Objective Bayesian analysis of counting experiments with correlated sources of backgroundSearches for faint signals in counting experiments are often encountered in particle physics and astrophysics, as well as in other fields. Many problems can be reduced to the case of a model with…Diego Casadei, Cornelius Grunwald, Kevin Kröninger et al.·Apr 10, 2015SaveLearn
Efficient maximum likelihood parameterization of continuous-time Markov processesContinuous-time Markov processes over finite state-spaces are widely used to model dynamical processes in many fields of natural and social science. Here, we introduce an maximum likelihood estimator…Robert T. McGibbon, Vijay S. Pande·Apr 8, 2015SaveLearn
Learning about probabilistic inference and forecasting by playing with multivariate normal distributionsThe properties of the normal distribution under linear transformation, as well the easy way to compute the covariance matrix of marginals and conditionals, offer a unique opportunity to get an…Giulio D'Agostini·Apr 8, 2015SaveLearn
Least-squares analysis of clock frequency comparison data to deduce optimized frequency and frequency ratio valuesA method is presented for analysing over-determined sets of clock frequency comparison data involving standards based on a number of different reference transitions. This least-squares adjustment…H. S. Margolis, P. Gill·Apr 7, 2015SaveLearn
Bertrand `paradox' reloaded (with details on transformations of variables, an introduction to Monte Carlo simulation and an inferential variation of the problem)This note is mainly to point out, if needed, that uncertainty about models and their parameters has little to do with a `paradox'. The proposed `solution' is to formulate practical questions…Giulio D'Agostini·Apr 6, 2015SaveLearn
On the relation between uncertainties of weighted frequency averages and the various types of Allan deviationsThe power spectral density in Fourier frequency domain, and the different variants of the Allan deviation (ADEV) in dependence on the averaging time are well established tools to analyse the…Erik Benkler, Christian Lisdat, Uwe Sterr·Apr 2, 2015SaveLearn
Deviation from power law of the global earthquake seismic moment distributionThe distribution of seismic moment is of capital interest to evaluate earthquake hazard, in particular regarding the most extreme events. We make use of likelihood-ratio tests to compare the simple…Isabel Serra, Álvaro Corral·Apr 1, 2015SaveLearn
Grid-scale Fluctuations and Forecast Error in Wind PowerThe fluctuations in wind power entering an electrical grid (Irish grid) were analyzed and found to exhibit correlated fluctuations with a self-similar structure, a signature of large-scale…G. Bel, C. P. Connaughton, M. Toots et al.·Mar 29, 2015SaveLearn
Equipartitions and a Distribution for Numbers: A Statistical Model for Benford's LawA statistical model for the fragmentation of a conserved quantity is analyzed, using the principle of maximum entropy and the theory of partitions. Upper and lower bounds for the restricted…Joseph R. Iafrate, Steven J. Miller, Frederick W. Strauch·Mar 28, 2015SaveLearn
A rational approximation for efficient computation of the Voigt function in quantitative spectroscopyWe present a rational approximation for rapid and accurate computation of the Voigt function, obtained by residue calculus. The computational test reveals that with only 16 summation terms this…S. M. Abrarov, B. M. Quine·Mar 27, 2015SaveLearn
A Cook Book of Structure FunctionsThe structure function is a useful quantity to characterize wavefront distortions. We derive expressions for the structure functions of the averaged wavefront phase and slopes. The expressions are…Aglae Kellerer·Mar 26, 2015SaveLearn
Practical Statistics for the LHCThis document is a pedagogical introduction to statistics for particle physics. Emphasis is placed on the terminology, concepts, and methods being used at the Large Hadron Collider. The document…Kyle Cranmer·Mar 26, 2015SaveLearn
Numerical and experimental study of the effects of noise on the permutation entropyWe analyze the effects of noise on the permutation entropy of dynamical systems. We take as numerical examples the logistic map and the Rössler system. Upon varying the noise strengthfaster, we find…C. Quintero-Quiroz, Simone Pigolotti, M. C. Torrent et al.·Mar 25, 2015SaveLearn
Analysis of the ensemble Kalman filter for marginal and joint posteriorsThe ensemble Kalman filter (EnKF) is widely used to sample a probability density function (pdf) generated by a stochastic model conditioned by noisy data. This pdf can be either a joint posterior…Matthias Morzfeld, Daniel Hodyss·Mar 23, 2015SaveLearn
Random matrix approach to multivariate categorical data analysisCorrelation and similarity measures are widely used in all the areas of sciences and social sciences. Often the variables are not numbers but are instead qualitative descriptors called categorical…Aashay Patil, M. S. Santhanam·Mar 23, 2015SaveLearn
A note on entropy estimationWe compare an entropy estimator Hz recently discussed in [10] with two estimators H1 and H2 introduced in [6][7]. We prove the identity Hz H1, which has not been taken into…Thomas Schürmann·Mar 19, 2015SaveLearn
On evaluation of ShARP passive rainfall retrievals over snow-covered land surfaces and coastal zonesFor precipitation retrievals over land, using satellite measurements in microwave bands, it is important to properly discriminate the weak rainfall signals from strong and highly variable background…Ardeshir M. Ebtehaj, Rafael L. Bras, Efi Foufoula-Georgiou·Mar 18, 2015SaveLearn
Exponential Family Models from Bayes' Theorem under Expectation ConstraintsIt is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results…Sergio Davis·Mar 11, 2015SaveLearn
On the long-term correlations and multifractal properties of electric arc furnace time seriesIn this paper, we study long-term correlations and multifractal properties elaborated from time series of three-phase current signals coming from an industrial electric arc furnace plant. Implicit…Lorenzo Livi, Enrico Maiorino, Antonello Rizzi et al.·Mar 11, 2015SaveLearn
Safe Leads and Lead Changes in Competitive Team SportsWe investigate the time evolution of lead changes within individual games of competitive team sports. Exploiting ideas from the theory of random walks, the number of lead changes within a single game…A. Clauset, M. Kogan, S. Redner·Mar 11, 2015SaveLearn
Comment on 'Anomalous diffusion induced by enhancement of memory'In a recent paper [2] the author introduced and investigated a random walk model similar to a model introduced in [1]. In these models the increment of the random walk depends on the complete past of…Rüdiger Kürsten·Mar 11, 2015SaveLearn
Natural units and the vector space of physical valuesWe explore the mathematical foundations of the vector space of physical dimensions introduced in A. Maksymowicz, Am. J. Phys. 44, 1976, and extend this formalism to the vector space of physical…Gerrit Ansmann·Mar 9, 2015SaveLearn
Detecting and interpreting distortions in hierarchical organization of complex time seriesHierarchical organization is a cornerstone of complexity and multifractality constitutes its central quantifying concept. For model uniform cascades the corresponding singularity spectra are…Stanisław Drożdż, Paweł Oświęcimka·Mar 9, 2015SaveLearn
Compounding approach for univariate time series with non-stationary variancesA defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central…Rudi Schäfer, Sonja Barkhofen, Thomas Guhr et al.·Mar 7, 2015SaveLearn
Extended models of gravity in SNIa cosmological data using genetic algorithmsIn this talk I explained briefly the advantages of using genetic algorithms on any measured data but specially astronomical ones. This kind of algorithms are not only a better computational paradigm,…O. López-Corona·Mar 2, 2015SaveLearn