Search results for "Gauss"

showing 10 items of 701 documents

New adaptive synchronization algorithm for a general class of complex hyperchaotic systems with unknown parameters and its application to secure comm…

2022

Abstract The aim of this report is to investigate an adaptive synchronization (AS) for the general class of complex hyperchaotic models with unknown parameters and a new algorithm to achieve this type of synchronization is proposed. Owing to the intricacy behavior of hyperchaotic models that could be effective in secure communications, the special control based on adaptive laws of parameters is constructed analytically, and the corresponding simulated results are performed to validate the algorithm’s accuracy. The complex Rabinovich model is utilized as an enticing example to examine the proposed synchronization technique. A strategy for secure communication improving the overall cryptosyst…

Statistics and Probabilitybusiness.industryComputer scienceTransmitterStability (learning theory)Statistical and Nonlinear Physicssymbols.namesakeAdditive white Gaussian noiseSecure communicationRobustness (computer science)Gaussian noiseSynchronization (computer science)symbolsCryptosystembusinessAlgorithmPhysica A: Statistical Mechanics and its Applications
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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…

Statistics and Probabilityconditional Gaussian graphical modelscglasso conditional Gaussian graphical models glasso high-dimensionality sparsity censoring missing dataglassosparsityhigh-dimensionalityconditional Gaussian graphical models glasso high-dimensionality sparsity censoring missing datacglassomissing datacensoringStatistics Probability and UncertaintySettore SECS-S/01 - StatisticaSoftware
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Basing the Analysis of Comparative Bioavailability Trials on an Individualized Statistical Definition of Equivalence

1993

The conventional definition of bioequivalence in terms of population means only, is criticized for lacking relevance to the individual subject. Both approaches to bioequivalence assessment proposed here for avoiding this shortcoming, focus on the probability of an event induced by the response of a randomly selected subject to two formulations of a given active agent. The first approach leads to converting the basic idea underlying the well-known 75-rule into an exact statistical procedure. The second approach is of a parametric nature. It reduces bioequivalence assessment to testing against the alternative hypothesis that the standardized expected value of a Gaussian distribution is contai…

Statistics and Probabilityeducation.field_of_studyAlternative hypothesisGaussianPopulationGeneral MedicineExpected valueBioequivalenceBioavailabilitysymbols.namesakeCalculussymbolsStatistics Probability and UncertaintyeducationEquivalence (measure theory)MathematicsParametric statisticsBiometrical Journal
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Dynamic copula models for the spark spread

2011

We propose a non-symmetric copula to model the evolution of electricity and gas prices by a bivariate non-Gaussian autoregressive process. We identify the marginal dynamics as driven by normal inverse Gaussian processes, estimating them from a series of observed UK electricity and gas spot data. We estimate the copula by modeling the difference between the empirical copula and the independent copula. We then simulate the joint process and price options written on the spark spread. We find that option prices are significantly influenced by the copula and the marginal distributions, along with the seasonality of the underlying prices.

Statistics::TheoryMathematical financeCopula (linguistics)Statistics::Other StatisticsBivariate analysisLévy processStatistics::ComputationInverse Gaussian distributionsymbols.namesakeAutoregressive modelSpark spreadStatisticsEconometricssymbolsEconomicsStatistics::MethodologyMarginal distributionGeneral Economics Econometrics and FinanceFinanceQuantitative Finance
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Stochastic acceleration in generalized squared Bessel processes

2015

We analyze the time behavior of generalized squared Bessel processes, which are useful for modeling the relevant scales of stochastic acceleration problems. These nonstationary stochastic processes obey a Langevin equation with a non-Gaussian multiplicative noise. We obtain the long-time asymptotic behavior of the probability density function for non-Gaussian white and colored noise sources. We find that the functional form of the probability density functions is independent of the statistics of the noise source considered. Theoretical results are in good agreement with those obtained by numerical simulations of the Langevin equation with pulse noise sources.

Stochastic controlGeneralized inverse Gaussian distributionStatistics and ProbabilityMathematical optimizationBessel processexact resultStatistical and Nonlinear Physicsstochastic processes (theory)Noise (electronics)Multiplicative noiseLangevin equationStochastic differential equationColors of noiseStatistical physicsstochastic particle dynamics (theory)Statistics Probability and UncertaintyMathematicsStatistical and Nonlinear Physic
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Stability under influence of noise with regulated periodicity

2009

A very simple stochastic differential equation with quasi‐periodical multiplicative noise is investigated analytically. For fixed noise intensity the system can be stable at high noise periodicity and unstable at low noise periodicity.

Stochastic differential equationsymbols.namesakeStochastic resonanceGaussian noiseQuantum mechanicsQuantum noiseMathematical analysissymbolsShot noiseStability (probability)Multiplicative noiseNoise (radio)Mathematics
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Stochastic response of combined primary-secondary structures under seismic input

1992

A technique for non-stationary stochastic analysis of linear combined primary and secondary subsystems subjected to a zero-mean Gaussian base excitation is presented. The proposed technique, based on the use of the Taylor's expansion in evaluating the operators which appear in the step-by-step procedure, does not require the evaluation of the complex eigenproperties of the combined system. Operating in this way, even though the numerical procedure is a conditionally stable one, appears to be more efficient than existing methods to evaluate the dynamic response of such composite systems. It is also shown that the proposed procedure is available whether the seismic input is idealized as a fil…

Stochastic processDifferential equationGaussianAutocorrelationWhite noiseGeotechnical Engineering and Engineering GeologyBase (topology)symbols.namesakeEarth and Planetary Sciences (miscellaneous)Taylor seriessymbolsCalculusAlgorithmMathematics
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BROWNIAN DYNAMICS SIMULATIONS WITHOUT GAUSSIAN RANDOM NUMBERS

1991

We point out that in a Brownian dynamics simulation it is justified to use arbitrary distribution functions of random numbers if the moments exhibit the correct limiting behavior prescribed by the Fokker-Planck equation. Our argument is supported by a simple analytical consideration and some numerical examples: We simulate the Wiener process, the Ornstein-Uhlenbeck process and the diffusion in a Φ4 potential, using both Gaussian and uniform random numbers. In these examples, the rate of convergence of the mean first exit time is found to be nearly identical for both types of random numbers.

Stochastic processMathematical analysisGeneral Physics and AstronomyStatistical and Nonlinear PhysicsOrnstein–Uhlenbeck processBrownian excursionBrownian bridgeComputer Science Applicationssymbols.namesakeComputational Theory and MathematicsWiener processReflected Brownian motionStochastic simulationsymbolsStatistical physicsGaussian processMathematical PhysicsMathematicsInternational Journal of Modern Physics C
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Evidence of stochastic resonance in the mating behavior of Nezara viridula (L.)

2008

We investigate the role of the noise in the mating behavior between individuals of Nezara viridula (L.), by analyzing the temporal and spectral features of the non-pulsed type female calling song emitted by single individuals. We have measured the threshold level for the signal detection, by performing experiments with the calling signal at different intensities and analyzing the insect response by directionality tests performed on a group of male individuals. By using a sub-threshold signal and an acoustic Gaussian noise source, we have investigated the insect response for different levels of noise, finding behavioral activation for suitable noise intensities. In particular, the percentage…

Stochastic resonanceFOS: Physical sciencesNoise in biological systemQuantitative Biology - Quantitative MethodsSignalsymbols.namesakeDirectionalityDetection theoryPhysics - Biological PhysicsQuantitative Methods (q-bio.QM)Biophysical mechanisms of interactionPhysicsFluctuation phenomena random processes noise and Brownian motionbiologyNoise (signal processing)Noise in biological systems; Biophysical mechanisms of interaction; Fluctuation phenomena random processes noise and Brownian motionCondensed Matter Physicsbiology.organism_classificationSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Electronic Optical and Magnetic MaterialsBiological Physics (physics.bio-ph)Gaussian noiseNezara viridulaFOS: Biological sciencessymbolsThreshold modelBiological system
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Linear and nonlinear approximations for periodically driven bistable systems

2005

We analyze periodically driven bistable systems by two different approaches. The first approach is a linearization of the stochastic Langevin equation of our system by the response on small external force. The second one is based on the Gaussian approximation of the kinetic equations for the cumulants. We obtain with the first approach the signal power amplification and output signal-to-noise ratio for a model piece-wise linear bistable potential and compare with the results of linear response approximation. By using the second approach to a bistable quartic potential, we obtain the set of nonlinear differential equations for the first and the second cumulants.

Stochastic resonance; Stochastic linearization; Linear response theory; Gaussian approximationSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciStochastic linearizationGaussian approximationLinear response theoryStochastic resonance
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