961 resultados para Statistical Theory


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This paper investigates whether the position of adverb phrases in sentences is regionally patterned in written Standard American English, based on an analysis of a 25 million word corpus of letters to the editor representing the language of 200 cities from across the United States. Seven measures of adverb position were tested for regional patterns using the global spatial autocorrelation statistic Moran’s I and the local spatial autocorrelation statistic Getis-Ord Gi*. Three of these seven measures were indentified as exhibiting significant levels of spatial autocorrelation, contrasting the language of the Northeast with language of the Southeast and the South Central states. These results demonstrate that continuous regional grammatical variation exists in American English and that regional linguistic variation exists in written Standard English.

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When Recurrent Neural Networks (RNN) are going to be used as Pattern Recognition systems, the problem to be considered is how to impose prescribed prototype vectors ξ^1,ξ^2,...,ξ^p as fixed points. The synaptic matrix W should be interpreted as a sort of sign correlation matrix of the prototypes, In the classical approach. The weak point in this approach, comes from the fact that it does not have the appropriate tools to deal efficiently with the correlation between the state vectors and the prototype vectors The capacity of the net is very poor because one can only know if one given vector is adequately correlated with the prototypes or not and we are not able to know what its exact correlation degree. The interest of our approach lies precisely in the fact that it provides these tools. In this paper, a geometrical vision of the dynamic of states is explained. A fixed point is viewed as a point in the Euclidean plane R2. The retrieving procedure is analyzed trough statistical frequency distribution of the prototypes. The capacity of the net is improved and the spurious states are reduced. In order to clarify and corroborate the theoretical results, together with the formal theory, an application is presented

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Mathematical Subject Classification 2010:26A33, 33E99, 15A52, 62E15.

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MSC 2010: 15A15, 15A52, 33C60, 33E12, 44A20, 62E15 Dedicated to Professor R. Gorenflo on the occasion of his 80th birthday

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Extreme stock price movements are of great concern to both investors and the entire economy. For investors, a single negative return, or a combination of several smaller returns, can possible wipe out so much capital that the firm or portfolio becomes illiquid or insolvent. If enough investors experience this loss, it could shock the entire economy. An example of such a case is the stock market crash of 1987. Furthermore, there has been a lot of recent interest regarding the increasing volatility of stock prices. ^ This study presents an analysis of extreme stock price movements. The data utilized was the daily returns for the Standard and Poor's 500 index from January 3, 1978 to May 31, 2001. Research questions were analyzed using the statistical models provided by extreme value theory. One of the difficulties in examining stock price data is that there is no consensus regarding the correct shape of the distribution function generating the data. An advantage with extreme value theory is that no detailed knowledge of this distribution function is required to apply the asymptotic theory. We focus on the tail of the distribution. ^ Extreme value theory allows us to estimate a tail index, which we use to derive bounds on the returns for very low probabilities on an excess. Such information is useful in evaluating the volatility of stock prices. There are three possible limit laws for the maximum: Gumbel (thick-tailed), Fréchet (thin-tailed) or Weibull (no tail). Results indicated that extreme returns during the time period studied follow a Fréchet distribution. Thus, this study finds that extreme value analysis is a valuable tool for examining stock price movements and can be more efficient than the usual variance in measuring risk. ^

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The physics of self-organization and complexity is manifested on a variety of biological scales, from large ecosystems to the molecular level. Protein molecules exhibit characteristics of complex systems in terms of their structure, dynamics, and function. Proteins have the extraordinary ability to fold to a specific functional three-dimensional shape, starting from a random coil, in a biologically relevant time. How they accomplish this is one of the secrets of life. In this work, theoretical research into understanding this remarkable behavior is discussed. Thermodynamic and statistical mechanical tools are used in order to investigate the protein folding dynamics and stability. Theoretical analyses of the results from computer simulation of the dynamics of a four-helix bundle show that the excluded volume entropic effects are very important in protein dynamics and crucial for protein stability. The dramatic effects of changing the size of sidechains imply that a strategic placement of amino acid residues with a particular size may be an important consideration in protein engineering. Another investigation deals with modeling protein structural transitions as a phase transition. Using finite size scaling theory, the nature of unfolding transition of a four-helix bundle protein was investigated and critical exponents for the transition were calculated for various hydrophobic strengths in the core. It is found that the order of the transition changes from first to higher order as the strength of the hydrophobic interaction in the core region is significantly increased. Finally, a detailed kinetic and thermodynamic analysis was carried out in a model two-helix bundle. The connection between the structural free-energy landscape and folding kinetics was quantified. I show how simple protein engineering, by changing the hydropathy of a small number of amino acids, can enhance protein folding by significantly changing the free energy landscape so that kinetic traps are removed. The results have general applicability in protein engineering as well as understanding the underlying physical mechanisms of protein folding. ^

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The purpose of the present dissertation was to evaluate the internal validity of symptoms of four common anxiety disorders included in the Diagnostic and Statistical Manual of Mental Disorders fourth edition (text revision) (DSM-IV-TR; American Psychiatric Association, 2000), namely, separation anxiety disorder (SAD), social phobia (SOP), specific phobia (SP), and generalized anxiety disorder (GAD), in a sample of 625 youth (ages 6 to 17 years) referred to an anxiety disorders clinic and 479 parents. Confirmatory factor analyses (CFAs) were conducted on the dichotomous items of the SAD, SOP, SP, and GAD sections of the youth and parent versions of the Anxiety Disorders Interview Schedule for DSM-IV (ADIS-IV: C/P; Silverman & Albano, 1996) to test and compare a number of factor models including a factor model based on the DSM. Contrary to predictions, findings from CFAs showed that a correlated model with five factors of SAD, SOP, SP, GAD worry, and GAD somatic distress, provided the best fit of the youth data as well as the parent data. Multiple group CFAs supported the metric invariance of the correlated five factor model across boys and girls. Thus, the present study’s finding supports the internal validity of DSM-IV SAD, SOP, and SP, but raises doubt regarding the internal validity of GAD.^

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This study investigated how students perceived their motivation in high school social studies classes in school and to determine if a correlation exists between students’ grade level, race, gender, and their motivation. The sample included 337 high school students in Broward County, Florida. To assess students’ perceptions on their motivation the academic self-regulation questionnaire was utilized. Results indicate that social studies students show high levels of external regulation, with a mean score at 22.31 on a scale of 36 points. The results show a mean score of 24 on a scale of 28 points for identified regulation among social studies students. Findings revealed that student motivation could be gauged. No statistical significance was found between high school students’ grade level, race, gender, and their motivation in social studies classes. The findings of this study have shown that students at Boyd H. Anderson High School want to learn social studies.

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The paper considers various extended asymmetric multivariate conditional volatility models, and derives appropriate regularity conditions and associated asymptotic theory. This enables checking of internal consistency and allows valid statistical inferences to be drawn based on empirical estimation. For this purpose, we use an underlying vector random coefficient autoregressive process, for which we show the equivalent representation for the asymmetric multivariate conditional volatility model, to derive asymptotic theory for the quasi-maximum likelihood estimator. As an extension, we develop a new multivariate asymmetric long memory volatility model, and discuss the associated asymptotic properties.

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This research is funded by UK Medical Research Council grant number MR/L011115/1. We would like to thank the 105 experts in behaviour change who have committed their time and offered their expertise for study 2 of this research. We are also very grateful to all those who sent us peer-reviewed behaviour change intervention descriptions for study 1. Finally, we would like thank Dr. Emma Beard and Dr. Dan Dediu for their statistical input and to all the researchers, particularly Holly Walton, who have assisted in the coding of papers for study 1.

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Shape-based registration methods frequently encounters in the domains of computer vision, image processing and medical imaging. The registration problem is to find an optimal transformation/mapping between sets of rigid or nonrigid objects and to automatically solve for correspondences. In this paper we present a comparison of two different probabilistic methods, the entropy and the growing neural gas network (GNG), as general feature-based registration algorithms. Using entropy shape modelling is performed by connecting the point sets with the highest probability of curvature information, while with GNG the points sets are connected using nearest-neighbour relationships derived from competitive hebbian learning. In order to compare performances we use different levels of shape deformation starting with a simple shape 2D MRI brain ventricles and moving to more complicated shapes like hands. Results both quantitatively and qualitatively are given for both sets.

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Abstract not available

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In physics, one attempts to infer the rules governing a system given only the results of imperfect measurements. Hence, microscopic theories may be effectively indistinguishable experimentally. We develop an operationally motivated procedure to identify the corresponding equivalence classes of states, and argue that the renormalization group (RG) arises from the inherent ambiguities associated with the classes: one encounters flow parameters as, e.g., a regulator, a scale, or a measure of precision, which specify representatives in a given equivalence class. This provides a unifying framework and reveals the role played by information in renormalization. We validate this idea by showing that it justifies the use of low-momenta n-point functions as statistically relevant observables around a Gaussian hypothesis. These results enable the calculation of distinguishability in quantum field theory. Our methods also provide a way to extend renormalization techniques to effective models which are not based on the usual quantum-field formalism, and elucidates the relationships between various type of RG.

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The protein lysate array is an emerging technology for quantifying the protein concentration ratios in multiple biological samples. It is gaining popularity, and has the potential to answer questions about post-translational modifications and protein pathway relationships. Statistical inference for a parametric quantification procedure has been inadequately addressed in the literature, mainly due to two challenges: the increasing dimension of the parameter space and the need to account for dependence in the data. Each chapter of this thesis addresses one of these issues. In Chapter 1, an introduction to the protein lysate array quantification is presented, followed by the motivations and goals for this thesis work. In Chapter 2, we develop a multi-step procedure for the Sigmoidal models, ensuring consistent estimation of the concentration level with full asymptotic efficiency. The results obtained in this chapter justify inferential procedures based on large-sample approximations. Simulation studies and real data analysis are used to illustrate the performance of the proposed method in finite-samples. The multi-step procedure is simpler in both theory and computation than the single-step least squares method that has been used in current practice. In Chapter 3, we introduce a new model to account for the dependence structure of the errors by a nonlinear mixed effects model. We consider a method to approximate the maximum likelihood estimator of all the parameters. Using the simulation studies on various error structures, we show that for data with non-i.i.d. errors the proposed method leads to more accurate estimates and better confidence intervals than the existing single-step least squares method.

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I examine determinants of refugee return after conflicts. I argue that institutional constraints placed on the executive provide a credible commitment that signals to refugees that the conditions required for durable return will be created. This results in increased return flows for refugees. Further, when credible commitments are stronger in the country of origin than in the country of asylum, the level of return increases. Finally, I find that specific commitments made to refugees in the peace agreement do not lead to increased return because they are not credible without institutional constraints. Using data on returnees that has only recently been made available, along with network analysis and an original coding of the provisions in refugee agreements, statistical results are found to support this theory. An examination of cases in Djibouti, Sierra Leone, and Liberia provides additional support for this argument.