| 1. |
- Bring, Johan, et al.
(författare)
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Three Points for a Win in Soccer : Is It Fair?
- 2011
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Ingår i: CHANCE. - : Springer. - 0933-2480 .- 1867-2280. ; 24:3, s. 47-53
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Tidskriftsartikel (refereegranskat)abstract
- Most sports have to change their rules and scoring systems once in a while to adapt to external changes or improve the quality of their sport. The driving force behind many changes has been an attempt to make the games more exciting and suitable for television broadcasting.For example, in April 2009, the World Squash Federation changed the rules in squash so points are awarded in every rally (ball played), compared to the traditional rules in which players only could score a point in their own serve.
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| 2. |
- Häggkvist, Roland, et al.
(författare)
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Orthogonal Latin Rectangles
- 2008
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Ingår i: Combinatorics, probability & computing. - Cambridge : Cambridge University Press. - 0963-5483 .- 1469-2163. ; 17:4, s. 519-536
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Tidskriftsartikel (refereegranskat)abstract
- We use a greedy probabilistic method to prove that, for every ε > 0, every m × n Latin rectangle on n symbols has an orthogonal mate, where m = (1 − ε)n. That is, we show the existence of a second Latin rectangle such that no pair of the mn cells receives the same pair of symbols in the two rectangles.
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| 3. |
- Jia, Tao, 1983-, et al.
(författare)
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An empirical study on human mobility and its agent-based modeling
- 2012
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Ingår i: Journal of Statistical Mechanics. - Bristol : Institute of Physics Publishing (IOPP). - 1742-5468.
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Tidskriftsartikel (refereegranskat)abstract
- This paper aims to analyze the GPS traces of 258 volunteers for a better understanding of both the human mobility patterns and the mechanism. We report the regular and scaling properties of human mobility from several aspects, and importantly we find its levy flight characteristic which is consistent with the previous studies. We further assume two factors that may govern the levy flight property: (1) the scaling and hierarchical properties of the purpose clusters which serve as the underlying spatial structure, and (2) the individual preferential behavior. To verify the assumptions, we implement an agent-based model with the two factors, and the simulated agents indeed reproduce the same levy flight pattern as the observed one. In order to enable the model to reproduce more mobility patterns, we add the model a third factor, the jumping factor which means the probability that one person may cancel the regular mobility schedule and visit a random place. With this factor, our model could cover a relatively wide range of human mobility patterns with exponent values from 1.55 to 2.05.
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| 4. |
- Sundgren, David, 1967-, et al.
(författare)
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Shifted Dirichlet Distributions as Second-Order Probability Distributions that Factors into Marginals
- 2009
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Ingår i: Proceedings of the Sixth International Symposiumon Imprecise Probability. - : SIPTA. ; , s. 405-410, s. 405-+, s. 405-410
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Konferensbidrag (refereegranskat)abstract
- In classic decision theory it is assumed that a decisionmaker can assign precise numerical values corresponding to the true value of each consequence, as well as precise numerical probabilities for their occurrences. In attempting to address real-life problems, where uncertainty in the input data prevails, some kind of representation of imprecise information is important. Second-order distributions, probability distributions over probabilities, is one way to achieve such a representation. However, it is hard to intuitively understand statements in a multi-dimensional space and user statements must be provided more locally. But the information-theoretic interplay between joint and marginal distributions may give rise to unwanted effects on the global level. We consider this problem in a setting of second-order probability distributions and find a family of distributions that normalised over the probability simplex equals its own product of marginals. For such distributions, there is no flow of information between the joint distributions and the marginal distributions other than the trivial fact that the variables belong to the probability simplex.
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| 5. |
- Johansson, Anders, 1960-, et al.
(författare)
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Phase transitions in long-range Ising models and an optimal condition for factors of g-measures
- 2019
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Ingår i: Ergodic Theory and Dynamical Systems. - : Cambridge University Press. - 0143-3857 .- 1469-4417. ; 39:5, s. 1317-1330
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Tidskriftsartikel (refereegranskat)abstract
- We weaken the assumption of summable variations in a paper by Verbitskiy [On factors of g-measures. Indag. Math. (N.S.) 22 (2011), 315-329] to a weaker condition, Berbee's condition, in order for a one-block factor (a single-site renormalization) of the full shift space on finitely many symbols to have a g-measure with a continuous g-function. But we also prove by means of a counterexample that this condition is (within constants) optimal. The counterexample is based on the second of our main results, where we prove that there is a critical inverse temperature in a one-sided long-range Ising model which is at most eight times the critical inverse temperature for the (two-sided) Ising model with long-range interactions.
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| 6. |
- Johansson, Anders, 1960-, et al.
(författare)
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Unique Bernoulli g-measures
- 2012
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Ingår i: Journal of the European Mathematical Society (Print). - : European Mathematical Society Publishing House. - 1435-9855 .- 1435-9863. ; 14:5, s. 1599-1615
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Tidskriftsartikel (refereegranskat)abstract
- We improve and subsume the conditions of Johansson and O¨ berg [18] and Berbee [2]for uniqueness of a g-measure, i.e., a stationary distribution for chains with complete connections.In addition, we prove that these unique g-measures have Bernoulli natural extensions. In particular,we obtain a unique g-measure that has the Bernoulli property for the full shift on finitely manystates under any one of the following additional assumptions.(1)P1n=1(varn log g)2 < 1,(2) For any fixed ✏ > 0,P1n=1 e−(1/2+✏)(var1 log g+···+varn log g) = 1,(3) varn log g = o(1/pn) as n!1.That the measure is Bernoulli in the case of (1) is new. In (2) we have an improved version ofBerbee’s [2] condition (concerning uniqueness and Bernoullicity), allowing the variations of log gto be essentially twice as large. Finally, (3) is an example that our main result is new both foruniqueness and for the Bernoulli property.We also conclude that we have convergence in the Wasserstein metric of the iterates of theadjoint transfer operator to the g-measure.
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| 7. |
- Brandt, S. Anders, 1970-
(författare)
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Modeling and visualizing uncertainties of flood boundary delineation : algorithm for slope and DEM resolution dependencies of 1D hydraulic models
- 2016
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Ingår i: Stochastic environmental research and risk assessment (Print). - : Springer. - 1436-3240 .- 1436-3259. ; 30:6, s. 1677-1690
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Tidskriftsartikel (refereegranskat)abstract
- As flood inundation risk maps have become a central piece of information for both urban and risk management planning, also a need to assess the accuracies and uncertainties of these maps has emerged. Most maps show the inundation boundaries as crisp lines on visually appealing maps, whereby many planners and decision makers, among others, automatically believe the boundaries are both accurate and reliable. However, as this study shows, probably all such maps, even those that are based on high-resolution digital elevation models (DEMs), have immanent uncertainties which can be directly related to both DEM resolution and the steepness of terrain slopes perpendicular to the river flow direction. Based on a number of degenerated DEMs, covering areas along the Eskilstuna River, Sweden, these uncertainties have been quantified into an empirically-derived disparity distance equation, yielding values of distance between true and modeled inundation boundary location. Using the inundation polygon, the DEM, a value representing the DEM resolution, and the desired level of confidence as inputs in a new-developed algorithm that utilizes the disparity distance equation, the slope and DEM dependent uncertainties can be directly visualized on a map. The implications of this strategy should benefit planning and help reduce high costs of floods where infrastructure, etc., have been placed in flood-prone areas without enough consideration of map uncertainties.
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| 8. |
- Bring, Johan, et al.
(författare)
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Measuring gait – how the choice of measure can affect the statistical results and the clinical interpretation
- 2017
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Ingår i: European Journal of Physiotherapy. - : Informa UK Limited. - 2167-9169 .- 2167-9177. ; 19:1, s. 8-12
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Tidskriftsartikel (refereegranskat)abstract
- Aims: The aim of this study was to illustrate how the choice of gait measure could affect the statistical analysis of data and the resulting clinical conclusions.Methodology: A descriptive design in which the results from different tests from 10 patients with normal pressure hydrocephalus illustrates the potential to generate different clinical conclusions.Major findings and principal conclusion: The results illustrate how the choice of measure can affect the statistical results and the clinical interpretation of a study. It is possible to have the paradoxical situation in which one group has a better walking ability if the variable speed is used but the other group has a better walking ability if the variable time is used. An important message is that the choice of measurement and the transformation of data are not primarily statistical issues. If the statistical results are to be useful for clinical decisions, the variables used must be directly related to the utility for the subjects. An understanding of the clinical relevance of different outcomes is required. The distinction between when numbers are purely descriptive and when numbers represent a valuation is subtle and difficult to comprehend.
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| 9. |
- Farahbakhsh Touli, Elena, 1990-, et al.
(författare)
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Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market
- 2024
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Ingår i: Computational Economics. - : Springer. - 0927-7099 .- 1572-9974.
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Tidskriftsartikel (refereegranskat)abstract
- In this paper, two approaches for measuring the distance between stock returns and the network connectedness are presented that are based on the Pearson correlation coefficient dissimilarity and the generalized variance decomposition dissimilarity. Using these two procedures, the center of the network is determined. Also, hierarchical clustering methods are used to divide the dense networks into sparse trees, which provide us with information about how the companies of a financial market are related to each other. We implement the derived theoretical results to study the dynamic connectedness between the companies in the Swedish capital market by considering 28 companies included in the determination of the market index OMX30. The network structure of the market is constructed using different methods to determine the distance between the companies. We use hierarchical clustering methods to find the relation among the companies in each window. Next, we obtain a one-dimensional time series of the distances between the clustering trees that reflect the changes in the relationship between the companies in the market over time. The method from statistical process control, namely the Shewhart control chart, is applied to those time series to detect abnormal changes in the financial market.
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| 10. |
- Grek, Åsa, 1989-, et al.
(författare)
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An Inductive Approach to Quantitative Methodology—Application of Novel Penalising Models in a Case Study of Target Debt Level in Swedish Listed Companies
- 2024
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Ingår i: Journal of Risk and Financial Management. - Basel : MDPI. - 1911-8074. ; 17:5
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Tidskriftsartikel (refereegranskat)abstract
- This paper proposes a method for conducting quantitative inductive research on survey data when the variable of interest follows an ordinal distribution. A methodology based on novel and traditional penalising models is described. The main aim of this study is to pedagogically present the method utilising the new penalising methods in a new application. A case was employed to outline the methodology. The case aims to select explanatory variables correlated with the target debt level in Swedish listed companies. The survey respondents were matched with accounting information from the companies’ annual reports. However, missing data were present: to fully utilise penalising models, we employed classification and regression tree (CART)-based imputations by multiple imputations chained equations (MICEs) to address this problem. The imputed data were subjected to six penalising models: grouped multinomial lasso, ungrouped multinomial lasso, parallel element linked multinomial-ordinal (ELMO), semi-parallel ELMO, nonparallel ELMO, and cumulative generalised monotone incremental forward stagewise (GMIFS). While the older models yielded several explanatory variables for the hypothesis formation process, the new models (ELMO and GMIFS) identified only one quick asset ratio. Subsequent testing revealed that this variable was the only statistically significant variable that affected the target debt level. © 2024 by the authors.
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