Qubism: self-similar visualization of many-body wavefunctions

A visualization scheme for quantum many-body wavefunctions is described, which we have termed qubism. Its main property is its recursivity: increasing the number of qubits reflects in an increase in the image resolution. Thus, the plots are typically fractal. As examples, we provide images for the ground states of commonly used Hamiltonians in condensed matter and cold atom physics, such as Heisenberg or ITF. Many features of the wavefunction, such as magnetization, correlations and criticality, can be visualized as properties of the images. In particular, factorizability can be easily spotted, and a way to estimate the entanglement entropy from the image is provided

Characterization of complex networks: A survey of measurements

Each complex network (or class of networks) presents specific topological features which characterize its connectivity and highly influence the dynamics of processes executed on the network. The analysis, discrimination, and synthesis of complex networks therefore rely on the use of measurements capable of expressing the most relevant topological features. This article presents a survey of such measurements. It includes general considerations about complex network characterization, a brief review of the principal models, and the presentation of the main existing measurements. Important related issues covered in this work comprise the representation of the evolution of complex networks in terms of trajectories in several measurement spaces, the analysis of the correlations between some of the most traditional measurements, perturbation analysis, as well as the use of multivariate statistics for feature selection and network classification. Depending on the network and the analysis task one has in mind, a specific set of features may be chosen. It is hoped that the present survey will help the proper application and interpretation of measurements.Comment: A working manuscript with 78 pages, 32 figures. Suggestions of measurements for inclusion are welcomed by the author

Computer-Aided Detection and diagnosis for prostate cancer based on mono and multi-parametric MRI: A review

International audienceProstate cancer is the second most diagnosed cancer of men all over the world. In the last decades, new imaging techniques based on Magnetic Resonance Imaging (MRI) have been developed improving diagnosis.In practise, diagnosis can be affected by multiple factors such as observer variability and visibility and complexity of the lesions. In this regard, computer-aided detection and computer-aided diagnosis systemshave been designed to help radiologists in their clinical practice. Research on computer-aided systems specifically focused for prostate cancer is a young technology and has been part of a dynamic field ofresearch for the last ten years. This survey aims to provide a comprehensive review of the state of the art in this lapse of time, focusing on the different stages composing the work-flow of a computer-aidedsystem. We also provide a comparison between studies and a discussion about the potential avenues for future research. In addition, this paper presents a new public online dataset which is made available to theresearch community with the aim of providing a common evaluation framework to overcome some of the current limitations identified in this survey

Essays on the nonlinear and nonstochastic nature of stock market data

The nature and structure of stock-market price dynamics is an area of ongoing and rigourous scientific debate. For almost three decades, most emphasis has been given on upholding the concepts of Market Efficiency and rational investment behaviour. Such an approach has favoured the development of numerous linear and nonlinear models mainly of stochastic foundations. Advances in mathematics have shown that nonlinear deterministic processes i.e. "chaos" can produce sequences that appear random to linear statistical techniques. Till recently, investment finance has been a science based on linearity and stochasticity. Hence it is important that studies of Market Efficiency include investigations of chaotic determinism and power laws. As far as chaos is concerned, there are rather mixed or inconclusive research results, prone with controversy. This inconclusiveness is attributed to two things: the nature of stock market time series, which are highly volatile and contaminated with a substantial amount of noise of largely unknown structure, and the lack of appropriate robust statistical testing procedures. In order to overcome such difficulties, within this thesis it is shown empirically and for the first time how one can combine novel techniques from recent chaotic and signal analysis literature, under a univariate time series analysis framework. Three basic methodologies are investigated: Recurrence analysis, Surrogate Data and Wavelet transforms. Recurrence Analysis is used to reveal qualitative and quantitative evidence of nonlinearity and nonstochasticity for a number of stock markets. It is then demonstrated how Surrogate Data, under a statistical hypothesis testing framework, can be simulated to provide similar evidence. Finally, it is shown how wavelet transforms can be applied in order to reveal various salient features of the market data and provide a platform for nonparametric regression and denoising. The results indicate that without the invocation of any parametric model-based assumptions, one can easily deduce that there is more to linearity and stochastic randomness in the data. Moreover, substantial evidence of recurrent patterns and aperiodicities is discovered which can be attributed to chaotic dynamics. These results are therefore very consistent with existing research indicating some types of nonlinear dependence in financial data. Concluding, the value of this thesis lies in its contribution to the overall evidence on Market Efficiency and chaotic determinism in financial markets. The main implication here is that the theory of equilibrium pricing in financial markets may need reconsideration in order to accommodate for the structures revealed