Search results for "predicate"
showing 10 items of 216 documents
Delay in claim settlement and ruin probability approximations
1995
We introduce a general risk model for portfolios with delayed claims which is a natural extension of the classical Poisson model. We investigate ruin problems for different premium principles and provide approximations for the ruin probability. We conclude with some specific models, for example, for IBNR portfolios and portfolios where the pay-off process depends on the claim size.
Improvements and Modifications of Tarone's Multiple Test Procedure for Discrete Data
1998
Tarone (1990, Biometrics 46, 515-522) proposed a multiple test procedure for discrete test statistics improving the usual Bonferroni procedure. However, Tarone's procedure is not monotone depending on the predetermined multiple level a. Roth (1998, Journal of Statistical Planning and Inference, in press) developed a monotone version of Tarone's procedure. We present a similar procedure that is both monotone and an improvement of Tarone's proposal. Based on this extension, we derive a step-down procedure that is a corresponding improvement of Holm's (1979, Scandinavian Journal of Statistics 6, 65-70) sequentially rejective procedure. It is shown how adjusted p-values can be computed for the …
dglars: An R Package to Estimate Sparse Generalized Linear Models
2014
dglars is a publicly available R package that implements the method proposed in Augugliaro, Mineo, and Wit (2013), developed to study the sparse structure of a generalized linear model. This method, called dgLARS, is based on a differential geometrical extension of the least angle regression method proposed in Efron, Hastie, Johnstone, and Tibshirani (2004). The core of the dglars package consists of two algorithms implemented in Fortran 90 to efficiently compute the solution curve: a predictor-corrector algorithm, proposed in Augugliaro et al. (2013), and a cyclic coordinate descent algorithm, proposed in Augugliaro, Mineo, and Wit (2012). The latter algorithm, as shown here, is significan…
Modeling interactions between political parties and electors
2017
In this paper we extend some recent results on an operatorial approach to the description of alliances between political parties interacting among themselves and with a basin of electors. In particular, we propose and compare three different models, deducing the dynamics of their related {\em decision functions}, i.e. the attitude of each party to form or not an alliance. In the first model the interactions between each party and their electors are considered. We show that these interactions drive the decision functions towards certain asymptotic values depending on the electors only: this is the {\em perfect party}, which behaves following the electors' suggestions. The second model is an …
Implementability of Liouville Evolution, Koopman and Banach-Lamperti Theorems in Classical and Quantum Dynamics
2002
We extend the concept of implementability of semigroups of evolution operators associated with dynamical systems to quantum case. We show that such an extension can be properly formulated in terms of Jordan morphisms and isometries on non-commutative Lp spaces. We focus our attention on a non-commutative analog of the Banach-Lamperti theorem.
Large-distance asymptotic behaviour of multi-point correlation functions in massless quantum models
2014
We provide a microscopic model setting that allows us to readily access to the large-distance asymptotic behaviour of multi-point correlation functions in massless, one-dimensional, quantum models. The method of analysis we propose is based on the form factor expansion of the correlation functions and does not build on any field theory reasonings. It constitutes an extension of the restricted sum techniques leading to the large-distance asymptotic behaviour of two-point correlation functions obtained previously.
How much geometry it takes to reconstruct a 2-manifold in R 3
2009
Known algorithms for reconstructing a 2-manifold from a point sample in R 3 are naturally based on decisions/predicates that take the geometry of the point sample into account. Facing the always present problem of round-off errors that easily compromise the exactness of those predicate decisions, an exact and robust implementation of these algorithms is far from being trivial and typically requires employment of advanced datatypes for exact arithmetic, as provided by libraries like CORE, LEDA, or GMP. In this article, we present a new reconstruction algorithm, one whose main novelties is to throw away geometry information early on in the reconstruction process and to mainly operate combina…
A Logic of Discovery
1998
A logic of discovery is introduced. In this logic, true sentences are discovered over time based on arriving data. A notion of expectation is introduced to reflect the growing certainty that a universally quantified sentence is true as more true instances are observed. The logic is shown to be consistent and complete. Monadic predicates are considered as a special case
Extension theory and the calculus of butterflies
2016
Abstract This paper provides a unified treatment of two distinct viewpoints concerning the classification of group extensions: the first uses weak monoidal functors, the second classifies extensions by means of suitable H 2 -actions. We develop our theory formally, by making explicit a connection between (non-abelian) G-torsors and fibrations. Then we apply our general framework to the classification of extensions in a semi-abelian context, by means of butterflies [1] between internal crossed modules. As a main result, we get an internal version of Dedecker's theorem on the classification of extensions of a group by a crossed module. In the semi-abelian context, Bourn's intrinsic Schreier–M…
Branch-and-Price-and-Cut for the Truck-and-Trailer Routing Problem with Time Windows
2018
In this paper, we present a new branch-and-price-and-cut algorithm to solve the truck-and-trailer routing problem with time windows (TTRPTW) and two real-world extensions. In all TTRPTW variants, the fleet consists of one or more trucks that may attach a trailer. Some customers are not accessible with a truck-and-trailer combination, but can however be serviced by one if the trailer is previously detached and parked at a suitable location. In the first extension, the planning horizon comprises two days and customers may be visited either on both days or only once, in which case twice the daily supply must be collected. The second extension incorporates load transfer times depending on the …