Multiscale relevance of natural images.

We use an agnostic information-theoretic approach to investigate the statistical properties of natural images. We introduce the Multiscale Relevance (MSR) measure to assess the robustness of images to compression at all scales. Starting in a controlled environment, we characterize the MSR of synthetic random textures as function of image roughness [Formula: see text] and other relevant parameters.

The Stochastic Complexity of Spin Models: Are Pairwise Models Really Simple?

Models can be simple for different reasons: because they yield a simple and computationally efficient interpretation of a generic dataset (e.g., in terms of pairwise dependencies)-as in statistical learning-or because they capture the laws of a specific phenomenon-as e.

Linear processes in high dimensions: Phase space and critical properties.

In this work we investigate the generic properties of a stochastic linear model in the regime of high dimensionality. We consider in particular the vector autoregressive (VAR) model and the multivariate Hawkes process. We analyze both deterministic and random versions of these models, showing the existence of a stable phase and an unstable phase.

Agent-based models for latent liquidity and concave price impact.

We revisit the "ɛ-intelligence" model of Tóth et al. [Phys. Rev.