Search results for "Conditional"

Health Indicator for Low-Speed Axial Bearings Using Variational Autoencoders

2020

This paper proposes a method for calculating a health indicator (HI) for low-speed axial rolling element bearing (REB) health assessment by utilizing the latent representation obtained by variational inference using Variational Autoencoders (VAEs), trained on each speed reference in the dataset. Further, versatility is added by conditioning on the speed, extending the VAE to a conditional VAE (CVAE), thereby incorporating all speeds in a single model. Within the framework, the coefficients of autoregressive (AR) models are used as features. The dimensionality reduction inherent in the proposed method lowers the need of expert knowledge to design good condition indicators. Moreover, the sugg…

Keep the faith in banking : New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks

2021

This paper analyses the profitability of Finnish cooperative banks during the period of negative nominal interest rates. Contrary to expectations, the continuous decline in money market interest rates between 2009 and 2014, and the following negative rate era, did not have adverse effects on the profitability of banks at the beginning of negative interest rate period. Based on especially using a risk-adjusted measure for bank profitability, these results contrast with previous findings. In our findings, the increasing wholesale funding (WSF) ratio seems to be an important factor. However, after 2017 the banks have not been able to improve especially their risk-adjusted profitability so stro…

Intralocus tactical conflict: Genetic correlations between fighters and sneakers of the dung beetle Onthophagus taurus

2015

Males and females differ in their phenotypic optima for many traits, and as the majority of genes are expressed in both sexes, some alleles can be beneficial to one sex but harmful to the other (intralocus sexual conflict; ISC). ISC theory has recently been extended to intrasexual dimorphisms, where certain alleles may have opposite effects on the fitness of males of different morphs that employ alternative reproductive tactics (intralocus tactical conflict; ITC). Here, we use a half-sib breeding design to investigate the genetic basis for ISC and ITC in the dung beetle Onthophagus taurus. We found positive heritabilities and intersexual genetic correlations for almost all traits investigat…

Mechanisms of causal interaction between short-term RR interval and systolic arterial pressure oscillations during orthostatic challenge

2013

The transition from the supine to the upright position requires a reorganization of the mechanisms of cardiovascular control that, if not properly accomplished, may lead to neurally mediated syncope. We investigated how the patterns of causality between systolic arterial pressure (SAP) and cardiac RR interval were modified by prolonged head-up tilt using a novel nonlinear approach based on corrected conditional entropy (CCE) compared with the standard approach exploiting the cross-correlation function (CCF). Measures of coupling strength and delay of the causal interactions from SAP to RR and from RR to SAP were obtained in 10 patients with recurrent, neurally mediated syncope (RNMS) and 10…

Effect of awareness on learning in biconditional discrimination conditioning

2004

Dynamics of a financial market index after a crash

2002

We discuss the statistical properties of index returns in a financial market just after a major market crash. The observed non-stationary behavior of index returns is characterized in terms of the exceedances over a given threshold. This characterization is analogous to the Omori law originally observed in geophysics. By performing numerical simulations and theoretical modelling, we show that the nonlinear behavior observed in real market crashes cannot be described by a GARCH(1,1) model. We also show that the time evolution of the Value at Risk observed just after a major crash is described by a power-law function lacking a typical scale.

Evaluation of a behavioural response of Mediterranean coastal fishes to novel recreational feeding situation

2011

Fish may learn to associate food with human presence through recreational hand-feeding, a popular tourist activity. The conditional learning-e. g. when an organism learns by continuous exposure to one stimulus-of different coastal fish species exposed to novel feeding situations was evaluated. The latencies of learning response to the initiation of supplementary feeding were rapid and species-specific. However differences in the learning response between different fishes decreased over time, demonstrating that associating with others might incur costs especially for small-sized species, likely due to increased competition for food. Nevertheless some other fish species did not acquire any sp…

Exponential inequalities and estimation of conditional probabilities

2006

This paper deals with the problems of typicality and conditional typicality of “empirical probabilities” for stochastic process and the estimation of potential functions for Gibbs measures and dynamical systems. The questions of typicality have been studied in [FKT88] for independent sequences, in [BRY98, Ris89] for Markov chains. In order to prove the consistency of estimators of transition probability for Markov chains of unknown order, results on typicality and conditional typicality for some (Ψ)-mixing process where obtained in [CsS, Csi02]. Unfortunately, lots of natural mixing process do not satisfy this Ψ -mixing condition (see [DP05]). We consider a class of mixing process inspired …

Comparing FPCA Based on Conditional Quantile Functions and FPCA Based on Conditional Mean Function

2019

In this work functional principal component analysis (FPCA) based on quantile functions is proposed as an alternative to the classical approach, based on the functional mean. Quantile regression characterizes the conditional distribution of a response variable and, in particular, some features like the tails behavior; smoothing splines have also been usefully applied to quantile regression to allow for a more flexible modelling. This framework finds application in contexts involving multiple high frequency time series, for which the functional data analysis (FDA) approach is a natural choice. Quantile regression is then extended to the estimation of functional quantiles and our proposal exp…

Accelerating Causal Inference and Feature Selection Methods through G-Test Computation Reuse

2021

This article presents a novel and remarkably efficient method of computing the statistical G-test made possible by exploiting a connection with the fundamental elements of information theory: by writing the G statistic as a sum of joint entropy terms, its computation is decomposed into easily reusable partial results with no change in the resulting value. This method greatly improves the efficiency of applications that perform a series of G-tests on permutations of the same features, such as feature selection and causal inference applications because this decomposition allows for an intensive reuse of these partial results. The efficiency of this method is demonstrated by implementing it as…