Search results for "Statistics & Probability"
showing 10 items of 436 documents
Contributed discussion on article by Pratola
2016
The author should be commended for his outstanding contribution to the literature on Bayesian regression tree models. The author introduces three innovative sampling approaches which allow for efficient traversal of the model space. In this response, we add a fourth alternative.
Systematic handling of missing data in complex study designs : experiences from the Health 2000 and 2011 Surveys
2016
We present a systematic approach to the practical and comprehensive handling of missing data motivated by our experiences of analyzing longitudinal survey data. We consider the Health 2000 and 2011 Surveys (BRIF8901) where increased non-response and non-participation from 2000 to 2011 was a major issue. The model assumptions involved in the complex sampling design, repeated measurements design, non-participation mechanisms and associations are presented graphically using methodology previously defined as a causal model with design, i.e. a functional causal model extended with the study design. This tool forces the statistician to make the study design and the missing-data mechanism explicit…
Random walk approximation of BSDEs with H{\"o}lder continuous terminal condition
2018
In this paper, we consider the random walk approximation of the solution of a Markovian BSDE whose terminal condition is a locally Hölder continuous function of the Brownian motion. We state the rate of the L2-convergence of the approximated solution to the true one. The proof relies in part on growth and smoothness properties of the solution u of the associated PDE. Here we improve existing results by showing some properties of the second derivative of u in space. peerReviewed
A multi-scale approach for testing and detecting peaks in time series
2020
An approach is presented that combines a statistical test for peak detection with the estimation of peak positions in time series. Motivated by empirical observations in neuronal recordings, we aim at investigating peaks of different heights and widths. We use a moving window approach to compare the differences of estimated slope coefficients of local regression models. We combine multiple windows and use the global maximum of all different processes as a test statistic. After rejection, a multiple filter algorithm combines peak positions estimated from multiple windows. Analysing neuronal activity recorded in anaesthetized mice, the procedure could identify significant differences between …
Spatio-temporal statistical methods in environmental and biometrical problems
2017
This is the editorial letter for the Special Issue dedicated to the VIII International Workshop on Spatio-temporal Modelling (METMAVIII) which took place in Valencia (Spain) from 1 to 3 June 2016, and to the second Galician-Portuguese meeting of Biometry, with applications to Health Sciences, Ecology and Environmental Sciences (BIOAPP2016) held in Santiago de Compostela (Spain), 30–2 July 2016. This special issue summarises and discusses selected peer-reviewed contributions related to spatial and spatio-temporal statistical methodologies comprising both new methodological approaches and a wide range of applications related to environmental and biometrical problems. Point processes, lattice …
A semiparametric approach to estimate reference curves for biophysical properties of the skin
2006
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. Th…
Comparing fMRI inter-subject correlations between groups using permutation tests
2018
AbstractInter-subject correlation (ISC) based analysis is a conceptually simple approach to analyze functional magnetic resonance imaging (fMRI) data acquired under naturalistic stimuli such as a movie. We describe and validate the statistical approaches for comparing ISCs between two groups of subjects implemented in the ISC toolbox, which is an open source software package for ISC-based analysis of fMRI data. The approaches are based on permutation tests. We validated the approaches using five different data sets from the ICBM functional reference battery tasks. First, we created five null datasets (one for each task) by dividing the subjects into two matched groups and assumed that no gr…
Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets
2013
In Benth and Vos (2013) we introduced a multivariate spot price model with stochastic volatility for energy markets which captures characteristic features, such as price spikes, mean reversion, stochastic volatility, and inverse leverage effect as well as dependencies between commodities. In this paper we derive the forward price dynamics based on our multivariate spot price model, providing a very flexible structure for the forward curves, including contango, backwardation, and hump shape. Moreover, a Fourier transform-based method to price options on the forward is described.
On achieving near-optimal “Anti-Bayesian” Order Statistics-Based classification fora asymmetric exponential distributions
2013
Published version of a Chapter in the book: Computer Analysis of Images and Patterns. Also available from the publisher at: http://dx.doi.org/10.1007/978-3-642-40261-6_44 This paper considers the use of Order Statistics (OS) in the theory of Pattern Recognition (PR). The pioneering work on using OS for classification was presented in [1] for the Uniform distribution, where it was shown that optimal PR can be achieved in a counter-intuitive manner, diametrically opposed to the Bayesian paradigm, i.e., by comparing the testing sample to a few samples distant from the mean - which is distinct from the optimal Bayesian paradigm. In [2], we showed that the results could be extended for a few sym…
The Potsdam Open Source Radio Interferometry Tool (PORT)
2021
The Potsdam Open Source Radio Interferometry Tool (PORT) is the very long baseline interferometry (VLBI) analysis software developed and maintained at the GFZ German Research Centre for Geosciences. Chiefly, PORT is tasked with the timely processing of VLBI sessions and post-processing activities supporting the generation of celestial and terrestrial reference frames. In addition, it serves as a framework for research and development within the GFZ's VLBI working group and is part of the tool set employed in educating young researchers. Starting out from VLBI group delays, PORT estimates station and radio sources positions, as well as Earth orientation parameters, tropospheric parameters, a…