数据分析、统计与概率

We propose a method to restore and to segment simultaneously images degraded by a known point spread function (PSF) and additive white noise. For this purpose, we propose a joint Bayesian estimation framework, where a family of…

Uncovering the mechanism leading to the scaling law in human trajectories is of fundamental importance in understanding many spatiotemporal phenomena. We propose a hierarchical geographical model to mimic the real traffic system, upon which…

Kramers-Moyal coefficients provide a simple and easily visualized method with which to analyze stochastic time series, particularly nonlinear ones. One mechanism that can affect the estimation of the coefficients is geometric projection…

We formulate the head-to-head matchups between Major League Baseball pitchers and batters from 1954 to 2008 as a bipartite network of mutually-antagonistic interactions. We consider both the full network and single-season networks, which…

We introduce a voting model that is similar to a Keynesian beauty contest and analyze it from a mathematical point of view. There are two types of voters-copycat and independent-and two candidates. Our voting model is a binomial…

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

In this paper, by introducing a new user similarity index base on the diffusion process, we propose a modified collaborative filtering (MCF) algorithm, which has remarkably higher accuracy than the standard collaborative filtering. In the…

In this paper, based on a weighted projection of the user-object bipartite network, we study the effects of user tastes on the mass-diffusion-based personalized recommendation algorithm, where a user's tastes or interests are defined by the…

Monte Carlo simulations were made for a possible DIRC at the WASA detector at COSY. A statistical method for pattern recognition is presented and the possible angle resolution and velocity precision achieved are discussed.

Super Mario is imprisoned by a demon in a finite potential well. He can escape from the well with the help of a flight of magic stairs floating in the space. However, the hateful demon may occasionally check his status. At that time, he has…

Large sampling intervals can affect reconstruction of Kramers-Moyal coefficients from data. A new method, which is direct, non-stochastic and exact up to numerical accuracy, can estimate these finite-time effects. For the first time, exact…

Real data are constrained to finite sampling rates, which calls for a suitable mathematical description of the corrections to the finite-time estimations of the dynamic equations. Often in the literature, lower order discrete time…

We study some of the most commonly used mutual information estimators, based on histograms of fixed or adaptive bin size, $k$-nearest neighbors and kernels, and focus on optimal selection of their free parameters. We examine the consistency…

Analytically and quantitatively we reveal that the GLE equation, based on a memory function approach, in which memory functions and information measures of statistical memory play fundamental role in determining the thin details of the…

Many time series in natural and social sciences can be seen as resulting from an interplay between exogenous influences and an endogenous organization. We use a simple (ETAS) model of events occurring sequentially, in which future events…

In a network, we define shell $\ell$ as the set of nodes at distance $\ell$ with respect to a given node and define $r_\ell$ as the fraction of nodes outside shell $\ell$. In a transport process, information or disease usually diffuses from…

We present a data mining technique for the analysis of multichannel oscillatory timeseries data and show an application using poloidal arrays of magnetic sensors installed in the H-1 heliac. The procedure is highly automated, and scales…

In this paper we studied the research activity of Brazilian Institutions for all sciences and also their performance in the area of physics between 1945 and December 2008. All the data come from the Web of Science database for this period.…

We report a general technique to study a given experimental time series with superstatistics. Crucial for the applicability of the superstatistics concept is the existence of a parameter $\beta$ that fluctuates on a large time scale as…

Fractional Brownian motion (fBm) has been used as a theoretical framework to study real time series appearing in diverse scientific fields. Because its intrinsic non-stationarity and long range dependence, its characterization via the Hurst…