Search results for "Statistics & Probability"
showing 10 items of 436 documents
Beyond Tandem Analysis: Joint Dimension Reduction and Clustering in R
2019
We present the R package clustrd which implements a class of methods that combine dimension reduction and clustering of continuous or categorical data. In particular, for continuous data, the package contains implementations of factorial K-means and reduced K-means; both methods combine principal component analysis with K-means clustering. For categorical data, the package provides MCA K-means, i-FCB and cluster correspondence analysis, which combine multiple correspondence analysis with K-means. Two examples on real data sets are provided to illustrate the usage of the main functions.
Estimating Polling Accuracy in Multiparty Elections Using Surveybias
2016
Any rigorous discussion of bias in opinion surveys requires a scalar measure of survey accuracy. Martin, Traugott, and Kennedy (2005, Public Opinion Quarterly 69: 342-369) propose such a measure A for the two-party case, and Arzheimer and Evans (2014, Political Analysis 22: 31-44) demonstrate how measures A'i, B, and Bw for the more common multiparty case can be derived. We describe the commands surveybias, surveybiasi, and surveybiasseries, which enable the fast computation of these binomial and multinomial measures of bias in opinion surveys. While the examples are based on pre-election surveys, the methodology applies to any multinomial variable whose true distribution in the population…
<em>Grid</em> poblacional 2011 para España. Evaluación metodológica de diversas posibilidades de elaboración
2017
Este trabajo presenta una evaluación, desde el punto de vista del usuario, de la malla regular (grid) de población, con resolución de 1 km2 , que el Instituto Nacional de Estadística (INE) ha hecho pública a partir de los resultados del Censo de Población y Viviendas 2011. Esta forma de difusión de resultados resulta muy novedosa y ofrece un gran valor analítico. Por primera vez esta información sobre la distribución espacial de la población se ha generado desde abajo (bottom-up) para el conjunto de España, es decir, a partir del conocimiento de las coordenadas de cada hogar, considerando como tales las del edificio donde reside. La disponibilidad de otra grid con idéntica resolución, elabo…
Estimating finite mixtures of semi-Markov chains: an application to the segmentation of temporal sensory data
2019
Summary In food science, it is of great interest to obtain information about the temporal perception of aliments to create new products, to modify existing products or more generally to understand the mechanisms of perception. Temporal dominance of sensations is a technique to measure temporal perception which consists in choosing sequentially attributes describing a food product over tasting. This work introduces new statistical models based on finite mixtures of semi-Markov chains to describe data collected with the temporal dominance of sensations protocol, allowing different temporal perceptions for a same product within a population. The identifiability of the parameters of such mixtur…
Investigating Long-Range Dependence in E-Commerce Web Traffic
2016
This paper addresses the problem of investigating long-range dependence (LRD) and self-similarity in Web traffic. Popular techniques for estimating the intensity of LRD via the Hurst parameter are presented. Using a set of traces of a popular e-commerce site, the presence and the nature of LRD in Web traffic is examined. Our results confirm the self-similar nature of traffic at a Web server input, however the resulting estimates of the Hurst parameter vary depending on the trace and the technique used.
Combining Sequence Analysis and Hidden Markov Models in the Analysis of Complex Life Sequence Data
2018
Life course data often consists of multiple parallel sequences, one for each life domain of interest. Multichannel sequence analysis has been used for computing pairwise dissimilarities and finding clusters in this type of multichannel (or multidimensional) sequence data. Describing and visualizing such data is, however, often challenging. We propose an approach for compressing, interpreting, and visualizing the information within multichannel sequences by finding (1) groups of similar trajectories and (2) similar phases within trajectories belonging to the same group. For these tasks we combine multichannel sequence analysis and hidden Markov modelling. We illustrate this approach with an …
Visual acuity and contrast sensitivity screening with a new iPad application
2016
We present a new iPad application (app) for a fast assessment of Visual Acuity (VA) and Contrast Sensitivity (CS) whose reliability and agreement was evaluated versus a commercial screening device (Optec 6500). The measurement of VA was programmed in the app in accordance with the Amblyopia Treatment Study protocol. The CS was measured with sinusoidal gratings of four different spatial frequencies: 3, 6, 12 and 18 cpd at the same contrast values of the Functional Acuity Contrast Test (FACT) included in the Optec 6500. Forty-five healthy subjects with monocular corrected visual acuities better than 0.2 logMAR participated in the agreement study. Bland-Altman analyses were performed to assess…
CALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONS
2018
We present an optimal control approach to the problem of model calibration for L\'evy processes based on a non parametric estimation procedure. The calibration problem is of considerable interest in mathematical finance and beyond. Calibration of L\'evy processes is particularly challenging as the jump distribution is given by an arbitrary L\'evy measure, which form a infinite dimensional space. In this work, we follow an approach which is related to the maximum likelihood theory of sieves. The sampling of the L\'evy process is modelled as independent observations of the stochastic process at some terminal time $T$. We use a generic spline discretization of the L\'evy jump measure and selec…
Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities
2018
We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in $\Omega\subset \mathbb R^n$. The method of the proof is based on a game-theoretic idea to estimate the value of a related game defined in $\Omega\times \Omega$ via couplings.
Applications of Microlocal Analysis in Inverse Problems
2020
This note reviews certain classical applications of microlocal analysis in inverse problems. The text is based on lecture notes for a postgraduate level minicourse on applications of microlocal analysis in inverse problems, given in Helsinki and Shanghai in June 2019.