Search results for "Probability"
showing 10 items of 3417 documents
Synergetic and redundant information flow detected by unnormalized Granger causality: application to resting state fMRI
2015
Objectives: We develop a framework for the analysis of synergy and redundancy in the pattern of information flow between subsystems of a complex network. Methods: The presence of redundancy and/or synergy in multivariate time series data renders difficult to estimate the neat flow of information from each driver variable to a given target. We show that adopting an unnormalized definition of Granger causality one may put in evidence redundant multiplets of variables influencing the target by maximizing the total Granger causality to a given target, over all the possible partitions of the set of driving variables. Consequently we introduce a pairwise index of synergy which is zero when two in…
Bayesian Analysis of Population Health Data
2021
The analysis of population-wide datasets can provide insight on the health status of large populations so that public health officials can make data-driven decisions. The analysis of such datasets often requires highly parameterized models with different types of fixed and random effects to account for risk factors, spatial and temporal variations, multilevel effects and other sources on uncertainty. To illustrate the potential of Bayesian hierarchical models, a dataset of about 500,000 inhabitants released by the Polish National Health Fund containing information about ischemic stroke incidence for a 2-year period is analyzed using different types of models. Spatial logistic regression and…
Fast PET Scan Tumor Segmentation Using Superpixels, Principal Component Analysis and K-Means Clustering
2018
Positron Emission Tomography scan images are extensively used in radiotherapy planning, clinical diagnosis, assessment of growth and treatment of a tumor. These all rely on fidelity and speed of detection and delineation algorithm. Despite intensive research, segmentation remained a challenging problem due to the diverse image content, resolution, shape, and noise. This paper presents a fast positron emission tomography tumor segmentation method in which superpixels are extracted first from the input image. Principal component analysis is then applied on the superpixels and also on their average. Distance vector of each superpixel from the average is computed in principal components coordin…
General framework for testing Poisson-Voronoi assumption for real microstructures
2020
Modeling microstructures is an interesting problem not just in Materials Science but also in Mathematics and Statistics. The most basic model for steel microstructure is the Poisson-Voronoi diagram. It has mathematically attractive properties and it has been used in the approximation of single phase steel microstructures. The aim of this paper is to develop methods that can be used to test whether a real steel microstructure can be approximated by such a model. Therefore, a general framework for testing the Poisson-Voronoi assumption based on images of 2D sections of real metals is set out. Following two different approaches, according to the use or not of periodic boundary conditions, thre…
Fast Estimation of Diffusion Tensors under Rician noise by the EM algorithm
2016
Diffusion tensor imaging (DTI) is widely used to characterize, in vivo, the white matter of the central nerve system (CNS). This biological tissue contains much anatomic, structural and orientational information of fibers in human brain. Spectral data from the displacement distribution of water molecules located in the brain tissue are collected by a magnetic resonance scanner and acquired in the Fourier domain. After the Fourier inversion, the noise distribution is Gaussian in both real and imaginary parts and, as a consequence, the recorded magnitude data are corrupted by Rician noise. Statistical estimation of diffusion leads a non-linear regression problem. In this paper, we present a f…
The limit order book on different time scales
2007
Financial markets can be described on several time scales. We use data from the limit order book of the London Stock Exchange (LSE) to compare how the fluctuation dominated microstructure crosses over to a more systematic global behavior.
Ensemble properties of securities traded in the NASDAQ market
2001
We study the price dynamics of stocks traded in the NASDAQ market by considering the statistical properties of an ensemble of stocks traded simultaneously. For each trading day of our database, we study the ensemble return distribution by extracting its first two central moments. According to previous results obtained for the NYSE market, we find that the second moment is a long-range correlated variable. We compare time-averaged and ensemble-averaged price returns and we show that the two averaging procedures lead to different statistical results.
Levels of complexity in financial markets
2001
We consider different levels of complexity which are observed in the empirical investigation of financial time series. We discuss recent empirical and theoretical work showing that statistical properties of financial time series are rather complex under several ways. Specifically, they are complex with respect to their (i) temporal and (ii) ensemble properties. Moreover, the ensemble return properties show a behavior which is specific to the nature of the trading day reflecting if it is a normal or an extreme trading day.
Outage statistics for Beckmann fading channels in non-isotropic scattering environments
2015
In this paper, the outage statistics are studied for non-isotropic Beckmann fading channel model. Non-isotropic scattering generally results in an asymmetrical Doppler power spectral density (PSD). In this context, an expression for the outage probability (OP) (or equivalently the cumulative distribution function (CDF)) of the fading envelope is first derived. Then, the probability density function (PDF) of the rate of change of the fading envelope is investigated. Thereafter, an expression for the average rate of outages (ARO) (or equivalently the level-crossing rate (LCR)) is provided. Finally, by making use of the analytical results of the ARO and OP, an expression for the average durati…
Multimodal and multicriteria analysis for VLSI expertises and defects localization
2017
The purpose of this manuscript is to exhibit the research work solving the issue of data processing stem from defect localization techniques. This step being decisive in the failure analysis process, scientists have to harness data coming from light emission and laser techniques. Nevertheless, this analysis process is sequential and only depends on the expert’s decision. This factor leads to a not quantified probability of localization. Consequently to solve these issues, a multimodal and multicriteria analysis has been developped, taking advantage of the heterogeneous andcomplementary nature of light emission and laser probing techniques. This kind of process is based on advanced level too…