952 resultados para Ruin Probability


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The assumptions underlying the Probability Ranking Principle (PRP) have led to a number of alternative approaches that cater or compensate for the PRP’s limitations. All alternatives deviate from the PRP by incorporating dependencies. This results in a re-ranking that promotes or demotes documents depending upon their relationship with the documents that have been already ranked. In this paper, we compare and contrast the behaviour of state-of-the-art ranking strategies and principles. To do so, we tease out analytical relationships between the ranking approaches and we investigate the document kinematics to visualise the effects of the different approaches on document ranking.

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In this paper we describe the approaches adopted to generate the runs submitted to ImageCLEFPhoto 2009 with an aim to promote document diversity in the rankings. Four of our runs are text based approaches that employ textual statistics extracted from the captions of images, i.e. MMR [1] as a state of the art method for result diversification, two approaches that combine relevance information and clustering techniques, and an instantiation of Quantum Probability Ranking Principle. The fifth run exploits visual features of the provided images to re-rank the initial results by means of Factor Analysis. The results reveal that our methods based on only text captions consistently improve the performance of the respective baselines, while the approach that combines visual features with textual statistics shows lower levels of improvements.

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Public Transport Travel Time Variability (PTTV) is essential for understanding the deteriorations in the reliability of travel time, optimizing transit schedules and route choices. This paper establishes the key definitions of PTTV in which firstly include all buses, and secondly include only a single service from a bus route. The paper then analyzes the day-to-day distribution of public transport travel time by using Transit Signal Priority data. A comprehensive approach, using both parametric bootstrapping Kolmogorov-Smirnov test and Bayesian Information Creation technique is developed, recommends Lognormal distribution as the best descriptor of bus travel time on urban corridors. The probability density function of Lognormal distribution is finally used for calculating probability indicators of PTTV. The findings of this study are useful for both traffic managers and statisticians for planning and analyzing the transit systems.

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Integer ambiguity resolution is an indispensable procedure for all high precision GNSS applications. The correctness of the estimated integer ambiguities is the key to achieving highly reliable positioning, but the solution cannot be validated with classical hypothesis testing methods. The integer aperture estimation theory unifies all existing ambiguity validation tests and provides a new prospective to review existing methods, which enables us to have a better understanding on the ambiguity validation problem. This contribution analyses two simple but efficient ambiguity validation test methods, ratio test and difference test, from three aspects: acceptance region, probability basis and numerical results. The major contribution of this paper can be summarized as: (1) The ratio test acceptance region is overlap of ellipsoids while the difference test acceptance region is overlap of half-spaces. (2) The probability basis of these two popular tests is firstly analyzed. The difference test is an approximation to optimal integer aperture, while the ratio test follows an exponential relationship in probability. (3) The limitations of the two tests are firstly identified. The two tests may under-evaluate the failure risk if the model is not strong enough or the float ambiguities fall in particular region. (4) Extensive numerical results are used to compare the performance of these two tests. The simulation results show the ratio test outperforms the difference test in some models while difference test performs better in other models. Particularly in the medium baseline kinematic model, the difference tests outperforms the ratio test, the superiority is independent on frequency number, observation noise, satellite geometry, while it depends on success rate and failure rate tolerance. Smaller failure rate leads to larger performance discrepancy.

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Numerous initiatives have been employed around the world in order to address rising greenhouse gas (GHG) emissions originating from the transport sector. These measures include: travel demand management (congestion‐charging), increased fuel taxes, alternative fuel subsidies and low‐emission vehicle (LEV) rebates. Incentivizing the purchase of LEVs has been one of the more prevalent approaches in attempting to tackle this global issue. LEVs, whilst having the advantage of lower emissions and, in some cases, more efficient fuel consumption, also bring the downsides of increased purchase cost, reduced convenience of vehicle fuelling, and operational uncertainty. To stimulate demand in the face of these challenges, various incentive‐based policies, such as toll exemptions, have been used by national and local governments to encourage the purchase of these types of vehicles. In order to address rising GHG emissions in Stockholm, and in line with the Swedish Government’s ambition to operate a fossil free fleet by 2030, a number of policies were implemented targeting the transport sector. Foremost amongst these was the combination of a congestion charge – initiated to discourage emissions‐intensive travel – and an exemption from this charge for some LEVs, established to encourage a transition towards a ‘green’ vehicle fleet. Although both policies shared the aim of reducing GHG emissions, the exemption for LEVs carried the risk of diminishing the effectiveness of the congestion charging scheme. As the number of vehicle owners choosing to transition to an eligible LEV increased, the congestion‐reduction effectiveness of the charging scheme weakened. In fact, policy makers quickly recognized this potential issue and consequently phased out the LEV exemption less than 18 months after its introduction (1). Several studies have investigated the demand for LEVs through stated‐preference (SP) surveys across multiple countries, including: Denmark (2), Germany (3, 4), UK (5), Canada (6), USA (7, 8) and Australia (9). Although each of these studies differed in approach, all involved SP surveys where differing characteristics between various types of vehicles, including LEVs, were presented to respondents and these respondents in turn made hypothetical decisions about which vehicle they would be most likely to purchase. Although these studies revealed a number of interesting findings in regards to the potential demand for LEVs, they relied on SP data. In contrast, this paper employs an approach where LEV choice is modelled by taking a retrospective view and by using revealed preference (RP) data. By examining the revealed preferences of vehicle owners in Stockholm, this study overcomes one of the principal limitations of SP data, namely that stated preferences may not in fact reflect individuals’ actual choices, such as when cost, time, and inconvenience factors are real rather than hypothetical. This paper’s RP approach involves modelling the characteristics of individuals who purchased new LEVs, whilst estimating the effect of the congestion charging exemption upon choice probabilities and subsequent aggregate demand. The paper contributes to the current literature by examining the effectiveness of a toll exemption under revealed preference conditions, and by assessing the total effect of the policy based on key indicators for policy makers, including: vehicle owner home location, commuting patterns, number of children, age, gender and income. Extended Abstract Submission for Kuhmo Nectar Conference 2014 2 The two main research questions motivating this study were:  Which individuals chose to purchase a new LEV in Stockholm in 2008?; and,  How did the congestion charging exemption affect the aggregate demand for new LEVs in Stockholm in 2008? In order to answer these research questions the analysis was split into two stages. Firstly, a multinomial logit (MNL) model was used to identify which demographic characteristics were most significantly related to the purchase of an LEV over a conventional vehicle. The three most significant variables were found to be: intra‐cordon residency (positive); commuting across the cordon (positive); and distance of residence from the cordon (negative). In order to estimate the effect of the exemption policy on vehicle purchase choice, the model included variables to control for geographic differences in preferences, based on the location of the vehicle owners’ homes and workplaces in relation to the congestion‐charging cordon boundary. These variables included one indicator representing commutes across the cordon and another indicator representing intra‐cordon residency. The effect of the exemption policy on the probability of purchasing LEVs was estimated in the second stage of the analysis by focusing on the groups of vehicle owners that were most likely to have been affected by the policy i.e. those commuting across the cordon boundary (in both directions). Given the inclusion of the indicator variable representing commutes across the cordon, it is assumed that the estimated coefficient of this variable captures the effect of the exemption policy on the utility of choosing to purchase an exempt LEV for these two groups of vehicle owners. The intra‐cordon residency indicator variable also controls for differences between the two groups, based upon direction of travel across the cordon boundary. A counter‐hypothesis to this assumption is that the coefficient of the variable representing commuting across the cordon boundary instead only captures geo‐demographic differences that lead to variations in LEV ownership across the different groups of vehicle owners in relation to the cordon boundary. In order to address this counter‐hypothesis, an additional analysis was performed on data from a city with a similar geodemographic pattern to Stockholm, Gothenburg ‐ Sweden’s second largest city. The results of this analysis provided evidence to support the argument that the coefficient of the variable representing commutes across the cordon was capturing the effect of the exemption policy. Based upon this framework, the predicted vehicle type shares were calculated using the estimated coefficients of the MNL model and compared with predicted vehicle type shares from a simulated scenario where the exemption policy was inactive. This simulated scenario was constructed by setting the coefficient for the variable representing commutes across the cordon boundary to zero for all observations to remove the utility benefit of the exemption policy. Overall, the procedure of this second stage of the analysis led to results showing that the exemption had a substantial effect upon the probability of purchasing and aggregate demand for exempt LEVs in Stockholm during 2008. By making use of unique evidence of revealed preferences of LEV owners, this study identifies the common characteristics of new LEV owners and estimates the effect of Stockholm's congestion charging exemption upon the demand for new LEVs during 2008. It was found that the variables that had the greatest effect upon the choice of purchasing an exempt LEV included intra‐cordon residency (positive), distance of home from the cordon (negative), and commuting across the cordon (positive). It was also determined that owners under the age of 30 years preferred non‐exempt LEVs (low CO2 LEVs), whilst those over the age of 30 years preferred electric vehicles. In terms of electric vehicles, it was apparent that those individuals living within the city had the highest propensity towards purchasing this vehicle type. A negative relationship between choosing an electric vehicle and the distance of an individuals’ residency from the cordon was also evident. Overall, the congestion charging exemption was found to have increased the share of exempt LEVs in Stockholm by 1.9%, with, as expected, a much stronger effect on those commuting across the boundary, with those living inside the cordon having a 13.1% increase, and those owners living outside the cordon having a 5.0% increase. This increase in demand corresponded to an additional 538 (+/‐ 93; 95% C.I.) new exempt LEVs purchased in Stockholm during 2008 (out of a total of 5 427; 9.9%). Policy makers can take note that an incentive‐based policy can increase the demand for LEVs and appears to be an appropriate approach to adopt when attempting to reduce transport emissions through encouraging a transition towards a ‘green’ vehicle fleet.

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We examine some variations of standard probability designs that preferentially sample sites based on how easy they are to access. Preferential sampling designs deliver unbiased estimates of mean and sampling variance and will ease the burden of data collection but at what cost to our design efficiency? Preferential sampling has the potential to either increase or decrease sampling variance depending on the application. We carry out a simulation study to gauge what effect it will have when sampling Soil Organic Carbon (SOC) values in a large agricultural region in south-eastern Australia. Preferential sampling in this region can reduce the distance to travel by up to 16%. Our study is based on a dataset of predicted SOC values produced from a datamining exercise. We consider three designs and two ways to determine ease of access. The overall conclusion is that sampling performance deteriorates as the strength of preferential sampling increases, due to the fact the regions of high SOC are harder to access. So our designs are inadvertently targeting regions of low SOC value. The good news, however, is that Generalised Random Tessellation Stratification (GRTS) sampling designs are not as badly affected as others and GRTS remains an efficient design compared to competitors.

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This chapter investigates a variety of water quality assessment tools for reservoirs with balanced/unbalanced monitoring designs and focuses on providing informative water quality assessments to ensure decision-makers are able to make risk-informed management decisions about reservoir health. In particular, two water quality assessment methods are described: non-compliance (probability of the number of times the indicator exceeds the recommended guideline) and amplitude (degree of departure from the guideline). Strengths and weaknesses of current and alternative water quality methods will be discussed. The proposed methodology is particularly applicable to unbalanced designs with/without missing values and reflects the general conditions and is not swayed too heavily by the occasional extreme value (very high or very low quality). To investigate the issues in greater detail, we use as a case study, a reservoir within South-East Queensland (SEQ), Australia. The purpose here is to obtain an annual score that reflected the overall water quality, temporally, spatially and across water quality indicators for each reservoir.

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Unfortunately, there is no reliable method to adequately quantify discomfort glare. One of the world's largest investigations on discomfort glare was conducted in five Green Star office buildings in Brisbane. Luminance mapping via high dynamic range images and Post Occupancy Evaluation surveys were used in the data collection. A new glare index, termed the Unified Glare Probability, was developed to predict discomfort glare within these types of office buildings.

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We consider the problem of combining opinions from different experts in an explicitly model-based way to construct a valid subjective prior in a Bayesian statistical approach. We propose a generic approach by considering a hierarchical model accounting for various sources of variation as well as accounting for potential dependence between experts. We apply this approach to two problems. The first problem deals with a food risk assessment problem involving modelling dose-response for Listeria monocytogenes contamination of mice. Two hierarchical levels of variation are considered (between and within experts) with a complex mathematical situation due to the use of an indirect probit regression. The second concerns the time taken by PhD students to submit their thesis in a particular school. It illustrates a complex situation where three hierarchical levels of variation are modelled but with a simpler underlying probability distribution (log-Normal).

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There is a continuous quest for developing electrochromic (EC)transition metal oxides (TMOs) with increased coloration efficiency. As emerging TMOs, Nb2O5 films, even those of ordered anodized nanochannels, have failed to produce the required EC performance for practical applications. This is attributed to limitations presented by its relatively wide bandgap and low capacity for accommodating ions. To overcome such issues, MoO3 was electrodeposited onto Nb2O5 nanochannelled films as homogeneously conformal and stratified α-MoO3 coatings of different thickness. The EC performance of the resultant MoO3 coated Nb2O5 binary system was evaluated. The system exhibited a coloration efficiency of 149.0 cm2 C−1, exceeding that of any previous reports on MoO3 and Nb2O5 individually or their compounds. The enhancement was ascribed to a combination of the reduced effective bandgap of the binary system, the increased intercalation probability from the layered α-MoO3 coating, and a high surface-tovolume ratio, while the Nb2O5 nanochannelled templates provided stability and low impurity pathways for charge transfer to occur.

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Aggressive behavior at the steering wheel has been indicated as a contributing factor in a majority of crashes and anger has been compared to alcohol impairment in terms of probability to cause a crash. It has been shown that being in a state of anger or excitement while driving can decrease the drivers’ performances. . This paper reports the evaluation of 6 novel design alternatives of In-Vehicle Information Systems (IVIS) aimed at mitigating driver aggression. Each application presented was designed to tackle the following contributing factors to driver aggression: competitiveness, anonymity, territoriality, stress as well as social and emotional isolation. The 6 applications were simulated using computer vision algorithm to automatically overlay the real traffic conditions with ‘Head-Up Display’ visualizations. Two applications emerged over the others from participant’s evaluation: shared music combined the known calming effect of music with the sense of sympathy and intimacy caused by hearing other drivers’ music. The Shared Snapshot application provided an immediate gratification and was evaluated as a potential prevention of roadside quarrels. The paper presents Theoretical foundation, participant’s evaluations, implications and limitations of the study.

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This paper considers two problems that frequently arise in dynamic discrete choice problems but have not received much attention with regard to simulation methods. The first problem is how to simulate unbiased simulators of probabilities conditional on past history. The second is simulating a discrete transition probability model when the underlying dependent variable is really continuous. Both methods work well relative to reasonable alternatives in the application discussed. However, in both cases, for this application, simpler methods also provide reasonably good results.

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This e-book is devoted to the use of spreadsheets in the service of education in a broad spectrum of disciplines: science, mathematics, engineering, business, and general education. The effort is aimed at collecting the works of prominent researchers and educators that make use of spreadsheets as a means to communicate concepts with high educational value. The e-book brings some of the most recent applications of spreadsheets in education and research to the fore. To offer the reader a broad overview of the diversity of applications, carefully chosen articles from engineering (power systems and control), mathematics (calculus, differential equations, and probability), science (physics and chemistry), and education are provided. Some of these applications make use of Visual Basic for Applications (VBA), a versatile computer language that further expands the functionality of spreadsheets. The material included in this e-book should inspire readers to devise their own applications and enhance their teaching and/or learning experience.

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Protein arginine methyltransferases (PRMTs) methylate arginine residues on histones and target transcription factors that play critical roles in many cellular processes, including gene transcription, mRNA splicing, proliferation, and differentiation. Recent studies have linked PRMT-dependent epigenetic marks and modifications to carcinogenesis and metastasis in cancer. However, the role of PRMT2-dependent signaling in breast cancer remains obscure. We demonstrate PRMT2 mRNA expression was significantly decreased in breast cancer relative to normal breast. Gene expression profiling, Ingenuity and protein-protein interaction network analysis after PRMT2-short interfering RNA transfection into MCF-7 cells, revealed that PRMT2-dependent gene expression is involved in cell-cycle regulation and checkpoint control, chromosomal instability, DNA repair, and carcinogenesis. For example, PRMT2 depletion achieved the following: 1) increased p21 and decreased cyclinD1 expression in (several) breast cancer cell lines, 2) decreased cell migration, 3) induced an increase in nucleotide excision repair and homologous recombination DNA repair, and 4) increased the probability of distance metastasis free survival (DMFS). The expression of PRMT2 and retinoid-related orphan receptor-γ (RORγ) is inversely correlated in estrogen receptor-positive breast cancer and increased RORγ expression increases DMFS. Furthermore, we found decreased expression of the PRMT2-dependent signature is significantly associated with increased probability of DMFS. Finally, weighted gene coexpression network analysis demonstrated a significant correlation between PRMT2-dependent genes and cell-cycle checkpoint, kinetochore, and DNA repair circuits. Strikingly, these PRMT2-dependent circuits are correlated with pan-cancer metagene signatures associated with epithelial-mesenchymal transition and chromosomal instability. This study demonstrates the role and significant correlation between a histone methyltransferase (PRMT2)-dependent signature, RORγ, the cell-cycle regulation, DNA repair circuits, and breast cancer survival outcomes.

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We present a text watermarking scheme that embeds a bitstream watermark Wi in a text document P preserving the meaning, context, and flow of the document. The document is viewed as a set of paragraphs, each paragraph being a set of sentences. The sequence of paragraphs and sentences used to embed watermark bits is permuted using a secret key. Then, English language sentence transformations are used to modify sentence lengths, thus embedding watermarking bits in the Least Significant Bits (LSB) of the sentences’ cardinalities. The embedding and extracting algorithms are public, while the secrecy and security of the watermark depends on a secret key K. The probability of False Positives is extremely small, hence avoiding incidental occurrences of our watermark in random text documents. Majority voting provides security against text addition, deletion, and swapping attacks, further reducing the probability of False Positives. The scheme is secure against the general attacks on text watermarks such as reproduction (photocopying, FAX), reformatting, synonym substitution, text addition, text deletion, text swapping, paragraph shuffling and collusion attacks.