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At least 73 records · Page 4Linked to original sources
arXiv2015

Analytical Models for Power Networks: The case of the Western US and ERCOT grids

The topological structure of the power grid plays a key role in the reliable delivery of electricity and price settlement in the electricity market. Incorporation of new energy sources and loads into the grid over time has led to its structural and geographical expansion and can affect its stable operation. This paper presents an intuitive analytical model for the temporal evolution of large grids and uses it to understand common structural features observed in grids across America. In particular, key graph parameters like degree distribution, graph diameter, betweenness centralities, eigen-spread and clustering coefficients, as well as graph processes like infection propagation are used to quantify the model's benefits through comparison with the Western US and ERCOT power grids. The most significant contribution of the developed model is its analytical tractability, that provides a closed form expression for the nodal degree distribution observed in large grids. The discussed model can be used to generate realistic test cases to analyze topological effects on grid functioning and new grid technologies.

cs.SI↗
arXiv2012

The macroeconomic effect of the information and communication technology in Hungary

It was not until the beginning of the 1990s that the effects of information and communication technology on economic growth as well as on the profitability of enterprises raised the interest of researchers. After giving a general description on the relationship between a more intense use of ICT devices and dynamic economic growth, the author identified and explained those four channels that had a robust influence on economic growth and productivity. When comparing the use of information technonology devices in developed as well as in developing countries, the author highlighted the importance of the available additional human capital and the elimination of organizational inflexibilities in the attempt of narrowing the productivity gap between the developed and developing nations. By processing a large quantitiy of information gained from Hungarian enterprises operating in several economic sectors, the author made an attempt to find a strong correlation between the development level of using ICT devices and profitability together with total factor productivity. Although the impact of using ICT devices cannot be measured unequivocally at the microeconomic level because of certain statistical and methodological imperfections, by applying such analytical methods as cluster analysis and correlation and regression calculation, the author managed to prove that both the correlation coefficient and the gradient of the regression trend line showed a positive relationship between the extensive use of information and communication technology and the profitability of enterprises.

cs.CY↗
arXiv2012

Densities of nested Archimedean copulas

Nested Archimedean copulas recently gained interest since they generalize the well-known class of Archimedean copulas to allow for partial asymmetry. Sampling algorithms and strategies have been well investigated for nested Archimedean copulas. However, for likelihood based inference it is important to have the density. The present work fills this gap. A general formula for the derivatives of the nodes and inner generators appearing in nested Archimedean copulas is developed. This leads to a tractable formula for the density of nested Archimedean copulas in arbitrary dimensions if the number of nesting levels is not too large. Various examples including famous Archimedean families and transformations of such are given. Furthermore, a numerically efficient way to evaluate the log-density is presented.

math.ST↗
arXiv2012

On individual neutrality and collective decision making

We derive a simple mathematical "theory" to show that two decision-making entities can work better together only if at least one of them is occasionally willing to stay neutral. This provides a mathematical "justification" for an age-old cliche among marriage counselors.

stat.OT↗
arXiv2013

On a Reliable Peer-Review Process

We propose an enhanced peer-review process where the reviewers are encouraged to truthfully disclose their reviews. We start by modelling that process using a Bayesian model where the uncertainty regarding the quality of the manuscript is taken into account. After that, we introduce a scoring function to evaluate the reported reviews. Under mild assumptions, we show that reviewers strictly maximize their expected scores by telling the truth. We also show how those scores can be used in order to reach consensus.

cs.GT↗
arXiv2012

Estimation of spatial max-stable models using threshold exceedances

Parametric inference for spatial max-stable processes is difficult since the related likelihoods are unavailable. A composite likelihood approach based on the bivariate distribution of block maxima has been recently proposed in the literature. However modeling block maxima is a wasteful approach provided that other information is available. Moreover an approach based on block, typically annual, maxima is unable to take into account the fact that maxima occur or not simultaneously. If time series of, say, daily data are available, then estimation procedures based on exceedances of a high threshold could mitigate such problems. In this paper we focus on two approaches for composing likelihoods based on pairs of exceedances. The first one comes from the tail approximation for bivariate distribution proposed by Ledford and Tawn (1996) when both pairs of observations exceed the fixed threshold. The second one uses the bivariate extension (Rootzen and Tajvidi, 2006) of the generalized Pareto distribution which allows to model exceedances when at least one of the components is over the threshold. The two approaches are compared through a simulation study according to different degrees of spatial dependency. Results show that both the strength of the spatial dependencies and the threshold choice play a fundamental role in determining which is the best estimating procedure.

stat.AP↗
arXiv2013

A Generalized Fellegi-Sunter Framework for Multiple Record Linkage With Application to Homicide Record Systems

We present a probabilistic method for linking multiple datafiles. This task is not trivial in the absence of unique identifiers for the individuals recorded. This is a common scenario when linking census data to coverage measurement surveys for census coverage evaluation, and in general when multiple record-systems need to be integrated for posterior analysis. Our method generalizes the Fellegi-Sunter theory for linking records from two datafiles and its modern implementations. The multiple record linkage goal is to classify the record K-tuples coming from K datafiles according to the different matching patterns. Our method incorporates the transitivity of agreement in the computation of the data used to model matching probabilities. We use a mixture model to fit matching probabilities via maximum likelihood using the EM algorithm. We present a method to decide the record K-tuples membership to the subsets of matching patterns and we prove its optimality. We apply our method to the integration of three Colombian homicide record systems and we perform a simulation study in order to explore the performance of the method under measurement error and different scenarios. The proposed method works well and opens some directions for future research.

stat.AP↗
arXiv2012

Uncertainties and Ambiguities in Percentiles and how to Avoid Them

The recently proposed fractional scoring scheme is used to attribute publications to percentile rank classes. It is shown that in this way uncertainties and ambiguities in the evaluation of percentile ranks do not occur. Using the fractional scoring the total score of all papers exactly reproduces the theoretical value.

stat.OT↗
arXiv2012

Forecasting with Historical Data or Process Knowledge under Misspecification: A Comparison

When faced with the task of forecasting a dynamic system, practitioners often have available historical data, knowledge of the system, or a combination of both. While intuition dictates that perfect knowledge of the system should in theory yield perfect forecasting, often knowledge of the system is only partially known, known up to parameters, or known incorrectly. In contrast, forecasting using previous data without any process knowledge might result in accurate prediction for simple systems, but will fail for highly nonlinear and chaotic systems. In this paper, the authors demonstrate how even in chaotic systems, forecasting with historical data is preferable to using process knowledge if this knowledge exhibits certain forms of misspecification. Through an extensive simulation study, a range of misspecification and forecasting scenarios are examined with the goal of gaining an improved understanding of the circumstances under which forecasting from historical data is to be preferred over using process knowledge.

stat.ME↗
arXiv2012

In praise of the referee

There has been a lively debate in many fields, including statistics and related applied fields such as psychology and biomedical research, on possible reforms of the scholarly publishing system. Currently, referees contribute so much to improve scientific papers, both directly through constructive criticism and indirectly through the threat of rejection. We discuss ways in which new approaches to journal publication could continue to make use of the valuable efforts of peer reviewers.

stat.OT↗
arXiv2012

A Fast Non-Gaussian Bayesian Matching Pursuit Method for Sparse Reconstruction

A fast matching pursuit method using a Bayesian approach is introduced for sparse signal recovery. This method, referred to as nGpFBMP, performs Bayesian estimates of sparse signals even when the signal prior is non-Gaussian or unknown. It is agnostic on signal statistics and utilizes a priori statistics of additive noise and the sparsity rate of the signal, which are shown to be easily estimated from data if not available. nGpFBMP utilizes a greedy approach and order-recursive updates of its metrics to find the most dominant sparse supports to determine the approximate minimum mean square error (MMSE) estimate of the sparse signal. Simulation results demonstrate the power and robustness of our proposed estimator.

stat.OT↗
arXiv2014

Developing methods for identifying the inflection point of a convex/concave curve

We are introducing two methods for revealing the true inflection point of data that contains or not error. The starting point is a set of geometrical properties that follow the existence of an inflection point p for a smooth function. These properties connect the concept of convexity/concavity before and after p respectively with three chords defined properly. Finally a set of experiments is presented for the class of sigmoid curves and for the third order polynomials.

math.NA↗
arXiv2012

What is Statistics?; The Answer by Quantum Language

Since the problem: "What is statistics?" is most fundamental in sceince, in order to solve this problem, there is every reason to believe that we have to start from the proposal of a worldview. Recently we proposed measurement theory (i.e., quantum language, or the linguistic interpretation of quantum mechanics), which is characterized as the linguistic turn of the Copenhagen interpretation of quantum mechanics. This turn from physics to language does not only extend quantum theory to classical theory but also yield the quantum mechanical world view (i.e., the (quantum) linguistic world view, and thus, a form of quantum thinking, in other words, quantum philosophy). Thus, we believe that the quantum lingistic formulation of statistics gives an answer to the question: "What is statistics?". In this paper, this will be done through the studies of inference interval, statistical hypothesis testing, Fisher maximum likelihood method, Bayes method and regression analysis in meaurement theory.

physics.data-an↗
arXiv2012

A statistical view on team handball results: home advantage, team fitness and prediction of match outcomes

We analyze the results of the German Team Handball Bundesliga for ten seasons in a model-free statistical time series approach. We will show that the home advantage is nearly negligible compared to the total sum of goals. Specific interest has been spent on the time evolution of the team fitness expressed in terms of the goal difference. In contrast to soccer, our results indicate a decay of the team fitness values over a season while the long time correlation behavior over years is nearly comparable. We are able to explain the dominance of a few teams by the large value for the total number of goals in a match. A method for the prediction of match winners is presented in good accuracy with the real results. We analyze the properties of promoted teams and indicate drastic level changes between the Bundesliga and the second league. Our findings reflect in good agreement recent discussions on modern successful attack strategies.

stat.OT↗
arXiv2012

Estimators for Archimedean copulas in high dimensions

The performance of known and new parametric estimators for Archimedean copulas is investigated, with special focus on large dimensions and numerical difficulties. In particular, method-of-moments-like estimators based on pairwise Kendall's tau, a multivariate extension of Blomqvist's beta, minimum distance estimators, the maximum-likelihood estimator, a simulated maximum-likelihood estimator, and a maximum-likelihood estimator based on the copula diagonal are studied. Their performance is compared in a large-scale simulation study both under known and unknown margins (pseudo-observations), in small and high dimensions, under small and large dependencies, various different Archimedean families and sample sizes. High dimensions up to one hundred are considered for the first time and computational problems arising from such large dimensions are addressed in detail. All methods are implemented in the open source \R{} package \pkg{copula} and can thus be easily accessed and studied.

stat.CO↗
arXiv2012

Vine Constructions of Levy Copulas

Levy copulas are the most general concept to capture jump dependence in multivariate Levy processes. They translate the intuition and many features of the copula concept into a time series setting. A challenge faced by both, distributional and Levy copulas, is to find flexible but still applicable models for higher dimensions. To overcome this problem, the concept of pair copula constructions has been successfully applied to distributional copulas. In this paper, we develop the pair construction for Levy copulas (PLCC). Similar to pair constructions of distributional copulas, the pair construction of a d-dimensional Levy copula consists of d(d-1)/2 bivariate dependence functions. We show that only d-1 of these bivariate functions are Levy copulas, whereas the remaining functions are distributional copulas. Since there are no restrictions concerning the choice of the copulas, the proposed pair construction adds the desired flexibility to Levy copula models. We discuss estimation and simulation in detail and apply the pair construction in a simulation study.

stat.OT↗
arXiv2016

Demmartingales and the functionnal Hill process for small parameters

Association of random variables and Demimartingales are recent fields for handling asymptotic behaviors of sums of dependent random variables. We apply their techniques to establish the asymptotic law of a demimartingale We next apply the results to find the asymptotic behavior the functional Hill process for small parameters within the Extreme Value Theory (EVT) field. Such a result would have been very hard to find whithout demimartingales techniques.

stat.OT↗