Search results for " divergence"

showing 10 items of 131 documents

Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric

2014

Modeling financial time series at different time scales is still an open challenge. The choice of a suitable indicator quantifying the distance between the model and the data is therefore of fundamental importance for selecting models. In this paper, we propose a multiscale model selection method based on the Jensen–Shannon distance in order to select the model that is able to better reproduce the distribution of price changes at different time scales. Specifically, we consider the problem of modeling the ultra high frequency dynamics of an asset with a large tick-to-price ratio. We study the price process at different time scales and compute the Jensen–Shannon distance between the original…

Return distributionFinancemodel selectionComputer sciencebusiness.industryEntropy High frequency data Financial markets Market microstructureModel selectionGeneral Physics and AstronomyRanginglcsh:Astrophysicsmultiscale analysimultiscale analysisJensen–Shannon divergencelcsh:QC1-999Markov-switching modelinglcsh:QB460-466EconometricsJensen–Shannon divergencelcsh:Qbusinesslcsh:ScienceStock (geology)high frequency financial datalcsh:PhysicsEntropy
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Pleistocene allopatric differentiation followed by recent range expansion explains the distribution and molecular diversity of two congeneric crustac…

2021

AbstractPleistocene glaciations had a tremendous impact on the biota across the Palaearctic, resulting in strong phylogeographic signals of range contraction and rapid postglacial recolonization of the deglaciated areas. Here, we explore the diversity patterns and history of two sibling species of passively dispersing taxa typical of temporary ponds, fairy shrimps (Anostraca). We combine mitochondrial (COI) and nuclear (ITS2 and 18S) markers to conduct a range-wide phylogeographic study including 56 populations of Branchinecta ferox and Branchinecta orientalis in the Palaearctic. Specifically, we investigate whether their largely overlapping ranges in Europe resulted from allopatric differe…

SCALE DISPERSALPleistoceneRange (biology)LARGE BRANCHIOPODS CRUSTACEASciencePopulation DynamicsSettore BIO/05 - ZoologiaAllopatric speciationGENETIC CONSEQUENCESDNA MitochondrialArticleEvolution MolecularANOSTRACAN FAUNAAnimalsGlacial periodPondsEcosystemPhylogenyFAIRY SHRIMPStochastic ProcessesBranchiopodaScience & TechnologyMultidisciplinaryModels GeneticbiologyEcologyGenetic DriftQRGenetic VariationBranchinectaBiodiversityBAYESIAN PHYLOGENETIC INFERENCEFRESH-WATER INVERTEBRATESbiology.organism_classificationBRINE SHRIMPSPhylogeneticsMultidisciplinary SciencesGenetic divergencePhylogeographyPhylogeographyHaplotypesBiogeographyScience & Technology - Other TopicsMEDITERRANEAN BASINPASSIVE DISPERSALBiological dispersalMedicineAnostracaScientific Reports
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Adaptation to Low Salinity Promotes Genomic Divergence in Atlantic Cod (Gadus morhua L.).

2015

How genomic selection enables species to adapt to divergent environments is a fundamental question in ecology and evolution. We investigated the genomic signatures of local adaptation in Atlantic cod (Gadus morhua L.) along a natural salinity gradient, ranging from 35‰ in the North Sea to 7‰ within the Baltic Sea. By utilizing a 12 K SNPchip, we simultaneously assessed neutral and adaptive genetic divergence across the Atlantic cod genome. Combining outlier analyses with a landscape genomic approach, we identified a set of directionally selected loci that are strongly correlated with habitat differences in salinity, oxygen, and temperature. Our results show that discrete regions within the …

SalinityGenomeBaltic Seapopulation genomicsgenomic adaptationGenomicsAdaptation PhysiologicalPolymorphism Single NucleotideLinkage DisequilibriumGadus morhuaGenesspeciationAtlantic codAnimalsSelection Geneticecological divergenceResearch ArticleSNPsGenome biology and evolution
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Analysis of a parabolic cross-diffusion population model without self-diffusion

2006

Abstract The global existence of non-negative weak solutions to a strongly coupled parabolic system arising in population dynamics is shown. The cross-diffusion terms are allowed to be arbitrarily large, whereas the self-diffusion terms are assumed to disappear. The last assumption complicates the analysis since these terms usually provide H 1 estimates of the solutions. The existence proof is based on a positivity-preserving backward Euler–Galerkin approximation, discrete entropy estimates, and L 1 weak compactness arguments. Furthermore, employing the entropy–entropy production method, we show for special stationary solutions that the transient solution converges exponentially fast to its…

Self-diffusioneducation.field_of_studyKullback–Leibler divergenceRelative entropyStrong cross-diffusionApplied MathematicsMathematical analysisPopulationLong-time behavior of solutionsWeak competitionArbitrarily largeCompact spaceExponential growthPopulation modelEntropy (information theory)Global-in-time existence of weak solutionseducationPopulation equationsAnalysisMathematicsJournal of Differential Equations
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Evolution and functional differentiation of recently diverged phytochelatin synthase genes from Arundo donax L.

2019

Plant phytochelatin synthases undergo evolutionarily rapid functional differentiation after duplication, allowing fast and precise adjustment of metal detoxification capacity by modulation of both transcription and enzymatic activity.

Settore BIO/01 - BOTANICA GENERALE0106 biological sciences0301 basic medicineGene duplicationPhysiologyArabidopsisSaccharomyces cerevisiaePlant SciencePoaceae01 natural sciencesGenomeDivergenceEvolution Molecular03 medical and health sciencesGene Expression Regulation Plantcadmium; divergence; gene duplication; giant reed; phytochelatin synthase; phytochelatins; subfunctionalizationSubfunctionalizationPhytochelatinsArabidopsis thalianaAmino Acid SequenceGenePhylogenyPlant ProteinsGeneticsNatural selectionGiant reedbiologyArundo donaxAminoacyltransferasesPlants Genetically Modifiedbiology.organism_classificationResearch PapersPhenotype030104 developmental biologyPlant—Environment InteractionsSubfunctionalizationPhytochelatinMicroorganisms Genetically-ModifiedPhytochelatin synthaseSequence AlignmentCadmium010606 plant biology & botanyJournal of Experimental Botany
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SCORING ALTERNATIVE FORECAST DISTRIBUTIONS: COMPLETING THE KULLBACK DISTANCE COMPLEX

2018

We develop two surprising new results regarding the use of proper scoring rules for evaluating the predictive quality of two alternative sequential forecast distributions. Both of the proponents prefer to be awarded a score derived from the other's distribution rather than a score awarded on the basis of their own. A Pareto optimal exchange of their scoring outcomes provides the basis for a comparison of forecast quality that is preferred by both forecasters, and also evades a feature of arbitrariness inherent in using the forecasters' own achieved scores. The well-known Kullback divergence, used as a measure of information, is evaluated via the entropies in the two forecast distributions a…

Settore MAT/06 - Probabilita' E Statistica MatematicaProbability (math.PR)Mathematics - Statistics TheoryStatistics Theory (math.ST)PARETO OPTIMAL EXCHANGETOTAL LOGARITHMIC SCORING RULEKULLBACK SYMMETRIC DIVERGENCEPREVISIONENTROPY/EXTROPYSettore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.FOS: MathematicsMathematics - ProbabilityCROSS ENTROPYBREGMAN DIVERGENCE
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Coherent Conditional Previsions and Proper Scoring Rules

2012

In this paper we study the relationship between the notion of coherence for conditional prevision assessments on a family of finite conditional random quantities and the notion of admissibility with respect to bounded strictly proper scoring rules. Our work extends recent results given by the last two authors of this paper on the equivalence between coherence and admissibility for conditional probability assessments. In order to prove that admissibility implies coherence a key role is played by the notion of Bregman divergence.

Settore MAT/06 - Probabilita' E Statistica Matematicabregman divergenceproper scor- ing rulesConditional prevision assessmentsconditional scoring rulesstrong dominanceConditional probabilityweak dominanceCoherence (statistics)Bregman divergenceConditional prevision assessments coherence proper scoring rules conditional scoring rules weak dominance strong dominance admissibility Bregman divergence.proper scoring rulescoherenceBounded functionKey (cryptography)admissibilityConditional prevision assessments; conditional scoring rules; admissibility; proper scor- ing rules; weak dominance; strong dominanceEquivalence (measure theory)Mathematical economicsconditional prevision assessments; strong dominance; admissibility; proper scoring rules; bregman divergence; weak dominance; conditional scoring rules; coherenceMathematics
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Usage of HMM-Based Speech Recognition Methods for Automated Determination of a Similarity Level Between Languages

2019

The problem of automated determination of language similarity (or even defining of a distance on the space of languages) could be solved in different ways – working with phonetic transcriptions, with speech recordings or both of them. For the recordings, we propose and test a HMM-based one: in the first part of our article we successfully try language detection, afterwards we are trying to calculate distances between HMM-based models, using different metrics and divergences. The Kullback-Leibler divergence is the only one we got good results with – it means that the calculated distances between languages correspond to analytical understanding of similarity between them. Even if it does not …

Space (punctuation)Kullback–Leibler divergenceLanguage identificationSimilarity (network science)Computer scienceSpeech recognitionComputer Science::Computation and Language (Computational Linguistics and Natural Language and Speech Processing)Hidden Markov modelUSableDivergence (statistics)
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Varied response of underground and aboveground plant matter: functional diversity of three different vegetational types after translocation to reclai…

2019

The indicators of functional diversity are increasingly used to assess the conservation effectiveness of the most valuable habitats. However, little is known about the response of functional traits, their diversity, and divergence in plant communities after translocation. To assess how functional diversity changes on dry heath, meadow, and fen after translocation of entire turfs of vegetation from an airport area to the Botanical Garden in Radzionkow, we used leaf–height–seed (LHS) traits (specific leaf area, height, and seed mass) and vegetative traits (bud bank size, bud bank depth, and lateral spread). We also measured community weighted means and multifunctional diversity metrics (funct…

Specific leaf areaVegetative reproductionSoil Science010501 environmental sciencesDevelopmentBiology01 natural sciencesfunctional divergenceEnvironmental Chemistryvegetativetraits0105 earth and related environmental sciencesGeneral Environmental ScienceLHS traitsEcologyconservationfunctional richnessPlant community04 agricultural and veterinary sciencesVegetationvegetative traitsHabitat040103 agronomy & agriculture0401 agriculture forestry and fisheriesSpecies evennessSpecies richnesspostindustrial landhuman activitiesFunctional divergenceLand Degradation & Development
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Overall Objective Priors

2015

In multi-parameter models, reference priors typically depend on the parameter or quantity of interest, and it is well known that this is necessary to produce objective posterior distributions with optimal properties. There are, however, many situations where one is simultaneously interested in all the parameters of the model or, more realistically, in functions of them that include aspects such as prediction, and it would then be useful to have a single objective prior that could safely be used to produce reasonable posterior inferences for all the quantities of interest. In this paper, we consider three methods for selecting a single objective prior and study, in a variety of problems incl…

Statistics and ProbabilityComputer sciencebusiness.industryApplied MathematicsMathematics - Statistics TheoryStatistics Theory (math.ST)Joint Reference PriorReference AnalysisMachine learningcomputer.software_genreLogarithmic DivergenceObjective PriorsVariety (cybernetics)Single objectiveMultinomial ModelPrior probabilityFOS: MathematicsMultinomial distributionMultinomial modelArtificial intelligencebusinesscomputerReference analysisBayesian Analysis
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