Search results for "Probability"
showing 10 items of 3417 documents
Random walk approximation of BSDEs with H{\"o}lder continuous terminal condition
2018
In this paper, we consider the random walk approximation of the solution of a Markovian BSDE whose terminal condition is a locally Hölder continuous function of the Brownian motion. We state the rate of the L2-convergence of the approximated solution to the true one. The proof relies in part on growth and smoothness properties of the solution u of the associated PDE. Here we improve existing results by showing some properties of the second derivative of u in space. peerReviewed
A segmented regression model for event history data: an application to the fertility patterns in Italy
2009
We propose a segmented discrete-time model for the analysis of event history data in demographic research. Through a unified regression framework, the model provides estimates of the effects of explanatory variables and jointly accommodates flexibly non-proportional differences via segmented relationships. The main appeal relies on ready availability of parameters, changepoints, and slopes, which may provide meaningful and intuitive information on the topic. Furthermore, specific linear constraints on the slopes may also be set to investigate particular patterns. We investigate the intervals between cohabitation and first childbirth and from first to second childbirth using individual data …
Discriminative pattern discovery for the characterization of different network populations
2023
Abstract Motivation An interesting problem is to study how gene co-expression varies in two different populations, associated with healthy and unhealthy individuals, respectively. To this aim, two important aspects should be taken into account: (i) in some cases, pairs/groups of genes show collaborative attitudes, emerging in the study of disorders and diseases; (ii) information coming from each single individual may be crucial to capture specific details, at the basis of complex cellular mechanisms; therefore, it is important avoiding to miss potentially powerful information, associated with the single samples. Results Here, a novel approach is proposed, such that two different input popul…
A multi-scale approach for testing and detecting peaks in time series
2020
An approach is presented that combines a statistical test for peak detection with the estimation of peak positions in time series. Motivated by empirical observations in neuronal recordings, we aim at investigating peaks of different heights and widths. We use a moving window approach to compare the differences of estimated slope coefficients of local regression models. We combine multiple windows and use the global maximum of all different processes as a test statistic. After rejection, a multiple filter algorithm combines peak positions estimated from multiple windows. Analysing neuronal activity recorded in anaesthetized mice, the procedure could identify significant differences between …
Flexible latent trait aggregation to analyze employability after the Ph.D. in Italy
2015
The analysis of satisfaction, employability and economic perspectives after the Ph.D. in Italy has not received adequate attention in the past, especially in terms of comparison among universities. To analyze these aspects, in this paper we consider data from the survey ‘Statistica in TEma di Laureati e LAvoro’ on doctors who achieved the title on 2007, 2008 and 2009 [CILEA, Laureati STELLA, indagine occupazionale post-dottorato, dottori di ricerca 2007–2008, Tech. Rep., CILEA, Segrate, 2010; CILEA,Laureati STELLA, indagine occupazionale post-dottorato, dottori di ricerca 2008–2009, Tech. Rep., CILEA, Segrate, 2011]. To deal with the complex, multidimensional nature of the concept, we propo…
Spatio-temporal statistical methods in environmental and biometrical problems
2017
This is the editorial letter for the Special Issue dedicated to the VIII International Workshop on Spatio-temporal Modelling (METMAVIII) which took place in Valencia (Spain) from 1 to 3 June 2016, and to the second Galician-Portuguese meeting of Biometry, with applications to Health Sciences, Ecology and Environmental Sciences (BIOAPP2016) held in Santiago de Compostela (Spain), 30–2 July 2016. This special issue summarises and discusses selected peer-reviewed contributions related to spatial and spatio-temporal statistical methodologies comprising both new methodological approaches and a wide range of applications related to environmental and biometrical problems. Point processes, lattice …
Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement
2022
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line is secured by a two-sided reflection. Depending on the specific reflection "mechanism", the inferred jump-type processes differ in their spectral and statistical characteristics, like e.g. relaxation properties, and functional shapes of invariant (equilibrium, or asymptotic near-equilibrium) probability density functions in the interval. The analysis is carried out in conjunction with attempts to give meaning to the notion of a reflecting L\'{e}vy process…
Spectral characteristics of steady-state Lévy flights in confinement potential profiles
2016
The steady-state correlation characteristics of superdiffusion in the form of Levy flights in one-dimensional confinement potential profiles are investigated both theoretically and numerically. Specifically, for Cauchy stable noise we calculate the steady-state probability density function for an infinitely deep rectangular potential well and for a symmetric steep potential well of the type U(x)∞x2m. For these potential profiles and arbitrary Levy index α, we obtain the asymptotic expression of the spectral power density.
Assessing local differences between the spatio-temporal second-order structure of two point patterns occurring on the same linear network
2021
Abstract We introduce Local Indicators of Spatio-Temporal Association (LISTA) functions on linear networks and use them to build a statistical test for local second-order structure. This allows to identify differences in the spatio-temporal clustering behaviour of two point patterns, a point pattern of interest and a background one, both occurring on the same linear network. We assess the performance of the testing procedure for local second-order structure through simulation studies under a variety of scenarios that also account for different generating point processes. We show that the proposed local test is able to correctly identify the spatio-temporal difference in the local second-ord…
Juggler's exclusion process
2012
Juggler's exclusion process describes a system of particles on the positive integers where particles drift down to zero at unit speed. After a particle hits zero, it jumps into a randomly chosen unoccupied site. We model the system as a set-valued Markov process and show that the process is ergodic if the family of jump height distributions is uniformly integrable. In a special case where the particles jump according to a set-avoiding memoryless distribution, the process reaches its equilibrium in finite nonrandom time, and the equilibrium distribution can be represented as a Gibbs measure conforming to a linear gravitational potential.