Search results for "Statistics & Probability"
showing 10 items of 436 documents
Differences in Life Expectancy Between Self-Employed Workers and Paid Employees when Retirement Pensioners: Evidence from Spanish Social Security Rec…
2021
The aim of this paper is to examine differences in life expectancy (LE) between self-employed (SE) and paid employee (PE) workers when they become retirement pensioners, looking at levels of pension income using administrative data from Spanish social security records. We draw on the Continuous Sample of Working Lives (CSWL) to quantify changes in total life expectancy at age 65 (LE(65)) among retired men over the longest possible period covered by this data source: 2005–2018. These changes are broken down by pension regime and initial pension income level for three periods. The literature presents mixed evidence, even for the same country–for Japan and Italy, for example–with some studies …
Forest of Normalized Trees: Fast and Accurate Density Estimation of Streaming Data
2018
Density estimation of streaming data is a relevant task in numerous domains. In this paper, a novel non-parametric density estimator called FRONT (forest of normalized trees) is introduced. It uses a structure of multiple normalized trees, segments the feature space of the data stream through a periodically updated linear transformation and is able to adapt to ever evolving data streams. FRONT provides accurate density estimation and performs favorably compared to existing online density estimators in terms of the average log score on multiple standard data sets. Its low complexity, linear runtime as well as constant memory usage, makes FRONT by design suitable for large data streams. Final…
Space-Time FPCA Clustering of Multidimensional Curves.
2018
In this paper we focus on finding clusters of multidimensional curves with spatio-temporal structure, applying a variant of a k-means algorithm based on the principal component rotation of data. The main advantage of this approach is to combine the clustering functional analysis of the multidimensional data, with smoothing methods based on generalized additive models, that cope with both the spatial and the temporal variability, and with functional principal components that takes into account the dependency between the curves.
Anti-concentration property for random digraphs and invertibility of their adjacency matrices
2016
Let Dn,dDn,d be the set of all directed d-regular graphs on n vertices. Let G be a graph chosen uniformly at random from Dn,dDn,d and M be its adjacency matrix. We show that M is invertible with probability at least View the MathML source1−Cln3d/d for C≤d≤cn/ln2nC≤d≤cn/ln2n, where c,Cc,C are positive absolute constants. To this end, we establish a few properties of directed d-regular graphs. One of them, a Littlewood–Offord-type anti-concentration property, is of independent interest: let J be a subset of vertices of G with |J|≤cn/d|J|≤cn/d. Let δiδi be the indicator of the event that the vertex i is connected to J and δ=(δ1,δ2,…,δn)∈{0,1}nδ=(δ1,δ2,…,δn)∈{0,1}n. Then δ is not concentrate…
Dyck paths with a first return decomposition constrained by height
2018
International audience; We study the enumeration of Dyck paths having a first return decomposition with special properties based on a height constraint. We exhibit new restricted sets of Dyck paths counted by the Motzkin numbers, and we give a constructive bijection between these objects and Motzkin paths. As a byproduct, we provide a generating function for the number of Motzkin paths of height k with a flat (resp. with no flats) at the maximal height. (C) 2018 Elsevier B.V. All rights reserved.KeywordsKeyWords Plus:STATISTICS; STRINGS
Context Trees, Variable Length Markov Chains and Dynamical Sources
2012
Infinite random sequences of letters can be viewed as stochastic chains or as strings produced by a source, in the sense of information theory. The relationship between Variable Length Markov Chains (VLMC) and probabilistic dynamical sources is studied. We establish a probabilistic frame for context trees and VLMC and we prove that any VLMC is a dynamical source for which we explicitly build the mapping. On two examples, the "comb" and the "bamboo blossom", we find a necessary and sufficient condition for the existence and the uniqueness of a stationary probability measure for the VLMC. These two examples are detailed in order to provide the associated Dirichlet series as well as the genera…
On a representation theorem for finitely exchangeable random vectors
2016
A random vector $X=(X_1,\ldots,X_n)$ with the $X_i$ taking values in an arbitrary measurable space $(S, \mathscr{S})$ is exchangeable if its law is the same as that of $(X_{\sigma(1)}, \ldots, X_{\sigma(n)})$ for any permutation $\sigma$. We give an alternative and shorter proof of the representation result (Jaynes \cite{Jay86} and Kerns and Sz\'ekely \cite{KS06}) stating that the law of $X$ is a mixture of product probability measures with respect to a signed mixing measure. The result is "finitistic" in nature meaning that it is a matter of linear algebra for finite $S$. The passing from finite $S$ to an arbitrary one may pose some measure-theoretic difficulties which are avoided by our p…
Conjunction and Disjunction Among Conditional Events
2017
We generalize, in the setting of coherence, the notions of conjunction and disjunction of two conditional events to the case of n conditional events. Given a prevision assessment on the conjunction of two conditional events, we study the set of coherent extensions for the probabilities of the two conditional events. Then, we introduce by a progressive procedure the notions of conjunction and disjunction for n conditional events. Moreover, by defining the negation of conjunction and of disjunction, we show that De Morgan’s Laws still hold. We also show that the associative and commutative properties are satisfied. Finally, we examine in detail the conjunction for a family \(\mathcal F\) of t…
QUANTITATIVE CONVERGENCE RATES FOR SUBGEOMETRIC MARKOV CHAINS
2015
We provide explicit expressions for the constants involved in the characterisation of ergodicity of subgeometric Markov chains. The constants are determined in terms of those appearing in the assumed drift and one-step minorisation conditions. The results are fundamental for the study of some algorithms where uniform bounds for these constants are needed for a family of Markov kernels. Our results accommodate also some classes of inhomogeneous chains.
Three-page encoding and complexity theory for spatial graphs
2004
We construct a series of finitely presented semigroups. The centers of these semigroups encode uniquely up to rigid ambient isotopy in 3-space all non-oriented spatial graphs. This encoding is obtained by using three-page embeddings of graphs into the product of the line with the cone on three points. By exploiting three-page embeddings we introduce the notion of the three-page complexity for spatial graphs. This complexity satisfies the properties of finiteness and additivity under natural operations.