Search results for "Conditional"
showing 10 items of 294 documents
Logical Operations among Conditional Events: theoretical aspects and applications
2019
We generalize the notions of conjunction and disjunction of two conditional events to the case of $n$ conditional events. These notions are defined, in the setting of coherence, by means of suitable conditional random quantities with values in the interval $[0,1]$. We also define the notion of negation, by verifying De Morgan's Laws. Then, we give some results on coherence of prevision assessments for some families of compounded conditionals and we show that some well known properties which are satisfied by conjunctions and disjunctions of unconditional events are also satisfied by conjunctions and disjunction of conditional events. We also examine in detail the coherence of the prevision a…
Conditional Bias Robust Estimation of the Total of Curve Data by Sampling in a Finite Population: An Illustration on Electricity Load Curves
2020
Abstract For marketing or power grid management purposes, many studies based on the analysis of total electricity consumption curves of groups of customers are now carried out by electricity companies. Aggregated totals or mean load curves are estimated using individual curves measured at fine time grid and collected according to some sampling design. Due to the skewness of the distribution of electricity consumptions, these samples often contain outlying curves which may have an important impact on the usual estimation procedures. We introduce several robust estimators of the total consumption curve which are not sensitive to such outlying curves. These estimators are based on the conditio…
On compound and iterated conditionals
2021
We illustrate the notions of compound and iterated conditionals introduced, in recent papers, as suitable conditional random quantities, in the framework of coherence. We motivate our definitions by examining some concrete examples. Our logical operations among conditional events satisfy the basic probabilistic properties valid for unconditional events. We show that some, intuitively acceptable, compound sentences on conditionals can be analyzed in a rigorous way in terms of suitable iterated conditionals. We discuss the Import-Export principle, which is not valid in our approach, by also examining the inference from a material conditional to the associated conditional event. Then, we illus…
cglasso: An R Package for Conditional Graphical Lasso Inference with Censored and Missing Values
2023
Sparse graphical models have revolutionized multivariate inference. With the advent of high-dimensional multivariate data in many applied fields, these methods are able to detect a much lower-dimensional structure, often represented via a sparse conditional independence graph. There have been numerous extensions of such methods in the past decade. Many practical applications have additional covariates or suffer from missing or censored data. Despite the development of these extensions of sparse inference methods for graphical models, there have been so far no implementations for, e.g., conditional graphical models. Here we present the general-purpose package cglasso for estimating sparse co…
Derived variables calculated from similar joint responses: some characteristics and examples
1995
Abstract A technique (Cox and Wermuth, 1992) is reviewed for finding linear combinations of a set of response variables having special relations of linear conditional independence with a set of explanatory variables. A theorem in linear algebra is used both to examine conditions in which the derived variables take a specially simple form and lead to reduced computations. Examples are discussed of medical and psychological investigations in which the method has aided interpretation.
Gesture Modeling by Hanklet-Based Hidden Markov Model
2015
In this paper we propose a novel approach for gesture modeling. We aim at decomposing a gesture into sub-trajectories that are the output of a sequence of atomic linear time invariant (LTI) systems, and we use a Hidden Markov Model to model the transitions from the LTI system to another. For this purpose, we represent the human body motion in a temporal window as a set of body joint trajectories that we assume are the output of an LTI system. We describe the set of trajectories in a temporal window by the corresponding Hankel matrix (Hanklet), which embeds the observability matrix of the LTI system that produced it. We train a set of HMMs (one for each gesture class) with a discriminative a…
Nonlinear effects of respiration on the crosstalk between cardiovascular and cerebrovascular control systems.
2016
Cardiovascular and cerebrovascular regulatory systems are vital control mechanisms responsible for guaranteeing homeostasis and are affected by respiration. This work proposes the investigation of cardiovascular and cerebrovascular control systems and the nonlinear influences of respiration on both regulations through joint symbolic analysis (JSA), conditioned or unconditioned on respiration. Interactions between cardiovascular and cerebrovascular regulatory systems were evaluated as well by performing correlation analysis between JSA indexes describing the two control systems. Heart period, systolic and mean arterial pressure, mean cerebral blood flow velocity and respiration were acquired…
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.
Risk management optimization for sovereign debt restructuring
2015
Debt restructuring is one of the policy tools available for resolving sovereign debt crises and, while unorthodox, it is not uncommon. We propose a scenario analysis for debt sustainability and integrate it with scenario optimization for risk management in restructuring sovereign debt. The scenario dynamics of debt-to-GDP ratio are used to define a tail risk measure, termed "conditional Debt-at-Risk". A multi-period stochastic programming model minimizes the expected cost of debt financing subject to risk limits. It provides an operational model to handle significant aspects of debt restructuring: it collects all debt issues in a common framework, and can include contingent claims, multiple…
Arabic Named Entity Recognition: A Feature-Driven Study
2009
The named entity recognition task aims at identifying and classifying named entities within an open-domain text. This task has been garnering significant attention recently as it has been shown to help improve the performance of many natural language processing applications. In this paper, we investigate the impact of using different sets of features in three discriminative machine learning frameworks, namely, support vector machines, maximum entropy and conditional random fields for the task of named entity recognition. Our language of interest is Arabic. We explore lexical, contextual and morphological features and nine data-sets of different genres and annotations. We measure the impact …