Search results for "Theorem"

showing 10 items of 1250 documents

Random walks in dynamic random environments and ancestry under local population regulation

2015

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in space-time regions where the medium is typical, we obtain a law of large numbers and an averaged central limit theorem for the walk via a regeneration construction under suitable coarse-graining. Such random walks occur naturally as spatial embeddings of ancestral lineages in spatial population models with local regulation. We verify that our assumptions hold for logistic branching random walks when the population density is sufficiently high.

Statistics and Probability82B43Markov processRandom walklogistic branching random walk01 natural sciences60K37 60J10 60K35 82B43010104 statistics & probabilitysymbols.namesakeMathematics::ProbabilityFOS: MathematicsLocal populationStatistical physics0101 mathematicsoriented percolationCentral limit theoremMathematicsdynamical random environmentProbability (math.PR)010102 general mathematicsRandom mediaRenormalization groupsupercritical clusterRandom walk60K37Population model60K35central limit theorem in random environmentPercolationsymbols60J10Statistics Probability and UncertaintyMathematics - ProbabilityElectronic Journal of Probability
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ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up-STATISTIC

1985

Abstract. In this paper the asymptotic behaviour of Bartlett's Up-statistic for a goodness-of-fit test for stationary processes, is considered. The asymptotic distribution of the test process is given under the assumption that a central limit theorem for the empirical spectral distribution function holds. It is shown that the Up-statistic tends to the supremum of a tied down Brownian motion. By a counterexample we refute the conjecture that this distribution is in general of the Kolmogorov-Smirnov type. The validity of the central limit theorem for the spectral distribution function is then discussed. Finally a goodness-of-fit test for ARMA-processes based on the estimated innovation sequen…

Statistics and ProbabilityAnderson–Darling testApplied MathematicsMathematical analysisV-statisticAsymptotic distributionKolmogorov–Smirnov testEmpirical distribution functionsymbols.namesakeSampling distributionsymbolsTest statisticStatistics Probability and UncertaintyCentral limit theoremMathematicsJournal of Time Series Analysis
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A Bayesian Sequential Look at u-Control Charts

2005

We extend the usual implementation of u-control charts (uCCs) in two ways. First, we overcome the restrictive (and often inadequate) assumptions of the Poisson model; next, we eliminate the need for the questionable base period by using a sequential procedure. We use empirical Bayes(EB) and Bayes methods and compare them with the traditional frequentist implementation. EB methods are somewhat easy to implement, and they deal nicely with extra-Poisson variability (and, at the same time, informally check the adequacy of the Poisson assumption). However, they still need the base period. The sequential, full Bayes approach, on the other hand, also avoids this drawback of traditional u-charts. T…

Statistics and ProbabilityApplied MathematicsBayesian probabilityPoisson distributioncomputer.software_genreStatistical process controlsymbols.namesakeBayes' theoremOverdispersionFrequentist inferenceModeling and SimulationPrior probabilitysymbolsControl chartData miningcomputerMathematicsTechnometrics
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Weighted bounded mean oscillation applied to backward stochastic differential equations

2015

Abstract We deduce conditional L p -estimates for the variation of a solution of a BSDE. Both quadratic and sub-quadratic types of BSDEs are considered, and using the theory of weighted bounded mean oscillation we deduce new tail estimates for the solution ( Y , Z ) on subintervals of [ 0 , T ] . Some new results for the decoupling technique introduced in Geiss and Ylinen (2019) are obtained as well and some applications of the tail estimates are given.

Statistics and ProbabilityApplied MathematicsProbability (math.PR)010102 general mathematicsMathematical analysis01 natural sciencesBSDEsBounded mean oscillationdecoupling010104 statistics & probabilityStochastic differential equationvärähtelytQuadratic equationJohn-Nirenberg theoremtail estimatesModeling and Simulation60H10 60G99FOS: MathematicsDecoupling (probability)weighted bounded mean oscillation0101 mathematicsdifferentiaaliyhtälötMathematics - Probabilitystokastiset prosessitMathematicsStochastic Processes and their Applications
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Breaking the curse of dimensionality in quadratic discriminant analysis models with a novel variant of a Bayes classifier enhances automated taxa ide…

2013

Macroinvertebrate samples are commonly used in biomonitoring to study changes on aquatic ecosystems. Traditionally, specimens are identified manually to taxa by human experts being time-consuming and cost intensive. Using the image data of 35 taxa and 64 features, we propose a novel variant of the quadratic discriminant analysis for breaking the curse of dimensionality in quadratic discriminant analysis models. Our variant, called a random Bayes array (RBA), uses bagging and random feature selection similar to random forest. We explore several variations of RBA. We consider three classification (i.e taxa identification) decisions: majority vote, averaged posterior probabilities, and a novel…

Statistics and ProbabilityBayes' theoremEcological ModelingBayesian probabilityStatisticsPosterior probabilityFeature selectionContext (language use)Bayes classifierQuadratic classifierMathematicsRandom forestEnvironmetrics
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Robust dynamic cooperative games

2009

Classical cooperative game theory is no longer a suitable tool for those situations where the values of coalitions are not known with certainty. Recent works address situations where the values of coalitions are modelled by random variables. In this work we still consider the values of coalitions as uncertain, but model them as unknown but bounded disturbances. We do not focus on solving a specific game, but rather consider a family of games described by a polyhedron: each point in the polyhedron is a vector of coalitions’ values and corresponds to a specific game. We consider a dynamic context where while we know with certainty the average value of each coalition on the long run, at each t…

Statistics and ProbabilityBondareva–Shapley theoremEconomics and EconometricsNon-cooperative gameComputer Science::Computer Science and Game TheoryMSC-91A12Sequential gameMSC-91A25Computer scienceCooperative games Dynamic games Joint replenishmentCombinatorial game theoryTheoryofComputation_GENERALCooperative game theoryMETIS-263773Computer Science::Multiagent SystemsMathematics (miscellaneous)Example of a game without a valueEWI-15215Repeated gameIR-62781Simultaneous gameStatistics Probability and UncertaintyMathematical economicsSocial Sciences (miscellaneous)International journal of game theory
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Bayesian subset selection for additive and linear loss function

1979

Given k independent samples of common size n from k populations πj,…,πk with distribution the problem is to select a non-empty subset form {πj,…,πk}, which is associated with "good" (large) θ-values. We consider this problem from a Bayesian approach. By choosing additive and especially linear loss functions we try to fill a gap lying in between the results of Deely and Gupta (1968) and more recent papers due to Goel and Rubin (1977), Gupta and Hsu (1978) and other authors. It is shown that under acertain "normal model" Seal's procedure turns out to be Bayes w.r.t. an unrealistic loss function where as Gupta's maximunl means procedure turns out to be ( for large n) asymptotically Bayes w.r. …

Statistics and ProbabilityCombinatoricsBayes' theoremDistribution (mathematics)Selection (relational algebra)Bayesian probabilityStatisticsGoelKalman filterFunction (mathematics)RegressionMathematicsCommunications in Statistics - Theory and Methods
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A Neo2 bayesian foundation of the maxmin value for two-person zero-sum games

1994

A joint derivation of utility and value for two-person zero-sum games is obtained using a decision theoretic approach. Acts map states to consequences. The latter are lotteries over prizes, and the set of states is a product of two finite sets (m rows andn columns). Preferences over acts are complete, transitive, continuous, monotonie and certainty-independent (Gilboa and Schmeidler (1989)), and satisfy a new axiom which we introduce. These axioms are shown to characterize preferences such that (i) the induced preferences on consequences are represented by a von Neumann-Morgenstern utility function, and (ii) each act is ranked according to the maxmin value of the correspondingm × n utility …

Statistics and ProbabilityComputer Science::Computer Science and Game TheoryEconomics and EconometricsTransitive relationVon Neumann–Morgenstern utility theoremMathematics (miscellaneous)Zero-sum gameExample of a game without a valueCardinal utilityStatistics Probability and UncertaintyTransferable utilityMathematical economicsFinite setSocial Sciences (miscellaneous)AxiomMathematicsInternational Journal of Game Theory
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Pathway analysis of high-throughput biological data within a Bayesian network framework

2011

Abstract Motivation: Most current approaches to high-throughput biological data (HTBD) analysis either perform individual gene/protein analysis or, gene/protein set enrichment analysis for a list of biologically relevant molecules. Bayesian Networks (BNs) capture linear and non-linear interactions, handle stochastic events accounting for noise, and focus on local interactions, which can be related to causal inference. Here, we describe for the first time an algorithm that models biological pathways as BNs and identifies pathways that best explain given HTBD by scoring fitness of each network. Results: Proposed method takes into account the connectivity and relatedness between nodes of the p…

Statistics and ProbabilityComputer scienceHigh-throughput screeningGene regulatory networkcomputer.software_genreModels BiologicalBiochemistrySynthetic dataBiological pathwayBayes' theoremHumansGene Regulatory NetworksCarcinoma Renal CellMolecular BiologyGeneBiological dataMicroarray analysis techniquesGene Expression ProfilingBayesian networkRobustness (evolution)Bayes TheoremPathway analysisKidney NeoplasmsHigh-Throughput Screening AssaysComputer Science ApplicationsGene expression profilingComputational MathematicsComputational Theory and MathematicsCausal inferenceData miningcomputerAlgorithmsSoftwareBioinformatics
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Bayesian regularization for flexible baseline hazard functions in Cox survival models.

2019

Fully Bayesian methods for Cox models specify a model for the baseline hazard function. Parametric approaches generally provide monotone estimations. Semi-parametric choices allow for more flexible patterns but they can suffer from overfitting and instability. Regularization methods through prior distributions with correlated structures usually give reasonable answers to these types of situations. We discuss Bayesian regularization for Cox survival models defined via flexible baseline hazards specified by a mixture of piecewise constant functions and by a cubic B-spline function. For those "semi-parametric" proposals, different prior scenarios ranging from prior independence to particular c…

Statistics and ProbabilityComputer scienceProportional hazards modelModel selectionBayesian probabilityPosterior probabilityMarkov chain Monte CarloBayes TheoremGeneral MedicineOverfittingSurvival AnalysisMarkov Chainssymbols.namesakeStatisticsCovariatesymbolsPiecewiseStatistics Probability and UncertaintyMonte Carlo MethodProportional Hazards ModelsBiometrical journal. Biometrische ZeitschriftREFERENCES
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