Search results for " Combination"
showing 10 items of 923 documents
Visualizing the flow of evidence in network meta-analysis and characterizing mixed treatment comparisons
2013
Network meta-analysis techniques allow for pooling evidence from different studies with only partially overlapping designs for getting a broader basis for decision support. The results are network-based effect estimates that take indirect evidence into account for all pairs of treatments. The results critically depend on homogeneity and consistency assumptions, which are sometimes difficult to investigate. To support such evaluation, we propose a display of the flow of evidence and introduce new measures that characterize the structure of a mixed treatment comparison. Specifically, a linear fixed effects model for network meta-analysis is considered, where the network estimates for two trea…
The Heisenberg picture in the analysis of stock markets and in other sociological contexts
2007
We review some recent results concerning some toy models of stock markets. Our models are suggested by the discrete nature of the number of shares and of the cash which are exchanged in a real market, and by the existence of conserved quantities, like the total number of shares or some linear combination of the cash and the shares. This suggests to use the same tools used in quantum mechanics and, in particular, the Heisenberg picture to describe the time behavior of the portfolio of each trader. We finally propose the use of this same framework in other sociological contexts.
Statistical properties of a blind source separation estimator for stationary time series
2012
Abstract In this paper, we assume that the observed p time series are linear combinations of p latent uncorrelated weakly stationary time series. The problem is then, using the observed p -variate time series, to find an estimate for a mixing or unmixing matrix for the combinations. The estimated uncorrelated time series may then have nice interpretations and can be used in a further analysis. The popular AMUSE algorithm finds an estimate of an unmixing matrix using covariances and autocovariances of the observed time series. In this paper, we derive the limiting distribution of the AMUSE estimator under general conditions, and show how the results can be used for the comparison of estimate…
Moments for Some Kumaraswamy Generalized Distributions
2014
Explicit expansions for the moments of some Kumaraswamy generalized (Kw-G) distributions (Cordeiro and de Castro, 2011) are derived using special functions. We explore the Kw-normal, Kw-gamma, Kw-beta, Kw-t, and Kw-F distributions. These expressions are given as infinite weighted linear combinations of well-known special functions for which numerical routines are readily available.
Hybrid recommendation methods in complex networks
2015
We propose here two new recommendation methods, based on the appropriate normalization of already existing similarity measures, and on the convex combination of the recommendation scores derived from similarity between users and between objects. We validate the proposed measures on three relevant data sets, and we compare their performance with several recommendation systems recently proposed in the literature. We show that the proposed similarity measures allow to attain an improvement of performances of up to 20\% with respect to existing non-parametric methods, and that the accuracy of a recommendation can vary widely from one specific bipartite network to another, which suggests that a …
Deflation-based separation of uncorrelated stationary time series
2014
In this paper we assume that the observed pp time series are linear combinations of pp latent uncorrelated weakly stationary time series. The problem is then to find an estimate for an unmixing matrix that transforms the observed time series back to uncorrelated time series. The so called SOBI (Second Order Blind Identification) estimate aims at a joint diagonalization of the covariance matrix and several autocovariance matrices with varying lags. In this paper, we propose a novel procedure that extracts the latent time series one by one. The limiting distribution of this deflation-based SOBI is found under general conditions, and we show how the results can be used for the comparison of es…
Genericity of dimension drop on self-affine sets
2017
We prove that generically, for a self-affine set in $\mathbb{R}^d$, removing one of the affine maps which defines the set results in a strict reduction of the Hausdorff dimension. This gives a partial positive answer to a folklore open question.
Separation of Uncorrelated Stationary time series using Autocovariance Matrices
2015
Blind source separation (BSS) is a signal processing tool, which is widely used in various fields. Examples include biomedical signal separation, brain imaging and economic time series applications. In BSS, one assumes that the observed $p$ time series are linear combinations of $p$ latent uncorrelated weakly stationary time series. The aim is then to find an estimate for an unmixing matrix, which transforms the observed time series back to uncorrelated latent time series. In SOBI (Second Order Blind Identification) joint diagonalization of the covariance matrix and autocovariance matrices with several lags is used to estimate the unmixing matrix. The rows of an unmixing matrix can be deriv…
Fourth Moments and Independent Component Analysis
2015
In independent component analysis it is assumed that the components of the observed random vector are linear combinations of latent independent random variables, and the aim is then to find an estimate for a transformation matrix back to these independent components. In the engineering literature, there are several traditional estimation procedures based on the use of fourth moments, such as FOBI (fourth order blind identification), JADE (joint approximate diagonalization of eigenmatrices), and FastICA, but the statistical properties of these estimates are not well known. In this paper various independent component functionals based on the fourth moments are discussed in detail, starting wi…
Comparison of Variance and Damage Indicator Methods for Prediction of the Fracture Plane Orientation in Multiaxial Fatigue
1999
ABSTRACT Two methods that enable prediction of the fracture plane orientation are presented and compared in this paper. The first one is a statistical approach, which is based on the variance of an equivalent stress. It is assumed that the fracture plane is the one where the variance of a linear combination of the shear and normal stresses acting on this plane is maximum. The second one uses the so-called damage indicator of a multiaxial fatigue criterion, which is based on the research of the critical plane. The formulation of the criterion involves shear and normal stress amplitudes and mean normal stress. The fracture plane is the critical plane; That is to say the one where the damage i…