Some statistical aspects of causality

Die Verfasser stellen drei Varianten von Kausalität vor. Sie diskutieren Kausalität als stabile Beziehung, Kausalität als Effekt einer Intervention und Kausalität als Erklärung eines Prozesses. Darüberhinaus werden Probleme der Aggregation und des Auftretens unbeobachteter vermittelnder Variablen erörtert und die von Bradford Hill formulierten Bedingungen für das Vorliegen von Kausalität vorgestellt. Anhand eines Fallbeispiels aus der Soziologie (Entwicklung von Einstellungen in Bezug auf die Rolle des Staates) werden Abhängigkeitsbeziehungen von unabhängigen Variablen über vermittelnde Variablen zu abhängigen Variablen konstruiert. Abschließend wird auf wichtige Veröffentlichungen zum Thema Kausalität hingewiesen. (ICE

A sweep algorithm for triangular matrices and its statistical applications

Ein Sweepoperator ist definiert für schrittweise sequentielle Invertierung von triangulären Matrizen und ihre Werte werden verglichen mit denen des Sweepoperators zur Invertierung symmetrischer Matrizen. Der Algorithus wird angewendet, um Folgeverteilungen zu untersuchen, die über einen azyklischen Graphen gebildet wurden. Drei Hauptanwendungen werden abgeleitet. Die erste dient der Prüfung einer einfachen Form für die Folgeverteilung, die nach Marginalisierung über und Konditionalisierung von beliebigen Variablensubsets in solch einem linearen System resultiert. Die zweite Anwendung betrifft die Ausweitung der Ergebnisse für lineare Systeme auf generelle Verteilungen durch die Interpretation von strukturellen Nullen in den Matrizen durch Ausdrücke für fehlende Ecken in assoziierten Graphen und symbolische Matrixtransformationen als Grafenmodifikation. Die dritte dient dem Nachweis der Equivalenz von mehreren Kriterien für das Herauslesen von Unabhängigkeitsfeststellungen aus gerichteten azyklischen Graphen. (OH)A sweep operator is defined for stepwise sequential inversion of triangular matrices and its properties are compared to those of the sweep operator for inverting symmetric matrices. The algorithm is used to study joint distributions generated over a directed acyclic graph. Three main applications are derived. The first is to prove a simple form for the joint distribution resulting after marginalising over and conditioning on arbitrary subsets of variables in such a linear system. The second is to extend the results for linear systems to general distributions by interpreting structural zeros in matrices in terms of missing edges in associated graphs and symbolic matrix transformations as modifications of graphs. The third is to show the equivalence of several criteria for reading off independence statements from directed acyclic graphs.' (author's abstract)

On the generation of the chordless four-cycle

In der graphentheoretischen Darstellung bedingter Unabhängiger spielt der stranglose Vierer-Zyklus eine besondere Rolle. Anhand der Theorie von Markov werden für vier Randvariable die bedingten Unabhängigen 'Angstzustand' (X), 'Zornzustand' (W), 'ängstlicher Charakter' (U) und 'zorniger Charakter' (V) dargestellt. Angesichts der Schwierigkeiten bei der Erzeugung solcher Systeme werden einige mögliche Datengewinnungsmechanismen entworfen. Ein stochastischer Prozeß wird formuliert. Im Mittelpunkt stehen Systeme, die einen stranglosen Vierer-Zyklus in einer konzentrischen Matrix erzeugen können, bei denen es also nur zwei spezielle bedingte Unabhängige gibt. Daneben werden noch zwei weitere Möglichkeiten für einen stranglosen Vierer-Zyklus angesprochen. (prf

[Accepted Manuscript] Detecting bias arising from delayed recording of time

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

Preliminary results on electrophoretic and immunoelectrophoretic fractionation of bovine muscle extract

No Abstrac

Open orbifold Gromov-Witten invariants of [C^3/Z_n]: localization and mirror symmetry

We develop a mathematical framework for the computation of open orbifold Gromov-Witten invariants of [C^3/Z_n], and provide extensive checks with predictions from open string mirror symmetry. To this aim we set up a computation of open string invariants in the spirit of Katz-Liu, defining them by localization. The orbifold is viewed as an open chart of a global quotient of the resolved conifold, and the Lagrangian as the fixed locus of an appropriate anti-holomorphic involution. We consider two main applications of the formalism. After warming up with the simpler example of [C^3/Z_3], where we verify physical predictions of Bouchard, Klemm, Marino and Pasquetti, the main object of our study is the richer case of [C^3/Z_4], where two different choices are allowed for the Lagrangian. For one choice, we make numerical checks to confirm the B-model predictions; for the other, we prove a mirror theorem for orbifold disc invariants, match a large number of annulus invariants, and give mirror symmetry predictions for open string invariants of genus \leq 2.Comment: 44 pages + appendices; v2: exposition improved, misprints corrected, version to appear on Selecta Mathematica; v3: last minute mistake found and fixed for the symmetric brane setup of [C^3/Z_4]; in pres

Confidence bands for multiplicative hazards models:Flexible resampling approaches

We propose new resampling-based approaches to construct asymptotically valid time-simultaneous confidence bands for cumulative hazard functions in multistate Cox models. In particular, we exemplify the methodology in detail for the simple Cox model with time-dependent covariates, where the data may be subject to independent right-censoring or left-truncation. We use simulations to investigate their finite sample behavior. Finally, the methods are utilized to analyze two empirical examples with survival and competing risks data

Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations

We present two methodologies on the estimation of rating transition probabilities within Markov and non-Markov frameworks. We first estimate a continuous-time Markov chain using discrete (missing) data and derive a simpler expression for the Fisher information matrix, reducing the computational time needed for the Wald confidence interval by a factor of a half. We provide an efficient procedure for transferring such uncertainties from the generator matrix of the Markov chain to the corresponding rating migration probabilities and, crucially, default probabilities. For our second contribution, we assume access to the full (continuous) data set and propose a tractable and parsimonious self-exciting marked point processes model able to capture the non-Markovian effect of rating momentum. Compared to the Markov model, the non-Markov model yields higher probabilities of default in the investment grades, but also lower default probabilities in some speculative grades. Both findings agree with empirical observations and have clear practical implications. We illustrate all methods using data from Moody's proprietary corporate credit ratings data set. Implementations are available in the R package ctmcd.Comment: 22 pages, 5 Figures, 4 Tables. To Appear in Quantitative Financ

The small-scale manufacture of compound animal feed (ODNRI Bulletin No. 9)

This bulletin supersedes TDRI report G67 The small-scale manufacture of compound animal feed, which was first published in 1971. lt retains a similar format to G67, but the text has been extensively revised and expanded in the light of numerous enquiries dealt with by ODNRI on all aspects of feed production in the intervening years. lt is hoped that it will act as a technical and investment guide for those interested in initiating the production of compound animal feeds, as well as acting as a useful reference report for those already actively operating in this field. Chapter 1 describes the economic background to the industry; theoretical aspects of animal nutrition are dealt with in Chapter 2; these are related to the properties of the various raw materials used in feed production in Chapter 3. Chapter 4 describes the manufacturing process and examines the physical requirements for setting up plants at various scales of output, and Chapter 5 develops cost and return models for the plants described

Superimposed Renewal Processes in Reliability

This paper reviews the existing literature on the superimposed renewal process, with its foci on probabilistic and statistical properties, statistical inference, and applications in reliability analysis and maintenance policy optimisation. It then proposes future research topics