Search results for "PROBABILITY"
showing 10 items of 3417 documents
On Fuzzy Stochastic Integral Equations—A Martingale Problem Approach
2011
In the paper we consider fuzzy stochastic integral equations using the methods of stochastic inclusions. The idea is to consider an associated martingale problem and its solutions in order to obtain a solution to the fuzzy stochastic equation.
Martingale Convergence Theorems and Their Applications
2020
We became familiar with martingales X=(X n ) n∈N0 as fair games and found that under certain transformations (optional stopping, discrete stochastic integral) martingales turn into martingales. In this chapter, we will see that under weak conditions (non-negativity or uniform integrability) martingales converge almost surely. Furthermore, the martingale structure implies L p -convergence under assumptions that are (formally) weaker than those of Chapter 7. The basic ideas of this chapter are Doob’s inequality (Theorem 11.4) and the upcrossing inequality (Lemma 11.3).
Assessing fat-tailed sequential forecast distributions for the Dow-Jones index with logarithmic scoring rules
2007
We use the logarithmic scoring rule for distributions to assess a variety of fat-tailed sequential forecasting distributions for the Dow-Jones industrial stock index from 1980 to the present. The methodology applies Bruno de Finetti''s contributions to understanding how to compare the quality of different coherent forecasting distributions for the same sequence of observations, using proper scoring rules. Four different forms of forecasting distributions are compared: a mixture Normal, a mixture of convex combinations of three Normal distributions, a mixture exponential power distribution, and a mixture of a convex combination of three exponential power distributions. The mixture linear com…
Separation of presynaptic Cav2 and Cav1 channel function in synaptic vesicle exo- and endocytosis by the membrane anchored Ca2+ pump PMCA
2021
Significance Synaptic vesicle (SV) release from presynaptic terminals requires nanometer precise control of action potential (AP)–triggered calcium influx through voltage-gated calcium channels (VGCCs). SV recycling also depends on calcium signals, though in different spatiotemporal domains. Mechanisms for separate control of SV release and recycling by AP-triggered calcium influx remain elusive. Here, we demonstrate largely independent regulation of release and recycling by two different populations of VGCCs (Cav2, Cav1), identify Cav1 as one of potentially multiple calcium entry routes for endocytosis regulation, and show functional separation of simultaneous calcium signals in the nanome…
ALDEN, an Algorithm for Assessment of Drug Causality in Stevens–Johnson Syndrome and Toxic Epidermal Necrolysis: Comparison With Case–Control Analysis
2010
Epidermal necrolysis (EN)--either Stevens-Johnson syndrome (SJS) or toxic EN (TEN)--is a severe drug reaction. We constructed and evaluated a specific algorithm, algorithm of drug causality for EN (ALDEN), in order to improve the individual assessment of drug causality in EN. ALDEN causality scores were compared with those from the French pharmacovigilance method in 100 cases and the case-control results of the EuroSCAR study. Scores attributed by ALDEN segregated widely. ALDEN pointed to a "probable" or "very probable" causality in 69/100 cases as compared to 23/100 with the French method (P < 0.001). It scored "very unlikely" causality for 64% of medications vs. none with the French metho…
Stabilization of a class of slowly switched positive linear systems: State-feedback control
2012
The main goal of this paper is to investigate the stabilization problem for a class of switched positive linear systems (SPLS) with average dwell time (ADT) switching in continuous-time context. State-feedback controllers and the corresponding switching law with ADT property are designed, which stabilize the closed-loop systems while keeping the states nonnegative. The proposed conditions, formulated as linear matrix inequalities, can be directly used for controller synthesis and switching designing. Finally, a numerical example is given to demonstrate the validity of the obtained results.
Stability and -Gain Control of Positive Switched Systems with Time-Varying Delays via Delta Operator Approach
2013
This paper investigates the problems of stability and -gain controller design for positive switched systems with time-varying delays via delta operator approach. The purpose is to design a switching signal and a state feedback controller such that the resulting closed-loop system is exponentially stable with -gain performance. Based on the average dwell time approach, a sufficient condition for the existence of an -gain controller for the considered system is established by constructing an appropriate copositive type Lyapunov-Krasovskii functional in delta domain. Moreover, the obtained conditions can unify some previously suggested relevant methods in the literature of both continuous- and…
Network Entropy for the Sequence Analysis of Functional Connectivity Graphs of the Brain
2018
Dynamic representation of functional brain networks involved in the sequence analysis of functional connectivity graphs of the brain (FCGB) gains advances in uncovering evolved interaction mechanisms. However, most of the networks, even the event-related ones, are highly heterogeneous due to spurious interactions, which bring challenges to revealing the change patterns of interactive information in the complex dynamic process. In this paper, we propose a network entropy (NE) method to measure connectivity uncertainty of FCGB sequences to alleviate the spurious interaction problem in dynamic network analysis to realize associations with different events during a complex cognitive task. The p…
Hub-Centered Gene Network Reconstruction Using Automatic Relevance Determination
2012
Network inference deals with the reconstruction of biological networks from experimental data. A variety of different reverse engineering techniques are available; they differ in the underlying assumptions and mathematical models used. One common problem for all approaches stems from the complexity of the task, due to the combinatorial explosion of different network topologies for increasing network size. To handle this problem, constraints are frequently used, for example on the node degree, number of edges, or constraints on regulation functions between network components. We propose to exploit topological considerations in the inference of gene regulatory networks. Such systems are often…
On the classification of dynamical data streams using novel “Anti-Bayesian” techniques
2018
Abstract The classification of dynamical data streams is among the most complex problems encountered in classification. This is, firstly, because the distribution of the data streams is non-stationary, and it changes without any prior “warning”. Secondly, the manner in which it changes is also unknown. Thirdly, and more interestingly, the model operates with the assumption that the correct classes of previously-classified patterns become available at a juncture after their appearance. This paper pioneers the use of unreported novel schemes that can classify such dynamical data streams by invoking the recently-introduced “Anti-Bayesian” (AB) techniques. Contrary to the Bayesian paradigm, tha…