Search results for "Probability Distribution"

Rateless Codes Performance Analysis in Correlated Channel Model for GEO Free Space Optics Downlinks

2012

TSVD as a Statistical Estimator in the Latent Semantic Analysis Paradigm

2015

The aim of this paper is to present a new point of view that makes it possible to give a statistical interpretation of the traditional latent semantic analysis (LSA) paradigm based on the truncated singular value decomposition (TSVD) technique. We show how the TSVD can be interpreted as a statistical estimator derived from the LSA co-occurrence relationship matrix by mapping probability distributions on Riemanian manifolds. Besides, the quality of the estimator model can be expressed by introducing a figure of merit arising from the Solomonoff approach. This figure of merit takes into account both the adherence to the sample data and the simplicity of the model. In our model, the simplicity…

Composite laminates buckling optimization through Levy based Ant Colony Optimization

2010

In this paper, the authors propose the use of the Levy probability distribution as leading mechanism for solutions differentiation in an efficient and bio-inspired optimization algorithm, ant colony optimization in continuous domains, ACOR. In the classical ACOR, new solutions are constructed starting from one solution, selected from an archive, where Gaussian distribution is used for parameter diversification. In the proposed approach, the Levy probability distributions are properly introduced in the solution construction step, in order to couple the ACOR algorithm with the exploration properties of the Levy distribution. The proposed approach has been tested on mathematical test functions…

Completing the logarithmic scoring rule for assessing probability distributions

2012

We propose and motivate an expanded version of the logarithmic score for forecasting distributions, termed the Total Log score. It incorporates the usual logarithmic score, which is recognised as incomplete and has been mistakenly associated with the likelihood principle. The expectation of the Total Log score equals the Negentropy plus the Negextropy of the distribution. We examine both discrete and continuous forms of the scoring rule, and we discuss issues of scaling for scoring assessments. The analysis suggests the dual tracking of the quadratic score along with the usual log score when assessing the qualities of probability distributions. An application to the sequential scoring of f…

Disentangling conditional effects of multiple regime shifts on Atlantic cod productivity

2020

AbstractRegime shifts are increasingly prevalent in the ecological literature. However, definitions vary, and many detection methods are subjective. Here, we employ an operationally objective means of identifying regime shifts, using a Bayesian online change-point detection algorithm able to simultaneously identify shifts in the mean and(or) variance of time series data. We detected multiple regime shifts in long-term (59-154 years) patterns of coastal Norwegian Atlantic cod (>70% decline) and putative drivers of cod productivity: North Atlantic Oscillation (NAO); sea-surface temperature; zooplankton abundance; fishing mortality (F). The consequences of an environmental or climate-relate…

On the Statistical Properties of the Capacity of Spatially Correlated Nakagami-M MIMO Channels

2008

This paper studies the statistical properties of the channel capacity of spatially correlated Nakagami-m multiple- input multiple-output (MIMO) channels. We have derived closed- form expressions for the probability density function (PDF), the cumulative distribution function (CDF), the level-crossing rate (LCR), and the average duration of fades (ADF) of the lower bound on the channel capacity. In order to study the impact of the spatial correlation on the channel capacity, the analysis of the statistical properties of the channel capacity is carried out for different receiver antenna spacings. It is observed that the antenna spacing has a significant influence on the spread and maximum val…

Stationary and non-stationary probability density function for non-linear oscillators

1997

A method for the evaluation of the stationary and non-stationary probability density function of non-linear oscillators subjected to random input is presented. The method requires the approximation of the probability density function of the response in terms of C-type Gram-Charlier series expansion. By applying the weighted residual method, the Fokker-Planck equation is reduced to a system of non-linear first order ordinary differential equations, where the unknowns are the coefficients of the series expansion. Furthermore, the relationships between the A-type and C-type Gram-Charlier series coefficient are derived.

Spatio‐temporal classification in point patterns under the presence of clutter

2019

We consider the problem of detection of features in the presence of clutter for spatio-temporal point patterns. In previous studies, related to the spatial context, Kth nearest-neighbor distances to classify points between clutter and features. In particular, a mixture of distributions whose parameters were estimated using an expectation-maximization algorithm. This paper extends this methodology to the spatio-temporal context by considering the properties of the spatio-temporal Kth nearest-neighbor distances. For this purpose, we make use of a couple of spatio-temporal distances, which are based on the Euclidean and the maximum norms. We show close forms for the probability distributions o…

Properties of the elasticity of a continuous random variable. A special look at its behavior and speed of change

2016

ABSTRACTBelzunce et al. (1995) define the elasticity for non negative random variables as the reversed proportional failure rate (RPFR). Veres-Ferrer and Pavia (2012, 2014b) interpret it in economic terms, extending its definition to variables that can also take negative values, and briefly present the role of elasticity in characterizing probability distributions. This paper highlights a set of properties demonstrated by elasticity, which shows many similar properties to the reverse hazard function. This paper pays particular attention to studying the increase/decrease and the speed of change of the elasticity function. These are important properties because of the characterizing role of e…

Poisson Regression with Change-Point Prior in the Modelling of Disease Risk around a Point Source

2003

Bayesian estimation of the risk of a disease around a known point source of exposure is considered. The minimal requirements for data are that cases and populations at risk are known for a fixed set of concentric annuli around the point source, and each annulus has a uniquely defined distance from the source. The conventional Poisson likelihood is assumed for the counts of disease cases in each annular zone with zone-specific relative risk and parameters and, conditional on the risks, the counts are considered to be independent. The prior for the relative risk parameters is assumed to be piecewise constant at the distance having a known number of components. This prior is the well-known cha…