Search results for "SIMULATION"

Segmented relationships to model erosion of regression effect in Cox regression

2010

In this article we propose a parsimonious parameterisation to model the so-called erosion of the covariate effect in the Cox model, namely a covariate effect approaching to zero as the follow-up time increases. The proposed parameterisation is based on the segmented relationship where proper constraints are set to accomodate for the erosion. Relevant hypothesis testing is discussed. The approach is illustrated on two historical datasets in the survival analysis literature, and some simulation studies are presented to show how the proposed framework leads to a test for a global effect with good power as compared with alternative procedures. Finally, possible generalisations are also present…

Resuming Shapes with Applications

2004

Many image processing tasks need some kind of average of different shapes. Frequently, different shapes obtained from several images have to be summarized. If these shapes can be considered as different realizations of a given random compact set, then the natural summaries are the different mean sets proposed in the literature. In this paper, new mean sets are defined by using the basic transformations of Mathematical Morphology (dilation, erosion, opening and closing). These new definitions can be considered, under some additional assumptions, as particular cases of the distance average of Baddeley and Molchanov. The use of the former and new mean sets as summary descriptors of shapes is i…

Outlier detection with automatic modelling: TRAMO/SEATS versus X-12-ARIMA

2012

Monte Carlo simulation of the glass transition in three-dimensional dense polymer melts

1993

Abstract We determine the incoherent intermediate scattering function φsq(t) for a three-dimensional dense polymer melt. This function shows the signature of a two-step process which was quantitatively compared to the idealized mode coupling theory (MCT) within the β-relaxation regime. A major result of this analysis is that the studied temperature interval splits in a high temperature part, where the idealized theory describes φsq(t) over about three decades in time, and a low temperature part, where it strongly overestimates the freezing tendency of the melt. Since one can qualitatively attribute this discrepancy between the idealized MCT and the simulation data to hopping processes, the …

Cutting rules and positivity in finite temperature many-body theory

2022

Abstract For a given diagrammatic approximation in many-body perturbation theory it is not guaranteed that positive observables, such as the density or the spectral function, retain their positivity. For zero-temperature systems we developed a method [2014 Phys. Rev. B 90 115134] based on so-called cutting rules for Feynman diagrams that enforces these properties diagrammatically, thus solving the problem of negative spectral densities observed for various vertex approximations. In this work we extend this method to systems at finite temperature by formulating the cutting rules in terms of retarded N-point functions, thereby simplifying earlier approaches and simultaneously solving the issu…

Approachability in Population Games

2014

This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a population of individuals with given distribution on actions. First, convergence conditions are revisited based on the common prior on the population distribution, and we define the notion of \emph{1st-moment approachability}. Second, we develop a model of two coupled partial differential equations (PDEs) in the spirit of mean-field game theory: one describing the best-response of every player given the population distribution (this is a \emph{Hamilton-Jacobi-Bell…

Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver

2019

We investigate conditions for solvability and Malliavin differentiability of backward stochastic differential equations driven by a L\'evy process. In particular, we are interested in generators which satisfy a locally Lipschitz condition in the $Z$ and $U$ variable. This includes settings of linear, quadratic and exponential growths in those variables. Extending an idea of Cheridito and Nam to the jump setting and applying comparison theorems for L\'evy-driven BSDEs, we show existence, uniqueness, boundedness and Malliavin differentiability of a solution. The pivotal assumption to obtain these results is a boundedness condition on the terminal value $\xi$ and its Malliavin derivative $D\xi…

Efficient change point detection in genomic sequences of continuous measurements

2010

Abstract Motivation: Knowing the exact locations of multiple change points in genomic sequences serves several biological needs, for instance when data represent aCGH profiles and it is of interest to identify possibly damaged genes involved in cancer and other diseases. Only a few of the currently available methods deal explicitly with estimation of the number and location of change points, and moreover these methods may be somewhat vulnerable to deviations of model assumptions usually employed. Results: We present a computationally efficient method to obtain estimates of the number and location of the change points. The method is based on a simple transformation of data and it provides re…

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…

Dynamics of Pattern Formation in Biomimetic Systems

2008

This paper is an attempt to conceptualize pattern formation in self-organizing systems and, in particular, to understand how structures, oscillations or waves arise in a steady and homogenous environment, a phenomenon called symmetry breaking. The route followed to develop these ideas was to couple chemical oscillations produced by Belousov-Zhabotinsky reaction with confined reaction environments, the latter being an essential requirement for any process of Life. Special focus was placed on systems showing organic or lipidic compartments, which represent more reliable biomimetic matrices.