Search results for "Probability Distribution"
showing 10 items of 263 documents
Optimal Impulse Control When Control Actions Have Random Consequences
1997
We consider a generalised impulse control model for controlling a process governed by a stochastic differential equation. The controller can only choose a parameter of the probability distribution of the consequence of his control action which is therefore random. We state optimality results relating the value function to quasi-variational inequalities and a formal optimal stopping problem. We also remark that the value function is a viscosity solution of the quasi-variational inequalities which could lead to developments and convergence proofs of numerical schemes. Further, we give some explicit examples and an application in financial mathematics, the optimal control of the exchange rate…
Bayesian calibration of the nitrous oxide emission module of an agro-ecosystem model
2008
1. NitroEurope Open Science Conference on Reactive Nitrogen and the European Greenhouse Gas Balance ; Ghent (Belgique) - (2008-02-20 - 2008-02-21) / Conférence; Nitrous oxide (N2O) is the main biogenic greenhouse gas contributing to the global warming potential (GWP) of agro-ecosystems. Evaluating the impact of agriculture on climate therefore requires a capacity to predict N2O emissions in relation to environmental conditions and crop management. Biophysical models simulating the dynamics of carbon and nitrogen in agro-ecosystems have a unique potential to explore these relationships, but are fraught with high uncertainties in their parameters due to their variations over time and space. H…
Statistical analysis of inter-arrival times of rainfall events for Italian Sub-Alpine and Mediterranean areas
2012
Abstract. In this work a set of time-series of inter-arrival times of rainfall events, at daily scale, was analysed, with the aim to verify the issue of increasing duration of dry periods. The set consists of 12 time-series recorded at rain gauges in 1926–2005, six of them belong to an Italian Sub-Alpine area (Piedmont) and six to a Mediterranean one (Sicily). In order to overcome the problem related to limited sample size for high values of inter-arrival times, the discrete probability polylog-series distribution was used to fit the empirical data from partial (20 yr) time-series. Moreover, a simple qualitative trend analysis was applied to some high quantiles of inter-arrival times as wel…
Bayesian joint models for longitudinal and survival data
2020
This paper takes a quick look at Bayesian joint models (BJM) for longitudinal and survival data. A general formulation for BJM is examined in terms of the sampling distribution of the longitudinal and survival processes, the conditional distribution of the random effects and the prior distribution. Next a basic BJM defined in terms of a mixed linear model and a Cox survival regression models is discussed and some extensions and other Bayesian topics are briefly outlined.
A Bayesian direction-of-arrival model for an undetermined number of sources using a two-microphone array.
2014
Sound source localization using a two-microphone array is an active area of research, with considerable potential for use with video conferencing, mobile devices, and robotics. Based on the observed time-differences of arrival between sound signals, a probability distribution of the location of the sources is considered to estimate the actual source positions. However, these algorithms assume a given number of sound sources. This paper describes an updated research account on the solution presented in Escolano et al. [J. Acoust. Am. Soc. 132(3), 1257-1260 (2012)], where nested sampling is used to explore a probability distribution of the source position using a Laplacian mixture model, whic…
Atomic Mean-Square Displacements in Proteins by Molecular Dynamics: A Case for Analysis of Variance
2004
AbstractInformation on protein internal motions is usually obtained through the analysis of atomic mean-square displacements, which are a measure of variability of the atomic positions distribution functions. We report a statistical approach to analyze molecular dynamics data on these displacements that is based on probability distribution functions. Using a technique inspired by the analysis of variance, we compute unbiased, reliable mean-square displacements of the atoms and analyze them statistically. We applied this procedure to characterize protein thermostability by comparing the results for a thermophilic enzyme and a mesophilic homolog. In agreement with previous experimental observ…
Statistical Analysis of Biological Models with Uncertainty
2020
In this contribution relevant biological models, based on random differential equations, are studied. For the sake of generality, we assume that the initial condition and the biological model parameters are dependent random variables with arbitrary probability distributions. We present a general methodology that enables us to provide a full probabilistic description of the solution stochastic process for each stochastic model. The statistical analysis is performed through the calculation of the first probability function by applying the random variable transformation technique. From the first probability density function, we can calculate any one-dimensional moment of the solution, includin…
COMPARATIVE ASSESSMENT OF SEVERAL MULTI-CRITERIA DECISION ANALYSIS TOOLS FOR MANAGEMENT OF CONTAMINATED SEDIMENTS
2007
Over the past several decades, environmental decision-making strategies have evolved into increasingly more sophisticated, information-intensive, and complexapproaches including expert judgment, cost-benefit analysis, toxicological risk assessment, comparative risk assessment, and a number of methods forincorporating public and stakeholder values. This evolution has led to an improved array of decision-making aids, including the development of Multi-CriteriaDecision Analysis (MCDA) tools that offer a scientifically sound decision analytical framework. The existence of different MCDA methods and the availability of corresponding software contribute to the possibility of practical implementat…
SMAA in Robustness Analysis
2016
Stochastic multicriteria acceptability analysis (SMAA) is a simulation based method for discrete multicriteria decision aiding problems where information is uncertain, imprecise, or partially missing. In SMAA, different kind of uncertain information is represented by probability distributions. Because SMAA considers simultaneously the uncertainty in all parameters, it is particularly useful for robustness analysis. Depending on the problem setting, SMAA determines all possible rankings or classifications for the alternatives, and quantifies the possible results in terms of probabilities. This chapter describes SMAA in robustness analysis using a real-life decision problem as an example. Bas…
Equivalence of the Pecka–Ponec Correlation Probability and the Statistical F Significance for MLR Models
2004
In an article of this journal Pecka and Ponec [J. Math. Chem. 27 (2000) 13] have proposed, by means of a probability calculation, a method to evaluate the statistical importance of correlations obtained from multilinear regression equations involving an arbitrary number of experimental points and parameters. Here, it is demonstrated how this probability exactly coincides with a more general concept: the confidence probability of an F distribution having the appropriate degrees of freedom.