Search results for "Conditional"
showing 10 items of 294 documents
Lag-specific transfer entropy as a tool to assess cardiovascular and cardiorespiratory information transfer
2014
In the study of interacting physiological systems, model-free tools for time series analysis are fundamental to provide a proper description of how the coupling among systems arises from the multiple involved regulatory mechanisms. This study presents an approach which evaluates direction, magnitude, and exact timing of the information transfer between two time series belonging to a multivariate dataset. The approach performs a decomposition of the well-known transfer entropy (TE) which achieves 1) identifying, according to a lag-specific information-theoretic formulation of the concept of Granger causality, the set of time lags associated with significant information transfer, and 2) assig…
Entropy measures, entropy estimators, and their performance in quantifying complex dynamics: Effects of artifacts, nonstationarity, and long-range co…
2017
Entropy measures are widely applied to quantify the complexity of dynamical systems in diverse fields. However, the practical application of entropy methods is challenging, due to the variety of entropy measures and estimators and the complexity of real-world time series, including nonstationarities and long-range correlations (LRC). We conduct a systematic study on the performance, bias, and limitations of three basic measures (entropy, conditional entropy, information storage) and three traditionally used estimators (linear, kernel, nearest neighbor). We investigate the dependence of entropy measures on estimator- and process-specific parameters, and we show the effects of three types of …
Backwards Martingales and Exchangeability
2020
With many data acquisitions, such as telephone surveys, the order in which the data come does not matter. Mathematically, we say that a family of random variables is exchangeable if the joint distribution does not change under finite permutations. De Finetti’s structural theorem says that an infinite family of E-valued exchangeable random variables can be described by a two-stage experiment. At the first stage, a probability distribution Ξ on E is drawn at random. At the second stage, independent and identically distributed random variables with distribution Ξ are implemented.
Wnt-Dependent Oligodendroglial-Endothelial Interactions Regulate White Matter Vascularization and Attenuate Injury
2020
Recent studies have indicated oligodendroglial-vascular crosstalk during brain development, but the underlying mechanisms are incompletely understood. We report that oligodendrocyte precursor cells (OPCs) contact sprouting endothelial tip cells in mouse, ferret and human neonatal white matter. Using transgenic mice, we show that increased or decreased OPC density results in cognate changes in white matter vascular investment. Hypoxia promoted both increased OPC numbers and higher white matter vessel density, and endothelial cell expression of the Wnt pathway targets Apcdd1 and Axin2, suggesting paracrine OPC-endothelial signaling. Conditional knockout of OPC Wntless resulted in diminished w…
Conditional predictive inference for online surveillance of spatial disease incidence
2011
This paper deals with the development of statistical methodology for timely detection of incident disease clusters in space and time. The increasing availability of data on both the time and the location of events enables the construction of multivariate surveillance techniques, which may enhance the ability to detect localized clusters of disease relative to the surveillance of the overall count of disease cases across the entire study region. We introduce the surveillance conditional predictive ordinate as a general Bayesian model-based surveillance technique that allows us to detect small areas of increased disease incidence when spatial data are available. To address the problem of mult…
Spatio-temporal modelling of COVID-19 incident cases using Richards’ curve: An application to the Italian regions
2021
Abstract We introduce an extended generalised logistic growth model for discrete outcomes, in which spatial and temporal dependence are dealt with the specification of a network structure within an Auto-Regressive approach. A major challenge concerns the specification of the network structure, crucial to consistently estimate the canonical parameters of the generalised logistic curve, e.g. peak time and height. We compared a network based on geographic proximity and one built on historical data of transport exchanges between regions. Parameters are estimated under the Bayesian framework, using Stan probabilistic programming language. The proposed approach is motivated by the analysis of bot…
The Economic Value of Volatility Transmission Between the Stock and Bond Markets
2008
This study has two main objectives. Firstly, volatility transmission between stocks and bonds in European markets is studied using the two most important financial assets in these fields: the DJ Euro Stoxx 50 index futures contract and the Euro Bund futures contract. Secondly, a trading rule for the major European futures contracts is designed. This rule can be applied to different markets and assets to analyze the economic significance of volatility spillovers observed between them. The results indicate that volatility spillovers take place in both directions and that the stock-bond trading rule offers very profitable returns after transaction costs. These results have important implicatio…
Incorporating stand level risk management options into forest decision support systems
2018
Aim of study: To examine methods of incorporating risk and uncertainty to stand level forest decisions. Area of study: A case study examines a small forest holding from Jonkoping, Sweden. Material and methods: We incorporate empirically estimated uncertainty into the simulation through a Monte Carlo approach when simulating the forest stands for the next 100 years. For the iterations of the Monte Carlo approach, errors were incorporated into the input data which was simulated according to the Heureka decision support system. Both the Value at Risk and the Conditional Value at Risk of the net present value are evaluated for each simulated stand. Main results: Visual representation of the er…
Conditional Entropy-Based Evaluation of Information Dynamics in Physiological Systems
2014
We present a framework for quantifying the dynamics of information in coupled physiological systems based on the notion of conditional entropy (CondEn). First, we revisit some basic concepts of information dynamics, providing definitions of self entropy (SE), cross entropy (CE) and transfer entropy (TE) as measures of information storage and transfer in bivariate systems. We discuss also the generalization to multivariate systems, showing the importance of SE, CE and TE as relevant factors in the decomposition of the system predictive information. Then, we show how all these measures can be expressed in terms of CondEn, and devise accordingly a framework for their data-efficient estimation.…
The impact of financial crises on co-movements between commodity futures and equity prices : evidence from crude oil and gold markets
2017
Omaisuusluokkien välisillä korrelaatioilla on tärkeä rooli sijoitussalkun hajautusta ajatellen. Omaisuuslajien suojauksen kannalta erityisen tärkeää on tutkia, miten eri omaisuusluokat korreloivat kriisiperiodien aikana. Tässä Pro-Gradu -tutkielmassa tarkastellaan osakemarkkinakriisien vaikutusta hyödykefutuurien ja osakemarkkinatuottojen välisiin korrelaatioihin USA:n markkinoilla erityisesti raakaöljyn ja kullan osalta. Korrelaatioiden mallintamisessa hyödynnetään Cappiellon, Englen ja Sheppardin vuonna 2006 ehdottamaa yleistettyä diagonaalimuotoista DCC GARCH -mallia. Tutkimuksessa verrataan ehdollisten korrelaatioiden kehitystä erikseen USA:n osakemarkkinoiden yleisindeksin ja energiase…