Search results for "averaging"
showing 10 items of 47 documents
Real-time parameter estimation of Zika outbreaks using model averaging
2017
SUMMARYEarly prediction of the final size of any epidemic and in particular for Zika disease outbreaks can be useful for health authorities in order to plan the response to the outbreak. The Richards model is often been used to estimate epidemiological parameters for arboviral diseases based on the reported cumulative cases in single- and multi-wave outbreaks. However, other non-linear models can also fit the data as well. Typically, one follows the so called post selection estimation procedure, i.e., selects the best fitting model out of the set of candidate models and ignores the model uncertainty in both estimation and inference since these procedures are based on a single model. In this…
Model averaging estimation of generalized linear models with imputed covariates
2015
a b s t r a c t We address the problem of estimating generalized linear models when some covariate values are missing but imputations are available to fill-in the missing values. This situation generates a bias-precision trade- off in the estimation of the model parameters. Extending the generalized missing-indicator method proposed by Dardanoni et al. (2011) for linear regression, we handle this trade-off as a problem of model uncertainty using Bayesian averaging of classical maximum likelihood estimators (BAML). We also propose a block model averaging strategy that incorporates information on the missing-data patterns and is computationally simple. An empirical application illustrates our…
Weighted-average least squares estimation of generalized linear models
2018
The weighted-average least squares (WALS) approach, introduced by Magnus et al. (2010) in the context of Gaussian linear models, has been shown to enjoy important advantages over other strictly Bayesian and strictly frequentist model averaging estimators when accounting for problems of uncertainty in the choice of the regressors. In this paper we extend the WALS approach to deal with uncertainty about the specification of the linear predictor in the wider class of generalized linear models (GLMs). We study the large-sample properties of the WALS estimator for GLMs under a local misspecification framework that allows the development of asymptotic model averaging theory. We also investigate t…
On mathematical modelling of the solid-liquid mixtures transport in porous axial-symmetrical container with Henry and Langmuir sorption kinetics
2018
In this paper we study diffusion and convection filtration problem of one substance through the pores of a porous material which may absorb and immobilize some of the diffusing substances. As an example we consider round cylinder with filtration process in the axial direction. The cylinder is filled with sorbent i.e. absorbent material that passed through dirty water or liquid solutions. We can derive the system of two partial differential equations (PDEs), one expressing the rate of change of concentration of water in the pores of the sorbent and the other - the rate of change of concentration in the sorbent or kinetical equation for absorption. The approximation of corresponding initial b…
On Mathematical Modelling of Metals Distribution in Peat Layers
2014
In this paper we consider averaging and finite difference methods for solving the 3-D boundary-value problem in multilayered domain. We consider the metals Fe and Ca concentration in the layered peat blocks. Using experimental data the mathematical model for calculation of concentration of metals in different points in peat layers is developed. A specific feature of these problems is that it is necessary to solve the 3-D boundary-value problems for elliptic type partial differential equations (PDEs) of second order with piece-wise diffusion coefficients in the layered domain. We develop here a finite-difference method for solving of a problem of one, two and three peat blocks with periodica…
Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues
2011
In this article, we describe the estimation of linear regression models with uncertainty about the choice of the explanatory variables. We introduce the Stata commands bma and wals, which implement, respectively, the exact Bayesian model-averaging estimator and the weighted-average least-squares estimator developed by Magnus, Powell, and Prüfer (2010, Journal of Econometrics 154: 139–153). Unlike standard pretest estimators that are based on some preliminary diagnostic test, these model-averaging estimators provide a coherent way of making inference on the regression parameters of interest by taking into account the uncertainty due to both the estimation and the model selection steps. Spec…
Stochastic response of a fractional vibroimpact system
2017
Abstract The paper proposes a method to investigate the stochastic dynamics of a vibroimpact single-degree-of-freedom fractional system under a Gaussian white noise input. It is assumed that the system has a hard type impact against a one-sided motionless barrier, which is located at the system’s equilibrium position; furthermore, the system under study is endowed with an element modeled with fractional derivative. The proposed method is based on stochastic averaging technique and overcome the particular difficulty due to the presence of fractional derivative of an absolute value function; particularly an analytical expression for the system’s mean squared response amplitude is presented an…
Constructing transient response probability density of non-linear system through complex fractional moments
2014
Abstract The probability density function for transient response of non-linear stochastic system is investigated through the stochastic averaging and Mellin transform. The stochastic averaging based on the generalized harmonic functions is adopted to reduce the system dimension and derive the one-dimensional Ito stochastic differential equation with respect to amplitude response. To solve the Fokker–Plank–Kolmogorov equation governing the amplitude response probability density, the Mellin transform is first implemented to obtain the differential relation of complex fractional moments. Combining the expansion form of transient probability density with respect to complex fractional moments an…
Multi-model ensemble simulations of olive pollen distribution in Europe in 2014
2017
Abstract. A 6-models strong European ensemble of Copernicus Atmospheric Monitoring Service (CAMS) was run through the season of 2014 computing the olive pollen dispersion in Europe. The simulations have been compared with observations in 6 countries, members of the European Aeroallergen Network. Analysis was performed for individual models, the ensemble mean and median, and for a dynamically optimized combination of the ensemble members obtained via fusion of the model predictions with observations. The models, generally reproducing the olive season of 2014, showed noticeable deviations from both observations and each other. In particular, the season start was reported too early, by 8 days …
Weighted-average least squares (WALS): A survey
2016
Model averaging has become a popular method of estimation, following increasing evidence that model selection and estimation should be treated as one joint procedure. Weighted-average least squares (WALS) is a recent model-average approach, which takes an intermediate position between frequentist and Bayesian methods, allows a credible treatment of ignorance, and is extremely fast to compute. We review the theory of WALS and discuss extensions and applications.