25,396 research outputs found

    On general systems with network-enhanced complexities

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    In recent years, the study of networked control systems (NCSs) has gradually become an active research area due to the advantages of using networked media in many aspects such as the ease of maintenance and installation, the large flexibility and the low cost. It is well known that the devices in networks are mutually connected via communication cables that are of limited capacity. Therefore, some network-induced phenomena have inevitably emerged in the areas of signal processing and control engineering. These phenomena include, but are not limited to, network-induced communication delays, missing data, signal quantization, saturations, and channel fading. It is of great importance to understand how these phenomena influence the closed-loop stability and performance properties

    Modeling Sample Selection for Durations with Time-Varying Covariates, With an Application to the Duration of Exchange Rate Regimes

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    We extend existing estimators for duration data that suffer from non-random sample selection to allow for time-varying covariates. Rather than a continuous-time duration model, we propose a discrete-time alternative that models the effects of sample selection at the time of selection across all subsequent years of the resulting spell. Properties of the estimator are compared to those of a naive discrete duration model through Monte Carlo analysis and indicate that our estimator outperforms the naive model when selection is non-trivial. We then apply this estimator to the question of the duration of monetary regimes and find evidence that ignoring selection into pegs leads to faulty inferences.exchange rates; de facto regimes; duration; selection models; monetary policy

    THE DECISION OF WHEN TO BUY A FREQUENTLY PURCHASED GOOD: A MULTI-PERIOD PROBIT MODEL

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    Increased availability of scanner-based panel data has enabled researchers to better understand nondurable commodity purchase dynamics. In this study, we focus on one component of the purchase process--when to buy. The relationship between the discrete purchase decision and a set of household and purchase characteristics is quantified using a simulated maximum-likelihood procedure. Given the longitudinal nature of our data, unobserved heterogeneity is addressed by adopting an auto-correlated error structure. Our empirical application is household purchases of cheese. We find evidence of significant persistent unobservable household heterogeneity, which is not eliminated by the inclusion of lagged exogenous variables.Agribusiness,

    Estimating Sequential-move Games by a Recursive Conditioning Simulator

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    Sequential decision-making is a noticeable feature of strategic interactions among agents. The full estimation of sequential games, however, has been challenging due to the sheer computational burden, especially when the game is large and asymmetric. In this paper, I propose an estimation method for discrete choice sequential games that is computationally feasible, easy-to-implement, and e¢ cient, by modifying the Geweke-Hajivassiliou-Keane (GHK) simulator, the most widely used probit simulator. I show that the recursive nature of the GHK simulator is easily dovetailed with the sequential structure of strategic interactions.

    Rescaling, thinning or complementing? On goodness-of-fit procedures for point process models and Generalized Linear Models

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    Generalized Linear Models (GLMs) are an increasingly popular framework for modeling neural spike trains. They have been linked to the theory of stochastic point processes and researchers have used this relation to assess goodness-of-fit using methods from point-process theory, e.g. the time-rescaling theorem. However, high neural firing rates or coarse discretization lead to a breakdown of the assumptions necessary for this connection. Here, we show how goodness-of-fit tests from point-process theory can still be applied to GLMs by constructing equivalent surrogate point processes out of time-series observations. Furthermore, two additional tests based on thinning and complementing point processes are introduced. They augment the instruments available for checking model adequacy of point processes as well as discretized models.Comment: 9 pages, to appear in NIPS 2010 (Neural Information Processing Systems), corrected missing referenc

    Inference of Ancestral Recombination Graphs through Topological Data Analysis

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    The recent explosion of genomic data has underscored the need for interpretable and comprehensive analyses that can capture complex phylogenetic relationships within and across species. Recombination, reassortment and horizontal gene transfer constitute examples of pervasive biological phenomena that cannot be captured by tree-like representations. Starting from hundreds of genomes, we are interested in the reconstruction of potential evolutionary histories leading to the observed data. Ancestral recombination graphs represent potential histories that explicitly accommodate recombination and mutation events across orthologous genomes. However, they are computationally costly to reconstruct, usually being infeasible for more than few tens of genomes. Recently, Topological Data Analysis (TDA) methods have been proposed as robust and scalable methods that can capture the genetic scale and frequency of recombination. We build upon previous TDA developments for detecting and quantifying recombination, and present a novel framework that can be applied to hundreds of genomes and can be interpreted in terms of minimal histories of mutation and recombination events, quantifying the scales and identifying the genomic locations of recombinations. We implement this framework in a software package, called TARGet, and apply it to several examples, including small migration between different populations, human recombination, and horizontal evolution in finches inhabiting the Gal\'apagos Islands.Comment: 33 pages, 12 figures. The accompanying software, instructions and example files used in the manuscript can be obtained from https://github.com/RabadanLab/TARGe
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