Search results for "wise"
showing 10 items of 369 documents
On (n-l)-wise and joint independence and normality of n Random variables: an example
1981
An example is given of a vector of n random variables such that any (n-1)-dimensional subvector consists of n-1 independent standard normal variables. The whole vector however is neither independent nor normal.
Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling
2016
ABSTRACTWe introduce a score-type statistic to test for a non-zero regression coefficient when the relevant term involves a nuisance parameter present only under the alternative. Despite the non-regularity and complexity of the problem and unlike the previous approaches, the proposed test statistic does not require the nuisance to be estimated. It is simple to implement by relying on the conventional distributions, such as Normal or t, and it justified in the setting of probabilistic coherence. We focus on testing for the existence of a breakpoint in segmented regression, and illustrate the methodology with an analysis on data of DNA copy number aberrations and gene expression profiles from…
Escape Times in Fluctuating Metastable Potential and Acceleration of Diffusion in Periodic Fluctuating Potentials
2004
The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating metastable potential we obtain the mean first-passage time (MFPT) as a function of the potential parameters, the noise intensity and the mean rate of switchings of the dichotomous noise. We find noise enhanced stability (NES) phenomenon in the system investigated and the parameter region of the fluctuating potential where the effect can be observed. For the diffusion of the overdamped Brownian particle in a fast fluctuating symmetric periodic potential w…
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.
Efficient change point detection in genomic sequences of continuous measurements
2010
Abstract Motivation: Knowing the exact locations of multiple change points in genomic sequences serves several biological needs, for instance when data represent aCGH profiles and it is of interest to identify possibly damaged genes involved in cancer and other diseases. Only a few of the currently available methods deal explicitly with estimation of the number and location of change points, and moreover these methods may be somewhat vulnerable to deviations of model assumptions usually employed. Results: We present a computationally efficient method to obtain estimates of the number and location of the change points. The method is based on a simple transformation of data and it provides re…
Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement
2022
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line is secured by a two-sided reflection. Depending on the specific reflection "mechanism", the inferred jump-type processes differ in their spectral and statistical characteristics, like e.g. relaxation properties, and functional shapes of invariant (equilibrium, or asymptotic near-equilibrium) probability density functions in the interval. The analysis is carried out in conjunction with attempts to give meaning to the notion of a reflecting L\'{e}vy process…
Measuring diversity. A review and an empirical analysis
2021
Abstract Maximum diversity problems arise in many practical settings from facility location to social networks, and constitute an important class of NP-hard problems in combinatorial optimization. There has been a growing interest in these problems in recent years, and different mathematical programming models have been proposed to capture the notion of diversity. They basically consist of selecting a subset of elements of a given set in such a way that a measure based on their pairwise distances is maximized to achieve dispersion or representativeness. In this paper, we perform an exhaustive comparison of four mathematical models to achieve diversity over the public domain library MDPLIB, …
A Dominance Variant Under the Multi-Unidimensional Pairwise-Preference Framework: Model Formulation and Markov Chain Monte Carlo Estimation.
2018
Forced-choice questionnaires have been proposed as a way to control some response biases associated with traditional questionnaire formats (e.g., Likert-type scales). Whereas classical scoring methods have issues of ipsativity, item response theory (IRT) methods have been claimed to accurately account for the latent trait structure of these instruments. In this article, the authors propose the multi-unidimensional pairwise preference two-parameter logistic (MUPP-2PL) model, a variant within Stark, Chernyshenko, and Drasgow’s MUPP framework for items that are assumed to fit a dominance model. They also introduce a Markov Chain Monte Carlo (MCMC) procedure for estimating the model’s paramete…
Fifty-five-million-year history of oceanic subduction and exhumation at the northern edge of the Caribbean plate (Sierra del Convento mélange, Cuba)
2009
Petrological and geochronological data of six representative samples of exotic blocks of amphibolite and associated tonalite-trondhjemite from the serpentinitic melange of the Sierra del Convento (eastern Cuba) indicate counterclockwise P-T paths typical of material subducted in hot and young subduction zones. Peak conditions attained were 750 � C and 15 kbar, consistent with the generation of tonalitic partial melts observed in amphibolite. A tonalite boulder provides a U-Pb zircon crystallization age of 112.8 ± 1.1 Ma, and Ar ⁄ Ar amphibole dating yielded two groups of cooling ages of 106-97 Ma (interpreted as cooling of metamorphic ⁄ magmatic pargasite) and 87-83 Ma (interpreted as growt…
Thermobarometric constraints on pressure variations across the Plattengneiss shear zone of the Eastern Alps: implications for exhumation models durin…
2014
Forward and inverse mineral equilibria modelling of metapelitic rocks in the hangingwall and footwall of the Plattengneiss, a major shear zone in the Eastern Alps, is used to constrain their tectonometamorphic evolution and assess models for their exhumation. Forward (pseudosection) modelling of two metapelitic rocks suggests a steep clockwise P–T path with a near-isothermal decompression segment from a pressure peak at ~18–19 kbar and 670 °C to the metamorphic peak at 680–720 °C and 11–13 kbar. A subsequent decrease to 600–645 °C and 8–9 kbar is inferred from the late growth of staurolite in some samples. Conventional thermobarometric calculations (inverse modelling) on 18 samples with the…