Search results for "divergence"
showing 10 items of 257 documents
A generalized predictive criterion for model selection
2002
Given a random sample from some unknown model belonging to a finite class of parametric models, assume that the estimate of the density of a future observation is of interest San Martini & Spezzaferri (1984) proposed for this problem a predictive criterion based on the logarithmic utility function. The present authors investigate a generalization of this criterion that uses as a loss function an element of the class of α-divergences discussed by Ali & Silvey (1966) and Csiszar (1967). They also discuss briefly the case in which the class of models considered is not exhaustive. Un critere de prevision generalise pour la selection de modeles Supposons que l'on cherche a estimer la densite d'u…
Overall Objective Priors
2015
In multi-parameter models, reference priors typically depend on the parameter or quantity of interest, and it is well known that this is necessary to produce objective posterior distributions with optimal properties. There are, however, many situations where one is simultaneously interested in all the parameters of the model or, more realistically, in functions of them that include aspects such as prediction, and it would then be useful to have a single objective prior that could safely be used to produce reasonable posterior inferences for all the quantities of interest. In this paper, we consider three methods for selecting a single objective prior and study, in a variety of problems incl…
A differential-geometric approach to generalized linear models with grouped predictors
2016
We propose an extension of the differential-geometric least angle regression method to perform sparse group inference in a generalized linear model. An efficient algorithm is proposed to compute the solution curve. The proposed group differential-geometric least angle regression method has important properties that distinguish it from the group lasso. First, its solution curve is based on the invariance properties of a generalized linear model. Second, it adds groups of variables based on a group equiangularity condition, which is shown to be related to score statistics. An adaptive version, which includes weights based on the Kullback-Leibler divergence, improves its variable selection fea…
Generalization of Jeffreys Divergence-Based Priors for Bayesian Hypothesis Testing
2008
Summary We introduce objective proper prior distributions for hypothesis testing and model selection based on measures of divergence between the competing models; we call them divergence-based (DB) priors. DB priors have simple forms and desirable properties like information (finite sample) consistency and are often similar to other existing proposals like intrinsic priors. Moreover, in normal linear model scenarios, they reproduce the Jeffreys–Zellner–Siow priors exactly. Most importantly, in challenging scenarios such as irregular models and mixture models, DB priors are well defined and very reasonable, whereas alternative proposals are not. We derive approximations to the DB priors as w…
A non-linear optimization procedure to estimate distances and instantaneous substitution rate matrices under the GTR model.
2006
Abstract Motivation: The general-time-reversible (GTR) model is one of the most popular models of nucleotide substitution because it constitutes a good trade-off between mathematical tractability and biological reality. However, when it is applied for inferring evolutionary distances and/or instantaneous rate matrices, the GTR model seems more prone to inapplicability than more restrictive time-reversible models. Although it has been previously noted that the causes for intractability are caused by the impossibility of computing the logarithm of a matrix characterised by negative eigenvalues, the issue has not been investigated further. Results: Here, we formally characterize the mathematic…
Random walk approach to the analytic solution of random systems with multiplicative noise—The Anderson localization problem
2006
We discuss here in detail a new analytical random walk approach to calculating the phase-diagram for spatially extended systems with multiplicative noise. We use the Anderson localization problem as an example. The transition from delocalized to localized states is treated as a generalized diffusion with a noise-induced first-order phase transition. The generalized diffusion manifests itself in the divergence of averages of wavefunctions (correlators). This divergence is controlled by the Lyapunov exponent $\gamma$, which is the inverse of the localization length, $\xi=1/\gamma$. The appearance of the generalized diffusion arises due to the instability of a fundamental mode corresponding to…
Selecting the tuning parameter in penalized Gaussian graphical models
2019
Penalized inference of Gaussian graphical models is a way to assess the conditional independence structure in multivariate problems. In this setting, the conditional independence structure, corresponding to a graph, is related to the choice of the tuning parameter, which determines the model complexity or degrees of freedom. There has been little research on the degrees of freedom for penalized Gaussian graphical models. In this paper, we propose an estimator of the degrees of freedom in $$\ell _1$$ -penalized Gaussian graphical models. Specifically, we derive an estimator inspired by the generalized information criterion and propose to use this estimator as the bias term for two informatio…
Chinese reverse M&As in the Netherlands: Chinese managers’ trust building practices
2019
Purpose Building trust is critical in reverse mergers and acquisitions (M&As), attributed to the divergence of governance and culture between the East and the West. This paper aims to explore the barriers and trust-building practices of Chinese managers in reverse M&As in developed countries. Design/methodology/approach The primary data set of this research contains case studies of two Chinese M&A deals and in-depth interviews with managers and advisories in the Netherlands. Findings This research finds that the divergences of decision-making structure, communication style and trust orientation generate barriers to the trust building in Chinese reverse M&As. The third-party…
Molecular markers reflect differentiation of Fusarium oxysporum forma speciales on tomato and forma on eggplant
2013
Selective pressure induces pathogens to change their method of infection and, sometimes, causes species to become infectious. Pathogenic fungi must differentiate different morphological and physiological properties during the process of host specialization in their life cycle. In the present study, we conducted a genetic investigation and compared similarities within a generation of Fusarium oxysporum forma speciales (f. sp.) infecting tomato and forma (f.) infecting eggplants using selected ISSR and RAPD markers, two horticultural commodities belonging to the same taxon of the Solanaceae. Interestingly, genetic data showed that fungi belonging to F. oxysporum f. sp. infecting tomato have a…
Genetic cohesion of Eresus walckenaeri (Araneae, Eresidae) in the eastern Mediterranean
2005
The eresid spider genus Eresus is morphologically and ecologically conservative. At least three species occur in Europe. However, deep genetic divergence among geographical samples within two species, E. cinnaberinus and E. sandaliatus, may suggest more cryptic species. In the present study we investigate the genetic cohesion of the third species, Eresus walckenaeri, throughout its eastern Mediterranean distribution range, relative to the E. cinnaberinus–E. sandaliatus species complex. Eresus walckenaeri specimens were monophyletic. Genetic discreteness of E. walckenaeri in a region of sympatry with its sister species in Greece provides evidence for species integrity of E. walckenaeri withi…