68 research outputs found
ON ROBUST ANALYSIS OF PAYCHECK: CASE STUDY
On robust analysis of paycheck: case study. Acta univ. agric. e
Optimal design for correlated processes with input-dependent noise
Optimal design for parameter estimation in Gaussian process regression models with input-dependent noise is examined. The motivation stems from the area of computer experiments, where computationally demanding simulators are approximated using Gaussian process emulators to act as statistical surrogates. In the case of stochastic simulators, which produce a random output for a given set of model inputs, repeated evaluations are useful, supporting the use of replicate observations in the experimental design. The findings are also applicable to the wider context of experimental design for Gaussian process regression and kriging. Designs are proposed with the aim of minimising the variance of the Gaussian process parameter estimates. A heteroscedastic Gaussian process model is presented which allows for an experimental design technique based on an extension of Fisher information to heteroscedastic models. It is empirically shown that the error of the approximation of the parameter variance by the inverse of the Fisher information is reduced as the number of replicated points is increased. Through a series of simulation experiments on both synthetic data and a systems biology stochastic simulator, optimal designs with replicate observations are shown to outperform space-filling designs both with and without replicate observations. Guidance is provided on best practice for optimal experimental design for stochastic response models
Traveling waves and pattern formation for spatially discrete bistable reaction-diffusion equations (survey)
Analysis and Stochastic
Entropy based statistical inference for methane emissions released from wetland
We concentrate on the paradigm question how much stochasticity and how much chaos are present in the methane emission model. In particular we analyze the residua from the process of methane emissions from wetlands in the sedge-grass marsh, in South Bohemia, Czech Republic. Relation to entropy and a specific version of KullbackâLeibler divergence will be given. A graphical tool to assess the amount of entropy in the system is developed and illustrated on real data from the sedge-grass marsh methane emission
COMPARATIVE SIMULATION STUDY OF LIKELIHOOD RATIO TESTS FOR HOMOGENEITY OF THE EXPONENTIAL DISTRIBUTION
Abstract STĆELEC, L., STEHLĂK, M.: Comparative simulation study of likelihood ratio tests for homogeneity of the exponential distribution. Acta univ. agric. et silvic. Mendel. Brun., 2012, LX, No. 7, pp. 307-314 The aim of this paper is to present and discuss the power of the exact likelihood ratio homogeneity testing procedure of the number of components k in the exponential mixture. First we present the likelihood ratio test for homogeneity (ELR), the likelihood ratio test for homogeneity against twocomponent exponential mixture (ELR2), and fi nally the likelihood ratio test for homogeneity against three-component exponential mixture (ELR3). Comparative power study of mentioned homogeneity tests against three-component subpopulation alternative is provided. Therein we concentrate on various setups of the scales and weights, which allow us to make conclusions for generic settings. The natural property is observed, namely increase of the power of exact likelihood ratio ELR, ELR2 and ELR3 tests with scale parameters considered in the alternative. We can state that the diff erences in power of ELR, ELR2 and ELR3 tests are small -therefore using of the computationally simpler ELR2 test is recommended for broad usage rather than computationally more expensive ELR3 test in the cases when unobserved heterogeneity is modelled. Anyhow caution should be taken before automatic usage of ELR3 in more informative settings, since the application of automatic methods hoping that the data will enforce its true structure is deceptive. Application of obtained results in reliability, fi nance or social sciences is straightforward. exponential distribution, homogeneity testing, likelihood ratio, mixture models, Monte Carlo simulations, power study Currently, many homogeneity tests exist -see StehlĂk and Wagner (2012) and references therein
Influence of organic and inorganic fertilization on soil properties and water infiltration
ArticleSoil aggregate stability (SAS) belongs to the most important parameters determining
the quality of soil and fertilizer influence on soil aggregation. We evaluated the relationship
between SAS, hydroâphysical soil properties and infiltration rates in three longâterm field
experiments founded in 1956 on different soils. Soil properties under three fertilization regimesâ
no fertilization, farmyard manure, farmyard manure and mineral fertilizationâwere evaluated at
silty loam Chernozem, silty loam Phaeozem and sandy loamâloam Cambisol. A significant
impact of fertilization on SAS was found, even though the differences in SAS were rather low.
The lowest SAS was recorded at plots with manure and mineral fertilization (25.1%) compared
with plots without fertilization (28.7%) and plots with manureâonly fertilization (28.2%). The
highest SAS (36.5%) and the highest semiâcapillary porosity (SP; 11%) were observed at sandy
loamâloam soil. Hydroâphysical soil properties were more favourable at fertilized plots (SP 9.6%
and bulk density Ïb 1.31 g cm-3
) compared with unfertilized ones (SP 8.8% and Ïb 1.35 g cm-3
).
The lowest SP (8.32%) and the highest Ïb (1.37 g cm-3
) were recorded at Phaeozem, which
corresponded with the lowest SAS (19.4%). Chernozem had similar soil texture to Phaeozem, but
SAS (24.7%), SP (9%) and Ïb (1.27 g cm-3
) were more favourable. Despite the low level of
statistical significance due to the large variation of infiltration measurements, a higher infiltration
rate was recorded at fertilized plots (45 mm hour-1
) compared to unfertilized ones (35 mm hour-1
)
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