186,280 research outputs found
On a software reliability model by Koch and Spreij
No full textInternational audienceIn a very concise paper, Koch and Spreij have proposed a software reliability model which generalized Jelinski-Moranda's one. The basic assumption is that the failure intensity is proportional to the residual number Of failures, but the initial number of failures is not known. In fact, this paper contained original ideas which were rediscovered by others some time later usually ill a Bayesian modelling framework. Their paper will be revisited here. Specifically the results supporting the discussion Oil various specific models by Koch and Spreij [Koch, G., Spreij, P., 1983. Software reliability as al application of martingale & filtering theory. IEEE Trans. Reliab. 32, 342-345] are stated and proved
On a software reliability model by Koch and Spreij
No full textIn a very concise paper, Koch and Spreij have proposed a software reliability model which generalized Jelinski-Moranda's one. The basic assumption is that the failure intensity is proportional to the residual number of failures, but the initial number of failures is not known. In fact, this paper contained original ideas which were rediscovered by others some time later usually in a Bayesian modelling framework. Their paper will be revisited here. Specifically the results supporting the discussion on various specific models by Koch and Spreij [Koch, G., Spreij, P., 1983. Software reliability as an application of martingale & filtering theory. IEEE Trans. Reliab. 32, 342-345] are stated and proved.
Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes
No full textAbstractThe purpose of this paper is to develop compact expressions for the Fisher information matrix (FIM) of a Gaussian stationary vector autoregressive and moving average process with exogenous or input variables, a vector ARMAX or VARMAX process. We develop a representation of the FIM based on multiple Sylvester matrices. An extension of this representation yields another one but in terms of tensor Sylvester matrices. In order to obtain the results presented in this paper, the approach used in [A. Klein, G. Mélard, P. Spreij, On the resultant property of the Fisher information matrix of a vector ARMA process, Linear Algebra Appl. 403 (2005) 291–313] is extended
Rekenen aan hypotheken
Get PDFMeer dan honderd jaar geleden vond menig wiskundige zijn beroep in de verzekeringswiskunde. Sindsdien is er veel veranderd. De financiële markten zijn groter en sneller geworden en worden bestuurd door snelle computers die complexe modellen kunnen doorrekenen. Financiële wiskunde neemt de laatste tien jaar een veel grotere plaats in op de universiteiten en daar wordt ook weer meer gedacht aan de financiële beroepspraktijk. Frans Boshuizen en Peter Spreij beschrijven allerlei geavanceerde technieken die gebruikt worden bij financiële instellingen om risico’s te meten en beheersen
Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices
No full textAbstractThe purpose of this paper is to set forth easily implementable expressions for the Fisher information matrix (FIM) of a Gaussian stationary vector autoregressive and moving average process with exogenous or input variables, a vector ARMAX or VARMAX process. The entries of the FIM are represented as circular integral expressions and can be computed by applying Cauchy’s residue theorem. An extension of the Whittle formula for the FIM of multiple time series processes is developed for VARMAX processes. It will be shown that the extended Whittle formula yields the FIM when a bivariate structure, consisting of the VARMAX process and the exogenous-input process, is considered. Consequently, the equivalence between a frequency and time domain representation of the FIM of VARMAX processes is established. In order to obtain the results presented in this paper, the differentiation techniques developed and used in [A. Klein, P. Spreij, An explicit expression for the Fisher information matrix of a multiple time series process, Linear Algebra Appl. 417 (2006) 140–149] are applied
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
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