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Estimation and testing of distributions in metric spaces are well known. R.A. Fisher, J. Neyman, W. Cochran and M. Bartlett achieved essential results on the statistical analysis of categorical data. In the last 40 years many other statisticians found important results in this field. Often data sets contain categorical data, e.g. levels of factors or names. There does not exist any ordering or any distance between these categories. At each level there are measured some metric or categorical values. We introduce a new method of scaling based on statistical decisions. For this we define empirical probabilities for the original observations and find a class of distributions in a metric space where these empirical probabilities can be found as approximations for equivalently defined probabilities. With this method we identify probabilities connected with the categorical data and probabilities in metric spaces. Here we get a mapping from the levels of factors or names into points of a metric space. This mapping yields the scale for the categorical data. From the statistical point of view we use multivariate statistical methods, we calculate maximum likelihood estimations and compare different approaches for scaling.
We give the explicit solution for the minimax linear estimate. For scale dependent models an empirical minimax linear estimates is de¯ned and we prove that these estimates are Stein's estimates.
Aus dem Inhalt: 0.1 Danksagung 0.2 Einleitung 1 Allgemeines und Grundlagen 1.1 Die Brownsche Bewegung 2 Die Dualitätsformel des Wienermaßes 2.1 Wienermaß erfüllt Dualitätsformel 2.2 Dualitätsformel charakterisiert Wienermaß 3 Die diskrete Dualitätsformel der Irrfahrt 3.1 Verallgemeinerte symmetrische Irrfahrt erfüllt diskrete Dualitätsformel 3.2 Diskrete Dualitätsformel charakterisiert verallgemeinerte symmetrische Irrfahrt 4 Donskers Theorem und die Dualitätsformeln 4.1 Straffheit der renormierten stetigen Irrfahrt 4.2 Konvergenz der Irrfahrt 5 Anhang
Aus dem Inhalt: 1 Abraham Wald (1902-1950) 2 Einführung der Grundbegriffe. Einige technische bekannte Ergebnisse 2.1 Martingal und Doob-Ungleichung 2.2 Brownsche Bewegung und spezielle Martingale 2.3 Gleichgradige Integrierbarkeit von Prozessen 2.4 Gestopptes Martingal 2.5 Optionaler Stoppsatz von Doob 2.6 Lokales Martingal 2.7 Quadratische Variation 2.8 Die Dichte der ersten einseitigen Überschreitungszeit der Brown- schen Bewegung 2.9 Waldidentitäten für die Überschreitungszeiten der Brownschen Bewegung 3 Erste Waldidentität 3.1 Burkholder, Gundy und Davis Ungleichungen der gestoppten Brown- schen Bewegung 3.2 Erste Waldidentität für die Brownsche Bewegung 3.3 Verfeinerungen der ersten Waldidentität 3.4 Stärkere Verfeinerung der ersten Waldidentität für die Brown- schen Bewegung 3.5 Verfeinerung der ersten Waldidentität für spezielle Stoppzeiten der Brownschen Bewegung 3.6 Beispiele für lokale Martingale für die Verfeinerung der ersten Waldidentität 3.7 Überschreitungszeiten der Brownschen Bewegung für nichtlineare Schranken 4 Zweite Waldidentität 4.1 Zweite Waldidentität für die Brownsche Bewegung 4.2 Anwendungen der ersten und zweitenWaldidentität für die Brown- schen Bewegung 5 Dritte Waldidentität 5.1 Dritte Waldidentität für die Brownsche Bewegung 5.2 Verfeinerung der dritten Waldidentität 5.3 Eine wichtige Voraussetzung für die Verfeinerung der drittenWal- didentität 5.4 Verfeinerung der dritten Waldidentität für spezielle Stoppzeiten der Brownschen Bewegung 6 Waldidentitäten im Mehrdimensionalen 6.1 Erste Waldidentität im Mehrdimensionalen 6.2 Zweite Waldidentität im Mehrdimensionalen 6.3 Dritte Waldidentität im Mehrdimensionalen 7 Appendix
We study resonances for the generator of a diffusion with small noise in R(d) : L = -∈∆ + ∇F * ∇, when the potential F grows slowly at infinity (typically as a square root of the norm). The case when F grows fast is well known, and under suitable conditions one can show that there exists a family of exponentially small eigenvalues, related to the wells of F. We show that, for an F with a slow growth, the spectrum is R+, but we can find a family of resonances whose real parts behave as the eigenvalues of the "quick growth" case, and whose imaginary parts are small.
We consider an infinite system of hard balls in Rd undergoing Brownian motions and submitted to a pair potential with infinite range and quasi polynomial decay. It is modelized by an infinite-dimensional Stochastic Differential Equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with deterministic initial condition. We also show that the set of all equilibrium measures, solution of a Detailed Balance Equation, coincides with the set of canonical Gibbs measures associated to the hard core potential.
We consider an infinite system of hard balls in Rd undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite- dimensional Stochastic Differential Equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures.
The two and k-sample tests of equality of the survival distributions against the alternatives including cross-effects of survival functions, proportional and monotone hazard ratios, are given for the right censored data. The asymptotic power against approaching alternatives is investigated. The tests are applied to the well known chemio and radio therapy data of the Gastrointestinal Tumor Study Group. The P-values for both proposed tests are much smaller then in the case of other known tests. Differently from the test of Stablein and Koutrouvelis the new tests can be applied not only for singly but also to randomly censored data.
This thesis is concerned with the issue of extinction of populations composed of different types of individuals, and their behavior before extinction and in case of a very late extinction. We approach this question firstly from a strictly probabilistic viewpoint, and secondly from the standpoint of risk analysis related to the extinction of a particular model of population dynamics. In this context we propose several statistical tools. The population size is modeled by a branching process, which is either a continuous-time multitype Bienaymé-Galton-Watson process (BGWc), or its continuous-state counterpart, the multitype Feller diffusion process. We are interested in different kinds of conditioning on non-extinction, and in the associated equilibrium states. These ways of conditioning have been widely studied in the monotype case. However the literature on multitype processes is much less extensive, and there is no systematic work establishing connections between the results for BGWc processes and those for Feller diffusion processes. In the first part of this thesis, we investigate the behavior of the population before its extinction by conditioning the associated branching process X_t on non-extinction (X_t≠0), or more generally on non-extinction in a near future 0≤θ<∞ (X_{t+θ}≠0), and by letting t tend to infinity. We prove the result, new in the multitype framework and for θ>0, that this limit exists and is non-degenerate. This reflects a stationary behavior for the dynamics of the population conditioned on non-extinction, and provides a generalization of the so-called Yaglom limit, corresponding to the case θ=0. In a second step we study the behavior of the population in case of a very late extinction, obtained as the limit when θ tends to infinity of the process conditioned by X_{t+θ}≠0. The resulting conditioned process is a known object in the monotype case (sometimes referred to as Q-process), and has also been studied when X_t is a multitype Feller diffusion process. We investigate the not yet considered case where X_t is a multitype BGWc process and prove the existence of the associated Q-process. In addition, we examine its properties, including the asymptotic ones, and propose several interpretations of the process. Finally, we are interested in interchanging the limits in t and θ, as well as in the not yet studied commutativity of these limits with respect to the high-density-type relationship between BGWc processes and Feller processes. We prove an original and exhaustive list of all possible exchanges of limit (long-time limit in t, increasing delay of extinction θ, diffusion limit). The second part of this work is devoted to the risk analysis related both to the extinction of a population and to its very late extinction. We consider a branching population model (arising notably in the epidemiological context) for which a parameter related to the first moments of the offspring distribution is unknown. We build several estimators adapted to different stages of evolution of the population (phase growth, decay phase, and decay phase when extinction is expected very late), and prove moreover their asymptotic properties (consistency, normality). In particular, we build a least squares estimator adapted to the Q-process, allowing a prediction of the population development in the case of a very late extinction. This would correspond to the best or to the worst-case scenario, depending on whether the population is threatened or invasive. These tools enable us to study the extinction phase of the Bovine Spongiform Encephalopathy epidemic in Great Britain, for which we estimate the infection parameter corresponding to a possible source of horizontal infection persisting after the removal in 1988 of the major route of infection (meat and bone meal). This allows us to predict the evolution of the spread of the disease, including the year of extinction, the number of future cases and the number of infected animals. In particular, we produce a very fine analysis of the evolution of the epidemic in the unlikely event of a very late extinction.
We establish elements of a new approach to ellipticity and parametrices within operator algebras on manifolds with higher singularities, only based on some general axiomatic requirements on parameter-dependent operators in suitable scales of spaes. The idea is to model an iterative process with new generations of parameter-dependent operator theories, together with new scales of spaces that satisfy analogous requirements as the original ones, now on a corresponding higher level. The "full" calculus involves two separate theories, one near the tip of the corner and another one at the conical exit to infinity. However, concerning the conical exit to infinity, we establish here a new concrete calculus of edge-degenerate operators which can be iterated to higher singularities.
This thesis considers on the one hand the construction of point processes via conditional intensities, motivated by the partial Integration of the Campbell measure of a point process. Under certain assumptions on the intensity the existence of such a point process is shown. A fundamental example turns out to be the Pólya sum process, whose conditional intensity is a generalisation of the Pólya urn dynamics. A Cox process representation for that point process is shown. A further process considered is a Poisson process of Gaussian loops, which represents a noninteracting particle system derived from the discussion of indistinguishable particles. Both processes are used to define particle systems locally, for which thermodynamic limits are determined.
Operators on a manifold with (geometric) singularities are degenerate in a natural way. They have a principal symbolic structure with contributions from the different strata of the configuration. We study the calculus of such operators on the level of edge symbols of second generation, based on specific quantizations of the corner-degenerate interior symbols, and show that this structure is preserved under compositions.
Die vorliegende Diplomarbeit beschäftigt sich mit zwei Aspekten der statistischen Eigenschaften von Clusterverfahren. Zum einen geht die Arbeit auf die Frage der Existenz von unterschiedlichen Clusteranalysemethoden zur Strukturfindung und deren unterschiedlichen Vorgehensweisen ein. Die Methode des Abstandes zwischen Mannigfaltigkeiten und die K-means Methode liefern ausgehend von gleichen Daten unterschiedliche Endclusterungen. Der zweite Teil dieser Arbeit beschäftigt sich näher mit den asymptotischen Eigenschaften des K-means Verfahrens. Hierbei ist die Menge der optimalen Clusterzentren konsistent. Bei Vergrößerung des Stichprobenumfangs gegen Unendlich konvergiert diese in Wahrscheinlichkeit gegen die Menge der Clusterzentren, die das Varianzkriterium minimiert. Ebenfalls konvergiert die Menge der optimalen Clusterzentren für n gegen Unendlich gegen eine Normalverteilung. Es hat sich dabei ergeben, dass die einzelnen Clusterzentren voneinander abhängen.
We formalize and analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuoustime but not in discrete-time.
Orbits of charged particles under the effect of a magnetic field are mathematically described by magnetic geodesics. They appear as solutions to a system of (nonlinear) ordinary differential equations of second order. But we are only interested in periodic solutions. To this end, we study the corresponding system of (nonlinear) parabolic equations for closed magnetic geodesics and, as a main result, eventually prove the existence of long time solutions. As generalization one can consider a system of elliptic nonlinear partial differential equations whose solutions describe the orbits of closed p-branes under the effect of a "generalized physical force". For the corresponding evolution equation, which is a system of parabolic nonlinear partial differential equations associated to the elliptic PDE, we can establish existence of short time solutions.
The overall program "arborescent numbers" is to similarly perform the constructions from the natural numbers (N) to the positive fractional numbers (Q+) to positive real numbers (R+) beginning with (specific) binary trees instead of natural numbers. N can be regarded as the associative binary trees. The binary trees B and the left-commutative binary trees P allow the hassle-free definition of arbitrary high arithmetic operations (hyper ... hyperpowers). To construct the division trees the algebraic structure "coppice" is introduced which is a group with an addition over which the multiplication is right-distributive. Q+ is the initial associative coppice. The present work accomplishes one step in the program "arborescent numbers". That is the construction of the arborescent equivalent(s) of the positive fractional numbers. These equivalents are the "division binary trees" and the "fractional trees". A representation with decidable word problem for each of them is given. The set of functions f:R1->R1 generated from identity by taking powers is isomorphic to P and can be embedded into a coppice by taking inverses.
The predictability problem
(2007)
We try to determine whether it is possible to approximate the subjective Cloze predictability measure with two types of objective measures, semantic and word n-gram measures, based on the statistical properties of text corpora. The semantic measures are constructed either by querying Internet search engines or by applying Latent Semantic Analysis, while the word n-gram measures solely depend on the results of Internet search engines. We also analyse the role of Cloze predictability in the SWIFT eye movement model, and evaluate whether other parameters might be able to take the place of predictability. Our results suggest that a computational model that generates predictability values not only needs to use measures that can determine the relatedness of a word to its context; the presence of measures that assert unrelatedness is just as important. In spite of the fact, however, that we only have similarity measures, we predict that SWIFT should perform just as well when we replace Cloze predictability with our measures.