scholarly journals Exact simulation of coupled Wright–Fisher diffusions

2021 ◽  
Vol 53 (4) ◽  
pp. 923-950
Author(s):  
Celia García-Pareja ◽  
Henrik Hult ◽  
Timo Koski
Keyword(s):  
Finite Number ◽  
Simulation Study ◽  
Sampling Strategy ◽  
Coupling Term ◽  
Exact Simulation ◽  
Exact Sampling ◽  
Rejection Algorithm

AbstractIn this paper an exact rejection algorithm for simulating paths of the coupled Wright–Fisher diffusion is introduced. The coupled Wright–Fisher diffusion is a family of multivariate Wright–Fisher diffusions that have drifts depending on each other through a coupling term and that find applications in the study of networks of interacting genes. The proposed rejection algorithm uses independent neutral Wright–Fisher diffusions as candidate proposals, which are only needed at a finite number of points. Once a candidate is accepted, the remainder of the path can be recovered by sampling from neutral multivariate Wright–Fisher bridges, for which an exact sampling strategy is also provided. Finally, the algorithm’s complexity is derived and its performance demonstrated in a simulation study.

scholarly journals Exact simulation of Brown-Resnick random fields at a finite number of locations

Extremes ◽  
2015 ◽  
Vol 18 (2) ◽  
pp. 301-314 ◽  
Author(s):  
A. B. Dieker ◽  
T. Mikosch
Keyword(s):  
Finite Number ◽  
Random Fields ◽  
Exact Simulation

scholarly journals Exact simulation for multivariate Itô diffusions

2020 ◽  
Vol 52 (4) ◽  
pp. 1003-1034
Author(s):  
Jose Blanchet ◽  
Fan Zhang
Keyword(s):  
One Dimension ◽  
Rough Paths ◽  
Diffusion Matrix ◽  
Exact Simulation ◽  
Exact Sampling ◽  
Lamperti Transformation ◽  
Constant Diffusion ◽  
Sampling Algorithms ◽  
Sampling Problem ◽  
The One

AbstractWe provide the first generic exact simulation algorithm for multivariate diffusions. Current exact sampling algorithms for diffusions require the existence of a transformation which can be used to reduce the sampling problem to the case of a constant diffusion matrix and a drift which is the gradient of some function. Such a transformation, called the Lamperti transformation, can be applied in general only in one dimension. So, completely different ideas are required for the exact sampling of generic multivariate diffusions. The development of these ideas is the main contribution of this paper. Our strategy combines techniques borrowed from the theory of rough paths, on the one hand, and multilevel Monte Carlo on the other.

Criteria and Methods for Reliable Three-Dimensional Image Reconstruction

1974 ◽  
Vol 32 ◽  
pp. 330-331
Author(s):  
R. A. Crowther
Keyword(s):  
Image Reconstruction ◽  
Finite Number ◽  
Density Distribution ◽  
Electron Micrographs ◽  
Mathematical Problem ◽  
Three Dimensional ◽  
Ideal Case ◽  
Dimensional Image ◽  
General Object ◽  
The Ideal

The reconstruction of a three-dimensional image of a specimen from a set of electron micrographs reduces, under certain assumptions about the imaging process in the microscope, to the mathematical problem of reconstructing a density distribution from a set of its plane projections.In the absence of noise we can formulate a purely geometrical criterion, which, for a general object, fixes the resolution attainable from a given finite number of views in terms of the size of the object. For simplicity we take the ideal case of projections collected by a series of m equally spaced tilts about a single axis.

An Alternative to Cohen's κ

2006 ◽  
Vol 11 (1) ◽  
pp. 12-24 ◽  
Author(s):  
Alexander von Eye
Keyword(s):  
Simulation Study ◽  
Null Hypothesis ◽  
Categorical Variables ◽  
Alternative Measure ◽  
Rater Agreement ◽  
Verbal Processing ◽  
Heavy Tailed ◽  
Applicant Selection

At the level of manifest categorical variables, a large number of coefficients and models for the examination of rater agreement has been proposed and used. The most popular of these is Cohen's κ. In this article, a new coefficient, κ s , is proposed as an alternative measure of rater agreement. Both κ and κ s allow researchers to determine whether agreement in groups of two or more raters is significantly beyond chance. Stouffer's z is used to test the null hypothesis that κ s = 0. The coefficient κ s allows one, in addition to evaluating rater agreement in a fashion parallel to κ, to (1) examine subsets of cells in agreement tables, (2) examine cells that indicate disagreement, (3) consider alternative chance models, (4) take covariates into account, and (5) compare independent samples. Results from a simulation study are reported, which suggest that (a) the four measures of rater agreement, Cohen's κ, Brennan and Prediger's κ n , raw agreement, and κ s are sensitive to the same data characteristics when evaluating rater agreement and (b) both the z-statistic for Cohen's κ and Stouffer's z for κ s are unimodally and symmetrically distributed, but slightly heavy-tailed. Examples use data from verbal processing and applicant selection.

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