Search results for "STATISTICS"

showing 10 items of 7671 documents

Separation of uncorrelated stationary time series using autocovariance matrices

2014

Blind source separation (BSS) is a signal processing tool, which is widely used in various fields. Examples include biomedical signal separation, brain imaging and economic time series applications. In BSS, one assumes that the observed $p$ time series are linear combinations of $p$ latent uncorrelated weakly stationary time series. The aim is then to find an estimate for an unmixing matrix, which transforms the observed time series back to uncorrelated latent time series. In SOBI (Second Order Blind Identification) joint diagonalization of the covariance matrix and autocovariance matrices with several lags is used to estimate the unmixing matrix. The rows of an unmixing matrix can be deriv…

62H05 62H10Asymptotic Normality ; Blind Source Separation ; Joint Diagonalization ; Linear Process ; SobiFOS: MathematicsMathematics - Statistics TheoryStatistics Theory (math.ST)
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On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic

2015

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical methods. We show in particular how individual Lyapunov functions and associated drift conditions for the parametrized family of Markov transition probabilities and the parameter update can be combined to form Lyapunov functions for the joint process, leading to the proof of the desired stability property. Of particular interest is the fact that the approach applies even in situations where the two components of the process present a time-scale separation, w…

65C05FOS: Computer and information sciencesStatistics and ProbabilityLyapunov functionStability (learning theory)Markov processContext (language use)Mathematics - Statistics Theorycontrolled Markov chainsStatistics Theory (math.ST)Stochastic approximation01 natural sciencesMethodology (stat.ME)010104 statistics & probabilitysymbols.namesake60J05stochastic approximationFOS: MathematicsComputational statisticsApplied mathematics60J220101 mathematicsStatistics - MethodologyMathematicsSequenceMarkov chain010102 general mathematicsStability Markov chainssymbolsStatistics Probability and Uncertaintyadaptive Markov chain Monte Carlo
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Coupled conditional backward sampling particle filter

2020

The conditional particle filter (CPF) is a promising algorithm for general hidden Markov model smoothing. Empirical evidence suggests that the variant of CPF with backward sampling (CBPF) performs well even with long time series. Previous theoretical results have not been able to demonstrate the improvement brought by backward sampling, whereas we provide rates showing that CBPF can remain effective with a fixed number of particles independent of the time horizon. Our result is based on analysis of a new coupling of two CBPFs, the coupled conditional backward sampling particle filter (CCBPF). We show that CCBPF has good stability properties in the sense that with fixed number of particles, …

65C05FOS: Computer and information sciencesStatistics and ProbabilityunbiasedMarkovin ketjutTime horizonStatistics - Computation01 natural sciencesStability (probability)backward sampling65C05 (Primary) 60J05 65C35 65C40 (secondary)010104 statistics & probabilityconvergence rateFOS: MathematicsApplied mathematics0101 mathematicscouplingHidden Markov model65C35Computation (stat.CO)Mathematicsstokastiset prosessitBackward samplingSeries (mathematics)Probability (math.PR)Sampling (statistics)conditional particle filterMonte Carlo -menetelmätRate of convergence65C6065C40numeerinen analyysiStatistics Probability and UncertaintyParticle filterMathematics - ProbabilitySmoothing
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From Feynman–Kac formulae to numerical stochastic homogenization in electrical impedance tomography

2016

In this paper, we use the theory of symmetric Dirichlet forms to derive Feynman–Kac formulae for the forward problem of electrical impedance tomography with possibly anisotropic, merely measurable conductivities corresponding to different electrode models on bounded Lipschitz domains. Subsequently, we employ these Feynman–Kac formulae to rigorously justify stochastic homogenization in the case of a stochastic boundary value problem arising from an inverse anomaly detection problem. Motivated by this theoretical result, we prove an estimate for the speed of convergence of the projected mean-square displacement of the underlying process which may serve as the theoretical foundation for the de…

65C05Statistics and Probability65N21stochastic homogenizationquantitative convergence result01 natural sciencesHomogenization (chemistry)78M40general reflecting diffusion process010104 statistics & probabilitysymbols.namesakeFeynman–Kac formula60J4535Q60Applied mathematicsFeynman diagramBoundary value problemSkorohod decomposition0101 mathematicsElectrical impedance tomographyBrownian motionMathematicsrandom conductivity field65N75010102 general mathematicsFeynman–Kac formulaLipschitz continuityBounded functionstochastic forward problemsymbols60J55Statistics Probability and Uncertainty60H30electrical impedance tomographyThe Annals of Applied Probability
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"Table 31" of "Search for photonic signatures of gauge-mediated supersymmetry in 8 TeV $pp$ collisions with the ATLAS detector"

2015

The total NLO cross sections with uncertainties for the electroweak production GGM signal grid for the photon+j analysis.

8000.0Physics::Instrumentation and DetectorsHigh Energy Physics::PhenomenologyIntegrated Cross SectionSUSYCross SectionSIGStatistics::ComputationP P --> CHARGINO1 CHARGINO1 XP P --> NEUTRALINO2 NEUTRALINO2 XInclusiveP P --> CHARGINO1 NEUTRALINO2 XProton-Proton ScatteringHigh Energy Physics::ExperimentSupersymmetry
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"Table 7" of "Measurement of the differential cross-section of highly boosted top quarks as a function of their transverse momentum in $\sqrt{s}$ = 8…

2016

Correlation matrix between the bins of the particle-level differential cross-section as a function of $p_{T,ptcl}$.

8000.0educationfood and beveragesTopAstrophysics::Cosmology and Extragalactic AstrophysicsPhysics::Data Analysis; Statistics and ProbabilityP P --> TOP TOPBAR Xbody regionsInclusiveSingle Differential Cross SectionProton-Proton Scatteringnatural sciencesDSIG/DPTTransverse Momentum Dependence
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STABILITY OF A STOCHASTICALLY PERTURBED MODEL OF INTRACELLULAR SINGLE-STRANDED RNA VIRUS REPLICATION

2019

Compared to the replication of double-stranded RNA and DNA viruses, the replication of single-stranded viruses requires the production of a number of intermediate strands that serve as templates for the synthesis of genomic-sense strands. Two theoretical extreme mechanisms for replication for such single-stranded viruses have been proposed; one extreme being represented by the so-called linear stamping machine and the opposite extreme by the exponential growth. Of course, real systems are more complex and examples have been described in which a combination of such extreme mechanisms can also occur: a fraction of the produced progeny resulting from a stamping-machine type of replication that…

92D30 (primary) 34D20 60H10 (secondary)0209 industrial biotechnologyVirus dynamicsDynamical Systems (math.DS)02 engineering and technology03 medical and health scienceschemistry.chemical_compoundMathematical model020901 industrial engineering & automationReplication (statistics)Viral replicationFOS: MathematicsMathematics - Dynamical SystemsViral evolution030304 developmental biologySingle-Stranded RNA51ssRNA virusLyapunov function0303 health sciencesViral mutationsLyapunov methodEcologyApplied MathematicsRNAGeneral MedicineAgricultural and Biological Sciences (miscellaneous)Cell biologyStochastic modelViral replicationchemistryViral evolutionStabilityIntracellularDNAJournal of Biological Systems
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The WHO-5 Well-Being Index – Validation based on item response theory and the analysis of measurement invariance across 35 countries.

2020

Abstract Background The five-item World Health Organization Well-Being Index (WHO-5) is a frequently used brief standard measure in large-scale cross-cultural clinical studies. Despite its frequent use, some psychometric questions remain that concern the choice of an adequate item response theory (IRT) model, the evaluation of reliability at important cutoff points, and most importantly the assessment of measurement invariance across countries. Methods Data from the 6th European Working Condition survey (2015) were used that collected nationally representative samples of employed and self-employed individuals (N = 43,469) via computer-aided personal interviews across 35 European countries. …

: Psychologie sociale industrielle & organisationnelle [H11] [Sciences sociales & comportementales psychologie]DepressionWell-beingWHO-5Short scalelcsh:Mental healingCross-cultural studiesDifferential item functioningItem response theorylcsh:RZ400-408Test (assessment)Cross-cultural researchItem response theoryStatisticsMeasurement invarianceMetric (unit)WHO-5 Well-Being Index: Social industrial & organizational psychology [H11] [Social & behavioral sciences psychology]Latent variable modelDifferential item functioningReliability (statistics)MathematicsMeasurement invariance
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Field rules and bias in random surveys with quota samples : an assessment of CIS surveys

2018

Surveys applying quota sampling in their final step are widely used in opinion and market research all over the world. This is also the case in Spain, where the surveys carried out by CIS (a public institution for sociological research supported by the government) have become a point of reference. The rules used by CIS to select individuals within quotas, however, could be improved as they lead to biases in age distributions. Analysing more than 545,000 responses collected in the 220 monthly barometers conducted between 1997 and 2016 by CIS, we compare the empirical distributions of the barometers with the expected distributions from the sample design and/or target populations. Among other …

:62 Statistics [Classificació AMS]Fieldwork rulesQuota samplingInter-quota distributions:Matemàtiques i estadística::Estadística matemàtica [Àrees temàtiques de la UPC]Age and gender groups62D05Centre for Sociological Research quota sampling fieldwork rules age and gender groups inter-quota distributions intra-quota distributionsCentre for sociological research:62 Statistics::62D05 Sampling theory sample surveys [Classificació AMS]Intra-quota distributions
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The intensity contrast of solar photospheric faculae and network elements : II. Evolution over the rising phase of solar cycle 23

2006

We studied the radiative properties of small magnetic elements (active region faculae and the network) during the rising phase of solar cycle 23 from 1996 to 2001, determining their contrasts as a function of heliocentric angle, magnetogram signal, and the solar cycle phase. We combined near-simultaneous full disk images of the line-of-sight magnetic field and photospheric continuum intensity provided by the MDI instrument on board the SOHO spacecraft. Sorting the magnetogram signal into different ranges allowed us to distinguish between the contrast of different magnetic structures. We find that the contrast center-to-limb variation (CLV) of these small magnetic elements is independent of …

:ASTRONOMÍA Y ASTROFÍSICA::Sistema solar [UNESCO]PlagesFOS: Physical sciencesSolar cycle 23AstrophysicsAstrophysicsUNESCO::ASTRONOMÍA Y ASTROFÍSICAFaculaeMagnetogramSun activityRadiative transferAstrophysics::Solar and Stellar AstrophysicsPhysicsUNESCO::ASTRONOMÍA Y ASTROFÍSICA::Sistema solarSpacecraftbusiness.industryAstrophysics (astro-ph)SunContrast (statistics)Astronomy and AstrophysicsMagnetic fluxMagnetic fieldOn boardSun activity ; Faculae ; Plages ; Sun ; Magnetic fieldsSpace and Planetary ScienceMagnetic fieldsPhysics::Space PhysicsAstrophysics::Earth and Planetary Astrophysicsbusiness:ASTRONOMÍA Y ASTROFÍSICA [UNESCO]
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