Search results for "probability"
showing 10 items of 3417 documents
StalAge – An algorithm designed for construction of speleothem age models
2011
Abstract Here we present a new algorithm ( StalAge ), which is designed to construct speleothem age models. The algorithm uses U-series ages and their corresponding age uncertainty for modelling and also includes stratigraphic information in order to further constrain and improve the age model. StalAge is applicable to problematic datasets that include outliers, age inversions, hiatuses and large changes in growth rate. Manual selection of potentially inaccurate ages prior to application is not required. StalAge can be applied by the general, non-expert user and has no adjustable free parameters. This offers the highest degree of reproducibility and comparability of speleothem records from …
The Dunkl–Williams constant, convexity, smoothness and normal structure
2008
Abstract In this paper we exhibit some connections between the Dunkl–Williams constant and some other well-known constants and notions. We establish bounds for the Dunkl–Williams constant that explain and quantify a characterization of uniformly nonsquare Banach spaces in terms of the Dunkl–Williams constant given by M. Baronti and P.L. Papini. We also study the relationship between Dunkl–Williams constant, the fixed point property for nonexpansive mappings and normal structure.
Why Moving Averages?
2017
This chapter presents a brief motivation for using moving averages for trend detection, how moving averages are computed, and their two key properties: the average lag (delay) time and smoothness. The most important thing to understand right from the start is that there is a direct relationship between the average lag time and smoothness of a moving average.
Basics of Moving Averages
2017
This chapter introduces the notion of a general weighted moving average and shows that each specific moving average can be uniquely characterized by either a price weighting function or a price-change weighting function. It also demonstrates how to quantitatively assess the average lag time and smoothness of a moving average. Finally, the analysis provided in this chapter reveals two important properties of moving averages when prices trend steadily.
A new weighted normal-based filter for 3D mesh denoising
2018
In this paper, we propose a normal based filtering method for 3D mesh denoising. For this purpose, we compute the new triangle normal vectors by using a weighted sum of the average (smoothness) and the myriad (sharpness) filters in each neighborhood. These weights, that reflect the degree of the surface sharpness, are calculated according to the statistical distribution of the angles between the normal vectors of the triangles. The histogram of the angles between surface normal vectors is accurately fitted by the well known Cauchy distribution. Here, we justify the use of the myriad filter whose estimated value represents the optimum of the location parameter of the investigated distributio…
Isotropic stochastic flow of homeomorphisms on Sd for the critical Sobolev exponent
2006
Abstract In this work, we shall deal with the critical Sobolev isotropic Brownian flows on the sphere S d . Based on previous works by O. Raimond and LeJan and Raimond (see [O. Raimond, Ann. Inst. H. Poincare 35 (1999) 313–354] and [Y. LeJan, O. Raimond, Ann. of Prob. 30 (2002) 826–873], we prove that the associated flows are flows of homeomorphisms.
Estimates of maximal functions measuring local smoothness
1999
Letη be a nondecreasing function on (0, 1] such thatη(t)/t decreases andη(+0)=0. Letf ∈L(I n ) (I≡[0,1]. Set $${\mathcal{N}}_\eta f(x) = \sup \frac{1}{{\left| Q \right|\eta (\left| Q \right|^{1/n} )}} \smallint _Q \left| {f(t) - f(x)} \right|dt,$$ , where the supremum is taken over all cubes containing the pointx. Forη=t α (0<α≤1) this definition was given by A.Calderon. In the paper we prove estimates of the maximal functions $${\mathcal{N}}_\eta f$$ , along with some embedding theorems. In particular, we prove the following Sobolev type inequality: if $$1 \leqslant p< q< \infty , \theta \equiv n(1/p - 1/q)< 1, and \eta (t) \leqslant t^\theta \sigma (t),$$ , then $$\parallel {\mathcal{N}}_…
Does the Implicit Association Test for assessing anxiety measure trait and state variance?
2004
The stability of the Implicit Association Test for assessing anxiety (IAT‐Anxiety) is lower than its internal consistency, indicating that the IAT‐Anxiety measures both stable and occasion‐specific variance. This suggests that the IAT‐Anxiety may be not only a valid measure of trait anxiety but also one of state anxiety. To test this assumption, two studies were conducted in which state anxiety was experimentally induced by a public speaking task. However, both studies showed that the IAT‐Anxiety score did not change when a state of anxiety was induced. Thus, it seems that occasion‐specific factors other than variations in state anxiety lead to occasion‐specific variance in the IAT‐Anxiety…
Modeling joint and marginal distributions in the analysis of categorical panel data
2001
This article presents a unifying approach to the analysis of repeated univariate categorical (ordered) responses based on the application of the generalized log-linear modeling framework proposed by Lang and Agresti. It is shown that three important research questions in longitudinal studies can be addressed simultaneously. These questions are the following: What is the overall dependence structure of the repeated responses? What is the structure of the change between consecutive time points? and What is the structure of the change in the marginal distributions? Each of these questions involves specifying log-linear models for different marginal distributions of the multiway cross classifi…
Interindividual Differences in Treatment Effects based on Structural Equation Models with Latent Variables: An EffectLiteR Tutorial
2019
The investigation of interindividual differences in the effects of a treatment is challenging, because many constructs-of-interest in psychological research such as depression or anxiety are latent variables and modeling heterogeneity in treatment effects requires interactions and potentially nonlinear relationships. In this paper, we present a tutorial of the EffectLiteR approach (Mayer, Dietzfelbinger, Rosseel, &amp; Steyer, 2016) that allows for estimating individual treatment effects based on latent variable models. We describe step by step how to apply the approach using the EffectLiteR software package with data from the multicenter randomized controlled trial of the Social Phobia…