13,765 research outputs found
A sequential Monte Carlo approach to computing tail probabilities in stochastic models
Sequential Monte Carlo methods which involve sequential importance sampling
and resampling are shown to provide a versatile approach to computing
probabilities of rare events. By making use of martingale representations of
the sequential Monte Carlo estimators, we show how resampling weights can be
chosen to yield logarithmically efficient Monte Carlo estimates of large
deviation probabilities for multidimensional Markov random walks.Comment: Published in at http://dx.doi.org/10.1214/10-AAP758 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities
Large deviation theory has provided important clues for the choice of
importance sampling measures for Monte Carlo evaluation of exceedance
probabilities. However, Glasserman and Wang [Ann. Appl. Probab. 7 (1997)
731--746] have given examples in which importance sampling measures that are
consistent with large deviations can perform much worse than direct Monte
Carlo. We address this problem by using certain mixtures of exponentially
twisted measures for importance sampling. Their asymptotic optimality is
established by using a new class of likelihood ratio martingales and renewal
theory.Comment: Published at http://dx.doi.org/10.1214/105051606000000664 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
Several classical results on boundary crossing probabilities of Brownian
motion and random walks are extended to asymptotically Gaussian random fields,
which include sums of i.i.d. random variables with multidimensional indices,
multivariate empirical processes, and scan statistics in change-point and
signal detection as special cases. Some key ingredients in these extensions are
moderate deviation approximations to marginal tail probabilities and weak
convergence of the conditional distributions of certain ``clumps'' around
high-level crossings. We also discuss how these results are related to the
Poisson clumping heuristic and tube formulas of Gaussian random fields, and
describe their applications to laws of the iterated logarithm in the form of
the Kolmogorov--Erd\H{o}s--Feller integral tests.Comment: Published at http://dx.doi.org/10.1214/009117905000000378 in the
Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Mathematical Statistics (http://www.imstat.org
A model for parton distributions in hadrons
The non-perturbative parton distributions in hadrons are derived from simple
physical arguments resulting in an analytical expression for the valence parton
distributions. The sea partons arise mainly from pions in hadronic
fluctuations. The model gives new insights and a good description of structure
function data.Comment: 3 pages, 4 figures, LaTeX. Contribution to DIS 99 worksho
Surgery for pelvic organ prolapse: the quest to reduce failure rates
Female pelvic organ prolapse (FPOP) is a debilitating condition. In Australia, 19% of women require prolapse surgery in their lifetime and recurrence rates range as high as 40 – 60% in the anterior compartment. Given the high surgical failure rate, this thesis aimed to identify the use of mesh to improve surgical outcomes utilising translabial ultrasound as the principal study method. In a retrospective analysis of mesh use in vaginal repair, anterior mesh proved to have a lower recurrence rate compared to native tissue repair, and anterior anchored mesh such as the PerigeeTM was of maximum benefit only in women who had a levator avulsion, a risk factor for prolapse recurrence. Apical anchoring supports were also evaluated in this thesis. Vaginally, the anterior ElevateTM was found to be inferior compared to the PerigeeTM, highlighting the possible poorer load-bearing capability of the self-fixating anterior ElevateTM anchors, whilst abdominally, there was still a very high rate of cystocele recurrence (>80%) despite excellent apical support in those that had laparoscopic sacrocolpopexy. Regardless of anchoring methods, mesh repair did not seem to completely compensate for the effect of levator avulsion and it did not confer additional benefit in women with an enlarged levator hiatal area, another risk factor for prolapse recurrence. The Puborectalis sling was designed to prevent excessive levator hiatal enlargement and proof of concept was achieved in a phase II observational pilot study of 110 women. There was a mean reduction of the levator hiatal area by 12cm2 sustained for over two years. During the course of this work, the rise in reported mesh related complications had also led to heated debates over its use in urogynaecology. Prolapse repair with mesh shifted from being readily embraced to complete withdrawal of use in many countries. This work hopes to contribute to the evolving mesh literature and to outline an alternative operative approach in women at high risk of prolapse recurrence
Using Partial Least Squares in Operations Management Research: A Practical Guideline and Summary of Past Research
The partial least squares (PLS) approach to structural equation modeling (SEM) has been widely adopted in business research fields such as information systems, consumer behavior, and marketing. The use of PLS in the field of operations management is also growing. However, questions still exist among some operations management researchers regarding whether and how PLS should be used. To address these questions, our study provides a practical guideline for using PLS and uses examples from the operations management literature to demonstrate how the specific points in this guideline can be applied. In addition, our study reviews and summarizes the use of PLS in the recent operations management literature according to our guideline. The main contribution of this study is to present a practical guideline for evaluating and using PLS that is tailored to the operations management field. (C) 2012 Elsevier B.V. All rights reserved
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