arXiv subjects

Elvira Di Nardo

Publications and source records attributed to Elvira Di Nardo.

At least 19 recordsLinked to original sources

arXiv2026

Gamma-Based Expansion for the First-Passage Time Distribution of Stochastic Logistic Models with Harvesting

The first passage time problem is considered for stochastic logistic growth model with constant harvesting and multiplicative environmental noise. Explicit expressions for the moments and cumulants of both upcrossing and downcrossing FPTs in the presence of constant thresholds are obtained through a power-series expansion of the Laplace transform. Then a closed-form representation of the FPT density is recovered via an orthogonal Laguerre--Gamma expansion . This representation is used to numerically evaluate FPT densities, with the truncation order controlling the trade-off between accuracy and stability. Numerical experiments based on Monte Carlo simulations confirm the high accuracy of the method in regimes of moderate dispersion and highlight its limitations when higher-order moments grow rapidly. Application to fisheries management models shows that the method remains effective even for large-scale population. Finally, the approximated density is satisfactory used to estimate some parameters of the model.

math.ST↗

arXiv2025

Efficient computation of complementary set partitions, with applications to an extension and estimation of generalized cumulants

This paper develops new combinatorial approaches to analyze and compute special set partitions, called complementary set partitions, which are fundamental in the study of generalized cumulants. Moving away from traditional graph-based and algebraic methods, a simple and fast algorithm is proposed to list complementary set partitions based on two-block partitions, making the computation more accessible and implementable also in non-symbolic programming languages like R. Computational comparisons in Maple demonstrate the efficiency of the proposal. Additionally the notion of generalized cumulant is extended using multiset subdivisions and multi-index partitions to include scenarios with repeated variables and to address more sophisticated dependence structures. A formula is provided that expresses generalized multivariate cumulants as linear combinations of multivariate cumulants, weighted by coefficients that admit a natural combinatorial interpretation. Finally, the introduction of dummy variables and specialized multi-index partitions enables an efficient procedure for estimating generalized multivariate cumulants with a substantial reduction in data power sums involved.

math.ST↗

arXiv2024

Analysis of Diurnal Air Temperature Trends and Pattern Similarities in Highland and Lowland Stations of Italy and UK

In this paper, an analysis of hourly air temperatures in four groups of 32 stations of the UK highland (five stations), UK lowland (four stations), Italian highland (eleven stations), and Italian lowland (twelve stations) at various altitudes was conducted over the period from 2002 to 2021. The study aimed to examine the trends of each hour of the day in that period, over different averaging time windows (-10 day, -30 day, and -60 day). The trends were computed using the Mann-Kendall trend test and Sen's slope estimator. The similarity of trends within and across the groups of stations was assessed using the hierarchical clustering with dynamic time warping technique. An additional analysis was conducted to show the correlation of trends among the group of stations using the correlation distance matrix. Hierarchical clustering and distance correlation analysis show trend similarities and correlations, also indicating dissimilarities among different groups. Using 30 day averages, significant warming trends in specific months at the Italian stations are evident, especially in February, July, August, and December. The UK highland stations did not show statistically significant trends, but clear pattern similarities were found within the groups, especially in certain months. The ultimate goal of this paper is to provide insights into temperature dynamics and climate change characteristics on regional and diurnal scales.

stat.AP↗

arXiv2024

Identifying Time Patterns of Highland and Lowland Air Temperature Trends in Italy and UK across monthly and annual scales

This paper presents a statistical analysis of air temperature data from 32 stations in Italy and the UK up to 2000 m above sea level, from 2002 to 2021. The data came from both highland and lowland areas, in order to evaluate both the differences due to location, and elevation. The analysis focused on detecting trends at annual and monthly time scales, employing both ordinary least squares, robust S-estimator regression, and Mann-Kendall and Sen's slope methods. Then hierarchical clustering using Dynamic Time Warping (DTW) was applied to the monthly data to analyze the intra-annual pattern similarity of trends within and across the groups. Two different regions of Europe were chosen because of the different climate and temperature trends, namely the Northern UK (smaller trends) and the North-West Italian Alps (larger trends). The main novelty of the work is to show that stations having similar locations and altitudes have similar monthly slopes by quantifying them using DTW and clustering. These results reveal the nonrandomness of different trends along the year and among different parts of Europe, with a modest influence of altitude in wintertime. The findings revealed that group average trends were close to the NOAA values for the areas in Italy and the UK, confirming the validity of analyzing a small number of stations. More interestingly, intra-annual patterns were detected commonly at the stations of each of the groups, and clearly different between them Hierarchical clustering in combination with DTW showed consistent similarity between monthly patterns of means and trends within the group of stations and inconsistent similarity between patterns across groups. Distance correlation matrices also contributes to what is the main result of the paper, which is to clearly show the different temporal patterns in relation to location and (in some months) altitude.

stat.AP↗

arXiv2024

Applying different methods to model dry and wet spells at daily scale in a large range of rainfall regimes across Europe

The modelling of the occurrence of rainfall dry and wet spells (ds and ws, respectively) can be jointly conveyed using the inter-arrival times (it). While the modelling of it has the advantage of requiring a single fitting for the description of all rainfall time characteristics (including wet and dry chains, an extension of the concept of spells), the assumption on the independence and identical distribution of the renewal times it implicitly imposes a memoryless property on the derived ws, which may not be true in some cases. In this study, two different methods for the modelling of rainfall time characteristics at station scale have been applied: i) a direct method (DM) that fits the discrete Lerch distribution to it records, and then derives ws and ds (as well as the corresponding chains) from the it distribution; and ii) an indirect method (IM) that fits the Lerch distribution to the ws and ds records separately, relaxing the assumptions of the renewal process. The results of this application over six stations in Europe, characterized by a wide range of rainfall regimes, highlight how the geometric distribution does not always reasonably reproduce the ws frequencies, even when it are modelled by the Lerch distribution well. Improved performances are obtained with the IM, thanks to the relaxation of the assumption on the independence and identical distribution of the renewal times. A further improvement on the fittings is obtained when the datasets are separated into two periods, suggesting that the inferences may benefit for accounting for the local seasonality.

stat.ME↗

arXiv2024

Orthogonal gamma-based expansion for the CIR's first passage time distribution

In this paper we analyze a method for approximating the first-passage time density and the corresponding distribution function for a CIR process. This approximation is obtained by truncating a series expansion involving the generalized Laguerre polynomials and the gamma probability density. The suggested approach involves a number of numerical issues which depend strongly on the coefficient of variation of the first passage time random variable. These issues are examined and solutions are proposed also involving the first passage time distribution function. Numerical results and comparisons with alternative approximation methods show the strengths and weaknesses of the proposed method. A general acceptance-rejection-like procedure, that makes use of the approximation, is presented. It allows the generation of first passage time data, even if its distribution is unknown.

math.PR↗

arXiv2023

Necklaces and bracelets in R

This note introduces a code snippet in R aiming to generate necklaces as well as bracelets. Among various uses, necklaces are useful tools to manage traces of products of random matrices. Functionality for necklaces and bracelets is provided with some examples of applications such as Lyndon words and de Bruijn sequences. The routines are collected in the Necklaces package available from the Comprehensive R Archive Network.

math.CO↗

arXiv2022

Approximating the first passage time density from data using generalized Laguerre polynomials

This paper analyzes a method to approximate the first passage time probability density function which turns to be particularly useful if only sample data are available. The method relies on a Laguerre-Gamma polynomial approximation and iteratively looks for the best degree of the polynomial such that the fitting function is a probability density function. The proposed iterative algorithm relies on simple and new recursion formulae involving first passage time moments. These moments can be computed recursively from cumulants, if they are known. In such a case, the approximated density can be used also for the maximum likelihood estimates of the parameters of the underlying stochastic process. If cumulants are not known, suitable unbiased estimators relying on k-statistics are employed. To check the feasibility of the method both in fitting the density and in estimating the parameters, the first passage time problem of a geometric Brownian motion is considered.

math.PR↗

arXiv2021

A fractional generalization of the Dirichlet distribution and related distributions

This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed random variables following the generalized Mittag-Leffler distribution. The expected value and variance of the one-dimensional marginal are derived as well as the form of its probability density function. A related generalized Dirichlet distribution is studied that provides a reasonable approximation for some values of the parameters. The relation between this distribution and other generalizations of the Dirichlet distribution is discussed. Monte Carlo simulations of the one-dimensional marginals for both distributions are presented.

math.PR↗

arXiv2020

Flexible models for overdispersed and underdispersed count data

Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the fractional Poisson distribution (fPd), and the standard Poisson distribution. We derive some properties of gfPd and more specifically we study moments, limiting behavior and other features of fPd. The skewness suggests that fPd can be left-skewed, right-skewed or symmetric; this makes the model flexible and appealing in practice. We apply the model to real big count data and estimate the model parameters using maximum likelihood. Then, we turn to the very general class of weighted Poisson distributions (WPD's) to allow both overdispersion and underdispersion. Similarly to Kemp's generalized hypergeometric probability distribution, which is based on hypergeometric functions, we analyze a class of WPD's related to a generalization of Mittag--Leffler functions. The proposed class of distributions includes the well-known COM-Poisson and the hyper-Poisson models. We characterize conditions on the parameters allowing for overdispersion and underdispersion, and analyze two special cases of interest which have not yet appeared in the literature.

math.PR↗

arXiv2020

A cumulant approach for the first-passage-time problem of the Feller square-root process

The paper focuses on an approximation of the first passage time probability density function of a Feller stochastic process by using cumulants and a Laguerre-Gamma polynomial approximation. The feasibility of the method relies on closed form formulae for cumulants and moments recovered from the Laplace transform of the probability density function and using the algebra of formal power series. To improve the approximation, sufficient conditions on cumulants are stated. The resulting procedure is made easier to implement by the symbolic calculus and a rational choice of the polynomial degree depending on skewness, kurtosis and hyperskewness. Some case-studies coming from neuronal and financial fields show the goodness of the approximation even for a low number of terms. Open problems are addressed at the end of the paper.

math.PR↗

arXiv2020

On non-linear dependence of multivariate subordinated Lévy processes

Multivariate subordinated Lévy processes are widely employed in finance for modeling multivariate asset returns. We propose to exploit non-linear dependence among financial assets through multivariate cumulants of these processes, for which we provide a closed form formula by using the multi-index generalized Bell polynomials. Using multivariate cumulants, we perform a sensitivity analysis, to investigate non-linear dependence as a function of the model parameters driving the dependence structure

math.ST↗

arXiv2019

A Model-Based Fuzzy Analysis of Questionnaires

In dealing with veracity of data analytics, fuzzy methods are more and more relying on probabilistic and statistical techniques to underpin their applicability. Conversely, standard statistical models usually disregard to take into account the inherent fuzziness of choices and this issue is particularly worthy of note in customers' satisfaction surveys, since there are different shades of evaluations that classical statistical tools fail to catch. Given these motivations, the paper introduces a model-based fuzzy analysis of questionnaire with sound statistical foundation, driven by the design of a hybrid method that sets in between fuzzy evaluation systems and statistical modelling. The proposal is advanced on the basis of \cub mixture models to account for uncertainty in ordinal data analysis and moves within the general framework of Intuitionistic Fuzzy Set theory to allow membership, non-membership, vagueness and accuracy assessments. Particular emphasis is given to defuzzification procedures that enable uncertainty measures also at an aggregated level. An application to a survey run at the University of Naples Federico II about the evaluation of Orientation Services supports the efficacy of the proposal.

math.ST↗

arXiv2018

Automatic cry analysis and classification for infant pain assessment

The effectiveness of pain management relies on the choice and the correct use of suitable pain assessment tools. In the case of newborns, some of the most common tools are human-based and observational, thus affected by subjectivity and methodological problems. Therefore, in the last years there has been an increasing interest in developing an automatic machine-based pain assessment tool. This research is a preliminary investigation towards the inclusion of a scoring system for the vocal expression of the infant into an automatic tool. To this aim we present a method to compute three correlated indicators which measure three distress-related features of the cry: duration, dysphonantion and fundamental frequency of the first cry. In particular, we propose a new method to measure the dysphonantion of the cry via spectral entropy analysis, resulting in an indicator that identifies three well separated levels of distress in the vocal expression. These levels provide a classification that is highly correlated with the human-based assessment of the cry.

stat.AP↗

arXiv2015

Symbolic Calculus in Mathematical Statistics: A Review

In the last ten years, the employment of symbolic methods has substantially extended both the theory and the applications of statistics and probability. This survey reviews the development of a symbolic technique arising from classical umbral calculus, as introduced by Rota and Taylor in $1994.$ The usefulness of this symbolic technique is twofold. The first is to show how new algebraic identities drive in discovering insights among topics apparently very far from each other and related to probability and statistics. One of the main tools is a formal generalization of the convolution of identical probability distributions, which allows us to employ compound Poisson random variables in various topics that are only somewhat interrelated. Having got a different and deeper viewpoint, the second goal is to show how to set up algorithmic processes performing efficiently algebraic calculations. In particular, the challenge of finding these symbolic procedures should lead to a new method, and it poses new problems involving both computational and conceptual issues. Evidence of efficiency in applying this symbolic method will be shown within statistical inference, parameter estimation, Lévy processes, and, more generally, problems involving multivariate functions. The symbolic representation of Sheffer polynomial sequences allows us to carry out a unifying theory of classical, Boolean and free cumulants. Recent connections within random matrices have extended the applications of the symbolic method.

math.ST↗

arXiv2015

On photon statistics parametrized by a non-central Wishart random matrix

In order to tackle parameter estimation of photocounting distributions, polykays of acting intensities are proposed as a new tool for computing photon statistics. As unbiased estimators of cumulants, polykays are computationally feasible thanks to a symbolic method recently developed in dealing with sequences of moments. This method includes the so-called method of moments for random matrices and results to be particularly suited to deal with convolutions or random summations of random vectors. The overall photocounting effect on a deterministic number of pixels is introduced. A random number of pixels is also considered. The role played by spectral statistics of random matrices is highlighted in approximating the overall photocounting distribution when acting intensities are modeled by a non-central Wishart random matrix. Generalized complete Bell polynomials are used in order to compute joint moments and joint cumulants of multivariate photocounters. Multivariate polykays can be successfully employed in order to approximate the multivariate Mendel-Poisson transform. Open problems are addressed at the end of the paper.

stat.ME↗

arXiv2014

On a symbolic representation of non-central Wishart random matrices with applications

By using a symbolic method, known in the literature as the classical umbral calculus, the trace of a non-central Wishart random matrix is represented as the convolution of the trace of its central component and of a formal variable involving traces of its non-centrality matrix. Thanks to this representation, the moments of this random matrix are proved to be a Sheffer polynomial sequence, allowing us to recover several properties. The multivariate symbolic method generalizes the employment of Sheffer representation and a closed form formula for computing joint moments and cumulants (also normalized) is given. By using this closed form formula and a combinatorial device, known in the literature as necklace, an efficient algorithm for their computations is set up. Applications are given to the computation of permanents as well as to the characterization of inherited estimators of cumulants, which turn useful in dealing with minors of non-central Wishart random matrices. An asymptotic approximation of generalized moments involving free probability is proposed.

math.ST↗

arXiv2010

A new approach to Sheppard's corrections

A very simple closed-form formula for Sheppard's corrections is recovered by means of the classical umbral calculus. By means of this symbolic method, a more general closed-form formula for discrete parent distributions is provided and the generalization to the multivariate case turns to be straightforward. All these new formulae are particularly suited to be implemented in any symbolic package.

math.ST↗