Search results for "combination"

Statistical properties of a blind source separation estimator for stationary time series

2012

Abstract In this paper, we assume that the observed p time series are linear combinations of p latent uncorrelated weakly stationary time series. The problem is then, using the observed p -variate time series, to find an estimate for a mixing or unmixing matrix for the combinations. The estimated uncorrelated time series may then have nice interpretations and can be used in a further analysis. The popular AMUSE algorithm finds an estimate of an unmixing matrix using covariances and autocovariances of the observed time series. In this paper, we derive the limiting distribution of the AMUSE estimator under general conditions, and show how the results can be used for the comparison of estimate…

Moments for Some Kumaraswamy Generalized Distributions

2014

Explicit expansions for the moments of some Kumaraswamy generalized (Kw-G) distributions (Cordeiro and de Castro, 2011) are derived using special functions. We explore the Kw-normal, Kw-gamma, Kw-beta, Kw-t, and Kw-F distributions. These expressions are given as infinite weighted linear combinations of well-known special functions for which numerical routines are readily available.

Hybrid recommendation methods in complex networks

2015

We propose here two new recommendation methods, based on the appropriate normalization of already existing similarity measures, and on the convex combination of the recommendation scores derived from similarity between users and between objects. We validate the proposed measures on three relevant data sets, and we compare their performance with several recommendation systems recently proposed in the literature. We show that the proposed similarity measures allow to attain an improvement of performances of up to 20\% with respect to existing non-parametric methods, and that the accuracy of a recommendation can vary widely from one specific bipartite network to another, which suggests that a …

Deflation-based separation of uncorrelated stationary time series

2014

In this paper we assume that the observed pp time series are linear combinations of pp latent uncorrelated weakly stationary time series. The problem is then to find an estimate for an unmixing matrix that transforms the observed time series back to uncorrelated time series. The so called SOBI (Second Order Blind Identification) estimate aims at a joint diagonalization of the covariance matrix and several autocovariance matrices with varying lags. In this paper, we propose a novel procedure that extracts the latent time series one by one. The limiting distribution of this deflation-based SOBI is found under general conditions, and we show how the results can be used for the comparison of es…

Self-organization in the A + B → 0 reaction of charged particles

1992

The formalism of many-particle densities developed earlier by the authors is applied to the study of the self-organization phenomena occuring during the course of the bimolecular A + B → 0 reaction between charged particles, interacting via the Coulomb law. Unlike the Debye-Huckel theory, charge screening has an essentially non-equilibrium character. It is shown that for the asymmetric mobility of reactants (DA = 0, DB ≠ 0) similar immobile reactants A form aggregates characterized by a sharp maximum, observed at short distances, in the joint correlation function XA(r, t). Such an aggregation leads to the accelerated particle recombination n ∝ t-54 (nA = nB = n) instead of the generally acc…

Memory effect and generation-recombination noise of magnetic monopoles in spin ice

2019

Ancestral processes in population genetics-the coalescent.

2000

A special stochastic process, called the coalescent, is of fundamental interest in population genetics. For a large class of population models this process is the appropriate tool to analyse the ancestral structure of a sample of n individuals or genes, if the total number of individuals in the population is sufficiently large. A corresponding convergence theorem was first proved by Kingman in 1982 for the Wright-Fisher model and the Moran model. Generalizations to a large class of exchangeable population models and to models with overlying mutation processes followed shortly later. One speaks of the "robustness of the coalescent, as this process appears in many models as the total populati…

Genericity of dimension drop on self-affine sets

2017

We prove that generically, for a self-affine set in $\mathbb{R}^d$, removing one of the affine maps which defines the set results in a strict reduction of the Hausdorff dimension. This gives a partial positive answer to a folklore open question.

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…

Fourth Moments and Independent Component Analysis

2015

In independent component analysis it is assumed that the components of the observed random vector are linear combinations of latent independent random variables, and the aim is then to find an estimate for a transformation matrix back to these independent components. In the engineering literature, there are several traditional estimation procedures based on the use of fourth moments, such as FOBI (fourth order blind identification), JADE (joint approximate diagonalization of eigenmatrices), and FastICA, but the statistical properties of these estimates are not well known. In this paper various independent component functionals based on the fourth moments are discussed in detail, starting wi…