相关论文: Beyond Intermittency: Erraticity
The need to analyze information from streams arises in a variety of applications. One of its fundamental research directions is to mine sequential patterns over data streams. Current studies mine series of items based on the presence of the…
We consider studies where multiple measures on an outcome variable are collected over time, but some subjects drop out before the end of follow up. Analyses of such data often proceed under either a 'last observation carried forward' or…
Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…
It is demonstrated how to obtain the least biased description of the single particle spectra measured in all multiparticle production processes by using information theory approach (known also as MaxEnt approach). The case of e+e-…
Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. For example, electricity and gas consumption take place in continuous time. Data generated…
Transition to the reflective scattering mode results in the increasing role of the multiplicity fluctuations of quantum origin and its asymptotic dominance. We note here the feasibility to experimentally detect presence of quantum…
It is well known that entropy production is a proxy to the detection of non-equilibrium, i.e. of the absence of detailed balance; however, due to the global character of this quantity, its knowledge does not allow to identify spatial…
Spectrum sensing and analysis is crucial for a variety of reasons, including regulatory compliance, interference detection and mitigation, and spectrum resource planning and optimization. Effective, real-time spectrum analysis remains a…
Employing the stochastic wave function method, we study quantum features of stochastic entropy production in nonequilibrium processes of open systems. It is demonstarted that continuous measurements on the environment introduce an…
A new method for separating intensity variations of a source's radio emission having various physical natures is proposed. The method is based on a joint analysis of the structure function of the intensity variations and the asymmetry…
Thermodynamic parameters such as temperature and pressure can be defined from the statistical behavior of a system. Therefore, thermal fluctuation is an inseparable characteristic of these parameters which eventually finds its way into…
In this paper a new method of experimental data analysis, the Particle-Set Identification method, is presented. The method allows to reconstruct moments of multiplicity distribution of identified particles. The difficulty the method copes…
This paper proposes a novel multiscale estimator for the integrated volatility of an Ito process, in the presence of market microstructure noise (observation error). The multiscale structure of the observed process is represented…
Model inadequacy and measurement uncertainty are two of the most confounding aspects of inference and prediction in quantitative sciences. The process of scientific inference (the inverse problem) and prediction (the forward problem)…
The ideas of aleatoric and epistemic uncertainty are widely used to reason about the probabilistic predictions of machine-learning models. We identify incoherence in existing discussions of these ideas and suggest this stems from the…
Bayesian inference is applied to the level fluctuations of two coupled microwave billiards in order to extract the coupling strength. The coupled resonators provide a model of a chaotic quantum system containing two coupled symmetry classes…
Interdependencies between experimental spectra, representing line or plane projections of electronic densities, are derived from their consistency and symmetry conditions. Some additional relations for plane projections are obtained by…
We consider fluctuations of error terms $\Delta(x)$ appearing in the asymptotic formula for a summatory function of coefficients of the Dirichlet series. These are quantified via $\Omega$ and $\Omega_{\pm}$ estimates. We obtain $\Omega$…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
We propose a rigorous decomposition of predictive error, highlighting that not all 'irreducible' error is genuinely immutable. Many domains stand to benefit from iterative enhancements in measurement, construct validity, and modeling. Our…