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Subject = Probabilities;
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Displaying Results 1  18 of 18 on page 1 of 1
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3D multiagent models for protein release from PLGA spherical particles with complex inner morphologies
(2008)
Barat, Ana; Ruskin, Heather J.; Crane, Martin
3D multiagent models for protein release from PLGA spherical particles with complex inner morphologies
(2008)
Barat, Ana; Ruskin, Heather J.; Crane, Martin
Abstract:
In order to better understand and predict the release of proteins from bioerodible micro or nanospheres, it is important to know the influences of different initial factors on the release mechanisms. Often though it is difficult to assess what exactly is at the origin of a certain dissolution profile. We propose here a new class of finegrained multiagent models built to incorporate increasing complexity, permitting the exploration of the role of different parameters, especially that of the internal morphology of the spheres, in the exhibited release profile. This approach, based on MonteCarlo (MC) and Cellular Automata (CA) techniques, has permitted the testing of various assumptions and hypotheses about several experimental systems of nanospheres encapsulating proteins. Results have confirmed that this modelling approach has increased the resolution over the complexity involved, opening promising perspectives for future developments, especially complementing in vitro experiment...
http://doras.dcu.ie/14980/
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A latent space mapping for link prediction
(2011)
Brew, Anthony; SalterTownshend, Michael
A latent space mapping for link prediction
(2011)
Brew, Anthony; SalterTownshend, Michael
Abstract:
NIPS Workshop on Networks across Disciplines in Theory and Applications, 11th December 2010, Whistler BC, Canada
Network modeling can be approached using either discriminative or probabilistic models. In the task of link prediction a probabilistic model will give a probability for the existence of a link; while in some scenarios this may be beneficial, in others a hard discriminative boundary needs to be set. Hence the use of a discriminative classifier is preferable. In domains such as image analysis and speaker recognition, probabilistic models have been used as a mechanism from which features can be extracted. This paper examines using a probabilistic model built on the entire graph to extract features to predict the existence of unknown links between two nodes. It demonstrates how features extracted from the model as well as the predicted probability of a link existing can aid the classification process.
Science Foundation Ireland
Conference website
http://morris...
http://hdl.handle.net/10197/2895
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Evolution with statedependent mutations
(2010)
Bergin, James; Lipman, B. L.
Evolution with statedependent mutations
(2010)
Bergin, James; Lipman, B. L.
Abstract:
Recent evolutionary models have introduced "small mutation rates" as a way of refining predictions of longrun behavior. We show that if mutation rates are allowed to vary across states, then mutations no longer narrow the set of possible preditions. In particular, given any model of the effect of mutations, any invariant distribution of the "mutationless" process is close to an invariant distribution of the process with appropriately chosen small mutation rates.
Social Sciences and Humanities Research Council of Canada
A hard copy is available in UCD Library at GEN 330.08 IR/UNI
http://hdl.handle.net/10197/1755
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Financial modelling with 2EPT probability density functions
(2013)
Sexton, Hugh Conor
Financial modelling with 2EPT probability density functions
(2013)
Sexton, Hugh Conor
Abstract:
The class of all ExponentialPolynomialTrigonometric (EPT) functions is classical and equal to the Eulerd’Alembert class of solutions of linear differential equations with constant coefficients. The class of nonnegative EPT functions defined on [0;1) was discussed in Hanzon and Holland (2010) of which EPT probability density functions are an important subclass. EPT functions can be represented as ceAxb, where A is a square matrix, b a column vector and c a row vector where the triple (A; b; c) is the minimal realization of the EPT function. The minimal triple is only unique up to a basis transformation. Here the class of 2EPT probability density functions on R is defined and shown to be closed under a variety of operations. The class is also generalised to include mixtures with the pointmass at zero. This class coincides with the class of probability density functions with rational characteristic functions. It is illustrated that the Variance Gamma density is a 2EPT density und...
http://hdl.handle.net/10468/1430
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Fuzzy approach to multimedia faulty module replacement
(1999)
Ding, Jin; Wang, Xiaojun; McCorkell, Charles
Fuzzy approach to multimedia faulty module replacement
(1999)
Ding, Jin; Wang, Xiaojun; McCorkell, Charles
Abstract:
For nonreal time multimedia systems, we present a fuzzy approach to replacing the faulty module. After analyzing the nature of the random and pseudorandom test sequences applied to a module under test, we obtain the aliasing fault coverage between the random and pseudorandom sequences. The activity probability features of intermittent faults in the module under test are discussed based on the Markov chain model. Results on real examples are presented to demonstrate the effectiveness of the proposed fuzzy replacement approach
http://doras.dcu.ie/15539/
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Mathematical modelling and optimisation of the formulation and manufacture of aggregate food products
(2010)
Baş, Nurşin
Mathematical modelling and optimisation of the formulation and manufacture of aggregate food products
(2010)
Baş, Nurşin
Abstract:
In this PhD study, mathematical modelling and optimisation of granola production has been carried out. Granola is an aggregated food product used in breakfast cereals and cereal bars. It is a baked crispy food product typically incorporating oats, other cereals and nuts bound together with a binder, such as honey, water and oil, to form a structured unit aggregate. In this work, the design and operation of two parallel processes to produce aggregate granola products were incorporated: i) a high shear mixing granulation stage (in a designated granulator) followed by drying/toasting in an oven. ii) a continuous fluidised bed followed by drying/toasting in an oven. In addition, the particle breakage of granola during pneumatic conveying produced by both a high shear granulator (HSG) and fluidised bed granulator (FBG) process were examined. Products were pneumatically conveyed in a purpose built conveying rig designed to mimic product conveying and packaging. Three different conveying r...
http://hdl.handle.net/10468/396
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Player type distributions as state variables and information revelation in zero sum repeated games with discounting
(2008)
Bergin, James
Player type distributions as state variables and information revelation in zero sum repeated games with discounting
(2008)
Bergin, James
Abstract:
This paper examines the role of the player type distributions in repeated zero sum games of incomplete information with discounting of payoffs. In particular the strategic "sufficiency" of the posterior distributions for histories and the Limiting properties of the posterior sequence are discussed. It is shown that differentiability of the value function is sufficient to allow the posteriors to serve as "state" variables for histories. The limiting properties of the posterior distributions are considered and a characterization given of the set of possible limit points of the posterior distribution. This characterization is given in terms of the "value" of information in the onestage game.
http://hdl.handle.net/10197/603
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Prior Probabilities of Allen Interval Relations over Finite Orders
(2019)
Vogel, Carl; Fernando, Rafael
Prior Probabilities of Allen Interval Relations over Finite Orders
(2019)
Vogel, Carl; Fernando, Rafael
Abstract:
The probability that intervals are related by a particular Allen relation is calculated relative to sample spaces ?n given by the number n of, in one case, points, and, in another, interval names. In both cases, worlds in the sample space are assumed equiprobable, and Allen relations are classified as short, medium and long, according to the number of shared borders.
http://hdl.handle.net/2262/86704
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Random matrix theory and fund of funds portfolio optimisation
(2007)
Conlon, Thomas; Ruskin, Heather J.; Crane, Martin
Random matrix theory and fund of funds portfolio optimisation
(2007)
Conlon, Thomas; Ruskin, Heather J.; Crane, Martin
Abstract:
The proprietary nature of Hedge Fund investing means that it is common practise for managers to release minimal information about their returns. The construction of a Fund of Hedge Funds portfolio requires a correlation matrix which often has to be estimated using a relatively small sample of monthly returns data which induces noise. In this paper random matrix theory (RMT) is applied to a crosscorrelation matrix C, constructed using hedge fund returns data. The analysis reveals a number of eigenvalues that deviate from the spectrum suggested by RMT. The components of the deviating eigenvectors are found to correspond to distinct groups of strategies that are applied by hedge fund managers. The Inverse Participation ratio is used to quantify the number of components that participate in each eigenvector. Finally, the correlation matrix is cleaned by separating the noisy part from the nonnoisy part of C. This technique is found to greatly reduce the difference between the pre...
http://doras.dcu.ie/14833/
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Random matrix theory filters in portfolio optimisation: a stability and risk assessment
(2008)
Daly, Justin; Crane, Martin; Ruskin, Heather J.
Random matrix theory filters in portfolio optimisation: a stability and risk assessment
(2008)
Daly, Justin; Crane, Martin; Ruskin, Heather J.
Abstract:
Random matrix theory (RMT) filters, applied to covariance matrices of financial returns, have recently been shown to offer improvements to the optimisation of stock portfolios. This paper studies the effect of three RMT filters on realised portfolio risk, and on the stability of the filtered covariance matrix, using bootstrap analysis and outofsample testing. We propose an extension to an existing RMT filter, (based on Krzanowski stabil ity), which is observed to reduce risk and increase stability, compared to other RMT filters tested. We also study a scheme for filtering the covariance matrix directly, as opposed to the standard method of filtering correlation, where the latter is found to lower realised risk on average, by up to 6.7%. We consider both equally and exponentially weighted covariance matrices in our analysis, and observe that the overall best method outofsample was that of ex ponentially weighted covariance, with our Krzanowski stabilitybased filter applied to ...
http://doras.dcu.ie/14853/
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Random matrix theory for portfolio optimization: a stability approach
(2004)
Sharifi, Saba; Crane, Martin; Shamaie, Atid; Ruskin, Heather J.
Random matrix theory for portfolio optimization: a stability approach
(2004)
Sharifi, Saba; Crane, Martin; Shamaie, Atid; Ruskin, Heather J.
Abstract:
We apply Random Matrix Theory (RMT) on an empiricallymeasured financial correlation matrix, C, and show that this matrix contains a large amount of noise. In order to determine the sensitivity of the spectral properties of a random matrix to noise, we simulate a set of data and add different volumes of random noise. Having ascertained that the eigenspectrum is independent of the standard deviation of added noise, we use RMT to determine the noise percentage in a correlation matrix based on real data from S&P500. Eigenvalue and eigenvector analyses are applied and the experimental results for each of them are presented to identify qualitatively and quantitatively different spectral properties of the empirical correlation matrix to a random counterpart. Finally we attempt to separate the noisy part from the nonnoisy part of C. We apply an existing technique to cleaning C and then discuss its associated problems. We propose a technique of filtering C which has many advantag...
http://doras.dcu.ie/14831/
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Reliability based assessment of structures in marine environment
(2008)
Pakrashi, Vikram; O'Connor, Alan J.; Breysse, Denys; Schoefs, Franck
Reliability based assessment of structures in marine environment
(2008)
Pakrashi, Vikram; O'Connor, Alan J.; Breysse, Denys; Schoefs, Franck
Abstract:
The Atlantic Zone in Europe, like any coastal region, has many harbours, communication infrastructures and tourist buildings. These infrastructural elements are necessary for the economic life and sustainability of the region. The managers/owners of such structures in the region are therefore confronted with questions concerning the damage, maintenance, rehabilitation and the extent to which this maintenance or rehabilitation should be carried out. Since there are many parameters affecting the damage of a structure, it is of prime importance to know which of those parameters are guiding and what their relative importance are. Also, the effects of various critical limit states, possible conflicts between the engineer’s and the owners criteria of failure and the mutual interrelationships among possible health assessment, monitoring techniques and repair options need to be assimilated within a single probabilistic framework accounting for the various epistemic and aleatory uncertainti...
http://hdl.handle.net/10468/298
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Seizure characterisation using frequencydependent multivariate dynamics
(2009)
Conlon, Thomas; Ruskin, Heather J.; Crane, Martin
Seizure characterisation using frequencydependent multivariate dynamics
(2009)
Conlon, Thomas; Ruskin, Heather J.; Crane, Martin
Abstract:
The characterisation of epileptic seizures assists in the design of targeted pharmaceutical seizure prevention techniques and presurgical evaluations. In this paper, we expand on recent use of multivariate techniques to study the crosscorrelation dynamics between electroencephalographic (EEG) channels. The Maximum Overlap Discrete Wavelet Transform (MODWT) is applied in order to separate the EEG channels into their underlying frequencies. The dynamics of the crosscorrelation matrix between channels, at each frequency, are then analysed in terms of the eigenspectrum. By examination of the eigenspectrum, we show that it is possible to identify frequency dependent changes in the correlation structure between channels which may be indicative of seizure activity. The technique is applied to EEG epileptiform data and the results indicate that the correlation dynamics vary over time and frequency, with larger correlations between channels at high frequencies. Additionally, a redistributi...
http://doras.dcu.ie/14854/
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Stabilitybased, random matrix theory filtering of financial portfolios
(2009)
Daly, Justin
Stabilitybased, random matrix theory filtering of financial portfolios
(2009)
Daly, Justin
Abstract:
This thesis describes research on filtering methods using RandomMatrix Theory (RMT) Models in financial markets. In particular, a novel, stabilitybased RMT filter is proposed and its potential, for reducing stock portfolio risk, is compared to two wellknown alternatives. In terms of performance, the stabilitybased filter achieved 17.3% overall improvement in risk reduction for equally weighted forecasts, and 49.2% for exponentially weighted. Of the filters investigated, not only did it prove to be the most effective and consistent, for overall risk reduction, but was also shown to reduce the frequency of large risk increases, (which, despite their importance, have attracted little attention in the literature to date). The full frequency distribution of filter effects is studied and a comprehensive test methodology established. Improvements, on previous approaches, include integrated use of bootstrap analysis and outofsample testing. RMT filtering was also applied to the foreign...
http://doras.dcu.ie/14941/
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The twochild paradox : dichotomy and ambiguity
(2011)
Lynch, Peter
The twochild paradox : dichotomy and ambiguity
(2011)
Lynch, Peter
Abstract:
Given that one of the children in a twochild family is a boy, what are the chances that the other is also a boy. The intuitive answer is 50 : 50. More careful investigation leads us to a 1in3 chance. We investigate circumstances under which these answers are correct. The imposition of further conditions yields some very surprising results.
Not applicable
http://hdl.handle.net/10197/3258
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When do Probit residuals sum to zero?
(2010)
Conniffe, Denis
When do Probit residuals sum to zero?
(2010)
Conniffe, Denis
Abstract:
Probit residuals need not sum to zero in general. However, if explanatory variables are qualitative the sum can be shown to be zero for many models. Indeed this remains true for binary dependent variable models other than Probit and Logit. Even if some explanatory variables are quantitative, residuals can sum to almost zero more often than might at first seem plausible.
http://hdl.handle.net/2262/58724
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Worstcase portfolio optimization in a market with bubbles
(2016)
Belak, Christoph; Christensen, Sören; Menkens, Olaf
Worstcase portfolio optimization in a market with bubbles
(2016)
Belak, Christoph; Christensen, Sören; Menkens, Olaf
Abstract:
We investigate a utility maximization problem in the presence of asset price bubbles. At random times, the investor receives warnings that a bubble has formed in the market which may lead to a crash in the risky asset. We propose a regime switching model for the warnings and we make no assumptions about the distribution of the timing and the size of the crashes. Instead, we assume that the investor takes a worstcase perspective towards their impacts, i.e. the investor maximizes her expected utility under the worstcase crash scenario. We characterize the value function by a system of HamiltonJacobiBellman equations and derive a coupled system of ordinary differential equations for the optimal strategies. Numerical examples are provided.
http://doras.dcu.ie/21135/
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Worstcaseoptimal dynamic reinsurance for large claims
(2012)
Korn, Ralf; Menkens, Olaf; Steffensen, Mogens
Worstcaseoptimal dynamic reinsurance for large claims
(2012)
Korn, Ralf; Menkens, Olaf; Steffensen, Mogens
Abstract:
We control the surplus process of a nonlife insurance company by dynamic proportional reinsurance. The objective is to maximize expected (utility of the) surplus under the worstcase claim development. In the large claim case with a worstcase upper limit on claim numbers and claim sizes, we find the optimal reinsurance strategy in a differential game setting where the insurance company plays against mother nature. We analyze the resulting strategy and illustrate its characteristics numerically. A crucial feature of our result is that the optimal strategy is robust to claim number and size modeling and robust to the choice of utility function. This robustness makes a strong case for our approach. Numerical examples illustrate the characteristics of the new approach. We analyze the optimal strategy, e.g. in terms of the more conventional, in the insurance context, objective of minimizing the probability of ruin. Finally, we calculate the intrinsic riskfree return of the model and w...
http://doras.dcu.ie/17168/
Displaying Results 1  18 of 18 on page 1 of 1
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