Search results for "Statistics & Probability"
showing 10 items of 436 documents
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…
Archetypal analysis: an alternative to clustering for unsupervised texture segmentation
2019
Texture segmentation is one of the main tasks in image applications, specifically in remote sensing, where the objective is to segment high-resolution images of natural landscapes into different cover types. Often the focus is on the selection of discriminant textural features, and although these are really fundamental, there is another part of the process that is also influential, partitioning different homogeneous textures into groups. A methodology based on archetype analysis (AA) of the local textural measurements is proposed. AA seeks the purest textures in the image and it can find the borders between pure textures, as those regions composed of mixtures of several archetypes. The prop…
Initial Enlargement in a Markov chain market model
2011
Enlargement of filtrations is a classical topic in the general theory of stochastic processes. This theory has been applied to stochastic finance in order to analyze models with insider information. In this paper we study initial enlargement in a Markov chain market model, introduced by Norberg. In the enlarged filtration, several things can happen: some of the jumps times can be accessible or predictable, but in the original filtration all the jumps times are totally inaccessible. But even if the jumps times change to accessible or predictable, the insider does not necessarily have arbitrage possibilities.
Combining Benford's Law and machine learning to detect money laundering. An actual Spanish court case.
2017
Abstract Objectives This paper is based on the analysis of the database of operations from a macro-case on money laundering orchestrated between a core company and a group of its suppliers, 26 of which had already been identified by the police as fraudulent companies. In the face of a well-founded suspicion that more companies have perpetrated criminal acts and in order to make better use of what are very limited police resources, we aim to construct a tool to detect money laundering criminals. Methods We combine Benford’s Law and machine learning algorithms (logistic regression, decision trees, neural networks, and random forests) to find patterns of money laundering criminals in the conte…
On the limits of familiarity accounts in lexical decision: The case of repetition effects
2019
Recent modelling accounts of the lexical decision task have suggested that the reading system performs evidence accumulation to carry out some functions. Evidence accumulation models have been very successful in accounting for effects in the lexical decision task, including the dissociation of repetition effects for words and nonwords (facilitative for words but inhibitory for nonwords). The familiarity of a repeated item triggers its recognition, which facilitates ‘word’ responses but hampers nonword rejection. However, reports of facilitative repetition effects for nonwords with several repetitions in short blocks challenge this hypothesis and favour models based on episodic retrieval. T…
Statistical analysis of life history calendar data
2016
The life history calendar is a data-collection tool for obtaining reliable retrospective data about life events. To illustrate the analysis of such data, we compare the model-based probabilistic event history analysis and the model-free data mining method, sequence analysis. In event history analysis, we estimate instead of transition hazards the cumulative prediction probabilities of life events in the entire trajectory. In sequence analysis, we compare several dissimilarity metrics and contrast data-driven and user-defined substitution costs. As an example, we study young adults' transition to adulthood as a sequence of events in three life domains. The events define the multistate event…
Survival and tissue maintenance of an implant with a sloped configurated shoulder in the posterior mandible-a prospective multicenter study.
2016
Aim Clinical studies evaluating the influence of the implant design on the preservation of peri-implant keratinized mucosa are rare. The aim of this prospective multicenter study was to investigate the survival, and soft and hard tissue maintenance of an implant with a sloped shoulder configuration, when placed in the posterior mandible. Material and Methods In this study, 24 centers participated and 184 patients receiving 238 implants (OsseoSpeed™ Profile TX implants) were included. Clinical assessments of soft tissue parameters were performed before implant placement, immediately after implant placement, at prosthetic delivery and at 6, 12 and 24 months after implant placement and margina…
Trends in Incidence and Transmission Patterns of COVID-19 in Valencia, Spain
2021
Importance Limited information on the transmission and dynamics of SARS-CoV-2 at the city scale is available. Objective To describe the local spread of SARS-CoV-2 in Valencia, Spain. Design, Setting, and Participants This single-center epidemiological cohort study of patients with SARS-CoV-2 was performed at University General Hospital in Valencia (population in the hospital catchment area, 364 000), a tertiary hospital. The study included all consecutive patients with COVID-19 isolated at home from the start of the COVID-19 pandemic on February 19 until August 31, 2020. Exposures Cases of SARS-CoV-2 infection confirmed by the presence of IgM antibodies or a positive polymerase chain reacti…
Optimal selection of individuals for repeated covariate measurements in follow-up studies
2016
Repeated covariate measurements bring important information on the time-varying risk factors in long epidemiological follow-up studies. However, due to budget limitations, it may be possible to carry out the repeated measurements only for a subset of the cohort. We study cost-efficient alternatives for the simple random sampling in the selection of the individuals to be remeasured. The proposed selection criteria are based on forms of the D-optimality. The selection methods are compared with the simulation studies and illustrated with the data from the East–West study carried out in Finland from 1959 to 1999. The results indicate that cost savings can be achieved if the selection is focuse…
Development and validation of prediction model to estimate 10-year risk of all-cause mortality using modern statistical learning methods: a large pop…
2021
Abstract Background In increasingly ageing populations, there is an emergent need to develop a robust prediction model for estimating an individual absolute risk for all-cause mortality, so that relevant assessments and interventions can be targeted appropriately. The objective of the study was to derive, evaluate and validate (internally and externally) a risk prediction model allowing rapid estimations of an absolute risk of all-cause mortality in the following 10 years. Methods For the model development, data came from English Longitudinal Study of Ageing study, which comprised 9154 population-representative individuals aged 50–75 years, 1240 (13.5%) of whom died during the 10-year follo…