数据分析、统计与概率

This paper describes a new efficient conjugate subgradient algorithm which minimizes a convex function containing a least squares fidelity term and an absolute value regularization term. This method is successfully applied to the inversion…

We present a procedure for calculating an upper limit on the number of signal events which incorporates the Poisson uncertainty in the background, estimated from control regions of one or two dimensions. For small number of signal events,…

We present a method of analyzing a set of N time signals f_i(t) that consist of local measurements of the same physical observable taken at N sequential locations Z_i along the length of an experimental device. The result is an algorithm…

We investigate a factor that can affect the number of links of a specific stock in a network between stocks created by the minimal spanning tree (MST) method, by using individual stock data listed on the S&P500 and KOSPI. Among the common…

Halting a computer or biological virus outbreak requires a detailed understanding of the timing of the interactions between susceptible and infected individuals. While current spreading models assume that users interact uniformly in time,…

We use some fractal analysis methods to study river flow fluctuations. The result of the Multifractal Detrended Fluctuation Analysis (MF-DFA) shows that there are two crossover timescales at $s_{1\times}\sim12$ and $s_{2\times}\sim130$…

A new object of the probability theory, the two-sided chain of symbols (introduced in Ref. arXiv:physics/0306170) is used to study isotropy properties of binary multi-step Markov chains with the long-range correlations. Established…

An effective modeling method for nonlinear distributed parameter systems (DPSs) is critical for both physical system analysis and industrial engineering. In this Rapid Communication, we propose a novel DPS modeling approach, in which a…

A theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys. Rev. Lett. 90, 110601 (2003) is generalized to the biased case (non equal numbers of…

Uncovering the hidden regularities and organizational principles of networks arising in physical systems ranging from the molecular level to the scale of large communication infrastructures is the key issue for the understanding of their…

Multiple scattering and attenuation corrections in Deep Inelastic Neutron Scattering experiments are analyzed. The theoretical basis is stated, and a Monte Carlo procedure to perform the calculation is presented. The results are compared…

As it follows from the interrelation of Gamma and Poisson distributions the observed value of asymmetry for Poisson flows of events has the bias. The Monte Carlo experiment confirms the presence of this bias between the observed and initial…

Validation is often defined as the process of determining the degree to which a model is an accurate representation of the real world from the perspective of its intended uses. Validation is crucial as industries and governments depend…

Time series of heartbeat activity of humans can exhibit long-range correlations. In this paper we show that such kind of correlations can exist for the heartbeat activity of much simpler species like Drosophila melanogaster. By means of the…

In this paper we utilize techniques from the theory of non-linear dynamical systems to define a notion of embedding threshold estimators. More specifically we use delay-coordinates embeddings of sets of coefficients of the measured signal…

In this paper, a general model of wireless channels is established based on the physics of wave propagation. Then the problems of inverse scattering and channel prediction are formulated as nonlinear filtering problems. The solutions to the…

Volcano eruption forecast remains a challenging and controversial problem despite the fact that data from volcano monitoring significantly increased in quantity and quality during the last decades.This study uses pattern recognition…

The bremsstrahlung energy loss distribution of electrons propagating in matter is highly non Gaussian. Because the Kalman filter relies solely on Gaussian probability density functions, it might not be an optimal reconstruction algorithm…

The effects of the experiment itself upon the obtained results and, especially, the influence of a large number of experiments are extensively discussed in the literature. We show that the important factor that stands at the basis of these…

Traffic flow data collected by an induction loop detector on the highway close to Koeln-Nord are investigated with respect to their dynamics including the stochastic content. In particular we present a new method, with which the flow…