相关论文: Statistics of Extremes for Neuroscience
We give an overview of several aspects arising in the statistical analysis of extreme risks with actuarial applications in view. In particular it is demonstrated that empirical process theory is a very powerful tool, both for the asymptotic…
Whether, when, and how causal interactions between neurons can be meaningfully studied from observations of neural activity alone are vital questions in neural data analysis. Here we aim to better outline the concept of functional…
We calculate a measure of statistical complexity from the global dynamics of electroencephalographic (EEG) signals from healthy subjects and epileptic patients, and are able to stablish a criterion to characterize the collective behavior in…
We present a novel statistical treatment, the "metastatistics of extreme events", for calculating the frequency of extreme events. This approach, which is of general validity, is the proper statistical framework to address the problem of…
Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theory suggests the use of max-stable models…
Most extreme events in real life can be faithfully modeled as random realizations from a Generalized Pareto distribution, which depends on two parameters: the scale and the shape. In many actual situations, one is mostly concerned with the…
The $k$-means clustering algorithm and its variant, the spherical $k$-means clustering, are among the most important and popular methods in unsupervised learning and pattern detection. In this paper, we explore how the spherical $k$-means…
Whole-brain network analyses remain the vanguard in neuroimaging research, coming to prominence within the last decade. Network science approaches have facilitated these analyses and allowed examining the brain as an integrated system.…
The field of study of complex systems holds that the dynamics of complex systems are founded on universal principles that may used to describe a great variety of scientific and technological approaches of different types of natural,…
Models for extreme values accommodating non-stationarity have been amply studied and evaluated from a parametric perspective. Whilst these models are flexible, in the sense that many parametrizations can be explored, they assume an…
Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…
The occurrence of successive extreme observations can have an impact on society. In extreme value theory there are parameters to evaluate the effect of clustering of high values, such as the extremal index. The estimation of the extremal…
Inferring patterns of synchronous brain activity from a heterogeneous sample of electroencephalograms (EEG) is scientifically and methodologically challenging. While it is intuitively and statistically appealing to rely on readings from…
In this work, we summarize the state-of-the-art methods in causal inference for extremes. In a non-exhaustive way, we start by describing an extremal approach to quantile treatment effect where the treatment has an impact on the tail of the…
We develop a novel characterization of extremal dependence between two cortical regions of the brain when its signals display extremely large amplitudes. We show that connectivity in the tails of the distribution reveals unique features of…
Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an appropriate class of models. In bivariate extremes, the variables are either asymptotically dependent or are asymptotically independent.…
Epilepsy is one of the most prevalent neurological conditions, where an epileptic seizure is a transient occurrence due to abnormal, excessive and synchronous activity in the brain. Electroencephalogram signals emanating from the brain may…
We provide an overview of the state-of-the-art for mathematical methods that are used to reconstruct brain activity from neurophysiological data. After a brief introduction on the mathematics of the forward problem, we discuss standard and…
We discuss the conditions under which Scan Statistics can be fruitfully implemented to signal a departure from the underlying probability model that describes the experimental data. It is shown that local perturbations (``bumps'' or…
Statistical methods for inference on spatial extremes of large datasets are yet to be developed. Motivated by standard dimension reduction techniques used in spatial statistics, we propose an approach based on empirical basis functions to…