Search results for "CORRELATION"

showing 10 items of 2282 documents

Consensus among preference rankings: a new weighted correlation coefficient for linear and weak orderings

2021

AbstractPreference data are a particular type of ranking data where some subjects (voters, judges,...) express their preferences over a set of alternatives (items). In most real life cases, some items receive the same preference by a judge, thus giving rise to a ranking with ties. An important issue involving rankings concerns the aggregation of the preferences into a “consensus”. The purpose of this paper is to investigate the consensus between rankings with ties, taking into account the importance of swapping elements belonging to the top (or to the bottom) of the ordering (position weights). By combining the structure of $$\tau _x$$ τ x proposed by Emond and Mason (J Multi-Criteria Decis…

Statistics and ProbabilityClass (set theory)Correlation coefficientApplied Mathematics02 engineering and technologyType (model theory)01 natural sciencesComputer Science ApplicationsSet (abstract data type)010104 statistics & probabilityRankingPosition (vector)StatisticsWeighted Rank correlation coefficient Weighted Kemeny distance Position weightsTies0202 electrical engineering electronic engineering information engineering020201 artificial intelligence & image processing0101 mathematicsSettore SECS-S/01 - StatisticaPreference (economics)MathematicsRank correlationAdvances in Data Analysis and Classification
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A Comment on the Coefficient of Determination for Binary Responses

1992

Abstract Linear logistic or probit regression can be closely approximated by an unweighted least squares analysis of the regression linear in the conditional probabilities provided that these probabilities for success and failure are not too extreme. It is shown how this restriction on the probabilities translates into a restriction on the range of the coefficient of determination R 2 so that, as a consequence, R 2 is not suitable to judge the effectiveness of linear regressions with binary responses even if an important relation is present.

Statistics and ProbabilityCoefficient of determinationGeneral MathematicsProbit modelLinear regressionStatisticsConditional probabilityMultiple correlationStatistics Probability and UncertaintyLinear discriminant analysisLogistic regressionRegressionMathematicsThe American Statistician
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System size dependence of the autocorrelation time for the Swendsen-Wang Ising model

1990

Abstract We present Monte Carlo simulation results of the autocorrelation time for the Swendsen-Wang method for the simulation of the Ising model. We have calculated the exponential and the integrated autocorrelation time at the critical point T c of the two-dimensional Ising model. Our results indicate that both autocorrelation times depend logarithmically on the linear system size L instead of a power law. The simulations were carried out on the parallel computer of the condensed matter theory group at the University of Mainz.

Statistics and ProbabilityComputer simulationCritical point (thermodynamics)AutocorrelationMonte Carlo methodSquare-lattice Ising modelIsing modelStatistical physicsCondensed Matter PhysicsPower lawMathematicsExponential functionPhysica A: Statistical Mechanics and its Applications
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Quantitative Analysis of Experimental and Synthetic Microstructures for Sedimentary Rock

1999

A quantitative comparison between the experimental microstructure of a sedimentary rock and three theoretical models for the same rock is presented. The microstructure of the rock sample (Fontainebleau sandstone) was obtained by microtomography. Two of the models are stochastic models based on correlation function reconstruction, and one model is based on sedimentation, compaction and diagenesis combined with input from petrographic analysis. The porosity of all models closely match that of the experimental sample and two models have also the same two point correlation function as the experimental sample. We compute quantitative differences and similarities between the various microstructur…

Statistics and ProbabilityCondensed Matter - Materials ScienceMaterials scienceStochastic modellingCompactionMineralogyMaterials Science (cond-mat.mtrl-sci)FOS: Physical sciencesCondensed Matter PhysicsDiagenesisPetrographyCorrelation functionSedimentary rockAnisotropyPorosity
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Kinetics of domain growth in finite Ising strips

1992

Abstract Monte Carlo simulations are presented for the kinetics of ordering of the two-dimensional nearest-neighbor Ising models in an L x M geometry with two free boundaries of length M ⪢ L . This geometry models a “terrace” of width L on regularly stepped surfaces, adatoms adsorbed on neighboring terraces being assumed to be noninteracting. Starting out with an initially random configuration of the atoms in the lattice gas at coverage θ = 1 2 in the square lattice, quenching experiments to temperatures in the range 0.85⩽ T / T c ⩽1 are considered, assuming a dynamics of the Glauber model type (no conservation laws being operative). At T c the ordering behavior can be described in terms of…

Statistics and ProbabilityConservation lawCorrelation function (statistical mechanics)Condensed matter physicsLattice (order)Monte Carlo methodExponentIsing modelCondensed Matter PhysicsSquare latticeGlauberMathematicsPhysica A: Statistical Mechanics and its Applications
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A new position weight correlation coefficient for consensus ranking process without ties

2019

Preference data represent a particular type of ranking data where a group of people gives their preferences over a set of alternatives. The traditional metrics between rankings do not take into account the importance of swapping elements similar among them (element weights) or elements belonging to the top (or to the bottom) of an ordering (position weights). Following the structure of the τx proposed by Emond and Mason and the class of weighted Kemeny–Snell distances, a proper rank correlation coefficient is defined for measuring the correlation among weighted position rankings without ties. The one‐to‐one correspondence between the weighted distance and the rank correlation coefficient ho…

Statistics and ProbabilityCorrelation coefficientPosition (vector)Preference dataStatisticsProcess (computing)Statistics Probability and Uncertaintyconsensus ranking Kemeny distance position weights preference data rank correlation coefficientKemeny distanceMathematicsRanking (information retrieval)Stat
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The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies

2003

We consider the affine equivariant sign covariance matrix (SCM) introduced by Visuri et al. (J. Statist. Plann. Inference 91 (2000) 557). The population SCM is shown to be proportional to the inverse of the regular covariance matrix. The eigenvectors and standardized eigenvalues of the covariance, matrix can thus be derived from the SCM. We also construct an estimate of the covariance and correlation matrix based on the SCM. The influence functions and limiting distributions of the SCM and its eigenvectors and eigenvalues are found. Limiting efficiencies are given in multivariate normal and t-distribution cases. The estimates are highly efficient in the multivariate normal case and perform …

Statistics and ProbabilityCovariance functionaffine equivarianceinfluence functionMultivariate normal distributionrobustnessComputer Science::Human-Computer InteractionEfficiencyestimatorsEstimation of covariance matricesScatter matrixStatisticsAffine equivarianceApplied mathematicsCMA-ESMultivariate signCovariance and correlation matricesRobustnessmultivariate medianMathematicsprincipal componentsInfluence functionNumerical AnalysisMultivariate medianCovariance matrixcovariance and correlation matricesdiscriminant-analysisCovarianceComputer Science::Otherdispersion matricesefficiencyLaw of total covariancemultivariate locationtestsStatistics Probability and Uncertaintyeigenvectors and eigenvaluesEigenvectors and eigenvaluesmultivariate signJournal of Multivariate Analysis
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Microstructural sensitivity of local porosity distributions

1992

The recently introduced concept of local porosity distributions for the geometric characterization of arbitrary porous media is scrutinized using computer generated pore space images. The paper presents the first direct determination of local porosity distributions from digital images. Pore space images with identical two point correlation functions are employed to analyse the geometrical sensitivity of the local porosity concept. The main finding is that local distributions can be used to discriminate between images which are indistinguishable using standard correlation functions. We also discuss the question of length scales associated with the local porosity concept.

Statistics and ProbabilityDigital imageGeometryCharacterisation of pore space in soilSensitivity (control systems)Condensed Matter PhysicsPorosityPorous mediumPhysics::GeophysicsCharacterization (materials science)MathematicsPoint correlationPhysica A: Statistical Mechanics and its Applications
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Bayesian joint modeling for assessing the progression of chronic kidney disease in children.

2016

Joint models are rich and flexible models for analyzing longitudinal data with nonignorable missing data mechanisms. This article proposes a Bayesian random-effects joint model to assess the evolution of a longitudinal process in terms of a linear mixed-effects model that accounts for heterogeneity between the subjects, serial correlation, and measurement error. Dropout is modeled in terms of a survival model with competing risks and left truncation. The model is applied to data coming from ReVaPIR, a project involving children with chronic kidney disease whose evolution is mainly assessed through longitudinal measurements of glomerular filtration rate.

Statistics and ProbabilityEpidemiologyComputer scienceBayesian probability030232 urology & nephrologyRenal function01 natural sciences010104 statistics & probability03 medical and health sciences0302 clinical medicineHealth Information ManagementStatisticsEconometricsmedicineHumans0101 mathematicsRenal Insufficiency ChronicChildJoint (geology)Dropout (neural networks)Survival analysisAutocorrelationBayes Theoremmedicine.diseaseMissing dataSurvival AnalysisChild PreschoolDisease ProgressionKidney diseaseStatistical methods in medical research
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2019

In the independent component model, the multivariate data are assumed to be a mixture of mutually independent latent components. The independent component analysis (ICA) then aims at estimating these latent components. In this article, we study an ICA method which combines the use of linear and quadratic autocorrelations to enable efficient estimation of various kinds of stationary time series. Statistical properties of the estimator are studied by finding its limiting distribution under general conditions, and the asymptotic variances are derived in the case of ARMA-GARCH model. We use the asymptotic results and a finite sample simulation study to compare different choices of a weight coef…

Statistics and ProbabilityHeteroscedasticityStochastic volatilityApplied Mathematics05 social sciencesAutocorrelationAsymptotic distributionEstimator01 natural sciencesIndependent component analysis010104 statistics & probabilityComponent analysis0502 economics and businessTest statisticApplied mathematics0101 mathematicsStatistics Probability and Uncertainty050205 econometrics MathematicsJournal of Time Series Analysis
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