555 research outputs found
Mean square convergence rates for maximum quasi-likelihood estimators
In this note we study the behavior of maximum quasilikelihood estimators (MQLEs) for a class of statistical models, in which only knowledge about the first two moments of the response variable is assumed. This class includes, but is not restricted to, generalized linear models with general link function. Our main results are related to guarantees on existence, strong consistency and mean square convergence rates of MQLEs. The rates are obtained from first principles and are stronger than known a.s. rates. Our results find important application in sequential decision problems with parametric uncertainty arising in dynamic pricing
Continuous Assortment Optimization with Logit Choice Probabilities under Incomplete Information
Motivated by several practical applications, we consider assortment
optimization over a continuous spectrum of products represented by the unit
interval, where the seller's problem consists of determining the optimal subset
of products to offer to potential customers. To describe the relation between
assortment and customer choice, we propose a probabilistic choice model that
forms the continuous counterpart of the widely studied discrete multinomial
logit model. We consider the seller's problem under incomplete information,
propose a stochastic-approximation type of policy, and show that its regret --
its performance loss compared to the optimal policy -- is only logarithmic in
the time horizon. We complement this result by showing a matching lower bound
on the regret of any policy, implying that our policy is asymptotically
optimal. We then show that adding a capacity constraint significantly changes
the structure of the problem, by constructing an instance in which the regret
of any policy after time periods is bounded below by a positive constant
times . We propose a policy based on kernel-density estimation
techniques, and show that its regret is bounded above by a constant times
. Numerical illustrations show that our policies outperform or are on
par with alternatives based on discretizing the product space
Antithrombotic therapy in patients undergoing TAVI: An overview of Dutch hospitals
Purpose To assess current antithrombotic treatment strategies in the Netherlands in patients undergoing transcatheter aortic valve implantation (TAVI). Methods For every Dutch hospital performing TAVI (n =14) an interventional cardiologist experienced in performing TAVI was interviewed concerning heparin, aspirin, thienopyridine and oral anticoagulation treatment in patients undergoing TAVI. Results The response rate was 100 %. In every centre, a protocol for antithrombotic treatment after TAVI was available. Aspirin was prescribed in all centres, concomitant clopidogrel was prescribed 13 of the 14 centres. Duration of concomitant clopidogrel was 3 months in over twothirds of cases. In 2 centres, duration of concomitant clopidogrel was based upon type of prosthesis: 6 months versus 3 months for supra-annular and intra-annular prostheses, respectively. Conclusions Leaning on a small basis of evidence and recommendations, the antithrombotic policy for patients undergoing TAVI is highly variable in the Netherlands. As a standardised regimen might further reduce haemorrhagic complications, large randomised clinical trials may help to establish the most appropriate approach
Measurements of differential cross sections of Z/gamma*+jets+X events in proton anti-proton collisions at sqrt{s}=1.96 TeV
We present cross section measurements for Z/gamma*+jets+X production,
differential in the transverse momenta of the three leading jets. The data
sample was collected with the D0 detector at the Fermilab Tevatron proton
anti-proton collider at a center-of-mass energy of 1.96 TeV and corresponds to
an integrated luminosity of 1 fb-1. Leading and next-to-leading order
perturbative QCD predictions are compared with the measurements, and agreement
is found within the theoretical and experimental uncertainties. We also make
comparisons with the predictions of four event generators. Two
parton-shower-based generators show significant shape and normalization
differences with respect to the data. In contrast, two generators combining
tree-level matrix elements with a parton shower give a reasonable description
of the the shapes observed in data, but the predicted normalizations show
significant differences with respect to the data, reflecting large scale
uncertainties. For specific choices of scales, the normalizations for either
generator can be made to agree with the measurements.Comment: Published in PLB. 11 pages, 3 figure
Double parton interactions in photon+3 jet events in ppbar collisions sqrt{s}=1.96 TeV
We have used a sample of photon+3 jets events collected by the D0 experiment
with an integrated luminosity of about 1 fb^-1 to determine the fraction of
events with double parton scattering (f_DP) in a single ppbar collision at
sqrt{s}=1.96 TeV. The DP fraction and effective cross section (sigma_eff), a
process-independent scale parameter related to the parton density inside the
nucleon, are measured in three intervals of the second (ordered in pT) jet
transverse momentum pT_jet2 within the range 15 < pT_jet2 < 30 GeV. In this
range, f_DP varies between 0.23 < f_DP < 0.47, while sigma_eff has the average
value sigma_eff_ave = 16.4 +- 0.3(stat) +- 2.3(syst) mb.Comment: 15 pages, 13 figure
Dependence of the production cross section on the transverse momentum of the top quark
We present a measurement of the differential cross section for
events produced in collisions at TeV as a function
of the transverse momentum () of the top quark. The selected events
contain a high- lepton (), four or more jets, and a large imbalance
in , and correspond to 1 fb of integrated luminosity recorded
with the D0 detector. Each event must have at least one candidate for a
jet. Objects in the event are associated through a constrained kinematic fit to
the process. Results
from next-to-leading-order perturbative QCD calculations agree with the
measured differential cross section. Comparisons are also provided to
predictions from Monte Carlo event generators using QCD calculations at
different levels of precision.Comment: 8 pages, 6 figures, 4 tables, updated to reflect the published
versio
Measurement of the t-channel single top quark production cross section
The D0 collaboration reports direct evidence for electroweak production of
single top quarks through the t-channel exchange of a virtual W boson. This is
the first analysis to isolate an individual single top quark production
channel. We select events containing an isolated electron or muon, missing
transverse energy, and two, three or four jets from 2.3 fb^-1 of ppbar
collisions at the Fermilab Tevatron Collider. One or two of the jets are
identified as containing a b hadron. We combine three multivariate techniques
optimized for the t-channel process to measure the t- and s-channel cross
sections simultaneously. We measure cross sections of 3.14 +0.94 -0.80 pb for
the t-channel and 1.05 +-0.81 pb for the s-channel. The measured t-channel
result is found to have a significance of 4.8 standard deviations and is
consistent with the standard model prediction.Comment: 7 pages, 6 figure
Simultaneous measurement of the ratio B(t->Wb)/B(t->Wq) and the top quark pair production cross section with the D0 detector at sqrt(s)=1.96 TeV
We present the first simultaneous measurement of the ratio of branching
fractions, R=B(t->Wb)/B(t->Wq), with q being a d, s, or b quark, and the top
quark pair production cross section sigma_ttbar in the lepton plus jets channel
using 0.9 fb-1 of ppbar collision data at sqrt(s)=1.96 TeV collected with the
D0 detector. We extract R and sigma_ttbar by analyzing samples of events with
0, 1 and >= 2 identified b jets. We measure R = 0.97 +0.09-0.08 (stat+syst) and
sigma_ttbar = 8.18 +0.90-0.84 (stat+syst)} +/-0.50 (lumi) pb, in agreement with
the standard model prediction.Comment: submitted to Phys.Rev.Letter
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