Search results for " Probability"
showing 10 items of 2176 documents
Probabilities of large values for sums of i.i.d. non-negative random variables with regular tail of index $-1$
2021
Let $\xi_1, \xi_2, \dots$ be i.i.d. non-negative random variables whose tail varies regularly with index $-1$, let $S_n$ be the sum and $M_n$ the largest of the first $n$ values. We clarify for which sequences $x_n\to\infty$ we have $\mathbb P(S_n \ge x_n) \sim \mathbb P(M_n \ge x_n)$ as $n\to\infty$. Outside this regime, the typical size of $S_n$ conditioned on exceeding $x_n$ is not completely determined by the largest summand and we provide an appropriate correction term which involves the integrated tail of $\xi_1$.
Almost sure central limit theorems for random ratios and applications to lse for fractional ornstein–uhlenbeck processes
2012
We investigate an almost sure limit theorem (ASCLT) for sequences of random variables having the form of a ratio of two terms such that the numerator satisfies the ASCLT and the denominator is a positive term which converges almost surely to 1. This result leads to the ASCLT for least square estimators for Ornstein-Uhlenbeck process driven by fractional Brownian motion.
Simulated Annealing in Bayesian Decision Theory
1992
Since the seminal paper by Kirkpatrick, Gelatt and Vechhi (1983), a number of papers in the scientific literature refer to simulated annealing as a powerful random optimization method which promises to deliver, within reasonable computing times, optimal or nearly optimal solutions to complex decision problems hitherto forbidding. The algorithm, which uses the physical process of annealing as a metaphor, is special in that, at each iteration, one may move with positive probability to solutions with higher values of the function to minimize, rather than directly jumping to the point with the smallest value within the neighborhood, thus drastically reducing the chances of getting trapped in lo…
Bayesian calibration of the nitrous oxide emission module of an agro-ecosystem model
2008
1. NitroEurope Open Science Conference on Reactive Nitrogen and the European Greenhouse Gas Balance ; Ghent (Belgique) - (2008-02-20 - 2008-02-21) / Conférence; Nitrous oxide (N2O) is the main biogenic greenhouse gas contributing to the global warming potential (GWP) of agro-ecosystems. Evaluating the impact of agriculture on climate therefore requires a capacity to predict N2O emissions in relation to environmental conditions and crop management. Biophysical models simulating the dynamics of carbon and nitrogen in agro-ecosystems have a unique potential to explore these relationships, but are fraught with high uncertainties in their parameters due to their variations over time and space. H…
Ranking of Brain Tumour Classifiers Using a Bayesian Approach
2009
This study presents a ranking for classifers using a Bayesian perspective. This ranking framework is able to evaluate the performance of the models to be compared when they are inferred from different sets of data. It also takes into account the performance obtained on samples not used during the training of the classifiers. Besides, this ranking assigns a prior to each model based on a measure of similarity of the training data to a test case. An evaluation consisting of ranking brain tumour classifiers is presented. These multilayer perceptron classifiers are trained with 1H magnetic resonance spectroscopy (MRS) signals following a multiproject multicenter evaluation approach. We demonstr…
La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un'analisi multilevel
2017
The immediate survival of the Italian start-up businesses in healthcare industry: a multilevel analysis Objectives: The purpose of this contribution is to provide novel evidence about the main determinants of the short-run survival of pharmaceutical and medical device manufacturing start-up firms in Italy. In order to assess both the firm-specific determinants and the observed and unobserved regional and contextual characteristics, we model the three-year firm survival probability by means of a multilevel logistic framework. Methods and Results: The empirical analysis focuses on an internationally comparable database of the population of firms built up and managed by the Italian National In…
Search strategies for ensemble feature selection in medical diagnostics
2003
The goal of this paper is to propose, evaluate, and compare four search strategies for ensemble feature selection, and to consider their application to medical diagnostics, with a focus on the problem of the classification of acute abdominal pain. Ensembles of learnt models constitute one of the main current directions in machine learning and data mining. Ensembles allow us to get higher accuracy, sensitivity, and specificity, which are often not achievable with single models. One technique, which proved to be effective for ensemble construction, is feature selection. Lately, several strategies for ensemble feature selection were proposed, including random subspacing, hill-climbing-based se…
Managing hepatitis C in liver transplant patients with recurrent infection
2009
Tim Zimmermann1, Gerd Otto2, Marcus Schuchmann11Department of Internal Medicine, 2Transplantation Surgery, University of Mainz, GermanyAbstract: Hepatitis C virus (HCV) reinfection after liver transplantation (LT) and recurrent hepatitis C often lead to recurrent cirrhosis (RC). RC is one of the most frequent complications resulting in organ failure and early death after LT in HCV-positive patients with reported 5-year rates from 20% to 40%. As HCV-cirrhosis is one of the leading indications for LT, the therapeutic management is a central issue. To date, the best available therapy is a combination of pegylated interferon + ribavirin in patients with established recurrent hepatitis C proven …
A Bayesian Approach for Timing the Neolithization in Mediterranean Iberia
2017
AbstractIn this paper, we compile recent14C dates related to the Neolithic transition in Mediterranean Iberia and present a Bayesian chronological approach for testing thedual model, a mixed model proposed to explain the spread of farming and husbandry processes in eastern Iberia. The dual model postulates the coexistence of agricultural pioneers and indigenous Mesolithic foraging groups in the Middle Holocene. We test this general model with more regional models of four geographical areas (Northeast, Upper, and Middle Ebro Valley, and Eastern and South/Southeastern regions) and present a filtered summed probability of all14C dates known in the region in order to compare socioecological dyn…
Probabilistic characterization of nonlinear systems under Poisson white noise via complex fractional moments
2014
In this paper, the probabilistic characterization of a nonlinear system enforced by Poissonian white noise in terms of complex fractional moments (CFMs) is presented. The main advantage in using such quantities, instead of the integer moments, relies on the fact that, through the CFMs the probability density function (PDF) is restituted in the whole domain. In fact, the inverse Mellin transform returns the PDF by performing integration along the imaginary axis of the Mellin transform, while the real part remains fixed. This ensures that the PDF is restituted in the whole range with exception of the value in zero, in which singularities appear. It is shown that using Mellin transform theorem…