Search results for " Models"

showing 10 items of 4240 documents

Affine-invariant rank tests for multivariate independence in independent component models

2016

We consider the problem of testing for multivariate independence in independent component (IC) models. Under a symmetry assumption, we develop parametric and nonparametric (signed-rank) tests. Unlike in independent component analysis (ICA), we allow for the singular cases involving more than one Gaussian independent component. The proposed rank tests are based on componentwise signed ranks, à la Puri and Sen. Unlike the Puri and Sen tests, however, our tests (i) are affine-invariant and (ii) are, for adequately chosen scores, locally and asymptotically optimal (in the Le Cam sense) at prespecified densities. Asymptotic local powers and asymptotic relative efficiencies with respect to Wilks’…

Statistics and ProbabilityMultivariate statisticssingular information matricesRank (linear algebra)Gaussianuniform local asymptotic02 engineering and technology01 natural sciencesdistribution-free testsCombinatoricstests for multivariate independence010104 statistics & probabilitysymbols.namesakenormaalius0202 electrical engineering electronic engineering information engineeringApplied mathematics0101 mathematicsStatistique mathématiqueIndependence (probability theory)Parametric statisticsMathematicsDistribution-free testsuniform local asymptotic normalityNonparametric statistics020206 networking & telecommunicationsIndependent component analysisrank testsAsymptotically optimal algorithmsymbolsindependent component models62H1562G35Statistics Probability and UncertaintyUniform local asymptotic normality62G10
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Regression models for multivariate ordered responses via the Plackett distribution

2008

AbstractWe investigate the properties of a class of discrete multivariate distributions whose univariate marginals have ordered categories, all the bivariate marginals, like in the Plackett distribution, have log-odds ratios which do not depend on cut points and all higher-order interactions are constrained to 0. We show that this class of distributions may be interpreted as a discretized version of a multivariate continuous distribution having univariate logistic marginals. Convenient features of this class relative to the class of ordered probit models (the discretized version of the multivariate normal) are highlighted. Relevant properties of this distribution like quadratic log-linear e…

Statistics and ProbabilityNumerical AnalysisMultivariate statisticsGlobal logitsLogistic distributionUnivariateMultivariate normal distributionmultivariate ordered responseProportional oddsBivariate analysisMarginal modelsPlackett distribution.Plackett distributionUnivariate distribution62H05Statistics62J12Statistics::Methodology60E15Statistics Probability and UncertaintyMarginal distributionMultivariate ordered regressionMathematicsMultivariate stable distributionJournal of Multivariate Analysis
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Adaptive designs with correlated test statistics

2009

In clinical trials, the collected observations such as clustered data or repeated measurements are often correlated. As a consequence, test statistics in a multistage design are correlated. Adaptive designs were originally developed for independent test statistics. We present a general framework for two-stage adaptive designs with correlated test statistics. We show that the significance level for the Bauer-Köhne design is inflated for positively correlated test statistics from a bivariate normal distribution. The decision boundary for the second stage can be modified so that type one error is controlled. This general concept is expandable to other adaptive designs. In order to use these de…

Statistics and ProbabilityOptimal designClinical Trials as TopicBiometryModels StatisticalEpidemiologyCovariance matrixMultivariate normal distributionWald testGeneralized linear mixed modelExact testSample size determinationStatisticsLinear ModelsHumansMathematicsStatistical hypothesis testingStatistics in Medicine
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Frequentist and Bayesian approaches for a joint model for prostate cancer risk and longitudinal prostate-specific antigen data

2015

The paper describes the use of frequentist and Bayesian shared-parameter joint models of longitudinal measurements of prostate-specific antigen (PSA) and the risk of prostate cancer (PCa). The motivating dataset corresponds to the screening arm of the Spanish branch of the European Randomized Screening for Prostate Cancer study. The results show that PSA is highly associated with the risk of being diagnosed with PCa and that there is an age-varying effect of PSA on PCa risk. Both the frequentist and Bayesian paradigms produced very close parameter estimates and subsequent 95% confidence and credibility intervals. Dynamic estimations of disease-free probabilities obtained using Bayesian infe…

Statistics and ProbabilityPREDICTIONBayesian probabilityurologic and male genital diseasesBayesian inferenceGeneralized linear mixed modelPSAProstate cancerLATENT CLASS MODELSAnàlisi de supervivència (Biometria)Frequentist inference62N01Statisticsprostate cancer screeningSurvival analysis (Biometry)FAILUREMedicineProstate cancer riskTO-EVENT DATAbusiness.industryjoint modelsMORTALITYDISEASE PROGRESSIONmedicine.diseaselinear mixed modelsTIMEProstate-specific antigenProstate cancer screeningshared-parameter models:Matemàtiques i estadística::Estadística matemàtica [Àrees temàtiques de la UPC]62P10SURVIVALStatistics Probability and Uncertaintyrelative risk modelsFOLLOW-UPbusinessJournal of Applied Statistics
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Modeling interactions between political parties and electors

2017

In this paper we extend some recent results on an operatorial approach to the description of alliances between political parties interacting among themselves and with a basin of electors. In particular, we propose and compare three different models, deducing the dynamics of their related {\em decision functions}, i.e. the attitude of each party to form or not an alliance. In the first model the interactions between each party and their electors are considered. We show that these interactions drive the decision functions towards certain asymptotic values depending on the electors only: this is the {\em perfect party}, which behaves following the electors' suggestions. The second model is an …

Statistics and ProbabilityPhysics - Physics and SocietyDynamical systems theorySpecific timeFOS: Physical sciencesExtension (predicate logic)Physics and Society (physics.soc-ph)Condensed Matter Physics01 natural sciencesDecision making Dynamical systems Quantum models in macroscopic systems010305 fluids & plasmasPoliticsAllianceQuartic function0103 physical sciences010306 general physicsMathematical economicsSettore MAT/07 - Fisica MatematicaMathematics
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First results on applying a non-linear effect formalism to alliances between political parties and buy and sell dynamics

2016

We discuss a non linear extension of a model of alliances in politics, recently proposed by one of us. The model is constructed in terms of operators, describing the \emph{interest} of three parties to form, or not, some political alliance with the other parties. The time evolution of what we call \emph{the decision functions} is deduced by introducing a suitable hamiltonian, which describes the main effects of the interactions of the parties amongst themselves and with their \emph{environments}, {which are }generated by their electors and by people who still have no clear {idea }for which party to vote (or even if to vote). The hamiltonian contains some non-linear effects, which takes into…

Statistics and ProbabilityPhysics - Physics and SocietyFormal structureFOS: Physical sciencesPhysics and Society (physics.soc-ph)01 natural sciences010305 fluids & plasmassymbols.namesakePolitics0103 physical sciencesQuantum models in macroscopic system010306 general physicsSettore MAT/07 - Fisica MatematicaMathematical PhysicsMathematicsEconophysicsEconophysicMathematical Physics (math-ph)Condensed Matter PhysicsNonlinear systemFormalism (philosophy of mathematics)AlliancesymbolsDecision processHamiltonian (quantum mechanics)Mathematical economicsPhysica A: Statistical Mechanics and its Applications
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Non-Markovian dynamics of interacting qubit pair coupled to two independent bosonic baths

2009

The dynamics of two interacting spins coupled to separate bosonic baths is studied. An analytical solution in Born approximation for arbitrary spectral density functions of the bosonic environments is found. It is shown that in the non-Markovian cases concurrence "lives" longer or reaches greater values.

Statistics and ProbabilityPhysicsQuantum PhysicsSpinsnon-Markovian spin modelsDynamics (mechanics)FOS: Physical sciencesGeneral Physics and AstronomyMarkov processSpectral densityStatistical and Nonlinear PhysicsConcurrencesymbols.namesakeModeling and SimulationQubitQuantum mechanicssymbolsBorn approximationQuantum Physics (quant-ph)Mathematical Physics
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Global stability of protein folding from an empirical free energy function

2013

The principles governing protein folding stand as one of the biggest challenges of Biophysics. Modeling the global stability of proteins and predicting their tertiary structure are hard tasks, due in part to the variety and large number of forces involved and the difficulties to describe them with sufficient accuracy. We have developed a fast, physics-based empirical potential, intended to be used in global structure prediction methods. This model considers four main contributions: Two entropic factors, the hydrophobic effect and configurational entropy, and two terms resulting from a decomposition of close-packing interactions, namely the balance of the dispersive interactions of folded an…

Statistics and ProbabilityProtein FoldingEmpirical potential for proteinsConfiguration entropyPROTCALBioinformaticsGeneral Biochemistry Genetics and Molecular BiologyForce field (chemistry)Protein structureStatistical physicsDatabases ProteinQuantitative Biology::BiomoleculesModels StatisticalFoldXGeneral Immunology and MicrobiologyApplied MathematicsProteinsReproducibility of ResultsGeneral MedicineProtein tertiary structureProtein Structure TertiaryPrediction of protein folding stabilityModeling and SimulationLinear ModelsThermodynamicsProtein foldingGeneral Agricultural and Biological SciencesStatistical potentialAlgorithmsSoftwareTest dataJournal of Theoretical Biology
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On critical properties of the Berry curvature in the Kitaev honeycomb model

2019

We analyse the Kitaev honeycomb model, by means of the Berry curvature with respect to Hamiltonian parameters. We concentrate on the ground-state vortex-free sector, which allows us to exploit an appropriate Fermionisation technique. The parameter space includes a time-reversal breaking term which provides an analytical headway to study the curvature in phases in which it would otherwise vanish. The curvature is then analysed in the limit in which the time-reversal-symmetry-breaking perturbation vanishes. This provides remarkable information about the topological phase transitions of the model. The Berry curvature in itself exhibits no singularities at criticality, nevertheless it distingui…

Statistics and ProbabilityQuantum phase transitionPhysicsCondensed matter physicsHoneycomb (geometry)Statistical and Nonlinear PhysicsBerry connection and curvatureStatistics Probability and UncertaintyTopological phases of Matter geometric phase phase transition anyons and fractional statistical models quantum phase transitionsJournal of Statistical Mechanics: Theory and Experiment
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On statistical inference for the random set generated Cox process with set-marking.

2007

Cox point process is a process class for hierarchical modelling of systems of non-interacting points in ℝd under environmental heterogeneity which is modelled through a random intensity function. In this work a class of Cox processes is suggested where the random intensity is generated by a random closed set. Such heterogeneity appears for example in forestry where silvicultural treatments like harvesting and site-preparation create geometrical patterns for tree density variation in two different phases. In this paper the second order property, important both in data analysis and in the context of spatial sampling, is derived. The usefulness of the random set generated Cox process is highly…

Statistics and ProbabilityRandom graphRandom fieldMultivariate random variableRandom functionRandom elementGeneral MedicineModels BiologicalPoint processTreesCox processRandom variateStatisticsComputer SimulationStatistics Probability and UncertaintyAlgorithmMathematicsProportional Hazards ModelsBiometrical journal. Biometrische Zeitschrift
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