The Maximization of the Joint Probability in a Liability-Driven Investment Framework

2013 ◽  
Author(s):  
Domenico Mignacca ◽  
Corrado Campodonico ◽  
Davide Tedeschi
Keyword(s):  
Joint Probability

Analysis of the Multi-Channel Epileptiform EEG Using the Markov Chains Formalism

1989 ◽  
Vol 28 (03) ◽  
pp. 160-167 ◽  
Author(s):  
P. Penczek ◽  
W. Grochulski
Keyword(s):  
Dynamic Behaviour ◽  
Joint Probability ◽  
Drug Effects ◽  
Anticonvulsant Drug ◽  
Channel System ◽  
Markov Network ◽  
Eeg Data ◽  
Multi Level ◽  
Joint Probability Functions ◽  
Dependent State

Abstract:A multi-level scheme of syntactic reduction of the epileptiform EEG data is briefly discussed and the possibilities it opens up in describing the dynamic behaviour of a multi-channel system are indicated. A new algorithm for the inference of a Markov network from finite sets of sample symbol strings is introduced. Formulae for the time-dependent state occupation probabilities, as well as joint probability functions for pairs of channels, are given. An exemplary case of analysis in these terms, taken from an investigation of anticonvulsant drug effects on EEG seizure patterns, is presented.

ON THE ISSUE OF THE STRATEGY OF RISK MANAGEMENT OF EMERGENCY SITUATIONS

2019 ◽  
Vol 7 ◽  
pp. 72-87
Author(s):  
V. Yeliseyev ◽  
O. Bondarenko ◽  
O. Kovaliov
Keyword(s):  
Risk Management ◽  
Joint Probability ◽  
Scientific Article ◽  
Civil Protection ◽  
Emergency Situations ◽  
Accumulation Of Damage ◽  
Single State

The scientific article explores the issues of managing the risks of emergencies in order to improve the readiness and efficiency of the functioning of a single state civil protection system.When calculating the risks, the basic quantitative criteria take into account the probability of emergencies and the magnitude of the damage from these situations.The article presents a method for calculating the joint probability of the action of several emergency factors, taking into account the effect of accumulation of damage.

scholarly journals A new approach to mapping landslide hazards: a probabilistic integration of empirical and physically based models in the North Cascades of Washington, USA

2019 ◽  
Vol 19 (11) ◽  
pp. 2477-2495
Author(s):  
Ronda Strauch ◽  
Erkan Istanbulluoglu ◽  
Jon Riedel
Keyword(s):  
Statistical Approach ◽  
Joint Probability ◽  
North Cascades ◽  
Physically Based Model ◽  
New Approach ◽  
The North ◽  
Debris Avalanches ◽  
Landslide Hazards ◽  
Infinite Slope Stability Model ◽  
Physically Based

Abstract. We developed a new approach for mapping landslide hazards by combining probabilities of landslide impacts derived from a data-driven statistical approach and a physically based model of shallow landsliding. Our statistical approach integrates the influence of seven site attributes (SAs) on observed landslides using a frequency ratio (FR) method. Influential attributes and resulting susceptibility maps depend on the observations of landslides considered: all types of landslides, debris avalanches only, or source areas of debris avalanches. These observational datasets reflect the detection of different landslide processes or components, which relate to different landslide-inducing factors. For each landslide dataset, a stability index (SI) is calculated as a multiplicative result of the frequency ratios for all attributes and is mapped across our study domain in the North Cascades National Park Complex (NOCA), Washington, USA. A continuous function is developed to relate local SI values to landslide probability based on a ratio of landslide and non-landslide grid cells. The empirical model probability derived from the debris avalanche source area dataset is combined probabilistically with a previously developed physically based probabilistic model. A two-dimensional binning method employs empirical and physically based probabilities as indices and calculates a joint probability of landsliding at the intersections of probability bins. A ratio of the joint probability and the physically based model bin probability is used as a weight to adjust the original physically based probability at each grid cell given empirical evidence. The resulting integrated probability of landslide initiation hazard includes mechanisms not captured by the infinite-slope stability model alone. Improvements in distinguishing potentially unstable areas with the proposed integrated model are statistically quantified. We provide multiple landslide hazard maps that land managers can use for planning and decision-making, as well as for educating the public about hazards from landslides in this remote high-relief terrain.

scholarly journals Measuring compound flood potential from river discharge and storm surge extremes at the global scale

2020 ◽  
Vol 20 (2) ◽  
pp. 489-504 ◽  
Author(s):  
Anaïs Couasnon ◽  
Dirk Eilander ◽  
Sanne Muis ◽  
Ted I. E. Veldkamp ◽  
Ivan D. Haigh ◽  
...  
Keyword(s):  
Storm Surge ◽  
River Discharge ◽  
Flood Hazard ◽  
Joint Probability ◽  
Global Scale ◽  
Statistical Dependence ◽  
Dependence Structure ◽  
Meteorological Forcing ◽  
Continental Scale ◽  
Bivariate Dependence

Abstract. The interaction between physical drivers from oceanographic, hydrological, and meteorological processes in coastal areas can result in compound flooding. Compound flood events, like Cyclone Idai and Hurricane Harvey, have revealed the devastating consequences of the co-occurrence of coastal and river floods. A number of studies have recently investigated the likelihood of compound flooding at the continental scale based on simulated variables of flood drivers, such as storm surge, precipitation, and river discharges. At the global scale, this has only been performed based on observations, thereby excluding a large extent of the global coastline. The purpose of this study is to fill this gap and identify regions with a high compound flooding potential from river discharge and storm surge extremes in river mouths globally. To do so, we use daily time series of river discharge and storm surge from state-of-the-art global models driven with consistent meteorological forcing from reanalysis datasets. We measure the compound flood potential by analysing both variables with respect to their timing, joint statistical dependence, and joint return period. Our analysis indicates many regions that deviate from statistical independence and could not be identified in previous global studies based on observations alone, such as Madagascar, northern Morocco, Vietnam, and Taiwan. We report possible causal mechanisms for the observed spatial patterns based on existing literature. Finally, we provide preliminary insights on the implications of the bivariate dependence behaviour on the flood hazard characterisation using Madagascar as a case study. Our global and local analyses show that the dependence structure between flood drivers can be complex and can significantly impact the joint probability of discharge and storm surge extremes. These emphasise the need to refine global flood risk assessments and emergency planning to account for these potential interactions.

Item Relational Structure Theory Based on Liu’s Improved Nonparametric IRT Theory

2013 ◽  
Vol 479-480 ◽  
pp. 1193-1196
Author(s):  
Hsiang Chuan Liu ◽  
Yen Kuei Yu ◽  
Hsien Chang Tsai
Keyword(s):  
Item Response Theory ◽  
Item Response ◽  
Joint Probability ◽  
Relational Structure ◽  
Structure Theory ◽  
Response Theory ◽  
Nonparametric Item Response Theory ◽  
Relational Structures ◽  
Relational Structure Theory ◽  
Nonparametric Item Response

In this paper, an extensional item relational structure theory based on the improved nonparametric item response theory is proposed. Item relational structure theory (Takeya, 1991) was developed to detect item relational structures of a group of subjects. The differences of these structures and experts knowledge structures can provide more information for planning remedial instruction, developing instruction materials, or educational researches. In this study, Lius improved nonparametric item response theory ( Liu, 2000, 2013) without the local independence assumption is used to estimate the joint probability of two items, and construct personal item relational structures. A Mathematics example is also provided in this paper to illustrate the advantages of the proposed method

The Costs of Ignoring High-Order Correlations in Populations of Model Neurons

2006 ◽  
Vol 18 (3) ◽  
pp. 660-682 ◽  
Author(s):  
Melchi M. Michel ◽  
Robert A. Jacobs
Keyword(s):  
Model Neuron ◽  
Joint Probability ◽  
High Order ◽  
Neural Population ◽  
Neural Responses ◽  
Significant Information ◽  
Statistical Correlations ◽  
Neural Populations ◽  
Simulation Results ◽  
Dependence Tree

Investigators debate the extent to which neural populations use pairwise and higher-order statistical dependencies among neural responses to represent information about a visual stimulus. To study this issue, three statistical decoders were used to extract the information in the responses of model neurons about the binocular disparities present in simulated pairs of left-eye and right-eye images: (1) the full joint probability decoder considered all possible statistical relations among neural responses as potentially important; (2) the dependence tree decoder also considered all possible relations as potentially important, but it approximated high-order statistical correlations using a computationally tractable procedure; and (3) the independent response decoder, which assumed that neural responses are statistically independent, meaning that all correlations should be zero and thus can be ignored. Simulation results indicate that high-order correlations among model neuron responses contain significant information about binocular disparities and that the amount of this high-order information increases rapidly as a function of neural population size. Furthermore, the results highlight the potential importance of the dependence tree decoder to neuroscientists as a powerful but still practical way of approximating high-order correlations among neural responses.

scholarly journals Probability elicitation using geostatistics in hydrocarbon exploration

2021 ◽  
Author(s):  
André Luís Morosov ◽  
Reidar Brumer Bratvold
Keyword(s):  
Value Creation ◽  
Decision Process ◽  
Conceptual Models ◽  
Joint Probability ◽  
Decision Makers ◽  
Hydrocarbon Exploration ◽  
Joint Probability Distribution ◽  
Proof Of Concept ◽  
Geological Information ◽  
Decision Supporting

AbstractThe exploratory phase of a hydrocarbon field is a period when decision-supporting information is scarce while the drilling stakes are high. Each new prospect drilled brings more knowledge about the area and might reveal reserves, hence choosing such prospect is essential for value creation. Drilling decisions must be made under uncertainty as the available geological information is limited and probability elicitation from geoscience experts is key in this process. This work proposes a novel use of geostatistics to help experts elicit geological probabilities more objectively, especially useful during the exploratory phase. The approach is simpler, more consistent with geologic knowledge, more comfortable for geoscientists to use and, more comprehensive for decision-makers to follow when compared to traditional methods. It is also flexible by working with any amount and type of information available. The workflow takes as input conceptual models describing the geology and uses geostatistics to generate spatial variability of geological properties in the vicinity of potential drilling prospects. The output is stochastic realizations which are processed into a joint probability distribution (JPD) containing all conditional probabilities of the process. Input models are interactively changed until the JPD satisfactory represents the expert’s beliefs. A 2D, yet realistic, implementation of the workflow is used as a proof of concept, demonstrating that even simple modeling might suffice for decision-making support. Derivative versions of the JPD are created and their effect on the decision process of selecting the drilling sequence is assessed. The findings from the method application suggest ways to define the input parameters by observing how they affect the JPD and the decision process.

3-Dimensional direct sampling-based environmental contours using a semi-parametric joint probability model

2021 ◽  
Vol 112 ◽  
pp. 102710
Author(s):  
Xiaoyu Bai ◽  
Hui Jiang ◽  
Xiaoyu Huang ◽  
Guangsong Song ◽  
Xinyi Ma
Keyword(s):  
Probability Model ◽  
Joint Probability ◽  
3 Dimensional ◽  
Direct Sampling ◽  
Joint Probability Model
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