Search results for "Criterion"

Prior-based Bayesian information criterion

2019

We present a new approach to model selection and Bayes factor determination, based on Laplace expansions (as in BIC), which we call Prior-based Bayes Information Criterion (PBIC). In this approach, the Laplace expansion is only done with the likelihood function, and then a suitable prior distribution is chosen to allow exact computation of the (approximate) marginal likelihood arising from the Laplace approximation and the prior. The result is a closed-form expression similar to BIC, but now involves a term arising from the prior distribution (which BIC ignores) and also incorporates the idea that different parameters can have different effective sample sizes (whereas BIC only allows one ov…

Bayesian analysis of a disability model for lung cancer survival

2016

Bayesian reasoning, survival analysis and multi-state models are used to assess survival times for Stage IV non-small-cell lung cancer patients and the evolution of the disease over time. Bayesian estimation is done using minimum informative priors for the Weibull regression survival model, leading to an automatic inferential procedure. Markov chain Monte Carlo methods have been used for approximating posterior distributions and the Bayesian information criterion has been considered for covariate selection. In particular, the posterior distribution of the transition probabilities, resulting from the multi-state model, constitutes a very interesting tool which could be useful to help oncolog…

Model comparison and selection for stationary space–time models

2007

An intensive simulation study to compare the spatio-temporal prediction performances among various space-time models is presented. The models having separable spatio-temporal covariance functions and nonseparable ones, under various scenarios, are also considered. The computational performance among the various selected models are compared. The issue of how to select an appropriate space-time model by accounting for the tradeoff between goodness-of-fit and model complexity is addressed. Performances of the two commonly used model-selection criteria, Akaike information criterion and Bayesian information criterion are examined. Furthermore, a practical application based on the statistical ana…

Statistical relationship between hardness of drinking water and cerebrovascular mortality in Valencia: a comparison of spatiotemporal models

2003

The statistical detection of environmental risk factors in public health studies is usually difficult due to the weakness of their effects and their confounding with other covariates. Small area geographical data bring the opportunity of observing health response in a wide variety of exposure values. Temporal sequences of these geographical datasets are crucial to gaining statistical power in detecting factors. The spatiotemporal models required to perform the statistical analysis have to allow for spatial and temporal correlations, which are more easily modelled via hierarchical structures of hidden random factors. These models have produced important research activity during the last deca…

Selecting the tuning parameter in penalized Gaussian graphical models

2019

Penalized inference of Gaussian graphical models is a way to assess the conditional independence structure in multivariate problems. In this setting, the conditional independence structure, corresponding to a graph, is related to the choice of the tuning parameter, which determines the model complexity or degrees of freedom. There has been little research on the degrees of freedom for penalized Gaussian graphical models. In this paper, we propose an estimator of the degrees of freedom in $$\ell _1$$ -penalized Gaussian graphical models. Specifically, we derive an estimator inspired by the generalized information criterion and propose to use this estimator as the bias term for two informatio…

Local Expected Shortfall-Hedging

2001

This paper proposes a self-financing trading strategy that minimizes the expected shortfall locally when hedging a European contingent claim. A positive shortfall occurs if the hedger is not willing to follow a perfect hedging or a superhedging strategy. In contrast to the classical variance criterion, the expected shortfall criterion depends only on undesirable outcomes where the terminal value of the written option exceeds the terminal value of the hedge portfolio. Searching a strategy which minimizes the expected shortfall is equivalent to the iterative solution of linear programs whose number increases exponentially with respect to the number of trading dates. Therefore, we partition th…

Graph Clustering with Local Density-Cut

2018

In this paper, we introduce a new graph clustering algorithm, called Dcut. The basic idea is to envision the graph clustering as a local density-cut problem. To identify meaningful communities in a graph, a density-connected tree is first constructed in a local fashion. Building upon the local intuitive density-connected tree, Dcut allows partitioning a graph into multiple densely tight-knit clusters effectively and efficiently. We have demonstrated that our method has several attractive benefits: (a) Dcut provides an intuitive criterion to evaluate the goodness of a graph clustering in a more precise way; (b) Building upon the density-connected tree, Dcut allows identifying high-quality cl…

2016

Abstract Background: The association of attention-deficit/hyperactivity disorder (ADHD) and tic disorder (TD) is frequent and clinically important. Very few and inconclusive attempts have been made to clarify if and how the combination of ADHD+TD runs in families. Aim: To determine the first time in a large-scale ADHD sample whether ADHD+TD increases the risk of ADHD+TD in siblings and, also the first time, if this is independent of their psychopathological vulnerability in general. Methods: The study is based on the International Multicenter ADHD Genetics (IMAGE) study. The present sub-sample of 2815 individuals included ADHD-index patients with co-existing TD (ADHD+TD, n=262) and without …

Exponential stability analysis of Markovian jump nonlinear systems with mixed time delays and partially known transition probabilities

2013

In this paper, the problem of exponential stability is studied for a class of Markovian jump neutral nonlinear systems with mixed neutral and discrete time delays. By Lyapunov-Krasovskii function approach, a novel mean-square exponential stability criterion is derived for the situation that the system's transition rates are partially or completely accessible. Finally, some numerical examples are provided to illustrate the effectiveness of the proposed methods.

Robust existence of nonhyperbolic ergodic measures with positive entropy and full support

2021

We prove that for some manifolds $M$ the set of robustly transitive partially hyperbolic diffeomorphisms of $M$ with one-dimensional nonhyperbolic centre direction contains a $C^1$-open and dense subset of diffeomorphisms with nonhyperbolic measures which are ergodic, fully supported and have positive entropy. To do so, we formulate abstract conditions sufficient for the construction of an ergodic, fully supported measure $\mu$ which has positive entropy and is such that for a continuous function $\phi\colon X\to\mathbb{R}$ the integral $\int\phi\,d\mu$ vanishes. The criterion is an extended version of the control at any scale with a long and sparse tail technique coming from the previous w…