Search results for "probability"

showing 10 items of 3417 documents

Identifying Causal Effects with the R Package causaleffect

2017

Do-calculus is concerned with estimating the interventional distribution of an action from the observed joint probability distribution of the variables in a given causal structure. All identifiable causal effects can be derived using the rules of do-calculus, but the rules themselves do not give any direct indication whether the effect in question is identifiable or not. Shpitser and Pearl constructed an algorithm for identifying joint interventional distributions in causal models, which contain unobserved variables and induce directed acyclic graphs. This algorithm can be seen as a repeated application of the rules of do-calculus and known properties of probabilities, and it ultimately eit…

Statistics and ProbabilityFOS: Computer and information sciencesTheoretical computer sciencecausalityDistribution (number theory)C-componentComputer sciencecausal model02 engineering and technologyCausal structureMethodology (stat.ME)03 medical and health sciences0302 clinical medicinedo-calculusJoint probability distribution0202 electrical engineering electronic engineering information engineering030212 general & internal medicineDAG; do-calculus; causality; causal model; identifiability; graph; C-component; hedge; d-separationlcsh:Statisticslcsh:HA1-4737Statistics - Methodologycomputer.programming_languageCausal modelta112DAGd-separationgraphhedgeidentifiabilityExpression (mathematics)PEARL (programming language)Action (philosophy)kausaliteetti020201 artificial intelligence & image processingStatistics Probability and UncertaintycomputerSoftware
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Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance

2017

We establish an ordering criterion for the asymptotic variances of two consistent Markov chain Monte Carlo (MCMC) estimators: an importance sampling (IS) estimator, based on an approximate reversible chain and subsequent IS weighting, and a standard MCMC estimator, based on an exact reversible chain. Essentially, we relax the criterion of the Peskun type covariance ordering by considering two different invariant probabilities, and obtain, in place of a strict ordering of asymptotic variances, a bound of the asymptotic variance of IS by that of the direct MCMC. Simple examples show that IS can have arbitrarily better or worse asymptotic variance than Metropolis-Hastings and delayed-acceptanc…

Statistics and ProbabilityFOS: Computer and information sciencesdelayed-acceptanceMarkovin ketjut01 natural sciencesStatistics - Computationasymptotic variance010104 statistics & probabilitysymbols.namesake60J22 65C05unbiased estimatorFOS: MathematicsApplied mathematics0101 mathematicsComputation (stat.CO)stokastiset prosessitestimointiMathematicsnumeeriset menetelmätpseudo-marginal algorithmApplied Mathematics010102 general mathematicsProbability (math.PR)EstimatorMarkov chain Monte CarloCovarianceInfimum and supremumWeightingMarkov chain Monte CarloMonte Carlo -menetelmätDelta methodimportance samplingModeling and SimulationBounded functionsymbolsImportance samplingMathematics - Probability
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Blind source separation for non-stationary random fields

2022

Regional data analysis is concerned with the analysis and modeling of measurements that are spatially separated by specifically accounting for typical features of such data. Namely, measurements in close proximity tend to be more similar than the ones further separated. This might hold also true for cross-dependencies when multivariate spatial data is considered. Often, scientists are interested in linear transformations of such data which are easy to interpret and might be used as dimension reduction. Recently, for that purpose spatial blind source separation (SBSS) was introduced which assumes that the observed data are formed by a linear mixture of uncorrelated, weakly stationary random …

Statistics and ProbabilityFOS: Computer and information scienceslinear latent variable modelpaikkatietoanalyysiManagement Monitoring Policy and Law010502 geochemistry & geophysics01 natural scienceslineaariset mallitspatial statisticsMethodology (stat.ME)010104 statistics & probabilitymonimuuttujamenetelmät0101 mathematicsComputers in Earth SciencesStatistics - Methodology0105 earth and related environmental sciences
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Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data

2013

When collections of functional data are too large to be exhaustively observed, survey sampling techniques provide an effective way to estimate global quantities such as the population mean function. Assuming functional data are collected from a finite population according to a probabilistic sampling scheme, with the measurements being discrete in time and noisy, we propose to first smooth the sampled trajectories with local polynomials and then estimate the mean function with a Horvitz-Thompson estimator. Under mild conditions on the population size, observation times, regularity of the trajectories, sampling scheme, and smoothing bandwidth, we prove a Central Limit theorem in the space of …

Statistics and ProbabilityFOS: Computer and information sciencesmaximal inequalitiesCovariance functionCLTPopulationSurvey samplingweighted cross-validationMathematics - Statistics TheoryStatistics Theory (math.ST)Methodology (stat.ME)symbols.namesakeFOS: Mathematicssurvey samplingeducationGaussian processfunctional dataStatistics - Methodologysuprema of Gaussian processesMathematicsCentral limit theoremeducation.field_of_studySampling (statistics)Estimatorspace of continuous functionssymbolslocal polynomial smoothingAlgorithmSmoothing
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Bayesian models for data missing not at random in health examination surveys

2018

In epidemiological surveys, data missing not at random (MNAR) due to survey nonresponse may potentially lead to a bias in the risk factor estimates. We propose an approach based on Bayesian data augmentation and survival modelling to reduce the nonresponse bias. The approach requires additional information based on follow-up data. We present a case study of smoking prevalence using FINRISK data collected between 1972 and 2007 with a follow-up to the end of 2012 and compare it to other commonly applied missing at random (MAR) imputation approaches. A simulation experiment is carried out to study the validity of the approaches. Our approach appears to reduce the nonresponse bias substantially…

Statistics and ProbabilityFOS: Computer and information sciencesmedicine.medical_specialtymultiple imputationComputer scienceBayesian probability01 natural sciencesStatistics - Applicationssurvival analysisfollow-up dataMethodology (stat.ME)010104 statistics & probability03 medical and health sciencesHealth examination0302 clinical medicineEpidemiologyStatisticsmedicineApplications (stat.AP)030212 general & internal medicine0101 mathematicsSurvival analysisStatistics - MethodologyBayes estimatorta112elinaika-analyysiRisk factor (computing)Bayesian estimation3. Good healthhealth examination surveysStatistics Probability and UncertaintyMissing not at randomdata augmentation
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Weak pseudo-bosons

2020

We show how the notion of {\em pseudo-bosons}, originally introduced as operators acting on some Hilbert space, can be extended to a distributional settings. In doing so, we are able to construct a rather general framework to deal with generalized eigenvectors of the multiplication and of the derivation operators. Connections with the quantum damped harmonic oscillator are also briefly considered.

Statistics and ProbabilityFOS: Physical sciencesGeneral Physics and Astronomy01 natural sciences010305 fluids & plasmassymbols.namesakeGeneralized eigenvector0103 physical sciences010306 general physicsQuantumSettore MAT/07 - Fisica MatematicaHarmonic oscillatorMathematical PhysicsMathematical physicsBosonPhysicsHilbert spaceStatistical and Nonlinear PhysicsMathematical Physics (math-ph)Construct (python library)non self-adjoint HamiltonianModeling and SimulationsymbolsBiorthogonal setMultiplicationpseudo-bosons
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Tridiagonality, supersymmetry and non self-adjoint Hamiltonians

2019

In this paper we consider some aspects of tridiagonal, non self-adjoint, Hamiltonians and of their supersymmetric counterparts. In particular, the problem of factorization is discussed, and it is shown how the analysis of the eigenstates of these Hamiltonians produce interesting recursion formulas giving rise to biorthogonal families of vectors. Some examples are proposed, and a connection with bi-squeezed states is analyzed.

Statistics and ProbabilityFOS: Physical sciencesGeneral Physics and Astronomy01 natural sciencesFactorization0103 physical sciences010306 general physicsSettore MAT/07 - Fisica MatematicaMathematical PhysicsEigenvalues and eigenvectorsMathematicsQuantum PhysicsTridiagonal matrix010308 nuclear & particles physicsRecursion (computer science)Statistical and Nonlinear Physicstridiagonal matriceMathematical Physics (math-ph)SupersymmetryConnection (mathematics)non self-adjoint HamiltonianAlgebrabiorthogonal basesModeling and SimulationBiorthogonal systemQuantum Physics (quant-ph)Self-adjoint operatorJournal of Physics A: Mathematical and Theoretical
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Large systems of path-repellent Brownian motions in a trap at positive temperature

2006

We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from escaping to infinity, and a pair-interaction Hamiltonian, which imposes a repellency of the $N$ paths. In fact, this interaction is an $N$-dependent regularisation of the Brownian intersection local times, an object which is of independent interest in the theory of stochastic processes. The time horizon (interpreted as the inverse temperature) is kept fixed. We analyse the model for diverging number of Brownian motions in terms of a large deviation princip…

Statistics and ProbabilityFOS: Physical scienceslarge deviationssymbols.namesakeQuantum systemFOS: MathematicsGross-Pitaevskii formula60J6560F10; 60J65; 82B10; 82B26Brownian motionMathematical PhysicsEnergy functionalMathematicsInteracting Brownian motionsStochastic process82B10Mathematical analysisProbability (math.PR)Brownian excursionMathematical Physics (math-ph)Brownian intersection local timessymbolsoccupation measure82B26Large deviations theoryStatistics Probability and UncertaintyHamiltonian (quantum mechanics)Rate functionMathematics - Probability60F10
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Estimating the causal effect of timing on the reach of social media posts

2022

AbstractModern companies regularly use social media to communicate with their customers. In addition to the content, the reach of a social media post may depend on the season, the day of the week, and the time of the day. We consider optimizing the timing of Facebook posts by a large Finnish consumers’ cooperative using historical data on previous posts and their reach. The content and the timing of the posts reflect the marketing strategy of the cooperative. These choices affect the reach of a post via a dynamic process where the reactions of users make the post more visible to others. We describe the causal relations of the social media publishing in the form of a directed acyclic graph, …

Statistics and ProbabilityFacebookoptimointibayesilainen menetelmäajoitus (suunnittelu)kausaliteettisosiaalinen mediaStatistics Probability and Uncertaintytilastolliset mallitmarkkinointiviestintäStatistical Methods & Applications
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Trading leads to scale-free self-organization

2009

Financial markets display scale-free behavior in many different aspects. The power-law behavior of part of the distribution of individual wealth has been recognized by Pareto as early as the nineteenth century. Heavy-tailed and scale-free behavior of the distribution of returns of different financial assets have been confirmed in a series of works. The existence of a Pareto-like distribution of the wealth of market participants has been connected with the scale-free distribution of trading volumes and price-returns. The origin of the Pareto-like wealth distribution, however, remained obscure. Here we show that it is the process of trading itself that under two mild assumptions spontaneously…

Statistics and ProbabilityFactor marketPhysics - Physics and SocietyQuantitative Finance - Trading and Market MicrostructureStatistical Finance (q-fin.ST)Market rateFinancial economicsFinancial marketQuantitative Finance - Statistical FinanceFOS: Physical sciencesPhysics and Society (physics.soc-ph)Market microstructureCondensed Matter Physicscomputer.software_genreDomestic marketTrading and Market Microstructure (q-fin.TR)FOS: Economics and businessOrder (exchange)EconomicsNational wealthAlgorithmic tradingcomputer
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