4.4 Article

The Dagum family of isotropic correlation functions

期刊

BERNOULLI
卷 14, 期 4, 页码 1134-1149

出版社

INT STATISTICAL INST
DOI: 10.3150/08-BEJ139

关键词

Bernstein function; completely monotonic function; Dagum family; isotropy; logarithmically completely monotonic function; Stieltjes transform

资金

  1. Spanish Ministry of Science and Education [MTM2007-62923]

向作者/读者索取更多资源

A function rho: [0, infinity) -> (0, 1] is a completely monotonic function if and only if rho(||x||(2)) is positive definite on R-d for all d and thus it represents the correlation function of a weakly stationary and isotropic Gaussian random field. Radial positive definite functions are also of importance as they represent characteristic functions of spherically symmetric probability distributions. In this paper, we analyze the function rho(beta, gamma)(x) = 1 - (x(beta)/1+x(beta))(gamma), x >= 0, beta, gamma > 0, called the Dagum function, and show those ranges for which this function is completely monotonic, that is, positive definite, on any d-dimensional Euclidean space. Important relations arise with other families of completely monotonic and logarithmically completely monotonic functions.

作者

我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。

评论

主要评分

4.4
评分不足

次要评分

新颖性
-
重要性
-
科学严谨性
-
评价这篇论文

推荐

Article Statistics & Probability

A Bayesian Spatial Analysis of the Heterogeneity in Human Mobility Changes During the First Wave of the COVID-19 Epidemic in the United States

Giulia Carella, Javier Perez Trufero, Miguel Alvarez, Jorge Mateu

Summary: The study found that during the COVID-19 pandemic, counties with wealthier families, lower population density, higher proportion of elderly residents, and lower proportion of Hispanic population experienced larger drops in workplace mobility. In the early stages of the pandemic, socioeconomic and demographic factors explained a significant portion of the variance in mobility changes, but this explanation decreased in the recovery phase.

AMERICAN STATISTICIAN (2022)

Article Engineering, Environmental

A stochastic Bayesian bootstrapping model for COVID-19 data

Julia Calatayud, Marc Jornet, Jorge Mateu

Summary: This study presents a stochastic modeling framework for the incidence of COVID-19 in Castilla-Leon (Spain), taking into account the variability in daily reported cases. The framework utilizes generalized logistic growth curves to model the four waves of the pandemic and infers the probability distributions of the input parameters using a Bayesian bootstrap procedure. Results show that this framework provides a more accurate estimation of COVID-19 cases compared to deterministic formulation.

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT (2022)

Article Statistics & Probability

Assessing similarities between spatial point patterns with a Siamese neural network discriminant model

Abdollah Jalilian, Jorge Mateu

Summary: This paper introduces a method using deep convolutional neural networks and a Siamese framework to distinguish structural differences between spatial point patterns. The adequacy and generality of this method is demonstrated through simulation study and data analysis.

ADVANCES IN DATA ANALYSIS AND CLASSIFICATION (2023)

Article Statistics & Probability

Nonparametric Testing of the Dependence Structure Among Points-Marks-Covariates in Spatial Point Patterns

Jiri Dvorak, Tomas Mrkvicka, Jorge Mateu, Jonatan A. Gonzalez

Summary: We investigate a testing method for the hypothesis of independence between a covariate and the marks in a marked point process. We propose to study the complete dependence structure in the triangle points-marks-covariates together and use a new variance correction approach for the tests. Simulation studies and real applications are conducted to demonstrate the performance of the methods.

INTERNATIONAL STATISTICAL REVIEW (2022)

Article Social Sciences, Mathematical Methods

Multivariate hierarchical analysis of car crashes data considering a spatial network lattice

Andrea Gilardi, Jorge Mateu, Riccardo Borgoni, Robin Lovelace

Summary: This paper demonstrates a network lattice approach for identifying road segments of particular concern and proposes a novel procedure to investigate the presence of MAUP on a network lattice. The results highlight roads that are more prone to collisions in the north-west and south of the city center.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY (2022)

Article Ecology

Nearest neighbour distance matching Leave-One-Out Cross-Validation for map validation

Carles Mila, Jorge Mateu, Edzer Pebesma, Hanna Meyer

Summary: This study proposes a new cross-validation strategy that takes into account the geographical prediction space and compares it with other established methods. The new method, called NNDM LOO CV, provides reliable estimates in all scenarios considered. The existing methods, LOO and bLOO CV, have limitations and only provide accurate estimates in certain situations. Therefore, considering the geographical prediction space is essential when designing map validation methods.

METHODS IN ECOLOGY AND EVOLUTION (2022)

Article Statistics & Probability

Spatio-temporal modeling of traffic accidents incidence on urban road networks based on an explicit network triangulation

Somnath Chaudhuri, Pablo Juan, Jorge Mateu

Summary: Using accident records in an urban environment, this study develops a spatio-temporal model to predict the number of traffic collisions and generate risk maps for the entire road network. The use of SPDE network triangulation to estimate spatial autocorrelation on a linear network is a novel approach. The resulting risk maps offer valuable information for accident prevention and interdisciplinary road safety measures.

JOURNAL OF APPLIED STATISTICS (2023)

Article Mathematics

Self-adjoint operators associated with Hankel moment matrices

Christian Berg, Ryszard Szwarc

Summary: This paper investigates the closable Hankel forms associated with the moments of a positive measure with infinite support on the real line. It provides a new proof for the closure description based on moment considerations. The main focus is on describing the self-adjoint Hankel operators associated with closed Hankel forms in the Hilbert space of square summable sequences, considering different cases of the moment sequence.

JOURNAL OF FUNCTIONAL ANALYSIS (2022)

Article Engineering, Environmental

Modeling noisy time-series data of crime with stochastic differential equations

Julia Calatayud, Marc Jornet, Jorge Mateu

Summary: In this study, we developed and calibrated stochastic continuous models to capture crime dynamics in the city of Valencia, Spain. By decomposing the monthly time series into trend and seasonal components, we modeled the former using geometric Brownian motions and the latter using randomly perturbed sine-cosine waves. The models, although simple, demonstrated high ability to simulate real data and showed promising potential for identifying crimes-interaction and short-term predictive policing.

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT (2023)

Article Mathematics, Applied

Spatial modeling of crime dynamics: Patch and reaction-diffusion compartmental systems

Julia Calatayud, Marc Jornet, Jorge Mateu

Summary: We study the dynamics of abstract models for crime evolution, taking into account participation in crime and incarceration. Individuals transition between three segments, and crime is viewed as a social epidemic. The models incorporate spatial variability using discrete and continuous forms of space, and the effect of the basic reproduction number on the long-term dynamics of crime is examined.

MATHEMATICAL METHODS IN THE APPLIED SCIENCES (2023)

Article Engineering, Environmental

Spatio-temporal stochastic differential equations for crime incidence modeling

Julia Calatayud, Marc Jornet, Jorge Mateu

Summary: We propose a methodology for quantitatively fitting and forecasting real spatio-temporal crime data using stochastic differential equations. The study focuses on Valencia, Spain, using 90247 robbery and theft incidents recorded from the 112-emergency phone over eleven years (2010-2020). The incidents are categorized into 26 zip codes, and monthly crime time series are created for each zip code. By modeling the annual trend components using Ito diffusion with correlated noises, this study can simulate spatio-temporal situations and identify risky areas and periods based on present and past data.

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT (2023)

Article Engineering, Environmental

Clustering constrained on linear networks

Asael Fabian Martinez, Somnath Chaudhuri, Carlos Diaz-Avalos, Pablo Juan, Jorge Mateu, Ramses H. Mena

Summary: An unsupervised classification method is proposed for point events occurring on a geometric network. It utilizes the flexibility and practicality of random partition models to discover clustering structures of observations from a specific phenomenon on a given set of edges. By incorporating spatial effects through a random partition distribution induced by a Dirichlet process, the method offers an appealing clustering approach. A Gibbs sampler algorithm is proposed and evaluated with sensitivity analysis. The analysis of crime and violence patterns in Mexico City serves as the motivation and illustration for this proposal.

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT (2023)

Article Computer Science, Interdisciplinary Applications

Bootstrap bandwidth selection for the pair correlation function of inhomogeneous spatial point processes

I. Fuentes-Santos, W. Gonzalez-Manteiga, J. Mateu

Summary: This work focuses on kernel estimation of the pair correlation function (PCF) for inhomogeneous spatial point processes. We propose a bootstrap bandwidth selector based on minimizing the mean integrated squared error (MISE). The variance term is estimated by nonparametric bootstrap, and the bias by a plug-in approach using a pilot estimator of the PCF. Kernel estimators of the PCF also require a pilot estimator of the first-order intensity. We test the performance of the bandwidth selector and the role of the pilot intensity estimator in a simulation study. The bootstrap bandwidth selector is competitive with cross-validation procedures, but the contribution of the bandwidth parameter to the goodness-of-fit of the kernel PCF estimator is minor in comparison with that of the pilot intensity function. The data-based kernel intensity estimator leads to biased kernel PCF estimators, while both kernel and parametric covariate-based intensities provide accurate estimators of the PCF.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (2023)

Article Social Sciences, Mathematical Methods

Measurement error models for spatial network lattice data: Analysis of car crashes in Leeds

Andrea Gilardi, Riccardo Borgoni, Luca Presicce, Jorge Mateu

Summary: In recent years, there have been sophisticated approaches proposed by authors to address road casualties and assist authorities in implementing new policies. These models usually consider socio-economic variables while ignoring the impact of measurement error on statistical inference. This paper presents a Bayesian model that analyzes car crash occurrences at the network-lattice level, accounting for measurement error in spatial covariates. The methodology is demonstrated using collision data from the road network in Leeds (UK) between 2011 and 2019, with traffic volumes approximated from extensive counts collected through mobile devices and adjusted using spatial measurement error correction.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY (2023)

Article Mathematics, Interdisciplinary Applications

A new population model for urban infestations

Julia Calatayud, Marc Jornet, Jorge Mateu, Carla M. A. Pinto

Summary: This study investigates the infestation of rats and cockroaches in Madrid, Spain using differential equation models. Analyzing incidence and seasonal and weather factors is crucial for intervention strategies. The models can be used to predict future infestation dynamics, guiding health policy measures.

CHAOS SOLITONS & FRACTALS (2023)

暂无数据