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相关论文: Hoelder-exponent-MFDFA-based test for long-range c…

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Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which conditions. In addition, synthetic tests…

数据分析、统计与概率 · 物理学 2012-11-22 Ying-Hui Shao , Gao Feng Gu , Zhi-Qiang Jiang , Wei-Xing Zhou , Didier Sornette

In outlier hypothesis testing, one aims to detect outlying sequences among a given set of sequences, where most sequences are generated i.i.d. from a nominal distribution while outlying sequences (outliers) are generated i.i.d. from a…

信号处理 · 电气工程与系统科学 2024-09-10 Lina Zhu , Lin Zhou

Forward regression is a crucial methodology for automatically identifying important predictors from a large pool of potential covariates. In contexts with moderate predictor correlation, forward selection techniques can achieve screening…

统计方法学 · 统计学 2024-08-23 Xuejun Jiang , Yue Ma , Haofeng Wang

We perform an analytical analysis of the long-range degree correlation of the giant component in an uncorrelated random network by employing generating functions. By introducing a characteristic length, we find that a pair of nodes in the…

物理与社会 · 物理学 2020-12-14 Shogo Mizutaka , Takehisa Hasegawa

We describe a new method that is both physically explicable and quantitatively accurate in describing the multifractal characteristics of intermittent events based on groupings of rank-ordered fluctuations. The generic nature of such…

天体物理学 · 物理学 2009-06-23 Tom Chang , Cheng-chin Wu

In order to account for possible nonstatistical fluctuations in a hadronizing system (leading to the characteristic power-like behavior of the respective single particle spectra and to the broadening of the corresponding multiparticle…

高能物理 - 唯象学 · 物理学 2012-02-21 Grzegorz Wilk , Zbigniew Wlodarczyk

Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…

统计金融 · 定量金融 2020-07-01 Jarosław Klamut , Ryszard Kutner , Tomasz Gubiec , Zbigniew R. Struzik

We take a different look at the problem of testing the independence of two metric-space-valued random variables using the distance correlation. Instead of testing if the distance correlation vanishes exactly, we are interested in the…

统计理论 · 数学 2025-11-19 Holger Dette , Marius Kroll

This paper studies random-coding error exponents of randomised list decoding, in which the decoder randomly selects $L$ messages with probabilities proportional to the decoding metric of the codewords. The exponents (or bounds) are given…

信息论 · 计算机科学 2026-01-15 Henrique K. Miyamoto , Sheng Yang

Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…

统计理论 · 数学 2017-06-09 Paavo Sattler , Markus Pauly

In this work, we revisit outlier hypothesis testing and propose exponentially consistent, low-complexity fixed-length tests that achieve a better tradeoff between detection performance and computational complexity than existing…

信号处理 · 电气工程与系统科学 2026-01-28 Lina Zhu , Lin Zhou

We propose a general, modular method for significance testing of groups (or clusters) of variables in a high-dimensional linear model. In presence of high correlations among the covariables, due to serious problems of identifiability, it is…

统计理论 · 数学 2015-02-12 Jacopo Mandozzi , Peter Bühlmann

This paper studies the problem of discrepancy estimates for pseudorandom vectors constructed by the elliptic curve congruential generator, particularly in the non-translational case. Two families of results are obtained. First, in a…

数论 · 数学 2026-05-21 Ziran Liu , Chung Pang Mok

In this paper we present an extended version of Hilbert-Huang transform, namely arbitrary-order Hilbert spectral analysis, to characterize the scale-invariant properties of a time series directly in an amplitude-frequency space. We first…

流体动力学 · 物理学 2011-07-20 Y. X. Huang , F. G. Schmitt , J. -P. Hermand , Y. Gagne , Z. M. Lu , Y. L. Liu

This work proposes the fractal scaling exponent alpha, estimated via Detrended Fluctuation Analysis (DFA) on the unaggregated time series of lines of code added per commit event in a software repository, as a novel process-level indicator…

物理与社会 · 物理学 2026-05-06 Goran Mitevski

Exciton diffusion length plays a vital role in the function of opto-electronic devices. Oftentimes, the domain occupied by an organic semiconductor is subject to surface measurement error. In many experiments, photoluminescence over the…

数值分析 · 数学 2017-12-15 Jingrun Chen , Ling Lin , Zhiwen Zhang , Xiang Zhou

Hypergraph product codes are a promising avenue to achieving fault-tolerant quantum computation with constant overhead. When embedding these and other constant-rate qLDPC codes into 2D, a significant number of nonlocal connections are…

量子物理 · 物理学 2024-05-15 Noah Berthusen , Daniel Gottesman

The spectra produced by high-harmonic generation (HHG) typically exhibit well-defined peaks at odd integers times the laser frequency. However, in recent investigations of HHG from correlated materials, spectra exhibit signals at noninteger…

原子物理 · 物理学 2024-06-05 Christian Saugbjerg Lange , Thomas Hansen , Lars Bojer Madsen

In this paper, we show that the mixed fractional Poisson process (MFPP) exhibits the long-range dependence (LRD) property. It is proved by establishing an asymptotic result for the covariance of inverse mixed stable subordinator. Also, it…

概率论 · 数学 2021-07-28 K. K. Kataria , M. Khandakar

This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. We show that the random fluctuations of such solutions are…

数值分析 · 数学 2019-02-20 Guillaume Bal , Wenjia Jing