Search results for " Statistical"
showing 10 items of 1649 documents
Assessing covariate imbalance in meta-analysis studies.
2010
The main goal of meta-analysis is to combine data across studies or data sets to obtain summary estimates. In this paper, the novelty is to propose a statistical tool to assess a possible covariate imbalance in baseline variables to investigate similarity of trials. We conducted the detection of the covariate imbalance, first, through some graphical comparison of the empirical cumulative distribution functions or ECDFs, which are built by putting together arms or trials according to some risk factor, and second, through some non-parametric tests such as the Kolmogorov–Smirnov and the Anderson–Darling tests. To overcome the huge presence of ties, we conducted the statistical tests on perturbe…
Stochastic model for the epitaxial growth of two-dimensional islands in the submonolayer regime
2016
The diffusion-based growth of islands composed of clusters of metal atoms on a substrate is considered in the aggregation regime. A stochastic approach is proposed to describe the dynamics of island growth based on a Langevin equation with multiplicative noise. The distribution of island sizes, obtained as a solution of the corresponding Fokker-Planck equation, is derived. The time-dependence of island growth on its fractal dimension is analysed. The effect of mobility of the small islands on the growth of large islands is considered. Numerical simulations are in a good agreement with theoretical results.
Relaxation of Electron Spin during High-Field Transport in GaAs Bulk
2011
A semiclassical Monte Carlo approach is adopted to study the multivalley spin depolarization of drifting electrons in a doped n-type GaAs bulk semiconductor, in a wide range of lattice temperature ($40<T_L<300$ K) and doping density ($10^{13}<n<10^{16}$cm$^{-3}$). The decay of the initial non-equilibrium spin polarization of the conduction electrons is investigated as a function of the amplitude of the driving static electric field, ranging between 0.1 and 6 kV/cm, by considering the spin dynamics of electrons in both the $\Gamma$ and the upper valleys of the semiconductor. Doping density considerably affects spin relaxation at low temperature and weak intensity of the driving electric fiel…
Multivariate GARCH estimation via a Bregman-proximal trust-region method
2011
The estimation of multivariate GARCH time series models is a difficult task mainly due to the significant overparameterization exhibited by the problem and usually referred to as the "curse of dimensionality". For example, in the case of the VEC family, the number of parameters involved in the model grows as a polynomial of order four on the dimensionality of the problem. Moreover, these parameters are subjected to convoluted nonlinear constraints necessary to ensure, for instance, the existence of stationary solutions and the positive semidefinite character of the conditional covariance matrices used in the model design. So far, this problem has been addressed in the literature only in low…
Calibration of optimal execution of financial transactions in the presence of transient market impact
2012
Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution strategy strongly depends on a careful modeling of market impact, i.e. how the price reacts to trades. In this paper we consider a recently introduced market impact model (Bouchaud et al., 2004), which has the property of describing both the volume and the temporal dependence of price change due to trading. We show how this model can be used to describe price impact also in aggregated trade time or in real time. We then solve analytically and calibrate wit…
Fractional calculus approach to the statistical characterization of random variables and vectors
2009
Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has inverse power-law tails and, consequently, it lacks integer order moments. In this paper, starting from the Mellin transform of the characteristic function and by fractional calculus method we present a new perspective on the statistics of random variables. Introducing the class of complex moments, that include both integer and fractional moments, we show that every random variable can be represented within this approach, even if its integer moments diverge. A…
Assessment of the probabilities for evolutionary structural changes in protein folds.
2007
Abstract Motivation: The evolution of protein sequences can be described by a stepwise process, where each step involves changes of a few amino acids. In a similar manner, the evolution of protein folds can be at least partially described by an analogous process, where each step involves comparatively simple changes affecting few secondary structure elements. A number of such evolution steps, justified by biologically confirmed examples, have previously been proposed by other researchers. However, unlike the situation with sequences, as far as we know there have been no attempts to estimate the comparative probabilities for different kinds of such structural changes. Results: We have tried …
Estimating completeness in cancer registries--comparing capture-recapture methods in a simulation study.
2008
Completeness of registration is one of the quality indicators usually reported by cancer registries. This allows researchers to assess how useful and representative the data is. Several methods have been suggested to estimate completeness. In this paper a multi-state model for the process of cancer diagnosis and treatment is presented. In principle, every contact with a doctor during diagnosis, treatment, and aftercare can give rise to a cancer registry notification with a certain probability. Therefore the states included in the model are "incident tumour" and "death" but also contacts with doctors such as consultation of a general practitioner or specialised doctor, diagnostic procedures,…
Comparison between splines and fractional polynomials for multivariable model building with continuous covariates: a simulation study with continuous…
2012
In observational studies, many continuous or categorical covariates may be related to an outcome. Various spline-based procedures or the multivariable fractional polynomial (MFP) procedure can be used to identify important variables and functional forms for continuous covariates. This is the main aim of an explanatory model, as opposed to a model only for prediction. The type of analysis often guides the complexity of the final model. Spline-based procedures and MFP have tuning parameters for choosing the required complexity. To compare model selection approaches, we perform a simulation study in the linear regression context based on a data structure intended to reflect realistic biomedica…
Tests for Differentiation in Gene Expression Using a Data-Driven Order or Weights for Hypotheses
2005
In the analysis of gene expression by microarrays there are usually few subjects, but high-dimensional data. By means of techniques, such as the theory of spherical tests or with suitable permutation tests, it is possible to sort the endpoints or to give weights to them according to specific criteria determined by the data while controlling the multiple type I error rate. The procedures developed so far are based on a sequential analysis of weighted p-values (corresponding to the endpoints), including the most extreme situation of weighting leading to a complete order of p-values. When the data for the endpoints have approximately equal variances, these procedures show good power properties…