Point ordering with natural distance based on Brownian motion.
Point Sets with Uniformity Properties and Orthogonal Hypercubes.
Population Dynamics of Grayling: Modelling Temperature and Discharge Effects
We propose a matrix population modelling approach in order to describe the dynamics of a grayling (Thymallus thymallus, L. 1758) population living in the Ain river (France). We built a Leslie like model, which integrates the climate changes in terms of temperature and discharge. First, we show how temperature and discharge can be related to life history traits like survival and reproduction. Second, we show how to use the population model to precisely examine the life cycle of grayling : estimated...
Power of A Class of Goodness-of-Fit Tests I
Consider testing whether F = F0 for a continuous cdf on R = (-∞,∞) and for a random sample X1,..., Xn from F. We derive expansions of the associated asymptotic power based on the Cramer-von Mises, Kolmogorov-Smirnov and Kuiper statistics. We provide numerical illustrations using a double-exponential example with a shifted alternative.
Pre-symptomatic Influenza Transmission, Surveillance, and School Closings: Implications for Novel Influenza A (H1N1)
Early studies of the novel swine-origin 2009 influenza A (H1N1) epidemic indicate clinical attack rates in children much higher than in adults. Non-medical interventions such as school closings are constrained by their large socio-economic costs. Here we develop a mathematical model to ascertain the roles of pre-symptomatic influenza transmission as well as symptoms surveillance of children to assess the utility of school closures. Our model analysis...
Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics
Motivated by the development of efficient Monte Carlo methods for PDE models in molecular dynamics, we establish a new probabilistic interpretation of a family of divergence form operators with discontinuous coefficients at the interface of two open subsets of . This family of operators includes the case of the linearized Poisson-Boltzmann equation used to compute the electrostatic free energy of a molecule. More precisely, we explicitly construct a Markov process whose infinitesimal generator...
Probabilistic methods for semilinear partial differential equations. Applications to finance
With the pioneering work of [Pardoux and Peng, Syst. Contr. Lett.14 (1990) 55–61; Pardoux and Peng, Lecture Notes in Control and Information Sciences176 (1992) 200–217]. We have at our disposal stochastic processes which solve the so-called backward stochastic differential equations. These processes provide us with a Feynman-Kac representation for the solutions of a class of nonlinear partial differential equations (PDEs) which appear in many applications in the field of Mathematical Finance....
Probability distribution of transformed random variables with application to nonlinear features extraction
A method for estimation of probability distribution of transformed random variables is presented. The proposed approach admits an approximation of the transformation of the random variables. The approximate probability density function (pdf) is corrected to obtain a resulting pdf which incorporates a prior knowledge of approximation errors. The corrected pdf is not contaminated by any uncontrollable approximation. The method is applied to pattern recognition. It is shown that class conditional pdf...
Problem of uniqueness in the renewal process generated by the uniform distribution.
Propagation of chaos for the 2D viscous vortex model
We consider a stochastic system of particles, usually called vortices in that setting, approximating the 2D Navier-Stokes equation written in vorticity. Assuming that the initial distribution of the position and circulation of the vortices has finite (partial) entropy and a finite moment of positive order, we show that the empirical measure of the particle system converges in law to the unique (under suitable a priori estimates) solution of the 2D Navier-Stokes equation. We actually prove a slightly...
Putting Markov chains back into Markov chain Monte Carlo.
Qualitative behavior of giving up smoking models.
Quality improvement of rule-based gene group descriptions using information about GO terms importance occurring in premises of determined rules
In this paper we present a method for evaluating the importance of GO terms which compose multi-attribute rules. The rules are generated for the purpose of biological interpretation of gene groups. Each multi-attribute rule is a combination of GO terms and, based on relationships among them, one can obtain a functional description of gene groups. We present a method which allows evaluating the influence of a given GO term on the quality of a rule and the quality of a whole set of rules. For each...
Quantitative model for efficient temporal targeting of tumor cells and neovasculature.
Quasi-Monte Carlo Methods for some Linear Algebra Problems. Convergence and Complexity
We present quasi-Monte Carlo analogs of Monte Carlo methods for some linear algebra problems: solving systems of linear equations, computing extreme eigenvalues, and matrix inversion. Reformulating the problems as solving integral equations with a special kernels and domains permits us to analyze the quasi-Monte Carlo methods with bounds from numerical integration. Standard Monte Carlo methods for integration provide a convergence rate of O(N^(−1/2)) using N samples. Quasi-Monte Carlo methods...
Quasi-Random Sequences by Power Residues.
Random coefficient differential models of growth of anaerobic photosynthetic bacteria.
Random perturbations of stochastic processes with unbounded variable length memory.
Random sampling of labeled tournaments.
Random thresholds for linear model selection
A method is introduced to select the significant or non null mean terms among a collection of independent random variables. As an application we consider the problem of recovering the significant coefficients in non ordered model selection. The method is based on a convenient random centering of the partial sums of the ordered observations. Based on L-statistics methods we show consistency of the proposed estimator. An extension to unknown parametric distributions is considered. Simulated examples...