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Arrigo Coen

Publications and source records attributed to Arrigo Coen.

5 recordsLinked to original sources
arXiv2022

Genetic algorithm with a Bayesian approach for the detection of multiple points of change of time series of counting exceedances of specific thresholds

Although the applications of Non-Homogeneous Poisson Processes to model and study the threshold overshoots of interest in different time series of measurements have proven to provide good results, they needed to be complemented with an efficient and automatic diagnostic technique to establish the location of the change-points, which, when taken into account, make the estimated model fit poorly in regards of the information contained in the real model. For this reason, we propose a new method to solve the segmentation uncertainty of the time series of measurements, where the emission distribution of exceedances of a specific threshold is the focus of investigation. One of the great contributions of the present algorithm is that all the days that overflowed are candidates to be a change-point, so all the possible configurations of overflow days are the possible chromosomes, which will unite to have offspring. Under the heuristics of a genetic algorithm, the solution to the problem of finding such change points will be guaranteed to be non-local and the best possible one, reducing wasted machine time evaluating the least likely chromosomes to be a solution to the problem. The analytical evaluation technique will be by means of the Minimum Description Length (\textit{MDL}) as the objective function, which is the joint posterior distribution function of the parameters of each regime and the change points that determines them and which account as well for the influence of the presence of said times.

stat.AP↗
arXiv2020

On the Identifiability of Phylogenetic Networks under a Pseudolikelihood model

The Tree of Life is the graphical structure that represents the evolutionary process from single-cell organisms at the origin of life to the vast biodiversity we see today. Reconstructing this tree from genomic sequences is challenging due to the variety of biological forces that shape the signal in the data, and many of those processes like incomplete lineage sorting and hybridization can produce confounding information. Here, we present the mathematical version of the identifiability proofs of phylogenetic networks under the pseudolikelihood model in SNaQ. We establish that the ability to detect different hybridization events depends on the number of nodes on the hybridization blob, with small blobs (corresponding to closely related species) being the hardest to be detected. Our work focuses on level-1 networks, but raises attention to the importance of identifiability studies on phylogenetic inference methods for broader classes of networks.

q-bio.PE↗
arXiv2019

Compound Dirichlet Processes

The compound Poisson process and the Dirichlet process are the pillar structures of Renewal theory and Bayesian nonparametric theory, respectively. Both processes have many useful extensions to fulfill the practitioners needs to model the particularities of data structures. Accordingly, in this contribution, we joined their primal ideas to construct the compound Dirichlet process and the compound Dirichlet process mixture. As a consequence, these new processes had a fruitful structure to model the time occurrence among events, with also a flexible structure on the arrival variables. These models have a direct Bayesian interpretation of their posterior estimators and are easy to implement. We obtain expressions of the posterior distribution, nonconditional distribution and expected values. In particular to find these formulas we analyze sums of random variables with Dirichlet process priors. We assessed our approach by applying our model on a real data example of a contagious zoonotic disease.

stat.AP↗
arXiv2019

Modeling failures times with dependent renewal type models via exchangeability

Failure times of a machinery cannot always be assumed independent and identically distributed, e.g. if after reparations the machinery is not restored to a same-as-new condition. Framed within the renewal processes approach, a generalization that considers exchangeable inter-arrival times is presented. The resulting model provides a more realistic approach to capture the dependence among events occurring at random times, while retaining much of the tractability of the classical renewal process. Extensions of some classical results and special cases of renewal functions are analyzed, in particular the one corresponding to an exchangeable sequence driven by a Dirichlet process. The proposal is tested through an estimation procedure using simulated data sets and with an application to the reliability of hydraulic subsystems in load-haul-dump machines.

stat.AP↗