Search results for "EES"
showing 10 items of 2276 documents
Networks of equities in financial markets
2004
We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the method can be used to falsify widespread market models by directly comparing the topological properties of networks of real and artificial markets.
Strongly confined fluids: Diverging time scales and slowing down of equilibration
2016
The Newtonian dynamics of strongly confined fluids exhibits a rich behavior. Its confined and unconfined degrees of freedom decouple for confinement length $L \to 0$. In that case and for a slit geometry the intermediate scattering functions $S_{\mu\nu}(q,t)$ simplify, resulting for $(\mu,\nu) \neq (0,0)$ in a Knudsen-gas like behavior of the confined degrees of freedom, and otherwise in $S_{\parallel}(q,t)$, describing the structural relaxation of the unconfined ones. Taking the coupling into account we prove that the energy fluctuations relax exponentially. For smooth potentials the relaxation times diverge as $L^{-3}$ and $L^{-4}$, respectively, for the confined and unconfined degrees of…
CROSSMAPPER: estimating cross-mapping rates and optimizing experimental design in multi-species sequencing studies
2020
Motivation Numerous sequencing studies, including transcriptomics of host-pathogen systems, sequencing of hybrid genomes, xenografts, mixed species systems, metagenomics and meta-transcriptomics, involve samples containing genetic material from divergent organisms. A crucial step in these studies is identifying from which organism each sequencing read originated, and the experimental design should be directed to minimize biases caused by cross-mapping of reads to incorrect source genomes. Additionally, pooling of sufficiently different genetic material into a single sequencing library could significantly reduce experimental costs but requires careful planning and assessment of the impact of…
WOODIV, a database of occurrences, functional traits, and phylogenetic data for all Euro-Mediterranean trees
2021
Trees play a key role in the structure and function of many ecosystems worldwide. In the Mediterranean Basin, forests cover approximately 22% of the total land area hosting a large number of endemics (46 species). Despite its particularities and vulnerability, the biodiversity of Mediterranean trees is not well known at the taxonomic, spatial, functional, and genetic levels required for conservation applications. The WOODIV database fills this gap by providing reliable occurrences, four functional traits (plant height, seed mass, wood density, and specific leaf area), and sequences from three DNA-regions (rbcL, matK, and trnH-psbA), together with modelled occurrences and a phylogeny for all…
Weighted distance-based trees for ranking data
2017
Within the framework of preference rankings, the interest can lie in finding which predictors and which interactions are able to explain the observed preference structures, because preference decisions will usually depend on the characteristics of both the judges and the objects being judged. This work proposes the use of a univariate decision tree for ranking data based on the weighted distances for complete and incomplete rankings, and considers the area under the ROC curve both for pruning and model assessment. Two real and well-known datasets, the SUSHI preference data and the University ranking data, are used to display the performance of the methodology.
Bayesian joint ordinal and survival modeling for breast cancer risk assessment
2016
We propose a joint model to analyze the structure and intensity of the association between longitudinal measurements of an ordinal marker and time to a relevant event. The longitudinal process is defined in terms of a proportional-odds cumulative logit model. Time-to-event is modeled through a left-truncated proportionalhazards model, which incorporates information of the longitudinal marker as well as baseline covariates. Both longitudinal and survival processes are connected by means of a common vector of random effects. General inferences are discussed under the Bayesian approach and include the posterior distribution of the probabilities associated to each longitudinal category and the …
Differential geometric least angle regression: a differential geometric approach to sparse generalized linear models
2013
Summary Sparsity is an essential feature of many contemporary data problems. Remote sensing, various forms of automated screening and other high throughput measurement devices collect a large amount of information, typically about few independent statistical subjects or units. In certain cases it is reasonable to assume that the underlying process generating the data is itself sparse, in the sense that only a few of the measured variables are involved in the process. We propose an explicit method of monotonically decreasing sparsity for outcomes that can be modelled by an exponential family. In our approach we generalize the equiangular condition in a generalized linear model. Although the …
Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model
2020
International audience; We propose an adaptive estimator for the stationary distribution of a bifurcating Markov Chain onRd. Bifurcating Markov chains (BMC for short) are a class of stochastic processes indexed by regular binary trees. A kernel estimator is proposed whose bandwidths are selected by a method inspired by the works of Goldenshluger and Lepski [(2011), 'Bandwidth Selection in Kernel Density Estimation: Oracle Inequalities and Adaptive Minimax Optimality',The Annals of Statistics3: 1608-1632). Drawing inspiration from dimension jump methods for model selection, we also provide an algorithm to select the best constant in the penalty. Finally, we investigate the performance of the…
Frequentist and Bayesian approaches for a joint model for prostate cancer risk and longitudinal prostate-specific antigen data
2015
The paper describes the use of frequentist and Bayesian shared-parameter joint models of longitudinal measurements of prostate-specific antigen (PSA) and the risk of prostate cancer (PCa). The motivating dataset corresponds to the screening arm of the Spanish branch of the European Randomized Screening for Prostate Cancer study. The results show that PSA is highly associated with the risk of being diagnosed with PCa and that there is an age-varying effect of PSA on PCa risk. Both the frequentist and Bayesian paradigms produced very close parameter estimates and subsequent 95% confidence and credibility intervals. Dynamic estimations of disease-free probabilities obtained using Bayesian infe…
Quantum correlations in generalized spin star system
2006
The problem of detecting quantum signatures in the correlations formed in dynamical evolution of quantum bipartite systems receives a lot of attention in current literature. Generally speaking, the occurrence of correlations between two observables of a system does not necessarily reflect nonclassical behaviour. In this paper, the exact dynamics of a pair of uncoupled spins 1/2 interacting with a common spin 1/2 bath is investigated. Starting from a separable initial condition, the ability of the system to develop purely quantum correlations is brought to light. Physical interpretation of the concurrence function as well as a suggestion on how to measure it are given.