Search results for "Linear"

showing 10 items of 7165 documents

A Bayesian analysis of classical hypothesis testing

1980

The procedure of maximizing the missing information is applied to derive reference posterior probabilities for null hypotheses. The results shed further light on Lindley’s paradox and suggest that a Bayesian interpretation of classical hypothesis testing is possible by providing a one-to-one approximate relationship between significance levels and posterior probabilities.

Statistics and ProbabilityBayes factorBayesian inferenceStatistics::ComputationBayesian statisticsStatisticsEconometricsBayesian experimental designStatistics::MethodologyStatistics Probability and UncertaintyBayesian linear regressionLindley's paradoxBayesian averageMathematicsStatistical hypothesis testingTrabajos de Estadistica Y de Investigacion Operativa
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What Bayesians Expect of Each Other

1991

Abstract Our goal is to study general properties of one Bayesian's subjective beliefs about the behavior of another Bayesian's subjective beliefs. We consider two Bayesians, A and B, who have different subjective distributions for a parameter θ, and study Bayesian A's expectation of Bayesian B's posterior distribution for θ given some data Y. We show that when θ can take only two values, Bayesian A always expects Bayesian B's posterior distribution to lie between the prior distributions of A and B. Conditions are given under which a similar result holds for an arbitrary real-valued parameter θ. For a vector parameter θ we present useful expressions for the mean vector and covariance matrix …

Statistics and ProbabilityBayesian probabilityPosterior probabilityBayesian inferenceStatistics::ComputationBayesian statisticsStatisticsBayesian experimental designBayesian hierarchical modelingApplied mathematicsStatistics Probability and UncertaintyBayesian linear regressionBayesian averageMathematicsJournal of the American Statistical Association
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An introduction to Bayesian reference analysis: inference on the ratio of multinomial parameters

1998

This paper offers an introduction to Bayesian reference analysis, often described as the more successful method to produce non-subjective, model-based, posterior distributions. The ideas are illustrated in detail with an interesting problem, the ratio of multinomial parameters, for which no model-based Bayesian analysis has been proposed. Signposts are provided to the huge related literature.

Statistics and ProbabilityBayesian probabilityPosterior probabilityInferenceBayesian inferencecomputer.software_genreStatistics::ComputationBayesian statisticsComputingMethodologies_PATTERNRECOGNITIONPrior probabilityEconometricsData miningBayesian linear regressionBayesian averagecomputerMathematicsJournal of the Royal Statistical Society: Series D (The Statistician)
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A Log-Rank Test for Equivalence of Two Survivor Functions

1993

We consider a hypothesis testing problem in which the alternative states that the vertical distance between the underlying survivor functions nowhere exceeds some prespecified bound delta0. Under the assumption of proportional hazards, this hypothesis is shown to be (logically) equivalent to the statement [beta[log(1 + epsilon), where beta denotes the regression coefficient associated with the treatment group indicator, and epsilon is a simple strictly increasing function of delta. The testing procedure proposed consists of carrying out in terms of beta (i.e., the standard Cox likelihood estimator of beta) the uniformly most powerful level alpha test for a suitable interval hypothesis about…

Statistics and ProbabilityBiometryGaussianGeneral Biochemistry Genetics and Molecular BiologyCombinatoricssymbols.namesakeNeoplasmsLinear regressionStatisticsChi-square testHumansComputer SimulationCerebellar NeoplasmsChildEquivalence (measure theory)Proportional Hazards ModelsStatistical hypothesis testingMathematicsClinical Trials as TopicGeneral Immunology and MicrobiologyApplied MathematicsEstimatorGeneral MedicineSurvival AnalysisLog-rank testLinear ModelssymbolsGeneral Agricultural and Biological SciencesMedulloblastomaQuantileBiometrics
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Quantum dissipative dynamics of a bistable system in the sub-Ohmic to super-Ohmic regime

2016

We investigate the quantum dynamics of a multilevel bistable system coupled to a bosonic heat bath beyond the perturbative regime. We consider different spectral densities of the bath, in the transition from sub-Ohmic to super-Ohmic dissipation, and different cutoff frequencies. The study is carried out by using the real-time path integral approach of the Feynman-Vernon influence functional. We find that, in the crossover dynamical regime characterized by damped \emph{intrawell} oscillations and incoherent tunneling, the short time behavior and the time scales of the relaxation starting from a nonequilibrium initial condition depend nontrivially on the spectral properties of the heat bath.

Statistics and ProbabilityBistabilityQuantum dynamicsFOS: Physical sciencesquantum transport in one-dimension01 natural sciencesSettore FIS/03 - Fisica Della Materia010305 fluids & plasmas0103 physical sciencesMesoscale and Nanoscale Physics (cond-mat.mes-hall)Initial value problem010306 general physicsQuantumQuantum tunnellingquantum transportPhysicsdissipative systems (theory)Condensed matter physicsCondensed Matter - Mesoscale and Nanoscale PhysicsStatistical and Nonlinear PhysicsDissipationPath integral formulationRelaxation (physics)dissipative systems (theory); quantum transport; quantum transport in one-dimension; Statistical and Nonlinear Physics; Statistics and Probability; Statistics Probability and UncertaintyStatistics Probability and UncertaintyStatistical and Nonlinear Physic
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Response functions in multicomponent Luttinger liquids

2012

We derive an analytic expression for the zero temperature Fourier transform of the density-density correlation function of a multicomponent Luttinger liquid with different velocities. By employing Schwinger identity and a generalized Feynman identity exact integral expressions are derived, and approximate analytical forms are given for frequencies close to each component singularity. We find power-like singularities and compute the corresponding exponents. Numerical results are shown for the case of three components.

Statistics and ProbabilityBosonizationFOS: Physical sciences01 natural sciences010305 fluids & plasmassymbols.namesakeIdentity (mathematics)Condensed Matter - Strongly Correlated ElectronsSingularityCorrelation functionLuttinger liquid0103 physical sciencesFeynman diagramLuttinger liquids (theory)010306 general physics71.10.Pm 02.30.Nw 02.30.UuMathematical physicsPhysicsStrongly Correlated Electrons (cond-mat.str-el)Statistical and Nonlinear PhysicsFourier transformsymbolsGravitational singularityStatistics Probability and Uncertaintybosonization[PHYS.COND.CM-SCE]Physics [physics]/Condensed Matter [cond-mat]/Strongly Correlated Electrons [cond-mat.str-el]
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Other 2N− 2 parameters solutions of the NLS equation and 2N+ 1 highest amplitude of the modulus of theNth order AP breather

2015

In this paper, we construct new deformations of the Akhmediev-Peregrine (AP) breather of order N (or APN breather) with real parameters. Other families of quasirational solutions of the nonlinear Schrodinger (NLS) equation are obtained. We evaluate the highest amplitude of the modulus of the AP breather of order N; we give the proof that the highest amplitude of the APN breather is equal to . We get new formulas for the solutions of the NLS equation, which are different from these already given in previous works. New solutions for the order 8 and their deformations according to the parameters are explicitly given. We simultaneously get triangular configurations and isolated rings. Moreover,…

Statistics and ProbabilityBreatherMathematical analysisGeneral Physics and AstronomyModulusStatistical and Nonlinear PhysicsConcentric ringNonlinear systemsymbols.namesakeNonlinear Sciences::Exactly Solvable and Integrable SystemsAmplitudeModeling and SimulationsymbolsOrder (group theory)Nonlinear Sciences::Pattern Formation and SolitonsMathematical PhysicsSchrödinger's catMathematicsJournal of Physics A: Mathematical and Theoretical
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Breathers and solitons of generalized nonlinear Schrödinger equations as degenerations of algebro-geometric solutions

2011

We present new solutions in terms of elementary functions of the multi-component nonlinear Schr\"odinger equations and known solutions of the Davey-Stewartson equations such as multi-soliton, breather, dromion and lump solutions. These solutions are given in a simple determinantal form and are obtained as limiting cases in suitable degenerations of previously derived algebro-geometric solutions. In particular we present for the first time breather and rational breather solutions of the multi-component nonlinear Schr\"odinger equations.

Statistics and ProbabilityBreatherMathematics::Analysis of PDEsGeneral Physics and AstronomyFOS: Physical sciences01 natural sciences010305 fluids & plasmasSchrödinger equationsymbols.namesakeMathematics - Analysis of PDEsSimple (abstract algebra)[MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph]0103 physical sciencesFOS: MathematicsElementary function[MATH.MATH-MP] Mathematics [math]/Mathematical Physics [math-ph]010306 general physicsNonlinear Sciences::Pattern Formation and SolitonsMathematical PhysicsMathematical physicsPhysics[ MATH.MATH-MP ] Mathematics [math]/Mathematical Physics [math-ph]Statistical and Nonlinear PhysicsLimitingMathematical Physics (math-ph)Mathematics::Spectral TheoryNonlinear systemNonlinear Sciences::Exactly Solvable and Integrable SystemsModeling and SimulationsymbolsAnalysis of PDEs (math.AP)
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A Stochastic Approach to Quantum Statistics Distributions: Theoretical Derivation and Monte Carlo Modelling

2009

Abstract. We present a method aimed at a stochastic derivation of the equilibrium distribution of a classical/quantum ideal gas in the framework of the canonical ensemble. The time evolution of these ideal systems is modelled as a series of transitions from one system microstate to another one and thermal equilibrium is reached via a random walk in the single-particle state space. We look at this dynamic process as a Markov chain satisfying the condition of detailed balance and propose a variant of the Monte Carlo Metropolis algorithm able to take into account indistinguishability of identical quantum particles. Simulations performed on different two-dimensional (2D) systems are revealed to…

Statistics and ProbabilityCanonical ensemblePhysicsclassical Monte Carlo simulations quantum Monte Carlo simulations stochastic particle dynamics (theory)Monte Carlo methodStatistical and Nonlinear PhysicsMarkov chain Monte CarloIdeal gasMicrostate (statistical mechanics)symbols.namesakeThermodynamic limitDynamic Monte Carlo methodsymbolsStatistical physicsStatistics Probability and UncertaintyQuantum statistical mechanics
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A Comment on the Coefficient of Determination for Binary Responses

1992

Abstract Linear logistic or probit regression can be closely approximated by an unweighted least squares analysis of the regression linear in the conditional probabilities provided that these probabilities for success and failure are not too extreme. It is shown how this restriction on the probabilities translates into a restriction on the range of the coefficient of determination R 2 so that, as a consequence, R 2 is not suitable to judge the effectiveness of linear regressions with binary responses even if an important relation is present.

Statistics and ProbabilityCoefficient of determinationGeneral MathematicsProbit modelLinear regressionStatisticsConditional probabilityMultiple correlationStatistics Probability and UncertaintyLinear discriminant analysisLogistic regressionRegressionMathematicsThe American Statistician
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