23 citations · 31 across the 7 of their papers we have counts for
7 papers
Saccade crossing avoidance as a visual search strategy
Alex Szorkovszky, Rujeena Mathema, Pedro Lencastre +2
Although visual search appears largely random, several oculomotor biases exist such that the likelihoods of saccade directions and lengths depend on the previous scan path. Compare…
IntLevPy: A Python library to classify and model intermittent and Lévy processes
Shailendra Bhandari, Pedro Lencastre, Sergiy Denysov +2
IntLevPy provides a comprehensive description of the IntLevPy Package, a Python library designed for simulating and analyzing intermittent and Lévy processes. The package includes…
The dynamical law behind eye movements: distinguishing between Lévy and intermittent strategies
Pedro Lencastre, Yurii Bystryk, Anis Yazidi +2
Foraging is a complex spatio-temporal process which is often described with stochastic models. Two particular ones, Lévy walks (LWs) and intermittent search (IS), became popular in…
Modeling Eye Gaze Velocity Trajectories using GANs with Spectral Loss for Enhanced Fidelity
Shailendra Bhandari, Pedro Lencastre, Rujeena Mathema +3
Accurate modeling of eye gaze dynamics is essential for advancement in human-computer interaction, neurological diagnostics, and cognitive research. Traditional generative models l…
Modeling stochastic eye tracking data: A comparison of quantum generative adversarial networks and Markov models
Shailendra Bhandari, Pedro Lincastre, Pedro Lind
We explore the use of quantum generative adversarial networks QGANs for modeling eye movement velocity data. We assess whether the advanced computational capabilities of QGANs can…
From empirical data to continuous Markov processes: a systematic approach
Pedro Lencastre, Frank Raischel, Tim Rogers +1
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence…
Are credit ratings time-homogeneous and Markov?
Pedro Lencastre, Frank Raischel, Pedro G. Lind +1
We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit…