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QuickMMCTest -- Quick Multiple Monte Carlo Testing  [PDF]
Axel Gandy,Georg Hahn
Statistics , 2014,
Abstract: Multiple hypothesis testing is widely used to evaluate scientific studies involving statistical tests. However, for many of these tests, p-values are not available and are thus often approximated using Monte Carlo tests such as permutation tests or bootstrap tests. This article presents a simple algorithm based on Thompson Sampling to test multiple hypotheses. It works with arbitrary multiple testing procedures, in particular with step-up and step-down procedures. Its main feature is to sequentially allocate Monte Carlo effort, generating more Monte Carlo samples for tests whose decisions are so far less certain. A simulation study demonstrates that for a low computational effort, the new approach yields a higher power and a higher degree of reproducibility of its results than previously suggested methods.
GROTESQUE: Noisy Group Testing (Quick and Efficient)  [PDF]
Sheng Cai,Mohammad Jahangoshahi,Mayank Bakshi,Sidharth Jaggi
Computer Science , 2013,
Abstract: Group-testing refers to the problem of identifying (with high probability) a (small) subset of $D$ defectives from a (large) set of $N$ items via a "small" number of "pooled" tests. For ease of presentation in this work we focus on the regime when $D = \cO{N^{1-\gap}}$ for some $\gap > 0$. The tests may be noiseless or noisy, and the testing procedure may be adaptive (the pool defining a test may depend on the outcome of a previous test), or non-adaptive (each test is performed independent of the outcome of other tests). A rich body of literature demonstrates that $\Theta(D\log(N))$ tests are information-theoretically necessary and sufficient for the group-testing problem, and provides algorithms that achieve this performance. However, it is only recently that reconstruction algorithms with computational complexity that is sub-linear in $N$ have started being investigated (recent work by \cite{GurI:04,IndN:10, NgoP:11} gave some of the first such algorithms). In the scenario with adaptive tests with noisy outcomes, we present the first scheme that is simultaneously order-optimal (up to small constant factors) in both the number of tests and the decoding complexity ($\cO{D\log(N)}$ in both the performance metrics). The total number of stages of our adaptive algorithm is "small" ($\cO{\log(D)}$). Similarly, in the scenario with non-adaptive tests with noisy outcomes, we present the first scheme that is simultaneously near-optimal in both the number of tests and the decoding complexity (via an algorithm that requires $\cO{D\log(D)\log(N)}$ tests and has a decoding complexity of {${\cal O}(D(\log N+\log^{2}D))$}. Finally, we present an adaptive algorithm that only requires 2 stages, and for which both the number of tests and the decoding complexity scale as {${\cal O}(D(\log N+\log^{2}D))$}. For all three settings the probability of error of our algorithms scales as $\cO{1/(poly(D)}$.
H. Skorohod
Information Technologies and Learning Tools , 2011,
Abstract: Introduction of the module-rating system of evaluation of quality of preparation of students of higher educational establishment entailed the considerable increase of charges of teacher’s time on implementation of organizational work. At such circumstances it is necessary to support the introduction in the educational process not only software, which promotes the level of mastering of knowledge’s and skills of practical activity of students, but also appendixes, for providing of rise of efficiency and comfort terms of activity of teacher. For the decision of this problem the system of support of decision making "Estimation and system logical analysis of quality of preparation of specialists of sphere of engineering and technologies" is offered by the author of the article (Helen N. Skorohod), above all setting of which – it is automation of conservative labor of teacher and providing of effective decision making by him. Введення модульно-рейтингово системи оц нювання якост п дготовки студент в вищого навчального закладу спричинило значне зб льшення витрат часу викладача на виконання орган зац йно роботи. За таких обставин необх дно сприяти введенню в навчально-виховний процес не т льки програмного забезпечення, яке п двищу р вень засво ння знань та навичок практично д яльност студент в, але й додатки для забезпечення п двищення ефективност та комфортних умов д яльност викладача. Для вир шення ц проблеми автором статт запропоновано систему п дтримки прийняття р шень "Оц нка та системолог чний анал з якост п дготовки фах вц в сфери нженер та технолог й", головне призначення яко – це автоматизац я рутинно прац викладача та забезпечення прийняття ним ефективних р шень.
On the Chernoff bound for efficiency of quantum hypothesis testing  [PDF]
Vladislav Kargin
Mathematics , 2003,
Abstract: The paper estimates the Chernoff rate for the efficiency of quantum hypothesis testing. For both joint and separable measurements, approximate bounds for the rate are given if both states are mixed and exact expressions are derived if at least one of the states is pure. The efficiency of tests with separable measurements is found to be close to the efficiency of tests with joint measurements. The results are illustrated by a test of quantum entanglement.
Genetic variability and efficiency of DNA microsatellite markers for paternity testing in horse breeds from the Brazilian Marajó archipelago
Reis, Sávio P.;Gon?alves, Evonnildo C.;Silva, Artur;Schneider, Maria P.C.;
Genetics and Molecular Biology , 2008, DOI: 10.1590/S1415-47572008000100014
Abstract: in this study, 15 microsatellite dna loci used in comparative tests by the international society for animal genetics were applied to the evaluation of genetic diversity and management, and the efficiency of paternity testing in marajoara horses and puruca ponies from the marajó archipelago. based on the genotyping of 93 animals, mean allelic diversity was estimated as 9.14 and 7.00 for the marajoara and puruca breeds, respectively. while these values are similar to those recorded in most european breeds, mean levels of heterozygosity were much lower (marajoara 49%, puruca 40%), probably as a result of high levels of inbreeding in the marajó populations. the mean informative polymorphic content of this 15-marker system was over 50% in both breeds, and was slightly higher in the marajoara horses. the discriminative power and exclusion probabilities derived from this system were over 99% for both populations, emphasizing the efficacy of these markers for paternity testing and genetic management in the two breeds.
Crowdsourcing for Usability Testing  [PDF]
Di Liu,Matthew Lease,Rebecca Kuipers,Randolph Bias
Computer Science , 2012,
Abstract: While usability evaluation is critical to designing usable websites, traditional usability testing can be both expensive and time consuming. The advent of crowdsourcing platforms such as Amazon Mechanical Turk and CrowdFlower offer an intriguing new avenue for performing remote usability testing with potentially many users, quick turn-around, and significant cost savings. To investigate the potential of such crowdsourced usability testing, we conducted two similar (though not completely parallel) usability studies which evaluated a graduate school's website: one via a traditional usability lab setting, and the other using crowdsourcing. While we find crowdsourcing exhibits some notable limitations in comparison to the traditional lab environment, its applicability and value for usability testing is clearly evidenced. We discuss both methodological differences for crowdsourced usability testing, as well as empirical contrasts to results from more traditional, face-to-face usability testing.
Establishment of the serologic testing algorithm for recent human immunodeficiency virus (HIV) seroconversion (STARHS) strategy in the city of S?o Paulo, Brazil
Kallas, Esper Georges;Bassichetto, Katia Cristina;Oliveira, Solange Maria;Goldenberg, Ieda;Bortoloto, Reginaldo;Moreno, Diva Maria Faleiros C.;Kanashiro, Cecilia;Chaves, Mariana Mellilo Sauer;Sucupira, Maria Cecilia A.;Diniz, Aparecido;Mesquita, Fabio C.;
Brazilian Journal of Infectious Diseases , 2004, DOI: 10.1590/S1413-86702004000600003
Abstract: several strategies aim at characterizing the aids epidemic in different parts of the world. among these, the identification of recent hiv-1 infections using the recently described serologic testing algorithm for recent human immunodeficiency virus (hiv) seroconversion (starhs) strategy was employed in four testing sites of the city of s?o paulo public health department (cspphd). those identified as recently infected were invited to participate in a prospective clinical and laboratory evaluation study. we describe the establishment of the patient identification network and the success in enrolling the participants, as well as their clinical and laboratory characteristics. from may to december 2002, 6,443 persons were tested for hiv in the four participating sites, of whom 384 (5.96%) tested hiv-1 positive; 43 (11.2%) of them were identified as recently infected. twenty-two were successfully enrolled in the follow-up study, but three of them did not meet clinical and/or laboratory criteria for recent hiv-1 infection. after these exclusions, the laboratory findings revealed a median cd4+ t lymphocyte count of 585 cells/ml (inter-quartile range 25-75% [iqr], 372-754), a cd8+ t lymphocyte count of 886 cells/ml (iqr, 553-1098), a viral load of 11,000 hiv-rna copies/ml (iqr, 3,650-78,150), log10 of 4.04 (iqr 3.56-4.88). the identification of recent hiv infections is an extremely valuable way to evaluate the spread of the virus in a given population, especially when cohort studies, considered the gold standard method to evaluate incidence, are not available. this work demonstrated that establishing a network to identify such patients is a feasible task, even considering the difficulties in a large, resource-limited country or city.
Testing the Weak Form Efficiency of Palestine Exchange
Sami N. M. Abushammala
International Journal of Economics and Finance , 2011, DOI: 10.5539/ijef.v3n6p244
Abstract: Although the Palestine Exchange (PEX) is an emerging market, it proved its excellence to many of the financial markets in the Middle East. Because of the importance of the market efficiency, it is necessary to be tested in order to be sure of equivalent chances. In this research, the Researcher tested the efficiency by using the daily prices at the period from January 1st, 2007 to December 31st, 2010. The research aims to test the efficiency of (PEX) to make sure that all investors have the same chances in profit taking, and to research the stationary and random walk of PEX Indices. It covered the daily prices of general index in addition to Al-Quds index, also to increase the accuracy of the results, the Researcher tested efficiency of the main sectors Indices of (PEX) is (industry, banking, insurance, services, and investment). The Researcher through statistical measures; Agument Dickey fuller (ADF), the Phillips Perron (PP), and the Kwiatkoowski-Phillips-Schmidt-Shin (KPSS) proved the inefficiency of the (PEX) in the weak level, which means the possibility of taking advantage of technical analysis to be able to predict future prices by extrapolating the past prices.
Testing the Weak Form Efficiency of Karachi Stock Exchange  [PDF]
Muhammad Arshad Haroon
Pakistan Journal of Commerce and Social Sciences , 2012,
Abstract: In an efficient market, share prices reflect all available information. The study of efficient market hypothesis helps to take right decisions related to investments. In this research,weak form efficiency has been tested of Karachi Stock Exchange—KSE covering the period of 2nd November 1991 to 2nd November 2011. Descriptive statistics indicated the absence of weak form efficiency while results of non-parametric tests, showed consistency as well. We employed non-parametric tests were KS Goodness-of-Fit test,run test and autocorrelation test to find out serial independency of the data. Results prove that KSE is not weak-form-efficient. This happens because KSE is an emerging market and there, it has been observed that information take time to be processed. Thus it can besaid that technical analysis may be applied to gain abnormal returns.
Testing the Informational Efficiency on the Romanian Financial Market
Bogdan Dima,Marilen Pirtea,Aurora Murgea
Theoretical and Applied Economics , 2006,
Abstract: The classical models of portfolio selection could not be applied on a market were the efficient market hypothesis is not valid (at least in a “weak” sense). The aim of this paper is to enlighten the difficulties of portfolio construction in a financial market with institutional and structural deficiencies, like the Romanian one, and to propose an alternative approach to the problem. The main features of our analysis are: 1) an empirical test for the efficient market hypothesis in the Romanian financial market case; 2) a critical distinction between the concept of “risk” and the concept of “incertitude”; 3) the use of the individual yield/risk ratio versus the market one as a selection variable; 4) the renouncement at the use in the selection procedure of an “non-risky” asset; 5) an example of the proposed selection procedure. The output of this approach could be resumed by the thesis that, even in a situation when the financial market is affected by severe disfunctions, there is a possibility to build an “optimal” portfolio based on a yield-risk arbitrage inside an efficiency frontier and to obtain a “good” schema of an financial placement, in spite of the limited possibilities for a efficient portfolio management.
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