数据分析、统计与概率

In this work we consider the state estimation problem in nonlinear/non-Gaussian systems. We introduce a framework, called the scaled unscented transform Gaussian sum filter (SUT-GSF), which combines two ideas: the scaled unscented Kalman…

We study a system composed from two interdependent networks A and B, where a fraction of the nodes in network A depends on the nodes of network B and a fraction of the nodes in network B depends on the nodes of network A. Due to the…

Maximum likelihood estimation and a test of fit based on the Anderson-Darling statistic is presented for the case of the power law distribution when the parameters are estimated from a left-censored sample. Expressions for the maximum…

We investigate how various coarse-graining methods affect the scaling properties of long-range power-law correlated and anti-correlated signals, quantified by the detrended fluctuation analysis. Specifically, for coarse-graining in the…

Fragment-size distributions have been studied experimentally in masticated viscoelastic food (fish sausage).The mastication experiment in seven subjects was examined. We classified the obtained results into two groups, namely, a single…

In a Forum published in EOS Transactions AGU (2009) entitled "Lies, damned lies and statistics (in Geology)", Vermeesch (2009) claims that "statistical significant is not the same as geological significant", in other words, statistical…

We consider stochastic point processes generating time series exhibiting power laws of spectrum and distribution density (Phys. Rev. E 71, 051105 (2005)) and apply them for modeling the trading activity in the financial markets and for the…

We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The model generates monofractal signals with the non-Gaussian…

We introduce an algorithm for the segmentation of a class of regime switching processes. The segmentation algorithm is a non parametric statistical method able to identify the regimes (patches) of the time series. The process is composed of…

Online music databases have increased signicantly as a consequence of the rapid growth of the Internet and digital audio, requiring the development of faster and more efficient tools for music content analysis. Musical genres are widely…

The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…

We present two methods for reducing multidimensional information to one dimension for ease of understand or analysis while maintaining statistical power. While not new, dimensional reduction is not greatly used in high-energy physics and…

We first study the influence of an efficient feedback strategy named prediction feedback strategy (PFS) based on a multi-route scenario in which dynamic information can be generated and displayed on the board to guide road users to make a…

Understanding the structure and evolution of web-based user-object networks is a significant task since they play a crucial role in e-commerce nowadays. This Letter reports the empirical analysis on two large-scale web sites,…

We address the general problem of testing a power law distribution versus a log-normal distribution in statistical data. This general problem is illustrated on the distribution of the 2000 US census of city sizes. We provide definitive…

We present a novel approach to reverse Monte Carlo (RMC) modeling, SpecSwap-RMC, which makes use of pre-computed property data from a discrete configuration space replacing atomistic moves with swap moves of contributions to a sample-set…

Inverse scattering methods capable of compressive imaging are proposed and analyzed. The methods employ randomly and repeatedly (multiple-shot) the single-input-single-output (SISO) measurements in which the probe frequencies, the incident…

Some criticisms that have been raised against the Cox approach to probability theory are addressed. Should we use a single real number to measure a degree of rational belief? Can beliefs be compared? Are the Cox axioms obvious? Are there…

We present a rational approximation for rapid and accurate computation of the Voigt function, obtained by residue calculus. The computational test reveals that with only $16$ summation terms this approximation provides average accuracy…

Weighted histograms are used for the estimation of probability density functions. Computer simulation is the main domain of application of this type of histogram. A review of chi-square goodness of fit tests for weighted histograms is…