12 research outputs found

    Minimax Robustness of Bayesian Forecasting under Functional Distortions of Probability Densities

    Get PDF
    The problems of robustness in Bayesian forecasting are considered under distortions of the hypothetical probability densities. The expressions for the guaranteed upper risk functional are obtained and the robust prediction statistics under certain types of distortions are constructed

    On Robustifying of the Sequential Probability Ratio Test for a Discrete Model under β€œContaminations”

    Get PDF
    The problem of robustifying of the sequential probability ratio test is considered for a discrete hypothetical model. Exact values for error probabilities and for conditional expected sample sizes are obtained. Asymptotic robustness analysis for these characteristics is performed under β€œcontaminations”. A two-parametric family of modified sequential probability ratio tests is proposed and analyzed to get the robust test by the minimax risk criterion. Numerical experiments illustrate the theoretical results

    Robustness Evaluation in Sequential Testing of Composite Hypotheses

    Get PDF
    The problem of sequential testing of composite hypotheses is considered. Asymptotic expansions are constructed for the conditional error probabilities and expected sample sizes under β€œcontamination” of the probability distribution of observations. To obtain these results a new approach based on approximation of the generalized likelihood ratio statistic by a specially constructed Markov chain is proposed. The approach is illustrated numerically

    Robust Sequential Testing of Hypotheses on Discrete Probability Distributions

    Get PDF
    The paper is devoted to analysis of approximations of the models in sequential hypotheses testing and to construction of new robust sequential test under the distortions presented by mixtures of probability distributions. The previous results of the authors are extended to the case of arbitrary discrete probability distributions. The theory is illustrated by computer modelling

    On Robustifying of the Sequential Probability Ratio Test for a Discrete Model under β€œContaminations”

    No full text
    The problem of robustifying of the sequential probability ratio test is considered for a discrete hypothetical model. Exact values for error probabilities and for conditional expected sample sizes are obtained. Asymptotic robustness analysis for these characteristics is performed under β€œcontaminations”. A two-parametric family of modified sequential probability ratio tests is proposed and analyzed to get the robust test by the minimax risk criterion. Numerical experiments illustrate the theoretical results

    Robustness Evaluation in Sequential Testing of Composite Hypotheses

    No full text
    The problem of sequential testing of composite hypotheses is considered. Asymptotic expansions are constructed for the conditional error probabilities and expected sample sizes under β€œcontamination” of the probability distribution of observations. To obtain these results a new approach based on approximation of the generalized likelihood ratio statistic by a specially constructed Markov chain is proposed. The approach is illustrated numerically

    Minimax Robustness of Bayesian Forecasting under Functional Distortions of Probability Densities

    No full text
    The problems of robustness in Bayesian forecasting are considered under distortions of the hypothetical probability densities. The expressions for the guaranteed upper risk functional are obtained and the robust prediction statistics under certain types of distortions are constructed

    An Approach to Robustness Evaluation for Sequential Testing under Functional Distortions in L1-metric

    No full text
    The problem of sensitivity analysis for the sequential probability ratio test under func- tional distortions of the observation probability distribution is considered. For the situa- tion where distorted densities of the log likelihood ratio statistic belong to ?-neighborhoods of hypothetical centers in the L1-metric the least favorable distributions that maximize the conditional error probabilities are constructed. The instability coefficient is obtained to enable robustness evaluation for the sequential probability ratio test and its modification – trimmed sequential probability ratio test

    Robust Sequential Testing of Hypotheses on Discrete Probability Distributions

    No full text
    The paper is devoted to analysis of approximations of the models in sequential hypotheses testing and to construction of new robust sequential test under the distortions presented by mixtures of probability distributions. The previous results of the authors are extended to the case of arbitrary discrete probability distributions. The theory is illustrated by computer modelling

    Nanodiamonds in Biotechnology: Application for Purification of Proteins and Test-Systems of Indication

    No full text
    ΠžΠ±ΡΡƒΠΆΠ΄Π°ΡŽΡ‚ΡΡ пСрспСктивы примСнСния Π½Π°Π½ΠΎΠ°Π»ΠΌΠ°Π·ΠΎΠ² Π² Π±ΠΈΠΎΡ‚Π΅Ρ…Π½ΠΎΠ»ΠΎΠ³ΠΈΠΈ. На ΠΏΡ€ΠΈΠΌΠ΅Ρ€Π΅ очистки Ρ€Π΅ΠΊΠΎΠΌΠ±ΠΈΠ½Π°Π½Ρ‚Π½ΠΎΠΉ Π±Π°ΠΊΡ‚Π΅Ρ€ΠΈΠ°Π»ΡŒΠ½ΠΎΠΉ Π»ΡŽΡ†ΠΈΡ„Π΅Ρ€Π°Π·Ρ‹ ΠΈΠ· экстрактов ΠΊΠ»Π΅Ρ‚ΠΎΠΊ-ΠΏΡ€ΠΎΠ΄ΡƒΡ†Π΅Π½Ρ‚ΠΎΠ² E. coli ΠΏΠΎΠΊΠ°Π·Π°Π½Π° Π²ΠΎΠ·ΠΌΠΎΠΆΠ½ΠΎΡΡ‚ΡŒ эффСктивного выдСлСния Π±Π΅Π»ΠΊΠΎΠ² ΠΈΠ· слоТных Π±Π΅Π»ΠΊΠΎΠ²Ρ‹Ρ… смСсСй с ΠΏΠΎΠΌΠΎΡ‰ΡŒΡŽ Π½Π°Π½ΠΎΠ°Π»ΠΌΠ°Π·ΠΎΠ²: процСсс проводится ΠΏΡ€ΠΈ ΠΌΠΈΠ½ΠΈΠΌΡƒΠΌΠ΅ оборудования ΠΈ Π·Π°Ρ‚Ρ€Π°Ρ‚ Π²Ρ€Π΅ΠΌΠ΅Π½ΠΈ; позволяСт Π·Π° ΠΎΠ΄ΠΈΠ½ тСхнологичСский Ρ†ΠΈΠΊΠ» ΠΏΠΎΠ»ΡƒΡ‡Π°Ρ‚ΡŒ Ρ†Π΅Π»Π΅Π²ΠΎΠΉ ΠΏΡ€ΠΎΠ΄ΡƒΠΊΡ‚ Π² ΠΏΡ€Π΅ΠΏΠ°Ρ€Π°Ρ‚ΠΈΠ²Π½Ρ‹Ρ… количСствах, высокого качСства (ΠΏΠΎ Π΄Π°Π½Π½Ρ‹ΠΌ SDS-элСктрофорСза) ΠΈ Π²Ρ‹Ρ…ΠΎΠ΄ΠΎΠΌ Π΄ΠΎ 40-45 %. ДСмонстрируСтся Π²ΠΎΠ·ΠΌΠΎΠΆΠ½ΠΎΡΡ‚ΡŒ использования Π½Π°Π½ΠΎΠ°Π»ΠΌΠ°Π·ΠΎΠ² Π² создании систСм ΠΈΠ½Π΄ΠΈΠΊΠ°Ρ†ΠΈΠΈ Π½Π° ΠΏΡ€ΠΈΠΌΠ΅Ρ€Π΅ конструирования Π±ΠΈΠΎΠ»ΡŽΠΌΠΈΠ½Π΅ΡΡ†Π΅Π½Ρ‚Π½ΠΎΠΉ тСст-систСмы Π½Π° основС комплСкса Π½Π°Π½ΠΎΠ°Π»ΠΌΠ°Π·- Π»ΡŽΡ†ΠΈΡ„Π΅Ρ€Π°Π·Π° ΠΈ ΠΈΠ½Π΅Ρ€Ρ‚Π½ΠΎΠΉ ΠΏΠΎΠ»ΠΈΠΌΠ΅Ρ€Π½ΠΎΠΉ ΠΌΠ°Ρ‚Ρ€ΠΈΡ†Ρ‹.This paper discusses the perspectives of applications of the detonation nanodiamonds in biotechnology. An effective separation of proteins from complex protein mixtures by using of nanodiamonds is shown on the example of purification of recombinant luciferase from the extracts of E. coli bacterial cells: the process requires minimum equipment and time; one technological cycle yields 40-45 % of desired product with high-quality (according to the SDS-PAGE). The application of nanodiamonds for design of indicating systems is demonstrated on the example of a biosensor system based on the nanodiamondluciferase complex and inert polymeric matrix
    corecore