783 research outputs found
Intermittent process analysis with scattering moments
Scattering moments provide nonparametric models of random processes with
stationary increments. They are expected values of random variables computed
with a nonexpansive operator, obtained by iteratively applying wavelet
transforms and modulus nonlinearities, which preserves the variance. First- and
second-order scattering moments are shown to characterize intermittency and
self-similarity properties of multiscale processes. Scattering moments of
Poisson processes, fractional Brownian motions, L\'{e}vy processes and
multifractal random walks are shown to have characteristic decay. The
Generalized Method of Simulated Moments is applied to scattering moments to
estimate data generating models. Numerical applications are shown on financial
time-series and on energy dissipation of turbulent flows.Comment: Published in at http://dx.doi.org/10.1214/14-AOS1276 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Exact solutions for the two- and all-terminal reliabilities of the Brecht-Colbourn ladder and the generalized fan
The two- and all-terminal reliabilities of the Brecht-Colbourn ladder and the
generalized fan have been calculated exactly for arbitrary size as well as
arbitrary individual edge and node reliabilities, using transfer matrices of
dimension four at most. While the all-terminal reliabilities of these graphs
are identical, the special case of identical edge () and node ()
reliabilities shows that their two-terminal reliabilities are quite distinct,
as demonstrated by their generating functions and the locations of the zeros of
the reliability polynomials, which undergo structural transitions at
Network clustering and community detection using modulus of families of loops
Citation: Shakeri, H., Poggi-Corradini, P., Albin, N., & Scoglio, C. (2017). Network clustering and community detection using modulus of families of loops. Physical Review E, 95(1), 7. doi:10.1103/PhysRevE.95.012316We study the structure of loops in networks using the notion of modulus of loop families. We introduce an alternate measure of network clustering by quantifying the richness of families of (simple) loops. Modulus tries to minimize the expected overlap among loops by spreading the expected link usage optimally. We propose weighting networks using these expected link usages to improve classical community detection algorithms. We show that the proposed method enhances the performance of certain algorithms, such as spectral partitioning and modularity maximization heuristics, on standard benchmarks
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