2,723 research outputs found
Non-parametric Estimation of Stochastic Differential Equations with Sparse Gaussian Processes
The application of Stochastic Differential Equations (SDEs) to the analysis
of temporal data has attracted increasing attention, due to their ability to
describe complex dynamics with physically interpretable equations. In this
paper, we introduce a non-parametric method for estimating the drift and
diffusion terms of SDEs from a densely observed discrete time series. The use
of Gaussian processes as priors permits working directly in a function-space
view and thus the inference takes place directly in this space. To cope with
the computational complexity that requires the use of Gaussian processes, a
sparse Gaussian process approximation is provided. This approximation permits
the efficient computation of predictions for the drift and diffusion terms by
using a distribution over a small subset of pseudo-samples. The proposed method
has been validated using both simulated data and real data from economy and
paleoclimatology. The application of the method to real data demonstrates its
ability to capture the behaviour of complex systems
Una economÃa polÃtica para el sistema rural en Galicia
[Resumen] El campo en Galicia está al final de una larga etapa de transición. Se asiste a la transformación de un sistema agrÃcola total, que era el existente hace décadas en nuestro agro y que informaba cultural y económicamente toda una forma o modo de vida, a un nuevo sistema rural. En Galicia coexisten hoy comarcas en muy distinto estadio económico, desde las más avanzadas, donde la actividad agraria tiene ya una pequeña incidencia en la economÃa, a las más deprimidas, todavÃa con agricultura de autoconsumo y con alta dependencia de las transferencias de rentas para su subsistencia. En cualquier caso, en el conjunto comienzan a surgir los esquemas organizativos y la diferenciación social que caracterizan a los paÃses más modernos.[Abstract] The countryside in Galicia is at the end of a long transition period. We are attending a complete agricultural system transformation, which was the one that existed decades ago in our farmalands and that informed us culturally and ecomomically of a way of life, to a new rural system. Nowadays in Galicia, two regions in very different economic states coexist, from the most advanced, where the agricultural activity already has a little impact on the economy, to the most depressed, with subsistance agriculture and highly dependent on rent transfers to survive. In any case, as a group, the organizational diagrams and the social differentation that define the most modern countries, have started to appear
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