Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes

2013 ◽  
Vol 50 (04) ◽  
pp. 931-942
Author(s):  
Takayuki Fujii
Keyword(s):  
Local Time ◽  
Markov Processes ◽  
Nonparametric Estimation ◽  
Sample Path ◽  
Point Of View ◽  
Statistical Point ◽  
Jump Size ◽  
Stationary Density ◽  
Piecewise Deterministic Markov Processes ◽  
Estimation Problems

In this paper we study nonparametric estimation problems for a class of piecewise-deterministic Markov processes (PDMPs). Borovkov and Last (2008) proved a version of Rice's formula for PDMPs, which explains the relation between the stationary density and the level crossing intensity. From a statistical point of view, their result suggests a methodology for estimating the stationary density from observations of a sample path of PDMPs. First, we introduce the local time related to the level crossings and construct the local-time estimator for the stationary density, which is unbiased and uniformly consistent. Secondly, we investigate other estimation problems for the jump intensity and the conditional jump size distribution.

scholarly journals Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes

2013 ◽  
Vol 50 (4) ◽  
pp. 931-942
Author(s):  
Takayuki Fujii
Keyword(s):  
Local Time ◽  
Markov Processes ◽  
Nonparametric Estimation ◽  
Sample Path ◽  
Point Of View ◽  
Statistical Point ◽  
Jump Size ◽  
Stationary Density ◽  
Piecewise Deterministic Markov Processes ◽  
Estimation Problems

In this paper we study nonparametric estimation problems for a class of piecewise-deterministic Markov processes (PDMPs). Borovkov and Last (2008) proved a version of Rice's formula for PDMPs, which explains the relation between the stationary density and the level crossing intensity. From a statistical point of view, their result suggests a methodology for estimating the stationary density from observations of a sample path of PDMPs. First, we introduce the local time related to the level crossings and construct the local-time estimator for the stationary density, which is unbiased and uniformly consistent. Secondly, we investigate other estimation problems for the jump intensity and the conditional jump size distribution.

A Comparative Evaluation of Serum and Salivary Total Proteins and Immunoglobulins in Patients with Hepatitis A and Healthy Subjects

2018 ◽  
Vol 69 (5) ◽  
pp. 1125-1128
Author(s):  
Daniela G. Balan ◽  
Dan Piperea Sianu ◽  
Iulia I. Stanescu ◽  
Dorin Ionescu ◽  
Andra Elena Stroescu Balcangiu ◽  
...  
Keyword(s):  
Healthy Subjects ◽  
Comparative Evaluation ◽  
Hepatitis A ◽  
Hepatitis A Virus ◽  
Point Of View ◽  
Healthy Individuals ◽  
Total Proteins ◽  
Statistical Point ◽  
Immunological Tests ◽  
Acute Hepatitis A

Assessment of changes in total proteins level, serum and saliva IgG and IgA levels, serum IgM level, serum and saliva IgA/IgG ratio. The study was conducted on a group of 40 subjects, divided into 2 lots: the first lot consisting of 20 healthy individuals and the second consisting of 20 patients with hepatitis with hepatitis A virus (HAV). The levels of total proteins, serum and saliva IgG and IgA, serum IgM and serum and saliva IgA/IgG ratio have higher values in patients with hepatitis A, in comparison to healthy subjects, without necessarily exceeding the maximum admitted value. The results are significant from a statistical point of view. Due to the sensitivity and specificity of salivary anti-HAV IgM and IgG in patients with acute hepatitis A, compared with healthy subjects, there is a possibility of using salivary immunological tests instead of serum tests for the diagnosis and epidemiological study of HAV infection.

The Importance of Rainfall Distribution in Urban Drainage Operation

1992 ◽  
Vol 23 (2) ◽  
pp. 121-136 ◽  
Author(s):  
Fons Nelen ◽  
Annemarieke Mooijman ◽  
Per Jacobsen
Keyword(s):  
Real Time ◽  
Treatment Plant ◽  
Rain Gauge ◽  
Point Of View ◽  
Rain Event ◽  
Real Time Control ◽  
Rainfall Distribution ◽  
Statistical Point ◽  
Time Control ◽  
Spatially Distributed

A control simulation model, called LOCUS, is used to investigate the effects of spatially distributed rain and the possibilities to benefit from this phenomenon by means of real time control. The study is undertaken for a catchment in Copenhagen, where rainfall is measured with a network of 8 rain gauges. Simulation of a single rain event, which is assumed to be homogeneous, i.e. using one rain gauge for the whole catchment, leads to large over- and underestimates of the systems output variables. Therefore, when analyzing a single event the highest possible degree of rainfall information may be desired. Time-series simulations are performed for both an uncontrolled and a controlled system. It is shown that from a statistical point of view, rainfall distribution is NOT significant concerning the probability of occurrence of an overflow. The main contributing factor to the potential of real time control, concerning minimizing overflows, is to be found in the system itself, i.e. the distribution of available storage and discharge capacity. When other operational objectives are involved, e.g., to minimize peak flows to the treatment plant, rainfall distribution may be an important factor.

scholarly journals Absolute mortality risk assessment of COVID-19 patients: the Khorshid COVID Cohort (KCC) study

2021 ◽  
Vol 21 (1) ◽  
Author(s):  
Hamid Reza Marateb ◽  
Maja von Cube ◽  
Ramin Sami ◽  
Shaghayegh Haghjooy Javanmard ◽  
Marjan Mansourian ◽  
...  
Keyword(s):  
Risk Assessment ◽  
Hospital Admission ◽  
Mortality Risk ◽  
Regression Models ◽  
Assessment Method ◽  
Point Of View ◽  
Statistical Point ◽  
Hazard Regression ◽  
Risk Assessment Method ◽  
Discharge From Hospital

Abstract Background Already at hospital admission, clinicians require simple tools to identify hospitalized COVID-19 patients at high risk of mortality. Such tools can significantly improve resource allocation and patient management within hospitals. From the statistical point of view, extended time-to-event models are required to account for competing risks (discharge from hospital) and censoring so that active cases can also contribute to the analysis. Methods We used the hospital-based open Khorshid COVID Cohort (KCC) study with 630 COVID-19 patients from Isfahan, Iran. Competing risk methods are used to develop a death risk chart based on the following variables, which can simply be measured at hospital admission: sex, age, hypertension, oxygen saturation, and Charlson Comorbidity Index. The area under the receiver operator curve was used to assess accuracy concerning discrimination between patients discharged alive and dead. Results Cause-specific hazard regression models show that these baseline variables are associated with both death, and discharge hazards. The risk chart reflects the combined results of the two cause-specific hazard regression models. The proposed risk assessment method had a very good accuracy (AUC = 0.872 [CI 95%: 0.835–0.910]). Conclusions This study aims to improve and validate a personalized mortality risk calculator based on hospitalized COVID-19 patients. The risk assessment of patient mortality provides physicians with additional guidance for making tough decisions.

scholarly journals A Mathematical Study of Barcelona Metro Network

Electronics ◽  
2021 ◽  
Vol 10 (5) ◽  
pp. 557
Author(s):  
Irene Mariñas-Collado ◽  
Elisa Frutos Bernal ◽  
Maria Teresa Santos Martin ◽  
Angel Martín del Rey ◽  
Roberto Casado Vara ◽  
...  
Keyword(s):  
Clustering Analysis ◽  
Transportation Network ◽  
Point Of View ◽  
Statistical Point ◽  
Transport Services ◽  
Urban Public Transport ◽  
The Common ◽  
Subway Stations ◽  
Metro Network

The knowledge of the topological structure and the automatic fare collection systems in urban public transport produce many data that need to be adequately analyzed, processed and presented. These data provide a powerful tool to improve the quality of transport services and plan ahead. This paper aims at studying, from a mathematical and statistical point of view, the Barcelona metro network; specifically: (1) the structural and robustness characteristics of the transportation network are computed and analyzed considering the complex network analysis; and (2) the common characteristics of the different subway stations of Barcelona, based on the passenger hourly entries, are identified through hierarchical clustering analysis. These results will be of great help in planning and restructuring transport to cope with the new social conditions, after the pandemic.

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