38 research outputs found

    Generalized Bernoulli process and fractional Poisson process

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    We propose a generalized Bernoulli process that can approximate the fractional Poisson process. A Bernoulli process is a sequence of independent binary random variables, and the binomial distribution concerns the behavior of the sum of the variables in a Bernoulli process. Recently, a generalized Bernoulli process (GBP-I) was developed in which binary random variables are correlated with its covariance function obeying a power law. In this paper, we propose a different generalized Bernoulli process (GBP-II) that can possess long-memory property as the GBP-I but has a different limiting behavior. We show that the sum of the variables in the GBP-I can serve as an over-dispersed binomial model when long-memory presents, whereas the GBP-II can be considered as a discrete-time counterpart of the fractional Poisson process. Considering that the binomial distribution approximates the Poisson distribution under certain conditions, the connection we found between the GBP-II and the fractional Poisson process is thought of as its counterpart under long-range dependence. Data analysis with the unemployment rate shows that under long-range dependence, the GBPs fit the data better than a Markov chain

    A finite-state stationary process with long-range dependence and fractional multinomial distribution

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    We propose a discrete-time, finite-state stationary process that can possess long-range dependence. Among the interesting features of this process is that each state can have different long-term dependency, i.e., the indicator sequence can have different Hurst index for different states. Also, inter-arrival time for each state follows heavy tail distribution, with different states showing different tail behavior. A possible application of this process is to model over-dispersed multinomial distribution. In particular, we define fractional multinomial distribution from our model

    A Combinatorial Analysis of Genetic Data for Crohn's Disease

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    A biclustering method for time series analysis

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    Clustering Noise-Included Data by Controlling Decision Errors

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    Cluster analysis is an unsupervised learning technique for partitioning objects into several clusters. Assuming that noisy objects are included, we propose a soft clustering method which assigns objects that are significantly different from noise into one of the specified number of clusters by controlling decision errors through multiple testing. The parameters of the Gaussian mixture model are estimated from the EM algorithm. Using the estimated probability density function, we formulated a multiple hypothesis testing for the clustering problem, and the positive false discovery rate (pFDR) is calculated as our decision error. The proposed procedure classifies objects into significant data or noise simultaneously according to the specified target pFDR level. When applied to real and artificial data sets, it was able to control the target pFDR reasonably well, offering a satisfactory clustering performance.X110sciescopu
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