Search results for " Uncertainty"
showing 10 items of 777 documents
Noise driven translocation of short polymers in crowded solutions
2008
In this work we study the noise induced effects on the dynamics of short polymers crossing a potential barrier, in the presence of a metastable state. An improved version of the Rouse model for a flexible polymer has been adopted to mimic the molecular dynamics by taking into account both the interactions between adjacent monomers and introducing a Lennard-Jones potential between all beads. A bending recoil torque has also been included in our model. The polymer dynamics is simulated in a two-dimensional domain by numerically solving the Langevin equations of motion with a Gaussian uncorrelated noise. We find a nonmonotonic behaviour of the mean first passage time and the most probable tran…
Nonstationary distributions and relaxation times in a stochastic model of memristor
2020
We propose a stochastic model for a memristive system by generalizing known approaches and experimental results. We validate our theoretical model by experiments carried out on a memristive device based on multilayer structure. In the framework of the proposed model we obtain the exact analytic expressions for stationary and nonstationary solutions. We analyze the equilibrium and non-equilibrium steady-state distributions of the internal state variable of the memristive system and study the influence of fluctuations on the resistive switching, including the relaxation time to the steady-state. The relaxation time shows a nonmonotonic dependence, with a minimum, on the intensity of the fluct…
The problem of analytical calculation of barrier crossing characteristics for Levy flights
2008
By using the backward fractional Fokker-Planck equation we investigate the barrier crossing event in the presence of Levy noise. After shortly review recent results obtained with different approaches on the time characteristics of the barrier crossing, we derive a general differential equation useful to calculate the nonlinear relaxation time. We obtain analytically the nonlinear relaxation time for free Levy flights and a closed expression in quadrature of the same characteristics for cubic potential.
Varying-time random effects models for longitudinal data: unmixing and temporal interpolation of remote-sensing data
2008
Remote sensing is a helpful tool for crop monitoring or vegetation-growth estimation at a country or regional scale. However, satellite images generally have to cope with a compromise between the time frequency of observations and their resolution (i.e. pixel size). When concerned with high temporal resolution, we have to work with information on the basis of kilometric pixels, named mixed pixels, that represent aggregated responses of multiple land cover. Disaggreggation or unmixing is then necessary to downscale from the square kilometer to the local dynamic of each theme (crop, wood, meadows, etc.). Assuming the land use is known, that is to say the proportion of each theme within each m…
Efficient Simulation of Multivariate Binomial and Poisson Distributions
1998
Power investigations, for example, in statistical procedures for the assessment of agreement among multiple raters often require the simultaneous simulation of several dependent binomial or Poisson distributions to appropriately model the stochastical dependencies between the raters' results. Regarding the rather large dimensions of the random vectors to be generated and the even larger number of interactions to be introduced into the simulation scenarios to determine all necessary information on their distributions' dependence stucture, one needs efficient and fast algorithms for the simulation of multivariate Poisson and binomial distributions. Therefore two equivalent models for the mult…
Functional Principal Component Analysis for the explorative analysis of multisite-multivariate air pollution time series with long gaps
2013
The knowledge of the urban air quality represents the first step to face air pollution issues. For the last decades many cities can rely on a network of monitoring stations recording concentration values for the main pollutants. This paper focuses on functional principal component analysis (FPCA) to investigate multiple pollutant datasets measured over time at multiple sites within a given urban area. Our purpose is to extend what has been proposed in the literature to data that are multisite and multivariate at the same time. The approach results to be effective to highlight some relevant statistical features of the time series, giving the opportunity to identify significant pollutants and…
Exploring regression structure with graphics
1993
We investigate the extent to which it may be possible to carry out a regression analysis using graphics alone, an idea that we refer to asgraphical regression. The limitations of this idea are explored. It is shown that graphical regression is theoretically possible with essentially no constraints on the conditional distribution of the response given the predictors, but with some conditions on marginal distribution of the predictors. Dimension reduction subspaces and added variable plots play a central role in the development. The possibility of useful methodology is explored through two examples.
Linear and ellipsoidal restrictions in linear regression
1991
The problem of combining linear and ellipsoidal restrictions in linear regression is investigated. Necessary and sufficient conditions for compactness of the restriction set are proved assuring the existence of a minimax estimator. When the restriction set is not compact a minimax estimator may still exist for special loss functions arid regression designs
Affine equivariant multivariate rank methods
2003
The classical multivariate statistical methods (MANOVA, principal component analysis, multivariate multiple regression, canonical correlation, factor analysis, etc.) assume that the data come from a multivariate normal distribution and the derivations are based on the sample covariance matrix. The conventional sample covariance matrix and consequently the standard multivariate techniques based on it are, however, highly sensitive to outlying observations. In the paper a new, more robust and highly efficient, approach based on an affine equivariant rank covariance matrix is proposed and outlined. Affine equivariant multivariate rank concept is based on the multivariate Oja (Statist. Probab. …
Produits aléatoires d'opérateurs matrices de transfert
1988
Nous etudions le comportement asymptotique de produits aleatoires d'operateurs de Ruelle-Perron-Frobenius. Nous etendons le travail de Ruelle obtenu dans le cas homogene, au cas aleatoire.