Search results for "Processes"

showing 10 items of 3831 documents

Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model

2020

International audience; We propose an adaptive estimator for the stationary distribution of a bifurcating Markov Chain onRd. Bifurcating Markov chains (BMC for short) are a class of stochastic processes indexed by regular binary trees. A kernel estimator is proposed whose bandwidths are selected by a method inspired by the works of Goldenshluger and Lepski [(2011), 'Bandwidth Selection in Kernel Density Estimation: Oracle Inequalities and Adaptive Minimax Optimality',The Annals of Statistics3: 1608-1632). Drawing inspiration from dimension jump methods for model selection, we also provide an algorithm to select the best constant in the penalty. Finally, we investigate the performance of the…

Statistics and ProbabilityKernel density estimationadaptive estimationNonparametric kernel estimation01 natural sciences010104 statistics & probability[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]0502 economics and businessbinary treesApplied mathematicsbifurcating autoregressive processes0101 mathematics[MATH]Mathematics [math]050205 econometrics MathematicsBinary treeStationary distributionMarkov chainStochastic processModel selection05 social sciencesEstimator[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]Adaptive estimatorStatistics Probability and UncertaintyGoldenshluger-Lepski methodology
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Inhomogeneous spatio-temporal point processes on linear networks for visitors’ stops data

2022

We analyse the spatio-temporal distribution of visitors' stops by touristic attractions in Palermo (Italy) using theory of stochastic point processes living on linear networks. We first propose an inhomogeneous Poisson point process model, with a separable parametric spatio-temporal first-order intensity. We account for the spatial interaction among points on the given network, fitting a Gibbs point process model with mixed effects for the purely spatial component. This allows us to study first-order and second-order properties of the point pattern, accounting both for the spatio-temporal clustering and interaction and for the spatio-temporal scale at which they operate. Due to the strong d…

Statistics and ProbabilityLog-Gaussian Cox processeSpatio-temporal point processesIntensity estimationGlobal Positioning SystemModeling and SimulationGibbs point processeLinear networkStatistics Probability and UncertaintySettore SECS-S/01 - StatisticaThe Annals of Applied Statistics
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Stochastic model for the epitaxial growth of two-dimensional islands in the submonolayer regime

2016

The diffusion-based growth of islands composed of clusters of metal atoms on a substrate is considered in the aggregation regime. A stochastic approach is proposed to describe the dynamics of island growth based on a Langevin equation with multiplicative noise. The distribution of island sizes, obtained as a solution of the corresponding Fokker-Planck equation, is derived. The time-dependence of island growth on its fractal dimension is analysed. The effect of mobility of the small islands on the growth of large islands is considered. Numerical simulations are in a good agreement with theoretical results.

Statistics and ProbabilityMaterials scienceCondensed matter physicsStochastic modellingStatistical and Nonlinear Physics02 engineering and technology021001 nanoscience & nanotechnology01 natural sciencesdiffusion-limited aggregation (theory)0103 physical sciencesstochastic processes (theory) diffusionStatistics Probability and Uncertaintydendritic growth (theory)010306 general physics0210 nano-technologydendritic growth (theory); diffusion-limited aggregation (theory); stochastic processes (theory) diffusion; Statistics and Probability; Statistical and Nonlinear Physics; Statistics Probability and UncertaintyStatistical and Nonlinear PhysicJournal of Statistical Mechanics: Theory and Experiment
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Relaxation of Electron Spin during High-Field Transport in GaAs Bulk

2011

A semiclassical Monte Carlo approach is adopted to study the multivalley spin depolarization of drifting electrons in a doped n-type GaAs bulk semiconductor, in a wide range of lattice temperature ($40<T_L<300$ K) and doping density ($10^{13}<n<10^{16}$cm$^{-3}$). The decay of the initial non-equilibrium spin polarization of the conduction electrons is investigated as a function of the amplitude of the driving static electric field, ranging between 0.1 and 6 kV/cm, by considering the spin dynamics of electrons in both the $\Gamma$ and the upper valleys of the semiconductor. Doping density considerably affects spin relaxation at low temperature and weak intensity of the driving electric fiel…

Statistics and ProbabilityMaterials scienceField (physics)FOS: Physical sciencesElectronSettore FIS/03 - Fisica Della MateriaCondensed Matter::Materials ScienceElectric fieldMesoscale and Nanoscale Physics (cond-mat.mes-hall)Spin (physics)Condensed Matter - Statistical MechanicsCondensed matter physicsSpin polarizationStatistical Mechanics (cond-mat.stat-mech)Condensed Matter - Mesoscale and Nanoscale Physicsbusiness.industryDopingRelaxation (NMR)Statistical and Nonlinear Physicsdriven diffusive systems (theory) stochastic particle dynamics (theory) transport processes/heat transfer (theory) Boltzmann equationCondensed Matter::Mesoscopic Systems and Quantum Hall EffectSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)SemiconductorCondensed Matter::Strongly Correlated ElectronsStatistics Probability and Uncertaintybusiness
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Including covariates in a space-time point process with application to seismicity

2020

AbstractThe paper proposes a spatio-temporal process that improves the assessment of events in space and time, considering a contagion model (branching process) within a regression-like framework to take covariates into account. The proposed approach develops the forward likelihood for prediction method for estimating the ETAS model, including covariates in the model specification of the epidemic component. A simulation study is carried out for analysing the misspecification model effect under several scenarios. Also an application to the Italian seismic catalogue is reported, together with the reference to the developed R package.

Statistics and ProbabilityMathematical optimization010504 meteorology & atmospheric sciencesSpacetimeComputer scienceSpace timeSpace-time point processes ETAS model R package for seismic datacovariatesProcess (computing)01 natural sciencesPoint process010104 statistics & probabilitySpecificationComponent (UML)Covariate0101 mathematicsStatistics Probability and Uncertainty0105 earth and related environmental sciencesBranching process
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Forward likelihood-based predictive approach for space-time point processes

2011

Dealing with data from a space–time point process, the estimation of the conditional intensity function is a crucial issue even if a complete definition of a parametric model is not available. In particular, in case of exploratory contexts or if we want to assess the adequacy of a specific parametric model, some kind of nonparametric estimation procedure could be useful. Often, for these purposes kernel estimators are used and the estimation of the intensity function depends on the estimation of bandwidth parameters. In some fields, like for instance the seismological one, predictive properties of the estimated intensity function are pursued. Since a direct ML approach cannot be used, we pr…

Statistics and ProbabilityMathematical optimizationEcological ModelingSpace timespace–time point processesBandwidth (signal processing)Nonparametric statisticsEstimatorStatistical seismologynonparametric estimationPoint processParametric modellikelihood functionSettore SECS-S/01 - StatisticaLikelihood functionpredictive propertieMathematicsEnvironmetrics
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Calibration of optimal execution of financial transactions in the presence of transient market impact

2012

Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution strategy strongly depends on a careful modeling of market impact, i.e. how the price reacts to trades. In this paper we consider a recently introduced market impact model (Bouchaud et al., 2004), which has the property of describing both the volume and the temporal dependence of price change due to trading. We show how this model can be used to describe price impact also in aggregated trade time or in real time. We then solve analytically and calibrate wit…

Statistics and ProbabilityMathematical optimizationQuantitative Finance - Trading and Market MicrostructureStatistical Finance (q-fin.ST)Financial market Econophysics stochastic processesFinancial assetComputer scienceVolume (computing)Efficient frontierQuantitative Finance - Statistical FinanceStatistical and Nonlinear PhysicsRisk neutralTrading and Market Microstructure (q-fin.TR)FOS: Economics and businessOrder (exchange)Financial transactionfinancial instruments and regulation models of financial markets risk measure and managementTransient (computer programming)Statistics Probability and UncertaintyMarket impact
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Bayesian Smoothing in the Estimation of the Pair Potential Function of Gibbs Point Processes

1999

A flexible Bayesian method is suggested for the pair potential estimation with a high-dimensional parameter space. The method is based on a Bayesian smoothing technique, commonly applied in statistical image analysis. For the calculation of the posterior mode estimator a new Monte Carlo algorithm is developed. The method is illustrated through examples with both real and simulated data, and its extension into truly nonparametric pair potential estimation is discussed.

Statistics and ProbabilityMathematical optimizationposterior mode estimatorMarkov chain Monte Carlo methodsMonte Carlo methodBayesian probabilityRejection samplingEstimatorMarkov chain Monte CarloBayesian smoothingGibbs processesHybrid Monte Carlosymbols.namesakeMarquardt algorithmsymbolspair potential functionPair potentialAlgorithmMathematicsGibbs samplingBernoulli
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On a set of data for the membrane potential in a neuron

2006

We consider a set of data where the membrane potential in a pyramidal neuron is measured almost continuously in time, under varying experimental conditions. We use nonparametric estimates for the diffusion coefficient and the drift in view to contribute to the discussion which type of diffusion process is suitable to model the membrane potential in a neuron (more exactly: in a particular type of neuron under particular experimental conditions).

Statistics and ProbabilityModels NeurologicalNeural ConductionAction PotentialsTetrodotoxinType (model theory)Statistics NonparametricGeneral Biochemistry Genetics and Molecular BiologyMembrane PotentialsSet (abstract data type)MiceStatisticsAnimalsDiffusion (business)MathematicsCerebral CortexNeuronsMembrane potentialStochastic ProcessesQuantitative Biology::Neurons and CognitionGeneral Immunology and MicrobiologyStochastic processPyramidal CellsApplied MathematicsNonparametric statisticsGeneral MedicineElectrophysiologyElectrophysiologynervous systemDiffusion processModeling and SimulationPotassiumGeneral Agricultural and Biological SciencesBiological systemAlgorithmsMathematical Biosciences
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Gamma Kernel Intensity Estimation in Temporal Point Processes

2011

In this article, we propose a nonparametric approach for estimating the intensity function of temporal point processes based on kernel estimators. In particular, we use asymmetric kernel estimators characterized by the gamma distribution, in order to describe features of observed point patterns adequately. Some characteristics of these estimators are analyzed and discussed both through simulated results and applications to real data from different seismic catalogs.

Statistics and ProbabilityNonparametric statisticsEstimatorKernel principal component analysisPoint processVariable kernel density estimationKernel embedding of distributionsModeling and SimulationKernel (statistics)Bounded domainStatisticsGamma distributionGamma kernel estimatorIntensity functionTemporal point processes.Settore SECS-S/01 - StatisticaMathematicsCommunications in Statistics - Simulation and Computation
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