Search results for "PROBABILITY"
showing 10 items of 3417 documents
CorCast: A Distributed Architecture for Bayesian Epidemic Nowcasting and its Application to District-Level SARS-CoV-2 Infection Numbers in Germany
2021
Timely information on current infection numbers during an epidemic is of crucial importance for decision makers in politics, medicine, and businesses. As information about local infection risk can guide public policy as well as individual behavior, such as the wearing of personal protective equipment or voluntary social distancing, statistical models providing such insights should be transparent and reproducible as well as accurate. Fulfilling these requirements is drastically complicated by the large amounts of data generated during exponential growth of infection numbers, and by the complexity of common inference pipelines. Here, we present CorCast – a stable and scalable distributed arch…
Estimation of Uncertain Relations between Indeterminate Temporal Points
2000
Many database applications need to manage temporal information and sometimes to estimate relations between indeterminate temporal points. Indeterminacy means that we do not know exactly when a particular event happened. In this case, temporal points can be defined within some temporal intervals. Measurements of these intervals are not necessarily based on exactly synchronized clocks, and, therefore, possible measurement errors need to be taken into account when estimating the temporal relation between two indeterminate points. This paper presents an approach to calculate the probabilities of the basic relations (before, at the same time, and after) between any two indeterminate temporal poi…
Estimation of ordered response models with sample selection
2011
We introduce two new Stata commands for the estimation of an ordered response model with sample selection. The opsel command uses a standard maximum-likelihood approach to fit a parametric specification of the model where errors are assumed to follow a bivariate Gaussian distribution. The snpopsel command uses the semi-nonparametric approach of Gallant and Nychka (1987, Econometrica 55: 363–390) to fit a semiparametric specification of the model where the bivariate density function of the errors is approximated by a Hermite polynomial expansion. The snpopsel command extends the set of Stata routines for semi-nonparametric estimation of discrete response models. Compared to the other semi-n…
Past price “memory” in the housing market: testing the performance of different spatio-temporal specifications.
2017
ABSTRACTRecent methodological developments provide a way to incorporate the temporal dimension when accounting for spatial effects in hedonic pricing. Weight matrices should decompose the spatial effects into two distinct components: bidirectional contemporaneous spatial connections; and unidirectional spatio-temporal effects from past transactions. Our iterative estimation approach explicitly analyses the role of time in price determination. The results show that both spatio-temporal components should be included in model specification; past transaction information stops contributing to price determination after eight months; and limited temporal friction is exhibited within this period. T…
Stochastic response determination of nonlinear oscillators with fractional derivatives elements via the Wiener path integral
2014
A novel approximate analytical technique for determining the non-stationary response probability density function (PDF) of randomly excited linear and nonlinear oscillators endowed with fractional derivatives elements is developed. Specifically, the concept of the Wiener path integral in conjunction with a variational formulation is utilized to derive an approximate closed form solution for the system response non-stationary PDF. Notably, the determination of the non-stationary response PDF is accomplished without the need to advance the solution in short time steps as it is required by the existing alternative numerical path integral solution schemes which rely on a discrete version of the…
A New Time Dependent Model Based on Level Set Motion for Nonlinear Deblurring and Noise Removal
1999
In this paper we summarize the main features of a new time dependent model to approximate the solution to the nonlinear total variation optimization problem for deblurring and noise removal introduced by Rudin, Osher and Fatemi. Our model is based on level set motion whose steady state is quickly reached by means of an explicit procedure based on an ENO Hamilton-Jacobi version of Roe's scheme. We show numerical evidence of the speed, resolution and stability of this simple explicit procedure in two representative 1D and 2D numerical examples.
Why are viral genomes so fragile? The bottleneck hypothesis
2021
If they undergo new mutations at each replication cycle, why are RNA viral genomes so fragile, with most mutations being either strongly deleterious or lethal? Here we provide theoretical and numerical evidence for the hypothesis that genetic fragility is partly an evolutionary response to the multiple population bottlenecks experienced by viral populations at various stages of their life cycles. Modelling within-host viral populations as multi-type branching processes, we show that mutational fragility lowers the rate at which Muller’s ratchet clicks and increases the survival probability through multiple bottlenecks. In the context of a susceptible-exposed-infectious-recovered epidemiolog…
Backwards Martingales and Exchangeability
2020
With many data acquisitions, such as telephone surveys, the order in which the data come does not matter. Mathematically, we say that a family of random variables is exchangeable if the joint distribution does not change under finite permutations. De Finetti’s structural theorem says that an infinite family of E-valued exchangeable random variables can be described by a two-stage experiment. At the first stage, a probability distribution Ξ on E is drawn at random. At the second stage, independent and identically distributed random variables with distribution Ξ are implemented.
Forward and backward diffusion approximations for haploid exchangeable population models
2001
Abstract The class of haploid population models with non-overlapping generations and fixed population size N is considered such that the family sizes ν1,…,νN within a generation are exchangeable random variables. A criterion for weak convergence in the Skorohod sense is established for a properly time- and space-scaled process counting the number of descendants forward in time. The generator A of the limit process X is constructed using the joint moments of the offspring variables ν1,…,νN. In particular, the Wright–Fisher diffusion with generator Af(x)= 1 2 x(1−x)f″(x) appears in the limit as the population size N tends to infinity if and only if the condition lim N→∞ E((ν 1 −1) 3 )/(N Var …
Studying the stability of Solvent Red 19 and 23 as excise duty components under the influence of controlled factors
2020
Abstract In this study, we examine the chemical stability of two disazo dyes, namely Solvent Red 19 and 23 (SR 19 and SR 23), under simulated conditions. Both dyes are considered to be chemically stable under normal exploitation conditions and therefore, are used extensively as excise duty components that enable a rapid visual verification of the tax levels that were imposed on fuel products as well as identifying fuel usage. However, the results from this study confirmed that the colour of the samples that had been fortified with either SR 19 or SR 23 fades under the influence of external conditions such as UV-A irradiation and temperature over time. The UV-A irradiation was the dominant f…