Search results for " Statistical"
showing 10 items of 1649 documents
Ancestral processes in population genetics-the coalescent.
2000
A special stochastic process, called the coalescent, is of fundamental interest in population genetics. For a large class of population models this process is the appropriate tool to analyse the ancestral structure of a sample of n individuals or genes, if the total number of individuals in the population is sufficiently large. A corresponding convergence theorem was first proved by Kingman in 1982 for the Wright-Fisher model and the Moran model. Generalizations to a large class of exchangeable population models and to models with overlying mutation processes followed shortly later. One speaks of the "robustness of the coalescent, as this process appears in many models as the total populati…
Estimating regression models with unknown break-points.
2003
This paper deals with fitting piecewise terms in regression models where one or more break-points are true parameters of the model. For estimation, a simple linearization technique is called for, taking advantage of the linear formulation of the problem. As a result, the method is suitable for any regression model with linear predictor and so current software can be used; threshold modelling as function of explanatory variables is also allowed. Differences between the other procedures available are shown and relative merits discussed. Simulations and two examples are presented to illustrate the method.
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…
Discord of response
2014
The presence of quantum correlations in a quantum state is related to the state response to local unitary perturbations. Such response is quantified by the distance between the unperturbed and perturbed states, minimized with respect to suitably identified sets of local unitary operations. In order to be a bona fide measure of quantum correlations, the distance function must be chosen among those that are contractive under completely positive and trace preserving maps. The most relevant instances of such physically well behaved metrics include the trace, the Bures, and the Hellinger distance. To each of these metrics one can associate the corresponding discord of response, namely the trace,…
The adaptive nature of liquidity taking in limit order books
2014
In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function. Since orders impact prices, reconciling the persistence of the order flow with market efficiency is a subtle issue. A possible solution is provided by asymmetric liquidity, which states that the impact of a buy or sell order is inversely related to the probability of its occurrence. We empirically find that when the order flow predictability increases in one direction, the liquidity in the opposite side decreases, but the probability that a trade moves the price decreases significantly. While the…
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…
n-cluster models in a transverse magnetic field
2017
In this paper we analize a family of one dimensional fully analytically solvable models, named the n-cluster models in a transverse magnetic field, in which a many-body cluster interaction competes with a uniform transverse magnetic field. These models, independently by the cluster size n + 2, exibit a quantum phase transition, that separates a paramagnetic phase from a cluster one, that corresponds to a nematic ordered phase or a symmetry-protected topological ordered phase for even or odd n respectively. Due to the symmetries of the spin correlation functions, we prove that these models have no genuine n+2-partite entanglement. On the contrary, a non vanishing concurrence arises between s…
Powerful short-cuts for multiple testing procedures with special reference to gatekeeping strategies.
2007
In this paper we present a general testing principle for a class of multiple testing problems based on weighted hypotheses. Under moderate conditions, this principle leads to powerful consonant multiple testing procedures. Furthermore, short-cut versions can be derived, which simplify substantially the implementation and interpretation of the related test procedures. It is shown that many well-known multiple test procedures turn out to be special cases of this general principle. Important examples include gatekeeping procedures, which are often applied in clinical trials when primary and secondary objectives are investigated, and multiple test procedures based on hypotheses which are comple…
Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector
2004
In this study, we analyze the aerospace stocks prices in order to characterize the sector behavior. The data analyzed cover the period from January 1987 to April 1999. We present a new index for the aerospace sector and we investigate the statistical characteristics of this index. Our results show that this index is well described by Tsallis distribution. We explore this result and modify the standard Value-at-Risk (VaR), financial risk assessment methodology in order to reflect an asset which obeys Tsallis non-extensive statistics.
Inferential tools in penalized logistic regression for small and sparse data: A comparative study.
2016
This paper focuses on inferential tools in the logistic regression model fitted by the Firth penalized likelihood. In this context, the Likelihood Ratio statistic is often reported to be the preferred choice as compared to the ‘traditional’ Wald statistic. In this work, we consider and discuss a wider range of test statistics, including the robust Wald, the Score, and the recently proposed Gradient statistic. We compare all these asymptotically equivalent statistics in terms of interval estimation and hypothesis testing via simulation experiments and analyses of two real datasets. We find out that the Likelihood Ratio statistic does not appear the best inferential device in the Firth penal…