scholarly journals Categorical Stochastic Processes and Likelihood

2021 ◽  
Vol 3 ◽  
pp. 1
Author(s):  
Dan Shiebler
Keyword(s):  
Stochastic Processes ◽  
Statistical Models ◽  
Likelihood Estimation ◽  
Estimation Procedure ◽  
Likelihood Functions ◽  
Kleisli Category ◽  
Supervised Learning Algorithms ◽  
Gradient Based ◽  
Lawvere Theory ◽  
The Relationship

We take a category-theoretic perspective on the relationship between probabilistic modeling and gradient based optimization. We define two extensions of function composition to stochastic process subordination: one based on a co-Kleisli category and one based on the parameterization of a category with a Lawvere theory. We show how these extensions relate to the category of Markov kernels Stoch through a pushforward procedure.We extend stochastic processes to parametric statistical models and define a way to compose the likelihood functions of these models. We demonstrate how the maximum likelihood estimation procedure defines a family of identity-on-objects functors from categories of statistical models to the category of supervised learning algorithms Learn.Code to accompany this paper can be found on GitHub (https://github.com/dshieble/Categorical_Stochastic_Processes_and_Likelihood).

scholarly journals Does Revitalizing the Center of Mid-Sized French Cities Reduce GHG Emissions from Commuting?

2021 ◽  
Vol 13 (4) ◽  
pp. 1851
Author(s):  
Alexis Poulhès ◽  
Angèle Brachet
Keyword(s):  
Land Use Planning ◽  
Statistical Models ◽  
Total Population ◽  
Ghg Emissions ◽  
Low Carbon ◽  
Trip Distance ◽  
Working People ◽  
Shrinking City ◽  
The Relationship ◽  
Positive Effect

Mid-sized cities are usually considered in the literature to be shrinking cities. Some policies promote right-sizing and others promote revitalization. The relationship between land-use planning and mobility having been established, the present research issue is focused on whether a policy of revitalizing the centers of mid-sized cities is favorable to low-carbon mobility. Our study investigates commuting trips through two indicators: commuting trip distance and car modal share. The increase in total population, the increase in the number of jobs per resident, the decrease in the unemployment rate, the increase in the rate of executives, the increase in the rate of working people in the population and the decrease in the residential vacancy rate all come from the censuses of 2006 and 2016. Statistical models based on individuals in 113 mid-sized cities, in which sociodemographic variables are introduced, show that at the level of agglomerations, no indicator has a simultaneously positive effect in the center and in the urban periphery. No indicator is entirely positive or negative on GHG emissions from commuting trips. While the increase in GHG emissions from commuting trips between 2006 and 2016 is significant in mid-sized cities (18%), a shift toward shrinking city centers is insufficient to change this trajectory.

scholarly journals A Distribution for Instantaneous Failures

Stats ◽  
2019 ◽  
Vol 2 (2) ◽  
pp. 247-258 ◽  
Author(s):  
Pedro L. Ramos ◽  
Francisco Louzada
Keyword(s):  
Residual Life ◽  
Likelihood Estimation ◽  
Estimation Methods ◽  
Mean Residual Life ◽  
Parameter Distribution ◽  
Coverage Probabilities ◽  
Instantaneous Failures ◽  
The Relationship ◽  
Mean Variance ◽  
New Distribution

A new one-parameter distribution is proposed in this paper. The new distribution allows for the occurrence of instantaneous failures (inliers) that are natural in many areas. Closed-form expressions are obtained for the moments, mean, variance, a coefficient of variation, skewness, kurtosis, and mean residual life. The relationship between the new distribution with the exponential and Lindley distributions is presented. The new distribution can be viewed as a combination of a reparametrized version of the Zakerzadeh and Dolati distribution with a particular case of the gamma model and the occurrence of zero value. The parameter estimation is discussed under the method of moments and the maximum likelihood estimation. A simulation study is performed to verify the efficiency of both estimation methods by computing the bias, mean squared errors, and coverage probabilities. The superiority of the proposed distribution and some of its concurrent distributions are tested by analyzing four real lifetime datasets.

scholarly journals An autoregressive model for irregular time series of variable stars

2016 ◽  
Vol 12 (S325) ◽  
pp. 259-262
Author(s):  
Susana Eyheramendy ◽  
Felipe Elorrieta ◽  
Wilfredo Palma
Keyword(s):  
Time Series ◽  
Gravitational Lensing ◽  
Autoregressive Model ◽  
Likelihood Estimation ◽  
Estimation Procedure ◽  
Variable Stars ◽  
Light Curves ◽  
Finite Sample ◽  
Harmonic Model ◽  
Dependency Structure

AbstractThis paper discusses an autoregressive model for the analysis of irregularly observed time series. The properties of this model are studied and a maximum likelihood estimation procedure is proposed. The finite sample performance of this estimator is assessed by Monte Carlo simulations, showing accurate estimators. We implement this model to the residuals after fitting an harmonic model to light-curves from periodic variable stars from the Optical Gravitational Lensing Experiment (OGLE) and Hipparcos surveys, showing that the model can identify time dependency structure that remains in the residuals when, for example, the period of the light-curves was not properly estimated.

scholarly journals Hedging Activities Information and Risk Management Committee Effectiveness: Malaysian evidence

2018 ◽  
Author(s):  
Azrul Bin Abdullah ◽  
Ku Nor Izah Ku Ismail
Keyword(s):  
Risk Management ◽  
Corporate Governance ◽  
Significant Influence ◽  
Statistical Models ◽  
Voluntary Disclosure ◽  
Annual Reports ◽  
Management Committee ◽  
Corporate Governance Mechanisms ◽  
The Relationship ◽  
Risk Management Committee

This study examines the extent of information about hedging activities disclosures within the annual reports of Main Market companies listed on Bursa Malaysia. The extent of hedging activities disclosures is captured through a 32-item-template, which consists of a mandatory and voluntary disclosure scores. The results of this study indicate that the extent of information on hedging activities disclosure is still insufficient among the sampled companies even though the disclosure scored is quite high. This study also examines the relationship between the existence of risk management committee (RMC), its characteristics and the extent of information on hedging activities disclosure in two separate statistical models. The regression results imply that the existence of RMC is positive but does not significantly influence the extent of information on hedging activities disclosure. However its characteristics (i.e. RMC independence and RMC meeting) have a significant influence. The findings may provide some meaningful insights to regulators, policymakers and researchers, towards the establishment of RMC as a part of the internal corporate governance mechanisms. In addition to its existence, the effectiveness of RMC also needs to be emphasised.

scholarly journals Technical Efficiency and Small Scale Maize Producers in Mwanza Region: A Stochastic Frontier Analysis

2021 ◽  
Vol 9 (3) ◽  
Author(s):  
Mukole Kongolo
Keyword(s):  
Technical Efficiency ◽  
Best Practice ◽  
Stochastic Frontier Analysis ◽  
Stochastic Frontier ◽  
Likelihood Estimation ◽  
Estimation Procedure ◽  
Farm Size ◽  
Small Scale ◽  
Maize Production ◽  
Frontier Analysis

This study measured technical efficiency and its determinants in maize production by small-scale producers in Mwanza region, using a stochastic frontier production function approach. A randomly selected sample of participants in the two districts was used. The Maximum Likelihood estimation procedure was followed to obtain the determinants of technical efficiency and technical efficiency levels of small-scale maize producers. The minimum and maximum values of technical efficiency were between 20% and 91%, indicating that the least practices of specific producer operates at a minimum level of 20%, while the best practice producers  operate  at 91% technical efficiency  level respectively. The summary results of the mean technical efficiency was 63%. The main determinants of technical efficiency were labour, farm size, producer’s experience, producer’s age, family size which were all positive and statistically significant. The findings suggest that the average efficiency of small-scale maize producers could be improved by 37% through better use of existing resources and technology. These findings highlight the need for action by government to assist small-scale maize producers improve efficiency.

scholarly journals Multivariate Gamma Regression: Parameter Estimation, Hypothesis Testing, and Its Application

Symmetry ◽  
2020 ◽  
Vol 12 (5) ◽  
pp. 813
Author(s):  
Anita Rahayu ◽  
Purhadi ◽  
Sutikno ◽  
Dedy Dwi Prastyo
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Hypothesis Testing ◽  
Likelihood Estimation ◽  
Estimation Procedure ◽  
Wald Test ◽  
Positive Outcome ◽  
Three Dimensions ◽  
Predictor Variables ◽  
Ratio Test

Gamma distribution is a general type of statistical distribution that can be applied in various fields, mainly when the distribution of data is not symmetrical. When predictor variables also affect positive outcome, then gamma regression plays a role. In many cases, the predictor variables give effect to several responses simultaneously. In this article, we develop a multivariate gamma regression (MGR), which is one type of non-linear regression with response variables that follow a multivariate gamma (MG) distribution. This work also provides the parameter estimation procedure, test statistics, and hypothesis testing for the significance of the parameter, partially and simultaneously. The parameter estimators are obtained using the maximum likelihood estimation (MLE) that is optimized by numerical iteration using the Berndt–Hall–Hall–Hausman (BHHH) algorithm. The simultaneous test for the model’s significance is derived using the maximum likelihood ratio test (MLRT), whereas the partial test uses the Wald test. The proposed MGR model is applied to model the three dimensions of the human development index (HDI) with five predictor variables. The unit of observation is regency/municipality in Java, Indonesia, in 2018. The empirical results show that modeling using multiple predictors makes more sense compared to the model when it only employs a single predictor.

scholarly journals A New Flexible Bathtub-Shaped Modification of the Weibull Model: Properties and Applications

2020 ◽  
Vol 2020 ◽  
pp. 1-11
Author(s):  
Qinghu Liao ◽  
Zubair Ahmad ◽  
Eisa Mahmoudi ◽  
G. G. Hamedani
Keyword(s):  
Weibull Distribution ◽  
Hazard Rate ◽  
Likelihood Estimation ◽  
Estimation Procedure ◽  
Weibull Model ◽  
Rate Function ◽  
Model Parameters ◽  
Hazard Functions ◽  
Practical Applications ◽  
Nonnested Models

Many studies have suggested the modifications and generalizations of the Weibull distribution to model the nonmonotone hazards. In this paper, we combine the logarithms of two cumulative hazard rate functions and propose a new modified form of the Weibull distribution. The newly proposed distribution may be called a new flexible extended Weibull distribution. Corresponding hazard rate function of the proposed distribution shows flexible (monotone and nonmonotone) shapes. Three different characterizations along with some mathematical properties are provided. We also consider the maximum likelihood estimation procedure to estimate the model parameters. For the illustrative purposes, two real applications from reliability engineering with bathtub-shaped hazard functions are analyzed. The practical applications show that the proposed model provides better fits than the other nonnested models.

scholarly journals Architectural marketing capabilities of exporting ventures

2019 ◽  
Vol 36 (6) ◽  
pp. 1026-1041 ◽  
Author(s):  
Vasilis Theoharakis ◽  
Yannis Angelis ◽  
Georgios Batsakis
Keyword(s):  
Financial Performance ◽  
Market Orientation ◽  
Export Performance ◽  
Likelihood Estimation ◽  
Estimation Procedure ◽  
Marketing Capabilities ◽  
Content Type ◽  
Foreign Distributor ◽  
The Impact

Purpose The importance of architectural marketing capabilities (i.e. marketing planning and implementation) in exporting ventures has been recognised. However, extant literature has not taken into account the explicit roles and required synergy between the exporter and their foreign distributor in delivering these capabilities. Drawing from the resource-based theory, the purpose of this paper is to examine the complementarity of distributor implementation capability and market orientation with exporter planning capability. Design/methodology/approach The study was carried out using a survey. Data were collected from 147 Greek exporters who replied to our questionnaire and the hypotheses were tested using the full information maximum likelihood estimation procedure. Findings The results support the hypotheses about the importance of exporter planning capability on financial performance and the complementary role of distributor market orientation. Further, the authors find that the distributor’s implementation capability partially mediates the impact of the exporter’s planning capability on financial performance. Originality/value This study contributes to a better understanding about the complementarity of exporter and distributor capabilities. It demonstrates the crucial role of the distributor in the deployment of architectural capabilities for the export venture: the distributor’s market orientation and implementation capability have the final say in achieving higher levels of export performance.

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