Search results for "Probability and Statistics"

showing 10 items of 45 documents

Ranking Scientific Journals Via Latent Class Models for Polytomous Item Response Data

2015

Summary We propose a model-based strategy for ranking scientific journals starting from a set of observed bibliometric indicators that represent imperfect measures of the unobserved ‘value’ of a journal. After discretizing the available indicators, we estimate an extended latent class model for polytomous item response data and use the estimated model to cluster journals. We illustrate our approach by using the data from the Italian research evaluation exercise that was carried out for the period 2004–2010, focusing on the set of journals that are considered relevant for the subarea statistics and financial mathematics. Using four bibliometric indicators (IF, IF5, AIS and the h-index), some…

Statistics and ProbabilityEconomics and EconometricEconomics and EconometricsClass (set theory)Research evaluationClusteringSet (abstract data type)Valutazione della Qualità delle RicercaCovariateStatisticsEconometricsFinite mixture modelsCluster analysisFinite mixture modelMathematicsGraded response modelMathematical financeItem response theory modelsItem response theory modelProbability and statisticsLatent class modelRankingStatistics Probability and UncertaintySettore SECS-S/01 - StatisticaValutazione della Qualità delle Ricerca; Clustering; Finite mixture models; Graded response model; Item response theory models; Research evaluation;Social Sciences (miscellaneous)Journal of the Royal Statistical Society Series A: Statistics in Society
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Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter

2018

A large class of modeling and prediction problems involves outcomes that belong to an exponential family distribution. Generalized linear models (GLMs) are a standard way of dealing with such situations. Even in high-dimensional feature spaces GLMs can be extended to deal with such situations. Penalized inference approaches, such as the $$\ell _1$$ or SCAD, or extensions of least angle regression, such as dgLARS, have been proposed to deal with GLMs with high-dimensional feature spaces. Although the theory underlying these methods is in principle generic, the implementation has remained restricted to dispersion-free models, such as the Poisson and logistic regression models. The aim of this…

Statistics and ProbabilityGeneralized linear modelMathematical optimizationGeneralized linear modelsPredictor-€“corrector algorithmGeneralized linear model02 engineering and technologyPoisson distributionDANTZIG SELECTOR01 natural sciencesCross-validationHigh-dimensional inferenceTheoretical Computer Science010104 statistics & probabilitysymbols.namesakeExponential familyLEAST ANGLE REGRESSION0202 electrical engineering electronic engineering information engineeringApplied mathematicsStatistics::Methodology0101 mathematicsCROSS-VALIDATIONMathematicsLeast-angle regressionLinear model020206 networking & telecommunicationsProbability and statisticsVARIABLE SELECTIONEfficient estimatorPredictor-corrector algorithmComputational Theory and MathematicsDispersion paremeterLINEAR-MODELSsymbolsSHRINKAGEStatistics Probability and UncertaintySettore SECS-S/01 - StatisticaStatistics and Computing
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Bi-squeezed states arising from pseudo-bosons

2018

Extending our previous analysis on bi-coherent states, we introduce here a new class of quantum mechanical vectors, the \emph{bi-squeezed states}, and we deduce their main mathematical properties. We relate bi-squeezed states to the so-called regular and non regular pseudo-bosons. We show that these two cases are different, from a mathematical point of view. Some physical examples are considered.

Statistics and ProbabilityMathematical propertiesFOS: Physical sciencesGeneral Physics and Astronomysqueezed state01 natural sciences010305 fluids & plasmasModeling and simulationPhysics and Astronomy (all)Theoretical physics0103 physical sciencesMathematical PhysicPoint (geometry)010306 general physicsSettore MAT/07 - Fisica MatematicaQuantumMathematical PhysicsBosonPhysicsQuantum PhysicsStatistical and Nonlinear PhysicsProbability and statisticsMathematical Physics (math-ph)pseudo-bosonModeling and SimulationCoherent statesQuantum Physics (quant-ph)Coherent stateStatistical and Nonlinear PhysicJournal of Physics A: Mathematical and Theoretical
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Rejoinder: Bayesian Checking of the Second Levels of Hierarchical Models

2008

Rejoinder: Bayesian Checking of the Second Levels of Hierarchical Models [arXiv:0802.0743]

Statistics and ProbabilityModel checkingFOS: Computer and information sciencesStatistics::TheoryDistribution (number theory)Computer sciencebusiness.industryGeneral MathematicsBayesian probabilityProbability and statisticsMachine learningcomputer.software_genreComputer Science::Digital LibrariesStatistics::ComputationMethodology (stat.ME)Test statisticStatistics::MethodologyArtificial intelligenceStatistics Probability and UncertaintybusinesscomputerStatistics - Methodology
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Hitting Time Distributions in Financial Markets

2006

We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the 12-year period 1987-1998, the second one is composed by high frequency data for 100 stocks for the 4-year period 1995-1998. We compare the probability distribution obtained by our empirical analysis with those obtained from different models for stock market evolution. Specifically by focusing on the statistical properties of the hitting times to reach a barrier or a given threshold, we compare the prob…

Statistics and ProbabilityPhysics - Physics and SocietyAutoregressive conditional heteroskedasticityStock market modelFOS: Physical sciencesPhysics and Society (physics.soc-ph)Langevin-type equationHeston modelEconophysics; Stock market model; Langevin-type equation; Heston model; Complex SystemsFOS: Economics and businessEconometricsMathematicsGeometric Brownian motionStatistical Finance (q-fin.ST)Actuarial scienceEconophysicFinancial marketHitting timeQuantitative Finance - Statistical FinanceComplex SystemsProbability and statisticsCondensed Matter PhysicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Heston modelPhysics - Data Analysis Statistics and ProbabilityProbability distributionStock marketData Analysis Statistics and Probability (physics.data-an)
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A dynamical approach to compatible and incompatible questions

2019

We propose a natural strategy to deal with compatible and incompatible binary questions, and with their time evolution. The strategy is based on the simplest, non-commutative, Hilbert space $\mathcal{H}=\mathbb{C}^2$, and on the (commuting or not) operators on it. As in ordinary Quantum Mechanics, the dynamics is driven by a suitable operator, the Hamiltonian of the system. We discuss a rather general situation, and analyse the resulting dynamics if the Hamiltonian is a simple Hermitian matrix.

Statistics and ProbabilityPhysics - Physics and SocietyQuantum PhysicsCompatible and incompatible questionComputer scienceQuantum dynamicsQuantum dynamicTime evolutionHilbert spaceFOS: Physical sciencesBinary numberProbability and statisticsPhysics and Society (physics.soc-ph)Condensed Matter PhysicsHermitian matrixAlgebrasymbols.namesakeOperator (computer programming)symbolsQuantum Physics (quant-ph)Hamiltonian (quantum mechanics)Decision makingSettore MAT/07 - Fisica Matematica
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Non-self-adjoint Hamiltonians with complex eigenvalues

2016

Motivated by what one observes dealing with PT-symmetric quantum mechanics, we discuss what happens if a physical system is driven by a diagonalizable Hamiltonian with not all real eigenvalues. In particular, we consider the functional structure related to systems living in finite-dimensional Hilbert spaces, and we show that certain intertwining relations can be deduced also in this case if we introduce suitable antilinear operators. We also analyze a simple model, computing the transition probabilities in the broken and in the unbroken regime.

Statistics and ProbabilityPure mathematicsDiagonalizable matrixPhysical systemFOS: Physical sciencesGeneral Physics and Astronomyintertwining relation01 natural sciencesModeling and simulationPhysics and Astronomy (all)symbols.namesakePT-quantum mechanic0103 physical sciencesMathematical Physic010306 general physicsSettore MAT/07 - Fisica Matematicaantilinear operatorMathematical PhysicsEigenvalues and eigenvectorsMathematicsQuantum Physics010308 nuclear & particles physicsHilbert spaceStatistical and Nonlinear PhysicsProbability and statisticsMathematical Physics (math-ph)Modeling and SimulationsymbolsQuantum Physics (quant-ph)Hamiltonian (quantum mechanics)Self-adjoint operatorStatistical and Nonlinear PhysicJournal of Physics A: Mathematical and Theoretical
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The adaptive nature of liquidity taking in limit order books

2014

In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function. Since orders impact prices, reconciling the persistence of the order flow with market efficiency is a subtle issue. A possible solution is provided by asymmetric liquidity, which states that the impact of a buy or sell order is inversely related to the probability of its occurrence. We empirically find that when the order flow predictability increases in one direction, the liquidity in the opposite side decreases, but the probability that a trade moves the price decreases significantly. While the…

Statistics and ProbabilityQuantitative Finance - Trading and Market MicrostructureStatistical Finance (q-fin.ST)Limit order book econophysics market efficiencyfinancial instruments and regulationAutocorrelationFinancial marketQuantitative Finance - Statistical FinanceStatistical and Nonlinear PhysicsProbability and statisticsTrading and Market Microstructure (q-fin.TR)Market liquidityFOS: Economics and businessFlow (mathematics)Order (exchange)risk measure and managementOrder bookEconomicsEconometricsmodels of financial marketStatistics Probability and UncertaintyPredictabilityStatistical and Nonlinear Physic
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Unifying approach to the quantification of bipartite correlations by Bures distance

2014

The notion of distance defined on the set of states of a composite quantum system can be used to quantify total, quantum and classical correlations in a unifying way. We provide new closed formulae for classical and total correlations of two-qubit Bell-diagonal states by considering the Bures distance. Complementing the known corresponding expressions for entanglement and more general quantum correlations, we thus complete the quantitative hierarchy of Bures correlations for Bell-diagonal states. We then explicitly calculate Bures correlations for two relevant families of states: Werner states and rank-2 Bell-diagonal states, highlighting the subadditivity which holds for total correlations…

Statistics and ProbabilityQuantum decoherenceSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciBures distanceGeneral Physics and AstronomyFOS: Physical sciencesQuantum entanglementSettore FIS/03 - Fisica Della MateriaPhysics and Astronomy (all)classical correlationSubadditivityQuantum systemMathematical PhysicStatistical physicsQuantum informationdecoherenceQuantumMathematical Physicsquantum correlationMathematicsQuantum PhysicsStatistical and Nonlinear PhysicsProbability and statisticsQuantum PhysicsMathematical Physics (math-ph)QubitModeling and SimulationQuantum Physics (quant-ph)Statistical and Nonlinear Physic
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Bayesian design in queues: An application to aeronautic maintenance

2007

We exploit Bayesian criteria for designing M/M/c//r queueing systems with spares. For illustration of our approach we use a real problem from aeronautic maintenance, where the numbers of repair crews and spare planes must be sufficiently large to meet the necessary operational capacity. Bayesian guarantees for this to happen can be given using predictive or posterior distributions.

Statistics and ProbabilityQueueing theoryMathematical optimizationExploitOperations researchApplied MathematicsBayesian probabilityPosterior probabilityComputerApplications_COMPUTERSINOTHERSYSTEMSProbability and statisticsBayesian designSpare partStatistics Probability and UncertaintyQueueMathematicsJournal of Statistical Planning and Inference
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