Search results for "Parametric statistics"

showing 10 items of 354 documents

Noncritical quadrature squeezing through spontaneous polarization symmetry breaking

2010

We discuss the possibility of generating noncritical quadrature squeezing by spontaneous polarization symmetry breaking. We first consider Type II frequency-degenerate optical parametric oscillators but discard them for a number of reasons. Then we propose a four-wave-mixing cavity, in which the polarization of the output mode is always linear but has an arbitrary orientation. We show that in such a cavity, complete noise suppression in a quadrature of the output field occurs, irrespective of the parameter values.

Spontaneous polarizationPhysicsQuantum PhysicsNoise suppressionQuantum mechanicsFOS: Physical sciencesPhysics::OpticsSymmetry breakingQuantum Physics (quant-ph)Polarization (waves)Atomic and Molecular Physics and OpticsParametric statistics
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Active monetary policy and instability in a phillips curve system

1998

The presence of nonlinearities in a Phillips curve system yields to complex dynamics, i.e., cyclical behavior that may (under some parametric set) become chaotic. This paper extends these conclusions by including an active monetary policy. We show how stabilization policy may lead to amplified instabilities and that agents' expectations tend to play a key role in the amount of these instabilities.

Stabilization policyEconomics and EconometricsComplex dynamicsKeynesian economicsMonetary policyChaoticEconomicsPhillips curveInstabilityParametric statisticsJournal of Macroeconomics
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Non-linear systems under impulsive parametric input

1999

In this paper the problem of the response of non-linear systems excited by an impulsive parametric input is treated. For such systems the response exhibits a jump depending on the amplitude of the impulse as well as on the value of the state variables immediately before the impulse occurrence. Recently, the jump prediction has been obtained in a series form. Here the incremental rule for any scalar real valued function is obtained in an analytical form involving the jump of the state variables. It is also shown that the formulation for the jump evaluation is also able to give a new step-by-step integration technique.

State variableApplied MathematicsMechanical EngineeringNumerical analysisDuffing equationImpulse (physics)Nonlinear systemReal-valued functionMechanics of MaterialsControl theoryJumpApplied mathematicsMathematicsParametric statistics
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Power of the Wilcoxon–Mann–Whitney test for non‐inferiority in the presence of death‐censored observations

2017

In clinical trials with patients in a critical state, death may preclude measurement of a quantitative endpoint of interest, and even early measurements, for example for intention-to-treat analysis, may not be available. For example, a non-negligible proportion of patients with acute pulmonary embolism will die before 30 day measurements on the efficacy of thrombolysis can be obtained. As excluding such patients may introduce bias, alternative analyses, and corresponding means for sample size calculation are needed. We specifically consider power analysis in a randomized clinical trial setting in which the goal is to demonstrate noninferiority of a new treatment as compared to a reference t…

Statistics and ProbabilityClinical Trials as TopicBiometryEndpoint Determinationbusiness.industryNonparametric statisticsGeneral Medicinemedicine.diseaseOutcome (probability)Pulmonary embolismlaw.inventionDeathClinical trialRandomized controlled trialSample size determinationlawCensoring (clinical trials)StatisticsMann–Whitney U testHumansMedicineStatistics Probability and UncertaintyPulmonary EmbolismbusinessBiometrical Journal
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On Association Models Defined over Independence Graphs

1998

Conditions on joint distributions are given under which two variables will be conditionally associated whenever an independence graph does not imply a corresponding conditional independence statement. To this end the notions of parametric cancellation, of stable paths and of quasi-linear models are discussed in some detail.

Statistics and ProbabilityCombinatoricsStatement (computer science)Discrete mathematicsConditional independenceJoint probability distributionIndependence (mathematical logic)Matrix decompositionParametric statisticsCholesky decompositionMathematicsCorresponding conditionalBernoulli
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FLP estimation of semi-parametric models for space-time point processes and diagnostic tools

2015

Abstract The conditional intensity function of a space–time branching model is defined by the sum of two main components: the long-run term intensity and short-run term one. Their simultaneous estimation is a complex issue that usually requires the use of hard computational techniques. This paper deals with a new mixed estimation approach for a particular space–time branching model, the Epidemic Type Aftershock Sequence model. This approach uses a simultaneous estimation of the different model components, alternating a parametric step for estimating the induced component by Maximum Likelihood and a non-parametric estimation step, for the background intensity, by FLP (Forward Predictive Like…

Statistics and ProbabilityComputer scienceSpace timeR packageProbability and statisticsManagement Monitoring Policy and LawSpace-time point processePoint processSemiparametric modelTerm (time)ETAS modelComputers in Earth ScienceComponent (UML)StatisticsCode (cryptography)Computers in Earth SciencesAlgorithmEtasFLPParametric statistics
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Intensity estimation for inhomogeneous Gibbs point process with covariates-dependent chemical activity

2014

Recent development of intensity estimation for inhomogeneous spatial point processes with covariates suggests that kerneling in the covariate space is a competitive intensity estimation method for inhomogeneous Poisson processes. It is not known whether this advantageous performance is still valid when the points interact. In the simplest common case, this happens, for example, when the objects presented as points have a spatial dimension. In this paper, kerneling in the covariate space is extended to Gibbs processes with covariates-dependent chemical activity and inhibitive interactions, and the performance of the approach is studied through extensive simulation experiments. It is demonstr…

Statistics and ProbabilityDimensionality reductionNonparametric statisticsPoisson distributionPoint processsymbols.namesakeDimension (vector space)CovariatesymbolsEconometricsStatistics::MethodologyStatistical physicsStatistics Probability and UncertaintySmoothingMathematicsParametric statisticsStatistica Neerlandica
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Mixed Non-Parametric and Parametric Estimation Techniques in R Package etasFLP for Earthquakes’ Description

2017

etasFLP is an R package which fits an epidemic type aftershock sequence (ETAS) model to an earthquake catalog; non-parametric background seismicity can be estimated through a forward predictive likelihood approach, while parametric components of triggered seismicity are estimated through maximum likelihood; estimation steps are alternated until convergence is obtained and for each event the probability of being a background event is estimated. The package includes options which allow its wide use. Methods for plot, summary and profile are defined for the main output class object. The paper provides examples of the package's use with description of the underlying R and Fortran routines.

Statistics and ProbabilityEarthquakeComputer scienceFortranFortranInduced seismicity010502 geochemistry & geophysicscomputer.software_genre01 natural sciencesPlot (graphics)Point processPhysics::GeophysicsPoint proce010104 statistics & probabilityetasFLP; R; Fortran; point process; ETAS; earthquakesETAS0101 mathematicsearthquakeslcsh:Statisticslcsh:HA1-4737AftershockEtasFLPpoint process0105 earth and related environmental sciencesEvent (probability theory)Parametric statisticscomputer.programming_languageNonparametric statisticsRetasFLP R Fortran point process ETAS earthquakes.Data miningStatistics Probability and UncertaintySettore SECS-S/01 - StatisticacomputerAlgorithmSoftware
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Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables

2019

Insurance companies develop loaded life tables to protect themselves against deviations, for example, in the number of expected deaths or in the (residual) expectation of life of their insured. In ...

Statistics and ProbabilityEconomics and EconometricsComputer science030503 health policy & servicesResidual01 natural sciences010104 statistics & probability03 medical and health sciencesLife insuranceEconometrics0101 mathematicsStatistics Probability and Uncertainty0305 other medical scienceParametric statisticsNorth American Actuarial Journal
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An autoregressive approach to spatio-temporal disease mapping

2007

Disease mapping has been a very active research field during recent years. Nevertheless, time trends in risks have been ignored in most of these studies, yet they can provide information with a very high epidemiological value. Lately, several spatio-temporal models have been proposed, either based on a parametric description of time trends, on independent risk estimates for every period, or on the definition of the joint covariance matrix for all the periods as a Kronecker product of matrices. The following paper offers an autoregressive approach to spatio-temporal disease mapping by fusing ideas from autoregressive time series in order to link information in time and by spatial modelling t…

Statistics and ProbabilityEpidemiologyComputer sciencecomputer.software_genreBayesian statisticsspatial statisticsBayes' theoremsymbols.namesakeMarkov random fieldsEconometricsDiseaseSpatial analysisParametric statisticsDemographyKronecker productCovariance matrixBayes TheoremField (geography)Bayesian statisticsEpidemiologic StudiesAutoregressive modelSpainsymbolsRegression AnalysisData miningcomputer
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