Search results for "uncertainty."

showing 10 items of 972 documents

Quantitative ergodicity for some switched dynamical systems

2012

International audience; We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space Rd × E where E is a finite set. The continuous component evolves according to a smooth vector field that switches at the jump times of the discrete coordinate. The jump rates may depend on the whole position of the process. Under regularity assumptions on the jump rates and stability conditions for the vector fields we provide explicit exponential upper bounds for the convergence to equilibrium in terms of Wasserstein distances. As an example, we obtain convergence results for a stochastic version of the Morris-Lecar model of neurobiology.

Statistics and ProbabilitySwitched dynamical systemsDynamical systems theoryMarkov process01 natural sciences34D2393E15010104 statistics & probabilitysymbols.namesakeCouplingPiecewise Deterministic Markov ProcessPosition (vector)60J25FOS: MathematicsState spaceApplied mathematicsWasserstein distance0101 mathematicsMathematicsProbability (math.PR)010102 general mathematicsErgodicityErgodicity[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]Linear Differential EquationsPiecewisesymbolsJumpAMS-MSC. 60J75; 60J25; 93E15; 34D23Vector fieldStatistics Probability and Uncertainty60J75[ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR]Mathematics - Probability
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Gossip: The Architecture of SpreadPlots

2003

A spreadplot is a visualization that simultaneously shows several different views of a dataset or model. The individual views can be dynamic, can support high-interaction direct manipulation, and can be algebraically linked with each other, possibly via an underlying statistical model. Thus, when a data analyst changes the information shown in one view of a statistical model, the changes can be processed by the model and instantly represented in the other views. Spreadplots simplify the analyst's task when many different plots are relevant to the analysis at hand, as is the case in regression analysis, where there are many plots that can be used for model building and diagnosis. On the othe…

Statistics and ProbabilityTheoretical computer scienceComputer scienceGossipDiscrete Mathematics and CombinatoricsStatistical modelStatistics Probability and UncertaintyGraphicsUser interfaceSoftware architectureModel buildingVisualizationTask (project management)Journal of Computational and Graphical Statistics
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Bayesian Design of “Successful” Replications

2002

Replication of experiments is commonin applied research. However, systematic studies of the goals and motivations of a “replication” are rare. As a consequence, there does not seem to be a precise notion of what a “success” when replicating means. This article discusses some of the possible goals for replication; this leads to different (but precise) notions of “success” when replicating. Bayesian hierarchical models allow for a flexible and explicit incorporation of the assumed relationship among the experiments. Bayesian predictive distributions are a natural tool to compute the probability of the replication being successful, and hence to design the replication so that the probability of…

Statistics and ProbabilityTheoretical computer scienceGeneral MathematicsBayesian probabilityHierarchical database modelBayesian designProbability of successNoncentral t-distributionReplication (statistics)Applied researchStatistics Probability and UncertaintyAlgorithmMathematicsStatistical hypothesis testingThe American Statistician
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Portfolio optimisation with strictly positive transaction costs and impulse control

1998

One crucial assumption in modern portfolio theory of continuous-time models is the no transaction cost assumption. This assumption normally leads to trading strategies with infinite variation. However, following such a strategy in the presence of transaction costs will lead to immediate ruin. We present an impulse control approach where the investor can change his portfolio only finitely often in finite time intervals. Further, we consider transaction costs including a fixed and a proportional cost component. For the solution of the resulting control problems we present a formal optimal stopping approach and an approach using quasi-variational inequalities. As an application we derive a non…

Statistics and ProbabilityTransaction costMathematical optimizationExponential utilityMerton's portfolio problemReplicating portfolioEconomicsPortfolio optimisation transaction costs impulse control asymptotic analysis.PortfolioOptimal stoppingStatistics Probability and UncertaintyPortfolio optimizationFinanceModern portfolio theory
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A Bayesian SIRS model for the analysis of respiratory syncytial virus in the region of Valencia, Spain

2014

We present a Bayesian stochastic susceptible-infected-recovered-susceptible (SIRS) model in discrete time to understand respiratory syncytial virus dynamics in the region of Valencia, Spain. A SIRS model based on ordinary differential equations has also been proposed to describe RSV dynamics in the region of Valencia. However, this continuous-time deterministic model is not suitable when the initial number of infected individuals is small. Stochastic epidemic models based on a probability of disease transmission provide a more natural description of the spread of infectious diseases. In addition, by allowing the transmission rate to vary stochastically over time, the proposed model provides…

Statistics and ProbabilityTransmission rateBayesian probabilityPosterior probabilityPrediction intervalGeneral MedicineDiscrete time and continuous timePosterior predictive distributionOrdinary differential equationQuantitative Biology::Populations and EvolutionApplied mathematicsStatistics Probability and UncertaintyDisease transmissionMathematicsBiometrical Journal
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Eleccion de variables en regresion lineal un problema de decision

1986

A general structure for the problem of selection of variables in regression is proposed using the decision theory framework. In particular, some results for the choice of the best linear normal homocedastic model are obtained when the main purpose is either to specify the predictive distribution over the response variable or to obtain a point estimate of it. A comparison of our results with the most widespread classical ones is presented

Statistics and ProbabilityVariable (computer science)Distribution (number theory)Decision theoryStatisticsStructure (category theory)Point estimationStatistics Probability and UncertaintyRegressionSelection (genetic algorithm)MathematicsTrabajos de Estadistica
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Asymptotic efficiency of the calibration estimator in a high-dimensional data setting

2022

Abstract In a finite population sampling survey, auxiliary information is commonly used to improve the Horvitz-Thompson estimators and calibration has been extensively used by national statistical agencies over the last decades for that purpose. This method enables to make estimators consistent with known totals of auxiliary variables and to reduce variance if the calibration variables are explanatory for the variable of interest. Nowadays, it is not unusual anymore to have high-dimensional auxiliary data sets and adding too much additional calibration variables may increase the variance of calibration estimators. We study in this paper the asymptotic efficiency of the calibration estimator…

Statistics and ProbabilityVariance inflation factorAuxiliary variablesVariable (computer science)Calibration (statistics)Applied MathematicsStatisticsEstimatorVariance (accounting)Statistics Probability and UncertaintyPopulation samplingMathematicsJournal of Statistical Planning and Inference
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An extended continuous mapping theorem for outer almost sure weak convergence

2019

International audience; We prove an extended continuous mapping theorem for outer almost sure weak convergence in a metric space, a notion that is used in bootstrap empirical processes theory. Then we make use of those results to establish the consistency of several bootstrap procedures in empirical likelihood theory for functional parameters.

Statistics and ProbabilityWeak convergence010102 general mathematicsContinuous mapping theorem16. Peace & justiceEmpirical measure01 natural sciences010104 statistics & probabilityMetric spaceEmpirical likelihoodConsistency (statistics)[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]Applied mathematicsStatistics::Methodology0101 mathematicsStatistics Probability and UncertaintyMathematics
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IndElec: A Software for Analyzing Party Systems and Electoral Systems

2011

IndElec is a software addressed to compute a wide range of indices from electoral data, which are intended to analyze both party systems and electoral systems in political studies. Further, IndElec can calculate such indices from electoral data at several levels of aggregation, even when the acronyms of some political parties change across districts. As the amount of information provided by IndElec may be considerable, this software also aids the user in the analysis of electoral data through three capabilities. First, IndElec automatically elaborates preliminary descriptive statistical reports of computed indices. Second, IndElec saves the computed information into text files in data matri…

Statistics and ProbabilityWeb browserDatabaseComputer sciencebusiness.industrydisproportionalityparty systemcomputer.software_genreFile formatVisualizationRange (mathematics)Softwareelectoral systemStatistics Probability and Uncertaintybusinessparty dimensionscomputerlcsh:Statisticslcsh:HA1-4737SoftwareWord (computer architecture)Statistical softwareGraphical user interfaceJournal of Statistical Software
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Meta-work and the analogous Jarzynski relation in ensembles of dynamical trajectories

2014

Recently there has been growing interest in extending the thermodynamic method from static configurations to dynamical trajectories. In this approach, ensembles of trajectories are treated in an analogous manner to ensembles of configurations in equilibrium statistical mechanics: generating functions of dynamical observables are interpreted as partition sums, and the statistical properties of trajectory ensembles are encoded in free-energy functions that can be obtained through large-deviation methods in a suitable large time limit. This establishes what one can call a 'thermodynamics of trajectories'. In this paper we go a step further, and make a first connection to fluctuation theorems b…

Statistics and ProbabilityWork (thermodynamics)Statistical Mechanics (cond-mat.stat-mech)FOS: Physical sciencesStatistical and Nonlinear PhysicsContext (language use)ObservableStatistical mechanicsSpace (mathematics)Connection (mathematics)TrajectoryStatistical physicsStatistics Probability and UncertaintyQuantumCondensed Matter - Statistical MechanicsMathematics
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