We propose a novel centrality definition-independent method for analyzing higher-order cumulants, specifically addressing the challenge of volume fluctuations that dominate in low-energy heavy-ion collisions.
Zhaohui Wang, Xiaofeng Luo
doaj +1 more source
Effect of centrality selection on higher-order cumulants of net-proton multiplicity distributions in relativistic heavy-ion collisions [PDF]
A. Chatterjee +4 more
openalex +1 more source
Erratum to: Measurements of higher-order cumulants of multiplicity and net-electric charge distributions in inelastic proton-proton interactions by NA61/SHINE [PDF]
Adhikary, H. +99 more
openalex +2 more sources
Nonlinear System Identification with a Real–Coded Genetic Algorithm (RCGA)
This paper is devoted to the blind identification problem of a special class of nonlinear systems, namely, Volterra models, using a real-coded genetic algorithm (RCGA).
Cherif Imen, Fnaiech Farhat
doaj +1 more source
UAV Signal Modulation Recognition Algorithm Based on Joint Features
The precise identification of drone modulation schemes serves as a fundamental basis for achieving intelligent drone recognition. To address the limitations of existing algorithms that overly rely on single features, resulting in low recognition rates ...
Yang Zheng, Zhihai Zhuo
doaj +1 more source
Higher-order spin noise statistics
The optical spin noise spectroscopy (SNS) is a minimally invasive route toward obtaining dynamical information about electrons and atomic gases by measuring mesoscopic time-dependent spin fluctuations. Recent improvements of the sensitivity of SNS should
Fuxiang Li +3 more
doaj +1 more source
Signal Identification Using a New High Efficient Technique
Automatic signal type identification (ASTI) is an important topic for both the civilian and military domains. Most of the proposed identifiers can only recognize a few types of digital signal and usually need high levels of SNRs.
A. Ebrahimzadeh, S. A. Seyedin
doaj
Research on perfect binary correlation sequences based on higher-order cumulant [PDF]
Yi Zhong, Zheng Zhou, Ting Jiang
openalex +1 more source
A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited [PDF]
This paper proposes to revisit both the CAPM and the three-factor model of Fama and French (1993) in presence of errors in the variables. To reduce the bias induced by measurement and specification errors, we transpose to the cost of equity an estimator ...
Alain Coen, Francois-Éric Racicot
core
Causal Effect Identification in lvLiNGAM from Higher-Order Cumulants
Accepted at ICML ...
Daniele Tramontano +4 more
openaire +2 more sources

