979 resultados para Morse decompositions


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Given the results from two regressions (one for each of two groups), decompose computes several decompositions of the outcome variable differential. The decompositions shows how much of the gap is due to differing endowments between the two groups, and how much is due to discrimination. Usually this is applied to wage differentials using Mincer type earnings equations.

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The FANOVA (or “Sobol’-Hoeffding”) decomposition of multivariate functions has been used for high-dimensional model representation and global sensitivity analysis. When the objective function f has no simple analytic form and is costly to evaluate, computing FANOVA terms may be unaffordable due to numerical integration costs. Several approximate approaches relying on Gaussian random field (GRF) models have been proposed to alleviate these costs, where f is substituted by a (kriging) predictor or by conditional simulations. Here we focus on FANOVA decompositions of GRF sample paths, and we notably introduce an associated kernel decomposition into 4 d 4d terms called KANOVA. An interpretation in terms of tensor product projections is obtained, and it is shown that projected kernels control both the sparsity of GRF sample paths and the dependence structure between FANOVA effects. Applications on simulated data show the relevance of the approach for designing new classes of covariance kernels dedicated to high-dimensional kriging.

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Binder's title.

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Pages [29]-53 are a reprint (with original page numbering also) of the author's What is she? A sonnet of sonnets to Marion Morse ... Concord, Mass., 1943.

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Mode of access: Internet.

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Mode of access: Internet.