Search results for "statistical [methods]"
showing 10 items of 1664 documents
Quasi-Lie Brackets and the Breaking of Time-Translation Symmetry for Quantum Systems Embedded in Classical Baths
2018
Many open quantum systems encountered in both natural and synthetic situations are embedded in classical-like baths. Often, the bath degrees of freedom may be represented in terms of canonically conjugate coordinates, but in some cases they may require a non-canonical or non-Hamiltonian representation. Herein, we review an approach to the dynamics and statistical mechanics of quantum subsystems embedded in either non-canonical or non-Hamiltonian classical-like baths which is based on operator-valued quasi-probability functions. These functions typically evolve through the action of quasi-Lie brackets and their associated Quantum-Classical Liouville Equations, or through quasi-Lie brackets a…
Interval Length Analysis in Multi Layer Model
2009
In this paper we present an hypothesis test of randomness based on the probability density function of the symmetrized Kulback-Leibler distance estimated, via a Monte Carlo simulation, by the distributions of the interval lengths detected using the Multi-Layer Model (MLM). The $MLM$ is based on the generation of several sub-samples of an input signal; in particular a set of optimal cut-set thresholds are applied to the data to detect signal properties. In this sense MLM is a general pattern detection method and it can be considered a preprocessing tool for pattern discovery. At the present the test has been evaluated on simulated signals which respect a particular tiled microarray approach …
Workplace Heterogeneity and the Returns to Versatility
2021
Abstract In the canonical random on-the-job search model with continuous firm heterogeneity, I show that a mean-preserving spread of the firm-productivity distribution raises the returns to mobility, i.e., the inter-firm mobility of workers as measured by the number of outside contacts per employment spell. Both sorting and rent-share mechanisms play a role. In a further contribution, I distinguish frictional and structural impediments to mobility in order to establish a link between mobility and skills via the concept of versatility. Versatility enhances a person’s mobility since a mismatch between job requirements and the person’s skill set is less likely to occur. I provide some statisti…
Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market
2010
What are the dominant stocks which drive the correlations present among stocks traded in a stock market? Can a correlation analysis provide an answer to this question? In the past, correlation based networks have been proposed as a tool to uncover the underlying backbone of the market. Correlation based networks represent the stocks and their relationships, which are then investigated using different network theory methodologies. Here we introduce a new concept to tackle the above question--the partial correlation network. Partial correlation is a measure of how the correlation between two variables, e.g., stock returns, is affected by a third variable. By using it we define a proxy of stoc…
"Table 9" of "Multiplicity dependence of jet-like two-particle correlations in p-Pb collisions at $\sqrt{s_{NN}}$ = 5.02 TeV"
2014
ratio between number of uncorrelated seeds and Glauber Ncoll vs V0A multiplicity classes.
Horizontal visibility graphs: exact results for random time series
2009
The visibility algorithm has been recently introduced as a mapping between time series and complex networks. This procedure allows us to apply methods of complex network theory for characterizing time series. In this work we present the horizontal visibility algorithm, a geometrically simpler and analytically solvable version of our former algorithm, focusing on the mapping of random series (series of independent identically distributed random variables). After presenting some properties of the algorithm, we present exact results on the topological properties of graphs associated with random series, namely, the degree distribution, the clustering coefficient, and the mean path length. We sh…
Competition and inflation differentials in EMU
2008
In a monetary union, inflation rate differentials may be substantial over the business cycle. This paper parameterizes a two-country monetary union in which different economic structures in the two countries generate temporary inflation differentials. Cross-country differences are introduced in (i) the elasticity of demand in the goods markets, which cause producers to discriminate prices, (ii) the degree of price inertia and (iii) the degree of openness or preference for foreign goods in consumption. The model is calibrated to reproduce two average large EMU countries and it is able to generate such inflation differentials. We find the mechanism of price discrimination quantitatively more …
A Framework for Assessing the Condition of Crowds Exposed to a Fire Hazard Using a Probabilistic Model
2014
Published version of an article in the journal: International Journal of Machine Learning and Computing. Also available from the publisher at: http://dx.doi.org/10.7763/IJMLC.2014.V4.379 open Access Allocating limited resources in an optimal manner when rescuing victims from a hazard is a complex and error prone task, because the involved hazards are typically evolving over time; stagnating, building up or diminishing. Typical error sources are: miscalculation of resource availability and the victims’ condition. Thus, there is a need for decision support when it comes to rapidly predicting where the human fatalities are likely to occur to ensure timely rescue. This paper proposes a probabil…
Compensating for instantaneous signal mixing in transfer entropy analysis of neurobiological time series
2013
The transfer entropy (TE) has recently emerged as a nonlinear model-free tool, framed in information theory, to detect directed interactions in coupled processes. Unfortunately, when applied to neurobiological time series TE is biased by signal cross-talk due to volume conduction. To compensate for this bias, in this study we introduce a modified TE measure which accounts for possible instantaneous effects between the analyzed time series. The new measure, denoted as compensated TE (cTE), is tested on simulated time series reproducing conditions typical of neuroscience applications, and on real magnetoencephalographic (MEG) multi-trial data measured during a visuo-tactile cognitive experime…
A SIMPLE PARTICLE MODEL FOR A SYSTEM OF COUPLED EQUATIONS WITH ABSORBING COLLISION TERM
2011
We study a particle model for a simple system of partial differential equations describing, in dimension $d\geq 2$, a two component mixture where light particles move in a medium of absorbing, fixed obstacles; the system consists in a transport and a reaction equation coupled through pure absorption collision terms. We consider a particle system where the obstacles, of radius $\var$, become inactive at a rate related to the number of light particles travelling in their range of influence at a given time and the light particles are instantaneously absorbed at the first time they meet the physical boundary of an obstacle; elements belonging to the same species do not interact among themselves…