27 citations · 58 across the 12 of their papers we have counts for
4 papers · 1 filter
Reproducible biomarkers: Leveraging nonlinear descriptors in the face of non-ergodicity
Madhur Mangalam, Arash Sadri, Junichiro Hayano +3
Any reliable biomarker has to be specific, generalizable, and reproducible across individuals and contexts. The exact values of such a biomarker must represent similar health state…
Ergodic characterization of non-ergodic anomalous diffusion processes
Madhur Mangalam, Ralf Metzler, Damian G. Kelty-Stephen
Canonical characterization techniques that rely upon mean squared displacement () break down for non-ergodic processes, making it challenging to characterize anomalou…
Optimizing a Bayesian method for estimating the Hurst exponent in behavioral sciences
Madhur Mangalam, Taylor Wilson, Joel Sommerfeld +1
The Bayesian Hurst-Kolmogorov (HK) method estimates the Hurst exponent of a time series more accurately than the age-old detrended fluctuation analysis (DFA), especially when the t…
Better than DFA? A Bayesian Method for Estimating the Hurst Exponent in Behavioral Sciences
Aaron D. Likens, Madhur Mangalam, Aaron Y. Wong +2
Detrended Fluctuation Analysis (DFA) is the most popular fractal analytical technique used to evaluate the strength of long-range correlations in empirical time series in terms of…