8,872 research outputs found

    Space-time modeling of soil moisture: Stochastic rainfall forcing with heterogeneous vegetation

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    The present paper complements that of Isham et al. (2005), who introduced a space-time soil moisture model driven by stochastic space-time rainfall forcing with homogeneous vegetation and in the absence of topographical landscape effects. However, the spatial variability of vegetation may significantly modify the soil moisture dynamics with important implications for hydrological modeling. In the present paper, vegetation heterogeneity is incorporated through a two dimensional Poisson process representing the coexistence of two functionally different types of plants (e.g., trees and grasses). The space-time statistical structure of relative soil moisture is characterized through its covariance function which depends on soil, vegetation, and rainfall patterns. The statistical properties of the soil moisture process averaged in space and time are also investigated. These properties are especially important for any modeling that aggregates soil moisture characteristics over a range of spatial and temporal scales. It is found that particularly at small scales, vegetation heterogeneity has a significant impact on the averaged process as compared with the uniform vegetation case. Also, averaging in space considerably smoothes the soil moisture process, but in contrast, averaging in time up to 1 week leads to little change in the variance of the averaged process

    A Recurrent Neural Network Survival Model: Predicting Web User Return Time

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    The size of a website's active user base directly affects its value. Thus, it is important to monitor and influence a user's likelihood to return to a site. Essential to this is predicting when a user will return. Current state of the art approaches to solve this problem come in two flavors: (1) Recurrent Neural Network (RNN) based solutions and (2) survival analysis methods. We observe that both techniques are severely limited when applied to this problem. Survival models can only incorporate aggregate representations of users instead of automatically learning a representation directly from a raw time series of user actions. RNNs can automatically learn features, but can not be directly trained with examples of non-returning users who have no target value for their return time. We develop a novel RNN survival model that removes the limitations of the state of the art methods. We demonstrate that this model can successfully be applied to return time prediction on a large e-commerce dataset with a superior ability to discriminate between returning and non-returning users than either method applied in isolation.Comment: Accepted into ECML PKDD 2018; 8 figures and 1 tabl

    Detecting bias arising from delayed recording of time

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    Sometimes in studies of the dependence of survival time on explanatory variables the natural time origin for defining entry into study cannot be observed and a delayed time origin is used instead. For example, diagnosis of disease may in some patients be made only at death. The effect of such delays is investigated both theoretically and in the context of the England and Wales National Cancer Register

    A Quantile Variant of the EM Algorithm and Its Applications to Parameter Estimation with Interval Data

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    The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the expectation in each E-step and the maximization in each M-step are straightforward. A difficulty with the implementation of the EM algorithm is that each E-step requires the integration of the log-likelihood function in closed form. The explicit integration can be avoided by using what is known as the Monte Carlo EM (MCEM) algorithm. The MCEM uses a random sample to estimate the integral at each E-step. However, the problem with the MCEM is that it often converges to the integral quite slowly and the convergence behavior can also be unstable, which causes a computational burden. In this paper, we propose what we refer to as the quantile variant of the EM (QEM) algorithm. We prove that the proposed QEM method has an accuracy of O(1/K2)O(1/K^2) while the MCEM method has an accuracy of Op(1/K)O_p(1/\sqrt{K}). Thus, the proposed QEM method possesses faster and more stable convergence properties when compared with the MCEM algorithm. The improved performance is illustrated through the numerical studies. Several practical examples illustrating its use in interval-censored data problems are also provided

    Combining frequency and time domain approaches to systems with multiple spike train input and output

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    A frequency domain approach and a time domain approach have been combined in an investigation of the behaviour of the primary and secondary endings of an isolated muscle spindle in response to the activity of two static fusimotor axons when the parent muscle is held at a fixed length and when it is subjected to random length changes. The frequency domain analysis has an associated error process which provides a measure of how well the input processes can be used to predict the output processes and is also used to specify how the interactions between the recorded processes contribute to this error. Without assuming stationarity of the input, the time domain approach uses a sequence of probability models of increasing complexity in which the number of input processes to the model is progressively increased. This feature of the time domain approach was used to identify a preferred direction of interaction between the processes underlying the generation of the activity of the primary and secondary endings. In the presence of fusimotor activity and dynamic length changes imposed on the muscle, it was shown that the activity of the primary and secondary endings carried different information about the effects of the inputs imposed on the muscle spindle. The results presented in this work emphasise that the analysis of the behaviour of complex systems benefits from a combination of frequency and time domain methods

    Fixed Effect Estimation of Large T Panel Data Models

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    This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametric models with unobserved individual and time effects, where the distribution of the outcome variable conditional on covariates and unobserved effects is specified parametrically, while the distribution of the unobserved effects is left unrestricted. Compared to existing reviews on long panels (Arellano and Hahn 2007; a section in Arellano and Bonhomme 2011) we discuss models with both individual and time effects, split-panel Jackknife bias corrections, unbalanced panels, distribution and quantile effects, and other extensions. Understanding and correcting the incidental parameter bias caused by the estimation of many fixed effects is our main focus, and the unifying theme is that the order of this bias is given by the simple formula p/n for all models discussed, with p the number of estimated parameters and n the total sample size.Comment: 40 pages, 1 tabl

    A semi-Markov model for stroke with piecewise-constant hazards in the presence of left, right and interval censoring.

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    This paper presents a parametric method of fitting semi-Markov models with piecewise-constant hazards in the presence of left, right and interval censoring. We investigate transition intensities in a three-state illness-death model with no recovery. We relax the Markov assumption by adjusting the intensity for the transition from state 2 (illness) to state 3 (death) for the time spent in state 2 through a time-varying covariate. This involves the exact time of the transition from state 1 (healthy) to state 2. When the data are subject to left or interval censoring, this time is unknown. In the estimation of the likelihood, we take into account interval censoring by integrating out all possible times for the transition from state 1 to state 2. For left censoring, we use an Expectation-Maximisation inspired algorithm. A simulation study reflects the performance of the method. The proposed combination of statistical procedures provides great flexibility. We illustrate the method in an application by using data on stroke onset for the older population from the UK Medical Research Council Cognitive Function and Ageing Study

    Del Pezzo surfaces with 1/3(1,1) points

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    We classify del Pezzo surfaces with 1/3(1,1) points in 29 qG-deformation families grouped into six unprojection cascades (this overlaps with work of Fujita and Yasutake), we tabulate their biregular invariants, we give good model constructions for surfaces in all families as degeneracy loci in rep quotient varieties and we prove that precisely 26 families admit qG-degenerations to toric surfaces. This work is part of a program to study mirror symmetry for orbifold del Pezzo surfaces.Comment: 42 pages. v2: model construction added of last remaining surface, minor corrections, minor changes to presentation, references adde
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