Search results for "Efficient"

showing 10 items of 1603 documents

Accounting for previous events to model and predict traffic accidents at the road segment level: A study in Valencia (Spain)

2022

Abstract Predicting the occurrence of traffic accidents is essential for establishing preventive measures and reducing the impact of traffic accidents. In particular, it is fundamental to make predictions using fine spatio-temporal units. In this paper, the daily risk of traffic accident occurrence across the road network of Valencia (Spain) is modeled through logistic regression models. The spatio-temporal dependence between the observations is accounted for through the inclusion of lagged binary covariates representing the previous occurrence of a traffic accident within a spatio-temporal window centered at each combination of day and segment of the network. A temporal distance of 28 days…

Statistics and ProbabilityIndex (economics)Temporal distanceTraffic accidentNames of the days of the weekCovariateStatisticsStatistical and Nonlinear PhysicsMatthews correlation coefficientLogistic regressionMathematicsPhysica A: Statistical Mechanics and its Applications
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k-Step shape estimators based on spatial signs and ranks

2010

In this paper, the shape matrix estimators based on spatial sign and rank vectors are considered. The estimators considered here are slight modifications of the estimators introduced in Dümbgen (1998) and Oja and Randles (2004) and further studied for example in Sirkiä et al. (2009). The shape estimators are computed using pairwise differences of the observed data, therefore there is no need to estimate the location center of the data. When the estimator is based on signs, the use of differences also implies that the estimators have the so called independence property if the estimator, that is used as an initial estimator, has it. The influence functions and limiting distributions of the es…

Statistics and ProbabilityInfluence functionCovariance matrixApplied MathematicsAffiinisti ekvivarianttitehokkuusspatiaalinen järjestyslukuEstimatorSpatial signEfficiencyM-estimatorEfficient estimatorinfluenssifunktioExtremum estimatorHeavy-tailed distributionStatisticsAffine equivarianceStatistics Probability and UncertaintySpatial rankInvariant estimatorIndependence (probability theory)Mathematicsspatiaalinen merkki
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Fractal eigenstates in disordered systems

1990

Abstract The wave functions of the non-interacting electrons in disordered systems described by a tight-binding model with site-diagonal disorder are investigated by means of the inverse participation ratio. The wave functions are shown to be fractal objects. In three-dimensional samples, a critical fractal dimension can be defined for the mobility edge in the band centre, which yields the mobility edge trajectory in the whole energy range in good agreement with previous calculations based on the investigation of the exponentially decaying transmission coefficient.

Statistics and ProbabilityMathematical analysisInverseElectronCondensed Matter PhysicsFractal dimensionsymbols.namesakeFractalFractal derivativesymbolsTransmission coefficientStatistical physicsWave functionHamiltonian (quantum mechanics)MathematicsPhysica A: Statistical Mechanics and its Applications
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Calibration of optimal execution of financial transactions in the presence of transient market impact

2012

Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution strategy strongly depends on a careful modeling of market impact, i.e. how the price reacts to trades. In this paper we consider a recently introduced market impact model (Bouchaud et al., 2004), which has the property of describing both the volume and the temporal dependence of price change due to trading. We show how this model can be used to describe price impact also in aggregated trade time or in real time. We then solve analytically and calibrate wit…

Statistics and ProbabilityMathematical optimizationQuantitative Finance - Trading and Market MicrostructureStatistical Finance (q-fin.ST)Financial market Econophysics stochastic processesFinancial assetComputer scienceVolume (computing)Efficient frontierQuantitative Finance - Statistical FinanceStatistical and Nonlinear PhysicsRisk neutralTrading and Market Microstructure (q-fin.TR)FOS: Economics and businessOrder (exchange)Financial transactionfinancial instruments and regulation models of financial markets risk measure and managementTransient (computer programming)Statistics Probability and UncertaintyMarket impact
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Uniform convergence and asymptotic confidence bands for model-assisted estimators of the mean of sampled functional data

2013

When the study variable is functional and storage capacities are limited or transmission costs are high, selecting with survey sampling techniques a small fraction of the observations is an interesting alternative to signal compression techniques, particularly when the goal is the estimation of simple quantities such as means or totals. We extend, in this functional framework, model-assisted estimators with linear regression models that can take account of auxiliary variables whose totals over the population are known. We first show, under weak hypotheses on the sampling design and the regularity of the trajectories, that the estimator of the mean function as well as its variance estimator …

Statistics and ProbabilityMean squared errorMathematics - Statistics TheoryStatistics Theory (math.ST)Hájek estimator62D05; 62E20 62M9901 natural sciences010104 statistics & probabilityMinimum-variance unbiased estimatorBias of an estimator[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]60F050502 economics and businessStatisticsConsistent estimatorFOS: Mathematicscovariance functionHorvitz-Thompson estimator[ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST]62L200101 mathematicssurvey sampling050205 econometrics Variance functionMathematicsGREG05 social sciencesEstimator[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]calibration[ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH]linear interpolation.linear interpolationEfficient estimatorStatistics Probability and Uncertaintyfunctional linear modelInvariant estimator
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Multivariate nonparametric tests of independence

2005

New test statistics are proposed for testing whether two random vectors are independent. Gieser and Randles, as well as Taskinen, Kankainen, and Oja have introduced and discussed multivariate extensions of the quadrant test of Blomqvist. This article serves as a sequel to this work and presents new multivariate extensions of Kendall's tau and Spearman's rho statistics. Two different approaches are discussed. First, interdirection proportions are used to estimate the cosines of angles between centered observation vectors and between differences of observation vectors. Second, covariances between affine-equivariant multivariate signs and ranks are used. The test statistics arising from these …

Statistics and ProbabilityMultivariate statisticsMultivariate analysisNonparametric statisticsAsymptotic distributionMultivariate normal distributionSpearman's rank correlation coefficientQuadrant testriippumattomuusPitman efficiencyKendall's tauStatisticsHigh-dimensional statisticsaffine invarianceStatistics Probability and UncertaintySpearman's rhoRobustnessMathematicsStatistical hypothesis testing
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Energy efficient modulation of dendritic processing functions

1998

The voltage dependent ionic conductances and the passive properties of the neural membrane determine how external inputs are processed by the dendritic tree, and define the computational characteristics of neurons. However, what controls these characteristics and how they are implemented at the single neuron level, in such a way that an external input results in the coding of the appropriate output, is essentially unknown. We show here that a slow inactivation of the Na+ channel, involved in the attenuation and/or failure of APs in the dendrites, acts as an active and energy efficient filter of synaptic input, and results in an activity-dependent control of the properties of individual neur…

Statistics and ProbabilityPhysicsApplied MathematicsAttenuationModels NeurologicalAction PotentialsDendritesGeneral MedicineGeneral Biochemistry Genetics and Molecular Biologymedicine.anatomical_structureFilter (video)ModulationModeling and SimulationLimit (music)medicineNeuronNeuroscienceSodium Channel BlockersEfficient energy useVoltageCommunication channelBiosystems
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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.

Statistics and ProbabilityPhysicsDISSOCIATION-CONSTANTSQuantum discordQuantum dynamicsTETRAETHYLAMMONIUM IODIDEStatistical and Nonlinear PhysicsObservable25 DEGREES CSODIUM-CHLORIDEHEAT-CAPACITIESIONIC-STRENGTH DEPENDENCEMOLECULAR-WEIGHTQuantum mechanicsQuantum processQuantum operationQuantum algorithmACTIVITY-COEFFICIENTSIONIZATION-CONSTANTQuantumCOMPLEX-FORMATIONMathematical PhysicsSpin-½
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Escape Times in Fluctuating Metastable Potential and Acceleration of Diffusion in Periodic Fluctuating Potentials

2004

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating metastable potential we obtain the mean first-passage time (MFPT) as a function of the potential parameters, the noise intensity and the mean rate of switchings of the dichotomous noise. We find noise enhanced stability (NES) phenomenon in the system investigated and the parameter region of the fluctuating potential where the effect can be observed. For the diffusion of the overdamped Brownian particle in a fast fluctuating symmetric periodic potential w…

Statistics and ProbabilityStatistical Mechanics (cond-mat.stat-mech)FOS: Physical sciencesSawtooth waveCondensed Matter PhysicsNoise (electronics)Fluctuating Metastable PotentialPiecewise linear functionClassical mechanicsMetastabilityPiecewiseEffective diffusion coefficientStatistical physicsDiffusion (business)Brownian motionCondensed Matter - Statistical MechanicsMathematics
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Clusters of effects curves in quantile regression models

2018

In this paper, we propose a new method for finding similarity of effects based on quantile regression models. Clustering of effects curves (CEC) techniques are applied to quantile regression coefficients, which are one-to-one functions of the order of the quantile. We adopt the quantile regression coefficients modeling (QRCM) framework to describe the functional form of the coefficient functions by means of parametric models. The proposed method can be utilized to cluster the effect of covariates with a univariate response variable, or to cluster a multivariate outcome. We report simulation results, comparing our approach with the existing techniques. The idea of combining CEC with QRCM per…

Statistics and ProbabilityStatistics::TheoryMultivariate statistics05 social sciencesUnivariateFunctional data analysis01 natural sciencesQuantile regressionQuantile regression coefficients modeling Multivariate analysis Functional data analysis Curves clustering Variable selection010104 statistics & probabilityComputational Mathematics0502 economics and businessParametric modelCovariateStatistics::MethodologyApplied mathematics0101 mathematicsStatistics Probability and UncertaintyCluster analysisSettore SECS-S/01 - Statistica050205 econometrics MathematicsQuantile
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