2 resultados para equilibrium asset pricing models with latent variables

em Nottingham eTheses


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This paper is concerned with SIR (susceptible--infected--removed) household epidemic models in which the infection response may be either mild or severe, with the type of response also affecting the infectiousness of an individual. Two different models are analysed. In the first model, the infection status of an individual is predetermined, perhaps due to partial immunity, and in the second, the infection status of an individual depends on the infection status of its infector and on whether the individual was infected by a within- or between-household contact. The first scenario may be modelled using a multitype household epidemic model, and the second scenario by a model we denote by the infector-dependent-severity household epidemic model. Large population results of the two models are derived, with the focus being on the distribution of the total numbers of mild and severe cases in a typical household, of any given size, in the event that the epidemic becomes established. The aim of the paper is to investigate whether it is possible to determine which of the two underlying explanations is causing the varying response when given final size household outbreak data containing mild and severe cases. We conduct numerical studies which show that, given data on sufficiently many households, it is generally possible to discriminate between the two models by comparing the Kullback-Leibler divergence for the two fitted models to these data.

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Inter-subject parcellation of functional Magnetic Resonance Imaging (fMRI) data based on a standard General Linear Model (GLM) and spectral clustering was recently proposed as a means to alleviate the issues associated with spatial normalization in fMRI. However, for all its appeal, a GLM-based parcellation approach introduces its own biases, in the form of a priori knowledge about the shape of Hemodynamic Response Function (HRF) and task-related signal changes, or about the subject behaviour during the task. In this paper, we introduce a data-driven version of the spectral clustering parcellation, based on Independent Component Analysis (ICA) and Partial Least Squares (PLS) instead of the GLM. First, a number of independent components are automatically selected. Seed voxels are then obtained from the associated ICA maps and we compute the PLS latent variables between the fMRI signal of the seed voxels (which covers regional variations of the HRF) and the principal components of the signal across all voxels. Finally, we parcellate all subjects data with a spectral clustering of the PLS latent variables. We present results of the application of the proposed method on both single-subject and multi-subject fMRI datasets. Preliminary experimental results, evaluated with intra-parcel variance of GLM t-values and PLS derived t-values, indicate that this data-driven approach offers improvement in terms of parcellation accuracy over GLM based techniques.