Search results for "probability"

showing 10 items of 3417 documents

The Wage Curve, Once More with Feeling: Bayesian Model Averaging of Heckit Models

2018

The sensitivity of the wage curve to sample-selection and model uncertainty was evaluated with Bayesian methods. More than 8000 Heckit wage curves were estimated using data from the 2017 household survey of Bolivia. After averaging the estimates with the posterior probability of each model being true, the wage curve elasticity in Bolivia is close to -0.01. This result suggests that in this country the wage curve is inelastic and does not follow the international statistical regularity of wage curves. 

Physics::Physics and SocietyStatistical regularityWage curveStatistics::Applicationsmedia_common.quotation_subjectBayesian probabilityPosterior probabilityMathematics::History and OverviewWageBayesian inferenceComputer Science::Computers and SocietyHousehold surveylcsh:Financelcsh:HG1-9999EconometricsMathematicsmedia_common
researchProduct

Mean-Field Game Modeling the Bandwagon Effect with Activation Costs

2015

This paper provides a mean-field game theoretic model of the bandwagon effect in social networks. This effect can be observed whenever individuals tend to align their own opinions to a mainstream opinion. The contribution is threefold. First, we describe the opinion propagation as a mean-field game with local interactions. Second, we establish mean-field equilibrium strategies in the case where the mainstream opinion is constant. Such strategies are shown to have a threshold structure. Third, we extend the use of threshold strategies to the case of time-varying mainstream opinion and study the evolution of the macroscopic system.

Physics::Physics and SocietyStatistics and Probability0209 industrial biotechnologyEconomics and Econometrics02 engineering and technologyMean-field gamesMean field gameActivation costs; Bandwagon effect; Games with infinitely many players; Mean-field games; Mode; Threshold policies;01 natural sciencesActivation costs010305 fluids & plasmasMicroeconomics020901 industrial engineering & automationOpinion dynamicsGames with infinitely many players; Bandwagon effect; Activation costs; Threshold policies; Mean-field games; ModeMean-field game0103 physical sciencesEconomicsThreshold policiesMainstreamBandwagon effectStructure (mathematical logic)Game theoreticApplied MathematicsMode (statistics)Computer Science::Social and Information NetworksComputer Graphics and Computer-Aided DesignComputer Science ApplicationsComputational MathematicsActivation costComputational Theory and MathematicsGames with infinitely many playersGames with infinitely many playerModeSettore MAT/09 - Ricerca OperativaConstant (mathematics)Threshold policieMathematical economicsBandwagon effectDynamic Games and Applications
researchProduct

Stock markets and quantum dynamics: A second quantized description

2009

In this paper we continue our description of stock markets in terms of some non-abelian operators which are used to describe the portfolio of the various traders and other observable quantities. After a first prototype model with only two traders, we discuss a more realistic model of market involving an arbitrary number of traders. For both models we find approximated solutions for the time evolution of the portfolio of each trader. In particular, for the more realistic model, we use the stochastic limit approach and a fixed point like approximation. © 2007 Elsevier B.V. All rights reserved

Physics::Physics and SocietyStatistics and ProbabilitySecond quantizationComputer Science::Computer Science and Game TheoryQuantitative Finance - Trading and Market MicrostructureQuantum dynamicQuantum dynamicsTime evolutionObservableStock marketsFixed pointCondensed Matter PhysicsSecond quantizationTrading and Market Microstructure (q-fin.TR)FOS: Economics and businessComputer Science::Multiagent SystemsComputer Science::Computational Engineering Finance and SciencePortfolioStatistical physicsSettore MAT/07 - Fisica MatematicaMathematical economicsStock (geology)MathematicsPhysica A: Statistical Mechanics and its Applications
researchProduct

Identification of Volatile Compounds in Blackcurrant Berries: Differences Among Cultivars

2021

Berries of blackcurrant are known to produce a strong flavor. Some previous studies have reported that a given cultivar of blackcurrant can produce berries with a specific profile of volatile compounds. For the Burgundy region in France, the Noir de Bourgogne cultivar is especially important because it is the main ingredient of a liquor with a designation of origin. The aim of the present study was to characterize the volatile fractions of berries from 15 cultivars in order to explore the possibility of using different cultivars for liquor production. The plants were cultivated under the same conditions and harvested in the same year. The volatile fractions of the harvested berries were ana…

PhytochemicalsSPMEPharmaceutical ScienceBiology01 natural sciencesGas Chromatography-Mass SpectrometryArticleAnalytical ChemistryOcimene010104 statistics & probabilitychemistry.chemical_compoundIngredientblackcurrant berriesRibesQD241-4410404 agricultural biotechnologySpecies SpecificityDrug DiscoverycultivarsHumans[CHIM]Chemical SciencesStatistical analysisCultivarvolatile compounds0101 mathematicsPhysical and Theoretical ChemistrySolid Phase MicroextractionFlavorVolatile Organic CompoundsLimonenemultivariate statistical analysesAlcoholic BeveragesOrganic Chemistry04 agricultural and veterinary sciences040401 food scienceCrop Productionchemical profilingFlavoring AgentsHorticulturechemistryChemistry (miscellaneous)FruitTasteMultivariate AnalysisMolecular MedicineFranceGas chromatography–mass spectrometryGC-MSMolecules
researchProduct

Periodic orbits of a neuron model with periodic internal decay rate

2015

In this paper we will study a non-autonomous piecewise linear difference equation which describes a discrete version of a single neuron model with a periodic internal decay rate. We will investigate the periodic behavior of solutions relative to the periodic internal decay rate. Furthermore, we will show that only periodic orbits of even periods can exist and show their stability character.

Piecewise linear functionComputational MathematicsCharacter (mathematics)Classical mechanicsDifferential equationApplied MathematicsMathematical analysisPeriodic orbitsPeriodic sequenceBiological neuron modelStability (probability)MathematicsApplied Mathematics and Computation
researchProduct

Cluster kernels for semisupervised classification of VHR urban images

2009

In this paper, we present and apply a semisupervised support vector machine based on cluster kernels for the problem of very high resolution image classification. In the proposed setting, a base kernel working with labeled samples only is deformed by a likelihood kernel encoding similarities between unlabeled examples. The resulting kernel is used to train a standard support vector machine (SVM) classifier. Experiments carried out on very high resolution (VHR) multispectral and hyperspectral images using very few labeled examples show the relevancy of the method in the context of urban image classification. Its simplicity and the small number of parameters involved make it versatile and wor…

PixelContextual image classificationbusiness.industryMultispectral imageComputingMethodologies_IMAGEPROCESSINGANDCOMPUTERVISIONHyperspectral imagingProbability density functionPattern recognitionSupport vector machineComputingMethodologies_PATTERNRECOGNITIONComputer Science::Computer Vision and Pattern RecognitionRadial basis function kernelArtificial intelligencebusinessClassifier (UML)Mathematics2009 Joint Urban Remote Sensing Event
researchProduct

Determination of strain and stress distribution on shearwalls by using the speckle photography technique

2003

Abstract Speckle photography (SP) is a powerful tool that is adequate to determine small displacements in micrometer range. This information shows other characteristics of structure deformation under loads and can be determined as stress and strain distribution. In this paper we present the results of the application of the SP technique used to study the behaviour of discontinuities in a shearwall model. These structural elements are very important to the stability of buildings. The displacement whole field around the discontinuities and loading points was determined using the pointwise method. This allows us to determine stress distribution at the point of interest by means of the suitable…

PointwiseMaterials scienceDeformation (mechanics)business.industryMechanical EngineeringStress–strain curveMathematical analysisClassification of discontinuitiesStability (probability)Atomic and Molecular Physics and OpticsFinite element methodDisplacement (vector)Electronic Optical and Magnetic MaterialsStress (mechanics)OpticsElectrical and Electronic Engineeringbusiness
researchProduct

Ship Roll Motion under Stochastic Agencies Using Path Integral Method

2009

The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamica…

Poisson arrival proceRoll oscillationOscillationDynamics (mechanics)Motion (geometry)Probability density functionPath integral methodWhite noiseWhite noise excitationResponse amplitude operatorRandom excitationControl theoryShip roll motionTransition probabilitiePath integral formulationChapman-Kolmogorov equationMathematicsParametric statistics
researchProduct

Path integral solution for nonlinear systems under parametric Poissonian white noise input

2016

Abstract In this paper the problem of the response evaluation in terms of probability density function of nonlinear systems under parametric Poisson white noise is addressed. Specifically, extension of the Path Integral method to this kind of systems is introduced. Such systems exhibit a jump at each impulse occurrence, whose value is obtained in closed form considering two general classes of nonlinear multiplicative functions. Relying on the obtained closed form relation liking the impulses amplitude distribution and the corresponding jump response of the system, the Path Integral method is extended to deal with systems driven by parametric Poissonian white noise. Several numerical applica…

Poisson white noiseMonte Carlo methodAerospace EngineeringOcean EngineeringProbability density function02 engineering and technologyImpulse (physics)01 natural sciencesPath integral solution0203 mechanical engineering0103 physical sciencesApplied mathematics010301 acousticsCivil and Structural EngineeringMathematicsParametric statisticsMechanical EngineeringMathematical analysisStatistical and Nonlinear PhysicsWhite noiseCondensed Matter PhysicsJump responseNonlinear system020303 mechanical engineering & transportsParametric inputNuclear Energy and EngineeringPath integral formulationNonlinear system
researchProduct

Hourly Forecasting of SO2 Pollutant Concentration Using an Elman Neural Network

2006

In this paper the first results produced by an Elman neural network for hourly SO2 ground concentration forecasting are presented. Time series has been recorded between 1998 and 2001 and are referred to a monitoring station of SO2 in the industrial site of Priolo, Syracuse, Italy. Data has been kindly provided by CIPA (Consorzio Industriale per la Protezione dell'Ambiente, Siracusa, Italia). Time series parameters are the horizontal and vertical wind velocity, the wind direction, the stability classes of Thomas, the base level of the layer of the atmospheric stability, the gradient of the potential temperature and the difference of the potential temperature of reference.

PollutantMeteorologyArtificial neural networkRecurrent neural networksModelsIndustrial siteAtmospheric instabilityPotential temperatureEnvironmental scienceWind directionStability (probability)Wind speedNeural networks
researchProduct