Error analysis of stochastic gradient descent ranking.
Chen, Hong; Tang, Yi; Li, Luoqing; Yuan, Yuan; Li, Xuelong; Tang, Yuanyan
2013-06-01
Ranking is always an important task in machine learning and information retrieval, e.g., collaborative filtering, recommender systems, drug discovery, etc. A kernel-based stochastic gradient descent algorithm with the least squares loss is proposed for ranking in this paper. The implementation of this algorithm is simple, and an expression of the solution is derived via a sampling operator and an integral operator. An explicit convergence rate for leaning a ranking function is given in terms of the suitable choices of the step size and the regularization parameter. The analysis technique used here is capacity independent and is novel in error analysis of ranking learning. Experimental results on real-world data have shown the effectiveness of the proposed algorithm in ranking tasks, which verifies the theoretical analysis in ranking error.
Application of third order stochastic dominance algorithm in investments ranking
Directory of Open Access Journals (Sweden)
Lončar Sanja
2012-01-01
Full Text Available The paper presents the use of third order stochastic dominance in ranking Investment alternatives, using TSD algorithms (Levy, 2006for testing third order stochastic dominance. The main goal of using TSD rule is minimization of efficient investment set for investor with risk aversion, who prefers more money and likes positive skew ness.
Rank reduction of correlation matrices by majorization
R. Pietersz (Raoul); P.J.F. Groenen (Patrick)
2004-01-01
textabstractIn this paper a novel method is developed for the problem of finding a low-rank correlation matrix nearest to a given correlation matrix. The method is based on majorization and therefore it is globally convergent. The method is computationally efficient, is straightforward to implement,
Estimation of rank correlation for clustered data.
Rosner, Bernard; Glynn, Robert J
2017-06-30
It is well known that the sample correlation coefficient (R xy ) is the maximum likelihood estimator of the Pearson correlation (ρ xy ) for independent and identically distributed (i.i.d.) bivariate normal data. However, this is not true for ophthalmologic data where X (e.g., visual acuity) and Y (e.g., visual field) are available for each eye and there is positive intraclass correlation for both X and Y in fellow eyes. In this paper, we provide a regression-based approach for obtaining the maximum likelihood estimator of ρ xy for clustered data, which can be implemented using standard mixed effects model software. This method is also extended to allow for estimation of partial correlation by controlling both X and Y for a vector U_ of other covariates. In addition, these methods can be extended to allow for estimation of rank correlation for clustered data by (i) converting ranks of both X and Y to the probit scale, (ii) estimating the Pearson correlation between probit scores for X and Y, and (iii) using the relationship between Pearson and rank correlation for bivariate normally distributed data. The validity of the methods in finite-sized samples is supported by simulation studies. Finally, two examples from ophthalmology and analgesic abuse are used to illustrate the methods. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Efficient Rank Reduction of Correlation Matrices
I. Grubisic (Igor); R. Pietersz (Raoul)
2005-01-01
textabstractGeometric optimisation algorithms are developed that efficiently find the nearest low-rank correlation matrix. We show, in numerical tests, that our methods compare favourably to the existing methods in the literature. The connection with the Lagrange multiplier method is established,
Ranking structures and rank-rank correlations of countries: The FIFA and UEFA cases
Ausloos, Marcel; Cloots, Rudi; Gadomski, Adam; Vitanov, Nikolay K.
2014-04-01
Ranking of agents competing with each other in complex systems may lead to paradoxes according to the pre-chosen different measures. A discussion is presented on such rank-rank, similar or not, correlations based on the case of European countries ranked by UEFA and FIFA from different soccer competitions. The first question to be answered is whether an empirical and simple law is obtained for such (self-) organizations of complex sociological systems with such different measuring schemes. It is found that the power law form is not the best description contrary to many modern expectations. The stretched exponential is much more adequate. Moreover, it is found that the measuring rules lead to some inner structures in both cases.
Numerical Simulation of the Heston Model under Stochastic Correlation
Directory of Open Access Journals (Sweden)
Long Teng
2017-12-01
Full Text Available Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing stochastic correlations driven by a stochastic differential equation. We discuss the efficient algorithms for the extended Heston model by incorporating stochastic correlations. Our numerical experiments show that the proposed algorithms can efficiently provide highly accurate results for the extended Heston by including stochastic correlations. By investigating the effect of stochastic correlations on the implied volatility, we find that the performance of the Heston model can be proved by including stochastic correlations.
WenJun Zhang; Xin Li
2015-01-01
Between-taxon interactions can be detected by calculating the sampling data of taxon sample type. In present study, Spearman rank correlation and proportion correlation are chosen as the general correlation measures, and their partial correlations are calculated and compared. The results show that for Spearman rank correlation measure, in all predicted candidate direct interactions by partial correlation, about 16.77% (x, 0-45.4%) of them are not successfully detected by Spearman rank correla...
Ranking shortest paths in Stochastic time-denpendent networks
DEFF Research Database (Denmark)
Nielsen, Lars Relund; Andersen, Kim Allan; Pretolani, Daniele
A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks, the ...... present a computational comparison of time-adaptive and a priori route choices, pointing out the effect of travel time and cost distributions. The reported results show that, under realistic distributions, our solution methods are effective.......A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks...
Rapidity correlations test stochastic hydrodynamics
International Nuclear Information System (INIS)
Zin, C; Gavin, S; Moschelli, G
2017-01-01
We show that measurements of the rapidity dependence of transverse momentum correlations can be used to determine the characteristic time τ π that dictates the rate of isotropization of the stress energy tensor, as well as the shear viscosity ν = η/sT . We formulate methods for computing these correlations using second order dissipative hydrodynamics with noise. Current data are consistent with τ π /ν ∼ 10 but targeted measurements can improve this precision. (paper)
Ranking paths in stochastic time-dependent networks
DEFF Research Database (Denmark)
Nielsen, Lars Relund; Andersen, Kim Allan; Pretolani, Daniele D.
2014-01-01
In this paper we address optimal routing problems in networks where travel times are both stochastic and time-dependent. In these networks, the best route choice is not necessarily a path, but rather a time-adaptive strategy that assigns successors to nodes as a function of time. Nevertheless, in...
Ranking Decision Making Units with Stochastic Data by Using Coefficient of Variation
Lotfi, F.; Nematollahi, N.; Behzadi, M.H.; Mirbolouki, M.
2010-01-01
Data Envelopment Analysis (DEA) is a non-parametric technique which is based on mathematical programming for evaluating the efficiency of a set of Decision Making Units (DMUs). Throughout applications, managers encounter with stochastic data and the necessity of having a method that is able to evaluate efficiency and rank efficient units has been under consideration. In this paper considering the concept of coefficient of variation among efficient DMUs, two ranking methods has been proposed. ...
Oriented stochastic data envelopment models: ranking comparison to stochastic frontier approach
Czech Academy of Sciences Publication Activity Database
Brázdik, František
-, č. 271 (2005), s. 1-46 ISSN 1211-3298 Institutional research plan: CEZ:AV0Z70850503 Keywords : stochastic data envelopment analysis * linear programming * rice farm Subject RIV: AH - Economics http://www.cerge-ei.cz/pdf/wp/Wp271.pdf
Solving Langevin equation with the stochastic algebraically correlated noise
International Nuclear Information System (INIS)
Ploszajczak, M.; Srokowski, T.
1996-01-01
Long time tail in the velocity and force autocorrelation function has been found recently in the molecular dynamics simulations of the peripheral collisions of ions. Simulation of those slowly decaying correlations in the stochastic transport theory requires the development of new methods of generating stochastic force of arbitrarily long correlation times. The Markovian process and the multidimensional Kangaroo process which permit describing various algebraic correlated stochastic processes are proposed. (author)
Correlation of Cognitive Abilities Level, Age and Ranks in Judo
Directory of Open Access Journals (Sweden)
Kraček Stanislav
2016-11-01
Full Text Available The aim of this paper is to ascertain the correlation between selected cognitive abilities, age and performance of judokas according to ranking. The study group consisted of judokas in the age group 18 ± 2.4 years. The Stroop Color-Word Test - Victoria Version (VST was the instrument used to determine the level of cognitive abilities. The data obtained were measured by the Pearson Correlation (r correlation test. The results of the study show an associative relationship of indirect correlation (p < 0.01 between age and all of the three categories of the Stroop test. This is an indirect correlation, so the higher the age, the lower the time (better performance of the probands in the Stroop test. There was no statistically significant correlation between performance in the categories of the Stroop test and rankings. The outcomes show that the level of selected cognitive abilities depends on age, but the level of the selected cognitive abilities does not affect the ranking of the judokas.
Stochastic systems with cross-correlated Gaussian white noises
International Nuclear Information System (INIS)
Wang Cheng-Yu; Song Yu-Min; Zhou Peng; Yang Hai; Gao Yun
2010-01-01
This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequilibrium transitions induced by the cross-correlated noises are studied. The stationary solutions of the Fokker—Planck equation for three specific examples are analysed. It is shown explicitly that the cross-correlation of white noises can induce nonequilibrium transitions
Stochastic background search correlating ALLEGRO with LIGO engineering data
Energy Technology Data Exchange (ETDEWEB)
Whelan, John T [Department of Physics, Loyola University, New Orleans, Louisiana 70118 (United States); Daw, Edward [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Heng, Ik Siong [Max-Planck-Institut fuer Gravitationsphysik, Albert-Einstein-Institut, Aussenstelle Hannover, D-30167 Hannover (Germany); McHugh, Martin P [Department of Physics, Loyola University, New Orleans, Louisiana 70118 (United States); Lazzarini, Albert [LIGO Laboratory, California Institute of Technology, Pasadena, CA 91125 (United States)
2003-09-07
We describe the role of correlation measurements between the LIGO interferometer in Livingston, LA, and the ALLEGRO resonant bar detector in Baton Rouge, LA, in searches for a stochastic background of gravitational waves. Such measurements provide a valuable complement to correlations between interferometers at the two LIGO sites, since they are sensitive in a different, higher, frequency band. Additionally, the variable orientation of the ALLEGRO detector provides a means to distinguish gravitational wave correlations from correlated environmental noise. We describe the analysis underway to set a limit on the strength of a stochastic background at frequencies near 900 Hz using ALLEGRO data and data from LIGO's E7 Engineering Run.
Stochastic background search correlating ALLEGRO with LIGO engineering data
International Nuclear Information System (INIS)
Whelan, John T; Daw, Edward; Heng, Ik Siong; McHugh, Martin P; Lazzarini, Albert
2003-01-01
We describe the role of correlation measurements between the LIGO interferometer in Livingston, LA, and the ALLEGRO resonant bar detector in Baton Rouge, LA, in searches for a stochastic background of gravitational waves. Such measurements provide a valuable complement to correlations between interferometers at the two LIGO sites, since they are sensitive in a different, higher, frequency band. Additionally, the variable orientation of the ALLEGRO detector provides a means to distinguish gravitational wave correlations from correlated environmental noise. We describe the analysis underway to set a limit on the strength of a stochastic background at frequencies near 900 Hz using ALLEGRO data and data from LIGO's E7 Engineering Run
Long-time correlations in the stochastic regime
International Nuclear Information System (INIS)
Karney, C.F.F.
1982-11-01
The phase space for Hamiltonians of two degrees of freedom is usually divided into stochastic and integrable components. Even when well into the stochastic regime, integrable orbits may surround small stable regions or islands. The effect of these islands on the correlation function for the stochastic trajectories is examined. Depending on the value of the parameter describing the rotation number for the elliptic fixed point at the center of the island, the long-time correlation function may decay as t -5 or exponentially, but more commonly it decays much more slowly (roughly as t -1 ). As a consequence these small islands may have a profound effect on the properties such as the diffusion coefficient, of the stochastic orbits
Nonperturbative stochastic dynamics driven by strongly correlated colored noise
Jing, Jun; Li, Rui; You, J. Q.; Yu, Ting
2015-02-01
We propose a quantum model consisting of two remote qubits interacting with two correlated colored noises and establish an exact stochastic Schrödinger equation for this open quantum system. It is shown that the quantum dynamics of the qubit system is profoundly modulated by the mutual correlation between baths and the bath memory capability through dissipation and fluctuation. We report a physical effect on generating inner correlation and entanglement of two distant qubits arising from the strong bath-bath correlation.
Atzori, A S; Tedeschi, L O; Cannas, A
2013-05-01
The economic efficiency of dairy farms is the main goal of farmers. The objective of this work was to use routinely available information at the dairy farm level to develop an index of profitability to rank dairy farms and to assist the decision-making process of farmers to increase the economic efficiency of the entire system. A stochastic modeling approach was used to study the relationships between inputs and profitability (i.e., income over feed cost; IOFC) of dairy cattle farms. The IOFC was calculated as: milk revenue + value of male calves + culling revenue - herd feed costs. Two databases were created. The first one was a development database, which was created from technical and economic variables collected in 135 dairy farms. The second one was a synthetic database (sDB) created from 5,000 synthetic dairy farms using the Monte Carlo technique and based on the characteristics of the development database data. The sDB was used to develop a ranking index as follows: (1) principal component analysis (PCA), excluding IOFC, was used to identify principal components (sPC); and (2) coefficient estimates of a multiple regression of the IOFC on the sPC were obtained. Then, the eigenvectors of the sPC were used to compute the principal component values for the original 135 dairy farms that were used with the multiple regression coefficient estimates to predict IOFC (dRI; ranking index from development database). The dRI was used to rank the original 135 dairy farms. The PCA explained 77.6% of the sDB variability and 4 sPC were selected. The sPC were associated with herd profile, milk quality and payment, poor management, and reproduction based on the significant variables of the sPC. The mean IOFC in the sDB was 0.1377 ± 0.0162 euros per liter of milk (€/L). The dRI explained 81% of the variability of the IOFC calculated for the 135 original farms. When the number of farms below and above 1 standard deviation (SD) of the dRI were calculated, we found that 21
Stochastic GARCH dynamics describing correlations between stocks
Prat-Ortega, G.; Savel'ev, S. E.
2014-09-01
The ARCH and GARCH processes have been successfully used for modelling price dynamics such as stock returns or foreign exchange rates. Analysing the long range correlations between stocks, we propose a model, based on the GARCH process, which is able to describe the main characteristics of the stock price correlations, including the mean, variance, probability density distribution and the noise spectrum.
Eliciting conditional and unconditional rank correlations from conditional probabilities
International Nuclear Information System (INIS)
Morales, O.; Kurowicka, D.; Roelen, A.
2008-01-01
Causes of uncertainties may be interrelated and may introduce dependencies. Ignoring these dependencies may lead to large errors. A number of graphical models in probability theory such as dependence trees, vines and (continuous) Bayesian belief nets [Cooke RM. Markov and entropy properties of tree and vine-dependent variables. In: Proceedings of the ASA section on Bayesian statistical science, 1997; Kurowicka D, Cooke RM. Distribution-free continuous Bayesian belief nets. In: Proceedings of mathematical methods in reliability conference, 2004; Bedford TJ, Cooke RM. Vines-a new graphical model for dependent random variables. Ann Stat 2002; 30(4):1031-68; Kurowicka D, Cooke RM. Uncertainty analysis with high dimensional dependence modelling. New York: Wiley; 2006; Hanea AM, et al. Hybrid methods for quantifying and analyzing Bayesian belief nets. In: Proceedings of the 2005 ENBIS5 conference, 2005; Shachter RD, Kenley CR. Gaussian influence diagrams. Manage Sci 1998; 35(5) .] have been developed to capture dependencies between random variables. The input for these models are various marginal distributions and dependence information, usually in the form of conditional rank correlations. Often expert elicitation is required. This paper focuses on dependence representation, and dependence elicitation. The techniques presented are illustrated with an application from aviation safety
International Nuclear Information System (INIS)
Chou, Jui-Sheng; Ongkowijoyo, Citra Satria
2015-01-01
Corporate competitiveness is heavily influenced by the information acquired, processed, utilized and transferred by professional staff involved in the supply chain. This paper develops a decision aid for selecting on-site ready-mix concrete (RMC) unloading type in decision making situations involving multiple stakeholders and evaluation criteria. The uncertainty of criteria weights set by expert judgment can be transformed in random ways based on the probabilistic virtual-scale method within a prioritization matrix. The ranking is performed by grey relational grade systems considering stochastic criteria weight based on individual preference. Application of the decision aiding model in actual RMC case confirms that the method provides a robust and effective tool for facilitating decision making under uncertainty. - Highlights: • This study models decision aiding method to assess ready-mix concrete unloading type. • Applying Monte Carlo simulation to virtual-scale method achieves a reliable process. • Individual preference ranking method enhances the quality of global decision making. • Robust stochastic superiority and inferiority ranking obtains reasonable results
A study of metrics of distance and correlation between ranked lists for compositionality detection
DEFF Research Database (Denmark)
Lioma, Christina; Hansen, Niels Dalum
2017-01-01
affects the measurement of semantic similarity. We propose a new compositionality detection method that represents phrases as ranked lists of term weights. Our method approximates the semantic similarity between two ranked list representations using a range of well-known distance and correlation metrics...... of compositionality using any of the distance and correlation metrics considered....
Suprathreshold stochastic resonance in neural processing tuned by correlation.
Durrant, Simon; Kang, Yanmei; Stocks, Nigel; Feng, Jianfeng
2011-07-01
Suprathreshold stochastic resonance (SSR) is examined in the context of integrate-and-fire neurons, with an emphasis on the role of correlation in the neuronal firing. We employed a model based on a network of spiking neurons which received synaptic inputs modeled by Poisson processes stimulated by a stepped input signal. The smoothed ensemble firing rate provided an output signal, and the mutual information between this signal and the input was calculated for networks with different noise levels and different numbers of neurons. It was found that an SSR effect was present in this context. We then examined a more biophysically plausible scenario where the noise was not controlled directly, but instead was tuned by the correlation between the inputs. The SSR effect remained present in this scenario with nonzero noise providing improved information transmission, and it was found that negative correlation between the inputs was optimal. Finally, an examination of SSR in the context of this model revealed its connection with more traditional stochastic resonance and showed a trade-off between supratheshold and subthreshold components. We discuss these results in the context of existing empirical evidence concerning correlations in neuronal firing.
Detecting genuine multipartite correlations in terms of the rank of coefficient matrix
International Nuclear Information System (INIS)
Li Bo; Kwek, Leong Chuan; Fan Heng
2012-01-01
We propose a method to detect genuine quantum correlation for arbitrary quantum states in terms of the rank of coefficient matrices associated with the pure state. We then derive a necessary and sufficient condition for a quantum state to possess genuine correlation, namely that all corresponding coefficient matrices have rank larger than 1. We demonstrate an approach to decompose the genuine quantum correlated state with high rank coefficient matrix into the form of product states with no genuine quantum correlation for a pure state. (paper)
Correlative Stochastic Optical Reconstruction Microscopy and Electron Microscopy
Kim, Doory; Deerinck, Thomas J.; Sigal, Yaron M.; Babcock, Hazen P.; Ellisman, Mark H.; Zhuang, Xiaowei
2015-01-01
Correlative fluorescence light microscopy and electron microscopy allows the imaging of spatial distributions of specific biomolecules in the context of cellular ultrastructure. Recent development of super-resolution fluorescence microscopy allows the location of molecules to be determined with nanometer-scale spatial resolution. However, correlative super-resolution fluorescence microscopy and electron microscopy (EM) still remains challenging because the optimal specimen preparation and imaging conditions for super-resolution fluorescence microscopy and EM are often not compatible. Here, we have developed several experiment protocols for correlative stochastic optical reconstruction microscopy (STORM) and EM methods, both for un-embedded samples by applying EM-specific sample preparations after STORM imaging and for embedded and sectioned samples by optimizing the fluorescence under EM fixation, staining and embedding conditions. We demonstrated these methods using a variety of cellular targets. PMID:25874453
Considerations when ranking stochastically modeled oil sands resource models for mining applications
Energy Technology Data Exchange (ETDEWEB)
Etris, E.L. [Society of Petroleum Engineers, Canadian Section, Calgary, AB (Canada)]|[Petro-Canada, Calgary, AB (Canada); Idris, Y.; Hunter, A.C. [Petro-Canada, Calgary, AB (Canada)
2008-10-15
Alberta's Athabasca oil sands deposit has been targeted as a major resource for development. Bitumen recovery operations fall into 2 categories, namely mining and in situ operations. Mining recovery is done above ground level and consists of open pit digging, disaggregation of the bitumen-saturated sediment through crushing followed by pipeline transport in a water-based slurry and then separation of oil, water and sediment. In situ recovery consists of drilling wells and stimulating the oil sands in the subsurface with a thermal treatment to reduce the viscosity of the bitumen and allow it to come to the surface. Steam assisted gravity drainage (SAGD) is the most popular thermal treatment currently in use. Resource models that simulate the recovery process are needed for both mining and in situ recovery operations. Both types can benefit from the advantages of a stochastic modeling process for resource model building and uncertainty evaluation. Stochastic modeling provides a realistic geology and allows for multiple realizations, which mining operations can use to evaluate the variability of recoverable bitumen volumes and develop mine plans accordingly. This paper described the processes of stochastic modelling and of determining the appropriate single realization for mine planning as applied to the Fort Hills oil sands mine which is currently in the early planning stage. The modeling exercise was used to estimate the in-place resource and quantify the uncertainty in resource volumes. The stochastic models were checked against those generated from conventional methods to identify any differences and to make the appropriate adaptations. 13 refs., 3 tabs., 16 figs.
Stochastic correlative firing for figure-ground segregation.
Chen, Zhe
2005-03-01
Segregation of sensory inputs into separate objects is a central aspect of perception and arises in all sensory modalities. The figure-ground segregation problem requires identifying an object of interest in a complex scene, in many cases given binaural auditory or binocular visual observations. The computations required for visual and auditory figure-ground segregation share many common features and can be cast within a unified framework. Sensory perception can be viewed as a problem of optimizing information transmission. Here we suggest a stochastic correlative firing mechanism and an associative learning rule for figure-ground segregation in several classic sensory perception tasks, including the cocktail party problem in binaural hearing, binocular fusion of stereo images, and Gestalt grouping in motion perception.
Population models and simulation methods: The case of the Spearman rank correlation.
Astivia, Oscar L Olvera; Zumbo, Bruno D
2017-11-01
The purpose of this paper is to highlight the importance of a population model in guiding the design and interpretation of simulation studies used to investigate the Spearman rank correlation. The Spearman rank correlation has been known for over a hundred years to applied researchers and methodologists alike and is one of the most widely used non-parametric statistics. Still, certain misconceptions can be found, either explicitly or implicitly, in the published literature because a population definition for this statistic is rarely discussed within the social and behavioural sciences. By relying on copula distribution theory, a population model is presented for the Spearman rank correlation, and its properties are explored both theoretically and in a simulation study. Through the use of the Iman-Conover algorithm (which allows the user to specify the rank correlation as a population parameter), simulation studies from previously published articles are explored, and it is found that many of the conclusions purported in them regarding the nature of the Spearman correlation would change if the data-generation mechanism better matched the simulation design. More specifically, issues such as small sample bias and lack of power of the t-test and r-to-z Fisher transformation disappear when the rank correlation is calculated from data sampled where the rank correlation is the population parameter. A proof for the consistency of the sample estimate of the rank correlation is shown as well as the flexibility of the copula model to encompass results previously published in the mathematical literature. © 2017 The British Psychological Society.
On cross-currency models with stochastic volatility and correlated interest rates
Grzelak, L.A.; Oosterlee, C.W.
2010-01-01
We construct multi-currency models with stochastic volatility and correlated stochastic interest rates with a full matrix of correlations. We first deal with a foreign exchange (FX) model of Heston-type, in which the domestic and foreign interest rates are generated by the short-rate process of
Covariate-adjusted Spearman's rank correlation with probability-scale residuals.
Liu, Qi; Li, Chun; Wanga, Valentine; Shepherd, Bryan E
2018-06-01
It is desirable to adjust Spearman's rank correlation for covariates, yet existing approaches have limitations. For example, the traditionally defined partial Spearman's correlation does not have a sensible population parameter, and the conditional Spearman's correlation defined with copulas cannot be easily generalized to discrete variables. We define population parameters for both partial and conditional Spearman's correlation through concordance-discordance probabilities. The definitions are natural extensions of Spearman's rank correlation in the presence of covariates and are general for any orderable random variables. We show that they can be neatly expressed using probability-scale residuals (PSRs). This connection allows us to derive simple estimators. Our partial estimator for Spearman's correlation between X and Y adjusted for Z is the correlation of PSRs from models of X on Z and of Y on Z, which is analogous to the partial Pearson's correlation derived as the correlation of observed-minus-expected residuals. Our conditional estimator is the conditional correlation of PSRs. We describe estimation and inference, and highlight the use of semiparametric cumulative probability models, which allow preservation of the rank-based nature of Spearman's correlation. We conduct simulations to evaluate the performance of our estimators and compare them with other popular measures of association, demonstrating their robustness and efficiency. We illustrate our method in two applications, a biomarker study and a large survey. © 2017, The International Biometric Society.
Non-intrusive low-rank separated approximation of high-dimensional stochastic models
Doostan, Alireza; Validi, AbdoulAhad; Iaccarino, Gianluca
2013-01-01
This work proposes a sampling-based (non-intrusive) approach within the context of low-. rank separated representations to tackle the issue of curse-of-dimensionality associated with the solution of models, e.g., PDEs/ODEs, with high-dimensional random inputs. Under some conditions discussed in details, the number of random realizations of the solution, required for a successful approximation, grows linearly with respect to the number of random inputs. The construction of the separated representation is achieved via a regularized alternating least-squares regression, together with an error indicator to estimate model parameters. The computational complexity of such a construction is quadratic in the number of random inputs. The performance of the method is investigated through its application to three numerical examples including two ODE problems with high-dimensional random inputs. © 2013 Elsevier B.V.
Non-intrusive low-rank separated approximation of high-dimensional stochastic models
Doostan, Alireza
2013-08-01
This work proposes a sampling-based (non-intrusive) approach within the context of low-. rank separated representations to tackle the issue of curse-of-dimensionality associated with the solution of models, e.g., PDEs/ODEs, with high-dimensional random inputs. Under some conditions discussed in details, the number of random realizations of the solution, required for a successful approximation, grows linearly with respect to the number of random inputs. The construction of the separated representation is achieved via a regularized alternating least-squares regression, together with an error indicator to estimate model parameters. The computational complexity of such a construction is quadratic in the number of random inputs. The performance of the method is investigated through its application to three numerical examples including two ODE problems with high-dimensional random inputs. © 2013 Elsevier B.V.
Someswara Rao, Chinta; Viswanadha Raju, S.
2016-01-01
In this paper, we consider correlation coefficient, rank correlation coefficient and cosine similarity measures for evaluating similarity between Homo sapiens and monkeys. We used DNA chromosomes of genome wide genes to determine the correlation between the chromosomal content and evolutionary relationship. The similarity among the H. sapiens and monkeys is measured for a total of 210 chromosomes related to 10 species. The similarity measures of these different species show the relationship b...
Directory of Open Access Journals (Sweden)
Jie Yu
2015-01-01
Full Text Available Virtual power plant (VPP is an aggregation of multiple distributed generations, energy storage, and controllable loads. Affected by natural conditions, the uncontrollable distributed generations within VPP, such as wind and photovoltaic generations, are extremely random and relative. Considering the randomness and its correlation of uncontrollable distributed generations, this paper constructs the chance constraints stochastic optimal dispatch of VPP including stochastic variables and its random correlation. The probability distributions of independent wind and photovoltaic generations are described by empirical distribution functions, and their joint probability density model is established by Frank-copula function. And then, sample average approximation (SAA is applied to convert the chance constrained stochastic optimization model into a deterministic optimization model. Simulation cases are calculated based on the AIMMS. Simulation results of this paper mathematic model are compared with the results of deterministic optimization model without stochastic variables and stochastic optimization considering stochastic variables but not random correlation. Furthermore, this paper analyzes how SAA sampling frequency and the confidence level influence the results of stochastic optimization. The numerical example results show the effectiveness of the stochastic optimal dispatch of VPP considering the randomness and its correlations of distributed generations.
Directory of Open Access Journals (Sweden)
Zirui Huang
2017-01-01
Full Text Available Brain plasticity studies have shown functional reorganization in participants with outstanding motor expertise. Little is known about neural plasticity associated with exceptionally long motor training or of its predictive value for motor performance excellence. The present study utilised resting-state functional magnetic resonance imaging (rs-fMRI in a unique sample of world-class athletes: Olympic, elite, and internationally ranked swimmers (n=30. Their world ranking ranged from 1st to 250th: each had prepared for participation in the Olympic Games. Combining rs-fMRI graph-theoretical and seed-based functional connectivity analyses, it was discovered that the thalamus has its strongest connections with the sensorimotor network in elite swimmers with the highest world rankings (career best rank: 1–35. Strikingly, thalamo-sensorimotor functional connections were highly correlated with the swimmers’ motor performance excellence, that is, accounting for 41% of the individual variance in best world ranking. Our findings shed light on neural correlates of long-term athletic performance involving thalamo-sensorimotor functional circuits.
Susarla, Srinivas M; Dodson, Thomas B; Lopez, Joseph; Swanson, Edward W; Calotta, Nicholas; Peacock, Zachary S
2015-08-01
Academic promotion is linked to research productivity. The purpose of this study was to assess the correlation between quantitative measures of academic productivity and academic rank among academic oral and maxillofacial surgeons. This was a cross-sectional study of full-time academic oral and maxillofacial surgeons in the United States. The predictor variables were categorized as demographic (gender, medical degree, research doctorate, other advanced degree) and quantitative measures of academic productivity (total number of publications, total number of citations, maximum number of citations for a single article, I-10 index [number of publications with ≥ 10 citations], and h-index [number of publications h with ≥ h citations each]). The outcome variable was current academic rank (instructor, assistant professor, associate professor, professor, or endowed professor). Descriptive, bivariate, and multiple regression statistics were computed to evaluate associations between the predictors and academic rank. Receiver-operator characteristic curves were computed to identify thresholds for academic promotion. The sample consisted of 324 academic oral and maxillofacial surgeons, of whom 11.7% were female, 40% had medical degrees, and 8% had research doctorates. The h-index was the most strongly correlated with academic rank (ρ = 0.62, p research activity.
Someswara Rao, Chinta; Viswanadha Raju, S
2016-03-01
In this paper, we consider correlation coefficient, rank correlation coefficient and cosine similarity measures for evaluating similarity between Homo sapiens and monkeys. We used DNA chromosomes of genome wide genes to determine the correlation between the chromosomal content and evolutionary relationship. The similarity among the H. sapiens and monkeys is measured for a total of 210 chromosomes related to 10 species. The similarity measures of these different species show the relationship between the H. sapiens and monkey. This similarity will be helpful at theft identification, maternity identification, disease identification, etc.
Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows
Gay-Balmaz, François; Holm, Darryl D.
2018-01-01
Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.
Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows
Gay-Balmaz, François; Holm, Darryl D.
2018-06-01
Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.
Susarla, Srinivas M; Lopez, Joseph; Swanson, Edward W; Miller, Devin; O'Brien-Coon, Devin; Zins, James E; Serletti, Joseph M; Yaremchuk, Michael J; Manson, Paul N; Gordon, Chad R
2015-09-01
The purpose of this study was to investigate the correlation between quantitative measures of academic productivity and academic rank among full-time academic plastic surgeons. Bibliometric indices were computed for all full-time academic plastic surgeons in the United States. The primary study variable was academic rank. Bibliometric predictors included the Hirsch index, I-10 index, number of publications, number of citations, and highest number of citations for a single publication. Descriptive, bivariate, and correlation analyses were computed. Multiple comparisons testing was used to calculate adjusted associations for subgroups. For all analyses, a value of p productivity. Although academic promotion is the result of success in multiple different areas, bibliometric measures may be useful adjuncts for assessment of research productivity.
Susarla, Harlyn K; Dhar, Vineet; Karimbux, Nadeem Y; Tinanoff, Norman
2017-04-01
The aim of this cross-sectional study was to assess the relationship between quantitative measures of research productivity and academic rank for full-time pediatric dentistry faculty members in accredited U.S. and Canadian residency programs. For each pediatric dentist in the study group, academic rank and bibliometric factors derived from publicly available databases were recorded. Academic ranks were lecturer/instructor, assistant professor, associate professor, and professor. Bibliometric factors were mean total number of publications, mean total number of citations, maximum number of citations for a single work, and h-index (a measure of the impact of publications, determined by total number of publications h that had at least h citations each). The study sample was comprised of 267 pediatric dentists: 4% were lecturers/instructors, 44% were assistant professors, 30% were associate professors, and 22% were professors. The mean number of publications for the sample was 15.4±27.8. The mean number of citations was 218.4±482.0. The mean h-index was 4.9±6.6. The h-index was strongly correlated with academic rank (r=0.60, p=0.001). For this sample, an h-index of ≥3 was identified as a threshold for promotion to associate professor, and an h-index of ≥6 was identified as a threshold for promotion to professor. The h-index was strongly correlated with the academic rank of these pediatric dental faculty members, suggesting that this index may be considered a measure for promotion, along with a faculty member's quality and quantity of research, teaching, service, and clinical activities.
Video deraining and desnowing using temporal correlation and low-rank matrix completion.
Kim, Jin-Hwan; Sim, Jae-Young; Kim, Chang-Su
2015-09-01
A novel algorithm to remove rain or snow streaks from a video sequence using temporal correlation and low-rank matrix completion is proposed in this paper. Based on the observation that rain streaks are too small and move too fast to affect the optical flow estimation between consecutive frames, we obtain an initial rain map by subtracting temporally warped frames from a current frame. Then, we decompose the initial rain map into basis vectors based on the sparse representation, and classify those basis vectors into rain streak ones and outliers with a support vector machine. We then refine the rain map by excluding the outliers. Finally, we remove the detected rain streaks by employing a low-rank matrix completion technique. Furthermore, we extend the proposed algorithm to stereo video deraining. Experimental results demonstrate that the proposed algorithm detects and removes rain or snow streaks efficiently, outperforming conventional algorithms.
Ode, Minami; Asaba, Akari; Miyazawa, Eri; Mogi, Kazutaka; Kikusui, Takefumi; Izawa, Ei-Ichi
2015-07-01
Group living has both benefits and costs to individuals; benefits include efficient acquisition of resources, and costs include stress from social conflicts among group members. Such social challenges result in hierarchical dominance ranking among group members as a solution to avoid escalating conflict that causes different levels of basal stress between individuals at different ranks. Stress-associated glucocorticoid (corticosterone in rodents and birds; CORT) levels are known to correlate with dominance rank in diverse taxa and to covary with various social factors, such as sex and dominance maintenance styles. Although there is much evidence for sex differences in the basal levels of CORT in various species, the correlation of sex differences in basal CORT with dominance rank is poorly understood. We investigated the correlation between CORT metabolites (CM) in the droppings and social factors, including rank and sex, in a captive non-breeder group of crows. In this group, all the single males dominated all the single females, and dominance ranks were stable among single males but relatively unstable among single females. CM levels and rank were significantly correlated in a sex-reversed fashion: males at higher rank (i.e., more dominant) had higher CM, whereas females at higher rank exhibited lower CM. This is the first evidence of sex-reversed patterns of CM-rank correlation in birds. The results suggest that different mechanisms of stress-dominance relationships operate on the sexes in non-breeder crow aggregations; in males, stress is associated with the cost of aggressive displays, whereas females experience subordination stress due to males' overt aggression. Copyright © 2015 Elsevier Inc. All rights reserved.
Research on the Fusion of Dependent Evidence Based on Rank Correlation Coefficient
Directory of Open Access Journals (Sweden)
Fengjian Shi
2017-10-01
Full Text Available In order to meet the higher accuracy and system reliability requirements, the information fusion for multi-sensor systems is an increasing concern. Dempster–Shafer evidence theory (D–S theory has been investigated for many applications in multi-sensor information fusion due to its flexibility in uncertainty modeling. However, classical evidence theory assumes that the evidence is independent of each other, which is often unrealistic. Ignoring the relationship between the evidence may lead to unreasonable fusion results, and even lead to wrong decisions. This assumption severely prevents D–S evidence theory from practical application and further development. In this paper, an innovative evidence fusion model to deal with dependent evidence based on rank correlation coefficient is proposed. The model first uses rank correlation coefficient to measure the dependence degree between different evidence. Then, total discount coefficient is obtained based on the dependence degree, which also considers the impact of the reliability of evidence. Finally, the discount evidence fusion model is presented. An example is illustrated to show the use and effectiveness of the proposed method.
Pearson's chi-square test and rank correlation inferences for clustered data.
Shih, Joanna H; Fay, Michael P
2017-09-01
Pearson's chi-square test has been widely used in testing for association between two categorical responses. Spearman rank correlation and Kendall's tau are often used for measuring and testing association between two continuous or ordered categorical responses. However, the established statistical properties of these tests are only valid when each pair of responses are independent, where each sampling unit has only one pair of responses. When each sampling unit consists of a cluster of paired responses, the assumption of independent pairs is violated. In this article, we apply the within-cluster resampling technique to U-statistics to form new tests and rank-based correlation estimators for possibly tied clustered data. We develop large sample properties of the new proposed tests and estimators and evaluate their performance by simulations. The proposed methods are applied to a data set collected from a PET/CT imaging study for illustration. Published 2017. This article is a U.S. Government work and is in the public domain in the USA.
Research on the Fusion of Dependent Evidence Based on Rank Correlation Coefficient.
Shi, Fengjian; Su, Xiaoyan; Qian, Hong; Yang, Ning; Han, Wenhua
2017-10-16
In order to meet the higher accuracy and system reliability requirements, the information fusion for multi-sensor systems is an increasing concern. Dempster-Shafer evidence theory (D-S theory) has been investigated for many applications in multi-sensor information fusion due to its flexibility in uncertainty modeling. However, classical evidence theory assumes that the evidence is independent of each other, which is often unrealistic. Ignoring the relationship between the evidence may lead to unreasonable fusion results, and even lead to wrong decisions. This assumption severely prevents D-S evidence theory from practical application and further development. In this paper, an innovative evidence fusion model to deal with dependent evidence based on rank correlation coefficient is proposed. The model first uses rank correlation coefficient to measure the dependence degree between different evidence. Then, total discount coefficient is obtained based on the dependence degree, which also considers the impact of the reliability of evidence. Finally, the discount evidence fusion model is presented. An example is illustrated to show the use and effectiveness of the proposed method.
Ma, Rubao; Xu, Weichao; Zhang, Yun; Ye, Zhongfu
2014-01-01
This paper investigates the robustness properties of Pearson's rank-variate correlation coefficient (PRVCC) in scenarios where one channel is corrupted by impulsive noise and the other is impulsive noise-free. As shown in our previous work, these scenarios that frequently encountered in radar and/or sonar, can be well emulated by a particular bivariate contaminated Gaussian model (CGM). Under this CGM, we establish the asymptotic closed forms of the expectation and variance of PRVCC by means of the well known Delta method. To gain a deeper understanding, we also compare PRVCC with two other classical correlation coefficients, i.e., Spearman's rho (SR) and Kendall's tau (KT), in terms of the root mean squared error (RMSE). Monte Carlo simulations not only verify our theoretical findings, but also reveal the advantage of PRVCC by an example of estimating the time delay in the particular impulsive noise environment.
International Nuclear Information System (INIS)
Tabatabaee, Sajad; Mortazavi, Seyed Saeedallah; Niknam, Taher
2016-01-01
This paper addresses the optimal stochastic scheduling of the distributed generation units in a micro-grid. In this way, it introduces a new sufficient stochastic framework to model the correlated uncertainties in the micro-grid that includes different types of RESs such as photovoltaics, wind turbines, micro-turbine, fuel cell as well as battery as the storage device. The proposed stochastic method makes use of unscented transforms to model correlated uncertain parameters. The ability of the unscented transform method to model correlated uncertain variables is particularly appealing in the context of power systems, wherein noticeable inherent correlation exists. Due to the highly complex nature of the problem, a new optimization method based on the harmony search algorithm along with an intelligent modification method is devised to solve the proposed optimization problem, efficiently. The proposed optimization algorithm is equipped with powerful search mechanisms that make it suitable for solving both discrete and continuous problems. In comparison with the original harmony search algorithm, the proposed modified optimization algorithm has few setting parameters. The new modified harmony search algorithm provides proper balance between the local and global searches. The feasibility and satisfactory performance of performance of the proposed method are examined on two typical grid-connected MGs. - Highlights: • Introducing a new artificial optimization algorithm based on HS evolutionary technique. • Introducing a new stochastic framework based on unscented transform to model the uncertainties of the problem. • Proposing a new modification method for HS to improve its total search ability.
Reddy, V R; Reddy, T G; Reddy, P Y; Reddy, K R
2003-01-01
An AC modulation technique is described to convert stochastic signal variations into an amplitude variation and its retrieval through Fourier analysis. It is shown that this AC detection of signals of stochastic processes when processed through auto- and cross-correlation techniques improve the signal-to-noise ratio; the correlation techniques serve a similar purpose of frequency and phase filtering as that of phase-sensitive detection. A few model calculations applied to nuclear spectroscopy measurements such as Angular Correlations, Mossbauer spectroscopy and Pulse Height Analysis reveal considerable improvement in the sensitivity of signal detection. Experimental implementation of the technique is presented in terms of amplitude variations of harmonics representing the derivatives of normal spectra. Improved detection sensitivity to spectral variations is shown to be significant. These correlation techniques are general and can be made applicable to all the fields of particle counting where measurements ar...
An Improved Rank Correlation Effect Size Statistic for Single-Case Designs: Baseline Corrected Tau.
Tarlow, Kevin R
2017-07-01
Measuring treatment effects when an individual's pretreatment performance is improving poses a challenge for single-case experimental designs. It may be difficult to determine whether improvement is due to the treatment or due to the preexisting baseline trend. Tau- U is a popular single-case effect size statistic that purports to control for baseline trend. However, despite its strengths, Tau- U has substantial limitations: Its values are inflated and not bound between -1 and +1, it cannot be visually graphed, and its relatively weak method of trend control leads to unacceptable levels of Type I error wherein ineffective treatments appear effective. An improved effect size statistic based on rank correlation and robust regression, Baseline Corrected Tau, is proposed and field-tested with both published and simulated single-case time series. A web-based calculator for Baseline Corrected Tau is also introduced for use by single-case investigators.
Stochastic resonance in a delayed triple-well potential driven by correlated noises.
Xu, Pengfei; Jin, Yanfei; Xiao, Shaomin
2017-11-01
In this paper, we investigate stochastic resonance (SR) in a delayed triple-well potential subject to correlated noises and a harmonic signal. The stationary probability density, together with the response amplitude of the system, is obtained by using the small time delay approximation. It is found that the time delay, noise intensities, and the cross-correlation between noises can induce the occurrence of the transition. Moreover, the appropriate choice of noise intensities and time delay can improve the output of the system, enhance the SR effect, and lead to the phenomenon of noise enhanced stability. Especially, the stochastic multi-resonance phenomenon is observed when the multiplicative and additive noises are correlated. Finally, the theoretical results are well verified through numerical simulations.
Sparse and smooth canonical correlation analysis through rank-1 matrix approximation
Aïssa-El-Bey, Abdeldjalil; Seghouane, Abd-Krim
2017-12-01
Canonical correlation analysis (CCA) is a well-known technique used to characterize the relationship between two sets of multidimensional variables by finding linear combinations of variables with maximal correlation. Sparse CCA and smooth or regularized CCA are two widely used variants of CCA because of the improved interpretability of the former and the better performance of the later. So far, the cross-matrix product of the two sets of multidimensional variables has been widely used for the derivation of these variants. In this paper, two new algorithms for sparse CCA and smooth CCA are proposed. These algorithms differ from the existing ones in their derivation which is based on penalized rank-1 matrix approximation and the orthogonal projectors onto the space spanned by the two sets of multidimensional variables instead of the simple cross-matrix product. The performance and effectiveness of the proposed algorithms are tested on simulated experiments. On these results, it can be observed that they outperform the state of the art sparse CCA algorithms.
Stochastic wave-function unravelling of the generalized Lindblad equation using correlated states
International Nuclear Information System (INIS)
Moodley, Mervlyn; Nsio Nzundu, T; Paul, S
2012-01-01
We perform a stochastic wave-function unravelling of the generalized Lindblad master equation using correlated states, a combination of the system state vectors and the environment population. The time-convolutionless projection operator method using correlated projection superoperators is applied to a two-state system, a qubit, that is coupled to an environment consisting of two energy bands which are both populated. These results are compared to the data obtained from Monte Carlo wave-function simulations based on the unravelling of the master equation. We also show a typical quantum trajectory and the average time evolution of the state vector on the Bloch sphere. (paper)
Interferences, ghost images and other quantum correlations according to stochastic optics
International Nuclear Information System (INIS)
Fonseca da Silva, Luciano; Dechoum, Kaled
2012-01-01
There are an extensive variety of experiments in quantum optics that emphasize the non-local character of the coincidence measurements recorded by spatially separated photocounters. These are the cases of ghost image and other interference experiments based on correlated photons produced in, for instance, the process of parametric down-conversion or photon cascades. We propose to analyse some of these correlations in the light of stochastic optics, a local formalism based on classical electrodynamics with added background fluctuations that simulate the vacuum field of quantum electrodynamics, and raise the following question: can these experiments be used to distinguish between quantum entanglement and classical correlations? - Highlights: ► We analyse some quantum correlations in the light of stochastic optics. ► We study how vacuum fluctuations can rule quantum correlations. ► Many criteria cannot be considered a boundary between quantum and classical theories. ► Non-locality is a misused term in relation to many observed experiments.
Directory of Open Access Journals (Sweden)
CHRISTOPHER H. TIENKEN
2008-04-01
Full Text Available Examining a popular political notion, this article presents results from a series of Spearman Rho calculations conducted to investigate relationships between countries’ rankings on international tests of mathematics and science and future economic competitiveness as measured by the 2006 World Economic Forum’s Growth Competitiveness Index (GCI. The study investigated the existence of relationships between international test rankings from three different time periods during the last 50 years of U.S. education policy development (i.e., 1957–1982, 1983–2000, and 2001–2006 and 2006 GCI ranks. It extends previous research on the topic by investigating how GCI rankings in the top 50 percent and bottom 50 percent relate to rankings on international tests for the countries that participated in each test. The study found that the relationship between ranks on international tests of mathematics and science and future economic strength is stronger among nations with lower-performing economies. Nations with strong economies, such as the United States, demonstrate a weaker, nonsignificant relationship.
Stochastic volatility and stochastic leverage
DEFF Research Database (Denmark)
Veraart, Almut; Veraart, Luitgard A. M.
This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...
International Nuclear Information System (INIS)
De-Yi, Chen; Li, Zhang
2009-01-01
This paper investigates the phenomenon of stochastic resonance in a single-mode laser driven by time-modulated correlated coloured noise sources. The power spectrum and signal-to-noise ratio R of the laser intensity are calculated by the linear approximation. The effects caused by noise self-correlation time τ 1 , τ 2 and cross-correlated time τ 3 for stochastic resonance are analysed in two ways: τ 1 , τ 2 and τ 3 are taken to be the independent variables and the parameters respectively. The effects of the gain coefficient Γ and loss coefficient K on the stochastic resonance are also discussed. It is found that besides the presence of the standard form and the broad sense of stochastic resonance, the number of extrema in the curve of R versus K is reduced with the increase of the gain coefficient Γ
Zhang, Wei; Wang, Jun
2017-09-01
In attempt to reproduce price dynamics of financial markets, a stochastic agent-based financial price model is proposed and investigated by stochastic exclusion process. The exclusion process, one of interacting particle systems, is usually thought of as modeling particle motion (with the conserved number of particles) in a continuous time Markov process. In this work, the process is utilized to imitate the trading interactions among the investing agents, in order to explain some stylized facts found in financial time series dynamics. To better understand the correlation behaviors of the proposed model, a new time-dependent intrinsic detrended cross-correlation (TDI-DCC) is introduced and performed, also, the autocorrelation analyses are applied in the empirical research. Furthermore, to verify the rationality of the financial price model, the actual return series are also considered to be comparatively studied with the simulation ones. The comparison results of return behaviors reveal that this financial price dynamics model can reproduce some correlation features of actual stock markets.
Tienken, Christopher H.
2008-01-01
Examining a popular political notion, this article presents results from a series of Spearman Rho calculations conducted to investigate relationships between countries' rankings on international tests of mathematics and science and future economic competitiveness as measured by the 2006 World Economic Forum's Growth Competitiveness Index (GCI).…
Directory of Open Access Journals (Sweden)
Chuan-yun LI
2011-12-01
Full Text Available Objective The present study investigates the influence of professional stress and social support on professional burnout among low-rank army officers.Methods The professional stress,social support,and professional burnout scales among low-rank army officers were used as test tools.Moreover,the officers of established units(battalion,company,and platoon were chosen as test subjects.Out of the 260 scales sent,226 effective scales were received.The descriptive statistic and canonical correlation analysis models were used to analyze the influence of each variable.Results The scores of low-rank army officers in the professional stress,social support,and professional burnout scales were more than average,except on two factors,namely,interpersonal support and de-individualization.The canonical analysis identified three groups of canonical correlation factors,of which two were up to a significant level(P < 0.001.After further eliminating the social support variable,the canonical correlation analysis of professional stress and burnout showed that the canonical correlation coefficients P corresponding to 1 and 2 were 0.62 and 0.36,respectively,and were up to a very significant level(P < 0.001.Conclusion The low-rank army officers experience higher professional stress and burnout levels,showing a lower sense of accomplishment,emotional exhaustion,and more serious depersonalization.However,social support can reduce the onset and seriousness of professional burnout among these officers by lessening pressure factors,such as career development,work features,salary conditions,and other personal factors.
Chiang, Ching-Cheng; Hsu, Chih-Chia; Chiang, Jinn-Yen; Chang, Weng-Cheng; Tsai, Jong-Chang
2016-12-01
[Purpose] The purpose of this study was to compare the internal and external rotation of the dominant and nondominant shoulders of adolescent female tennis players. The correlation between the shoulder rotation range of motion and the player's ranking was also analyzed. [Subjects and Methods] Twenty-one female junior tennis players who were 13 to 18 years old participated in this study. A standard goniometer was used to measure the internal and external rotation of both glenohumeral joints. The difference in internal and external rotation was calculated as the glenohumeral rotation deficit. The year-end ranking of each player was obtained from the Chinese Taipei Tennis Association. [Results] The internal rotation of the dominant shoulder was significantly smaller than that of the nondominant shoulder. Moreover, player ranking was significantly and negatively correlated with the internal rotation range of motion of both shoulders. On the other hand, the correlations of the internal and external rotation ranges of motion with the age, height, and weight were not significant. [Conclusion] The flexibility of the glenohumeral internal rotation is smaller in the dominant shoulder than of the nondominant shoulder in these junior female tennis players. Flexibility of the glenohumeral internal rotation may be a factor affecting performance in junior female tennis players.
Zhang, Haicang; Gao, Yujuan; Deng, Minghua; Wang, Chao; Zhu, Jianwei; Li, Shuai Cheng; Zheng, Wei-Mou; Bu, Dongbo
2016-03-25
Strategies for correlation analysis in protein contact prediction often encounter two challenges, namely, the indirect coupling among residues, and the background correlations mainly caused by phylogenetic biases. While various studies have been conducted on how to disentangle indirect coupling, the removal of background correlations still remains unresolved. Here, we present an approach for removing background correlations via low-rank and sparse decomposition (LRS) of a residue correlation matrix. The correlation matrix can be constructed using either local inference strategies (e.g., mutual information, or MI) or global inference strategies (e.g., direct coupling analysis, or DCA). In our approach, a correlation matrix was decomposed into two components, i.e., a low-rank component representing background correlations, and a sparse component representing true correlations. Finally the residue contacts were inferred from the sparse component of correlation matrix. We trained our LRS-based method on the PSICOV dataset, and tested it on both GREMLIN and CASP11 datasets. Our experimental results suggested that LRS significantly improves the contact prediction precision. For example, when equipped with the LRS technique, the prediction precision of MI and mfDCA increased from 0.25 to 0.67 and from 0.58 to 0.70, respectively (Top L/10 predicted contacts, sequence separation: 5 AA, dataset: GREMLIN). In addition, our LRS technique also consistently outperforms the popular denoising technique APC (average product correction), on both local (MI_LRS: 0.67 vs MI_APC: 0.34) and global measures (mfDCA_LRS: 0.70 vs mfDCA_APC: 0.67). Interestingly, we found out that when equipped with our LRS technique, local inference strategies performed in a comparable manner to that of global inference strategies, implying that the application of LRS technique narrowed down the performance gap between local and global inference strategies. Overall, our LRS technique greatly facilitates
Male ruff colour as a rank signal in a monomorphic-horned mammal: behavioural correlates
Lovari, S.; Fattorini, N.; Boesi, R.; Bocci, A.
2015-08-01
Coexistence of individuals within a social group is possible through the establishment of a hierarchy. Social dominance is achieved through aggressive interactions, and, in wild sheep and goats, it is related mainly to age, body size and weapon size as rank signals. Adult male Himalayan tahr are much larger than females and subadult males. They have a prominent neck ruff, ranging in colour from yellow (5.5-9.5 years old, i.e. young adults, golden males) to brown (7.5-14.5 years old, i.e. older individuals, pale and dark brown males), with golden males being the most dominant. We investigated the social behaviour of male tahr and analysed the relationships between ruff colour, courtship and agonistic behaviour patterns during the rut. Colour classes varied in their use of several behaviour patterns (male dominance: approach, stare, horning vegetation; courtship: low stretch, naso- genital contact, rush). Golden-ruffed males used more threats than darker ones. Pale brown and dark brown males addressed threats significantly more often to males of lower or their own colour classes, respectively, whereas golden ones addressed threats to all colour classes, including their own. The courtship of dominant males was characterised by the assertive rush, whereas that of subordinates did not. Ruff colour of male Himalayan tahr may have evolved as a rank signal, homologous to horn size in wild sheep and goats.
Variance-based sensitivity indices for stochastic models with correlated inputs
Energy Technology Data Exchange (ETDEWEB)
Kala, Zdeněk [Brno University of Technology, Faculty of Civil Engineering, Department of Structural Mechanics Veveří St. 95, ZIP 602 00, Brno (Czech Republic)
2015-03-10
The goal of this article is the formulation of the principles of one of the possible strategies in implementing correlation between input random variables so as to be usable for algorithm development and the evaluation of Sobol’s sensitivity analysis. With regard to the types of stochastic computational models, which are commonly found in structural mechanics, an algorithm was designed for effective use in conjunction with Monte Carlo methods. Sensitivity indices are evaluated for all possible permutations of the decorrelation procedures for input parameters. The evaluation of Sobol’s sensitivity coefficients is illustrated on an example in which a computational model was used for the analysis of the resistance of a steel bar in tension with statistically dependent input geometric characteristics.
Variance-based sensitivity indices for stochastic models with correlated inputs
International Nuclear Information System (INIS)
Kala, Zdeněk
2015-01-01
The goal of this article is the formulation of the principles of one of the possible strategies in implementing correlation between input random variables so as to be usable for algorithm development and the evaluation of Sobol’s sensitivity analysis. With regard to the types of stochastic computational models, which are commonly found in structural mechanics, an algorithm was designed for effective use in conjunction with Monte Carlo methods. Sensitivity indices are evaluated for all possible permutations of the decorrelation procedures for input parameters. The evaluation of Sobol’s sensitivity coefficients is illustrated on an example in which a computational model was used for the analysis of the resistance of a steel bar in tension with statistically dependent input geometric characteristics
DEFF Research Database (Denmark)
Johansen, Søren
2008-01-01
The reduced rank regression model is a multivariate regression model with a coefficient matrix with reduced rank. The reduced rank regression algorithm is an estimation procedure, which estimates the reduced rank regression model. It is related to canonical correlations and involves calculating...
Patel, Annika; Cobourne, Martyn T
2015-08-01
This study investigated standards of ethical advertising; design and content; and information quality associated with UK dental practice websites offering orthodontic treatment. The World Wide Web was searched from a UK-based computer using the Google search engine combined with the term 'orthodontic braces'. The first 100 UK-based dental practice websites were pooled and saved following duplicate removal. Websites were evaluated for compliance with current General Dental Council ethical advertising guidelines; accessibility, usability, and reliability using the LIDA instrument (a validated outcome tool for healthcare website design and content evaluation); and quality of information using the DISCERN toolkit (a validated method of quality assessment for online written patient information). Nine per cent of websites demonstrated full compliance with current guidelines on ethical advertising. Mean total LIDA score was 110/144 (76%) [range: 51-135; 35-94%]. Eleven websites reached a gold standard of 90% or more for total LIDA score. Mean total DISCERN score was 48/75 (64%) [range: 19-73; 25-97%]. Five websites achieved a total DISCERN score above 90%. Spearman's rank correlation coefficients demonstrated no significant correlations between LIDA (0.1669; P = 0.4252, confidence interval [CI]: -0.2560 to 0.5362) or DISCERN (0.3572; P = 0.0796, CI: -0.0565 to 0.663) score and ranking amongst the 25 highest ranked websites. Most UK websites offering orthodontic services are not fully compliant with national guidelines relating to ethical advertising. Validated measures of website design (LIDA) and information quality (DISCERN) showed wide variation amongst sites. No correlation existed between ranking amongst the highest 25 sites and either of these measures. This investigation was limited to a subsample of UK-only websites; and whilst not representative of European-wide sites, it does suggest that in the UK at least website quality can be improved. © The Author 2014
On bounded rank positive semidefinite matrix completions of extreme partial correlation matrices.
M. Eisenberg-Nagy (Marianna); M. Laurent (Monique); A. Varvitsiotis (Antonios)
2012-01-01
htmlabstractWe study a new geometric graph parameter egd(G), defined as the smallest integer r ≥ 1 for which any partial symmetric matrix which is completable to a correlation matrix and whose entries are specified at the positions of the edges of G, can be completed to a matrix in the convex hull
On bounded rank positive semidefinite matrix completions of extreme partial correlation matrices.
M. Eisenberg-Nagy (Marianna); M. Laurent (Monique); A. Varvitsiotis (Antonios)
2012-01-01
textabstractWe study a new geometric graph parameter $egd(G)$, defined as the smallest integer $r\\ge 1$ for which any partial symmetric matrix which is completable to a correlation matrix and whose entries are specified at the positions of the edges of $G$, can be completed to a matrix in the convex
International Nuclear Information System (INIS)
Zhou Yu-Rong
2011-01-01
This paper considers the stochastic resonance for a time-delayed mono-stable system, driven by correlated multiplicative and additive white noise. It finds that the output signal-to-noise ratio (SNR) varies non-monotonically with the delayed times. The SNR varies non-monotonically with the increase of the intensities of the multiplicative and additive noise, with the increase of the correlation strength between the two noises, as well as with the system parameter. (general)
Reduced Rank Mixed Effects Models for Spatially Correlated Hierarchical Functional Data
Zhou, Lan
2010-03-01
Hierarchical functional data are widely seen in complex studies where sub-units are nested within units, which in turn are nested within treatment groups. We propose a general framework of functional mixed effects model for such data: within unit and within sub-unit variations are modeled through two separate sets of principal components; the sub-unit level functions are allowed to be correlated. Penalized splines are used to model both the mean functions and the principal components functions, where roughness penalties are used to regularize the spline fit. An EM algorithm is developed to fit the model, while the specific covariance structure of the model is utilized for computational efficiency to avoid storage and inversion of large matrices. Our dimension reduction with principal components provides an effective solution to the difficult tasks of modeling the covariance kernel of a random function and modeling the correlation between functions. The proposed methodology is illustrated using simulations and an empirical data set from a colon carcinogenesis study. Supplemental materials are available online.
Directory of Open Access Journals (Sweden)
Yange Shao
2014-01-01
Full Text Available The phenomenon of stochastic synchronization in globally coupled FitzHugh-Nagumo (FHN neuron system subjected to spatially correlated Gaussian noise is investigated based on dynamical mean-field approximation (DMA and direct simulation (DS. Results from DMA are in good quantitative or qualitative agreement with those from DS for weak noise intensity and larger system size. Whether the consisting single FHN neuron is staying at the resting state, subthreshold oscillatory regime, or the spiking state, our investigation shows that the synchronization ratio of the globally coupled system becomes higher as the noise correlation coefficient increases, and thus we conclude that spatial correlation has an active effect on stochastic synchronization, and the neurons can achieve complete synchronization in the sense of statistics when the noise correlation coefficient tends to one. Our investigation also discloses that the noise spatial correlation plays the same beneficial role as the global coupling strength in enhancing stochastic synchronization in the ensemble. The result might be useful in understanding the information coding mechanism in neural systems.
International Nuclear Information System (INIS)
Takata, Takashi; Yamaguchi, Akira
2009-01-01
Since various uncertainties of input variables are involved and nonlinearly-correlated in the Best Estimate (BE) plant dynamics code, it is of importance to evaluate the importance of input uncertainty to the computational results and to estimate the accuracy of the confidence level of the results. In order to estimate the importance and the accuracy, the authors have applied the stochastic safety analysis procedure using the Latin Hypercube sampling method to Liquid Metal Reactor (LMR) natural circulation Decay Heat Removal (DHR) phenomenon in the present paper. 17 input variables are chosen for the analyses and 5 influential variables, which affect the maximum coolant temperature at the core in a short period of time (several tens seconds), are selected to investigate the importance by comparing with the full-scope parametric analysis. As a result, it has been demonstrated that a comparative small number of samples is sufficient enough to estimate the dominant input variable and the confidence level. Furthermore, the influence of the sampling method on the accuracy of the upper tolerance limit (confidence level of 95%) has been examined based on the Wilks' formula. (author)
A simplified BBGKY hierarchy for correlated fermions from a stochastic mean-field approach
International Nuclear Information System (INIS)
Lacroix, Denis; Tanimura, Yusuke; Ayik, Sakir; Yilmaz, Bulent
2016-01-01
The stochastic mean-field (SMF) approach allows to treat correlations beyond mean-field using a set of independent mean-field trajectories with appropriate choice of fluctuating initial conditions. We show here that this approach is equivalent to a simplified version of the Bogolyubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy between one-, two-,.., N -body degrees of freedom. In this simplified version, one-body degrees of freedom are coupled to fluctuations to all orders while retaining only specific terms of the general BBGKY hierarchy. The use of the simplified BBGKY is illustrated with the Lipkin-Meshkov-Glick (LMG) model. We show that a truncated version of this hierarchy can be useful, as an alternative to the SMF, especially in the weak coupling regime to get physical insight in the effect beyond mean-field. In particular, it leads to approximate analytical expressions for the quantum fluctuations both in the weak and strong coupling regime. In the strong coupling regime, it can only be used for short time evolution. In that case, it gives information on the evolution time-scale close to a saddle point associated to a quantum phase-transition. For long time evolution and strong coupling, we observed that the simplified BBGKY hierarchy cannot be truncated and only the full SMF with initial sampling leads to reasonable results. (orig.)
Redshift space correlations and scale-dependent stochastic biasing of density peaks
Desjacques, Vincent; Sheth, Ravi K.
2010-01-01
We calculate the redshift space correlation function and the power spectrum of density peaks of a Gaussian random field. Our derivation, which is valid on linear scales k≲0.1hMpc-1, is based on the peak biasing relation given by Desjacques [Phys. Rev. DPRVDAQ1550-7998, 78, 103503 (2008)10.1103/PhysRevD.78.103503]. In linear theory, the redshift space power spectrum is Ppks(k,μ)=exp(-f2σvel2k2μ2)[bpk(k)+bvel(k)fμ2]2Pδ(k), where μ is the angle with respect to the line of sight, σvel is the one-dimensional velocity dispersion, f is the growth rate, and bpk(k) and bvel(k) are k-dependent linear spatial and velocity bias factors. For peaks, the value of σvel depends upon the functional form of bvel. When the k dependence is absent from the square brackets and bvel is set to unity, the resulting expression is assumed to describe models where the bias is linear and deterministic, but the velocities are unbiased. The peak model is remarkable because it has unbiased velocities in this same sense—peak motions are driven by dark matter flows—but, in order to achieve this, bvel must be k dependent. We speculate that this is true in general: k dependence of the spatial bias will lead to k dependence of bvel even if the biased tracers flow with the dark matter. Because of the k dependence of the linear bias parameters, standard manipulations applied to the peak model will lead to k-dependent estimates of the growth factor that could erroneously be interpreted as a signature of modified dark energy or gravity. We use the Fisher formalism to show that the constraint on the growth rate f is degraded by a factor of 2 if one allows for a k-dependent velocity bias of the peak type. Our analysis also demonstrates that the Gaussian smoothing term is part and parcel of linear theory. We discuss a simple estimate of nonlinear evolution and illustrate the effect of the peak bias on the redshift space multipoles. For k≲0.1hMpc-1, the peak bias is deterministic but k
Probabilistic relation between In-Degree and PageRank
Litvak, Nelli; Scheinhardt, Willem R.W.; Volkovich, Y.
2008-01-01
This paper presents a novel stochastic model that explains the relation between power laws of In-Degree and PageRank. PageRank is a popularity measure designed by Google to rank Web pages. We model the relation between PageRank and In-Degree through a stochastic equation, which is inspired by the
A stochastic chemical dynamic approach to correlate autoimmunity and optimal vitamin-D range.
Roy, Susmita; Shrinivas, Krishna; Bagchi, Biman
2014-01-01
Motivated by several recent experimental observations that vitamin-D could interact with antigen presenting cells (APCs) and T-lymphocyte cells (T-cells) to promote and to regulate different stages of immune response, we developed a coarse grained but general kinetic model in an attempt to capture the role of vitamin-D in immunomodulatory responses. Our kinetic model, developed using the ideas of chemical network theory, leads to a system of nine coupled equations that we solve both by direct and by stochastic (Gillespie) methods. Both the analyses consistently provide detail information on the dependence of immune response to the variation of critical rate parameters. We find that although vitamin-D plays a negligible role in the initial immune response, it exerts a profound influence in the long term, especially in helping the system to achieve a new, stable steady state. The study explores the role of vitamin-D in preserving an observed bistability in the phase diagram (spanned by system parameters) of immune regulation, thus allowing the response to tolerate a wide range of pathogenic stimulation which could help in resisting autoimmune diseases. We also study how vitamin-D affects the time dependent population of dendritic cells that connect between innate and adaptive immune responses. Variations in dose dependent response of anti-inflammatory and pro-inflammatory T-cell populations to vitamin-D correlate well with recent experimental results. Our kinetic model allows for an estimation of the range of optimum level of vitamin-D required for smooth functioning of the immune system and for control of both hyper-regulation and inflammation. Most importantly, the present study reveals that an overdose or toxic level of vitamin-D or any steroid analogue could give rise to too large a tolerant response, leading to an inefficacy in adaptive immune function.
A stochastic chemical dynamic approach to correlate autoimmunity and optimal vitamin-D range.
Directory of Open Access Journals (Sweden)
Susmita Roy
Full Text Available Motivated by several recent experimental observations that vitamin-D could interact with antigen presenting cells (APCs and T-lymphocyte cells (T-cells to promote and to regulate different stages of immune response, we developed a coarse grained but general kinetic model in an attempt to capture the role of vitamin-D in immunomodulatory responses. Our kinetic model, developed using the ideas of chemical network theory, leads to a system of nine coupled equations that we solve both by direct and by stochastic (Gillespie methods. Both the analyses consistently provide detail information on the dependence of immune response to the variation of critical rate parameters. We find that although vitamin-D plays a negligible role in the initial immune response, it exerts a profound influence in the long term, especially in helping the system to achieve a new, stable steady state. The study explores the role of vitamin-D in preserving an observed bistability in the phase diagram (spanned by system parameters of immune regulation, thus allowing the response to tolerate a wide range of pathogenic stimulation which could help in resisting autoimmune diseases. We also study how vitamin-D affects the time dependent population of dendritic cells that connect between innate and adaptive immune responses. Variations in dose dependent response of anti-inflammatory and pro-inflammatory T-cell populations to vitamin-D correlate well with recent experimental results. Our kinetic model allows for an estimation of the range of optimum level of vitamin-D required for smooth functioning of the immune system and for control of both hyper-regulation and inflammation. Most importantly, the present study reveals that an overdose or toxic level of vitamin-D or any steroid analogue could give rise to too large a tolerant response, leading to an inefficacy in adaptive immune function.
Sarkiss, Christopher A; Riley, Kyle J; Hernandez, Christopher M; Oermann, Eric K; Ladner, Travis R; Bederson, Joshua B; Shrivastava, Raj K
2017-06-01
Engagement in research and academic productivity are crucial components in the training of a neurosurgeon. This process typically begins in residency training. In this study, we analyzed individual resident productivity as it correlated to publications across all Accreditation Council for Graduate Medical Education (ACGME)-accredited neurosurgery training programs in an attempt to identify how programs have developed and fostered a research culture and environment. We obtained a list of current neurosurgery residents in ACGME-accredited programs from the American Association of Neurological Surgeons database. An expanded PubMed and Scopus search was conducted for each resident through the present time. We tabulated all articles attributed to each resident. We then categorized the publications based on each neurosurgical subspecialty while in residency. A spreadsheet-based statistical analysis was performed. This formulated the average number of resident articles, h-indices, and most common subspecialty categories by training program. We analyzed 1352 current neurosurgery residents in 105 programs. There were a total of 10 645 publications, of which 3985 were resident first-author publications during the period of study. The most common subspecialties among all resident publications were vascular (24.9%), spine (16.9%), oncology (16.1%), pediatric (5.6%), functional (4.9%), and trauma (3.8%). The average resident published 2.9 first-author papers with average of 38.0 first-author publications by total residents at each program (range 0-241). The average h-index per resident is 2.47 ± 3.25. When comparing previously published faculty h-index program rankings against our resident h-index rankings, there is a strong correlation between the 2 datasets with a clear delineation between Top-20 productivity and that of other programs (average h-index 4.2 vs 1.7, respectively, P productivity on both the resident and faculty level (average h-index 1.6, 1.9, 3.9 for 1, 2, and
Shi, Pei-Ming; Li, Qun; Han, Dong-Ying
2017-06-01
This paper investigates a new asymmetric bistable model driven by correlated multiplicative colored noise and additive white noise. The mean first-passage time (MFPT) and the signal-to-noise ratio (SNR) as the indexes of evaluating the model are researched. Based on the two-state theory and the adiabatic approximation theory, the expressions of MFPT and SNR have been obtained for the asymmetric bistable system driven by a periodic signal, correlated multiplicative colored noise and additive noise. Simulation results show that it is easier to generate stochastic resonance (SR) to adjust the intensity of correlation strength λ. Meanwhile, the decrease of asymmetric coefficient r2 and the increase of noise intensity are beneficial to realize the transition between the two steady states in the system. At the same time, the twice SR phenomena can be observed by adjusting additive white noise and correlation strength. The influence of asymmetry of potential function on the MFPTs in two different directions is different.
International Nuclear Information System (INIS)
Krommes, J.A.
1999-01-01
Highly simplified models of random flows interacting with background microturbulence are analyzed. In the limit of very rapid velocity fluctuations, it is shown rigorously that the fluctuation level of a passively advected scalar is not controlled by the rms shear. In a model with random velocities dependent only on time, the level of cross-correlations between the flows and the background turbulence regulates the saturation level. This effect is illustrated by considering a simple stochastic-oscillator model, both exactly and with analysis and numerical solutions of the direct-interaction approximation. Implications for the understanding of self-consistent turbulence are discussed briefly
Li, Dafa
2018-06-01
We construct ℓ -spin-flipping matrices from the coefficient matrices of pure states of n qubits and show that the ℓ -spin-flipping matrices are congruent and unitary congruent whenever two pure states of n qubits are SLOCC and LU equivalent, respectively. The congruence implies the invariance of ranks of the ℓ -spin-flipping matrices under SLOCC and then permits a reduction of SLOCC classification of n qubits to calculation of ranks of the ℓ -spin-flipping matrices. The unitary congruence implies the invariance of singular values of the ℓ -spin-flipping matrices under LU and then permits a reduction of LU classification of n qubits to calculation of singular values of the ℓ -spin-flipping matrices. Furthermore, we show that the invariance of singular values of the ℓ -spin-flipping matrices Ω 1^{(n)} implies the invariance of the concurrence for even n qubits and the invariance of the n-tangle for odd n qubits. Thus, the concurrence and the n-tangle can be used for LU classification and computing the concurrence and the n-tangle only performs additions and multiplications of coefficients of states.
Shiau, LieJune; Schwalger, Tilo; Lindner, Benjamin
2015-06-01
We study the spike statistics of an adaptive exponential integrate-and-fire neuron stimulated by white Gaussian current noise. We derive analytical approximations for the coefficient of variation and the serial correlation coefficient of the interspike interval assuming that the neuron operates in the mean-driven tonic firing regime and that the stochastic input is weak. Our result for the serial correlation coefficient has the form of a geometric sequence and is confirmed by the comparison to numerical simulations. The theory predicts various patterns of interval correlations (positive or negative at lag one, monotonically decreasing or oscillating) depending on the strength of the spike-triggered and subthreshold components of the adaptation current. In particular, for pure subthreshold adaptation we find strong positive ISI correlations that are usually ascribed to positive correlations in the input current. Our results i) provide an alternative explanation for interspike-interval correlations observed in vivo, ii) may be useful in fitting point neuron models to experimental data, and iii) may be instrumental in exploring the role of adaptation currents for signal detection and signal transmission in single neurons.
Gershenson, Carlos
Studies of rank distributions have been popular for decades, especially since the work of Zipf. For example, if we rank words of a given language by use frequency (most used word in English is 'the', rank 1; second most common word is 'of', rank 2), the distribution can be approximated roughly with a power law. The same applies for cities (most populated city in a country ranks first), earthquakes, metabolism, the Internet, and dozens of other phenomena. We recently proposed ``rank diversity'' to measure how ranks change in time, using the Google Books Ngram dataset. Studying six languages between 1800 and 2009, we found that the rank diversity curves of languages are universal, adjusted with a sigmoid on log-normal scale. We are studying several other datasets (sports, economies, social systems, urban systems, earthquakes, artificial life). Rank diversity seems to be universal, independently of the shape of the rank distribution. I will present our work in progress towards a general description of the features of rank change in time, along with simple models which reproduce it
International Nuclear Information System (INIS)
Mayzelis, Z.A.; Apostolov, S.S.; Melnyk, S.S.; Usatenko, O.V.; Yampol'skii, V.A.
2007-01-01
A theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys Rev Lett 2003;90:110601 is generalized to the biased case (non-equal numbers of zeros and unities in the chain). In the model, the conditional probability that the ith symbol in the chain equals zero (or unity) is a linear function of the number of unities (zeros) among the preceding N symbols. The correlation and distribution functions as well as the variance of number of symbols in the words of arbitrary length L are obtained analytically and verified by numerical simulations. A self-similarity of the studied stochastic process is revealed and the similarity group transformation of the chain parameters is presented. The diffusion Fokker-Planck equation governing the distribution function of the L-words is explored. If the persistent correlations are not extremely strong, the distribution function is shown to be the Gaussian with the variance being nonlinearly dependent on L. An equation connecting the memory and correlation function of the additive Markov chain is presented. This equation allows reconstructing a memory function using a correlation function of the system. Effectiveness and robustness of the proposed method is demonstrated by simple model examples. Memory functions of concrete coarse-grained literary texts are found and their universal power-law behavior at long distances is revealed
Energy Technology Data Exchange (ETDEWEB)
Mayzelis, Z.A. [Department of Physics, Kharkov National University, 4 Svoboda Sq., Kharkov 61077 (Ukraine); Apostolov, S.S. [Department of Physics, Kharkov National University, 4 Svoboda Sq., Kharkov 61077 (Ukraine); Melnyk, S.S. [A. Ya. Usikov Institute for Radiophysics and Electronics, Ukrainian Academy of Science, 12 Proskura Street, 61085 Kharkov (Ukraine); Usatenko, O.V. [A. Ya. Usikov Institute for Radiophysics and Electronics, Ukrainian Academy of Science, 12 Proskura Street, 61085 Kharkov (Ukraine)]. E-mail: usatenko@ire.kharkov.ua; Yampol' skii, V.A. [A. Ya. Usikov Institute for Radiophysics and Electronics, Ukrainian Academy of Science, 12 Proskura Street, 61085 Kharkov (Ukraine)
2007-10-15
A theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys Rev Lett 2003;90:110601 is generalized to the biased case (non-equal numbers of zeros and unities in the chain). In the model, the conditional probability that the ith symbol in the chain equals zero (or unity) is a linear function of the number of unities (zeros) among the preceding N symbols. The correlation and distribution functions as well as the variance of number of symbols in the words of arbitrary length L are obtained analytically and verified by numerical simulations. A self-similarity of the studied stochastic process is revealed and the similarity group transformation of the chain parameters is presented. The diffusion Fokker-Planck equation governing the distribution function of the L-words is explored. If the persistent correlations are not extremely strong, the distribution function is shown to be the Gaussian with the variance being nonlinearly dependent on L. An equation connecting the memory and correlation function of the additive Markov chain is presented. This equation allows reconstructing a memory function using a correlation function of the system. Effectiveness and robustness of the proposed method is demonstrated by simple model examples. Memory functions of concrete coarse-grained literary texts are found and their universal power-law behavior at long distances is revealed.
Application of Stochastic variational method with correlated Ground States to coulombic systems
Energy Technology Data Exchange (ETDEWEB)
Usukura, Junko; Suzuki, Yasuyuki [Niigata Univ. (Japan); Varga, K.
1998-07-01
Positronium molecule, Ps{sub 2} has not been found experimentally yet, and it has been believed theoretically that Ps{sub 2} has only one bound state with L = 0. We predicted the existence of new bound state of Ps{sub 2}, which is the excited state with L = 1 and comes from Pauli principle, by Stochastic variational method. There are two decay mode with respect to Ps{sub 2}(P); one is pair annihilation and another is electric dipole (E1) transition to the ground state. While it is difficult to tell {gamma}-ray caused by annihilation of Ps{sub 2} from that of Ps since both of them have same energy, Energy (4.94 eV) of the photon emitted in E1 transition is specific enough to distinguish from other spectra. Then the excited state is one of clues to observe Ps{sub 2}. (author)
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
Energy Technology Data Exchange (ETDEWEB)
Juillet, O.; Gulminelli, F. [Caen Univ., Lab. de Physique Corpusculaire (LPC/ENSICAEN), 14 (France); Chomaz, Ph. [Grand Accelerateur National d' Ions Lourds (GANIL), 14 - Caen (France)
2003-11-01
The canonical thermodynamic properties of a one-dimensional system of interacting spin-1/2 fermions with an attractive zero-range pseudo-potential are investigated within an exact approach. The density operator is evaluated as the statistical average of dyadics formed from a stochastic mean-field propagation of independent Slater determinants. For an harmonically trapped Fermi gas and for fermions confined in a 1D-like torus, we observe the transition to a quasi-BCS state with Cooper-like momentum correlations and an algebraic long-range order. For few trapped fermions in a rotating torus, a dominant superfluid component with quantized circulation can be isolated. (author)
Balconi, Michela; Pagani, Silvia
2014-06-22
The perception and interpretation of social hierarchies are a key part of our social life. In the present research we considered the activation of cortical areas, mainly the prefrontal cortex, related to social ranking perception in conjunction with some personality components (BAS - Behavioral Activation System - and BIS - Behavioral Inhibition System). In two experiments we manipulated the perceived superior/inferior status during a competitive cognitive task. Indeed, we created an explicit and strongly reinforced social hierarchy based on incidental rating in an attentional task. Specifically, a peer group comparison was undertaken and improved (Experiment 1) or decreased (Experiment 2) performance was artificially manipulated by the experimenter. For each experiment two groups were compared, based on a BAS and BIS dichotomy. Alpha band modulation in prefrontal cortex, behavioral measures (performance: error rate, ER; response times, RTs), and self-perceived ranking were considered. Repeated measures ANOVAs and regression analyses showed in Experiment 1 a significant improved cognitive performance (decreased ER and RTs) and higher self-perceived ranking in high-BAS participants. Moreover, their prefrontal activity was increased within the left side (alpha band decreasing). Conversely, in Experiment 2 a significant decreased cognitive performance (increased ER and RTs) and lower self-perceived ranking was observed in higher-BIS participants. Their prefrontal right activity was increased in comparison with higher BAS. The regression analyses confirmed the significant predictive role of alpha band modulation with respect of subjects' performance and self-perception of social ranking, differently for BAS/BIS components. The present results suggest that social status perception is directly modulated by cortical activity and personality correlates. Copyright © 2014 Elsevier Inc. All rights reserved.
Papalexiou, Simon Michael
2018-05-01
Hydroclimatic processes come in all "shapes and sizes". They are characterized by different spatiotemporal correlation structures and probability distributions that can be continuous, mixed-type, discrete or even binary. Simulating such processes by reproducing precisely their marginal distribution and linear correlation structure, including features like intermittency, can greatly improve hydrological analysis and design. Traditionally, modelling schemes are case specific and typically attempt to preserve few statistical moments providing inadequate and potentially risky distribution approximations. Here, a single framework is proposed that unifies, extends, and improves a general-purpose modelling strategy, based on the assumption that any process can emerge by transforming a specific "parent" Gaussian process. A novel mathematical representation of this scheme, introducing parametric correlation transformation functions, enables straightforward estimation of the parent-Gaussian process yielding the target process after the marginal back transformation, while it provides a general description that supersedes previous specific parameterizations, offering a simple, fast and efficient simulation procedure for every stationary process at any spatiotemporal scale. This framework, also applicable for cyclostationary and multivariate modelling, is augmented with flexible parametric correlation structures that parsimoniously describe observed correlations. Real-world simulations of various hydroclimatic processes with different correlation structures and marginals, such as precipitation, river discharge, wind speed, humidity, extreme events per year, etc., as well as a multivariate example, highlight the flexibility, advantages, and complete generality of the method.
Long-range correlations in a simple stochastic model of coupled transport
International Nuclear Information System (INIS)
Larralde, Hernan; Sanders, David P
2009-01-01
We study coupled transport in the nonequilibrium stationary state of a model consisting of independent random walkers, moving along a one-dimensional channel, which carry a conserved energy-like quantity, with density and temperature gradients imposed by reservoirs at the ends of the channel. In our model, walkers interact with other walkers at the same site by sharing energy at each time step, but the amount of energy carried does not affect the motion of the walkers. We find that already in this simple model long-range correlations arise in the nonequilibrium stationary state which are similar to those observed in more realistic models of coupled transport. We derive an analytical expression for the source of these correlations, which we use to obtain semi-analytical results for the correlations themselves assuming a local-equilibrium hypothesis. These are in very good agreement with results from direct numerical simulations.
Millikan, Brian; Dutta, Aritra; Sun, Qiyu; Foroosh, Hassan
2017-01-01
Target detection of potential threats at night can be deployed on a costly infrared focal plane array with high resolution. Due to the compressibility of infrared image patches, the high resolution requirement could be reduced with target detection capability preserved. For this reason, a compressive midwave infrared imager (MWIR) with a low-resolution focal plane array has been developed. As the most probable coefficient indices of the support set of the infrared image patches could be learned from the training data, we develop stochastically trained least squares (STLS) for MWIR image reconstruction. Quadratic correlation filters (QCF) have been shown to be effective for target detection and there are several methods for designing a filter. Using the same measurement matrix as in STLS, we construct a compressed quadratic correlation filter (CQCF) employing filter designs for compressed infrared target detection. We apply CQCF to the U.S. Army Night Vision and Electronic Sensors Directorate dataset. Numerical simulations show that the recognition performance of our algorithm matches that of the standard full reconstruction methods, but at a fraction of the execution time.
Millikan, Brian
2017-05-02
Target detection of potential threats at night can be deployed on a costly infrared focal plane array with high resolution. Due to the compressibility of infrared image patches, the high resolution requirement could be reduced with target detection capability preserved. For this reason, a compressive midwave infrared imager (MWIR) with a low-resolution focal plane array has been developed. As the most probable coefficient indices of the support set of the infrared image patches could be learned from the training data, we develop stochastically trained least squares (STLS) for MWIR image reconstruction. Quadratic correlation filters (QCF) have been shown to be effective for target detection and there are several methods for designing a filter. Using the same measurement matrix as in STLS, we construct a compressed quadratic correlation filter (CQCF) employing filter designs for compressed infrared target detection. We apply CQCF to the U.S. Army Night Vision and Electronic Sensors Directorate dataset. Numerical simulations show that the recognition performance of our algorithm matches that of the standard full reconstruction methods, but at a fraction of the execution time.
Bradshaw, Corey J A; Brook, Barry W
2016-01-01
There are now many methods available to assess the relative citation performance of peer-reviewed journals. Regardless of their individual faults and advantages, citation-based metrics are used by researchers to maximize the citation potential of their articles, and by employers to rank academic track records. The absolute value of any particular index is arguably meaningless unless compared to other journals, and different metrics result in divergent rankings. To provide a simple yet more objective way to rank journals within and among disciplines, we developed a κ-resampled composite journal rank incorporating five popular citation indices: Impact Factor, Immediacy Index, Source-Normalized Impact Per Paper, SCImago Journal Rank and Google 5-year h-index; this approach provides an index of relative rank uncertainty. We applied the approach to six sample sets of scientific journals from Ecology (n = 100 journals), Medicine (n = 100), Multidisciplinary (n = 50); Ecology + Multidisciplinary (n = 25), Obstetrics & Gynaecology (n = 25) and Marine Biology & Fisheries (n = 25). We then cross-compared the κ-resampled ranking for the Ecology + Multidisciplinary journal set to the results of a survey of 188 publishing ecologists who were asked to rank the same journals, and found a 0.68-0.84 Spearman's ρ correlation between the two rankings datasets. Our composite index approach therefore approximates relative journal reputation, at least for that discipline. Agglomerative and divisive clustering and multi-dimensional scaling techniques applied to the Ecology + Multidisciplinary journal set identified specific clusters of similarly ranked journals, with only Nature & Science separating out from the others. When comparing a selection of journals within or among disciplines, we recommend collecting multiple citation-based metrics for a sample of relevant and realistic journals to calculate the composite rankings and their relative uncertainty windows.
Mutual information as a two-point correlation function in stochastic lattice models
International Nuclear Information System (INIS)
Müller, Ulrich; Hinrichsen, Haye
2013-01-01
In statistical physics entropy is usually introduced as a global quantity which expresses the amount of information that would be needed to specify the microscopic configuration of a system. However, for lattice models with infinitely many possible configurations per lattice site it is also meaningful to introduce entropy as a local observable that describes the information content of a single lattice site. Likewise, the mutual information between two sites can be interpreted as a two-point correlation function which quantifies how much information a lattice site has about the state of another one and vice versa. Studying a particular growth model we demonstrate that the mutual information exhibits scaling properties that are consistent with the established phenomenological scaling picture. (paper)
Energy Technology Data Exchange (ETDEWEB)
Garcia, O. E., E-mail: odd.erik.garcia@uit.no; Kube, R.; Theodorsen, A. [Department of Physics and Technology, UiT The Arctic University of Norway, N-9037 Tromsø (Norway); Pécseli, H. L. [Physics Department, University of Oslo, PO Box 1048 Blindern, N-0316 Oslo (Norway)
2016-05-15
A stochastic model is presented for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas. The fluctuations in the plasma density are modeled by a super-position of uncorrelated pulses with fixed shape and duration, describing radial motion of blob-like structures. In the case of an exponential pulse shape and exponentially distributed pulse amplitudes, predictions are given for the lowest order moments, probability density function, auto-correlation function, level crossings, and average times for periods spent above and below a given threshold level. Also, the mean squared errors on estimators of sample mean and variance for realizations of the process by finite time series are obtained. These results are discussed in the context of single-point measurements of fluctuations in the scrape-off layer, broad density profiles, and implications for plasma–wall interactions due to the transient transport events in fusion grade plasmas. The results may also have wide applications for modelling fluctuations in other magnetized plasmas such as basic laboratory experiments and ionospheric irregularities.
Stochastic analysis of web page ranking
Volkovich, Y.
2009-01-01
Today, the study of the World Wide Web is one of the most challenging subjects. In this work we consider the Web from a probabilistic point of view. We analyze the relations between various characteristics of the Web. In particular, we are interested in the Web properties that affect the Web page
Directory of Open Access Journals (Sweden)
Tristan Guillaume
2016-01-01
Full Text Available This paper shows how to value multiasset options analytically in a modeling framework that combines both continuous and discontinuous variations in the underlying equity or foreign exchange processes and a stochastic, two-factor yield curve. All correlations are taken into account, between the factors driving the yield curve, between fixed income and equity as asset classes, and between the individual equity assets themselves. The valuation method is applied to three of the most popular two-asset options.
Lionel, Martellini; Tania, Regimbau
2015-01-01
Under standard assumptions including stationary and serially uncorrelated Gaussian gravitational wave stochastic background signal and noise distributions, as well as homogenous detector sensitivities, the standard cross-correlation detection statistic is known to be optimal in the sense of minimizing the probability of a false dismissal at a fixed value of the probability of a false alarm. The focus of this paper is to analyze the comparative efficiency of this statistic, versus a simple alt...
International Nuclear Information System (INIS)
Davis, A. B.
2007-01-01
A simple and effective framework is presented for modeling transport processes unfolding at computationally and/or observationally unresolved scales in scattering, absorbing and emitting media. The new approach acts directly on the spatial (i.e., propagation) part of the kernel in the integral formulation of the generic linear transport equation framed for stochastic media with a wide variety of spatial correlations, going far beyond the Markov-Poisson class used in the classic Pomraning-Levermore model. This statistical look at the extinction of un-collided particle beams takes us away from the standard exponential law of transmission. New transmission laws arise that are generally not exponential, often not even for asymptotically large jumps. This means that, from this perspective on random spatial variability, there is no 'effective medium' per se nor homogenization technique that can be used to describe the effects of unresolved fluctuations of the collision coefficient. However, one can still rewrite the transport equation, at least in its integral form, in a manner that looks like its counterpart for uniform media, but with a modified propagation kernel. Implementation in a Monte Carlo scheme is trivially simple and numerical results are presented that illustrate the bulk effect of the new parameterization for plane-parallel geometry. We survey time-domain diagnostics of solar radiative transfer in the Earth's cloudy atmosphere obtained recently from high-resolution ground-based spectroscopy, and it is shown that they are explained comprehensively by the new model. Finally, we discuss possible applications of this modeling framework in nuclear engineering. (authors)
University Rankings: The Web Ranking
Aguillo, Isidro F.
2012-01-01
The publication in 2003 of the Ranking of Universities by Jiao Tong University of Shanghai has revolutionized not only academic studies on Higher Education, but has also had an important impact on the national policies and the individual strategies of the sector. The work gathers the main characteristics of this and other global university…
Herzsprung, Peter; von Tümpling, Wolf; Hertkorn, Norbert; Harir, Mourad; Büttner, Olaf; Bravidor, Jenny; Friese, Kurt; Schmitt-Kopplin, Philippe
2012-05-15
Elevated concentrations of dissolved organic matter (DOM) such as humic substances in raw water pose significant challenges during the processing of the commercial drinking water supplies. This is a relevant issue in Saxony, Central East Germany, and many other regions worldwide, where drinking water is produced from raw waters with noticeable presence of chromophoric DOM (CDOM), which is assumed to originate from forested watersheds in spring regions of the catchment area. For improved comprehension of DOM molecular composition, the seasonal and spatial variations of humic-like fluorescence and elemental formulas in the catchment area of the Muldenberg reservoir were recorded by excitation emission matrix fluorescence (EEMF) and ultrahigh-resolution mass spectrometry (FT-ICR-MS). The Spearman rank correlation was applied to link the EEMF intensities with exact molecular formulas and their corresponding relative mass peak abundances. Thereby, humic-like fluorescence could be allocated to the pool of oxygen-rich and relatively unsaturated components with stoichiometries similar to those of tannic acids, which are suspected to have a comparatively high disinfection byproduct formation potential associated with the chlorination of raw water. Analogous relationships were established for UV absorption at 254 nm (UV(254)) and dissolved organic carbon (DOC) and compared to the EEMF correlation.
Directory of Open Access Journals (Sweden)
Mojdeh Salajegheh
2010-04-01
Full Text Available The present study intends to study the extent of utilization of information centers and e-journals as well as satisfaction rate and to correlate these with age and academic status of faculty members at medical schools in Iranian medical universities. A questionnaire was used for data collection. 700 faculty members were selected using regular random sampling. Results indicate that faculty members use e-journals more than printed journals. Satisfaction rate with databases as well as their utilization is high. Digital libraries are used heavily for document access. A combination of digital library and print library comes second, followed by using print libraries exclusively. The study further demonstrates that there is a link between variables such as age and using e-journals, age and using information centers, age and satisfaction with specialized databases. There was no correlation between academic status and e-journal usage, academic status and satisfaction with electronic databases and academic ranking with using information centers.
Fractional cointegration rank estimation
DEFF Research Database (Denmark)
Lasak, Katarzyna; Velasco, Carlos
the parameters of the model under the null hypothesis of the cointegration rank r = 1, 2, ..., p-1. This step provides consistent estimates of the cointegration degree, the cointegration vectors, the speed of adjustment to the equilibrium parameters and the common trends. In the second step we carry out a sup......-likelihood ratio test of no-cointegration on the estimated p - r common trends that are not cointegrated under the null. The cointegration degree is re-estimated in the second step to allow for new cointegration relationships with different memory. We augment the error correction model in the second step...... to control for stochastic trend estimation effects from the first step. The critical values of the tests proposed depend only on the number of common trends under the null, p - r, and on the interval of the cointegration degrees b allowed, but not on the true cointegration degree b0. Hence, no additional...
Statistical methods for ranking data
Alvo, Mayer
2014-01-01
This book introduces advanced undergraduate, graduate students and practitioners to statistical methods for ranking data. An important aspect of nonparametric statistics is oriented towards the use of ranking data. Rank correlation is defined through the notion of distance functions and the notion of compatibility is introduced to deal with incomplete data. Ranking data are also modeled using a variety of modern tools such as CART, MCMC, EM algorithm and factor analysis. This book deals with statistical methods used for analyzing such data and provides a novel and unifying approach for hypotheses testing. The techniques described in the book are illustrated with examples and the statistical software is provided on the authors’ website.
Sparse structure regularized ranking
Wang, Jim Jing-Yan; Sun, Yijun; Gao, Xin
2014-01-01
Learning ranking scores is critical for the multimedia database retrieval problem. In this paper, we propose a novel ranking score learning algorithm by exploring the sparse structure and using it to regularize ranking scores. To explore the sparse
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Block models and personalized PageRank.
Kloumann, Isabel M; Ugander, Johan; Kleinberg, Jon
2017-01-03
Methods for ranking the importance of nodes in a network have a rich history in machine learning and across domains that analyze structured data. Recent work has evaluated these methods through the "seed set expansion problem": given a subset [Formula: see text] of nodes from a community of interest in an underlying graph, can we reliably identify the rest of the community? We start from the observation that the most widely used techniques for this problem, personalized PageRank and heat kernel methods, operate in the space of "landing probabilities" of a random walk rooted at the seed set, ranking nodes according to weighted sums of landing probabilities of different length walks. Both schemes, however, lack an a priori relationship to the seed set objective. In this work, we develop a principled framework for evaluating ranking methods by studying seed set expansion applied to the stochastic block model. We derive the optimal gradient for separating the landing probabilities of two classes in a stochastic block model and find, surprisingly, that under reasonable assumptions the gradient is asymptotically equivalent to personalized PageRank for a specific choice of the PageRank parameter [Formula: see text] that depends on the block model parameters. This connection provides a formal motivation for the success of personalized PageRank in seed set expansion and node ranking generally. We use this connection to propose more advanced techniques incorporating higher moments of landing probabilities; our advanced methods exhibit greatly improved performance, despite being simple linear classification rules, and are even competitive with belief propagation.
Connectivity ranking of heterogeneous random conductivity models
Rizzo, C. B.; de Barros, F.
2017-12-01
To overcome the challenges associated with hydrogeological data scarcity, the hydraulic conductivity (K) field is often represented by a spatial random process. The state-of-the-art provides several methods to generate 2D or 3D random K-fields, such as the classic multi-Gaussian fields or non-Gaussian fields, training image-based fields and object-based fields. We provide a systematic comparison of these models based on their connectivity. We use the minimum hydraulic resistance as a connectivity measure, which it has been found to be strictly correlated with early time arrival of dissolved contaminants. A computationally efficient graph-based algorithm is employed, allowing a stochastic treatment of the minimum hydraulic resistance through a Monte-Carlo approach and therefore enabling the computation of its uncertainty. The results show the impact of geostatistical parameters on the connectivity for each group of random fields, being able to rank the fields according to their minimum hydraulic resistance.
Parzen, Emanuel
1962-01-01
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine
PageRank and rank-reversal dependence on the damping factor
Son, S.-W.; Christensen, C.; Grassberger, P.; Paczuski, M.
2012-12-01
PageRank (PR) is an algorithm originally developed by Google to evaluate the importance of web pages. Considering how deeply rooted Google's PR algorithm is to gathering relevant information or to the success of modern businesses, the question of rank stability and choice of the damping factor (a parameter in the algorithm) is clearly important. We investigate PR as a function of the damping factor d on a network obtained from a domain of the World Wide Web, finding that rank reversal happens frequently over a broad range of PR (and of d). We use three different correlation measures, Pearson, Spearman, and Kendall, to study rank reversal as d changes, and we show that the correlation of PR vectors drops rapidly as d changes from its frequently cited value, d0=0.85. Rank reversal is also observed by measuring the Spearman and Kendall rank correlation, which evaluate relative ranks rather than absolute PR. Rank reversal happens not only in directed networks containing rank sinks but also in a single strongly connected component, which by definition does not contain any sinks. We relate rank reversals to rank pockets and bottlenecks in the directed network structure. For the network studied, the relative rank is more stable by our measures around d=0.65 than at d=d0.
PageRank and rank-reversal dependence on the damping factor.
Son, S-W; Christensen, C; Grassberger, P; Paczuski, M
2012-12-01
PageRank (PR) is an algorithm originally developed by Google to evaluate the importance of web pages. Considering how deeply rooted Google's PR algorithm is to gathering relevant information or to the success of modern businesses, the question of rank stability and choice of the damping factor (a parameter in the algorithm) is clearly important. We investigate PR as a function of the damping factor d on a network obtained from a domain of the World Wide Web, finding that rank reversal happens frequently over a broad range of PR (and of d). We use three different correlation measures, Pearson, Spearman, and Kendall, to study rank reversal as d changes, and we show that the correlation of PR vectors drops rapidly as d changes from its frequently cited value, d_{0}=0.85. Rank reversal is also observed by measuring the Spearman and Kendall rank correlation, which evaluate relative ranks rather than absolute PR. Rank reversal happens not only in directed networks containing rank sinks but also in a single strongly connected component, which by definition does not contain any sinks. We relate rank reversals to rank pockets and bottlenecks in the directed network structure. For the network studied, the relative rank is more stable by our measures around d=0.65 than at d=d_{0}.
Generalized reduced rank tests using the singular value decomposition
Kleibergen, F.R.; Paap, R.
2002-01-01
We propose a novel statistic to test the rank of a matrix. The rank statistic overcomes deficiencies of existing rank statistics, like: necessity of a Kronecker covariance matrix for the canonical correlation rank statistic of Anderson (1951), sensitivity to the ordering of the variables for the LDU
Generalized Reduced Rank Tests using the Singular Value Decomposition
F.R. Kleibergen (Frank); R. Paap (Richard)
2003-01-01
textabstractWe propose a novel statistic to test the rank of a matrix. The rank statistic overcomes deficiencies of existing rank statistics, like: necessity of a Kronecker covariance matrix for the canonical correlation rank statistic of Anderson (1951), sensitivity to the ordering of the variables
International Nuclear Information System (INIS)
Faris, W.G.
1981-01-01
Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)
International Nuclear Information System (INIS)
Klauder, J.R.
1983-01-01
The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)
Probabilistic real-time contingency ranking method
International Nuclear Information System (INIS)
Mijuskovic, N.A.; Stojnic, D.
2000-01-01
This paper describes a real-time contingency method based on a probabilistic index-expected energy not supplied. This way it is possible to take into account the stochastic nature of the electric power system equipment outages. This approach enables more comprehensive ranking of contingencies and it is possible to form reliability cost values that can form the basis for hourly spot price calculations. The electric power system of Serbia is used as an example for the method proposed. (author)
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Ranking Operations Management conferences
Steenhuis, H.J.; de Bruijn, E.J.; Gupta, Sushil; Laptaned, U
2007-01-01
Several publications have appeared in the field of Operations Management which rank Operations Management related journals. Several ranking systems exist for journals based on , for example, perceived relevance and quality, citation, and author affiliation. Many academics also publish at conferences
Directory of Open Access Journals (Sweden)
Yongbin Liu
2017-01-01
Full Text Available Envelope spectrum analysis is a simple, effective, and classic method for bearing fault identification. However, in the wayside acoustic health monitoring system, owing to the high relative moving speed between the railway vehicle and the wayside mounted microphone, the recorded signal is embedded with Doppler effect, which brings in shift and expansion of the bearing fault characteristic frequency (FCF. What is more, the background noise is relatively heavy, which makes it difficult to identify the FCF. To solve the two problems, this study introduces solutions for the wayside acoustic fault diagnosis of train bearing based on Doppler effect reduction using the improved time-domain interpolation resampling (TIR method and diagnosis-relevant information enhancement using Weighted-Correlation-Coefficient-Guided Stochastic Resonance (WCCSR method. First, the traditional TIR method is improved by incorporating the original method with kinematic parameter estimation based on time-frequency analysis and curve fitting. Based on the estimated parameters, the Doppler effect is removed using the TIR easily. Second, WCCSR is employed to enhance the diagnosis-relevant period signal component in the obtained Doppler-free signal. Finally, paved with the above two procedures, the local fault is identified using envelope spectrum analysis. Simulated and experimental cases have verified the effectiveness of the proposed method.
STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...
African Journals Online (AJOL)
eobe
STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.
University rankings in computer science
DEFF Research Database (Denmark)
Ehret, Philip; Zuccala, Alesia Ann; Gipp, Bela
2017-01-01
This is a research-in-progress paper concerning two types of institutional rankings, the Leiden and QS World ranking, and their relationship to a list of universities’ ‘geo-based’ impact scores, and Computing Research and Education Conference (CORE) participation scores in the field of computer...... science. A ‘geo-based’ impact measure examines the geographical distribution of incoming citations to a particular university’s journal articles for a specific period of time. It takes into account both the number of citations and the geographical variability in these citations. The CORE participation...... score is calculated on the basis of the number of weighted proceedings papers that a university has contributed to either an A*, A, B, or C conference as ranked by the Computing Research and Education Association of Australasia. In addition to calculating the correlations between the distinct university...
Sparse structure regularized ranking
Wang, Jim Jing-Yan
2014-04-17
Learning ranking scores is critical for the multimedia database retrieval problem. In this paper, we propose a novel ranking score learning algorithm by exploring the sparse structure and using it to regularize ranking scores. To explore the sparse structure, we assume that each multimedia object could be represented as a sparse linear combination of all other objects, and combination coefficients are regarded as a similarity measure between objects and used to regularize their ranking scores. Moreover, we propose to learn the sparse combination coefficients and the ranking scores simultaneously. A unified objective function is constructed with regard to both the combination coefficients and the ranking scores, and is optimized by an iterative algorithm. Experiments on two multimedia database retrieval data sets demonstrate the significant improvements of the propose algorithm over state-of-the-art ranking score learning algorithms.
Resolution of ranking hierarchies in directed networks
Barucca, Paolo; Lillo, Fabrizio
2018-01-01
Identifying hierarchies and rankings of nodes in directed graphs is fundamental in many applications such as social network analysis, biology, economics, and finance. A recently proposed method identifies the hierarchy by finding the ordered partition of nodes which minimises a score function, termed agony. This function penalises the links violating the hierarchy in a way depending on the strength of the violation. To investigate the resolution of ranking hierarchies we introduce an ensemble of random graphs, the Ranked Stochastic Block Model. We find that agony may fail to identify hierarchies when the structure is not strong enough and the size of the classes is small with respect to the whole network. We analytically characterise the resolution threshold and we show that an iterated version of agony can partly overcome this resolution limit. PMID:29394278
Chang, Mou-Hsiung
2015-01-01
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...
Ranking Performance Measures in Multi-Task Agencies
DEFF Research Database (Denmark)
Christensen, Peter Ove; Sabac, Florin; Tian, Joyce
2010-01-01
We derive sufficient conditions for ranking performance evaluation systems in multi-task agency models (using both optimal and linear contracts) in terms of a second-order stochastic dominance (SSD) condition on the likelihood ratios. The SSD condition can be replaced by a variance-covariance mat......We derive sufficient conditions for ranking performance evaluation systems in multi-task agency models (using both optimal and linear contracts) in terms of a second-order stochastic dominance (SSD) condition on the likelihood ratios. The SSD condition can be replaced by a variance...
Linear stochastic neutron transport theory
International Nuclear Information System (INIS)
Lewins, J.
1978-01-01
A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)
Validating rankings in soccer championships
Directory of Open Access Journals (Sweden)
Annibal Parracho Sant'Anna
2012-08-01
Full Text Available The final ranking of a championship is determined by quality attributes combined with other factors which should be filtered out of any decision on relegation or draft for upper level tournaments. Factors like referees' mistakes and difficulty of certain matches due to its accidental importance to the opponents should have their influence reduced. This work tests approaches to combine classification rules considering the imprecision of the number of points as a measure of quality and of the variables that provide reliable explanation for it. Two home-advantage variables are tested and shown to be apt to enter as explanatory variables. Independence between the criteria is checked against the hypothesis of maximal correlation. The importance of factors and of composition rules is evaluated on the basis of correlation between rank vectors, number of classes and number of clubs in tail classes. Data from five years of the Brazilian Soccer Championship are analyzed.
International Nuclear Information System (INIS)
Bisognano, J.; Leemann, C.
1982-03-01
Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron
Stochastic TDHF and the Boltzman-Langevin equation
International Nuclear Information System (INIS)
Suraud, E.; Reinhard, P.G.
1991-01-01
Outgoing from a time-dependent theory of correlations, we present a stochastic differential equation for the propagation of ensembles of Slater determinants, called Stochastic Time-Dependent Hartree-Fock (Stochastic TDHF). These ensembles are allowed to develop large fluctuations in the Hartree-Fock mean fields. An alternative stochastic differential equation, the Boltzmann-Langevin equation, can be derived from Stochastic TDHF by averaging over subensembles with small fluctuations
Eichhorn, Ralf; Aurell, Erik
2014-04-01
'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response
Hoede, C.
In this paper the concept of page rank for the world wide web is discussed. The possibility of describing the distribution of page rank by an exponential law is considered. It is shown that the concept is essentially equal to that of status score, a centrality measure discussed already in 1953 by
Dobbs, David E.
2012-01-01
This note explains how Emil Artin's proof that row rank equals column rank for a matrix with entries in a field leads naturally to the formula for the nullity of a matrix and also to an algorithm for solving any system of linear equations in any number of variables. This material could be used in any course on matrix theory or linear algebra.
Chapman, David W.
2008-01-01
Recently, Samford University was ranked 27th in the nation in a report released by "Forbes" magazine. In this article, the author relates how the people working at Samford University were surprised at its ranking. Although Samford is the largest privately institution in Alabama, its distinguished academic achievements aren't even…
A Ranking Approach to Genomic Selection.
Blondel, Mathieu; Onogi, Akio; Iwata, Hiroyoshi; Ueda, Naonori
2015-01-01
Genomic selection (GS) is a recent selective breeding method which uses predictive models based on whole-genome molecular markers. Until now, existing studies formulated GS as the problem of modeling an individual's breeding value for a particular trait of interest, i.e., as a regression problem. To assess predictive accuracy of the model, the Pearson correlation between observed and predicted trait values was used. In this paper, we propose to formulate GS as the problem of ranking individuals according to their breeding value. Our proposed framework allows us to employ machine learning methods for ranking which had previously not been considered in the GS literature. To assess ranking accuracy of a model, we introduce a new measure originating from the information retrieval literature called normalized discounted cumulative gain (NDCG). NDCG rewards more strongly models which assign a high rank to individuals with high breeding value. Therefore, NDCG reflects a prerequisite objective in selective breeding: accurate selection of individuals with high breeding value. We conducted a comparison of 10 existing regression methods and 3 new ranking methods on 6 datasets, consisting of 4 plant species and 25 traits. Our experimental results suggest that tree-based ensemble methods including McRank, Random Forests and Gradient Boosting Regression Trees achieve excellent ranking accuracy. RKHS regression and RankSVM also achieve good accuracy when used with an RBF kernel. Traditional regression methods such as Bayesian lasso, wBSR and BayesC were found less suitable for ranking. Pearson correlation was found to correlate poorly with NDCG. Our study suggests two important messages. First, ranking methods are a promising research direction in GS. Second, NDCG can be a useful evaluation measure for GS.
Crisan, Dan
2011-01-01
"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
Stochastic control of traffic patterns
DEFF Research Database (Denmark)
Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer
2013-01-01
A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...
Dietz, Hansjörg; Steinlein, Thomas; Ullmann, Isolde
1998-02-01
The competitive abilities of six perennial ruderal plants of three different growth forms were compared via yield measures using an additive diallel experimental design with unbalanced mixtures (9:3 or 3:9 plants per pot, respectively). Thus, in a given mixture species A was grown in two configurations: three individuals in centre position of the pot together with nine plants of species B in border position and vice versa. Effect competitive abilities as well as response competitive abilities of the species were significantly related to canopy height and plant biomass. The species with lower rosette growth form and smaller biomasses were weaker competitors than the species possessing elevated canopies along with higher biomasses, whereas total leaf area was not significantly correlated with competitive ability between species. Species differences in competitive ability were stronger between the plants grown in the central position than between those grown in the border position. Furthermore, interactions between species-specific traits and configuration could be observed, indicating the importance of species proportions and arrangement patterns for evaluation of competitive outcome in the field. The degree of complete transitivity of the competitive network of the six ruderal species, which was significantly higher than expected under the null model in our experimental design, also seemed to depend on species proportions in mixture. Shifts in root:shoot ratio of the centre plants when faced with competition by the border plants were in the direction of higher shoot allocation for the weak competitors with rosette growth form irrespective of the neighbour species, except for Bunias orientalis, which showed a more plastic response. The stronger competitors showed higher root allocation ( Urtica dioica) or were hardly affected at all. Consistent with the results of our experiment, the weaker competitors occur at rather frequently disturbed and therefore transient
Ranking Performance Measures in Multi-Task Agencies
DEFF Research Database (Denmark)
Christensen, Peter Ove; Sabac, Florin; Tian, Joyce
We derive sufficient conditions for ranking performance evaluation systems in multi-task agency models using both optimal and linear contracts in terms of a second-order stochastic dominance (SSD) condition on the likelihood ratios. The SSD condition can be replaced by a variance-covariance matrix...
How Many Alternatives Can Be Ranked? A Comparison of the Paired Comparison and Ranking Methods.
Ock, Minsu; Yi, Nari; Ahn, Jeonghoon; Jo, Min-Woo
2016-01-01
To determine the feasibility of converting ranking data into paired comparison (PC) data and suggest the number of alternatives that can be ranked by comparing a PC and a ranking method. Using a total of 222 health states, a household survey was conducted in a sample of 300 individuals from the general population. Each respondent performed a PC 15 times and a ranking method 6 times (two attempts of ranking three, four, and five health states, respectively). The health states of the PC and the ranking method were constructed to overlap each other. We converted the ranked data into PC data and examined the consistency of the response rate. Applying probit regression, we obtained the predicted probability of each method. Pearson correlation coefficients were determined between the predicted probabilities of those methods. The mean absolute error was also assessed between the observed and the predicted values. The overall consistency of the response rate was 82.8%. The Pearson correlation coefficients were 0.789, 0.852, and 0.893 for ranking three, four, and five health states, respectively. The lowest mean absolute error was 0.082 (95% confidence interval [CI] 0.074-0.090) in ranking five health states, followed by 0.123 (95% CI 0.111-0.135) in ranking four health states and 0.126 (95% CI 0.113-0.138) in ranking three health states. After empirically examining the consistency of the response rate between a PC and a ranking method, we suggest that using five alternatives in the ranking method may be superior to using three or four alternatives. Copyright © 2016 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.
Recurrent fuzzy ranking methods
Hajjari, Tayebeh
2012-11-01
With the increasing development of fuzzy set theory in various scientific fields and the need to compare fuzzy numbers in different areas. Therefore, Ranking of fuzzy numbers plays a very important role in linguistic decision-making, engineering, business and some other fuzzy application systems. Several strategies have been proposed for ranking of fuzzy numbers. Each of these techniques has been shown to produce non-intuitive results in certain case. In this paper, we reviewed some recent ranking methods, which will be useful for the researchers who are interested in this area.
Ranking the Online Documents Based on Relative Credibility Measures
Directory of Open Access Journals (Sweden)
Ahmad Dahlan
2013-09-01
Full Text Available Information searching is the most popular activity in Internet. Usually the search engine provides the search results ranked by the relevance. However, for a certain purpose that concerns with information credibility, particularly citing information for scientific works, another approach of ranking the search engine results is required. This paper presents a study on developing a new ranking method based on the credibility of information. The method is built up upon two well-known algorithms, PageRank and Citation Analysis. The result of the experiment that used Spearman Rank Correlation Coefficient to compare the proposed rank (generated by the method with the standard rank (generated manually by a group of experts showed that the average Spearman 0 < rS < critical value. It means that the correlation was proven but it was not significant. Hence the proposed rank does not satisfy the standard but the performance could be improved.
Ranking the Online Documents Based on Relative Credibility Measures
Directory of Open Access Journals (Sweden)
Ahmad Dahlan
2009-05-01
Full Text Available Information searching is the most popular activity in Internet. Usually the search engine provides the search results ranked by the relevance. However, for a certain purpose that concerns with information credibility, particularly citing information for scientific works, another approach of ranking the search engine results is required. This paper presents a study on developing a new ranking method based on the credibility of information. The method is built up upon two well-known algorithms, PageRank and Citation Analysis. The result of the experiment that used Spearman Rank Correlation Coefficient to compare the proposed rank (generated by the method with the standard rank (generated manually by a group of experts showed that the average Spearman 0 < rS < critical value. It means that the correlation was proven but it was not significant. Hence the proposed rank does not satisfy the standard but the performance could be improved.
Citation ranking versus peer evaluation of senior faculty research performance
DEFF Research Database (Denmark)
Meho, Lokman I.; Sonnenwald, Diane H.
2000-01-01
The purpose of this study is to analyze the relationship between citation ranking and peer evaluation in assessing senior faculty research performance. Other studies typically derive their peer evaluation data directly from referees, often in the form of ranking. This study uses two additional...... indicator of research performance of senior faculty members? Citation data, book reviews, and peer ranking were compiled and examined for faculty members specializing in Kurdish studies. Analysis shows that normalized citation ranking and citation content analysis data yield identical ranking results....... Analysis also shows that normalized citation ranking and citation content analysis, book reviews, and peer ranking perform similarly (i.e., are highly correlated) for high-ranked and low-ranked senior scholars. Additional evaluation methods and measures that take into account the context and content...
PageRank as a method to rank biomedical literature by importance.
Yates, Elliot J; Dixon, Louise C
2015-01-01
Optimal ranking of literature importance is vital in overcoming article overload. Existing ranking methods are typically based on raw citation counts, giving a sum of 'inbound' links with no consideration of citation importance. PageRank, an algorithm originally developed for ranking webpages at the search engine, Google, could potentially be adapted to bibliometrics to quantify the relative importance weightings of a citation network. This article seeks to validate such an approach on the freely available, PubMed Central open access subset (PMC-OAS) of biomedical literature. On-demand cloud computing infrastructure was used to extract a citation network from over 600,000 full-text PMC-OAS articles. PageRanks and citation counts were calculated for each node in this network. PageRank is highly correlated with citation count (R = 0.905, P PageRank can be trivially computed on commodity cluster hardware and is linearly correlated with citation count. Given its putative benefits in quantifying relative importance, we suggest it may enrich the citation network, thereby overcoming the existing inadequacy of citation counts alone. We thus suggest PageRank as a feasible supplement to, or replacement of, existing bibliometric ranking methods.
Ranking as parameter estimation
Czech Academy of Sciences Publication Activity Database
Kárný, Miroslav; Guy, Tatiana Valentine
2009-01-01
Roč. 4, č. 2 (2009), s. 142-158 ISSN 1745-7645 R&D Projects: GA MŠk 2C06001; GA AV ČR 1ET100750401; GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : ranking * Bayesian estimation * negotiation * modelling Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2009/AS/karny- ranking as parameter estimation.pdf
Hierarchical partial order ranking
International Nuclear Information System (INIS)
Carlsen, Lars
2008-01-01
Assessing the potential impact on environmental and human health from the production and use of chemicals or from polluted sites involves a multi-criteria evaluation scheme. A priori several parameters are to address, e.g., production tonnage, specific release scenarios, geographical and site-specific factors in addition to various substance dependent parameters. Further socio-economic factors may be taken into consideration. The number of parameters to be included may well appear to be prohibitive for developing a sensible model. The study introduces hierarchical partial order ranking (HPOR) that remedies this problem. By HPOR the original parameters are initially grouped based on their mutual connection and a set of meta-descriptors is derived representing the ranking corresponding to the single groups of descriptors, respectively. A second partial order ranking is carried out based on the meta-descriptors, the final ranking being disclosed though average ranks. An illustrative example on the prioritisation of polluted sites is given. - Hierarchical partial order ranking of polluted sites has been developed for prioritization based on a large number of parameters
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
Institute of Scientific and Technical Information of China (English)
Chen Li-Mei; Cao Li; Wu Da-Jin
2007-01-01
Stochastic resonance (SR) is studied in a gain-noise model of a single-mode laser driven by a coloured pump noise and a quantum noise with cross-correlation between real and imaginary parts under a direct signal modulation. By using a linear approximation method, we find that the SR appears during the variation of signal-to-noise ratio (SNR)separately with the pump noise self-correlation time τ, the noise correlation coefficient between the real part and the imaginary part of the quantum noise λq, the attenuation coefficient γ and the deterministic steady-state intensity I0.In addition, it is found that the SR can be characterized not only by the dependence of SNR on the noise variables of τand λq, but also by the dependence of SNR on the laser system variables of γ and I0. Thus our investigation extends the characteristic quantity of SR proposed before.
Determining factors behind the PageRank log-log plot
Volkovich, Y.; Litvak, Nelli; Donato, D.
We study the relation between PageRank and other parameters of information networks such as in-degree, out-degree, and the fraction of dangling nodes. We model this relation through a stochastic equation inspired by the original definition of PageRank. Further, we use the theory of regular variation
Halu, Arda; Mondragón, Raúl J; Panzarasa, Pietro; Bianconi, Ginestra
2013-01-01
Many complex systems can be described as multiplex networks in which the same nodes can interact with one another in different layers, thus forming a set of interacting and co-evolving networks. Examples of such multiplex systems are social networks where people are involved in different types of relationships and interact through various forms of communication media. The ranking of nodes in multiplex networks is one of the most pressing and challenging tasks that research on complex networks is currently facing. When pairs of nodes can be connected through multiple links and in multiple layers, the ranking of nodes should necessarily reflect the importance of nodes in one layer as well as their importance in other interdependent layers. In this paper, we draw on the idea of biased random walks to define the Multiplex PageRank centrality measure in which the effects of the interplay between networks on the centrality of nodes are directly taken into account. In particular, depending on the intensity of the interaction between layers, we define the Additive, Multiplicative, Combined, and Neutral versions of Multiplex PageRank, and show how each version reflects the extent to which the importance of a node in one layer affects the importance the node can gain in another layer. We discuss these measures and apply them to an online multiplex social network. Findings indicate that taking the multiplex nature of the network into account helps uncover the emergence of rankings of nodes that differ from the rankings obtained from one single layer. Results provide support in favor of the salience of multiplex centrality measures, like Multiplex PageRank, for assessing the prominence of nodes embedded in multiple interacting networks, and for shedding a new light on structural properties that would otherwise remain undetected if each of the interacting networks were analyzed in isolation.
Directory of Open Access Journals (Sweden)
Arda Halu
Full Text Available Many complex systems can be described as multiplex networks in which the same nodes can interact with one another in different layers, thus forming a set of interacting and co-evolving networks. Examples of such multiplex systems are social networks where people are involved in different types of relationships and interact through various forms of communication media. The ranking of nodes in multiplex networks is one of the most pressing and challenging tasks that research on complex networks is currently facing. When pairs of nodes can be connected through multiple links and in multiple layers, the ranking of nodes should necessarily reflect the importance of nodes in one layer as well as their importance in other interdependent layers. In this paper, we draw on the idea of biased random walks to define the Multiplex PageRank centrality measure in which the effects of the interplay between networks on the centrality of nodes are directly taken into account. In particular, depending on the intensity of the interaction between layers, we define the Additive, Multiplicative, Combined, and Neutral versions of Multiplex PageRank, and show how each version reflects the extent to which the importance of a node in one layer affects the importance the node can gain in another layer. We discuss these measures and apply them to an online multiplex social network. Findings indicate that taking the multiplex nature of the network into account helps uncover the emergence of rankings of nodes that differ from the rankings obtained from one single layer. Results provide support in favor of the salience of multiplex centrality measures, like Multiplex PageRank, for assessing the prominence of nodes embedded in multiple interacting networks, and for shedding a new light on structural properties that would otherwise remain undetected if each of the interacting networks were analyzed in isolation.
Stochasticity and transport in Hamiltonian systems
International Nuclear Information System (INIS)
MacKay, R.S.; Meiss, J.D.; Percival, I.C.
1983-08-01
The theory of transport in nonlinear dynamics is developed in terms of leaky barriers which remain when invariant tori are destroyed. We describe the organization of stochastic motion by these barriers and give an explanation of long-time correlations in the stochastic regime
Iacovacci, Jacopo; Rahmede, Christoph; Arenas, Alex; Bianconi, Ginestra
2016-10-01
Recently it has been recognized that many complex social, technological and biological networks have a multilayer nature and can be described by multiplex networks. Multiplex networks are formed by a set of nodes connected by links having different connotations forming the different layers of the multiplex. Characterizing the centrality of the nodes in a multiplex network is a challenging task since the centrality of the node naturally depends on the importance associated to links of a certain type. Here we propose to assign to each node of a multiplex network a centrality called Functional Multiplex PageRank that is a function of the weights given to every different pattern of connections (multilinks) existent in the multiplex network between any two nodes. Since multilinks distinguish all the possible ways in which the links in different layers can overlap, the Functional Multiplex PageRank can describe important non-linear effects when large relevance or small relevance is assigned to multilinks with overlap. Here we apply the Functional Page Rank to the multiplex airport networks, to the neuronal network of the nematode C. elegans, and to social collaboration and citation networks between scientists. This analysis reveals important differences existing between the most central nodes of these networks, and the correlations between their so-called pattern to success.
Weak diffusion limits of dynamic conditional correlation models
DEFF Research Database (Denmark)
Hafner, Christian M.; Laurent, Sebastien; Violante, Francesco
The properties of dynamic conditional correlation (DCC) models are still not entirely understood. This paper fills one of the gaps by deriving weak diffusion limits of a modified version of the classical DCC model. The limiting system of stochastic differential equations is characterized...... by a diffusion matrix of reduced rank. The degeneracy is due to perfect collinearity between the innovations of the volatility and correlation dynamics. For the special case of constant conditional correlations, a non-degenerate diffusion limit can be obtained. Alternative sets of conditions are considered...
Groundwater contaminant plume ranking
International Nuclear Information System (INIS)
1988-08-01
Containment plumes at Uranium Mill Tailings Remedial Action (UMTRA) Project sites were ranked to assist in Subpart B (i.e., restoration requirements of 40 CFR Part 192) compliance strategies for each site, to prioritize aquifer restoration, and to budget future requests and allocations. The rankings roughly estimate hazards to the environment and human health, and thus assist in determining for which sites cleanup, if appropriate, will provide the greatest benefits for funds available. The rankings are based on the scores that were obtained using the US Department of Energy's (DOE) Modified Hazard Ranking System (MHRS). The MHRS and HRS consider and score three hazard modes for a site: migration, fire and explosion, and direct contact. The migration hazard mode score reflects the potential for harm to humans or the environment from migration of a hazardous substance off a site by groundwater, surface water, and air; it is a composite of separate scores for each of these routes. For ranking the containment plumes at UMTRA Project sites, it was assumed that each site had been remediated in compliance with the EPA standards and that relict contaminant plumes were present. Therefore, only the groundwater route was scored, and the surface water and air routes were not considered. Section 2.0 of this document describes the assumptions and procedures used to score the groundwater route, and Section 3.0 provides the resulting scores for each site. 40 tabs
Ranking economic history journals
DEFF Research Database (Denmark)
Di Vaio, Gianfranco; Weisdorf, Jacob Louis
2010-01-01
This study ranks-for the first time-12 international academic journals that have economic history as their main topic. The ranking is based on data collected for the year 2007. Journals are ranked using standard citation analysis where we adjust for age, size and self-citation of journals. We also...... compare the leading economic history journals with the leading journals in economics in order to measure the influence on economics of economic history, and vice versa. With a few exceptions, our results confirm the general idea about what economic history journals are the most influential for economic...... history, and that, although economic history is quite independent from economics as a whole, knowledge exchange between the two fields is indeed going on....
Ranking Economic History Journals
DEFF Research Database (Denmark)
Di Vaio, Gianfranco; Weisdorf, Jacob Louis
This study ranks - for the first time - 12 international academic journals that have economic history as their main topic. The ranking is based on data collected for the year 2007. Journals are ranked using standard citation analysis where we adjust for age, size and self-citation of journals. We...... also compare the leading economic history journals with the leading journals in economics in order to measure the influence on economics of economic history, and vice versa. With a few exceptions, our results confirm the general idea about what economic history journals are the most influential...... for economic history, and that, although economic history is quite independent from economics as a whole, knowledge exchange between the two fields is indeed going on....
DEFF Research Database (Denmark)
Frandsen, Gudmund Skovbjerg; Frandsen, Peter Frands
2009-01-01
We consider maintaining information about the rank of a matrix under changes of the entries. For n×n matrices, we show an upper bound of O(n1.575) arithmetic operations and a lower bound of Ω(n) arithmetic operations per element change. The upper bound is valid when changing up to O(n0.575) entries...... in a single column of the matrix. We also give an algorithm that maintains the rank using O(n2) arithmetic operations per rank one update. These bounds appear to be the first nontrivial bounds for the problem. The upper bounds are valid for arbitrary fields, whereas the lower bound is valid for algebraically...... closed fields. The upper bound for element updates uses fast rectangular matrix multiplication, and the lower bound involves further development of an earlier technique for proving lower bounds for dynamic computation of rational functions....
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Ranking Adverse Drug Reactions With Crowdsourcing
Gottlieb, Assaf
2015-03-23
Background: There is no publicly available resource that provides the relative severity of adverse drug reactions (ADRs). Such a resource would be useful for several applications, including assessment of the risks and benefits of drugs and improvement of patient-centered care. It could also be used to triage predictions of drug adverse events. Objective: The intent of the study was to rank ADRs according to severity. Methods: We used Internet-based crowdsourcing to rank ADRs according to severity. We assigned 126,512 pairwise comparisons of ADRs to 2589 Amazon Mechanical Turk workers and used these comparisons to rank order 2929 ADRs. Results: There is good correlation (rho=.53) between the mortality rates associated with ADRs and their rank. Our ranking highlights severe drug-ADR predictions, such as cardiovascular ADRs for raloxifene and celecoxib. It also triages genes associated with severe ADRs such as epidermal growth-factor receptor (EGFR), associated with glioblastoma multiforme, and SCN1A, associated with epilepsy. Conclusions: ADR ranking lays a first stepping stone in personalized drug risk assessment. Ranking of ADRs using crowdsourcing may have useful clinical and financial implications, and should be further investigated in the context of health care decision making.
Ranking adverse drug reactions with crowdsourcing.
Gottlieb, Assaf; Hoehndorf, Robert; Dumontier, Michel; Altman, Russ B
2015-03-23
There is no publicly available resource that provides the relative severity of adverse drug reactions (ADRs). Such a resource would be useful for several applications, including assessment of the risks and benefits of drugs and improvement of patient-centered care. It could also be used to triage predictions of drug adverse events. The intent of the study was to rank ADRs according to severity. We used Internet-based crowdsourcing to rank ADRs according to severity. We assigned 126,512 pairwise comparisons of ADRs to 2589 Amazon Mechanical Turk workers and used these comparisons to rank order 2929 ADRs. There is good correlation (rho=.53) between the mortality rates associated with ADRs and their rank. Our ranking highlights severe drug-ADR predictions, such as cardiovascular ADRs for raloxifene and celecoxib. It also triages genes associated with severe ADRs such as epidermal growth-factor receptor (EGFR), associated with glioblastoma multiforme, and SCN1A, associated with epilepsy. ADR ranking lays a first stepping stone in personalized drug risk assessment. Ranking of ADRs using crowdsourcing may have useful clinical and financial implications, and should be further investigated in the context of health care decision making.
Stochastic Still Water Response Model
DEFF Research Database (Denmark)
Friis-Hansen, Peter; Ditlevsen, Ove Dalager
2002-01-01
In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...
Distance covariance for stochastic processes
DEFF Research Database (Denmark)
Matsui, Muneya; Mikosch, Thomas Valentin; Samorodnitsky, Gennady
2017-01-01
The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analog of the distance covariance for two stochastic processes...
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
PageRank, HITS and a unified framework for link analysis
Energy Technology Data Exchange (ETDEWEB)
Ding, Chris; He, Xiaofeng; Husbands, Parry; Zha, Hongyuan; Simon, Horst
2001-10-01
Two popular webpage ranking algorithms are HITS and PageRank. HITS emphasizes mutual reinforcement between authority and hub webpages, while PageRank emphasizes hyperlink weight normalization and web surfing based on random walk models. We systematically generalize/combine these concepts into a unified framework. The ranking framework contains a large algorithm space; HITS and PageRank are two extreme ends in this space. We study several normalized ranking algorithms which are intermediate between HITS and PageRank, and obtain closed-form solutions. We show that, to first order approximation, all ranking algorithms in this framework, including PageRank and HITS, lead to same ranking which is highly correlated with ranking by indegree. These results support the notion that in web resource ranking indegree and outdegree are of fundamental importance. Rankings of webgraphs of different sizes and queries are presented to illustrate our analysis.
Diversifying customer review rankings.
Krestel, Ralf; Dokoohaki, Nima
2015-06-01
E-commerce Web sites owe much of their popularity to consumer reviews accompanying product descriptions. On-line customers spend hours and hours going through heaps of textual reviews to decide which products to buy. At the same time, each popular product has thousands of user-generated reviews, making it impossible for a buyer to read everything. Current approaches to display reviews to users or recommend an individual review for a product are based on the recency or helpfulness of each review. In this paper, we present a framework to rank product reviews by optimizing the coverage of the ranking with respect to sentiment or aspects, or by summarizing all reviews with the top-K reviews in the ranking. To accomplish this, we make use of the assigned star rating for a product as an indicator for a review's sentiment polarity and compare bag-of-words (language model) with topic models (latent Dirichlet allocation) as a mean to represent aspects. Our evaluation on manually annotated review data from a commercial review Web site demonstrates the effectiveness of our approach, outperforming plain recency ranking by 30% and obtaining best results by combining language and topic model representations. Copyright © 2015 Elsevier Ltd. All rights reserved.
College Rankings. ERIC Digest.
Holub, Tamara
The popularity of college ranking surveys published by "U.S. News and World Report" and other magazines is indisputable, but the methodologies used to measure the quality of higher education institutions have come under fire by scholars and college officials. Criticisms have focused on methodological flaws, such as failure to consider…
DEFF Research Database (Denmark)
Müller, Emmanuel; Assent, Ira; Steinhausen, Uwe
2008-01-01
Outlier detection is an important data mining task for consistency checks, fraud detection, etc. Binary decision making on whether or not an object is an outlier is not appropriate in many applications and moreover hard to parametrize. Thus, recently, methods for outlier ranking have been proposed...
Universality in the tail of musical note rank distribution
Beltrán del Río, M.; Cocho, G.; Naumis, G. G.
2008-09-01
Although power laws have been used to fit rank distributions in many different contexts, they usually fail at the tails. Languages as sequences of symbols have been a popular subject for ranking distributions, and for this purpose, music can be treated as such. Here we show that more than 1800 musical compositions are very well fitted by the first kind two parameter beta distribution, which arises in the ranking of multiplicative stochastic processes. The parameters a and b are obtained for classical, jazz and rock music, revealing interesting features. Specially, we have obtained a clear trend in the values of the parameters for major and minor tonal modes. Finally, we discuss the distribution of notes for each octave and its connection with the ranking of the notes.
Improving Ranking Using Quantum Probability
Melucci, Massimo
2011-01-01
The paper shows that ranking information units by quantum probability differs from ranking them by classical probability provided the same data used for parameter estimation. As probability of detection (also known as recall or power) and probability of false alarm (also known as fallout or size) measure the quality of ranking, we point out and show that ranking by quantum probability yields higher probability of detection than ranking by classical probability provided a given probability of ...
1991 Acceptance priority ranking
International Nuclear Information System (INIS)
1991-12-01
The Standard Contract for Disposal of Spent Nuclear Fuel and/or High- Level Radioactive Waste (10 CFR Part 961) that the Department of Energy (DOE) has executed with the owners and generators of civilian spent nuclear fuel requires annual publication of the Acceptance Priority Ranking (APR). The 1991 APR details the order in which DOE will allocate Federal waste acceptance capacity. As required by the Standard Contract, the ranking is based on the age of permanently discharged spent nuclear fuel (SNF), with the owners of the oldest SNF, on an industry-wide basis, given the highest priority. the 1991 APR will be the basis for the annual allocation of waste acceptance capacity to the Purchasers in the 1991 Annual Capacity Report (ACR), to be issued later this year. This document is based on SNF discharges as of December 31, 1990, and reflects Purchaser comments and corrections, as appropriate, to the draft APR issued on May 15, 1991
International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
Global network centrality of university rankings
Guo, Weisi; Del Vecchio, Marco; Pogrebna, Ganna
2017-10-01
Universities and higher education institutions form an integral part of the national infrastructure and prestige. As academic research benefits increasingly from international exchange and cooperation, many universities have increased investment in improving and enabling their global connectivity. Yet, the relationship of university performance and its global physical connectedness has not been explored in detail. We conduct, to our knowledge, the first large-scale data-driven analysis into whether there is a correlation between university relative ranking performance and its global connectivity via the air transport network. The results show that local access to global hubs (as measured by air transport network betweenness) strongly and positively correlates with the ranking growth (statistical significance in different models ranges between 5% and 1% level). We also found that the local airport's aggregate flight paths (degree) and capacity (weighted degree) has no effect on university ranking, further showing that global connectivity distance is more important than the capacity of flight connections. We also examined the effect of local city economic development as a confounding variable and no effect was observed suggesting that access to global transportation hubs outweighs economic performance as a determinant of university ranking. The impact of this research is that we have determined the importance of the centrality of global connectivity and, hence, established initial evidence for further exploring potential connections between university ranking and regional investment policies on improving global connectivity.
Diversity rankings among bacterial lineages in soil.
Youssef, Noha H; Elshahed, Mostafa S
2009-03-01
We used rarefaction curve analysis and diversity ordering-based approaches to rank the 11 most frequently encountered bacterial lineages in soil according to diversity in 5 previously reported 16S rRNA gene clone libraries derived from agricultural, undisturbed tall grass prairie and forest soils (n=26,140, 28 328, 31 818, 13 001 and 53 533). The Planctomycetes, Firmicutes and the delta-Proteobacteria were consistently ranked among the most diverse lineages in all data sets, whereas the Verrucomicrobia, Gemmatimonadetes and beta-Proteobacteria were consistently ranked among the least diverse. On the other hand, the rankings of alpha-Proteobacteria, Acidobacteria, Actinobacteria, Bacteroidetes and Chloroflexi varied widely in different soil clone libraries. In general, lineages exhibiting largest differences in diversity rankings also exhibited the largest difference in relative abundance in the data sets examined. Within these lineages, a positive correlation between relative abundance and diversity was observed within the Acidobacteria, Actinobacteria and Chloroflexi, and a negative diversity-abundance correlation was observed within the Bacteroidetes. The ecological and evolutionary implications of these results are discussed.
Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution
Energy Technology Data Exchange (ETDEWEB)
Hamadameen, Abdulqader Othman [Optimization, Department of Mathematical Sciences, Faculty of Science, UTM (Malaysia); Zainuddin, Zaitul Marlizawati [Department of Mathematical Sciences, Faculty of Science, UTM (Malaysia)
2014-06-19
This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.
Evaluating intergenerational risks: Probabillity adjusted rank-discounted utilitarianism
Asheim, Geir B.; Zuber, Stéphane
2015-01-01
Climate policies have stochastic consequences that involve a great number of generations. This calls for evaluating social risk (what kind of societies will future people be born into) rather than individual risk (what will happen to people during their own lifetimes). As a response we propose and axiomatize probability adjusted rank-discounted critical-level generalized utilitarianism (PARDCLU), through a key axiom that requires that the social welfare order both be ethical and satisfy first...
Ranking Baltic States Researchers
Directory of Open Access Journals (Sweden)
Gyula Mester
2017-10-01
Full Text Available In this article, using the h-index and the total number of citations, the best 10 Lithuanian, Latvian and Estonian researchers from several disciplines are ranked. The list may be formed based on the h-index and the total number of citations, given in Web of Science, Scopus, Publish or Perish Program and Google Scholar database. Data for the first 10 researchers are presented. Google Scholar is the most complete. Therefore, to define a single indicator, h-index calculated by Google Scholar may be a good and simple one. The author chooses the Google Scholar database as it is the broadest one.
International Nuclear Information System (INIS)
Marrakchi, A.E.L.; Tapia, V.
1992-05-01
Some cosmological implications of the recently proposed fourth-rank theory of gravitation are studied. The model exhibits the possibility of being free from the horizon and flatness problems at the price of introducing a negative pressure. The field equations we obtain are compatible with k obs =0 and Ω obs t clas approx. 10 20 t Planck approx. 10 -23 s. When interpreted at the light of General Relativity the treatment is shown to be almost equivalent to that of the standard model of cosmology combined with the inflationary scenario. Hence, an interpretation of the negative pressure hypothesis is provided. (author). 8 refs
University Rankings and Social Science
Marginson, S.
2014-01-01
University rankings widely affect the behaviours of prospective students and their families, university executive leaders, academic faculty, governments and investors in higher education. Yet the social science foundations of global rankings receive little scrutiny. Rankings that simply recycle reputation without any necessary connection to real outputs are of no common value. It is necessary that rankings be soundly based in scientific terms if a virtuous relationship between performance and...
University Rankings and Social Science
Marginson, Simon
2014-01-01
University rankings widely affect the behaviours of prospective students and their families, university executive leaders, academic faculty, governments and investors in higher education. Yet the social science foundations of global rankings receive little scrutiny. Rankings that simply recycle reputation without any necessary connection to real…
Asynchronous Gossip for Averaging and Spectral Ranking
Borkar, Vivek S.; Makhijani, Rahul; Sundaresan, Rajesh
2014-08-01
We consider two variants of the classical gossip algorithm. The first variant is a version of asynchronous stochastic approximation. We highlight a fundamental difficulty associated with the classical asynchronous gossip scheme, viz., that it may not converge to a desired average, and suggest an alternative scheme based on reinforcement learning that has guaranteed convergence to the desired average. We then discuss a potential application to a wireless network setting with simultaneous link activation constraints. The second variant is a gossip algorithm for distributed computation of the Perron-Frobenius eigenvector of a nonnegative matrix. While the first variant draws upon a reinforcement learning algorithm for an average cost controlled Markov decision problem, the second variant draws upon a reinforcement learning algorithm for risk-sensitive control. We then discuss potential applications of the second variant to ranking schemes, reputation networks, and principal component analysis.
International Nuclear Information System (INIS)
Deviren, Bayram; Keskin, Mustafa
2012-01-01
The dynamical aspects of a cylindrical Ising nanotube in the presence of a time-varying magnetic field are investigated within the effective-field theory with correlations and Glauber-type stochastic approach. Temperature dependence of the dynamic magnetizations, dynamic total magnetization, hysteresis loop areas and correlations are investigated in order to characterize the nature of dynamic transitions as well as to obtain the dynamic phase transition temperatures and compensation behaviors. Some characteristic phenomena are found depending on the ratio of the physical parameters in the surface shell and core, i.e., five different types of compensation behaviors in the Néel classification nomenclature exist in the system. -- Highlights: ► Kinetic cylindrical Ising nanotube is investigated using the effective-field theory. ► The dynamic magnetizations, hysteresis loop areas and correlations are calculated. ► The effects of the exchange interactions have been studied in detail. ► Five different types of compensation behaviors have been found. ► Some characteristic phenomena are found depending on ratio of physical parameters.
Energy Technology Data Exchange (ETDEWEB)
Deviren, Bayram, E-mail: bayram.deviren@nevsehir.edu.tr [Department of Physics, Nevsehir University, 50300 Nevsehir (Turkey); Keskin, Mustafa [Department of Physics, Erciyes University, 38039 Kayseri (Turkey)
2012-02-20
The dynamical aspects of a cylindrical Ising nanotube in the presence of a time-varying magnetic field are investigated within the effective-field theory with correlations and Glauber-type stochastic approach. Temperature dependence of the dynamic magnetizations, dynamic total magnetization, hysteresis loop areas and correlations are investigated in order to characterize the nature of dynamic transitions as well as to obtain the dynamic phase transition temperatures and compensation behaviors. Some characteristic phenomena are found depending on the ratio of the physical parameters in the surface shell and core, i.e., five different types of compensation behaviors in the Néel classification nomenclature exist in the system. -- Highlights: ► Kinetic cylindrical Ising nanotube is investigated using the effective-field theory. ► The dynamic magnetizations, hysteresis loop areas and correlations are calculated. ► The effects of the exchange interactions have been studied in detail. ► Five different types of compensation behaviors have been found. ► Some characteristic phenomena are found depending on ratio of physical parameters.
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
On the Kendall Correlation Coefficient
Stepanov, Alexei
2015-01-01
In the present paper, we first discuss the Kendall rank correlation coefficient. In continuous case, we define the Kendall rank correlation coefficient in terms of the concomitants of order statistics, find the expected value of the Kendall rank correlation coefficient and show that the later is free of n. We also prove that in continuous case the Kendall correlation coefficient converges in probability to its expected value. We then propose to consider the expected value of the Kendall rank ...
Rankings, creatividad y urbanismo
Directory of Open Access Journals (Sweden)
JOAQUÍN SABATÉ
2008-08-01
Full Text Available La competencia entre ciudades constituye uno de los factores impulsores de procesos de renovación urbana y los rankings han devenido instrumentos de medida de la calidad de las ciudades. Nos detendremos en el caso de un antiguo barrio industrial hoy en vías de transformación en distrito "creativo" por medio de una intervención urbanística de gran escala. Su análisis nos descubre tres claves críticas. En primer lugar, nos obliga a plantearnos la definición de innovación urbana y cómo se integran el pasado, la identidad y la memoria en la construcción del futuro. Nos lleva a comprender que la innovación y el conocimiento no se "dan" casualmente, sino que son el fruto de una larga y compleja red en la que participan saberes, espacios, actores e instituciones diversas en naturaleza, escala y magnitud. Por último nos obliga a reflexionar sobre el valor que se le otorga a lo local en los procesos de renovación urbana.Competition among cities constitutes one ofthe main factors o furban renewal, and rankings have become instruments to indícate cities quality. Studying the transformation of an old industrial quarter into a "creative district" by the means ofa large scale urban project we highlight three main conclusions. First, itasks us to reconsider the notion ofurban innovation and hoto past, identity and memory should intégrate the future development. Second, it shows that innovation and knowledge doesn't yield per chance, but are the result ofa large and complex grid of diverse knowledges, spaces, agents and institutions. Finally itforces us to reflect about the valué attributed to the "local" in urban renewalprocesses.
Ogawa, Shigeyoshi
2017-01-01
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...
Ranking nodes in growing networks: When PageRank fails.
Mariani, Manuel Sebastian; Medo, Matúš; Zhang, Yi-Cheng
2015-11-10
PageRank is arguably the most popular ranking algorithm which is being applied in real systems ranging from information to biological and infrastructure networks. Despite its outstanding popularity and broad use in different areas of science, the relation between the algorithm's efficacy and properties of the network on which it acts has not yet been fully understood. We study here PageRank's performance on a network model supported by real data, and show that realistic temporal effects make PageRank fail in individuating the most valuable nodes for a broad range of model parameters. Results on real data are in qualitative agreement with our model-based findings. This failure of PageRank reveals that the static approach to information filtering is inappropriate for a broad class of growing systems, and suggest that time-dependent algorithms that are based on the temporal linking patterns of these systems are needed to better rank the nodes.
Neophilia Ranking of Scientific Journals.
Packalen, Mikko; Bhattacharya, Jay
2017-01-01
The ranking of scientific journals is important because of the signal it sends to scientists about what is considered most vital for scientific progress. Existing ranking systems focus on measuring the influence of a scientific paper (citations)-these rankings do not reward journals for publishing innovative work that builds on new ideas. We propose an alternative ranking based on the proclivity of journals to publish papers that build on new ideas, and we implement this ranking via a text-based analysis of all published biomedical papers dating back to 1946. In addition, we compare our neophilia ranking to citation-based (impact factor) rankings; this comparison shows that the two ranking approaches are distinct. Prior theoretical work suggests an active role for our neophilia index in science policy. Absent an explicit incentive to pursue novel science, scientists underinvest in innovative work because of a coordination problem: for work on a new idea to flourish, many scientists must decide to adopt it in their work. Rankings that are based purely on influence thus do not provide sufficient incentives for publishing innovative work. By contrast, adoption of the neophilia index as part of journal-ranking procedures by funding agencies and university administrators would provide an explicit incentive for journals to publish innovative work and thus help solve the coordination problem by increasing scientists' incentives to pursue innovative work.
Aguilar Lopez, Juan Pablo; Warmink, Jord Jurriaan; Schielen, Ralph Mathias Johannes; Hulscher, Suzanne J.M.H.
2016-01-01
Piping erosion has been proved to be one of the failure mechanisms that contributes the most to the total probability of failure on the Dutch flood defence systems. The present study aimed to find the impact of correlation and tail dependence between soil parameters present in the Sellmeijer revised
Energy Technology Data Exchange (ETDEWEB)
Weber, G. F.; Laudal, D. L.
1989-01-01
This work is a compilation of reports on ongoing research at the University of North Dakota. Topics include: Control Technology and Coal Preparation Research (SO{sub x}/NO{sub x} control, waste management), Advanced Research and Technology Development (turbine combustion phenomena, combustion inorganic transformation, coal/char reactivity, liquefaction reactivity of low-rank coals, gasification ash and slag characterization, fine particulate emissions), Combustion Research (fluidized bed combustion, beneficiation of low-rank coals, combustion characterization of low-rank coal fuels, diesel utilization of low-rank coals), Liquefaction Research (low-rank coal direct liquefaction), and Gasification Research (hydrogen production from low-rank coals, advanced wastewater treatment, mild gasification, color and residual COD removal from Synfuel wastewaters, Great Plains Gasification Plant, gasifier optimization).
Ranking Specific Sets of Objects.
Maly, Jan; Woltran, Stefan
2017-01-01
Ranking sets of objects based on an order between the single elements has been thoroughly studied in the literature. In particular, it has been shown that it is in general impossible to find a total ranking - jointly satisfying properties as dominance and independence - on the whole power set of objects. However, in many applications certain elements from the entire power set might not be required and can be neglected in the ranking process. For instance, certain sets might be ruled out due to hard constraints or are not satisfying some background theory. In this paper, we treat the computational problem whether an order on a given subset of the power set of elements satisfying different variants of dominance and independence can be found, given a ranking on the elements. We show that this problem is tractable for partial rankings and NP-complete for total rankings.
Wikipedia ranking of world universities
Lages, José; Patt, Antoine; Shepelyansky, Dima L.
2016-03-01
We use the directed networks between articles of 24 Wikipedia language editions for producing the wikipedia ranking of world Universities (WRWU) using PageRank, 2DRank and CheiRank algorithms. This approach allows to incorporate various cultural views on world universities using the mathematical statistical analysis independent of cultural preferences. The Wikipedia ranking of top 100 universities provides about 60% overlap with the Shanghai university ranking demonstrating the reliable features of this approach. At the same time WRWU incorporates all knowledge accumulated at 24 Wikipedia editions giving stronger highlights for historically important universities leading to a different estimation of efficiency of world countries in university education. The historical development of university ranking is analyzed during ten centuries of their history.
The Extrapolation-Accelerated Multilevel Aggregation Method in PageRank Computation
Directory of Open Access Journals (Sweden)
Bing-Yuan Pu
2013-01-01
Full Text Available An accelerated multilevel aggregation method is presented for calculating the stationary probability vector of an irreducible stochastic matrix in PageRank computation, where the vector extrapolation method is its accelerator. We show how to periodically combine the extrapolation method together with the multilevel aggregation method on the finest level for speeding up the PageRank computation. Detailed numerical results are given to illustrate the behavior of this method, and comparisons with the typical methods are also made.
Balakrishnan, N; Nagaraja, HN
2007-01-01
S. Panchapakesan has made significant contributions to ranking and selection and has published in many other areas of statistics, including order statistics, reliability theory, stochastic inequalities, and inference. Written in his honor, the twenty invited articles in this volume reflect recent advances in these areas and form a tribute to Panchapakesan's influence and impact on these areas. Thematically organized, the chapters cover a broad range of topics from: Inference; Ranking and Selection; Multiple Comparisons and Tests; Agreement Assessment; Reliability; and Biostatistics. Featuring
Stochastic Dominance in Portfolio Analysis and Asset Pricing
A.M. Lizyayev (Andrey)
2010-01-01
textabstractStochastic Dominance relation is a probabilistic concept which allows random outcomes such as portfolio returns to be ranked, by utilizing the full information about the distribution of the returns, in contrast to the mean-variance rule or other mean-risk models which only use a single
Naro, Daniel; Rummel, Christian; Schindler, Kaspar; Andrzejak, Ralph G
2014-09-01
The rank-based nonlinear predictability score was recently introduced as a test for determinism in point processes. We here adapt this measure to time series sampled from time-continuous flows. We use noisy Lorenz signals to compare this approach against a classical amplitude-based nonlinear prediction error. Both measures show an almost identical robustness against Gaussian white noise. In contrast, when the amplitude distribution of the noise has a narrower central peak and heavier tails than the normal distribution, the rank-based nonlinear predictability score outperforms the amplitude-based nonlinear prediction error. For this type of noise, the nonlinear predictability score has a higher sensitivity for deterministic structure in noisy signals. It also yields a higher statistical power in a surrogate test of the null hypothesis of linear stochastic correlated signals. We show the high relevance of this improved performance in an application to electroencephalographic (EEG) recordings from epilepsy patients. Here the nonlinear predictability score again appears of higher sensitivity to nonrandomness. Importantly, it yields an improved contrast between signals recorded from brain areas where the first ictal EEG signal changes were detected (focal EEG signals) versus signals recorded from brain areas that were not involved at seizure onset (nonfocal EEG signals).
International Nuclear Information System (INIS)
Andrews, R.W.; LaVenue, A.M.; McNeish, J.A.
1989-01-01
Ground-water travel time predictions at potential high-level waste repositories are subject to a degree of uncertainty due to the scale of averaging incorporated in conceptual models of the ground-water flow regime as well as the lack of data on the spatial variability of the hydrogeologic parameters. The present study describes the effect of limited observations of a spatially correlated permeability field on the predicted ground-water travel time uncertainty. Varying permeability correlation lengths have been used to investigate the importance of this geostatistical property on the tails of the travel time distribution. This study uses both geostatistical and differential analysis techniques. Following the generation of a spatially correlated permeability field which is considered reality, semivariogram analyses are performed upon small random subsets of the generated field to determine the geostatistical properties of the field represented by the observations. Kriging is then employed to generate a kriged permeability field and the corresponding standard deviation of the estimated field conditioned by the limited observations. Using both the real and kriged fields, the ground-water flow regime is simulated and ground-water travel paths and travel times are determined for various starting points. These results are used to define the ground-water travel time uncertainty due to path variability. The variance of the ground-water travel time along particular paths due to the variance of the permeability field estimated using kriging is then calculated using the first order, second moment method. The uncertainties in predicted travel time due to path and parameter uncertainties are then combined into a single distribution
Ranking nodes in growing networks: When PageRank fails
Mariani, Manuel Sebastian; Medo, Matúš; Zhang, Yi-Cheng
2015-11-01
PageRank is arguably the most popular ranking algorithm which is being applied in real systems ranging from information to biological and infrastructure networks. Despite its outstanding popularity and broad use in different areas of science, the relation between the algorithm’s efficacy and properties of the network on which it acts has not yet been fully understood. We study here PageRank’s performance on a network model supported by real data, and show that realistic temporal effects make PageRank fail in individuating the most valuable nodes for a broad range of model parameters. Results on real data are in qualitative agreement with our model-based findings. This failure of PageRank reveals that the static approach to information filtering is inappropriate for a broad class of growing systems, and suggest that time-dependent algorithms that are based on the temporal linking patterns of these systems are needed to better rank the nodes.
Perturbation theory for continuous stochastic equations
International Nuclear Information System (INIS)
Chechetkin, V.R.; Lutovinov, V.S.
1987-01-01
The various general perturbational schemes for continuous stochastic equations are considered. These schemes have many analogous features with the iterational solution of Schwinger equation for S-matrix. The following problems are discussed: continuous stochastic evolution equations for probability distribution functionals, evolution equations for equal time correlators, perturbation theory for Gaussian and Poissonian additive noise, perturbation theory for birth and death processes, stochastic properties of systems with multiplicative noise. The general results are illustrated by diffusion-controlled reactions, fluctuations in closed systems with chemical processes, propagation of waves in random media in parabolic equation approximation, and non-equilibrium phase transitions in systems with Poissonian breeding centers. The rate of irreversible reaction X + X → A (Smoluchowski process) is calculated with the use of general theory based on continuous stochastic equations for birth and death processes. The threshold criterion and range of fluctuational region for synergetic phase transition in system with Poissonian breeding centers are also considered. (author)
Elitism and Stochastic Dominance
Bazen, Stephen; Moyes, Patrick
2011-01-01
Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2008-05-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein–Langevin equation, which has, in addition, sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bitensor, which describes the fluctuations of quantum-matter fields in curved spacetimes. A new improved criterion for the validity of semiclassical gravity may also be formulated from the viewpoint of this theory. In the first part of this review we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to the correlation functions. The functional approach uses the Feynman–Vernon influence functional and the Schwinger–Keldysh closed-time-path effective action methods. In the second part, we describe three applications of stochastic gravity. First, we consider metric perturbations in a Minkowski spacetime, compute the two-point correlation functions of these perturbations and prove that Minkowski spacetime is a stable solution of semiclassical gravity. Second, we discuss structure formation from the stochastic-gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, using the Einstein–Langevin equation, we discuss the backreaction of Hawking radiation and the behavior of metric fluctuations for both the quasi-equilibrium condition of a black-hole in a box and the fully nonequilibrium condition of an evaporating black hole spacetime. Finally, we briefly discuss the theoretical structure of stochastic gravity in relation to quantum gravity and point out
Econophysics of a ranked demand and supply resource allocation problem
Priel, Avner; Tamir, Boaz
2018-01-01
We present a two sided resource allocation problem, between demands and supplies, where both parties are ranked. For example, in Big Data problems where a set of different computational tasks is divided between a set of computers each with its own resources, or between employees and employers where both parties are ranked, the employees by their fitness and the employers by their package benefits. The allocation process can be viewed as a repeated game where in each iteration the strategy is decided by a meta-rule, based on the ranks of both parties and the results of the previous games. We show the existence of a phase transition between an absorbing state, where all demands are satisfied, and an active one where part of the demands are always left unsatisfied. The phase transition is governed by the ratio between supplies and demand. In a job allocation problem we find positive correlation between the rank of the workers and the rank of the factories; higher rank workers are usually allocated to higher ranked factories. These all suggest global emergent properties stemming from local variables. To demonstrate the global versus local relations, we introduce a local inertial force that increases the rank of employees in proportion to their persistence time in the same factory. We show that such a local force induces non trivial global effects, mostly to benefit the lower ranked employees.
Stochastic Parameter Development for PORFLOW Simulations of the Hanford AX Tank Farm
International Nuclear Information System (INIS)
Ho, C.K.; Baca, R.G.; Conrad, S.H.; Smith, G.A.; Shyr, L.; Wheeler, T.A.
1999-01-01
Parameters have been identified that can be modeled stochastically using PORFLOW and Latin Hypercube Sampling (LHS). These parameters include hydrologic and transport properties in the vadose and saturated zones, as well as source-term parameters and infiltration rates. A number of resources were used to define the parameter distributions, primarily those provided in the Retrieval Performance Evaluation Report (Jacobs, 1998). A linear rank regression was performed on the vadose-zone hydrologic parameters given in Khaleel and Freeman (1995) to determine if correlations existed between pairs of parameters. No strong correlations were found among the vadose-zone hydrologic parameters, and it was recommended that these parameters be sampled independently until future data or analyses reveal a strong correlation or functional relationship between parameters. Other distributions for source-term parameters, infiltration rates, and saturated-zone parameters that are required to stochastically analyze the performance of the AX Tank Farm using LHS/PORFLOW were adapted from distributions and values reported in Jacobs (1998) and other literature sources. Discussions pertaining to the geologic conceptualization, vadose-zone modeling, and saturated-zone modeling of the AX Tank Farm are also presented
PageRank tracker: from ranking to tracking.
Gong, Chen; Fu, Keren; Loza, Artur; Wu, Qiang; Liu, Jia; Yang, Jie
2014-06-01
Video object tracking is widely used in many real-world applications, and it has been extensively studied for over two decades. However, tracking robustness is still an issue in most existing methods, due to the difficulties with adaptation to environmental or target changes. In order to improve adaptability, this paper formulates the tracking process as a ranking problem, and the PageRank algorithm, which is a well-known webpage ranking algorithm used by Google, is applied. Labeled and unlabeled samples in tracking application are analogous to query webpages and the webpages to be ranked, respectively. Therefore, determining the target is equivalent to finding the unlabeled sample that is the most associated with existing labeled set. We modify the conventional PageRank algorithm in three aspects for tracking application, including graph construction, PageRank vector acquisition and target filtering. Our simulations with the use of various challenging public-domain video sequences reveal that the proposed PageRank tracker outperforms mean-shift tracker, co-tracker, semiboosting and beyond semiboosting trackers in terms of accuracy, robustness and stability.
Inverted rank distributions: Macroscopic statistics, universality classes, and critical exponents
Eliazar, Iddo; Cohen, Morrel H.
2014-01-01
An inverted rank distribution is an infinite sequence of positive sizes ordered in a monotone increasing fashion. Interlacing together Lorenzian and oligarchic asymptotic analyses, we establish a macroscopic classification of inverted rank distributions into five “socioeconomic” universality classes: communism, socialism, criticality, feudalism, and absolute monarchy. We further establish that: (i) communism and socialism are analogous to a “disordered phase”, feudalism and absolute monarchy are analogous to an “ordered phase”, and criticality is the “phase transition” between order and disorder; (ii) the universality classes are characterized by two critical exponents, one governing the ordered phase, and the other governing the disordered phase; (iii) communism, criticality, and absolute monarchy are characterized by sharp exponent values, and are inherently deterministic; (iv) socialism is characterized by a continuous exponent range, is inherently stochastic, and is universally governed by continuous power-law statistics; (v) feudalism is characterized by a continuous exponent range, is inherently stochastic, and is universally governed by discrete exponential statistics. The results presented in this paper yield a universal macroscopic socioeconophysical perspective of inverted rank distributions.
Stochastic resonance in models of neuronal ensembles
International Nuclear Information System (INIS)
Chialvo, D.R.; Longtin, A.; Mueller-Gerkin, J.
1997-01-01
Two recently suggested mechanisms for the neuronal encoding of sensory information involving the effect of stochastic resonance with aperiodic time-varying inputs are considered. It is shown, using theoretical arguments and numerical simulations, that the nonmonotonic behavior with increasing noise of the correlation measures used for the so-called aperiodic stochastic resonance (ASR) scenario does not rely on the cooperative effect typical of stochastic resonance in bistable and excitable systems. Rather, ASR with slowly varying signals is more properly interpreted as linearization by noise. Consequently, the broadening of the open-quotes resonance curveclose quotes in the multineuron stochastic resonance without tuning scenario can also be explained by this linearization. Computation of the input-output correlation as a function of both signal frequency and noise for the model system further reveals conditions where noise-induced firing with aperiodic inputs will benefit from stochastic resonance rather than linearization by noise. Thus, our study clarifies the tuning requirements for the optimal transduction of subthreshold aperiodic signals. It also shows that a single deterministic neuron can perform as well as a network when biased into a suprathreshold regime. Finally, we show that the inclusion of a refractory period in the spike-detection scheme produces a better correlation between instantaneous firing rate and input signal. copyright 1997 The American Physical Society
Photon correlation holography.
Naik, Dinesh N; Singh, Rakesh Kumar; Ezawa, Takahiro; Miyamoto, Yoko; Takeda, Mitsuo
2011-01-17
Unconventional holography called photon correlation holography is proposed and experimentally demonstrated. Using photon correlation, i.e. intensity correlation or fourth order correlation of optical field, a 3-D image of the object recorded in a hologram is reconstructed stochastically with illumination through a random phase screen. Two different schemes for realizing photon correlation holography are examined by numerical simulations, and the experiment was performed for one of the reconstruction schemes suitable for the experimental proof of the principle. The technique of photon correlation holography provides a new insight into how the information is embedded in the spatial as well as temporal correlation of photons in the stochastic pseudo thermal light.
Stochastic and sensitivity analysis of shape error of inflatable antenna reflectors
San, Bingbing; Yang, Qingshan; Yin, Liwei
2017-03-01
Inflatable antennas are promising candidates to realize future satellite communications and space observations since they are lightweight, low-cost and small-packaged-volume. However, due to their high flexibility, inflatable reflectors are difficult to manufacture accurately, which may result in undesirable shape errors, and thus affect their performance negatively. In this paper, the stochastic characteristics of shape errors induced during manufacturing process are investigated using Latin hypercube sampling coupled with manufacture simulations. Four main random error sources are involved, including errors in membrane thickness, errors in elastic modulus of membrane, boundary deviations and pressure variations. Using regression and correlation analysis, a global sensitivity study is conducted to rank the importance of these error sources. This global sensitivity analysis is novel in that it can take into account the random variation and the interaction between error sources. Analyses are parametrically carried out with various focal-length-to-diameter ratios (F/D) and aperture sizes (D) of reflectors to investigate their effects on significance ranking of error sources. The research reveals that RMS (Root Mean Square) of shape error is a random quantity with an exponent probability distribution and features great dispersion; with the increase of F/D and D, both mean value and standard deviation of shape errors are increased; in the proposed range, the significance ranking of error sources is independent of F/D and D; boundary deviation imposes the greatest effect with a much higher weight than the others; pressure variation ranks the second; error in thickness and elastic modulus of membrane ranks the last with very close sensitivities to pressure variation. Finally, suggestions are given for the control of the shape accuracy of reflectors and allowable values of error sources are proposed from the perspective of reliability.
Existence and density theorems for stochastic maps on commutative C*-algebras
International Nuclear Information System (INIS)
Alberti, P.M.; Uhlmann, A.
1979-06-01
Theorems are presented on the structure of stochastic and normalized positive linear maps over commutative C*-algebras. It is shown how strongly the solution of the n-tupel problem for stochastic maps relates to the fact that stochastic maps of finite rank are weakly dense within stochastic maps in case of a commutative C*-algebra. A new proof of the density theorem is given and (besides the solution of the n-tupel problem) results are derived concerning the extremal maps of certain convex subsets which are weakly dense. All stated facts suggest application in statistical physics (algebraic approach), especially concerning questions around evolution of classical systems. (author)
Characterization of tail dependence for in-degree and PageRank
Scheinhardt, Willem R.W.; Volkovich, Y.; Zwart, Bert; Avrachenkov, K.; Donato, D.; Litvak, Nelli
2009-01-01
The dependencies between power law parameters such as in-degree and PageRank, can be characterized by the so-called angular measure, a notion used in extreme value theory to describe the dependency between very large values of coordinates of a random vector. Basing on an analytical stochastic model,
Stochastic analytic regularization
International Nuclear Information System (INIS)
Alfaro, J.
1984-07-01
Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)
Instantaneous stochastic perturbation theory
International Nuclear Information System (INIS)
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.
2017-01-01
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of
Meyer, Joerg M.
2018-01-01
The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.
Universal scaling in sports ranking
International Nuclear Information System (INIS)
Deng Weibing; Li Wei; Cai Xu; Bulou, Alain; Wang Qiuping A
2012-01-01
Ranking is a ubiquitous phenomenon in human society. On the web pages of Forbes, one may find all kinds of rankings, such as the world's most powerful people, the world's richest people, the highest-earning tennis players, and so on and so forth. Herewith, we study a specific kind—sports ranking systems in which players' scores and/or prize money are accrued based on their performances in different matches. By investigating 40 data samples which span 12 different sports, we find that the distributions of scores and/or prize money follow universal power laws, with exponents nearly identical for most sports. In order to understand the origin of this universal scaling we focus on the tennis ranking systems. By checking the data we find that, for any pair of players, the probability that the higher-ranked player tops the lower-ranked opponent is proportional to the rank difference between the pair. Such a dependence can be well fitted to a sigmoidal function. By using this feature, we propose a simple toy model which can simulate the competition of players in different matches. The simulations yield results consistent with the empirical findings. Extensive simulation studies indicate that the model is quite robust with respect to the modifications of some parameters. (paper)
Stochastic quantization and gravity
International Nuclear Information System (INIS)
Rumpf, H.
1984-01-01
We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)
Greenwood, Priscilla E
2016-01-01
This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...
Stochastic Effects in Microstructure
Directory of Open Access Journals (Sweden)
Glicksman M.E.
2002-01-01
Full Text Available We are currently studying microstructural responses to diffusion-limited coarsening in two-phase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or "locales". The transition from finite system behavior to that for an infinite microstructure is established analytically. Large-scale simulations of late-stage phase coarsening dynamics show increased fluctuations with increasing volume fraction, Vv, of the mean flux entering or leaving particles of a given size class. Fluctuations about the mean flux were found to depend on the scaled particle size, R/, where R is the radius of a particle and is the radius of the dispersoid averaged over the population within the microstructure. Specifically, small (shrinking particles tend to display weak fluctuations about their mean flux, whereas particles of average, or above average size, exhibit strong fluctuations. Remarkably, even in cases of microstructures with a relatively small volume fraction (Vv ~ 10-4, the particle size distribution is broader than that for the well-known Lifshitz-Slyozov limit predicted at zero volume fraction. The simulation results reported here provide some additional surprising insights into the effect of diffusion interactions and stochastic effects during evolution of a microstructure, as it approaches its thermodynamic end-state.
Hierarchical low-rank approximation for high dimensional approximation
Nouy, Anthony
2016-01-01
Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. Such high-dimensional approximation problems naturally arise in stochastic analysis and uncertainty quantification. In many practical situations, the approximation of high-dimensional functions is made computationally tractable by using rank-structured approximations. In this talk, we present algorithms for the approximation in hierarchical tensor format using statistical methods. Sparse representations in a given tensor format are obtained with adaptive or convex relaxation methods, with a selection of parameters using crossvalidation methods.
Hierarchical low-rank approximation for high dimensional approximation
Nouy, Anthony
2016-01-07
Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. Such high-dimensional approximation problems naturally arise in stochastic analysis and uncertainty quantification. In many practical situations, the approximation of high-dimensional functions is made computationally tractable by using rank-structured approximations. In this talk, we present algorithms for the approximation in hierarchical tensor format using statistical methods. Sparse representations in a given tensor format are obtained with adaptive or convex relaxation methods, with a selection of parameters using crossvalidation methods.
International Nuclear Information System (INIS)
Frahm, K M; Shepelyansky, D L; Chepelianskii, A D
2012-01-01
We up a directed network tracing links from a given integer to its divisors and analyze the properties of the Google matrix of this network. The PageRank vector of this matrix is computed numerically and it is shown that its probability is approximately inversely proportional to the PageRank index thus being similar to the Zipf law and the dependence established for the World Wide Web. The spectrum of the Google matrix of integers is characterized by a large gap and a relatively small number of nonzero eigenvalues. A simple semi-analytical expression for the PageRank of integers is derived that allows us to find this vector for matrices of billion size. This network provides a new PageRank order of integers. (paper)
Trachomatous Scar Ranking: A Novel Outcome for Trachoma Studies.
Baldwin, Angela; Ryner, Alexander M; Tadesse, Zerihun; Shiferaw, Ayalew; Callahan, Kelly; Fry, Dionna M; Zhou, Zhaoxia; Lietman, Thomas M; Keenan, Jeremy D
2017-06-01
AbstractWe evaluated a new trachoma scarring ranking system with potential use in clinical research. The upper right tarsal conjunctivas of 427 individuals from Ethiopian villages with hyperendemic trachoma were photographed. An expert grader first assigned a scar grade to each photograph using the 1981 World Health Organization (WHO) grading system. Then, all photographs were ranked from least (rank = 1) to most scarring (rank = 427). Photographic grading found 79 (18.5%) conjunctivae without scarring (C0), 191 (44.7%) with minimal scarring (C1), 105 (24.6%) with moderate scarring (C2), and 52 (12.2%) with severe scarring (C3). The ranking method demonstrated good internal validity, exhibiting a monotonic increase in the median rank across the levels of the 1981 WHO grading system. Intrarater repeatability was better for the ranking method (intraclass correlation coefficient = 0.84, 95% CI = 0.74-0.94). Exhibiting better internal and external validity, this ranking method may be useful for evaluating the difference in scarring between groups of individuals.
Freudenthal ranks: GHZ versus W
International Nuclear Information System (INIS)
Borsten, L
2013-01-01
The Hilbert space of three-qubit pure states may be identified with a Freudenthal triple system. Every state has an unique Freudenthal rank ranging from 1 to 4, which is determined by a set of automorphism group covariants. It is shown here that the optimal success rates for winning a three-player non-local game, varying over all local strategies, are strictly ordered by the Freudenthal rank of the shared three-qubit resource. (paper)
Ranking Queries on Uncertain Data
Hua, Ming
2011-01-01
Uncertain data is inherent in many important applications, such as environmental surveillance, market analysis, and quantitative economics research. Due to the importance of those applications and rapidly increasing amounts of uncertain data collected and accumulated, analyzing large collections of uncertain data has become an important task. Ranking queries (also known as top-k queries) are often natural and useful in analyzing uncertain data. Ranking Queries on Uncertain Data discusses the motivations/applications, challenging problems, the fundamental principles, and the evaluation algorith
Spectral representation in stochastic quantization
International Nuclear Information System (INIS)
Nakazato, Hiromichi.
1988-10-01
A spectral representation of stationary 2-point functions is investigated based on the operator formalism in stochastic quantization. Assuming the existence of asymptotic non-interacting fields, we can diagonalize the total Hamiltonian in terms of asymptotic fields and show that the correlation length along the fictious time is proportional to the physical mass expected in the usual field theory. A relation between renormalization factors in the operator formalism is derived as a byproduct and its validity is checked with the perturbative results calculated in this formalism. (orig.)
Ranking in evolving complex networks
Liao, Hao; Mariani, Manuel Sebastian; Medo, Matúš; Zhang, Yi-Cheng; Zhou, Ming-Yang
2017-05-01
Complex networks have emerged as a simple yet powerful framework to represent and analyze a wide range of complex systems. The problem of ranking the nodes and the edges in complex networks is critical for a broad range of real-world problems because it affects how we access online information and products, how success and talent are evaluated in human activities, and how scarce resources are allocated by companies and policymakers, among others. This calls for a deep understanding of how existing ranking algorithms perform, and which are their possible biases that may impair their effectiveness. Many popular ranking algorithms (such as Google's PageRank) are static in nature and, as a consequence, they exhibit important shortcomings when applied to real networks that rapidly evolve in time. At the same time, recent advances in the understanding and modeling of evolving networks have enabled the development of a wide and diverse range of ranking algorithms that take the temporal dimension into account. The aim of this review is to survey the existing ranking algorithms, both static and time-aware, and their applications to evolving networks. We emphasize both the impact of network evolution on well-established static algorithms and the benefits from including the temporal dimension for tasks such as prediction of network traffic, prediction of future links, and identification of significant nodes.
Effect of harmonic rank on the streaming of complex tones
DEFF Research Database (Denmark)
Madsen, Sara Miay Kim; Dau, Torsten; Moore, Brian C.J.
2015-01-01
The effect of the rank of the harmonics on sequential stream segregation of complex tones was investigated for normal-hearing participants with no musical training. It was hypothesized that stream segregation would be greater for tones with high pitch salience, as assessed by fundamental frequency....... There was a significant trend for less stream segregation with increasing harmonic rank. The amount of stream segregation was inversely correlated with the f0 difference limens, consistent with the hypothesis....
Stochastic congestion management in power markets using efficient scenario approaches
International Nuclear Information System (INIS)
Esmaili, Masoud; Amjady, Nima; Shayanfar, Heidar Ali
2010-01-01
Congestion management in electricity markets is traditionally performed using deterministic values of system parameters assuming a fixed network configuration. In this paper, a stochastic programming framework is proposed for congestion management considering the power system uncertainties comprising outage of generating units and transmission branches. The Forced Outage Rate of equipment is employed in the stochastic programming. Using the Monte Carlo simulation, possible scenarios of power system operating states are generated and a probability is assigned to each scenario. The performance of the ordinary as well as Lattice rank-1 and rank-2 Monte Carlo simulations is evaluated in the proposed congestion management framework. As a tradeoff between computation time and accuracy, scenario reduction based on the standard deviation of accepted scenarios is adopted. The stochastic congestion management solution is obtained by aggregating individual solutions of accepted scenarios. Congestion management using the proposed stochastic framework provides a more realistic solution compared with traditional deterministic solutions. Results of testing the proposed stochastic congestion management on the 24-bus reliability test system indicate the efficiency of the proposed framework.
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
RANK and RANK ligand expression in primary human osteosarcoma
Directory of Open Access Journals (Sweden)
Daniel Branstetter
2015-09-01
Our results demonstrate RANKL expression was observed in the tumor element in 68% of human OS using IHC. However, the staining intensity was relatively low and only 37% (29/79 of samples exhibited≥10% RANKL positive tumor cells. RANK expression was not observed in OS tumor cells. In contrast, RANK expression was clearly observed in other cells within OS samples, including the myeloid osteoclast precursor compartment, osteoclasts and in giant osteoclast cells. The intensity and frequency of RANKL and RANK staining in OS samples were substantially less than that observed in GCTB samples. The observation that RANKL is expressed in OS cells themselves suggests that these tumors may mediate an osteoclastic response, and anti-RANKL therapy may potentially be protective against bone pathologies in OS. However, the absence of RANK expression in primary human OS cells suggests that any autocrine RANKL/RANK signaling in human OS tumor cells is not operative, and anti-RANKL therapy would not directly affect the tumor.
From stochastic completion fields to tensor voting
Almsick, van M.A.; Duits, R.; Franken, E.M.; Haar Romenij, ter B.M.; Olsen, O.F.; Florack, L.M.J.; Kuijper, A.
2005-01-01
Several image processing algorithms imitate the lateral interaction of neurons in the visual striate cortex V1 to account for the correlations along contours and lines. Here we focus on two methodologies: tensor voting by Guy and Medioni, and stochastic completion fields by Mumford, Williams and
Stochastic resonance in a stochastic bistable system with additive noises and square–wave signal
International Nuclear Information System (INIS)
Feng, Guo; Xiang-Dong, Luo; Shao-Fu, Li; Yu-Rong, Zhou
2010-01-01
This paper considers the stochastic resonance in a stochastic bistable system driven by a periodic square-wave signal and a static force as well as by additive white noise and dichotomous noise from the viewpoint of signal-to-noise ratio. It finds that the signal-to-noise ratio appears as stochastic resonance behaviour when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as a function of the system parameters, or as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise on the signal-to-noise ratio is investigated. (general)
Energy losses (gains) of massive coloured particles in stochastic colour medium
International Nuclear Information System (INIS)
Leonidov, A.; Rossijskaya Akademiya Nauk, Moscow
1995-01-01
The propagation of massive coloured particles in stochastic background chromoelectric field is studied using the semiclassical equations of motion. Depending on the nature of the stochastic background we obtain the formulae for the energy losses of heavy coloured projectile in nonperturbative hadronic medium and for the energy gains in the stochastic field present, e.g., in the turbulent plasma. The result appears to be significantly dependent on the form of the correlation function of stochastic external field. (orig.)
Application of Stochastic Partial Differential Equations to Reservoir Property Modelling
Potsepaev, R.; Farmer, C.L.
2010-01-01
in parametric space. In order to sample in physical space we introduce a stochastic elliptic PDE with tensor coefficients, where the tensor is related to correlation anisotropy and its variation is physical space.
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Introduction to stochastic calculus
Karandikar, Rajeeva L
2018-01-01
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
Ranking species in mutualistic networks
Domínguez-García, Virginia; Muñoz, Miguel A.
2015-02-01
Understanding the architectural subtleties of ecological networks, believed to confer them enhanced stability and robustness, is a subject of outmost relevance. Mutualistic interactions have been profusely studied and their corresponding bipartite networks, such as plant-pollinator networks, have been reported to exhibit a characteristic ``nested'' structure. Assessing the importance of any given species in mutualistic networks is a key task when evaluating extinction risks and possible cascade effects. Inspired in a recently introduced algorithm -similar in spirit to Google's PageRank but with a built-in non-linearity- here we propose a method which -by exploiting their nested architecture- allows us to derive a sound ranking of species importance in mutualistic networks. This method clearly outperforms other existing ranking schemes and can become very useful for ecosystem management and biodiversity preservation, where decisions on what aspects of ecosystems to explicitly protect need to be made.
Ranking Theory and Conditional Reasoning.
Skovgaard-Olsen, Niels
2016-05-01
Ranking theory is a formal epistemology that has been developed in over 600 pages in Spohn's recent book The Laws of Belief, which aims to provide a normative account of the dynamics of beliefs that presents an alternative to current probabilistic approaches. It has long been received in the AI community, but it has not yet found application in experimental psychology. The purpose of this paper is to derive clear, quantitative predictions by exploiting a parallel between ranking theory and a statistical model called logistic regression. This approach is illustrated by the development of a model for the conditional inference task using Spohn's (2013) ranking theoretic approach to conditionals. Copyright © 2015 Cognitive Science Society, Inc.
Subtracting a best rank-1 approximation may increase tensor rank
Stegeman, Alwin; Comon, Pierre
2010-01-01
It has been shown that a best rank-R approximation of an order-k tensor may not exist when R >= 2 and k >= 3. This poses a serious problem to data analysts using tensor decompositions it has been observed numerically that, generally, this issue cannot be solved by consecutively computing and
Consistent ranking of volatility models
DEFF Research Database (Denmark)
Hansen, Peter Reinhard; Lunde, Asger
2006-01-01
We show that the empirical ranking of volatility models can be inconsistent for the true ranking if the evaluation is based on a proxy for the population measure of volatility. For example, the substitution of a squared return for the conditional variance in the evaluation of ARCH-type models can...... variance in out-of-sample evaluations rather than the squared return. We derive the theoretical results in a general framework that is not specific to the comparison of volatility models. Similar problems can arise in comparisons of forecasting models whenever the predicted variable is a latent variable....
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2004-01-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein-Langevin equation, which has in addition sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bi-tensor which describes the fluctuations of quantum matter fields in curved spacetimes. In the first part, we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open systems concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise, and decoherence. We then focus on the properties of the stress-energy bi-tensor. We obtain a general expression for the noise kernel of a quantum field defined at two distinct points in an arbitrary curved spacetime as products of covariant derivatives of the quantum field's Green function. In the second part, we describe three applications of stochastic gravity theory. First, we consider metric perturbations in a Minkowski spacetime. We offer an analytical solution of the Einstein-Langevin equation and compute the two-point correlation functions for the linearized Einstein tensor and for the metric perturbations. Second, we discuss structure formation from the stochastic gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, we discuss the backreaction
Stochastic Capsule Endoscopy Image Enhancement
Directory of Open Access Journals (Sweden)
Ahmed Mohammed
2018-06-01
Full Text Available Capsule endoscopy, which uses a wireless camera to take images of the digestive tract, is emerging as an alternative to traditional colonoscopy. The diagnostic values of these images depend on the quality of revealed underlying tissue surfaces. In this paper, we consider the problem of enhancing the visibility of detail and shadowed tissue surfaces for capsule endoscopy images. Using concentric circles at each pixel for random walks combined with stochastic sampling, the proposed method enhances the details of vessel and tissue surfaces. The framework decomposes the image into two detailed layers that contain shadowed tissue surfaces and detail features. The target pixel value is recalculated for the smooth layer using similarity of the target pixel to neighboring pixels by weighting against the total gradient variation and intensity differences. In order to evaluate the diagnostic image quality of the proposed method, we used clinical subjective evaluation with a rank order on selected KID image database and compared it to state-of-the-art enhancement methods. The result showed that the proposed method provides a better result in terms of diagnostic image quality and objective quality contrast metrics and structural similarity index.
Let Us Rank Journalism Programs
Weber, Joseph
2014-01-01
Unlike law, business, and medical schools, as well as universities in general, journalism schools and journalism programs have rarely been ranked. Publishers such as "U.S. News & World Report," "Forbes," "Bloomberg Businessweek," and "Washington Monthly" do not pay them much mind. What is the best…
On Rank Driven Dynamical Systems
Veerman, J. J. P.; Prieto, F. J.
2014-08-01
We investigate a class of models related to the Bak-Sneppen (BS) model, initially proposed to study evolution. The BS model is extremely simple and yet captures some forms of "complex behavior" such as self-organized criticality that is often observed in physical and biological systems. In this model, random fitnesses in are associated to agents located at the vertices of a graph . Their fitnesses are ranked from worst (0) to best (1). At every time-step the agent with the worst fitness and some others with a priori given rank probabilities are replaced by new agents with random fitnesses. We consider two cases: The exogenous case where the new fitnesses are taken from an a priori fixed distribution, and the endogenous case where the new fitnesses are taken from the current distribution as it evolves. We approximate the dynamics by making a simplifying independence assumption. We use Order Statistics and Dynamical Systems to define a rank-driven dynamical system that approximates the evolution of the distribution of the fitnesses in these rank-driven models, as well as in the BS model. For this simplified model we can find the limiting marginal distribution as a function of the initial conditions. Agreement with experimental results of the BS model is excellent.
African Journals Online (AJOL)
maths/stats
... GAUSS SEIDEL'S. NUMERICAL ALGORITHMS IN PAGE RANK ANALYSIS. ... The convergence is guaranteed, if the absolute value of the largest eigen ... improved Gauss-Seidel iteration algorithm, based on the decomposition. U. L. D. M. +. +. = ..... This corresponds to determine the eigen vector of T with eigen value 1.
The interpolation method of stochastic functions and the stochastic variational principle
International Nuclear Information System (INIS)
Liu Xianbin; Chen Qiu
1993-01-01
Uncertainties have been attaching more importance to increasingly in modern engineering structural design. Viewed on an appropriate scale, the inherent physical attributes (material properties) of many structural systems always exhibit some patterns of random variation in space and time, generally the random variation shows a small parameter fluctuation. For a linear mechanical system, the random variation is modeled as a random one of a linear partial differential operator and, in stochastic finite element method, a random variation of a stiffness matrix. Besides the stochasticity of the structural physical properties, the influences of random loads which always represent themselves as the random boundary conditions bring about much more complexities in structural analysis. Now the stochastic finite element method or the probabilistic finite element method is used to study the structural systems with random physical parameters, whether or not the loads are random. Differing from the general finite element theory, the main difficulty which the stochastic finite element method faces is the inverse operation of stochastic operators and stochastic matrices, since the inverse operators and the inverse matrices are statistically correlated to the random parameters and random loads. So far, many efforts have been made to obtain the reasonably approximate expressions of the inverse operators and inverse matrices, such as Perturbation Method, Neumann Expansion Method, Galerkin Method (in appropriate Hilbert Spaces defined for random functions), Orthogonal Expansion Method. Among these methods, Perturbation Method appear to be the most available. The advantage of these methods is that the fairly accurate response statistics can be obtained under the condition of the finite information of the input. However, the second-order statistics obtained by use of Perturbation Method and Neumann Expansion Method are not always the appropriate ones, because the relevant second
Multiple graph regularized protein domain ranking
Wang, Jim Jing-Yan
2012-11-19
Background: Protein domain ranking is a fundamental task in structural biology. Most protein domain ranking methods rely on the pairwise comparison of protein domains while neglecting the global manifold structure of the protein domain database. Recently, graph regularized ranking that exploits the global structure of the graph defined by the pairwise similarities has been proposed. However, the existing graph regularized ranking methods are very sensitive to the choice of the graph model and parameters, and this remains a difficult problem for most of the protein domain ranking methods.Results: To tackle this problem, we have developed the Multiple Graph regularized Ranking algorithm, MultiG-Rank. Instead of using a single graph to regularize the ranking scores, MultiG-Rank approximates the intrinsic manifold of protein domain distribution by combining multiple initial graphs for the regularization. Graph weights are learned with ranking scores jointly and automatically, by alternately minimizing an objective function in an iterative algorithm. Experimental results on a subset of the ASTRAL SCOP protein domain database demonstrate that MultiG-Rank achieves a better ranking performance than single graph regularized ranking methods and pairwise similarity based ranking methods.Conclusion: The problem of graph model and parameter selection in graph regularized protein domain ranking can be solved effectively by combining multiple graphs. This aspect of generalization introduces a new frontier in applying multiple graphs to solving protein domain ranking applications. 2012 Wang et al; licensee BioMed Central Ltd.
Multiple graph regularized protein domain ranking
Wang, Jim Jing-Yan; Bensmail, Halima; Gao, Xin
2012-01-01
Background: Protein domain ranking is a fundamental task in structural biology. Most protein domain ranking methods rely on the pairwise comparison of protein domains while neglecting the global manifold structure of the protein domain database. Recently, graph regularized ranking that exploits the global structure of the graph defined by the pairwise similarities has been proposed. However, the existing graph regularized ranking methods are very sensitive to the choice of the graph model and parameters, and this remains a difficult problem for most of the protein domain ranking methods.Results: To tackle this problem, we have developed the Multiple Graph regularized Ranking algorithm, MultiG-Rank. Instead of using a single graph to regularize the ranking scores, MultiG-Rank approximates the intrinsic manifold of protein domain distribution by combining multiple initial graphs for the regularization. Graph weights are learned with ranking scores jointly and automatically, by alternately minimizing an objective function in an iterative algorithm. Experimental results on a subset of the ASTRAL SCOP protein domain database demonstrate that MultiG-Rank achieves a better ranking performance than single graph regularized ranking methods and pairwise similarity based ranking methods.Conclusion: The problem of graph model and parameter selection in graph regularized protein domain ranking can be solved effectively by combining multiple graphs. This aspect of generalization introduces a new frontier in applying multiple graphs to solving protein domain ranking applications. 2012 Wang et al; licensee BioMed Central Ltd.
14 CFR 1214.1105 - Final ranking.
2010-01-01
... 14 Aeronautics and Space 5 2010-01-01 2010-01-01 false Final ranking. 1214.1105 Section 1214.1105... Recruitment and Selection Program § 1214.1105 Final ranking. Final rankings will be based on a combination of... preference will be included in this final ranking in accordance with applicable regulations. ...
Multiple graph regularized protein domain ranking.
Wang, Jim Jing-Yan; Bensmail, Halima; Gao, Xin
2012-11-19
Protein domain ranking is a fundamental task in structural biology. Most protein domain ranking methods rely on the pairwise comparison of protein domains while neglecting the global manifold structure of the protein domain database. Recently, graph regularized ranking that exploits the global structure of the graph defined by the pairwise similarities has been proposed. However, the existing graph regularized ranking methods are very sensitive to the choice of the graph model and parameters, and this remains a difficult problem for most of the protein domain ranking methods. To tackle this problem, we have developed the Multiple Graph regularized Ranking algorithm, MultiG-Rank. Instead of using a single graph to regularize the ranking scores, MultiG-Rank approximates the intrinsic manifold of protein domain distribution by combining multiple initial graphs for the regularization. Graph weights are learned with ranking scores jointly and automatically, by alternately minimizing an objective function in an iterative algorithm. Experimental results on a subset of the ASTRAL SCOP protein domain database demonstrate that MultiG-Rank achieves a better ranking performance than single graph regularized ranking methods and pairwise similarity based ranking methods. The problem of graph model and parameter selection in graph regularized protein domain ranking can be solved effectively by combining multiple graphs. This aspect of generalization introduces a new frontier in applying multiple graphs to solving protein domain ranking applications.
Multiple graph regularized protein domain ranking
Directory of Open Access Journals (Sweden)
Wang Jim
2012-11-01
Full Text Available Abstract Background Protein domain ranking is a fundamental task in structural biology. Most protein domain ranking methods rely on the pairwise comparison of protein domains while neglecting the global manifold structure of the protein domain database. Recently, graph regularized ranking that exploits the global structure of the graph defined by the pairwise similarities has been proposed. However, the existing graph regularized ranking methods are very sensitive to the choice of the graph model and parameters, and this remains a difficult problem for most of the protein domain ranking methods. Results To tackle this problem, we have developed the Multiple Graph regularized Ranking algorithm, MultiG-Rank. Instead of using a single graph to regularize the ranking scores, MultiG-Rank approximates the intrinsic manifold of protein domain distribution by combining multiple initial graphs for the regularization. Graph weights are learned with ranking scores jointly and automatically, by alternately minimizing an objective function in an iterative algorithm. Experimental results on a subset of the ASTRAL SCOP protein domain database demonstrate that MultiG-Rank achieves a better ranking performance than single graph regularized ranking methods and pairwise similarity based ranking methods. Conclusion The problem of graph model and parameter selection in graph regularized protein domain ranking can be solved effectively by combining multiple graphs. This aspect of generalization introduces a new frontier in applying multiple graphs to solving protein domain ranking applications.
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.; Thieberger, R.
1998-01-01
Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption
A Survey on PageRank Computing
Berkhin, Pavel
2005-01-01
This survey reviews the research related to PageRank computing. Components of a PageRank vector serve as authority weights for web pages independent of their textual content, solely based on the hyperlink structure of the web. PageRank is typically used as a web search ranking component. This defines the importance of the model and the data structures that underly PageRank processing. Computing even a single PageRank is a difficult computational task. Computing many PageRanks is a much mor...
Stochastic dominance for law invariant preferences: The happy story of elliptical distributions
Matteo Del Vigna
2012-01-01
We study the connections between stochastic dominance and law invariant preferences. Whenever the functional that represents preferences depends only on the law of the random variable, we shall look for conditions that imply a ranking of distributions. In analogy with the Expected Utility paradigm, we prove that functional dominance leads to first order stochastic dominance. We analyze in details the case of Dual Theory of Choice and Cumulative Prospect Theory, including all its distinctive f...
Time evolution of Wikipedia network ranking
Eom, Young-Ho; Frahm, Klaus M.; Benczúr, András; Shepelyansky, Dima L.
2013-12-01
We study the time evolution of ranking and spectral properties of the Google matrix of English Wikipedia hyperlink network during years 2003-2011. The statistical properties of ranking of Wikipedia articles via PageRank and CheiRank probabilities, as well as the matrix spectrum, are shown to be stabilized for 2007-2011. A special emphasis is done on ranking of Wikipedia personalities and universities. We show that PageRank selection is dominated by politicians while 2DRank, which combines PageRank and CheiRank, gives more accent on personalities of arts. The Wikipedia PageRank of universities recovers 80% of top universities of Shanghai ranking during the considered time period.
Stochastic goal-oriented error estimation with memory
Ackmann, Jan; Marotzke, Jochem; Korn, Peter
2017-11-01
We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Maximal stochastic transport in the Lorenz equations
Energy Technology Data Exchange (ETDEWEB)
Agarwal, Sahil, E-mail: sahil.agarwal@yale.edu [Program in Applied Mathematics, Yale University, New Haven (United States); Wettlaufer, J.S., E-mail: john.wettlaufer@yale.edu [Program in Applied Mathematics, Yale University, New Haven (United States); Departments of Geology & Geophysics, Mathematics and Physics, Yale University, New Haven (United States); Mathematical Institute, University of Oxford, Oxford (United Kingdom); Nordita, Royal Institute of Technology and Stockholm University, Stockholm (Sweden)
2016-01-08
We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh–Bénard convection the upper bounds are for heat transport versus Rayleigh number. As might be expected, the stochastic upper bounds are larger than the deterministic counterpart of Souza and Doering [1], but their variation with noise amplitude exhibits interesting behavior. Below the transition to chaotic dynamics the upper bounds increase monotonically with noise amplitude. However, in the chaotic regime this monotonicity depends on the number of realizations in the ensemble; at a particular Rayleigh number the bound may increase or decrease with noise amplitude. The origin of this behavior is the coupling between the noise and unstable periodic orbits, the degree of which depends on the degree to which the ensemble represents the ergodic set. This is confirmed by examining the close returns plots of the full solutions to the stochastic equations and the numerical convergence of the noise correlations. The numerical convergence of both the ensemble and time averages of the noise correlations is sufficiently slow that it is the limiting aspect of the realization of these bounds. Finally, we note that the full solutions of the stochastic equations demonstrate that the effect of noise is equivalent to the effect of chaos.
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Sensory optimization by stochastic tuning.
Jurica, Peter; Gepshtein, Sergei; Tyukin, Ivan; van Leeuwen, Cees
2013-10-01
Individually, visual neurons are each selective for several aspects of stimulation, such as stimulus location, frequency content, and speed. Collectively, the neurons implement the visual system's preferential sensitivity to some stimuli over others, manifested in behavioral sensitivity functions. We ask how the individual neurons are coordinated to optimize visual sensitivity. We model synaptic plasticity in a generic neural circuit and find that stochastic changes in strengths of synaptic connections entail fluctuations in parameters of neural receptive fields. The fluctuations correlate with uncertainty of sensory measurement in individual neurons: The higher the uncertainty the larger the amplitude of fluctuation. We show that this simple relationship is sufficient for the stochastic fluctuations to steer sensitivities of neurons toward a characteristic distribution, from which follows a sensitivity function observed in human psychophysics and which is predicted by a theory of optimal allocation of receptive fields. The optimal allocation arises in our simulations without supervision or feedback about system performance and independently of coupling between neurons, making the system highly adaptive and sensitive to prevailing stimulation. PsycINFO Database Record (c) 2013 APA, all rights reserved.
RAYLEIGH SCATTERING MODELS WITH CORRELATION INTEGRAL
Directory of Open Access Journals (Sweden)
S. F. Kolomiets
2014-01-01
Full Text Available This article offers one of possible approaches to the use of the classical correlation concept in Rayleigh scattering models. Classical correlation in contrast to three types of correlations corresponding to stochastic point flows opens the door to the efficient explanation of the interaction between periodical structure of incident radiation and discreet stochastic structure of distributed scatters typical for Rayleigh problems.
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Stochastic quantisation: theme and variation
International Nuclear Information System (INIS)
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
Minkowski metrics in creating universal ranking algorithms
Directory of Open Access Journals (Sweden)
Andrzej Ameljańczyk
2014-06-01
Full Text Available The paper presents a general procedure for creating the rankings of a set of objects, while the relation of preference based on any ranking function. The analysis was possible to use the ranking functions began by showing the fundamental drawbacks of commonly used functions in the form of a weighted sum. As a special case of the ranking procedure in the space of a relation, the procedure based on the notion of an ideal element and generalized Minkowski distance from the element was proposed. This procedure, presented as universal ranking algorithm, eliminates most of the disadvantages of ranking functions in the form of a weighted sum.[b]Keywords[/b]: ranking functions, preference relation, ranking clusters, categories, ideal point, universal ranking algorithm
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
Low rank magnetic resonance fingerprinting.
Mazor, Gal; Weizman, Lior; Tal, Assaf; Eldar, Yonina C
2016-08-01
Magnetic Resonance Fingerprinting (MRF) is a relatively new approach that provides quantitative MRI using randomized acquisition. Extraction of physical quantitative tissue values is preformed off-line, based on acquisition with varying parameters and a dictionary generated according to the Bloch equations. MRF uses hundreds of radio frequency (RF) excitation pulses for acquisition, and therefore high under-sampling ratio in the sampling domain (k-space) is required. This under-sampling causes spatial artifacts that hamper the ability to accurately estimate the quantitative tissue values. In this work, we introduce a new approach for quantitative MRI using MRF, called Low Rank MRF. We exploit the low rank property of the temporal domain, on top of the well-known sparsity of the MRF signal in the generated dictionary domain. We present an iterative scheme that consists of a gradient step followed by a low rank projection using the singular value decomposition. Experiments on real MRI data demonstrate superior results compared to conventional implementation of compressed sensing for MRF at 15% sampling ratio.
Ranking Support Vector Machine with Kernel Approximation
Directory of Open Access Journals (Sweden)
Kai Chen
2017-01-01
Full Text Available Learning to rank algorithm has become important in recent years due to its successful application in information retrieval, recommender system, and computational biology, and so forth. Ranking support vector machine (RankSVM is one of the state-of-art ranking models and has been favorably used. Nonlinear RankSVM (RankSVM with nonlinear kernels can give higher accuracy than linear RankSVM (RankSVM with a linear kernel for complex nonlinear ranking problem. However, the learning methods for nonlinear RankSVM are still time-consuming because of the calculation of kernel matrix. In this paper, we propose a fast ranking algorithm based on kernel approximation to avoid computing the kernel matrix. We explore two types of kernel approximation methods, namely, the Nyström method and random Fourier features. Primal truncated Newton method is used to optimize the pairwise L2-loss (squared Hinge-loss objective function of the ranking model after the nonlinear kernel approximation. Experimental results demonstrate that our proposed method gets a much faster training speed than kernel RankSVM and achieves comparable or better performance over state-of-the-art ranking algorithms.
Ranking Support Vector Machine with Kernel Approximation.
Chen, Kai; Li, Rongchun; Dou, Yong; Liang, Zhengfa; Lv, Qi
2017-01-01
Learning to rank algorithm has become important in recent years due to its successful application in information retrieval, recommender system, and computational biology, and so forth. Ranking support vector machine (RankSVM) is one of the state-of-art ranking models and has been favorably used. Nonlinear RankSVM (RankSVM with nonlinear kernels) can give higher accuracy than linear RankSVM (RankSVM with a linear kernel) for complex nonlinear ranking problem. However, the learning methods for nonlinear RankSVM are still time-consuming because of the calculation of kernel matrix. In this paper, we propose a fast ranking algorithm based on kernel approximation to avoid computing the kernel matrix. We explore two types of kernel approximation methods, namely, the Nyström method and random Fourier features. Primal truncated Newton method is used to optimize the pairwise L2-loss (squared Hinge-loss) objective function of the ranking model after the nonlinear kernel approximation. Experimental results demonstrate that our proposed method gets a much faster training speed than kernel RankSVM and achieves comparable or better performance over state-of-the-art ranking algorithms.
Factors influencing lysis time stochasticity in bacteriophage λ
Directory of Open Access Journals (Sweden)
Dennehy John J
2011-08-01
Full Text Available Abstract Background Despite identical genotypes and seemingly uniform environments, stochastic gene expression and other dynamic intracellular processes can produce considerable phenotypic diversity within clonal microbes. One trait that provides a good model to explore the molecular basis of stochastic variation is the timing of host lysis by bacteriophage (phage. Results Individual lysis events of thermally-inducible λ lysogens were observed using a temperature-controlled perfusion chamber mounted on an inverted microscope. Both mean lysis time (MLT and its associated standard deviation (SD were estimated. Using the SD as a measure of lysis time stochasticity, we showed that lysogenic cells in controlled environments varied widely in lysis times, and that the level of lysis time stochasticity depended on allelic variation in the holin sequence, late promoter (pR' activity, and host growth rate. In general, the MLT was positively correlated with the SD. Both lower pR' activities and lower host growth rates resulted in larger SDs. Results from premature lysis, induced by adding KCN at different time points after lysogen induction, showed a negative correlation between the timing of KCN addition and lysis time stochasticity. Conclusions Taken together with results published by others, we conclude that a large fraction of λ lysis time stochasticity is the result of random events following the expression and diffusion of the holin protein. Consequently, factors influencing the timing of reaching critical holin concentrations in the cell membrane, such as holin production rate, strongly influence the mean lysis time and the lysis time stochasticity.
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
Fitting PAC spectra with stochastic models: PolyPacFit
Energy Technology Data Exchange (ETDEWEB)
Zacate, M. O., E-mail: zacatem1@nku.edu [Northern Kentucky University, Department of Physics and Geology (United States); Evenson, W. E. [Utah Valley University, College of Science and Health (United States); Newhouse, R.; Collins, G. S. [Washington State University, Department of Physics and Astronomy (United States)
2010-04-15
PolyPacFit is an advanced fitting program for time-differential perturbed angular correlation (PAC) spectroscopy. It incorporates stochastic models and provides robust options for customization of fits. Notable features of the program include platform independence and support for (1) fits to stochastic models of hyperfine interactions, (2) user-defined constraints among model parameters, (3) fits to multiple spectra simultaneously, and (4) any spin nuclear probe.
SibRank: Signed bipartite network analysis for neighbor-based collaborative ranking
Shams, Bita; Haratizadeh, Saman
2016-09-01
Collaborative ranking is an emerging field of recommender systems that utilizes users' preference data rather than rating values. Unfortunately, neighbor-based collaborative ranking has gained little attention despite its more flexibility and justifiability. This paper proposes a novel framework, called SibRank that seeks to improve the state of the art neighbor-based collaborative ranking methods. SibRank represents users' preferences as a signed bipartite network, and finds similar users, through a novel personalized ranking algorithm in signed networks.
The ISI distribution of the stochastic Hodgkin-Huxley neuron.
Rowat, Peter F; Greenwood, Priscilla E
2014-01-01
The simulation of ion-channel noise has an important role in computational neuroscience. In recent years several approximate methods of carrying out this simulation have been published, based on stochastic differential equations, and all giving slightly different results. The obvious, and essential, question is: which method is the most accurate and which is most computationally efficient? Here we make a contribution to the answer. We compare interspike interval histograms from simulated data using four different approximate stochastic differential equation (SDE) models of the stochastic Hodgkin-Huxley neuron, as well as the exact Markov chain model simulated by the Gillespie algorithm. One of the recent SDE models is the same as the Kurtz approximation first published in 1978. All the models considered give similar ISI histograms over a wide range of deterministic and stochastic input. Three features of these histograms are an initial peak, followed by one or more bumps, and then an exponential tail. We explore how these features depend on deterministic input and on level of channel noise, and explain the results using the stochastic dynamics of the model. We conclude with a rough ranking of the four SDE models with respect to the similarity of their ISI histograms to the histogram of the exact Markov chain model.
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Motif discovery in ranked lists of sequences
DEFF Research Database (Denmark)
Nielsen, Morten Muhlig; Tataru, Paula; Madsen, Tobias
2016-01-01
Motif analysis has long been an important method to characterize biological functionality and the current growth of sequencing-based genomics experiments further extends its potential. These diverse experiments often generate sequence lists ranked by some functional property. There is therefore...... advantage of the regular expression feature, including enrichments for combinations of different microRNA seed sites. The method is implemented and made publicly available as an R package and supports high parallelization on multi-core machinery....... a growing need for motif analysis methods that can exploit this coupled data structure and be tailored for specific biological questions. Here, we present an exploratory motif analysis tool, Regmex (REGular expression Motif EXplorer), which offers several methods to evaluate the correlation of motifs...
Rank Two Affine Manifolds in Genus 3
Aulicino, David; Nguyen, Duc-Manh
2016-01-01
We complete the classification of rank two affine manifolds in the moduli space of translation surfaces in genus three. Combined with a recent result of Mirzakhani and Wright, this completes the classification of higher rank affine manifolds in genus three.
Zeolite facies and regional rank of bituminous coals
Energy Technology Data Exchange (ETDEWEB)
Kisch, H J
1966-01-01
The author has correlated diagnostic analcime-, heulandite-, and laumontite-bearing mineral assemblages from four areas in the Upper Carboniferous and the Permian of New South Wales with the rank of the associated coals, represented by the carbon content of vitrinite. The results show that lowest-grade regional metamorphism of the zeolite facies reflects at least in part the same physical conditions of metamorphism as the increase in degree of coalification (rank) in the bituminous coal range. Degree of coalification is probably independent of partial pressures of H/sub 2/O and CO/sub 2/: it is controlled mainly by maximum depth of burial, its duration, and the geothermal gradient.
The Privilege of Ranking: Google Plays Ball.
Wiggins, Richard
2003-01-01
Discussion of ranking systems used in various settings, including college football and academic admissions, focuses on the Google search engine. Explains the PageRank mathematical formula that scores Web pages by connecting the number of links; limitations, including authenticity and accuracy of ranked Web pages; relevancy; adjusting algorithms;…
A Comprehensive Analysis of Marketing Journal Rankings
Steward, Michelle D.; Lewis, Bruce R.
2010-01-01
The purpose of this study is to offer a comprehensive assessment of journal standings in Marketing from two perspectives. The discipline perspective of rankings is obtained from a collection of published journal ranking studies during the past 15 years. The studies in the published ranking stream are assessed for reliability by examining internal…
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Hydrological modeling using a multi-site stochastic weather generator
Weather data is usually required at several locations over a large watershed, especially when using distributed models for hydrological simulations. In many applications, spatially correlated weather data can be provided by a multi-site stochastic weather generator which considers the spatial correl...
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Multivariate moment closure techniques for stochastic kinetic models
International Nuclear Information System (INIS)
Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.
2015-01-01
Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs
Multivariate moment closure techniques for stochastic kinetic models
Energy Technology Data Exchange (ETDEWEB)
Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)
2015-09-07
Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
Stochastic hyperfine interactions modeling library
Zacate, Matthew O.; Evenson, William E.
2011-04-01
The stochastic hyperfine interactions modeling library (SHIML) provides a set of routines to assist in the development and application of stochastic models of hyperfine interactions. The library provides routines written in the C programming language that (1) read a text description of a model for fluctuating hyperfine fields, (2) set up the Blume matrix, upon which the evolution operator of the system depends, and (3) find the eigenvalues and eigenvectors of the Blume matrix so that theoretical spectra of experimental techniques that measure hyperfine interactions can be calculated. The optimized vector and matrix operations of the BLAS and LAPACK libraries are utilized; however, there was a need to develop supplementary code to find an orthonormal set of (left and right) eigenvectors of complex, non-Hermitian matrices. In addition, example code is provided to illustrate the use of SHIML to generate perturbed angular correlation spectra for the special case of polycrystalline samples when anisotropy terms of higher order than A can be neglected. Program summaryProgram title: SHIML Catalogue identifier: AEIF_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIF_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU GPL 3 No. of lines in distributed program, including test data, etc.: 8224 No. of bytes in distributed program, including test data, etc.: 312 348 Distribution format: tar.gz Programming language: C Computer: Any Operating system: LINUX, OS X RAM: Varies Classification: 7.4 External routines: TAPP [1], BLAS [2], a C-interface to BLAS [3], and LAPACK [4] Nature of problem: In condensed matter systems, hyperfine methods such as nuclear magnetic resonance (NMR), Mössbauer effect (ME), muon spin rotation (μSR), and perturbed angular correlation spectroscopy (PAC) measure electronic and magnetic structure within Angstroms of nuclear probes through the hyperfine interaction. When
Semiparametric Gaussian copula models : Geometry and efficient rank-based estimation
Segers, J.; van den Akker, R.; Werker, B.J.M.
2014-01-01
We propose, for multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically efficient estimator for the Euclidean copula parameter. This estimator is defined as a one-step update of a rank-based pilot estimator in the direction of
The Marketing of Canadian University Rankings: A Misadventure Now 24 Years Old
Cramer, Kenneth M.; Page, Stewart; Burrows, Vanessa; Lamoureux, Chastine; Mackay, Sarah; Pedri, Victoria; Pschibul, Rebecca
2016-01-01
Based on analyses of Maclean's ranking data pertaining to Canadian universities published over the last 24 years, we present a summary of statistical findings of annual ranking exercises, as well as discussion about their current status and the effects upon student welfare. Some illustrative tables are also presented. Using correlational and…
Stochastic and non-stochastic effects - a conceptual analysis
International Nuclear Information System (INIS)
Karhausen, L.R.
1980-01-01
The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)
Two-dimensional ranking of Wikipedia articles
Zhirov, A. O.; Zhirov, O. V.; Shepelyansky, D. L.
2010-10-01
The Library of Babel, described by Jorge Luis Borges, stores an enormous amount of information. The Library exists ab aeterno. Wikipedia, a free online encyclopaedia, becomes a modern analogue of such a Library. Information retrieval and ranking of Wikipedia articles become the challenge of modern society. While PageRank highlights very well known nodes with many ingoing links, CheiRank highlights very communicative nodes with many outgoing links. In this way the ranking becomes two-dimensional. Using CheiRank and PageRank we analyze the properties of two-dimensional ranking of all Wikipedia English articles and show that it gives their reliable classification with rich and nontrivial features. Detailed studies are done for countries, universities, personalities, physicists, chess players, Dow-Jones companies and other categories.
24 CFR 599.401 - Ranking of applications.
2010-04-01
... 24 Housing and Urban Development 3 2010-04-01 2010-04-01 false Ranking of applications. 599.401... Communities § 599.401 Ranking of applications. (a) Ranking order. Rural and urban applications will be ranked... applications ranked first. (b) Separate ranking categories. After initial ranking, both rural and urban...
Stochastic model of Zipf's law and the universality of the power-law exponent.
Yamamoto, Ken
2014-04-01
We propose a stochastic model of Zipf's law, namely a power-law relation between rank and size, and clarify as to why a specific value of its power-law exponent is quite universal. We focus on the successive total of a multiplicative stochastic process. By employing properties of a well-known stochastic process, we concisely show that the successive total follows a stationary power-law distribution, which is directly related to Zipf's law. The formula of the power-law exponent is also derived. Finally, we conclude that the universality of the rank-size exponent is brought about by symmetry between an increase and a decrease in the random growth rate.
Cioca, L. I.; Giurea, R.; Precazzini, I.; Ragazzi, M.; Achim, M. I.; Schiavon, M.; Rada, E. C.
2018-05-01
Nowadays the global tourism growth has caused a significant interest in research focused on the impact of the tourism on environment and community. The purpose of this study is to introduce a new ranking for the classification of tourist accommodation establishments with the functions of agro-tourism boarding house type by examining the sector of agro-tourism based on a research aimed to improve the economic, socio-cultural and environmental performance of agrotourism structures. This paper links the criteria for the classification of agro-tourism boarding houses (ABHs) to the impact of agro-tourism activities on the environment, enhancing an eco-friendly approach on agro-tourism activities by increasing the quality reputation of the agro-tourism products and services. Taking into account the impact on the environment, agrotourism can play an important role by protecting and conserving it.
Extremal dependencies and rank correlations in power law networks
Volkovich, Y.; Litvak, Nelli; Zwart, B.; Jie, Z.
2009-01-01
We analyze dependencies in complex networks characterized by power laws (Web sample, Wikipedia sample and a preferential attachment graph) using statistical techniques from the extreme value theory and the theory of multivariate regular variation. To the best of our knowledge, this is the first
Stochastic bifurcation in a model of love with colored noise
Yue, Xiaokui; Dai, Honghua; Yuan, Jianping
2015-07-01
In this paper, we wish to examine the stochastic bifurcation induced by multiplicative Gaussian colored noise in a dynamical model of love where the random factor is used to describe the complexity and unpredictability of psychological systems. First, the dynamics in deterministic love-triangle model are considered briefly including equilibrium points and their stability, chaotic behaviors and chaotic attractors. Then, the influences of Gaussian colored noise with different parameters are explored such as the phase plots, top Lyapunov exponents, stationary probability density function (PDF) and stochastic bifurcation. The stochastic P-bifurcation through a qualitative change of the stationary PDF will be observed and bifurcation diagram on parameter plane of correlation time and noise intensity is presented to find the bifurcation behaviors in detail. Finally, the top Lyapunov exponent is computed to determine the D-bifurcation when the noise intensity achieves to a critical value. By comparison, we find there is no connection between two kinds of stochastic bifurcation.
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Learning Preference Models from Data: On the Problem of Label Ranking and Its Variants
Hüllermeier, Eyke; Fürnkranz, Johannes
The term “preference learning” refers to the application of machine learning methods for inducing preference models from empirical data. In the recent literature, corresponding problems appear in various guises. After a brief overview of the field, this work focuses on a particular learning scenario called label ranking where the problem is to learn a mapping from instances to rankings over a finite number of labels. Our approach for learning such a ranking function, called ranking by pairwise comparison (RPC), first induces a binary preference relation from suitable training data, using a natural extension of pairwise classification. A ranking is then derived from this relation by means of a ranking procedure. This paper elaborates on a key advantage of such an approach, namely the fact that our learner can be adapted to different loss functions by using different ranking procedures on the same underlying order relations. In particular, the Spearman rank correlation is minimized by using a simple weighted voting procedure. Moreover, we discuss a loss function suitable for settings where candidate labels must be tested successively until a target label is found. In this context, we propose the idea of “empirical conditioning” of class probabilities. A related ranking procedure, called “ranking through iterated choice”, is investigated experimentally.
Multicopy and stochastic transformation of multipartite pure states
International Nuclear Information System (INIS)
Chen Lin; Hayashi, Masahito
2011-01-01
Characterizing the transformation and classification of multipartite entangled states is a basic problem in quantum information. We study the problem under the two most common environments, local operations and classical communications (LOCC), stochastic LOCC and two more general environments, multicopy LOCC (MCLOCC), and multicopy SLOCC (MCSLOCC). We show that two transformable multipartite states under LOCC or SLOCC are also transformable under MCLOCC and MCSLOCC. What is more, these two environments are equivalent in the sense that two transformable states under MCLOCC are also transformable under MCSLOCC, and vice versa. Based on these environments we classify the multipartite pure states into a few inequivalent sets and orbits, between which we build the partial order to decide their transformation. In particular, we investigate the structure of SLOCC-equivalent states in terms of tensor rank, which is known as the generalized Schmidt rank. Given the tensor rank, we show that Greenberger-Horne-Zeilinger states can be used to generate all states with a smaller or equivalent tensor rank under SLOCC, and all reduced separable states with a cardinality smaller than or equivalent to the tensor rank under LOCC. Using these concepts, we extended the concept of the ''maximally entangled state'' in the multipartite system.
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic
Directory of Open Access Journals (Sweden)
Ewa Michalska
2012-01-01
Full Text Available There are commonly accepted and objective decision rules, which are consistent with rationality, for example stochastic dominance rules. But, as can be seen in many research studies in behavioral economics, decision makers do not always act rationally. Rules based on cumulative prospect theory or almost stochastic dominance are relatively new tools which model real choices. Both approaches take into account some behavioral factors. The aim of this paper is to check the consistency of orders of the valuations of random alternatives based on these behavioral rules. The order of the alternatives is generated by a preference relation over the decision set. In this paper, we show that the methodology for creating rankings based on total orders can be used for the preference relations considered, because they enable comparison of all the elements in a set of random alternatives. For almost second degree stochastic dominance, this is possible due to its particular properties, which stochastic dominance does not possess. (original abstract
Methodology for ranking restoration options
International Nuclear Information System (INIS)
Hedemann Jensen, Per
1999-04-01
The work described in this report has been performed as a part of the RESTRAT Project FI4P-CT95-0021a (PL 950128) co-funded by the Nuclear Fission Safety Programme of the European Commission. The RESTRAT project has the overall objective of developing generic methodologies for ranking restoration techniques as a function of contamination and site characteristics. The project includes analyses of existing remediation methodologies and contaminated sites, and is structured in the following steps: characterisation of relevant contaminated sites; identification and characterisation of relevant restoration techniques; assessment of the radiological impact; development and application of a selection methodology for restoration options; formulation of generic conclusions and development of a manual. The project is intended to apply to situations in which sites with nuclear installations have been contaminated with radioactive materials as a result of the operation of these installations. The areas considered for remedial measures include contaminated land areas, rivers and sediments in rivers, lakes, and sea areas. Five contaminated European sites have been studied. Various remedial measures have been envisaged with respect to the optimisation of the protection of the populations being exposed to the radionuclides at the sites. Cost-benefit analysis and multi-attribute utility analysis have been applied for optimisation. Health, economic and social attributes have been included and weighting factors for the different attributes have been determined by the use of scaling constants. (au)
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
Citation graph based ranking in Invenio
Marian, Ludmila; Rajman, Martin; Vesely, Martin
2010-01-01
Invenio is the web-based integrated digital library system developed at CERN. Within this framework, we present four types of ranking models based on the citation graph that complement the simple approach based on citation counts: time-dependent citation counts, a relevancy ranking which extends the PageRank model, a time-dependent ranking which combines the freshness of citations with PageRank and a ranking that takes into consideration the external citations. We present our analysis and results obtained on two main data sets: Inspire and CERN Document Server. Our main contributions are: (i) a study of the currently available ranking methods based on the citation graph; (ii) the development of new ranking methods that correct some of the identified limitations of the current methods such as treating all citations of equal importance, not taking time into account or considering the citation graph complete; (iii) a detailed study of the key parameters for these ranking methods. (The original publication is ava...
Communities in Large Networks: Identification and Ranking
DEFF Research Database (Denmark)
Olsen, Martin
2008-01-01
We study the problem of identifying and ranking the members of a community in a very large network with link analysis only, given a set of representatives of the community. We define the concept of a community justified by a formal analysis of a simple model of the evolution of a directed graph. ...... and its immediate surroundings. The members are ranked with a “local” variant of the PageRank algorithm. Results are reported from successful experiments on identifying and ranking Danish Computer Science sites and Danish Chess pages using only a few representatives....
Ranking Entities in Networks via Lefschetz Duality
DEFF Research Database (Denmark)
Aabrandt, Andreas; Hansen, Vagn Lundsgaard; Poulsen, Bjarne
2014-01-01
then be ranked according to how essential their positions are in the network by considering the effect of their respective absences. Defining a ranking of a network which takes the individual position of each entity into account has the purpose of assigning different roles to the entities, e.g. agents......, in the network. In this paper it is shown that the topology of a given network induces a ranking of the entities in the network. Further, it is demonstrated how to calculate this ranking and thus how to identify weak sub-networks in any given network....
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
A multiscale extension of the Margrabe formula under stochastic volatility
International Nuclear Information System (INIS)
Kim, Jeong-Hoon; Park, Chang-Rae
2017-01-01
Highlights: • Fast-mean-reverting stochastic volatility model is chosen to extend the classical Margrabe formula. • The resultant formula is explicitly given by the greeks of Margrabe price itself. • We show how the stochastic volatility corrects the Margrabe price behavior. - Abstract: The pricing of financial derivatives based on stochastic volatility models has been a popular subject in computational finance. Although exact or approximate closed form formulas of the prices of many options under stochastic volatility have been obtained so that the option prices can be easily computed, such formulas for exchange options leave much to be desired. In this paper, we consider two different risky assets with two different scales of mean-reversion rate of volatility and use asymptotic analysis to extend the classical Margrabe formula, which corresponds to a geometric Brownian motion model, and obtain a pricing formula under a stochastic volatility. The resultant formula can be computed easily, simply by taking derivatives of the Margrabe price itself. Based on the formula, we show how the stochastic volatility corrects the Margrabe price behavior depending on the moneyness and the correlation coefficient between the two asset prices.
Directory of Open Access Journals (Sweden)
Donglei Du
Full Text Available Most protein PageRank studies do not use signal flow direction information in protein interactions because this information was not readily available in large protein databases until recently. Therefore, four questions have yet to be answered: A What is the general difference between signal emitting and receiving in a protein interactome? B Which proteins are among the top ranked in directional ranking? C Are high ranked proteins more evolutionarily conserved than low ranked ones? D Do proteins with similar ranking tend to have similar subcellular locations? In this study, we address these questions using the forward, reverse, and non-directional PageRank approaches to rank an information-directional network of human proteins and study their evolutionary conservation. The forward ranking gives credit to information receivers, reverse ranking to information emitters, and non-directional ranking mainly to the number of interactions. The protein lists generated by the forward and non-directional rankings are highly correlated, but those by the reverse and non-directional rankings are not. The results suggest that the signal emitting/receiving system is characterized by key-emittings and relatively even receivings in the human protein interactome. Signaling pathway proteins are frequent in top ranked ones. Eight proteins are both informational top emitters and top receivers. Top ranked proteins, except a few species-related novel-function ones, are evolutionarily well conserved. Protein-subunit ranking position reflects subunit function. These results demonstrate the usefulness of different PageRank approaches in characterizing protein networks and provide insights to protein interaction in the cell.
Du, Donglei; Lee, Connie F; Li, Xiu-Qing
2012-01-01
Most protein PageRank studies do not use signal flow direction information in protein interactions because this information was not readily available in large protein databases until recently. Therefore, four questions have yet to be answered: A) What is the general difference between signal emitting and receiving in a protein interactome? B) Which proteins are among the top ranked in directional ranking? C) Are high ranked proteins more evolutionarily conserved than low ranked ones? D) Do proteins with similar ranking tend to have similar subcellular locations? In this study, we address these questions using the forward, reverse, and non-directional PageRank approaches to rank an information-directional network of human proteins and study their evolutionary conservation. The forward ranking gives credit to information receivers, reverse ranking to information emitters, and non-directional ranking mainly to the number of interactions. The protein lists generated by the forward and non-directional rankings are highly correlated, but those by the reverse and non-directional rankings are not. The results suggest that the signal emitting/receiving system is characterized by key-emittings and relatively even receivings in the human protein interactome. Signaling pathway proteins are frequent in top ranked ones. Eight proteins are both informational top emitters and top receivers. Top ranked proteins, except a few species-related novel-function ones, are evolutionarily well conserved. Protein-subunit ranking position reflects subunit function. These results demonstrate the usefulness of different PageRank approaches in characterizing protein networks and provide insights to protein interaction in the cell.
Model assessment using a multi-metric ranking technique
Fitzpatrick, P. J.; Lau, Y.; Alaka, G.; Marks, F.
2017-12-01
Validation comparisons of multiple models presents challenges when skill levels are similar, especially in regimes dominated by the climatological mean. Assessing skill separation will require advanced validation metrics and identifying adeptness in extreme events, but maintain simplicity for management decisions. Flexibility for operations is also an asset. This work postulates a weighted tally and consolidation technique which ranks results by multiple types of metrics. Variables include absolute error, bias, acceptable absolute error percentages, outlier metrics, model efficiency, Pearson correlation, Kendall's Tau, reliability Index, multiplicative gross error, and root mean squared differences. Other metrics, such as root mean square difference and rank correlation were also explored, but removed when the information was discovered to be generally duplicative to other metrics. While equal weights are applied, weights could be altered depending for preferred metrics. Two examples are shown comparing ocean models' currents and tropical cyclone products, including experimental products. The importance of using magnitude and direction for tropical cyclone track forecasts instead of distance, along-track, and cross-track are discussed. Tropical cyclone intensity and structure prediction are also assessed. Vector correlations are not included in the ranking process, but found useful in an independent context, and will be briefly reported.
Stochastic inflation: Quantum phase-space approach
International Nuclear Information System (INIS)
Habib, S.
1992-01-01
In this paper a quantum-mechanical phase-space picture is constructed for coarse-grained free quantum fields in an inflationary universe. The appropriate stochastic quantum Liouville equation is derived. Explicit solutions for the phase-space quantum distribution function are found for the cases of power-law and exponential expansions. The expectation values of dynamical variables with respect to these solutions are compared to the corresponding cutoff regularized field-theoretic results (we do not restrict ourselves only to left-angle Φ 2 right-angle). Fair agreement is found provided the coarse-graining scale is kept within certain limits. By focusing on the full phase-space distribution function rather than a reduced distribution it is shown that the thermodynamic interpretation of the stochastic formalism faces several difficulties (e.g., there is no fluctuation-dissipation theorem). The coarse graining does not guarantee an automatic classical limit as quantum correlations turn out to be crucial in order to get results consistent with standard quantum field theory. Therefore, the method does not by itself constitute an explanation of the quantum to classical transition in the early Universe. In particular, we argue that the stochastic equations do not lead to decoherence
Extension of Nelson's stochastic quantization to finite temperature using thermo field dynamics
International Nuclear Information System (INIS)
Kobayashi, K.; Yamanaka, Y.
2011-01-01
We present an extension of Nelson's stochastic quantum mechanics to finite temperature. Utilizing the formulation of Thermo Field Dynamics (TFD), we can show that Ito's stochastic equations for tilde and non-tilde particle positions reproduce the TFD-type Schroedinger equation which is equivalent to the Liouville-von Neumann equation. In our formalism, the drift terms in the Ito's stochastic equation have the temperature dependence and the thermal fluctuation is induced through the correlation of the non-tilde and tilde particles. We show that our formalism satisfies the position-momentum uncertainty relation at finite temperature. -- Highlights: → Utilizing TFD, we extend Nelson's stochastic method to finite temperature. → We introduce stochastic equations for tilde and non-tilde particles. → Our stochastic equations can reproduce the TFD-type Schroedinger equation. → Our formalism satisfies the uncertainly relation at finite temperature.
A folk-psychological ranking of personality facets
Directory of Open Access Journals (Sweden)
Eka Roivainen
2016-10-01
Full Text Available Background Which personality facets should a general personality test measure? No consensus exists on the facet structure of personality, the nature of facets, or the correct method of identifying the most significant facets. However, it can be hypothesized (the lexical hypothesis that high frequency personality describing words more likely represent important personality facets and rarely used words refer to less significant aspects of personality. Participants and procedure A ranking of personality facets was performed by studying the frequency of the use of popular personality adjectives in causal clauses (because he is a kind person on the Internet and in books as attributes of the word person (kind person. Results In Study 1, the 40 most frequently used adjectives had a cumulative usage frequency equal to that of the rest of the 295 terms studied. When terms with a higher-ranking dictionary synonym or antonym were eliminated, 23 terms remained, which represent 23 different facets. In Study 2, clusters of synonymous terms were examined. Within the top 30 clusters, personality terms were used 855 times compared to 240 for the 70 lower-ranking clusters. Conclusions It is hypothesized that personality facets represented by the top-ranking terms and clusters of terms are important and impactful independent of their correlation with abstract underlying personality factors (five/six factor models. Compared to hierarchical personality models, lists of important facets probably better cover those aspects of personality that are situated between the five or six major domains.
Ranking scientific publications: the effect of nonlinearity
Yao, Liyang; Wei, Tian; Zeng, An; Fan, Ying; di, Zengru
2014-10-01
Ranking the significance of scientific publications is a long-standing challenge. The network-based analysis is a natural and common approach for evaluating the scientific credit of papers. Although the number of citations has been widely used as a metric to rank papers, recently some iterative processes such as the well-known PageRank algorithm have been applied to the citation networks to address this problem. In this paper, we introduce nonlinearity to the PageRank algorithm when aggregating resources from different nodes to further enhance the effect of important papers. The validation of our method is performed on the data of American Physical Society (APS) journals. The results indicate that the nonlinearity improves the performance of the PageRank algorithm in terms of ranking effectiveness, as well as robustness against malicious manipulations. Although the nonlinearity analysis is based on the PageRank algorithm, it can be easily extended to other iterative ranking algorithms and similar improvements are expected.
Ranking scientific publications: the effect of nonlinearity.
Yao, Liyang; Wei, Tian; Zeng, An; Fan, Ying; Di, Zengru
2014-10-17
Ranking the significance of scientific publications is a long-standing challenge. The network-based analysis is a natural and common approach for evaluating the scientific credit of papers. Although the number of citations has been widely used as a metric to rank papers, recently some iterative processes such as the well-known PageRank algorithm have been applied to the citation networks to address this problem. In this paper, we introduce nonlinearity to the PageRank algorithm when aggregating resources from different nodes to further enhance the effect of important papers. The validation of our method is performed on the data of American Physical Society (APS) journals. The results indicate that the nonlinearity improves the performance of the PageRank algorithm in terms of ranking effectiveness, as well as robustness against malicious manipulations. Although the nonlinearity analysis is based on the PageRank algorithm, it can be easily extended to other iterative ranking algorithms and similar improvements are expected.
Neural Ranking Models with Weak Supervision
Dehghani, M.; Zamani, H.; Severyn, A.; Kamps, J.; Croft, W.B.
2017-01-01
Despite the impressive improvements achieved by unsupervised deep neural networks in computer vision and NLP tasks, such improvements have not yet been observed in ranking for information retrieval. The reason may be the complexity of the ranking problem, as it is not obvious how to learn from
A Rational Method for Ranking Engineering Programs.
Glower, Donald D.
1980-01-01
Compares two methods for ranking academic programs, the opinion poll v examination of career successes of the program's alumni. For the latter, "Who's Who in Engineering" and levels of research funding provided data. Tables display resulting data and compare rankings by the two methods for chemical engineering and civil engineering. (CS)
Lerot: An Online Learning to Rank Framework
Schuth, A.; Hofmann, K.; Whiteson, S.; de Rijke, M.
2013-01-01
Online learning to rank methods for IR allow retrieval systems to optimize their own performance directly from interactions with users via click feedback. In the software package Lerot, presented in this paper, we have bundled all ingredients needed for experimenting with online learning to rank for
Adaptive distributional extensions to DFR ranking
DEFF Research Database (Denmark)
Petersen, Casper; Simonsen, Jakob Grue; Järvelin, Kalervo
2016-01-01
-fitting distribution. We call this model Adaptive Distributional Ranking (ADR) because it adapts the ranking to the statistics of the specific dataset being processed each time. Experiments on TREC data show ADR to outperform DFR models (and their extensions) and be comparable in performance to a query likelihood...
Contests with rank-order spillovers
M.R. Baye (Michael); D. Kovenock (Dan); C.G. de Vries (Casper)
2012-01-01
textabstractThis paper presents a unified framework for characterizing symmetric equilibrium in simultaneous move, two-player, rank-order contests with complete information, in which each player's strategy generates direct or indirect affine "spillover" effects that depend on the rank-order of her
Classification of rank 2 cluster varieties
DEFF Research Database (Denmark)
Mandel, Travis
We classify rank 2 cluster varieties (those whose corresponding skew-form has rank 2) according to the deformation type of a generic fiber U of their X-spaces, as defined by Fock and Goncharov. Our approach is based on the work of Gross, Hacking, and Keel for cluster varieties and log Calabi...
Using centrality to rank web snippets
Jijkoun, V.; de Rijke, M.; Peters, C.; Jijkoun, V.; Mandl, T.; Müller, H.; Oard, D.W.; Peñas, A.; Petras, V.; Santos, D.
2008-01-01
We describe our participation in the WebCLEF 2007 task, targeted at snippet retrieval from web data. Our system ranks snippets based on a simple similarity-based centrality, inspired by the web page ranking algorithms. We experimented with retrieval units (sentences and paragraphs) and with the
Mining Feedback in Ranking and Recommendation Systems
Zhuang, Ziming
2009-01-01
The amount of online information has grown exponentially over the past few decades, and users become more and more dependent on ranking and recommendation systems to address their information seeking needs. The advance in information technologies has enabled users to provide feedback on the utilities of the underlying ranking and recommendation…
Entity Ranking using Wikipedia as a Pivot
R. Kaptein; P. Serdyukov; A.P. de Vries (Arjen); J. Kamps
2010-01-01
htmlabstractIn this paper we investigate the task of Entity Ranking on the Web. Searchers looking for entities are arguably better served by presenting a ranked list of entities directly, rather than a list of web pages with relevant but also potentially redundant information about
Entity ranking using Wikipedia as a pivot
Kaptein, R.; Serdyukov, P.; de Vries, A.; Kamps, J.; Huang, X.J.; Jones, G.; Koudas, N.; Wu, X.; Collins-Thompson, K.
2010-01-01
In this paper we investigate the task of Entity Ranking on the Web. Searchers looking for entities are arguably better served by presenting a ranked list of entities directly, rather than a list of web pages with relevant but also potentially redundant information about these entities. Since
Rank 2 fusion rings are complete intersections
DEFF Research Database (Denmark)
Andersen, Troels Bak
We give a non-constructive proof that fusion rings attached to a simple complex Lie algebra of rank 2 are complete intersections.......We give a non-constructive proof that fusion rings attached to a simple complex Lie algebra of rank 2 are complete intersections....
A Ranking Method for Evaluating Constructed Responses
Attali, Yigal
2014-01-01
This article presents a comparative judgment approach for holistically scored constructed response tasks. In this approach, the grader rank orders (rather than rate) the quality of a small set of responses. A prior automated evaluation of responses guides both set formation and scaling of rankings. Sets are formed to have similar prior scores and…
Ranking Music Data by Relevance and Importance
DEFF Research Database (Denmark)
Ruxanda, Maria Magdalena; Nanopoulos, Alexandros; Jensen, Christian Søndergaard
2008-01-01
Due to the rapidly increasing availability of audio files on the Web, it is relevant to augment search engines with advanced audio search functionality. In this context, the ranking of the retrieved music is an important issue. This paper proposes a music ranking method capable of flexibly fusing...
Ranking of Unwarranted Variations in Healthcare Treatments
Moes, Herry; Brekelmans, Ruud; Hamers, Herbert; Hasaart, F.
2017-01-01
In this paper, we introduce a framework designed to identify and rank possible unwarranted variation of treatments in healthcare. The innovative aspect of this framework is a ranking procedure that aims to identify healthcare institutions where unwarranted variation is most severe, and diagnosis
The Rankings Game: Who's Playing Whom?
Burness, John F.
2008-01-01
This summer, Forbes magazine published its new rankings of "America's Best Colleges," implying that it had developed a methodology that would give the public the information that it needed to choose a college wisely. "U.S. News & World Report," which in 1983 published the first annual ranking, just announced its latest ratings last week--including…
Dynamic collective entity representations for entity ranking
Graus, D.; Tsagkias, M.; Weerkamp, W.; Meij, E.; de Rijke, M.
2016-01-01
Entity ranking, i.e., successfully positioning a relevant entity at the top of the ranking for a given query, is inherently difficult due to the potential mismatch between the entity's description in a knowledge base, and the way people refer to the entity when searching for it. To counter this
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
Propagator of stochastic electrodynamics
International Nuclear Information System (INIS)
Cavalleri, G.
1981-01-01
The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
Comparing classical and quantum PageRanks
Loke, T.; Tang, J. W.; Rodriguez, J.; Small, M.; Wang, J. B.
2017-01-01
Following recent developments in quantum PageRanking, we present a comparative analysis of discrete-time and continuous-time quantum-walk-based PageRank algorithms. Relative to classical PageRank and to different extents, the quantum measures better highlight secondary hubs and resolve ranking degeneracy among peripheral nodes for all networks we studied in this paper. For the discrete-time case, we investigated the periodic nature of the walker's probability distribution for a wide range of networks and found that the dominant period does not grow with the size of these networks. Based on this observation, we introduce a new quantum measure using the maximum probabilities of the associated walker during the first couple of periods. This is particularly important, since it leads to a quantum PageRanking scheme that is scalable with respect to network size.
Universal emergence of PageRank
Energy Technology Data Exchange (ETDEWEB)
Frahm, K M; Georgeot, B; Shepelyansky, D L, E-mail: frahm@irsamc.ups-tlse.fr, E-mail: georgeot@irsamc.ups-tlse.fr, E-mail: dima@irsamc.ups-tlse.fr [Laboratoire de Physique Theorique du CNRS, IRSAMC, Universite de Toulouse, UPS, 31062 Toulouse (France)
2011-11-18
The PageRank algorithm enables us to rank the nodes of a network through a specific eigenvector of the Google matrix, using a damping parameter {alpha} Element-Of ]0, 1[. Using extensive numerical simulations of large web networks, with a special accent on British University networks, we determine numerically and analytically the universal features of the PageRank vector at its emergence when {alpha} {yields} 1. The whole network can be divided into a core part and a group of invariant subspaces. For {alpha} {yields} 1, PageRank converges to a universal power-law distribution on the invariant subspaces whose size distribution also follows a universal power law. The convergence of PageRank at {alpha} {yields} 1 is controlled by eigenvalues of the core part of the Google matrix, which are extremely close to unity, leading to large relaxation times as, for example, in spin glasses. (paper)
Universal emergence of PageRank
International Nuclear Information System (INIS)
Frahm, K M; Georgeot, B; Shepelyansky, D L
2011-01-01
The PageRank algorithm enables us to rank the nodes of a network through a specific eigenvector of the Google matrix, using a damping parameter α ∈ ]0, 1[. Using extensive numerical simulations of large web networks, with a special accent on British University networks, we determine numerically and analytically the universal features of the PageRank vector at its emergence when α → 1. The whole network can be divided into a core part and a group of invariant subspaces. For α → 1, PageRank converges to a universal power-law distribution on the invariant subspaces whose size distribution also follows a universal power law. The convergence of PageRank at α → 1 is controlled by eigenvalues of the core part of the Google matrix, which are extremely close to unity, leading to large relaxation times as, for example, in spin glasses. (paper)
Transport near the onset of stochasticity
International Nuclear Information System (INIS)
Meiss, J.D.
1985-05-01
For two-degree-of-freedom Hamiltonians, (e.g., a particle in a 2-D potential or the flow of magnetic field lines) an invariant torus in phase space acts as an absolute barrier for trajectories. When an invariant torus is destroyed by a perturbation, a remnant remains with gaps. This ''cantorus'' forms a formidable barrier even well into the stochastic regime. We show that correlation functions decay algebraically invalidating the common assumptions of chaos. The decay rate is given by a universal exponent, obtained from self-similar scaling
Transport near the onset of stochasticity
Energy Technology Data Exchange (ETDEWEB)
Meiss, J D
1986-01-01
For two-degree-of-freedom Hamiltonians (e.g., a particle in a 2-D potential or the flow of magnetic-field lines), an invariant torus in phase space acts as an absolute barrier for trajectories. When an invariant torus is destroyed by perturbation, a remnant remains with gaps. This 'cantorus' forms a formidable barrier even well into the stochastic regime. We show that correlation functions decay algebraically, invalidating the common assumptions of chaos. The decay rate is given by a universal exponent, obtained from self-similar scaling.
RES: Regularized Stochastic BFGS Algorithm
Mokhtari, Aryan; Ribeiro, Alejandro
2014-12-01
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.
Fryer, Jonathan P; Corcoran, Noreen; George, Brian; Wang, Ed; Darosa, Debra
2012-01-01
While the primary goal of ranking applicants for surgical residency training positions is to identify the candidates who will subsequently perform best as surgical residents, the effectiveness of the ranking process has not been adequately studied. We evaluated our general surgery resident recruitment process between 2001 and 2011 inclusive, to determine if our recruitment ranking parameters effectively predicted subsequent resident performance. We identified 3 candidate ranking parameters (United States Medical Licensing Examination [USMLE] Step 1 score, unadjusted ranking score [URS], and final adjusted ranking [FAR]), and 4 resident performance parameters (American Board of Surgery In-Training Examination [ABSITE] score, PGY1 resident evaluation grade [REG], overall REG, and independent faculty rating ranking [IFRR]), and assessed whether the former were predictive of the latter. Analyses utilized Spearman correlation coefficient. We found that the URS, which is based on objective and criterion based parameters, was a better predictor of subsequent performance than the FAR, which is a modification of the URS based on subsequent determinations of the resident selection committee. USMLE score was a reliable predictor of ABSITE scores only. However, when we compared our worst residence performances with the performances of the other residents in this evaluation, the data did not produce convincing evidence that poor resident performances could be reliably predicted by any of the recruitment ranking parameters. Finally, stratifying candidates based on their rank range did not effectively define a ranking cut-off beyond which resident performance would drop off. Based on these findings, we recommend surgery programs may be better served by utilizing a more structured resident ranking process and that subsequent adjustments to the rank list generated by this process should be undertaken with caution. Copyright © 2012 Association of Program Directors in Surgery
Estimating Propensity Parameters Using Google PageRank and Genetic Algorithms.
Murrugarra, David; Miller, Jacob; Mueller, Alex N
2016-01-01
Stochastic Boolean networks, or more generally, stochastic discrete networks, are an important class of computational models for molecular interaction networks. The stochasticity stems from the updating schedule. Standard updating schedules include the synchronous update, where all the nodes are updated at the same time, and the asynchronous update where a random node is updated at each time step. The former produces a deterministic dynamics while the latter a stochastic dynamics. A more general stochastic setting considers propensity parameters for updating each node. Stochastic Discrete Dynamical Systems (SDDS) are a modeling framework that considers two propensity parameters for updating each node and uses one when the update has a positive impact on the variable, that is, when the update causes the variable to increase its value, and uses the other when the update has a negative impact, that is, when the update causes it to decrease its value. This framework offers additional features for simulations but also adds a complexity in parameter estimation of the propensities. This paper presents a method for estimating the propensity parameters for SDDS. The method is based on adding noise to the system using the Google PageRank approach to make the system ergodic and thus guaranteeing the existence of a stationary distribution. Then with the use of a genetic algorithm, the propensity parameters are estimated. Approximation techniques that make the search algorithms efficient are also presented and Matlab/Octave code to test the algorithms are available at http://www.ms.uky.edu/~dmu228/GeneticAlg/Code.html.
Estimating Propensity Parameters using Google PageRank and Genetic Algorithms
Directory of Open Access Journals (Sweden)
David Murrugarra
2016-11-01
Full Text Available Stochastic Boolean networks, or more generally, stochastic discrete networks, are an important class of computational models for molecular interaction networks. The stochasticity stems from the updating schedule. Standard updating schedules include the synchronous update, where all the nodes are updated at the same time, and the asynchronous update where a random node is updated at each time step. The former produces a deterministic dynamics while the latter a stochastic dynamics. A more general stochastic setting considers propensity parameters for updating each node. Stochastic Discrete Dynamical Systems (SDDS are a modeling framework that considers two propensity parameters for updating each node and uses one when the update has a positive impact on the variable, that is, when the update causes the variable to increase its value, and uses the other when the update has a negative impact, that is, when the update causes it to decrease its value. This framework offers additional features for simulations but also adds a complexity in parameter estimation of the propensities. This paper presents a method for estimating the propensity parameters for SDDS. The method is based on adding noise to the system using the Google PageRank approach to make the system ergodic and thus guaranteeing the existence of a stationary distribution. Then with the use of a genetic algorithm, the propensity parameters are estimated. Approximation techniques that make the search algorithms efficient are also presented and Matlab/Octave code to test the algorithms are available at~href{http://www.ms.uky.edu/~dmu228/GeneticAlg/Code.html}{http://www.ms.uky.edu/$sim$dmu228GeneticAlgCode.html}.
A tilting approach to ranking influence
Genton, Marc G.
2014-12-01
We suggest a new approach, which is applicable for general statistics computed from random samples of univariate or vector-valued or functional data, to assessing the influence that individual data have on the value of a statistic, and to ranking the data in terms of that influence. Our method is based on, first, perturbing the value of the statistic by ‘tilting’, or reweighting, each data value, where the total amount of tilt is constrained to be the least possible, subject to achieving a given small perturbation of the statistic, and, then, taking the ranking of the influence of data values to be that which corresponds to ranking the changes in data weights. It is shown, both theoretically and numerically, that this ranking does not depend on the size of the perturbation, provided that the perturbation is sufficiently small. That simple result leads directly to an elegant geometric interpretation of the ranks; they are the ranks of the lengths of projections of the weights onto a ‘line’ determined by the first empirical principal component function in a generalized measure of covariance. To illustrate the generality of the method we introduce and explore it in the case of functional data, where (for example) it leads to generalized boxplots. The method has the advantage of providing an interpretable ranking that depends on the statistic under consideration. For example, the ranking of data, in terms of their influence on the value of a statistic, is different for a measure of location and for a measure of scale. This is as it should be; a ranking of data in terms of their influence should depend on the manner in which the data are used. Additionally, the ranking recognizes, rather than ignores, sign, and in particular can identify left- and right-hand ‘tails’ of the distribution of a random function or vector.
Tejos, Nicolas; Rodríguez-Puebla, Aldo; Primack, Joel R.
2018-01-01
We present a simple, efficient and robust approach to improve cosmological redshift measurements. The method is based on the presence of a reference sample for which a precise redshift number distribution (dN/dz) can be obtained for different pencil-beam-like sub-volumes within the original survey. For each sub-volume we then impose that: (i) the redshift number distribution of the uncertain redshift measurements matches the reference dN/dz corrected by their selection functions and (ii) the rank order in redshift of the original ensemble of uncertain measurements is preserved. The latter step is motivated by the fact that random variables drawn from Gaussian probability density functions (PDFs) of different means and arbitrarily large standard deviations satisfy stochastic ordering. We then repeat this simple algorithm for multiple arbitrary pencil-beam-like overlapping sub-volumes; in this manner, each uncertain measurement has multiple (non-independent) 'recovered' redshifts which can be used to estimate a new redshift PDF. We refer to this method as the Stochastic Order Redshift Technique (SORT). We have used a state-of-the-art N-body simulation to test the performance of SORT under simple assumptions and found that it can improve the quality of cosmological redshifts in a robust and efficient manner. Particularly, SORT redshifts (zsort) are able to recover the distinctive features of the so-called 'cosmic web' and can provide unbiased measurement of the two-point correlation function on scales ≳4 h-1Mpc. Given its simplicity, we envision that a method like SORT can be incorporated into more sophisticated algorithms aimed to exploit the full potential of large extragalactic photometric surveys.
Stochastic estimation of electricity consumption
International Nuclear Information System (INIS)
Kapetanovic, I.; Konjic, T.; Zahirovic, Z.
1999-01-01
Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)
Stochasticity in the Josephson map
International Nuclear Information System (INIS)
Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.
1996-04-01
The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
First rank symptoms for schizophrenia.
Soares-Weiser, Karla; Maayan, Nicola; Bergman, Hanna; Davenport, Clare; Kirkham, Amanda J; Grabowski, Sarah; Adams, Clive E
2015-01-25
Early and accurate diagnosis and treatment of schizophrenia may have long-term advantages for the patient; the longer psychosis goes untreated the more severe the repercussions for relapse and recovery. If the correct diagnosis is not schizophrenia, but another psychotic disorder with some symptoms similar to schizophrenia, appropriate treatment might be delayed, with possible severe repercussions for the person involved and their family. There is widespread uncertainty about the diagnostic accuracy of First Rank Symptoms (FRS); we examined whether they are a useful diagnostic tool to differentiate schizophrenia from other psychotic disorders. To determine the diagnostic accuracy of one or multiple FRS for diagnosing schizophrenia, verified by clinical history and examination by a qualified professional (e.g. psychiatrists, nurses, social workers), with or without the use of operational criteria and checklists, in people thought to have non-organic psychotic symptoms. We conducted searches in MEDLINE, EMBASE, and PsycInfo using OvidSP in April, June, July 2011 and December 2012. We also searched MEDION in December 2013. We selected studies that consecutively enrolled or randomly selected adults and adolescents with symptoms of psychosis, and assessed the diagnostic accuracy of FRS for schizophrenia compared to history and clinical examination performed by a qualified professional, which may or may not involve the use of symptom checklists or based on operational criteria such as ICD and DSM. Two review authors independently screened all references for inclusion. Risk of bias in included studies were assessed using the QUADAS-2 instrument. We recorded the number of true positives (TP), true negatives (TN), false positives (FP), and false negatives (FN) for constructing a 2 x 2 table for each study or derived 2 x 2 data from reported summary statistics such as sensitivity, specificity, and/or likelihood ratios. We included 21 studies with a total of 6253 participants
Which uncertainty is important in multistage stochastic programmes?
DEFF Research Database (Denmark)
Pantuso, Giovanni; Fagerholt, Kjetil; Wallace, Stein W.
2017-01-01
, performed before data collection, can indicate which information should be primarily sought, and which is not critical for the final decision. We apply the analysis to a real-life instance of the maritime fleet renewal. Results show that some properties of the stochastic phenomena, such as the correlation...
Ground state of the electron gas by a stochastic method
International Nuclear Information System (INIS)
Ceperley, D.M.; Alder, B.J.
1980-05-01
An exact stochastic simulation of the Schroedinger equation for charged Bosons and Fermions was used to calculate the correlation energies, to locate the transitions to their respective crystal phases at zero temperature within 10%, and to establish the stability at intermediate densities of a ferromagnetic fluid of electrons
Stochastic Resonance Induced by Dichotomous Resistor in an Electric Circuit
International Nuclear Information System (INIS)
Li Jinghui; Han Yinxia
2007-01-01
An electric circuit with dichotomous resistor is investigated. It is shown that the amplitude of the average electric current washing the resistor represents the phenomenon of stochastic resonance, which is the response as a function of the correlation time of the dichotomous resistor.
Functional Abstraction of Stochastic Hybrid Systems
Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.
2006-01-01
The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways
An introduction to probability and stochastic processes
Melsa, James L
2013-01-01
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
Adiabatic quantum algorithm for search engine ranking.
Garnerone, Silvano; Zanardi, Paolo; Lidar, Daniel A
2012-06-08
We propose an adiabatic quantum algorithm for generating a quantum pure state encoding of the PageRank vector, the most widely used tool in ranking the relative importance of internet pages. We present extensive numerical simulations which provide evidence that this algorithm can prepare the quantum PageRank state in a time which, on average, scales polylogarithmically in the number of web pages. We argue that the main topological feature of the underlying web graph allowing for such a scaling is the out-degree distribution. The top-ranked log(n) entries of the quantum PageRank state can then be estimated with a polynomial quantum speed-up. Moreover, the quantum PageRank state can be used in "q-sampling" protocols for testing properties of distributions, which require exponentially fewer measurements than all classical schemes designed for the same task. This can be used to decide whether to run a classical update of the PageRank.
Some Additional Remarks on the Cumulant Expansion for Linear Stochastic Differential Equations
Roerdink, J.B.T.M.
1984-01-01
We summarize our previous results on cumulant expansions for linear stochastic differential equations with correlated multipliclative and additive noise. The application of the general formulas to equations with statistically independent multiplicative and additive noise is reconsidered in detail,
Some additional remarks on the cumulant expansion for linear stochastic differential equations
Roerdink, J.B.T.M.
1984-01-01
We summarize our previous results on cumular expasions for linear stochastic differential equations with correlated multipliclative and additive noise. The application of the general formulas to equations with statistically independent multiplicative and additive noise is reconsidered in detail,
RankExplorer: Visualization of Ranking Changes in Large Time Series Data.
Shi, Conglei; Cui, Weiwei; Liu, Shixia; Xu, Panpan; Chen, Wei; Qu, Huamin
2012-12-01
For many applications involving time series data, people are often interested in the changes of item values over time as well as their ranking changes. For example, people search many words via search engines like Google and Bing every day. Analysts are interested in both the absolute searching number for each word as well as their relative rankings. Both sets of statistics may change over time. For very large time series data with thousands of items, how to visually present ranking changes is an interesting challenge. In this paper, we propose RankExplorer, a novel visualization method based on ThemeRiver to reveal the ranking changes. Our method consists of four major components: 1) a segmentation method which partitions a large set of time series curves into a manageable number of ranking categories; 2) an extended ThemeRiver view with embedded color bars and changing glyphs to show the evolution of aggregation values related to each ranking category over time as well as the content changes in each ranking category; 3) a trend curve to show the degree of ranking changes over time; 4) rich user interactions to support interactive exploration of ranking changes. We have applied our method to some real time series data and the case studies demonstrate that our method can reveal the underlying patterns related to ranking changes which might otherwise be obscured in traditional visualizations.
Augmenting the Deliberative Method for Ranking Risks.
Susel, Irving; Lasley, Trace; Montezemolo, Mark; Piper, Joel
2016-01-01
The Department of Homeland Security (DHS) characterized and prioritized the physical cross-border threats and hazards to the nation stemming from terrorism, market-driven illicit flows of people and goods (illegal immigration, narcotics, funds, counterfeits, and weaponry), and other nonmarket concerns (movement of diseases, pests, and invasive species). These threats and hazards pose a wide diversity of consequences with very different combinations of magnitudes and likelihoods, making it very challenging to prioritize them. This article presents the approach that was used at DHS to arrive at a consensus regarding the threats and hazards that stand out from the rest based on the overall risk they pose. Due to time constraints for the decision analysis, it was not feasible to apply multiattribute methodologies like multiattribute utility theory or the analytic hierarchy process. Using a holistic approach was considered, such as the deliberative method for ranking risks first published in this journal. However, an ordinal ranking alone does not indicate relative or absolute magnitude differences among the risks. Therefore, the use of the deliberative method for ranking risks is not sufficient for deciding whether there is a material difference between the top-ranked and bottom-ranked risks, let alone deciding what the stand-out risks are. To address this limitation of ordinal rankings, the deliberative method for ranking risks was augmented by adding an additional step to transform the ordinal ranking into a ratio scale ranking. This additional step enabled the selection of stand-out risks to help prioritize further analysis. © 2015 Society for Risk Analysis.
Tracking and fixed ranking of leukocyte telomere length across the adult life course
DEFF Research Database (Denmark)
Benetos, Athanase; Kark, Jeremy D; Susser, Ezra
2013-01-01
whether age-dependent LTL attrition during adulthood can substantially affect individuals' LTL ranking (e.g., longer or shorter LTL) in relation to their peers. We measured LTL in samples donated 12 years apart on average by 1156 participants in four longitudinal studies. We observed correlations of 0.......91-0.96 between baseline and follow-up LTLs. Ranking individuals by deciles revealed that 94.1% (95% confidence interval of 92.6-95.4%) showed no rank change or a 1 decile change over time. We conclude that in adults, LTL is virtually anchored to a given rank with the passage of time. Accordingly, the links...... of LTL with atherosclerosis and longevity appear to be established early in life. It is unlikely that lifestyle and its modification during adulthood exert a major impact on LTL ranking....
Stochastic backgrounds of gravitational waves
International Nuclear Information System (INIS)
Maggiore, M.
2001-01-01
We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)
Stochastic theories of quantum mechanics
International Nuclear Information System (INIS)
De la Pena, L.; Cetto, A.M.
1991-01-01
The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)
Statistical inference for stochastic processes
National Research Council Canada - National Science Library
Basawa, Ishwar V; Prakasa Rao, B. L. S
1980-01-01
The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...
Stochastic singular optics (Conference paper)
CSIR Research Space (South Africa)
Roux, FS
2014-09-01
Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...
Communities in Large Networks: Identification and Ranking
DEFF Research Database (Denmark)
Olsen, Martin
2008-01-01
show that the problem of deciding whether a non trivial community exists is NP complete. Nevertheless, experiments show that a very simple greedy approach can identify members of a community in the Danish part of the web graph with time complexity only dependent on the size of the found community...... and its immediate surroundings. The members are ranked with a “local” variant of the PageRank algorithm. Results are reported from successful experiments on identifying and ranking Danish Computer Science sites and Danish Chess pages using only a few representatives....
2016-01-01
A mere hyperbolic law, like the Zipf’s law power function, is often inadequate to describe rank-size relationships. An alternative theoretical distribution is proposed based on theoretical physics arguments starting from the Yule-Simon distribution. A modeling is proposed leading to a universal form. A theoretical suggestion for the “best (or optimal) distribution”, is provided through an entropy argument. The ranking of areas through the number of cities in various countries and some sport competition ranking serves for the present illustrations. PMID:27812192
Stochastic massless fields I: Integer spin
International Nuclear Information System (INIS)
Lim, S.C.
1981-04-01
Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)
Erna Apriliani; Dieky Adzkiya; Arief Baihaqi
2011-01-01
Kalman filter is an algorithm to estimate the state variable of dynamical stochastic system. The square root ensemble Kalman filter is an modification of Kalman filter. The square root ensemble Kalman filter is proposed to keep the computational stability and reduce the computational time. In this paper we study the efficiency of the reduced rank ensemble Kalman filter. We apply this algorithm to the non isothermal continue stirred tank reactor problem. We decompose the covariance of the ense...
A stochastic approach to multi-gene expression dynamics
International Nuclear Information System (INIS)
Ochiai, T.; Nacher, J.C.; Akutsu, T.
2005-01-01
In the last years, tens of thousands gene expression profiles for cells of several organisms have been monitored. Gene expression is a complex transcriptional process where mRNA molecules are translated into proteins, which control most of the cell functions. In this process, the correlation among genes is crucial to determine the specific functions of genes. Here, we propose a novel multi-dimensional stochastic approach to deal with the gene correlation phenomena. Interestingly, our stochastic framework suggests that the study of the gene correlation requires only one theoretical assumption-Markov property-and the experimental transition probability, which characterizes the gene correlation system. Finally, a gene expression experiment is proposed for future applications of the model
Stochastic theory of fatigue corrosion
Hu, Haiyun
1999-10-01
A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.
Stochastic quantization and gauge theories
International Nuclear Information System (INIS)
Kolck, U. van.
1987-01-01
Stochastic quantization is presented taking the Flutuation-Dissipation Theorem as a guide. It is shown that the original approach of Parisi and Wu to gauge theories fails to give the right results to gauge invariant quantities when dimensional regularization is used. Although there is a simple solution in an abelian theory, in the non-abelian case it is probably necessary to start from a BRST invariant action instead of a gauge invariant one. Stochastic regularizations are also discussed. (author) [pt
Stochasticity induced by coherent wavepackets
International Nuclear Information System (INIS)
Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.
1983-02-01
We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/
Stochastic runaway of dynamical systems
International Nuclear Information System (INIS)
Pfirsch, D.; Graeff, P.
1984-10-01
One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)
Stochastic Models of Polymer Systems
2016-01-01
Distribution Unlimited Final Report: Stochastic Models of Polymer Systems The views, opinions and/or findings contained in this report are those of the...ADDRESS. Princeton University PO Box 0036 87 Prospect Avenue - 2nd floor Princeton, NJ 08544 -2020 14-Mar-2014 ABSTRACT Number of Papers published in...peer-reviewed journals: Number of Papers published in non peer-reviewed journals: Final Report: Stochastic Models of Polymer Systems Report Title
Stochastic efficiency: five case studies
International Nuclear Information System (INIS)
Proesmans, Karel; Broeck, Christian Van den
2015-01-01
Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic efficiency, including the maximum of the large deviation function at the reversible efficiency, are reproduced. The approach to and extrapolation into the asymptotic time regime are documented. (paper)
Optimal Liquidation under Stochastic Liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter
2016-01-01
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...
Memory effects on stochastic resonance
Neiman, Alexander; Sung, Wokyung
1996-02-01
We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.
Stochastic optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
Stochastic quantization and gauge invariance
International Nuclear Information System (INIS)
Viana, R.L.
1987-01-01
A survey of the fundamental ideas about Parisi-Wu's Stochastic Quantization Method, with applications to Scalar, Gauge and Fermionic theories, is done. In particular, the Analytic Stochastic Regularization Scheme is used to calculate the polarization tensor for Quantum Electrodynamics with Dirac bosons or Fermions. The regularization influence is studied for both theories and an extension of this method for some supersymmetrical models is suggested. (author)
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
The Pricing of Options on Assets with Stochastic Volatilities.
Hull, John C; White, Alan D
1987-01-01
One option-pricing problem which has hitherto been unsolved is the pricing of European call on an asset which has a stochastic volatility. This paper examines this problem. The option price is determined in series form for the case in which the stochastic volatility is independent of the stock price. Numerical solutions are also produced for the case in which the volatility is correlated with the stock price. It is found that the Black-Scholes price frequently overprices options and that the ...
INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.
Elkantassi, Soumaya
2017-10-03
Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.
INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.
Elkantassi, Soumaya; Kalligiannaki, Evangelia; Tempone, Raul
2017-01-01
Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.
Conservation threats and the phylogenetic utility of IUCN Red List rankings in Incilius toads.
Schachat, Sandra R; Mulcahy, Daniel G; Mendelson, Joseph R
2016-02-01
Phylogenetic analysis of extinction threat is an emerging tool in the field of conservation. However, there are problems with the methods and data as commonly used. Phylogenetic sampling usually extends to the level of family or genus, but International Union for Conservation of Nature (IUCN) rankings are available only for individual species, and, although different species within a taxonomic group may have the same IUCN rank, the species may have been ranked as such for different reasons. Therefore, IUCN rank may not reflect evolutionary history and thus may not be appropriate for use in a phylogenetic context. To be used appropriately, threat-risk data should reflect the cause of extinction threat rather than the IUCN threat ranking. In a case study of the toad genus Incilius, with phylogenetic sampling at the species level (so that the resolution of the phylogeny matches character data from the IUCN Red List), we analyzed causes of decline and IUCN threat rankings by calculating metrics of phylogenetic signal (such as Fritz and Purvis' D). We also analyzed the extent to which cause of decline and threat ranking overlap by calculating phylogenetic correlation between these 2 types of character data. Incilius species varied greatly in both threat ranking and cause of decline; this variability would be lost at a coarser taxonomic resolution. We found far more phylogenetic signal, likely correlated with evolutionary history, for causes of decline than for IUCN threat ranking. Individual causes of decline and IUCN threat rankings were largely uncorrelated on the phylogeny. Our results demonstrate the importance of character selection and taxonomic resolution when extinction threat is analyzed in a phylogenetic context. © 2015 Society for Conservation Biology.
Phenomenology of stochastic exponential growth
Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya
2017-06-01
Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.
Quantum mechanics and stochastic mechanics for compatible observables at different times
International Nuclear Information System (INIS)
Correggi, M.; Morchio, G.
2002-01-01
Bohm mechanics and Nelson stochastic mechanics are confronted with quantum mechanics in the presence of noninteracting subsystems. In both cases, it is shown that correlations at different times of compatible position observables on stationary states agree with quantum mechanics only in the case of product wave functions. By appropriate Bell-like inequalities it is shown that no classical theory, in particular no stochastic process, can reproduce the quantum mechanical correlations of position variables of noninteracting systems at different times
Linear response in stochastic mean-field theories and the onset of instabilities
International Nuclear Information System (INIS)
Colonna, M.; Chomaz, Ph.
1993-01-01
The small amplitude response of stochastic one-body theories, such as the Boltzmann-Langevin approach is studied. Whereas the two-time correlation function only describes the propagation of fluctuations initially present, the equal-time correlation function is related to the source of stochasticity. For stable systems it yields the Einstein relation, while for unstable systems it determines the growth of the instabilities. These features are illustrated for unstable nuclear matter in two dimensions. (author) 14 refs.; 5 figs
Adaptation in stochastic environments
Clark, Colib
1993-01-01
The classical theory of natural selection, as developed by Fisher, Haldane, and 'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of "Cha...
Kallianpur, Gopinath; Hida, Takeyuki
1987-01-01
The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis cipline with its own repertoire of techniques. The purpose of the Workshop on sto chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
AA, stochastic precooling kicker
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling", while a shutter shielded the deeply cooled antiproton stack from the violent action of the precooling kicker. In this picture, the injection orbit is to the left, the stack orbit to the far right, the separating shutter is in open position. After several seconds of precooling (in momentum and in the vertical plane), the shutter was opened briefly, so that by means of RF the precooled antiprotons could be transferred to the stack tail, where they were subjected to further cooling in momentum and both transverse planes, until they ended up, deeply cooled, in the stack core. The fast shutter, which had to open and close in a fraction of a second was an essential item of the cooling scheme and a mechanical masterpiece. Here the shutter is in the open position. The precooling pickups were of the same design, with the difference that the kickers had cooling circuits and the pickups not. 8401150 shows a precooling pickup with the shutte...
Progress on stochastic background search codes for LIGO
International Nuclear Information System (INIS)
Whelan, John T; Anderson, Warren G; Casquette, Martha; Diaz, Mario C; Heng, Ik Siong; McHugh, Martin; Romano, Joseph D; Jr, Charlie W Torres; Trejo, Rosa M; Vecchio, Alberto
2002-01-01
One of the types of signals for which the LIGO interferometric gravitational wave detectors will search is a stochastic background of gravitational radiation. We review the technique of searching for a background using the optimally filtered cross-correlation statistic, and describe the state of plans to perform such cross-correlations between the two LIGO interferometers as well as between LIGO and other gravitational-wave detectors, in particular the preparation of software to perform such data analysis
Stochastic nature of series of waiting times
Anvari, Mehrnaz; Aghamohammadi, Cina; Dashti-Naserabadi, H.; Salehi, E.; Behjat, E.; Qorbani, M.; Khazaei Nezhad, M.; Zirak, M.; Hadjihosseini, Ali; Peinke, Joachim; Tabar, M. Reza Rahimi
2013-06-01
Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the “waiting times” series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2
Diffusive processes in a stochastic magnetic field
International Nuclear Information System (INIS)
Wang, H.; Vlad, M.; Vanden Eijnden, E.; Spineanu, F.; Misguich, J.H.; Balescu, R.
1995-01-01
The statistical representation of a fluctuating (stochastic) magnetic field configuration is studied in detail. The Eulerian correlation functions of the magnetic field are determined, taking into account all geometrical constraints: these objects form a nondiagonal matrix. The Lagrangian correlations, within the reasonable Corrsin approximation, are reduced to a single scalar function, determined by an integral equation. The mean square perpendicular deviation of a geometrical point moving along a perturbed field line is determined by a nonlinear second-order differential equation. The separation of neighboring field lines in a stochastic magnetic field is studied. We find exponentiation lengths of both signs describing, in particular, a decay (on the average) of any initial anisotropy. The vanishing sum of these exponentiation lengths ensures the existence of an invariant which was overlooked in previous works. Next, the separation of a particle's trajectory from the magnetic field line to which it was initially attached is studied by a similar method. Here too an initial phase of exponential separation appears. Assuming the existence of a final diffusive phase, anomalous diffusion coefficients are found for both weakly and strongly collisional limits. The latter is identical to the well known Rechester-Rosenbluth coefficient, which is obtained here by a more quantitative (though not entirely deductive) treatment than in earlier works
Scalable Faceted Ranking in Tagging Systems
Orlicki, José I.; Alvarez-Hamelin, J. Ignacio; Fierens, Pablo I.
Nowadays, web collaborative tagging systems which allow users to upload, comment on and recommend contents, are growing. Such systems can be represented as graphs where nodes correspond to users and tagged-links to recommendations. In this paper we analyze the problem of computing a ranking of users with respect to a facet described as a set of tags. A straightforward solution is to compute a PageRank-like algorithm on a facet-related graph, but it is not feasible for online computation. We propose an alternative: (i) a ranking for each tag is computed offline on the basis of tag-related subgraphs; (ii) a faceted order is generated online by merging rankings corresponding to all the tags in the facet. Based on the graph analysis of YouTube and Flickr, we show that step (i) is scalable. We also present efficient algorithms for step (ii), which are evaluated by comparing their results with two gold standards.
Evaluation of treatment effects by ranking
DEFF Research Database (Denmark)
Halekoh, U; Kristensen, K
2008-01-01
In crop experiments measurements are often made by a judge evaluating the crops' conditions after treatment. In the present paper an analysis is proposed for experiments where plots of crops treated differently are mutually ranked. In the experimental layout the crops are treated on consecutive...... plots usually placed side by side in one or more rows. In the proposed method a judge ranks several neighbouring plots, say three, by ranking them from best to worst. For the next observation the judge moves on by no more than two plots, such that up to two plots will be re-evaluated again...... in a comparison with the new plot(s). Data from studies using this set-up were analysed by a Thurstonian random utility model, which assumed that the judge's rankings were obtained by comparing latent continuous utilities or treatment effects. For the latent utilities a variance component model was considered...
Superfund Hazard Ranking System Training Course
The Hazard Ranking System (HRS) training course is a four and ½ day, intermediate-level course designed for personnel who are required to compile, draft, and review preliminary assessments (PAs), site inspections (SIs), and HRS documentation records/packag
Who's bigger? where historical figures really rank
Skiena, Steven
2014-01-01
Is Hitler bigger than Napoleon? Washington bigger than Lincoln? Picasso bigger than Einstein? Quantitative analysts are rapidly finding homes in social and cultural domains, from finance to politics. What about history? In this fascinating book, Steve Skiena and Charles Ward bring quantitative analysis to bear on ranking and comparing historical reputations. They evaluate each person by aggregating the traces of millions of opinions, just as Google ranks webpages. The book includes a technical discussion for readers interested in the details of the methods, but no mathematical or computational background is necessary to understand the rankings or conclusions. Along the way, the authors present the rankings of more than one thousand of history's most significant people in science, politics, entertainment, and all areas of human endeavor. Anyone interested in history or biography can see where their favorite figures place in the grand scheme of things.
Ranking Forestry Investments With Parametric Linear Programming
Paul A. Murphy
1976-01-01
Parametric linear programming is introduced as a technique for ranking forestry investments under multiple constraints; it combines the advantages of simple tanking and linear programming as capital budgeting tools.
Application of Stochastic Partial Differential Equations to Reservoir Property Modelling
Potsepaev, R.
2010-09-06
Existing algorithms of geostatistics for stochastic modelling of reservoir parameters require a mapping (the \\'uvt-transform\\') into the parametric space and reconstruction of a stratigraphic co-ordinate system. The parametric space can be considered to represent a pre-deformed and pre-faulted depositional environment. Existing approximations of this mapping in many cases cause significant distortions to the correlation distances. In this work we propose a coordinate free approach for modelling stochastic textures through the application of stochastic partial differential equations. By avoiding the construction of a uvt-transform and stratigraphic coordinates, one can generate realizations directly in the physical space in the presence of deformations and faults. In particular the solution of the modified Helmholtz equation driven by Gaussian white noise is a zero mean Gaussian stationary random field with exponential correlation function (in 3-D). This equation can be used to generate realizations in parametric space. In order to sample in physical space we introduce a stochastic elliptic PDE with tensor coefficients, where the tensor is related to correlation anisotropy and its variation is physical space.
Block models and personalized PageRank
Kloumann, Isabel M.; Ugander, Johan; Kleinberg, Jon
2016-01-01
Methods for ranking the importance of nodes in a network have a rich history in machine learning and across domains that analyze structured data. Recent work has evaluated these methods though the seed set expansion problem: given a subset $S$ of nodes from a community of interest in an underlying graph, can we reliably identify the rest of the community? We start from the observation that the most widely used techniques for this problem, personalized PageRank and heat kernel methods, operate...
Stochastic sensitivity analysis and Langevin simulation for neural network learning
International Nuclear Information System (INIS)
Koda, Masato
1997-01-01
A comprehensive theoretical framework is proposed for the learning of a class of gradient-type neural networks with an additive Gaussian white noise process. The study is based on stochastic sensitivity analysis techniques, and formal expressions are obtained for stochastic learning laws in terms of functional derivative sensitivity coefficients. The present method, based on Langevin simulation techniques, uses only the internal states of the network and ubiquitous noise to compute the learning information inherent in the stochastic correlation between noise signals and the performance functional. In particular, the method does not require the solution of adjoint equations of the back-propagation type. Thus, the present algorithm has the potential for efficiently learning network weights with significantly fewer computations. Application to an unfolded multi-layered network is described, and the results are compared with those obtained by using a back-propagation method
Stochastic modeling of mass transport in porous media
International Nuclear Information System (INIS)
Lim, Seung Cheol; Lee, Kun Jai
1990-01-01
The stochastic moments analysis technique is developed to investigate radionuclide migration in geologic porous media. The mechanisms for radionuclide transport are assumed to be advection in the micropore, radioactive decay of the species, and sorption on the pore wall. Two covariance functions of groundwater velocity, retardation factor, and concentration are derived to incorporate the geologic parameter uncertainty in porous media of small medium dispersivity. The parametric studies show that the correlation length of groundwater velocity has significant influence on the migration behavior of radionuclide. Macro dispersivity is dominantly affected by the fluctuation of groundwater velocity, while the fluctuation of retardation factor has a considerable effect on the retarded stochastic velocity. The upper estimated concentration evaluated from this stochastic moments analysis can be used as a practical conservative value for the performance assessment of nuclear waste repository
González-Galván, María del Carmen; Mosqueda-Taylor, Adalberto; Bologna-Molina, Ronell; Setien-Olarra, Amaia; Marichalar-Mendia, Xabier; Aguirre-Urizar, José-Manuel
2018-01-01
Background Odontogenic myxoma (OM) is a benign intraosseous neoplasm that exhibits local aggressiveness and high recurrence rates. Osteoclastogenesis is an important phenomenon in the tumor growth of maxillary neoplasms. RANK (Receptor Activator of Nuclear Factor κappa B) is the signaling receptor of RANK-L (Receptor activator of nuclear factor kappa-Β ligand) that activates the osteoclasts. OPG (osteoprotegerin) is a decoy receptor for RANK-L that inhibits pro-osteoclastogenesis. The RANK / RANKL / OPG system participates in the regulation of osteolytic activity under normal conditions, and its alteration has been associated with greater bone destruction, and also with tumor growth. Objectives To analyze the immunohistochemical expression of OPG, RANK and RANK-L proteins in odontogenic myxomas (OMs) and their relationship with the tumor size. Material and Methods Eighteen OMs, 4 small ( 3cm) and 18 dental follicles (DF) that were included as control were studied by means of standard immunohistochemical procedure with RANK, RANKL and OPG antibodies. For the evaluation, 5 fields (40x) of representative areas of OM and DF were selected where the expression of each antibody was determined. Descriptive and comparative statistical analyses were performed with the obtained data. Results There are significant differences in the expression of RANK in OM samples as compared to DF (p = 0.022) and among the OMSs and OMLs (p = 0.032). Also a strong association is recognized in the expression of RANK-L and OPG in OM samples. Conclusions Activation of the RANK / RANK-L / OPG triad seems to be involved in the mechanisms of bone balance and destruction, as well as associated with tumor growth in odontogenic myxomas. Key words:Odontogenic myxoma, dental follicle, RANK, RANK-L, OPG, osteoclastogenesis. PMID:29680857
Rank distributions: A panoramic macroscopic outlook
Eliazar, Iddo I.; Cohen, Morrel H.
2014-01-01
This paper presents a panoramic macroscopic outlook of rank distributions. We establish a general framework for the analysis of rank distributions, which classifies them into five macroscopic "socioeconomic" states: monarchy, oligarchy-feudalism, criticality, socialism-capitalism, and communism. Oligarchy-feudalism is shown to be characterized by discrete macroscopic rank distributions, and socialism-capitalism is shown to be characterized by continuous macroscopic size distributions. Criticality is a transition state between oligarchy-feudalism and socialism-capitalism, which can manifest allometric scaling with multifractal spectra. Monarchy and communism are extreme forms of oligarchy-feudalism and socialism-capitalism, respectively, in which the intrinsic randomness vanishes. The general framework is applied to three different models of rank distributions—top-down, bottom-up, and global—and unveils each model's macroscopic universality and versatility. The global model yields a macroscopic classification of the generalized Zipf law, an omnipresent form of rank distributions observed across the sciences. An amalgamation of the three models establishes a universal rank-distribution explanation for the macroscopic emergence of a prevalent class of continuous size distributions, ones governed by unimodal densities with both Pareto and inverse-Pareto power-law tails.
Fair ranking of researchers and research teams.
Vavryčuk, Václav
2018-01-01
The main drawback of ranking of researchers by the number of papers, citations or by the Hirsch index is ignoring the problem of distributing authorship among authors in multi-author publications. So far, the single-author or multi-author publications contribute to the publication record of a researcher equally. This full counting scheme is apparently unfair and causes unjust disproportions, in particular, if ranked researchers have distinctly different collaboration profiles. These disproportions are removed by less common fractional or authorship-weighted counting schemes, which can distribute the authorship credit more properly and suppress a tendency to unjustified inflation of co-authors. The urgent need of widely adopting a fair ranking scheme in practise is exemplified by analysing citation profiles of several highly-cited astronomers and astrophysicists. While the full counting scheme often leads to completely incorrect and misleading ranking, the fractional or authorship-weighted schemes are more accurate and applicable to ranking of researchers as well as research teams. In addition, they suppress differences in ranking among scientific disciplines. These more appropriate schemes should urgently be adopted by scientific publication databases as the Web of Science (Thomson Reuters) or the Scopus (Elsevier).
Investment timing under hybrid stochastic and local volatility
International Nuclear Information System (INIS)
Kim, Jeong-Hoon; Lee, Min-Ku; Sohn, So Young
2014-01-01
Highlights: • The effects of hybrid stochastic volatility on real option prices are studied. • The stochastic volatility consists of a fast mean-reverting component and a CEV type one. • A fast mean-reverting factor lowers real option prices and investment thresholds. • The increase of elasticity raises real option prices and investment thresholds. • The effects of the addition of a slowly varying factor depend upon the project value. - Abstract: We consider an investment timing problem under a real option model where the instantaneous volatility of the project value is given by a combination of a hidden stochastic process and the project value itself. The stochastic volatility part is given by a function of a fast mean-reverting process as well as a slowly varying process and the local volatility part is a power (the elasticity parameter) of the project value itself. The elasticity parameter controls directly the correlation between the project value and the volatility. Knowing that the project value represents the market price of a real asset in many applications and the value of the elasticity parameter depends on the asset, the elasticity parameter should be treated with caution for investment decision problems. Based on the hybrid structure of volatility, we investigate the simultaneous impact of the elasticity and the stochastic volatility on the real option value as well as the investment threshold
Adaptive stochastic Galerkin FEM with hierarchical tensor representations
Eigel, Martin
2016-01-08
PDE with stochastic data usually lead to very high-dimensional algebraic problems which easily become unfeasible for numerical computations because of the dense coupling structure of the discretised stochastic operator. Recently, an adaptive stochastic Galerkin FEM based on a residual a posteriori error estimator was presented and the convergence of the adaptive algorithm was shown. While this approach leads to a drastic reduction of the complexity of the problem due to the iterative discovery of the sparsity of the solution, the problem size and structure is still rather limited. To allow for larger and more general problems, we exploit the tensor structure of the parametric problem by representing operator and solution iterates in the tensor train (TT) format. The (successive) compression carried out with these representations can be seen as a generalisation of some other model reduction techniques, e.g. the reduced basis method. We show that this approach facilitates the efficient computation of different error indicators related to the computational mesh, the active polynomial chaos index set, and the TT rank. In particular, the curse of dimension is avoided.
ARIMA-Based Time Series Model of Stochastic Wind Power Generation
DEFF Research Database (Denmark)
Chen, Peiyuan; Pedersen, Troels; Bak-Jensen, Birgitte
2010-01-01
This paper proposes a stochastic wind power model based on an autoregressive integrated moving average (ARIMA) process. The model takes into account the nonstationarity and physical limits of stochastic wind power generation. The model is constructed based on wind power measurement of one year from...... the Nysted offshore wind farm in Denmark. The proposed limited-ARIMA (LARIMA) model introduces a limiter and characterizes the stochastic wind power generation by mean level, temporal correlation and driving noise. The model is validated against the measurement in terms of temporal correlation...... and probability distribution. The LARIMA model outperforms a first-order transition matrix based discrete Markov model in terms of temporal correlation, probability distribution and model parameter number. The proposed LARIMA model is further extended to include the monthly variation of the stochastic wind power...
Directory of Open Access Journals (Sweden)
Cleston Alexandre dos Santos
2017-02-01
Full Text Available Brazilian soccer teams are required to present good results inside and outside the field. The main demand is about winning titles, to present continuous and increasing profits, and, consequently, to reach economic-financial stability. The present study aims at analyzing the relationship between the ranking formed by the Brazilian Soccer Confederation (CBF and the economic-financial indicators of the Brazilian soccer teams. The sample consisted of 36 Brazilian soccer teams that belong to the series A, B and C. Such teams are linked to CBF and published their financial statements of 2014. For data analysis, we used multi-criteria decision making method VIKOR that was applied along with Kendall rank correlation. Results revealed that the majority of Brazilian soccer teams have insufficient economical liquidity; they cannot bear their own expenses; they dependent of third-party resources; and they present negative profitability. Results also showed, through VIKOR technique, that the soccer teams studied occupy different positions in CBF ranking and in the economical-financial indicators, except for Botafogo club. Kendall rank correlation revealed no correlation and no significance between the rankings. Findings seem to support the idea that there is no relationship between CBF rankings and the economical-financial indicators of Brazilian soccer teams.
White, Roger McNeill; White, John Bryan; Barth, Michael M.
2011-01-01
Rankings of finance doctoral programs generally fall into two categories: a qualitative opinion survey or a quantitative analysis of research productivity. The consistency of these rankings suggests either the best programs have the most productive faculty, or that the university affiliations most often seen in publications are correlated with…
Directory of Open Access Journals (Sweden)
L.J. Fourie
1985-11-01
Full Text Available Changes in the body fat content of the hyrax Procavia capensis were used as an indicator of physiological condition. Body fat rankings for the different sexes showed seasonal variations related to physiologically stressful periods (rutting, gestation and lactation. The subjective body fat rankings were correlated significantly with total body fat.
RANK/RANK-Ligand/OPG: Ein neuer Therapieansatz in der Osteoporosebehandlung
Directory of Open Access Journals (Sweden)
Preisinger E
2007-01-01
Full Text Available Die Erforschung der Kopplungsmechanismen zur Osteoklastogenese, Knochenresorption und Remodellierung eröffnete neue mögliche Therapieansätze in der Behandlung der Osteoporose. Eine Schlüsselrolle beim Knochenabbau spielt der RANK- ("receptor activator of nuclear factor (NF- κB"- Ligand (RANKL. Durch die Bindung von RANKL an den Rezeptor RANK wird die Knochenresorption eingeleitet. OPG (Osteoprotegerin sowie der für den klinischen Gebrauch entwickelte humane monoklonale Antikörper (IgG2 Denosumab blockieren die Bindung von RANK-Ligand an RANK und verhindern den Knochenabbau.
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Stochastic quantization and topological theories
International Nuclear Information System (INIS)
Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.
1992-01-01
In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones
Stochastic quantization of Einstein gravity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
We determine a one-parameter family of covariant Langevin equations for the metric tensor of general relativity corresponding to DeWitt's one-parameter family of supermetrics. The stochastic source term in these equations can be expressed in terms of a Gaussian white noise upon the introduction of a stochastic tetrad field. The only physically acceptable resolution of a mathematical ambiguity in the ansatz for the source term is the adoption of Ito's calculus. By taking the formal equilibrium limit of the stochastic metric a one-parameter family of covariant path-integral measures for general relativity is obtained. There is a unique parameter value, distinguished by any one of the following three properties: (i) the metric is harmonic with respect to the supermetric, (ii) the path-integral measure is that of DeWitt, (iii) the supermetric governs the linearized Einstein dynamics. Moreover the Feynman propagator corresponding to this parameter is causal. Finally we show that a consistent stochastic perturbation theory gives rise to a new type of diagram containing ''stochastic vertices.''
Papacharalampous, Georgia; Tyralis, Hristos; Koutsoyiannis, Demetris
2017-04-01
Machine learning (ML) is considered to be a promising approach to hydrological processes forecasting. We conduct a comparison between several stochastic and ML point estimation methods by performing large-scale computational experiments based on simulations. The purpose is to provide generalized results, while the respective comparisons in the literature are usually based on case studies. The stochastic methods used include simple methods, models from the frequently used families of Autoregressive Moving Average (ARMA), Autoregressive Fractionally Integrated Moving Average (ARFIMA) and Exponential Smoothing models. The ML methods used are Random Forests (RF), Support Vector Machines (SVM) and Neural Networks (NN). The comparison refers to the multi-step ahead forecasting properties of the methods. A total of 20 methods are used, among which 9 are the ML methods. 12 simulation experiments are performed, while each of them uses 2 000 simulated time series of 310 observations. The time series are simulated using stochastic processes from the families of ARMA and ARFIMA models. Each time series is split into a fitting (first 300 observations) and a testing set (last 10 observations). The comparative assessment of the methods is based on 18 metrics, that quantify the methods' performance according to several criteria related to the accurate forecasting of the testing set, the capturing of its variation and the correlation between the testing and forecasted values. The most important outcome of this study is that there is not a uniformly better or worse method. However, there are methods that are regularly better or worse than others with respect to specific metrics. It appears that, although a general ranking of the methods is not possible, their classification based on their similar or contrasting performance in the various metrics is possible to some extent. Another important conclusion is that more sophisticated methods do not necessarily provide better forecasts
Country-specific determinants of world university rankings
Pietrucha, Jacek
2017-01-01
This paper examines country-specific factors that affect the three most influential world university rankings (the Academic Ranking of World Universities, the QS World University Ranking, and the Times Higher Education World University Ranking). We run a cross sectional regression that covers 42–71 countries (depending on the ranking and data availability). We show that the position of universities from a country in the ranking is determined by the following country-specific variables: econom...
About the use of rank transformation in sensitivity analysis of model output
International Nuclear Information System (INIS)
Saltelli, Andrea; Sobol', Ilya M
1995-01-01
Rank transformations are frequently employed in numerical experiments involving a computational model, especially in the context of sensitivity and uncertainty analyses. Response surface replacement and parameter screening are tasks which may benefit from a rank transformation. Ranks can cope with nonlinear (albeit monotonic) input-output distributions, allowing the use of linear regression techniques. Rank transformed statistics are more robust, and provide a useful solution in the presence of long tailed input and output distributions. As is known to practitioners, care must be employed when interpreting the results of such analyses, as any conclusion drawn using ranks does not translate easily to the original model. In the present note an heuristic approach is taken, to explore, by way of practical examples, the effect of a rank transformation on the outcome of a sensitivity analysis. An attempt is made to identify trends, and to correlate these effects to a model taxonomy. Employing sensitivity indices, whereby the total variance of the model output is decomposed into a sum of terms of increasing dimensionality, we show that the main effect of the rank transformation is to increase the relative weight of the first order terms (the 'main effects'), at the expense of the 'interactions' and 'higher order interactions'. As a result the influence of those parameters which influence the output mostly by way of interactions may be overlooked in an analysis based on the ranks. This difficulty increases with the dimensionality of the problem, and may lead to the failure of a rank based sensitivity analysis. We suggest that the models can be ranked, with respect to the complexity of their input-output relationship, by mean of an 'Association' index I y . I y may complement the usual model coefficient of determination R y 2 as a measure of model complexity for the purpose of uncertainty and sensitivity analysis
Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble
Jankov, I.
2017-12-01
It is well known that global and regional numerical weather prediction (NWP) ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system is the use of stochastic physics. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), and Stochastic Perturbation of Physics Tendencies (SPPT). The focus of this study is to assess model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) using a variety of stochastic approaches. A single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model was utilized and ensemble members produced by employing stochastic methods. Parameter perturbations (using SPP) for select fields were employed in the Rapid Update Cycle (RUC) land surface model (LSM) and Mellor-Yamada-Nakanishi-Niino (MYNN) Planetary Boundary Layer (PBL) schemes. Within MYNN, SPP was applied to sub-grid cloud fraction, mixing length, roughness length, mass fluxes and Prandtl number. In the RUC LSM, SPP was applied to hydraulic conductivity and tested perturbing soil moisture at initial time. First iterative testing was conducted to assess the initial performance of several configuration settings (e.g. variety of spatial and temporal de-correlation lengths). Upon selection of the most promising candidate configurations using SPP, a 10-day time period was run and more robust statistics were gathered. SKEB and SPPT were included in additional retrospective tests to assess the impact of using
Social class rank, essentialism, and punitive judgment.
Kraus, Michael W; Keltner, Dacher
2013-08-01
Recent evidence suggests that perceptions of social class rank influence a variety of social cognitive tendencies, from patterns of causal attribution to moral judgment. In the present studies we tested the hypotheses that upper-class rank individuals would be more likely to endorse essentialist lay theories of social class categories (i.e., that social class is founded in genetically based, biological differences) than would lower-class rank individuals and that these beliefs would decrease support for restorative justice--which seeks to rehabilitate offenders, rather than punish unlawful action. Across studies, higher social class rank was associated with increased essentialism of social class categories (Studies 1, 2, and 4) and decreased support for restorative justice (Study 4). Moreover, manipulated essentialist beliefs decreased preferences for restorative justice (Study 3), and the association between social class rank and class-based essentialist theories was explained by the tendency to endorse beliefs in a just world (Study 2). Implications for how class-based essentialist beliefs potentially constrain social opportunity and mobility are discussed.
RANK und RANKL - Vom Knochen zum Mammakarzinom
Directory of Open Access Journals (Sweden)
Sigl V
2012-01-01
Full Text Available RANK (Receptor Activator of NF-κB und sein Ligand RANKL sind Schlüsselmoleküle im Knochenmetabolismus und spielen eine essenzielle Rolle in der Entstehung von pathologischen Knochenveränderungen. Die Deregulation des RANK/RANKL-Systems ist zum Beispiel ein Hauptgrund für das Auftreten von postmenopausaler Osteoporose bei Frauen. Eine weitere wesentliche Funktion von RANK und RANKL liegt in der Entwicklung von milchsekretierenden Drüsen während der Schwangerschaft. Dabei regulieren Sexualhormone, wie zum Beispiel Progesteron, die Expression von RANKL und induzieren dadurch die Proliferation von epithelialen Zellen der Brust. Seit Längerem war schon bekannt, dass RANK und RANKL in der Metastasenbildung von Brustkrebszellen im Knochengewebe beteiligt sind. Wir konnten nun das RANK/RANKLSystem auch als essenziellen Mechanismus in der Entstehung von hormonellem Brustkrebs identifizieren. In diesem Beitrag werden wir daher den neuesten Erkenntnissen besondere Aufmerksamkeit schenken und diese kritisch in Bezug auf Brustkrebsentwicklung betrachten.
Campo, M. A.; Lopez, J. J.; Rebole, J. P.
2012-04-01
This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series
Stacking with stochastic cooling
Energy Technology Data Exchange (ETDEWEB)
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
Linear Subspace Ranking Hashing for Cross-Modal Retrieval.
Li, Kai; Qi, Guo-Jun; Ye, Jun; Hua, Kien A
2017-09-01
Hashing has attracted a great deal of research in recent years due to its effectiveness for the retrieval and indexing of large-scale high-dimensional multimedia data. In this paper, we propose a novel ranking-based hashing framework that maps data from different modalities into a common Hamming space where the cross-modal similarity can be measured using Hamming distance. Unlike existing cross-modal hashing algorithms where the learned hash functions are binary space partitioning functions, such as the sign and threshold function, the proposed hashing scheme takes advantage of a new class of hash functions closely related to rank correlation measures which are known to be scale-invariant, numerically stable, and highly nonlinear. Specifically, we jointly learn two groups of linear subspaces, one for each modality, so that features' ranking orders in different linear subspaces maximally preserve the cross-modal similarities. We show that the ranking-based hash function has a natural probabilistic approximation which transforms the original highly discontinuous optimization problem into one that can be efficiently solved using simple gradient descent algorithms. The proposed hashing framework is also flexible in the sense that the optimization procedures are not tied up to any specific form of loss function, which is typical for existing cross-modal hashing methods, but rather we can flexibly accommodate different loss functions with minimal changes to the learning steps. We demonstrate through extensive experiments on four widely-used real-world multimodal datasets that the proposed cross-modal hashing method can achieve competitive performance against several state-of-the-arts with only moderate training and testing time.
Fundamentals of stochastic nature sciences
Klyatskin, Valery I
2017-01-01
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...
Stochastic models of cell motility
DEFF Research Database (Denmark)
Gradinaru, Cristian
2012-01-01
Cell motility and migration are central to the development and maintenance of multicellular organisms, and errors during this process can lead to major diseases. Consequently, the mechanisms and phenomenology of cell motility are currently under intense study. In recent years, a new...... interdisciplinary field focusing on the study of biological processes at the nanoscale level, with a range of technological applications in medicine and biological research, has emerged. The work presented in this thesis is at the interface of cell biology, image processing, and stochastic modeling. The stochastic...... models introduced here are based on persistent random motion, which I apply to real-life studies of cell motility on flat and nanostructured surfaces. These models aim to predict the time-dependent position of cell centroids in a stochastic manner, and conversely determine directly from experimental...
Stochastic Modelling of Hydrologic Systems
DEFF Research Database (Denmark)
Jonsdottir, Harpa
2007-01-01
In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains...... an introduction and an overview of the papers published. Then an introduction to basic concepts in hydrology along with a description of hydrological data is given. Finally an introduction to stochastic modelling is given. The second part contains the research papers. In the research papers the stochastic methods...... are described, as at the time of publication these methods represent new contribution to hydrology. The second part also contains additional description of software used and a brief introduction to stiff systems. The system in one of the papers is stiff....
Stochastic quantization of general relativity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
Characterizing Microseismicity at the Newberry Volcano Geothermal Site using PageRank
Aguiar, A. C.; Myers, S. C.
2015-12-01
The Newberry Volcano, within the Deschutes National Forest in Oregon, has been designated as a candidate site for the Department of Energy's Frontier Observatory for Research in Geothermal Energy (FORGE) program. This site was stimulated using high-pressure fluid injection during the fall of 2012, which generated several hundred microseismic events. Exploring the spatial and temporal development of microseismicity is key to understanding how subsurface stimulation modifies stress, fractures rock, and increases permeability. We analyze Newberry seismicity using both surface and borehole seismometers from the AltaRock and LLNL seismic networks. For our analysis we adapt PageRank, Google's initial search algorithm, to evaluate microseismicity during the 2012 stimulation. PageRank is a measure of connectivity, where higher ranking represents highly connected windows. In seismic applications connectivity is measured by the cross correlation of 2 time windows recorded on a common seismic station and channel. Aguiar and Beroza (2014) used PageRank based on cross correlation to detect low-frequency earthquakes, which are highly repetitive but difficult to detect. We expand on this application by using PageRank to define signal-correlation topology for micro-earthquakes, including the identification of signals that are connected to the largest number of other signals. We then use this information to create signal families and compare PageRank families to the spatial and temporal proximity of associated earthquakes. Studying signal PageRank will potentially allow us to efficiently group earthquakes with similar physical characteristics, such as focal mechanisms and stress drop. Our ultimate goal is to determine whether changes in the state of stress and/or changes in the generation of subsurface fracture networks can be detected using PageRank topology. This work performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under
Correlation risk and optimal portfolio choice
Buraschi, Andrea; Porchia, Paolo; Trojani, Fabio
2010-01-01
We develop a new framework for multivariate intertemporal portfolio choice that allows us to derive optimal portfolio implications for economies in which the degree of correlation across industries, countries, or asset classes is stochastic. Optimal portfolios include distinct hedging components against both stochastic volatility and correlation risk. We find that the hedging demand is typically larger than in univariate models, and it includes an economically significant covariance hedging...
Stochastic geometry for image analysis
Descombes, Xavier
2013-01-01
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.
Stochastic methods in quantum mechanics
Gudder, Stanley P
2005-01-01
Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun
STOCHASTIC METHODS IN RISK ANALYSIS
Directory of Open Access Journals (Sweden)
Vladimíra OSADSKÁ
2017-06-01
Full Text Available In this paper, we review basic stochastic methods which can be used to extend state-of-the-art deterministic analytical methods for risk analysis. We can conclude that the standard deterministic analytical methods highly depend on the practical experience and knowledge of the evaluator and therefore, the stochastic methods should be introduced. The new risk analysis methods should consider the uncertainties in input values. We present how large is the impact on the results of the analysis solving practical example of FMECA with uncertainties modelled using Monte Carlo sampling.