Search results for " Simulation"
showing 10 items of 4034 documents
Wronskian and Casorati determinant representations for Darboux–Pöschl–Teller potentials and their difference extensions
2009
We consider some special reductions of generic Darboux?Crum dressing formulae and of their difference versions. As a matter of fact, we obtain some new formulae for Darboux?P?schl?Teller (DPT) potentials by means of Wronskian determinants. For their difference deformations (called DDPT-I and DDPT-II potentials) and the related eigenfunctions, we obtain new formulae described by the ratios of Casorati determinants given by the functional difference generalization of the Darboux?Crum dressing formula.
Estimating person parameters via item response model and simple sum score in small samples with few polytomous items: A simulation study
2018
Background The Item Response Theory (IRT) is becoming increasingly popular for item analysis. Theoretical considerations and simulation studies suggest that parameter estimates will become precise only by utilizing many items in large samples. Method A simulation study focusing on a single scale was performed on data with (a) n = 40, 60, 80, 120, 200, 300, 500, and 900 cases utilizing (b) 4, 8, 16, or 32 items. The items were (c) symmetrically distributed vs. skew (skewness 0, 1, and 2). Item loadings were (d) homogeneous vs. heterogeneous. Item loadings were (e) low vs. high. Half of the items had (f) a correlated error or not. The number of answering categories (g) was four vs. five. A to…
A Bayesian Sequential Look at u-Control Charts
2005
We extend the usual implementation of u-control charts (uCCs) in two ways. First, we overcome the restrictive (and often inadequate) assumptions of the Poisson model; next, we eliminate the need for the questionable base period by using a sequential procedure. We use empirical Bayes(EB) and Bayes methods and compare them with the traditional frequentist implementation. EB methods are somewhat easy to implement, and they deal nicely with extra-Poisson variability (and, at the same time, informally check the adequacy of the Poisson assumption). However, they still need the base period. The sequential, full Bayes approach, on the other hand, also avoids this drawback of traditional u-charts. T…
Using mathematical morphology for unsupervised classification of functional data
2011
This paper is concerned with the unsupervised classification of functional data by using mathematical morphology. Different morphological operators are used to extract relevant structures of the functions (considered as sets through their subgraph representations). These operators can be considered as preprocessing tools whose outputs are also functional data. We explore some dissimilarity measures and clustering methods for the classification of the transformed data. Our approach is illustrated through a detailed analysis of two data sets. These techniques, which have mainly been used in image processing, provide a flexible and robust toolbox for improving the results in unsupervised funct…
Weighted bounded mean oscillation applied to backward stochastic differential equations
2015
Abstract We deduce conditional L p -estimates for the variation of a solution of a BSDE. Both quadratic and sub-quadratic types of BSDEs are considered, and using the theory of weighted bounded mean oscillation we deduce new tail estimates for the solution ( Y , Z ) on subintervals of [ 0 , T ] . Some new results for the decoupling technique introduced in Geiss and Ylinen (2019) are obtained as well and some applications of the tail estimates are given.
Block Based Deconvolution Algorithm Using Spline Wavelet Packets
2010
This paper presents robust algorithms to deconvolve discrete noised signals and images. The idea behind the algorithms is to solve the convolution equation separately in different frequency bands. This is achieved by using spline wavelet packets. The solutions are derived as linear combinations of the wavelet packets that minimize some parameterized quadratic functionals. Parameters choice, which is performed automatically, determines the trade-off between the solution regularity and the initial data approximation. This technique, which id called Spline Harmonic Analysis, provides a unified computational scheme for the design of orthonormal spline wavelet packets, fast implementation of the…
Weather Derivatives and Stochastic Modelling of Temperature
2011
We propose a continuous-time autoregressive model for the temperature dynamics with volatility being the product of a seasonal function and a stochastic process. We use the Barndorff-Nielsen and Shephard model for the stochastic volatility. The proposed temperature dynamics is flexible enough to model temperature data accurately, and at the same time being analytically tractable. Futures prices for commonly traded contracts at the Chicago Mercantile Exchange on indices like cooling- and heating-degree days and cumulative average temperatures are computed, as well as option prices on them.
Expert-based versus citation-based ranking of scholarly and scientific publication channels
2016
Abstract The Finnish publication channel quality ranking system was established in 2010. The system is expert-based, where separate panels decide and update the rankings of a set of publications channels allocated to them. The aggregated rankings have a notable role in the allocation of public resources into universities. The purpose of this article is to analyze this national ranking system. The analysis is mainly based on two publicly available databases containing the publication source information and the actual national publication activity information. Using citation-based indicators and other available information with association rule mining, decision trees, and confusion matrices, …
Isotropic stochastic flow of homeomorphisms on Rd associated with the critical Sobolev exponent
2008
Abstract We consider the critical Sobolev isotropic Brownian flow in R d ( d ≥ 2 ) . On the basis of the work of LeJan and Raimond [Y. LeJan, O. Raimond, Integration of Brownian vector fields, Ann. Probab. 30 (2002) 826–873], we prove that the corresponding flow is a flow of homeomorphisms. As an application, we construct an explicit solution, which is also unique in a certain space, to the stochastic transport equation when the associated Gaussian vector fields are divergence free.
A Log-Rank Test for Equivalence of Two Survivor Functions
1993
We consider a hypothesis testing problem in which the alternative states that the vertical distance between the underlying survivor functions nowhere exceeds some prespecified bound delta0. Under the assumption of proportional hazards, this hypothesis is shown to be (logically) equivalent to the statement [beta[log(1 + epsilon), where beta denotes the regression coefficient associated with the treatment group indicator, and epsilon is a simple strictly increasing function of delta. The testing procedure proposed consists of carrying out in terms of beta (i.e., the standard Cox likelihood estimator of beta) the uniformly most powerful level alpha test for a suitable interval hypothesis about…