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排序方式: 共有141条查询结果,搜索用时 18 毫秒
1.
Summary The paper deals with missing data and forecasting problems in multivariate time series making use of the Common Components
Dynamic Linear Model (DLMCC), presented in Quintana (1985), and West and Harrison (1989).
Some results are presented and discussed: exploiting the correlation between series, estimated by the DLMCC, the paper shows
as it is possible to update state vector posterior distributions for the unobserved series. This is realized on the base of
the updating of the observed series state vectors, for which the usual Kalman filter equations can be applied.
An application concerning some Italian private consumption series provides an example of the model capabilities. 相似文献
2.
Fabio Corradi Giampietro Lago Federico M. Stefanini 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》2003,166(3):425-440
Summary. The evaluation of nuclear DNA evidence for identification purposes is performed here taking account of the uncertainty about population parameters. Graphical models are used to detail the hypotheses being debated in a trial with the aim of obtaining a directed acyclic graph. Graphs also clarify the set of evidence that contributes to population inferences and they also describe the conditional independence structure of DNA evidence. Numerical illustrations are provided by re-examining three case-studies taken from the literature. Our calculations of the weight of evidence differ from those given by the authors of case-studies in that they reveal more conservative values. 相似文献
3.
Orsenigo Luigi Pammolli Fabio Riccaboni Massimo Bonaccorsi Andrea Turchetti Giuseppe 《Journal of Management and Governance》1997,1(2):147-175
The paper moves a step forward in the direction of establishing a connection between the structure and evolution of knowledge
bases and the structure and evolution of organizational forms in innovative activities in a science-intensive industry. The
paper has an explicit focus on the dynamics of the network of collaborative agreements in R&D in the pharma/biotech industry
after the “molecular biology revolution”. Using a comprehensive dataset, built by the authors integrating several sources
in the industry, the dynamics of the network over time is extensively analyzed. With regards to network structure, it is found
that, while the size of the network increases over time due to net flows of entry, its topological properties remain relatively
unchanged. The evolution of the network has occurred without relevant deformations in the core-periphery profile. With regards
to age-dependent propensity to collaborate, the paper finds that the extent of inter-generational collaboration is much more
significant than intra-generational collaboration. In addition, the propensity of firms of a given generation to enter into
collaboration with firms of a different generation increases with the distance between the two, while the total number of
intra-generational collaborations decreases over time and, moreover, tends to decrease for most recent generations. In the
paper a unitary and coherent explanation of the evidence is developed, coming to reveal the existence of a striking isomorphism
between structural properties of the dynamics of knowledge and of the evolution of network structure.
This revised version was published online in July 2006 with corrections to the Cover Date. 相似文献
4.
Fabio Divino Arnoldo Frigessi & Peter J. Green 《Scandinavian Journal of Statistics》2000,27(3):445-458
Given spatially located observed random variables ( x , z = {( x i , z i )} i , we propose a new method for non-parametric estimation of the potential functions of a Markov random field p ( x | z ), based on a roughness penalty approach. The new estimator maximizes the penalized log-pseudolikelihood function and is a natural cubic spline. The calculations involved do not rely on Monte Carlo simulation. We suggest the use of B-splines to stabilize the numerical procedure. An application in Bayesian image reconstruction is described. 相似文献
5.
Lorenza Campagnolo Carlo Carraro Fabio Eboli Luca Farnia Ramiro Parrado Roberta Pierfederici 《Social indicators research》2018,136(1):73-116
This paper describes the methodology and main results from an overall assessment on future achievement of sustainable development goals. The proposed approach consists of a model-based, looking forward composite sustainable development index—FEEM sustainability index—projected to the future. It represents a first experiment to reproduce the future dynamics of sustainable development indicators over time and worldwide and to assess future sustainability under different scenarios. The assessment presented here is relevant under different viewpoints. First, it has a very broad nature in terms of both geographical coverage and meaningfulness: it considers the multi-dimensional structure of sustainable development by combining relevant indicators belonging to economic, social and environmental pillars for the whole world. Second, the modelling framework to compute future trends of indicators relies upon a recursive-dynamic computable general equilibrium model. This is an ideal tool to look simultaneously at the development of many indicators, their potential interactions and trade-offs, and more in general to the consequences of economic development and/or policies aiming to increase performance in one or more indicators; it allows measuring the overall sustainability under alternative scenarios, across countries and over time. Finally, regarding the construction of the composite indicator, the application of fuzzy measures and Choquet integral increases substantially the model capability allowing taking into account the interactions that exist among the three main pillars of sustainability and the considered indicators. 相似文献
6.
Erich?Battistin Fabio?Buttignon Marco?VedovatoEmail author 《Journal of Management and Governance》2017,21(3):659-684
This paper adds to the literature on the determinants of the effects of private equity (PE) investments. Using an original dataset of 191 target firms in Italy, we study the effects on performance and governance of the stakes acquired by the PE investor. We employ a difference-in-differences approach and compare target and control firms sharing similar characteristics and performance in the years preceding the deal. We find that PE investment has a positive effect on profitability, sales, and employment; these effects are larger for minority investments. We argue that this signals effective governance that follows from complementing rather than substituting incumbent managers in minority investments. 相似文献
7.
8.
We study interdependent risks in security, and shed light on the economic and policy implications of increasing security interdependence in presence of reactive attackers. We investigate the impact of potential public policy arrangements on the security of a group of interdependent organizations, namely, airports. Focusing on security expenditures and costs to society, as assessed by a social planner, to individual airports and to attackers, we first develop a game-theoretic framework, and derive explicit Nash equilibrium and socially optimal solutions in the airports network. We then conduct numerical experiments mirroring real-world cyber scenarios, to assess how a change in interdependence impact the airports' security expenditures, the overall expected costs to society, and the fairness of security financing. Our study provides insights on the economic and policy implications for the United States, Europe, and Asia. 相似文献
9.
Fabio Lopez Chiara Di Bartolo Tommaso Piazza Antonino Passannanti Jörg C. Gerlach Bruno Gridelli Fabio Triolo 《Risk analysis》2010,30(12):1857-1871
International regulatory authorities view risk management as an essential production need for the development of innovative, somatic cell‐based therapies in regenerative medicine. The available risk management guidelines, however, provide little guidance on specific risk analysis approaches and procedures applicable in clinical cell therapy manufacturing. This raises a number of problems. Cell manufacturing is a poorly automated process, prone to operator‐introduced variations, and affected by heterogeneity of the processed organs/tissues and lot‐dependent variability of reagent (e.g., collagenase) efficiency. In this study, the principal challenges faced in a cell‐based product manufacturing context (i.e., high dependence on human intervention and absence of reference standards for acceptable risk levels) are identified and addressed, and a risk management model approach applicable to manufacturing of cells for clinical use is described for the first time. The use of the heuristic and pseudo‐quantitative failure mode and effect analysis/failure mode and critical effect analysis risk analysis technique associated with direct estimation of severity, occurrence, and detection is, in this specific context, as effective as, but more efficient than, the analytic hierarchy process. Moreover, a severity/occurrence matrix and Pareto analysis can be successfully adopted to identify priority failure modes on which to act to mitigate risks. The application of this approach to clinical cell therapy manufacturing in regenerative medicine is also discussed. 相似文献
10.
Threshold‐free estimation of functional antibody titers of a group B streptococcus opsonophagocytic killing assay 下载免费PDF全文
Luca Moraschini Irene Passalacqua Monica Fabbrini Immaculada Margarit Y Ros Fabio Rigat 《Pharmaceutical statistics》2015,14(3):189-197
Opsonophagocytic killing assays (OPKA) are routinely used for the quantification of bactericidal antibodies in blood serum samples. Quantification of the OPKA readout, the titer, provides the basis for the statistical analysis of vaccine clinical trials having functional immune response endpoints. Traditional OPKA titers are defined as the maximum serum dilution yielding a predefined bacterial killing threshold value, and they are estimated by fitting a dose‐response model to the dilution‐killing curve. This paper illustrates a novel definition of titer, the threshold‐free titer, which preserves biological interpretability while not depending on any killing threshold or on a postulated shape of the dose‐response curve. These titers are shown to be more precise than the traditional threshold‐based titers when using simulated and experimental group B streptococcus OPKA experimental data. Also, titer linearity is shown to be not measurable when using threshold‐based titers, whereas it becomes measurable using threshold‐free titers. The biological interpretability and operational characteristics demonstrated here indicate that threshold‐free titers are an appropriate tool for the routine analysis of OPKA data. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献