Search results for " Probability distribution"

A principled approach to network-based classification and data representation

2013

Measures of similarity are fundamental in pattern recognition and data mining. Typically the Euclidean metric is used in this context, weighting all variables equally and therefore assuming equal relevance, which is very rare in real applications. In contrast, given an estimate of a conditional density function, the Fisher information calculated in primary data space implicitly measures the relevance of variables in a principled way by reference to auxiliary data such as class labels. This paper proposes a framework that uses a distance metric based on Fisher information to construct similarity networks that achieve a more informative and principled representation of data. The framework ena…

Assessment of qualitative judgements for conditional events in expert systems

1991

Bayesian Hierarchical Models for Random Routes in Finite Populations

1996

In many practical situations involving sampling from finite populations, it is not possible (or it is prohibitely expensive) to access, or to even produce, a listing of all of the units in the population. In these situations, inferences can not be based on random samples from the population. Random routes are widely used procedures to collect data in absence of well defined sampling frames, and they usually have either been improperly analyzed as random samples, or entirely ignored as useless. We present here a Bayesian analysis of random routes that incorporates the information provided but carefully takes into account the non- randomness in the selection of the units.

Inherent information in the prices of options

2018

Esta tesis tiene como objetivo analizar el contenido informacional de los precios observados de las opciones. En este caso particular, teniendo diferentes opciones sobre el mismo subyacente y con la misma fecha de vencimiento, podemos obtener información sobre la función de densidad neutral al riesgo (RND). Éstas son las densidades con las que los agentes valoran los activos derivados, y en definitiva cómo ponen precio a unidades de consumo en diferentes estados de la naturaleza futuros. Esta información implícita en el precio de las opciones es considerada información forward-looking (con miras al futuro). Esta tesis consta de tres capítulos enfocados a analizar diferentes aspectos de los …

All-Possible-Couplings Approach to Measuring Probabilistic Context.

2013

From behavioral sciences to biology to quantum mechanics, one encounters situations where (i) a system outputs several random variables in response to several inputs, (ii) for each of these responses only some of the inputs may "directly" influence them, but (iii) other inputs provide a "context" for this response by influencing its probabilistic relations to other responses. These contextual influences are very different, say, in classical kinetic theory and in the entanglement paradigm of quantum mechanics, which are traditionally interpreted as representing different forms of physical determinism. One can mathematically construct systems with other types of contextuality, whether or not …

Modeling the probability distribution of peak discharge for infiltrating hillslopes

2017

Hillslope response plays a fundamental role in the prediction of peak discharge at the basin outlet. The peak discharge for the critical duration of rainfall and its probability distribution are needed for designing urban infrastructure facilities. This study derives the probability distribution, denoted as GABS model, by coupling three models: (1) the Green-Ampt model for computing infiltration, (2) the kinematic wave model for computing discharge hydrograph from the hillslope, and (3) the intensity-duration-frequency (IDF) model for computing design rainfall intensity. The Hortonian mechanism for runoff generation is employed for computing the surface runoff hydrograph. Since the antecede…

Explaining local governments' cost efficiency: Controllable and uncontrollable factors

2020

Abstract Efficient and effective management of public resources is essential at all levels of government. This issue has gained momentum due to the strains that affected public sector finances after the onset of the 2007/08 crisis in many countries, particularly in Europe. In this article, we evaluate the influence of environmental variables that affect local government efficiency in one European country, Spain, during the crisis years (2009–2015). To this end, and considering the possible influence of both controllable and uncontrollable factors, we use an approach that is able to analyse their impact across the conditional distribution of performance, and which controls for the (likely) e…

Trend of inter-arrival times of rainfall events for Italian Sub-Alpine and Mediterranean areas

2011

The Joint Distribution Criterion and the Distance Tests for Selective Probabilistic Causality

2010

A general definition and a criterion (a necessary and sufficient condition) are formulated for an arbitrary set of external factors to selectively influence a corresponding set of random entities (generalized random variables, with values in arbitrary observation spaces), jointly distributed at every treatment (a set of factor values containing precisely one value of each factor). The random entities are selectively influenced by the corresponding factors if and only if the following condition, called the joint distribution criterion, is satisfied : there is a jointly distributed set of random entities, one entity for every value of every factor, such that every subset of this set that corr…

Context–content systems of random variables : The Contextuality-by-Default theory

2016

Abstract This paper provides a systematic yet accessible presentation of the Contextuality-by-Default theory. The consideration is confined to finite systems of categorical random variables, which allows us to focus on the basics of the theory without using full-scale measure-theoretic language. Contextuality-by-Default is a theory of random variables identified by their contents and their contexts, so that two variables have a joint distribution if and only if they share a context. Intuitively, the content of a random variable is the entity the random variable measures or responds to, while the context is formed by the conditions under which these measurements or responses are obtained. A …