17,467 research outputs found
Simulation and inference for stochastic processes with YUIMA: a comprehensive R framework for SDEs and other stochastic processes
No full textThe YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these processes have been originally proposed in physics and more recently in finance, they are becoming popular also in biology due to the fact the time course experimental data are now available. The YUIMA package, already available on CRAN, can be freely downloaded and this companion book will make the user able to start his or her analysis from the first page. Contains both theory and code with step-by-step examples and figures Uses YUIMA package to implement the latest techniques available in the literature of inference for stochastic processes Shows how to create the description of very abstract models in the same way they are described in theoretical papers but with an extremely easy interface Stefano M. Iacus, PhD, is full professor of statistics the Department of Economics, Management and Quantitative Methods at the University of Milan. He has been a member of the R Core Team (1999-2014) for the development of the R statistical environment and now member of the R Foundation. His research interests include inference for stochastic processes, simulation, computational statistics, causal inference, text mining, and sentiment analysis. Nakahiro Yoshida, PhD, is a professor at the Graduate School of Mathematical Sciences, University of Tokyo. He is working in theoretical statistics, probability theory, computational statistics, and financial data analysis. He was awarded the Japan Statistical Society Award in 2009 and the Analysis Prize from the Mathematical Society of Japan in 2006
A symbolic semantics for a clculus for service-oriented computing
No full textWe introduce a symbolic characterisation of the operational semantics of COWS, a formal language for specifying and combining service-oriented applications, while modelling their dynamic behaviour. This alternative semantics avoids infinite representations of COWS terms due to the value-passing nature of communication in COWS and is more amenable for automatic manipulation by analytical tools, such as e.g. equivalence and model checkers. We illustrate our approach through a ‘translation service’ scenario
Letter from Y. Yoshida to Mrs. K. Nakatani, January 1. 1982
No full textLetter from Yoshiko Yoshida to Kikuye Nakatani. It encloses a picture of a memorial monument dedicated to the soldiers of the Japanese battleship, Yamato, including the ship anchor. Yoshiko writes about the calligraphy on the rock in the photo, which was drawn by her husband, Mitsuru Yoshida.The collection consists of documents, diaries, letters, books, calendars, newspapers, photographs, artifacts and audiovisual media pertaining to Kikuyo Morimoto Nakatani, a Japanese-born woman who lived in Isleton, California. During World War II, her family was incarcerated in the Minidoka and Tule Lake incarceration camps. After the war, she moved to Los Angeles and studied tea with Madame Sosei Matsumoto, and became a tea master acknowledged by the Urasenke Headquarters in Japan. The collection also contains letters from her son, Kunio, who served aboard the Yamato battleship for the Empire of Japan during World War II
Chanteiini Chant and Yoshida-Shaul
No full textTribe Chanteiini Chant and Yoshida-Shaul Chantiinae Chant and Yoshida-Shaul 1986: 2025; Chanteiini, Chant and McMurtry 1994: 237.Published as part of Melo, Elisângela A. dos S. F., Gondim, Manoel G. C. Jr, de Moraes, Gilberto J. & Oliveira, Aníbal R., 2019, A description of the male of Cocoseius elsalvador Denmark and Andrews (Acari: Phytoseiidae: Typhlodrominae), pp. 129-133 in Acarologia 59 (1) on page 130, DOI: 10.24349/acarologia/20194317, http://zenodo.org/record/448762
Timed Runtime Monitoring for Multiparty Conversations
No full textWe propose a dynamic verification framework for protocols in real-time distributed systems. The framework is based on Scribble, a tool-chain for design and verification of choreographies based on multiparty session types, developed with our industrial partners. Drawing from recent work on multiparty session types for real-time interactions, we extend Scribble with clocks, resets, and clock predicates constraining the times in which interactions should occur. We present a timed API for Python to program distributed implementations of Scribble specifications. A dynamic verification framework ensures the safe execution of applications written with our timed API: we have implemented dedicated runtime monitors that check that each interaction occurs at a correct timing with respect to the corresponding Scribble specification. The performance of our implementation and its practicability are analysed via benchmarking
Chileseius paracamposi Yoshida-Shaul & Chant 1991
No full textChileseius paracamposi Yoshida-Shaul & Chant Chileseius paracamposi Yoshida-Shaul & Chant, 1991: 95. Chileseius paracamposi.— Moraes et al., 2004: 58; Ferragut & Navia, 2015: 527. Specimens examined. Magallanes Region. Municipality of Punta Arenas, on Nothophagus pumilio (P. et. E.), November 2012.Published as part of Trincado, R. D., Martin, J. P. I., Méndez Rosa, D. D., Lopes, P. C. & De Moraes, G. J., 2018, Phytoseiid mites (Acari: Phytoseiidae) from Chile, with descriptions of three new species and a redescription of Chileseius camposi, pp. 322-340 in Zootaxa 4482 (2) on page 327, DOI: 10.11646/zootaxa.4482.2.5, http://zenodo.org/record/144061
Metaseiulus (Metaseiulus) camelliae Chant & Yoshida-Shaul
No full textMetaseiulus (Metaseiulus) camelliae (Chant & Yoshida-Shaul) Typhlodromus camelliae Chant & Yoshida-Shaul, 1983: 1053; Feres & Moraes, 1998: 130. Typhlodromina camelliae.— Moraes et al., 1986: 236; Hernandes & Feres, 2006: 4. Metaseiulus (Metaseiulus) camelliae.— Moraes et al., 2004: 278; Lofego et al., 2004: 13; Chant & McMurtry, 2007: 173; Gua- nilo et al., 2008 b: 26. Specimens examined: Sales: C. langsdorffii, III- 2008 (6); União Paulista: M. fistulifera, IX- 2007 (2). Previous records: Argentina (Ruiz et al., 2005; Guanilo et al., 2005 b), Brazil and Uruguay.Published as part of Demite, Peterson R., Lofego, Antonio C. & Feres, Reinaldo J. F., 2011, Phytoseiidae (Acari) in forest fragments in the State of São Paulo, Brazil, pp. 31-56 in Zootaxa 3086 on page 50, DOI: 10.5281/zenodo.20537
Age-related variations in plasma and liver lipids of Yoshida rats. Comparison with Wistar rats.
No full textLipoprotein and liver lipids of spontaneously hyperlipidemic Yoshida rats were compared with those of normolipidemic Wistar animals for studying their age- and strain-related differences. Both strains showed an age-related increase in the total plasma cholesterol concentration. However, the Yoshida strain had a higher content of cholesteryl esters and triglycerides than the Wistar strain in both young and adult animals (2- and 8-month-old animals, respectively). The free cholesterol content was also higher, but only in the 8-month-old animals. Both strains showed an age-related increase in the proportion of HDL1 and a symmetrical decrease in both the HDL2 and HDL3 subfractions, but the variations were more evident in the Yoshida strain. The study of strain-related differences suggested that the spontaneous hypertriglyceridemia of the Yoshida strain was not only related to the higher amount and proportion of the VLDL fraction, but also to the higher content of triglycerides in the LDL fraction. The livers of Yoshida rats accumulated more triglycerides (with an age-related progression) than those of Wistar rats. The major lipid classes in the liver of Yoshida rats contained a significantly higher proportion of monounsaturated fatty acyls. Furthermore, this proportion showed an age-related increase in all the lipid classes, but in cholesteryl esters. This suggested that liver desaturases had a relevant role in the development of hyperlipidemia, and of its age-related variations, in the Yoshida strain
Markov bases and subbases for bounded contingency tables
No full textStructural zeros, Markov basis, Universal Gröbner basis,
"An Asymptotic Expansion Scheme for the Optimal Investment Problems"
No full textWe shall propose a new computational scheme for the evaluation of the optimal portfolio for investment.Our method is based on an extension of the asymptotic expansion approach which has been recently developed for pricing problems of the contingent claims' analysis by Kunitomo-Takahashi (1992, 1995, 1998, 2001), Yoshida (1992), Takahashi (1995, 1999),Takahashi and Yoshida (2001). In particular, we will explicitly derive a formula of the optimal portfolio associated with maximizing utility from terminal wealth in a nancial market with Markovian coe cients,and give a numerical example for a power utility function.
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