This paper deals with some problems of accuracy of algorithms for the numerical solutions of stochastic differential equations (SDEs) versus the size of the ensemble of trajectories simulated. The problems of accuracy...
详细信息
This paper deals with some problems of accuracy of algorithms for the numerical solutions of stochastic differential equations (SDEs) versus the size of the ensemble of trajectories simulated. The problems of accuracy arise in estimating functionals of SDE solutions with increasing variance, highly asymmetric distributions, and an indefinite time of arrival of trajectories of solutions at the boundaries of given domains. Some ways of parallelization of statistical algorithms on a multiprocessor cluster are described. Results of numerical experiments performed on a supercomputer available at the Siberian Supercomputer Center are presented.
In this work we revisit, correct and extend Chung's 1946 method for deriving higher order Edgeworth expansions with respect to t-statistics and generalized self-normalized sums. Thereby we provide a set of formula...
详细信息
In this work we revisit, correct and extend Chung's 1946 method for deriving higher order Edgeworth expansions with respect to t-statistics and generalized self-normalized sums. Thereby we provide a set of formulas which allows the computation of the approximation of any order and specify the first four polynomials in the Edgeworth expansion, the first two of which are well known. It turns out that knowledge of the first four polynomials is necessary and sufficient for characterizing the rate of convergence of the Edgeworth expansion in terms of moments and the norming sequence appearing in generalized self-normalized sums. It will be shown that depending on the moments and the norming sequence, the rate of convergence can be O(n(-i/2)), i = 1.....4 Finally, we study expansions and rates of convergence if the normal distribution is replaced by the t-distribution. (C) 2010 Elsevier B.V. All rights reserved.
Gene Expression Comparative Analysis allows bio-informatics researchers to discover the functional regulation of genes. This is achieved through comparisons between data-sets representing the quantities of substances ...
详细信息
ISBN:
(纸本)9783642131356
Gene Expression Comparative Analysis allows bio-informatics researchers to discover the functional regulation of genes. This is achieved through comparisons between data-sets representing the quantities of substances in a biological system. Unnatural variations can be introduced during the data collection and digitization process so normalization algorithms must be applied to data before any accurate comparison can be made. There exist many different normalization methods each of which gives a different result. Comparing differently normalized datasets can allow for discovery of crucial regulated genes that may be otherwise hidden due to errors in a single normalization study. In this paper we introduce a web-based software package called EXP-PAC which makes use of a high performance computing platform of computer clusters to run multiple normalization methods in parallel. By generating multiple normalized datasets concurrently, we allow researchers the ability to improve the accuracy of their research with almost no extra time-cost.
In cancer diagnostics the most important problems are the early identification and estimation of the tumor growth and spread in order to determine the area to be operated. The aim of the work was to design of statisti...
详细信息
ISBN:
(纸本)9780819474179
In cancer diagnostics the most important problems are the early identification and estimation of the tumor growth and spread in order to determine the area to be operated. The aim of the work was to design of statistical algorithms helping doctors to objectively estimate pathologically changed areas and to assess the disease advancement. In the research, algorithms for classifying endoscopic autofluorescence images of larynx and intestine were used. The results show that the statistical pattern recognition offers new possibilities for endoscopic diagnostics and can be of a tremendous help in assessing the area of the pathological changes.
This article proposes a new procedure for obtaining one-sided tolerance limits in unbalanced random effects models. The procedure is a generalization of that proposed by Mee and Owen for the balanced situation, and ca...
详细信息
This article proposes a new procedure for obtaining one-sided tolerance limits in unbalanced random effects models. The procedure is a generalization of that proposed by Mee and Owen for the balanced situation, and can be easily implemented, because it only needs a non-central-t table. Two simulation studies are carried out to assess the performance of the new procedure and to compare it with one of the other procedures laid out in previous statistical literature. The article findings show that the new procedure is much simpler to compute and performs better than the previous ones, having inferior values of the gamma bias in a wide range of situations, representative of many actual industrial applications, and behaving also reasonably well in more extreme sampling situations. The use of the new limits is illustrated by an application to an actual example from the steel industry.
Nonlinear filtering is the process of estimating and tracking the state of a nonlinearstochastic system from non-Gaussian noisy observation data. In this technical memorandum,we present an overview of techniques for n...
详细信息
Nonlinear filtering is the process of estimating and tracking the state of a nonlinearstochastic system from non-Gaussian noisy observation data. In this technical memorandum,we present an overview of techniques for nonlinear filtering for a wide varietyof conditions on the nonlinearities and on the noise. We begin with the developmentof a general Bayesian approach to filtering which is applicable to all linear or nonlinearstochastic systems. We show how Bayesian filtering requires integration over probabilitydensity functions that cannot be accomplished in closed form for the general nonlinear,non-Gaussian multivariate system, so approximations are required.
This paper provides a design method for two-degrees-of-freedom I-PD (2DOF-I-PD) controllers including switched PD compensator based on bilinear matrix inequalities (BMIs). Two design specifications based on H-2 norm a...
详细信息
ISBN:
(纸本)0780383354
This paper provides a design method for two-degrees-of-freedom I-PD (2DOF-I-PD) controllers including switched PD compensator based on bilinear matrix inequalities (BMIs). Two design specifications based on H-2 norm are formulated in BMIs, and PID parameters can be exactly obtained by solving the BMI problems via branch and bound algorithms. A set of PD compensators can be obtained simultaneously using proposing design method. The most effective parameter is selected out of the set of PD compensator based on the switching criterion which obtained from estimated system conditions using the statistic algorithms. Numerical examples are also shown.
Recent advances in the study of global patterns of gene expression with the use of microarray technology, coupled with data analysis using sophisticated statistical algorithms, have provided new insights into pathogen...
详细信息
Recent advances in the study of global patterns of gene expression with the use of microarray technology, coupled with data analysis using sophisticated statistical algorithms, have provided new insights into pathogenic mechanisms of disease. Complementary and reproducible data from multiple laboratories have documented the feasibility of analysis of heterogeneous populations of peripheral blood mononuclear cells from patients with rheumatic diseases through use of this powerful technology. Although some patterns of gene expression, including increased expression of immune system cell surface activation molecules, confirm previous data obtained with other techniques, some novel genes that are differentially expressed have been identified. Most interesting is the dominant pattern of interferon-induced gene expression detected among blood mononuclear cells from patients with systemic lupus erythematosus and juvenile dermatomyositis. These data are consistent with long-standing observations indicating increased circulating interferon-alpha in the blood of patients with active lupus, but draw attention to the dominance of the interferon pathway in the hierarchy of gene expression pathways implicated in systemic autoimmunity.
Image degradation by blurring is a well-known phenomenon often described by the mathematical operation of convolution. Fourier methods are well developed for recovery, or restoration, of the true image from an observe...
详细信息
Image degradation by blurring is a well-known phenomenon often described by the mathematical operation of convolution. Fourier methods are well developed for recovery, or restoration, of the true image from an observed image affected by convolution blur and additive constant variance Gaussian noise. One focus of this paper is to describe another statistical restoration method which is available when the image data exhibits Poisson variability. This is a common situation when counts of recorded activity from the image, as in medical imaging contexts. We apply Maximum Likelihood (ML) and Maximum Penalized Likelihood (MPL) procedures to deconvolve image data which has been degraded by blurring and Poisson variability in recorded activity. A second focus is formulation and comparison of automated selection procedures for regularization (smoothing) parameters in this context. (C) 1998 Elsevier Science B.V. All rights reserved.
The theory of wavelets has recently undergone a period of rapid development. We introduce a software package called wavethresh that works within the statistical language S to perform one- and two-dimensional discrete ...
详细信息
暂无评论