Filtered derivative with p-value method for multiple change-points detection

This paper deals with off-line detection of change points for time series of independent observations, when the number of change points is unknown. We propose a sequential analysis like method with linear time and memory complexity. Our method is based at first step, on Filtered Derivative method which detects the right change points but also false ones. We improve Filtered Derivative method by adding a second step in which we compute the p-values associated to each potential change points. Then we eliminate as false alarms the points which have p-value smaller than a given critical level. Next, our method is compared with the Penalized Least Square Criterion procedure on simulated data sets. Eventually, we apply Filtered Derivative with p-Value method to segmentation of heartbeat time series

Adaptive p-value weighting with power optimality

Weighting the p-values is a well-established strategy that improves the power of multiple testing procedures while dealing with heterogeneous data. However, how to achieve this task in an optimal way is rarely considered in the literature. This paper contributes to fill the gap in the case of group-structured null hypotheses, by introducing a new class of procedures named ADDOW (for Adaptive Data Driven Optimal Weighting) that adapts both to the alternative distribution and to the proportion of true null hypotheses. We prove the asymptotical FDR control and power optimality among all weighted procedures of ADDOW, which shows that it dominates all existing procedures in that framework. Some numerical experiments show that the proposed method preserves its optimal properties in the finite sample setting when the number of tests is moderately large

Global asymptotic stability of bifurcating, positive equilibria of p-Laplacian boundary value problems with p-concave nonlinearities

We consider the parabolic, initial value problem $$v_t =\Delta_p(v)+\lambda g(x,v)\phi_p(v), \quad \text{in $\Omega \times (0,\infty),$}$$ $$v =0, \text{in $\partial\Omega \times (0,\infty),$}\tag{IVP} v =v_0\ge0, \text{in $\Omega \times \{0\},$}$$ where $\Omega$ is a bounded domain in ${\mathbb R}^N$, for some integer $N\ge1$, with smooth boundary $\partial\Omega$, $\phi_p(s):=|s|^{p-1} {\rm sgn}s$, $s\in{\mathbb R}$, $\Delta_p$ denotes the $p$-Laplacian, with $p>\max\{2,N\}$, $v_0\in C^0(\overline{\Omega})$, and $\lambda>0$. The function $g:\overline{\Omega } \times [0,\infty)\to(0,\infty)$ is $C^0$ and, for each $x\in\overline{\Omega }$, the function $g(x,\cdot):[0,\infty)\to(0,\infty)$ is Lipschitz continuous and strictly decreasing. Clearly, (IVP) has the trivial solution $v\equiv0$, for all $\lambda>0$. In addition, there exists $0<\lambda_{\rm min}(g)<\lambda_{\rm max}(g)$ ($\lambda_{\rm max}(g)$ may be $\infty$) such that: $(a)$ if $\lambda\not\in(\lambda_{\rm min}(g),\lambda_{\rm max}(g))$ then (IVP) has no non-trivial, positive equilibrium; $(b)$ if $\lambda\in(\lambda_{\rm min}(g),\lambda_{\rm max}(g))$ then (IVP) has a unique, non-trivial, positive equilibrium $e_\lambda\in W_0^{1,p}(\Omega)$. We prove the following results on the positive solutions of (IVP): $(a)$ if $0<\lambda<\lambda_{\rm min}(g)$ then the trivial solution is globally asymptotically stable; $(b)$ if $\lambda_{\rm min}(g)<\lambda<\lambda_{\rm max}(g)$ then $e_\lambda$ is globally asymptotically stable; $(c)$ if $\lambda_{\rm max}(g)<\lambda$ then any non-trivial solution blows up in finite time

A dynamical system approach to higher order gravity

The dynamical system approach has recently acquired great importance in the investigation on higher order theories of gravity. In this talk I review the main results and I give brief comments on the perspectives for further developments.Comment: 6 pages, 1 figure, 2 tables, talk given at IRGAC 2006, July 200

Shareholder value creators in the S&P 500: Year 2004

During 2004, 64% of the companies in the S&P 500 created value, while in 2003 the figure was 87%. The market value of the 500 companies was $11.2 trillion in 2004, compared to$10.1 trillion in 2003. The top shareholder value creators in 2004 were Exxon, General Electric, Ebay, Johnson & Johnson and Qualcomm. We define created shareholder value and provide the ranking of created shareholder value for the 500 companies. We also calculate the created shareholder value of the 500 companies during the twelve-year period 1993-2004. General Electric was the top shareholder value creator and AT&T was the top shareholder value destroyer during the twelve-year period. On average, the small market capitalization companies of the S&P were more profitable. Between 1998 and 2004, the volatility of the S&P as a whole fell, but the volatility of its components increased on the average.shareholder value creation; created shareholder value; equity market value; shareholder value added; shareholder return; required return to equity;