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Despite its widely tested and proven usefulness, there is still room for improvement in the basic permutation entropy (PE) algorithm, as several subsequent studies have demonstrated in recent years. Some of these new methods try to address the well-known PE weaknesses, such as its focus only on ordinal and not on amplitude information, and the possible detrimental impact of equal values found in subsequences. Other new methods address less specific weaknesses, such as the PE results' dependence on input parameter values, a common problem found in many entropy calculation methods. The lack of discriminating power among classes in some cases is also a generic problem when entropy measures are used for data series classification. This last problem is the one specifically addressed in the present study. Toward that purpose, the classification performance of the standard PE method was first assessed by conducting several time series classification tests over a varied and diverse set of data. Then, this performance was reassessed using a new Shannon Entropy normalisation scheme proposed in this paper divide the relative frequencies in PE by the number of different ordinal patterns actually found in the time series, instead of by the theoretically expected number. According to the classification accuracy obtained, this last approach exhibited a higher class discriminating power. It was capable of finding significant differences in six out of seven experimental datasets-whereas the standard PE method only did in four-and it also had better classification accuracy. It can be concluded that using the additional information provided by the number of forbidden/found patterns, it is possible to achieve a higher discriminating power than using the classical PE normalisation method. The resulting algorithm is also very similar to that of PE and very easy to implement.In this study, we consider the problem of testing for a parameter change in general integer-valued time series models whose conditional distribution belongs to the one-parameter exponential family when the data are contaminated by outliers. In particular, we use a robust change point test based on density power divergence (DPD) as the objective function of the minimum density power divergence estimator (MDPDE). The results show that under regularity conditions, the limiting null distribution of the DPD-based test is a function of a Brownian bridge. Monte Carlo simulations are conducted to evaluate the performance of the proposed test and show that the test inherits the robust properties of the MDPDE and DPD. Lastly, we demonstrate the proposed test using a real data analysis of the return times of extreme events related to Goldman Sachs Group stock.The design and optimization of new-generation solid-state quantum hardware absolutely requires reliable dissipation versus decoherence models. JNJ-26481585 Depending on the device operational condition, the latter may range from Markov-type schemes (both phenomenological- and microscopic- like) to quantum-kinetic approaches. The primary goal of this paper is to review in a cohesive way virtues versus limitations of the most popular approaches, focussing on a few critical issues recently pointed out (see, e.g., Phys. Rev. B 90, 125140 (2014); Eur. Phys. J. B 90, 250 (2017)) and linking them within a common framework. By means of properly designed simulated experiments of a prototypical quantum-dot nanostructure (described via a two-level electronic system coupled to a phonon bath), we shall show that both conventional (i.e., non-Lindblad) Markov models and density-matrix-based non-Markov approaches (i.e., quantum-kinetic treatments) may lead to significant positivity violations. While for the former case the problem is easily avoidable by choosing genuine Lindblad-type dissipation models, for the latter, a general strategy is still missing.Information theory provides a powerful framework to analyse the representation of sensory stimuli in neural population activity. However, estimating the quantities involved such as entropy and mutual information from finite samples is notoriously hard and any direct estimate is known to be heavily biased. This is especially true when considering large neural populations. We study a simple model of sensory processing and show through a combinatorial argument that, with high probability, for large neural populations any finite number of samples of neural activity in response to a set of stimuli is mutually distinct. As a consequence, the mutual information when estimated directly from empirical histograms will be equal to the stimulus entropy. Importantly, this is the case irrespective of the precise relation between stimulus and neural activity and corresponds to a maximal bias. This argument is general and applies to any application of information theory, where the state space is large and one relies on empirical histograms. Overall, this work highlights the need for alternative approaches for an information theoretic analysis when dealing with large neural populations.Providing the visual complexity of an image in terms of impact or aesthetic preference can be of great applicability in areas such as psychology or marketing. To this end, certain areas such as Computer Vision have focused on identifying features and computational models that allow for satisfactory results. This paper studies the application of recent ML models using input images evaluated by humans and characterized by features related to visual complexity. According to the experiments carried out, it was confirmed that one of these methods, Correlation by Genetic Search (CGS), based on the search for minimum sets of features that maximize the correlation of the model with respect to the input data, predicted human ratings of image visual complexity better than any other model referenced to date in terms of correlation, RMSE or minimum number of features required by the model. In addition, the variability of these terms were studied eliminating images considered as outliers in previous studies, observing the robustness of the method when selecting the most important variables to make the prediction.
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