Search results for "Mathematica"
showing 10 items of 7971 documents
Hierarchically nested factor model from multivariate data
2005
We show how to achieve a statistical description of the hierarchical structure of a multivariate data set. Specifically we show that the similarity matrix resulting from a hierarchical clustering procedure is the correlation matrix of a factor model, the hierarchically nested factor model. In this model, factors are mutually independent and hierarchically organized. Finally, we use a bootstrap based procedure to reduce the number of factors in the model with the aim of retaining only those factors significantly robust with respect to the statistical uncertainty due to the finite length of data records.
Comparing normal means: new methods for an old problem
2007
Comparing the means of two normal populations is an old problem in mathematical statistics, but there is still no consensus about its most appropriate solution. In this paper we treat the problem of comparing two normal means as a Bayesian decision problem with only two alternatives: either to accept the hypothesis that the two means are equal, or to conclude that the observed data are, under the assumed model, incompatible with that hypothesis. The combined use of an information-theory based loss function, the intrinsic discrepancy (Bernardo and Rueda 2002}, and an objective prior function, the reference prior \citep{Bernardo 1979; Berger and Bernardo 1992), produces a new solution to this…
The short-term efficacy and safety of artificial total disc replacement for selected patients with lumbar degenerative disc disease compared with ant…
2018
PurposeTo systematically compare the efficacy and safety of lumbar total disc replacement (TDR) with the efficacy and safety of anterior lumbar interbody fusion (ALIF) for the treatment of lumbar degenerative disc disease (LDDD).MethodsThe electronic databases PubMed, Web of Science and the Cochrane Library were searched for the period from the establishment of the databases to March 2018. The peer-reviewed articles that investigate the safety and efficacy of TDR and ALIF were retrieved under the given search terms. Quality assessment must be done independently by two authors according to each item of criterion. The statistical analyses were performed using RevMan (version 5.3) and Stata (v…
Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk
1999
This paper discusses the pitfalls in the pricing of barrier options approximations of the underlying continuous processes via discrete lattice models. These problems are studied first in a Black-Scholes model. Improvements result from a trinomial model and a further modified model where price changes occur at the jump times of a Poisson process. After the numerical difficulties have been resolved in the Black-Scholes model, unpredictable discontinuous price movements are incorporated.
Etude numérique d'équations aux dérivées partielles non linéaires et dispersives
2011
Numerical analysis becomes a powerful resource in the study of partial differential equations (PDEs), allowing to illustrate existing theorems and find conjectures. By using sophisticated methods, questions which seem inaccessible before, like rapid oscillations or blow-up of solutions can be addressed in an approached way. Rapid oscillations in solutions are observed in dispersive PDEs without dissipation where solutions of the corresponding PDEs without dispersion present shocks. To solve numerically these oscillations, the use of efficient methods without using artificial numerical dissipation is necessary, in particular in the study of PDEs in some dimensions, done in this work. As stud…
Quasi-Newton approach to nonnegative image restorations
2000
Abstract Image restoration, or deblurring, is the process of attempting to correct for degradation in a recorded image. Typically the blurring system is assumed to be linear and spatially invariant, and fast Fourier transform (FFT) based schemes result in efficient computational image restoration methods. However, real images have properties that cannot always be handled by linear methods. In particular, an image consists of positive light intensities, and thus a nonnegativity constraint should be enforced. This constraint and other ways of incorporating a priori information have been suggested in various applications, and can lead to substantial improvements in the reconstructions. Neverth…
Iterative Symmetry Detection: Shrinking vs. Decimating Patterns
2005
This paper introduces a new mechanism that consists of applying a symmetry operator on an iteratively transformed version of the input image. The nature of the transformation characterizes the operator. Here, we consider the Object Symmetry Transform combined with the morphological operator erosion and the pyramid decimation respectively. The derived operators have been applied on both binary and gray levels images, comparing their ability to grasp the internal structure of a digital object. We present some experiments to evaluate their performances and check them for result quality versus computing complexity.
The interaction between social media, knowledge management and service quality: A decision tree analysis
2020
The existing literature fails to identify to which extent the utilization of social media could be relevant for increasing the effectiveness of knowledge management, in respect to overall business operations. In order to shed some light on this area we define three goals. Firstly, we investigate to what extent the different activities of clients on social media (SM), are important to the processes of knowledge management (KM) in companies. Secondly, we examine to what extent KM functions can be relevant in attaining the quality of IT services. Thirdly, we analyze to what extent KM mediates between SM and the quality of IT services, that is, which client activities on SM should be formalised…
ELECTRE III to dynamically support the decision maker about the periodic replacements configurations for a multi-component system
2013
The problem tackled by the present paper concerns the selection of the elements of a repairable and stochastically deteriorating multi-component system to replace (replacements configuration) during each scheduled and periodical system stop within a finite optimization cycle, by ensuring the simultaneous minimization of both the expected total maintenance cost and the system unavailability. To solve the considered problem, a combined approach between multi-objective optimization problem (MOOP) and multi-criteria decision making (MCDM) resolution techniques is proposed. In particular, the @e constraint method is used to single out the optimal Pareto frontier whereas the ELECTRE III multi-cri…
Integration of Two Multiobjective Optimization Methods for Nonlinear Problems
2003
In this paper, we bring together two existing methods for solving multiobjective optimization problems described by nonlinear mathematical models and create methods that benefit from both heir strengths. We use the Feasible Goals Method and the NIMBUS method to form new hybrid approaches. The Feasible Goals Method (FGM) is a graphic decision support tool that combines ideas of goal programming and multiobjective methods. It is based on the transformation of numerical information given by mathematical models into a variety of feasible criterion vectors (that is, feasible goals). Visual interactive display of this variety provides information about the problem that helps the decision maker to…