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Strong Consistency (strong + consistency)
Selected AbstractsIdentification and adaptive control of some stochastic distributed parameter systemsINTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, Issue 6 2001B. Pasik-Duncan Abstract An important class of controlled linear stochastic distributed parameter systems is that with boundary or point control. A survey of some existing adaptive control problems with their solutions for the boundary or the point control of a partially known linear stochastic distributed parameter systems is presented. The distributed parameter system is described by an analytic semigroup with cylindrical white noise and a control that occurs only on the boundary or at discrete points. The unknown parameters in the model appear affinely in both the infinitesimal generator of the semigroup and the linear transformation of the control. The noise in the system is a cylindrical white Gaussian noise. Strong consistency is verified for a family of least-squares estimates of the unknown parameters. For a quadratic cost functional of the state and the control, the certainty equivalence control is self-optimizing, that is the family of average costs converges to the optimal ergodic cost. Copyright © 2001 John Wiley & Sons, Ltd. [source] Least-squares Estimation of an Unknown Number of Shifts in a Time SeriesJOURNAL OF TIME SERIES ANALYSIS, Issue 1 2000Marc Lavielle In this contribution, general results on the off-line least-squares estimate of changes in the mean of a random process are presented. First, a generalisation of the Hajek-Renyi inequality, dealing with the fluctuations of the normalized partial sums, is given. This preliminary result is then used to derive the consistency and the rate of convergence of the change-points estimate, in the situation where the number of changes is known. Strong consistency is obtained under some mixing conditions. The limiting distribution is also computed under an invariance principle. The case where the number of changes is unknown is then addressed. All these results apply to a large class of dependent processes, including strongly mixing and also long-range dependent processes. [source] Multiple states based temporal consistency for dynamic verification of fixed-time constraints in Grid workflow systemsCONCURRENCY AND COMPUTATION: PRACTICE & EXPERIENCE, Issue 7 2007Jinjun Chen Abstract To verify fixed-time constraints in Grid workflow systems, consistency and inconsistency conditions have been defined in conventional verification work. However, with a view of the run-time uncertainty of activity completion duration, we argue that, although the conventional consistency condition is feasible, the conventional inconsistency condition is too restrictive and covers several different states. These states, which are handled conventionally by the same exception handling, should be handled differently for the purpose of cost saving. Therefore, in this paper, we divide conventional inconsistency into weak consistency, weak inconsistency and strong inconsistency and treat conventional consistency as strong consistency. Correspondingly, we develop some algorithms on how to verify them. Based on this, for weak consistency we present a method on how to adjust it to strong consistency by using mean activity time redundancy and temporal dependency between fixed-time constraints. For weak inconsistency, we analyse briefly why it can be handled by simpler and more cost-saving exception handling while for strong inconsistency, the conventional exception handling remains deployed. The final quantitative evaluation demonstrates that our research can achieve better cost-effectiveness than the conventional work. Copyright © 2006 John Wiley & Sons, Ltd. [source] Strongly Consistent Self-Confirming EquilibriumECONOMETRICA, Issue 2 2010Yuichiro Kamada Fudenberg and Levine (1993a) introduced the notion of self-confirming equilibrium, which is generally less restrictive than Nash equilibrium. Fudenberg and Levine also defined a concept of consistency, and claimed in their Theorem 4 that with consistency and other conditions on beliefs, a self-confirming equilibrium has a Nash equilibrium outcome. We provide a counterexample that disproves Theorem 4 and prove an alternative by replacing consistency with a more restrictive concept, which we call strong consistency. In games with observed deviators, self-confirming equilibria are strongly consistent self-confirming equilibria. Hence, our alternative theorem ensures that despite the counterexample, the corollary of Theorem 4 is still valid. [source] Bayesian comparison of test-day models under different assumptions of heterogeneity for the residual variance: the change point technique versus arbitrary intervalsJOURNAL OF ANIMAL BREEDING AND GENETICS, Issue 1 2004P. López-Romero Summary Test-day milk yields from Spanish Holstein cows were analysed with two random regression models based on Legendre polynomials under two different assumptions of heterogeneity of residual variance which aim to describe the variability of temporary measurement errors along days in milk with a reduced number of parameters, such as (i) the change point identification technique with two unknown change points and (ii) using 10 arbitrary intervals of residual variance. Both implementations were based on a previous study where the trajectory of the residual variance was estimated using 30 intervals. The change point technique has been previously implemented in the analysis of the heterogeneity of the residual variance in the Spanish population, yet no comparisons with other methods have been reported so far. This study aims to compare the change point technique identification versus the use of arbitrary intervals as two possible techniques to deal with the characterization of the residual variance in random regression test-day models. The Bayes factor and the cross-validation predictive densities were employed for the model assessment. The two model-selecting tools revealed a strong consistency between them. Both specifications for the residual variance were close to each other. The 10 intervals modelling showed a slightly better performance probably because the change point function overestimates the residual variance values at the very early lactation. Zusammenfassung Testtagsgemelke von Spanischen Holstein-Kühen wurden mittels zweier zufälliger Regressionsmodelle, basierend auf Legendre Polynomen, unter zwei unterschiedlichen Voraussetzungen von Heterogenität der Residualvarianz, untersucht, um die Variabilität der Restvarianz der Milchleistung der Testtage durch so wenig Parameter wie möglich beschreiben zu können: 1) dem Verfahren des Wechsel-Identifikationspunktes mit zwei unbekannten Änderungspunkten und 2) der Verwendung von 10 frei gewählten Intervallen der Residualvarianz. Beide Anwendungen beruhen auf einer vorherigen Untersuchung, in der der Verlauf der Residualvarianz durch die Verwendung von 30 Intervallen geschätzt wurde. Das Wechsel-Identifikationspunkt Verfahren wurde bereits bei der Untersuchung der Residualvarianz in der spanischen Population verwendet, aber das Verfahren wurde noch nicht mit anderen Methoden verglichen. Das Ziel dieser Studie war der Vergleich des Wechsel-Identifikationspunkt Verfahrens mit dem Gebrauch von frei wählbaren Intervallen als zwei Möglichkeiten zur Charakterisierung der Residualvarianz in zufälligen Testtags-Regressionsmodellen. Der Bayes'sche Faktor und die Vorhersage der Vergleichsprüfungsdichten wurden zur Bewertung der Modelle verwandt. Beide Verfahren zeigten eine überzeugende Konsistenz der Modelle und die Beschreibung der Residualvarianzen stimmte in beiden Fällen überein. Die Modellierung mit 10 Intervallen zeigte eine etwas bessere Leistung, möglicherweise weil die Wechsel-Identifikationspunkt Funktion die Residualvarianz in der sehr frühen Laktation überbewertet. [source] Age Estimation Using Thoracic and First Two Lumbar Vertebral Ring Epiphyseal UnionJOURNAL OF FORENSIC SCIENCES, Issue 2 2010Midori Albert Ph.D. Abstract:, Union of the vertebral centra or "ring" epiphyses occurs during adolescence and early adulthood, providing valuable age at death information. We present a system for estimating age based on the timing and pattern of vertebral ring union. Data from 57 known individuals aged 14,27 years were used to establish age ranges for various patterns of union in females and males. Female age ranges were more well defined with less overlap in patterns of union than male age ranges. The age ranges are accompanied by descriptions of the stages of union observed that aid in applying this method. A test of interobserver error in scoring stages of union demonstrated strong consistency among three observers (r = 0.91,0.97). Estimating age by observing all stages documented resulted in 78%, 88%, and 100% accuracies using vertebral data alone. We encourage the continued use of this method, in conjunction with other age indicators. [source] Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processesJOURNAL OF TIME SERIES ANALYSIS, Issue 1 2009Abdelhakim Aknouche Primary: 62F12; Secondary: 62M10, 91B84 Abstract., This article establishes the strong consistency and asymptotic normality (CAN) of the quasi-maximum likelihood estimator (QMLE) for generalized autoregressive conditionally heteroscedastic (GARCH) and autoregressive moving-average (ARMA)-GARCH processes with periodically time-varying parameters. We first give a necessary and sufficient condition for the existence of a strictly periodically stationary solution of the periodic GARCH (PGARCH) equation. As a result, it is shown that the moment of some positive order of the PGARCH solution is finite, under which we prove the strong consistency and asymptotic normality of the QMLE for a PGARCH process without any condition on its moments and for a periodic ARMA-GARCH (PARMA-PGARCH) under mild conditions. [source] NONPARAMETRIC ESTIMATION OF CONDITIONAL CUMULATIVE HAZARDS FOR MISSING POPULATION MARKSAUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, Issue 1 2010Dipankar Bandyopadhyay Summary A new function for the competing risks model, the conditional cumulative hazard function, is introduced, from which the conditional distribution of failure times of individuals failing due to cause,j,can be studied. The standard Nelson,Aalen estimator is not appropriate in this setting, as population membership (mark) information may be missing for some individuals owing to random right-censoring. We propose the use of imputed population marks for the censored individuals through fractional risk sets. Some asymptotic properties, including uniform strong consistency, are established. We study the practical performance of this estimator through simulation studies and apply it to a real data set for illustration. [source] | ||||||||||