Search results for "Random walk"
showing 10 items of 132 documents
On the Bias of Syntactic Geometric Recombination in Genetic Programming and Grammatical Evolution
2015
For fixed-length binary representations as used in genetic algorithms, standard recombination operators (e.g.,~one-point crossover) are unbiased. Thus, the application of recombination only reshuffles the alleles and does not change the statistical properties in the population. Using a geometric view on recombination operators, most search operators for fixed-length strings are geometric, which means that the distances between offspring and their parents are less than, or equal to, the distance between their parents. In genetic programming (GP) and grammatical evolution (GE), the situation is different since the recombination operators are applied to variable-length structures. Thus, most r…
An analysis of the bias of variation operators of estimation of distribution programming
2018
Estimation of distribution programming (EDP) replaces standard GP variation operators with sampling from a learned probability model. To ensure a minimum amount of variation in a population, EDP adds random noise to the probabilities of random variables. This paper studies the bias of EDP's variation operator by performing random walks. The results indicate that the complexity of the EDP model is high since the model is overfitting the parent solutions when no additional noise is being used. Adding only a low amount of noise leads to a strong bias towards small trees. The bias gets stronger with an increased amount of noise. Our findings do not support the hypothesis that sampling drift is …
TESTING THE HYPOTHESIS OF AN EFFICIENT MARKET IN TERMS OF INFORMATION – THE CASE OF THE CAPITAL MARKET IN ROMANIA DURING RECESSION
2010
This paper is trying to test the hypothesis of efficient market (EMH Efficient Market Hypothesis), the case of capital market in Romania during the economic financial crisis. According to the purpose in view our research is aiming at testing the hypothesis of random walk of stock exchange indexes BET, BET-C, BET_FI of Bucharest Stock Exchange. In this respect we will enforce statistic tests to see if the capital market in Romania is efficient in a weak form during this period.
TESTING INFORMATIONAL EFFICIENCY: THE CASE OF U.E. AND BRIC EMERGENT MARKETS
2012
Empirical finance has brought together a considerable number of studies in determining the market efficiency in terms of information in the case of an emerging financial market. Conflicting results have been generated by these researches in efficient market hypothesis (EMH), so efficiency tests in the emerging financial markets are rarely definitive in reaching a conclusion about the existence of informational efficiency. This paper tests weak-form market efficiency of eight emerging markets: four U.E emerging markets: Romania, Hungary, Czech Republic, Slovakia, Estonia and BRIC emerging markets: Brazil, Russia, India and China. The random walk hypothesis of stock exchange indices is tested…
Asymptotic Hölder regularity for the ellipsoid process
2020
We obtain an asymptotic Hölder estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the next step in the process is taken inside a given space dependent ellipsoid. This stochastic process is related to elliptic equations in non-divergence form with bounded and measurable coefficients, and the regularity estimate is stable as the step size of the process converges to zero. The proof, which requires certain control on the distortion and the measure of the ellipsoids but not continuity assumption, is based on the coupling method.
A fully automatic method for biological target volume segmentation of brain metastases
2016
Leksell Gamma Knife is a mini-invasive technique to obtain a complete destruction of cerebral lesions delivering a single high dose radiation beam. Positron Emission Tomography (PET) imaging is increasingly utilized for radiation treatment planning. Nevertheless, lesion volume delineation in PET datasets is challenging because of the low spatial resolution and high noise level of PET images. Nowadays, the biological target volume (BTV) is manually contoured on PET studies. This procedure is time expensive and operator-dependent. In this article, a fully automatic algorithm for the BTV delineation based on random walks (RW) on graphs is proposed. The results are compared with the outcomes of…
Modeling of intracellular transport in realistic cell geometries
2018
The transport of molecules inside cells is a complex process, the characterization of which is important to gain full understanding of cellular processes. Understanding of intracellular transport is also important for medical applications, for example when analyzing transport of medicine inside cells. The intracellular environment is very complex, and at least the most crucial parts of this complexity must be accounted for to solve transport problems in cells. In this thesis the results of studies in modeling intracellular transport are presented. The aim of the work was to model intracellular transport of proteins and viral capsids in realistic cell environments. To this end, microscopic m…
Data from: Temporal structure of human gaze dynamics is invariant during free viewing
2016
We investigate the dynamic structure of human gaze and present an experimental study of the frequency components of the change in gaze position over time during free viewing of computer-generated fractal images. We show that changes in gaze position are scale-invariant in time with statistical properties that are characteristic of a random walk process. We quantify and track changes in the temporal structure using a well-defined scaling parameter called the Hurst exponent, H. We find H is robust regardless of the spatial complexity generated by the fractal images. In addition, we find the Hurst exponent is invariant across all participants, including those with distinct changes to higher or…
An automatic method for metabolic evaluation of gamma knife treatments
2015
Lesion volume delineation of Positron Emission Tomography images is challenging because of the low spatial resolution and high noise level. Aim of this work is the development of an operator independent segmentation method of metabolic images. For this purpose, an algorithm for the biological tumor volume delineation based on random walks on graphs has been used. Twenty-four cerebral tumors are segmented to evaluate the functional follow-up after Gamma Knife radiotherapy treatment. Experimental results show that the segmentation algorithm is accurate and has real-time performance. In addition, it can reflect metabolic changes useful to evaluate radiotherapy response in treated patients.
Approximation of heat equation and backward SDEs using random walk : convergence rates
2018
This thesis addresses questions related to approximation arising from the fields of stochastic analysis and partial differential equations. Theoretical results regarding convergence rates are obtained by using discretization schemes where the limiting process, the Brownian motion, is approximated by a simple discrete-time random walk. The rate of convergence is derived for a finite-difference approximation of the solution of a terminal value problem for the backward heat equation. This weak approximation result is proved for a terminal function which has bounded variation on compact sets. The sharpness of the according rate is achieved by applying some new results related to the first exit time …