Search results for "statistical [methods]"
showing 10 items of 1664 documents
Estimating the Number of Changepoints in Segmented Regression Models: Comparative Study and Application
2020
This paper deals with the problem of selecting the number of changepoints in segmented regression models. The aim is to review selection criteria, namely information criteria and hypothesis testing, and to propose a novel application in the context of students' careers in higher education. The performance of the selection criteria is assessed through simulation studies. Furthermore, we investigate the relationship between University students' performance and one of its main determinants, finding out that this relationship is actually broken-line.
Devitrification of the Kob-Andersen glass former: Competition with the locally favored structure
2018
Abstract Supercooled liquids are kinetically trapped materials in which the transition to a thermodynamically more stable state with long-range order is strongly suppressed. To assess the glass-forming abilities of a liquid empirical rules exist, but a comprehensive microscopic picture of devitrification is still missing. Here we study the crystallization of a popular model glass former, the binary Kob-Andersen mixture, in small systems. We perform trajectory sampling employing the population of the locally favored structure as order parameter. While for large population a dynamical phase transition has been reported, here we show that biasing towards a small population of locally favored s…
Time Series Momentum in the US Stock Market: Empirical Evidence and Theoretical Implications
2020
There is much controversy in the academic literature on the presence of short-term trends in financial markets and the trend-following strategy's profitability. This paper restricts its attention to the study of time-series momentum (TSMOM) in the US stock market. The paper aims to suggest answers to several important questions regarding TSMOM and to explain the existing controversy. Our answer to the question, whether short-term trends exist, is strongly affirmative. For the first time, we suppose that the returns follow a p-order autoregressive process with p>1 and evaluate this process's parameters. Fairly accurate knowledge of the momentum generating process allows us to provide analyti…
Equilibrium and nonequilibrium many-body perturbation theory: a unified framework based on the Martin-Schwinger hierarchy
2013
We present a unified framework for equilibrium and nonequilibrium many-body perturbation theory. The most general nonequilibrium many-body theory valid for general initial states is based on a time-contour originally introduced by Konstantinov and Perel'. The various other well-known formalisms of Keldysh, Matsubara and the zero-temperature formalism are then derived as special cases that arise under different assumptions. We further present a single simple proof of Wick's theorem that is at the same time valid in all these flavors of many-body theory. It arises simply as a solution of the equations of the Martin-Schwinger hierarchy for the noninteracting many-particle Green's function with…
Local dynamics and phase transition in quantum paraelectric SrTiO3 studied by Ti K-edge x-ray absorption spectroscopy
2016
Strontium titanate is a model quantum paraelectric in which, in the region of dominating quantum statistics, the ferroelectric instability is inhibited due to nearly complete compensation of the harmonic contribution into ferroelectric soft mode frequency by the zero- point motion contribution. The enhancement of atomic masses by the substitution of 16 O with 18O decreases the zero-point atomic motion, and low-T ferroelectricity in SrTi18O3 is realized. In this study we report on the local structure of Ti in SrTi16O3 and SrTi18O3 investigated by Extended X-ray Absorption Fine Structure measurements in the temperature range 6 - 300 K.
Assessment of the aesthetic impact and quality of life of home dental bleaching in adult patients
2020
Background This study aimed to evaluate the impact of home bleaching with 10% carbamide peroxide on the quality of life and aesthetic perception of patients. Material and methods A total of 107 patients between 18 and 38 years of age with good oral and general health and at least one anterior tooth in color A2 or darker were selected. Patients who previously underwent any type of bleaching procedures were excluded. All patients received a home bleaching treatment with 10% carbamide peroxide. Before beginning the bleaching treatment, the selected patients responded a form with the Oral Health Impact Profile short form (OHIP-14) and Oral Aesthetic Subjective Impact Scale (OASIS) questionnaire…
Inbreeding does not alter the response to an experimental heat wave in a freshwater snail
2019
Global climate change affects natural populations of many species by increasing the average temperature and the frequency of extreme weather events (e.g. summer heat waves). The ability of organisms to cope with these environmental changes can, however, depend on their genetic properties. For instance, genetic load owing to inbreeding could alter organisms’ responses to climate change-mediated environmental changes but such effects are often overlooked. We investigated the effects of an experimental heat wave (25°C versus 15°C) on life history (reproduction, size) and constitutive immune defence traits (phenoloxidase-like and antibacterial activity of haemolymph) in relation to inbreeding b…
Lindblad equation approach for the full counting statistics of work and heat in driven quantum systems
2013
We formulate the general approach based on the Lindblad equation to calculate the full counting statistics of work and heat produced by driven quantum systems weakly coupled with a Markovian thermal bath. The approach can be applied to a wide class of dissipative quantum systems driven by an arbitrary force protocol. We show the validity of general fluctuation relations and consider several generic examples. The possibilities of using calorimetric measurements to test the presence of coherence and entanglement in the open quantum systems are discussed. QC 20141010
Monte Carlo Methods for the Sampling of Free Energy Landscapes
2019
In this chapter, we return to classical statistical mechanics, wherein the canonical ensemble averages of an observable \(A(\overrightarrow{x})\), where \(\overrightarrow{x} \) stands symbolically for the “microstate” coordinate in the configurational part of the phase space of the system, are given by (cf. Sect. 2.1.1)
Critical phenomena without “hyper scaling”: How is the finite-size scaling analysis of Monte Carlo data affected?
2010
Abstract The finite size scaling analysis of Monte Carlo data is discussed for two models for which hyperscaling is violated: (i) the random field Ising model (using a model for a colloid-polymer mixture in a random matrix as a representative) (ii) The Ising bi-pyramid in computing surface fields.