption of arbitrary instantaneous…
The foundations of Statistical Mechanics can be recovered almost in their entirety from the Principle of Maximum Entropy. In this work we show that its non-equilibrium generalization, the Principle of Maximum Caliber (Jaynes, 1980), when…
This paper considers the general signal detection and parameter estimation problem in the presence of colored Gaussian noise disturbance. By modeling the disturbance with an autoregressive process, we present three signal detectors with…
Stochastic differential equations describe well many physical, biological and sociological systems, despite the simplification often made in their derivation. Here the usage of simple stochastic differential equations to characterize and…
We provide a method to correct the observed azimuthal anisotropy in heavy-ion collisions for the event plane resolution in a wide centrality bin. This new procedure is especially useful for rare particles, such as Omega baryons and J/psi…
In many analyses in high energy physics, attempts are made to remove the effects of detector smearing in data by techniques referred to as "unfolding" histograms, thus obtaining estimates of the true values of histogram bin contents. Such…
1. Parameter inference from distorted measurements is discussed. 2. Smeared measurements are unfolded without explicit regularization. The corresponding results are unbiased and permit to fit parameters and to apply quantitative…
Wind and solar power are known to be highly influenced by weather events and may ramp up or down abruptly. Such events in the power production influence not only the availability of energy, but also the stability of the entire power grid.…
Roughness parameters that characterize contacting surfaces with regard to friction and wear are commonly stated without uncertainties, or with an uncertainty only taking into account a very limited amount of aspects such as repeatability of…
Ever brighter light sources, fast parallel detectors, and advances in phase retrieval methods, have made ptychography a practical and popular imaging technique. Compared to previous techniques, ptychography provides superior robustness and…
The long range dependence of the fractional Brownian motion (fBm), fractional Gaussian noise (fGn), and differentiated fGn (DfGn) is described by the Hurst exponent $H$. Considering the realisations of these three processes as time series,…