Search results for "Approx"

showing 10 items of 922 documents

Analyzing environmental‐trait interactions in ecological communities with fourth‐corner latent variable models

2021

In ecological community studies it is often of interest to study the effect of species related trait variables on abundances or presence-absences. Specifically, the interest may lay in the interactions between environmental and trait variables. An increasingly popular approach for studying such interactions is to use the so-called fourth-corner model, which explicitly posits a regression model where the mean response of each species is a function of interactions between covariate and trait predictors (among other terms). On the other hand, many of the fourth-corner models currently applied in the literature are too simplistic to properly account for variation in environmental and trait resp…

Statistics and ProbabilityEcological ModelingLatent variableeliöyhteisötcommunity analysisGeneralized linear mixed modelekologiajoint species distribution modelgeneralized linear mixed modelmultivariate abundance datamonimuuttujamenetelmätCommunity analysisEconometricsTraitvariational approximationtilastolliset mallitfourth-corner problemympäristönmuutoksetMathematics
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A computationally fast alternative to cross-validation in penalized Gaussian graphical models

2015

We study the problem of selection of regularization parameter in penalized Gaussian graphical models. When the goal is to obtain the model with good predicting power, cross validation is the gold standard. We present a new estimator of Kullback-Leibler loss in Gaussian Graphical model which provides a computationally fast alternative to cross-validation. The estimator is obtained by approximating leave-one-out-cross validation. Our approach is demonstrated on simulated data sets for various types of graphs. The proposed formula exhibits superior performance, especially in the typical small sample size scenario, compared to other available alternatives to cross validation, such as Akaike's i…

Statistics and ProbabilityFOS: Computer and information sciencesGaussianInformation CriteriaCross-validationMethodology (stat.ME)symbols.namesakeBayesian information criterionStatisticsPenalized estimationGeneralized approximate cross-validationGraphical modelSDG 7 - Affordable and Clean EnergyStatistics - MethodologyMathematics/dk/atira/pure/sustainabledevelopmentgoals/affordable_and_clean_energyKullback-Leibler loApplied MathematicsEstimatorCross-validationGaussian graphical modelSample size determinationModeling and SimulationsymbolsInformation criteriaStatistics Probability and UncertaintyAkaike information criterionSettore SECS-S/01 - StatisticaAlgorithm
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Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound?

2011

The Adaptive Metropolis (AM) algorithm is based on the symmetric random-walk Metropolis algorithm. The proposal distribution has the following time-dependent covariance matrix at step $n+1$ \[ S_n = Cov(X_1,...,X_n) + \epsilon I, \] that is, the sample covariance matrix of the history of the chain plus a (small) constant $\epsilon>0$ multiple of the identity matrix $I$. The lower bound on the eigenvalues of $S_n$ induced by the factor $\epsilon I$ is theoretically convenient, but practically cumbersome, as a good value for the parameter $\epsilon$ may not always be easy to choose. This article considers variants of the AM algorithm that do not explicitly bound the eigenvalues of $S_n$ away …

Statistics and ProbabilityFOS: Computer and information sciencesIdentity matrixMathematics - Statistics TheoryStatistics Theory (math.ST)Upper and lower boundsStatistics - Computation93E3593E15Combinatorics60J27Mathematics::ProbabilityLaw of large numbers65C40 60J27 93E15 93E35stochastic approximationFOS: MathematicsEigenvalues and eigenvectorsComputation (stat.CO)Metropolis algorithmMathematicsProbability (math.PR)Zero (complex analysis)CovariancestabilityUniform continuityBounded function65C40Statistics Probability and Uncertaintyadaptive Markov chain Monte CarloMathematics - Probability
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Fractional Brownian motion and Martingale-differences

2004

Abstract We generalize a result of Sottinen (Finance Stochastics 5 (2001) 343) by proving an approximation theorem for the fractional Brownian motion, with H> 1 2 , using martingale-differences.

Statistics and ProbabilityGeometric Brownian motionFractional Brownian motionMathematics::ProbabilityDiffusion processReflected Brownian motionMathematical analysisBrownian excursionStatistics Probability and UncertaintyHeavy traffic approximationMartingale (probability theory)Martingale representation theoremMathematicsStatistics & Probability Letters
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Posterior moments and quantiles for the normal location model with Laplace prior

2021

We derive explicit expressions for arbitrary moments and quantiles of the posterior distribution of the location parameter η in the normal location model with Laplace prior, and use the results to approximate the posterior distribution of sums of independent copies of η.

Statistics and ProbabilityLaplace priorsLaplace priorLocation parameterreflected generalized gamma priorSettore SECS-P/05Posterior probability0211 other engineering and technologiesSettore SECS-P/05 - Econometria02 engineering and technology01 natural sciencesCornish-Fisher approximation010104 statistics & probabilityStatistics::Methodologyposterior quantile0101 mathematicsposterior moments and cumulantsMathematicsreflected generalized gamma priors021103 operations researchLaplace transformLocation modelMathematical analysisStatistics::Computationposterior moments and cumulantCornish–Fisher approximationSettore SECS-S/01 - StatisticaNormal location modelposterior quantilesQuantileCommunications in Statistics - Theory and Methods
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Quantile regression via iterative least squares computations

2012

We present an estimating framework for quantile regression where the usual L 1-norm objective function is replaced by its smooth parametric approximation. An exact path-following algorithm is derived, leading to the well-known ‘basic’ solutions interpolating exactly a number of observations equal to the number of parameters being estimated. We discuss briefly possible practical implications of the proposed approach, such as early stopping for large data sets, confidence intervals, and additional topics for future research.

Statistics and ProbabilityMathematical optimizationEarly stoppingquantile regressionsmooth approximationApplied MathematicsRegression analysisLeast squaresQuantile regressionleast squareModeling and SimulationNon-linear least squaresApplied mathematicsStatistics Probability and UncertaintyTotal least squaresSettore SECS-S/01 - StatisticaQuantileParametric statisticsMathematicsJournal of Statistical Computation and Simulation
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A generalization of the Binomial distribution based on the dependence ratio

2014

We propose a generalization of the Binomial distribution, called DR-Binomial, which accommodates dependence among units through a model based on the dependence ratio (Ekholm et al., Biometrika, 82, 1995, 847). Properties of the DR-Binomial are discussed, and the constraints on its parameter space are studied in detail. Likelihood-based inference is presented, using both the joint and profile likelihoods; the usefulness of the DR-Binomial in applications is illustrated on a real dataset displaying negative unit-dependence, and hence under-dispersion compared with the Binomial. Although the DR-Binomial turns out to be a reparameterization of Altham's Additive-Binomial and Kupper–Haseman's Cor…

Statistics and ProbabilityMathematics::Commutative AlgebraBinomial approximationNegative binomial distributionBinomial testNegative multinomial distributionBinomial distributionBeta-binomial distributionStatisticsApplied mathematicsMultinomial theoremMultinomial distributionStatistics Probability and UncertaintyMathematicsStatistica Neerlandica
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Mode-coupling theory for multiple decay channels

2013

We investigate the properties of a class of mode-coupling equations for the glass transition where the density mode decays into multiple relaxation channels. We prove the existence and uniqueness of the solutions for Newtonian as well as Brownian dynamics and demonstrate that they fulfill the requirements of correlation functions, in the latter case the solutions are purely relaxational. Furthermore, we construct an effective mode-coupling functional which allows to map the theory to the case of a single decay channel, such that the covariance principle found for the mode-coupling theory for simple liquids is properly generalized. This in turn allows establishing the maximum theorem stating…

Statistics and ProbabilityPhysicsClass (set theory)Statistical Mechanics (cond-mat.stat-mech)Maximum theoremFOS: Physical sciencesStatistical and Nonlinear PhysicsCovarianceCondensed Matter - Soft Condensed MatterSimple (abstract algebra)Mode couplingBrownian dynamicsSoft Condensed Matter (cond-mat.soft)Statistical physicsUniquenessRelaxation (approximation)Statistics Probability and UncertaintyCondensed Matter - Statistical Mechanics
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Cavity losses for the dissipative Jaynes–Cummings Hamiltonian beyond rotating wave approximation

2007

A microscopic derivation of the master equation for the Jaynes-Cummings model with cavity losses is given, taking into account the terms in the dissipator which vary with frequencies of the order of the vacuum Rabi frequency. Our approach allows to single out physical contexts wherein the usual phenomenological dissipator turns out to be fully justified and constitutes an extension of our previous analysis [Scala M. {\em et al.} 2007 Phys. Rev. A {\bf 75}, 013811], where a microscopic derivation was given in the framework of the Rotating Wave Approximation.

Statistics and ProbabilityPhysicsQuantum PhysicsGeneral Physics and AstronomyDissipatorFOS: Physical sciencesStatistical and Nonlinear Physics01 natural sciences010305 fluids & plasmassymbols.namesakeJaynes–Cummings modelModeling and SimulationQuantum mechanics0103 physical sciencesMaster equationsymbolsDissipative systemRotating wave approximation010306 general physicsHamiltonian (quantum mechanics)Quantum Physics (quant-ph)Mathematical PhysicsRabi frequency
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Non-Markovian dynamics of interacting qubit pair coupled to two independent bosonic baths

2009

The dynamics of two interacting spins coupled to separate bosonic baths is studied. An analytical solution in Born approximation for arbitrary spectral density functions of the bosonic environments is found. It is shown that in the non-Markovian cases concurrence "lives" longer or reaches greater values.

Statistics and ProbabilityPhysicsQuantum PhysicsSpinsnon-Markovian spin modelsDynamics (mechanics)FOS: Physical sciencesGeneral Physics and AstronomyMarkov processSpectral densityStatistical and Nonlinear PhysicsConcurrencesymbols.namesakeModeling and SimulationQubitQuantum mechanicssymbolsBorn approximationQuantum Physics (quant-ph)Mathematical Physics
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