Search results for "Uncertainty"
showing 10 items of 1010 documents
Long-term experiments and strip plot designs
2015
In a long-term experiment usually the experimenter needs to know whether the effect of a treatment varies over time. But time usually has both a fixed and a random effects over the output and the difficulty in the analysis depends on the particular design considered and the availability of covariates. Actually, as shown in the paper, the presence of covariates can be very useful to model the random effect of time. In this paper a model to analyze data from a long-term strip plot design with covariates is proposed. Its effectiveness will be tested using both simulated and real data from a crop rotation experiment.
Separation of Uncorrelated Stationary time series using Autocovariance Matrices
2015
Blind source separation (BSS) is a signal processing tool, which is widely used in various fields. Examples include biomedical signal separation, brain imaging and economic time series applications. In BSS, one assumes that the observed $p$ time series are linear combinations of $p$ latent uncorrelated weakly stationary time series. The aim is then to find an estimate for an unmixing matrix, which transforms the observed time series back to uncorrelated latent time series. In SOBI (Second Order Blind Identification) joint diagonalization of the covariance matrix and autocovariance matrices with several lags is used to estimate the unmixing matrix. The rows of an unmixing matrix can be deriv…
A note on Malliavin smoothness on the Lévy space
2017
We consider Malliavin calculus based on the Itô chaos decomposition of square integrable random variables on the Lévy space. We show that when a random variable satisfies a certain measurability condition, its differentiability and fractional differentiability can be determined by weighted Lebesgue spaces. The measurability condition is satisfied for all random variables if the underlying Lévy process is a compound Poisson process on a finite time interval. peerReviewed
M-Centrality: identifying key nodes based on global position and local degree variation
2023
Identifying influential nodes in a network is a major issue due to the great deal of applications concerned, such as disease spreading and rumor dynamics. That is why, a plethora of centrality measures has emerged over the years in order to rank nodes according to their topological importance in the network. Local metrics such as degree centrality make use of a very limited information and are easy to compute. Global metrics such as betweenness centrality exploit the information of the whole network structure at the cost of a very high computational complexity. Recent works have shown that combining multiple metrics is a promising strategy to quantify the node's influential ability. Our wor…
A spatial analysis of Italian unemployment differences
2008
Using spatial econometric models, this paper focuses attention on the spatial structure of provincial unemployment disparities of Italian provinces for the year 2003. On the basis of findings from the economic literature and of the available socio-economic data, various model specifications including supply- and demand-side variables are tested. Further we use ESDA analysis as equivalent to integration analysis on time series; therefore it is applied on each variable, dependent and independent, involved in the statistical model. The suggestions of ESDA lead us to the most adequate statistical model, which estimates indicate that there is a significant degree of neighbouring effect (i.e. pos…
A comparison of nonparametric methods in the graduation of mortality: Application to data from the Valencia Region (Spain)
2006
[EN] The nonparametric graduation of mortality data aims to estimate death rates by carrying out a smoothing of the crude rates obtained directly from original data. The main difference with regard to parametric models is that the assumption of an age-dependent function is unnecessary, which is advantageous when the information behind the model is unknown, as one cause of error is often the choice of an inappropriate model. This paper reviews the various alternatives and presents their application to mortality data from the Valencia Region, Spain. The comparison leads us to the conclusion that the best model is a smoothing by means of Generalised Additive Models (GAM) with splines. The most…
Fully Bayesian Approach to Image Restoration with an Application in Biogeography
1994
SUMMARY A common method of studying biogeographical ranges is an atlas survey, in which the research area is divided into a square grid and the data consist of the squares where observations occur. Often the observations form only an incomplete map of the true range, and a method is required to decide whether the blank squares indicate true absence or merely a lack of study there. This is essentially an image restoration problem, but it has properties that make the common empirical Bayesian procedures inadequate. Most notably, the observed image is heavily degraded, causing difficulties in the estimation of spatial interaction, and the assessment of reliability of the restoration is emphasi…
Adaptive Modifications of Hypotheses After an Interim Analysis
2001
It is investigated how one can modify hypotheses in a trial after an interim analysis such that the type I error rate is controlled. If only a global statement is desired, a solution was given by Bauer (1989). For a general multiple testing problem, Kieser, Bauer and Lehmacher (1999) and Bauer and Kieser (1999) gave solutions, by means of which the initial set of hypotheses can be reduced after the interim analysis. The same techniques can be applied to obtain more flexible strategies, as changing weights of hypotheses, changing an a priori order, or even including new hypotheses. It is emphasized that the application of these methods requires very careful planning of a trial as well as a c…
Modelos estrategicos dinamicos para mercados con precios fijos
1978
n firmas compiten por maximizar sus ventas de un producto indiferenciado con precio fijo en base a la intensidad y eficacia de sus campanas publicitarias. Se trata de superar los inconvenientes de los modelos conocidos enmarcando el conflicto en un contexto dinamico en el que se explicitan las repercusiones, en el futuro, de las acciones en un instante dado. Resulta un “juego diferencialn-personal” para el que probamos existe un conjunto de controles que estan en equilibrio de Nash-Cournot. Se amplia el marco del problema incluyendo la posibilidad de que las firmas impongan condiciones sobre el estado final, al termino del periodo comercial (incorporando condiciones de transversalidad), asi…
Transformacion raiz cuadrada versus logaritmica de una distribucion Gamma
1978
Utilizando la divergencia de Kullback-Leibler, hemos comparado las transformaciones raiz cuadrada y logaritmica de una distribucion Gamma, sugeridas para conseguir una aproximacion a la distribucion normal.