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Caution and Gradualism in Monetary Policy Under Uncertainty

Benjamin Martin
2000 Social Science Research Network  
Once a shock is in the system it has a permanent effect on the level of inflation, and the only way to get it out of the system is by using monetary policy.  ...  Notes: Charts 1 and 2 show the impulse responses of the key variables in the model to a one-period positive inflation shock (of magnitude +100 units, measured on the vertical axis).  ...  As T becomes large the fixed points of (A1.6) and (A1.7) will in general be non-zero and depend on the variance and covariance of a and b, as well as the covariance of the additive error and Appendix  ... 
doi:10.2139/ssrn.202232 fatcat:iumxdwulu5b6thnu3tzxzb47x4

Sensitivity Analysis for Binary Sampling Systems via Quantitative Fisher Information Lower Bounds [article]

Manuel S. Stein
2021 arXiv   pre-print
The conservative approximation for Fisher's information matrix rests on a surrogate exponential family distribution connected to the actual data-generating system by two compact equivalences.  ...  In this context, the Fisher matrix of the exponential family and a lower bound for arbitrary probabilistic models are discussed.  ...  Note that, by using a real-valued signal model instead of a complex-valued one, the dimension of the digital array measurement data is M = 2K.  ... 
arXiv:1512.03473v4 fatcat:4vtdrd3xrfc2tnsvbe7bdjgf3m


Roderick Murray-Smith, Daniel Sbarbaro
2002 IFAC Proceedings Volumes  
This leads to implicit regularisation of the control signal (caution), and excitation of the system.  ...  The controller has dual features, since it is both tracking a reference signal and learning a model of the system from observed responses.  ...  modelling for nonlinear system control GR/M76379/01.  ... 
doi:10.3182/20020721-6-es-1901.01040 fatcat:ubv7zsszqrbxzbkvr6qeahqx4i


Marc G. Genton, William Kleiber
2015 Statistical Science  
Rejoinder of "Cross-Covariance Functions for Multivariate Geostatistics" by Genton and Kleiber [arXiv:1507.08017].  ...  We focused our efforts on reviewing multivariate covariance functions, not multivariate modeling, a byproduct of which is that we left little discussion to the issue of modeling the nugget effect.  ...  To address this topic, ZC start by deriving sufficient conditions for the equivalence of Gaussian measures for a bivariate Matérn cross-covariance model with common length scale and smoothness parameters  ... 
doi:10.1214/15-sts519 fatcat:i5pot43nozabrjd6bec4pnkx6y

Adaptive, cautious, predictive control with gaussian process priors

Roderick Murray-Smith, Daniel Sbarbaro, Carl Edward Rasmussen, Agathe Girard
2003 IFAC Proceedings Volumes  
The expected value of a quadratic cost function is minimised, over this prediction horizon, without ignoring the variance of the model predictions.  ...  The general method and its main features are illustrated on a simulation example.  ...  This led naturally and automatically to a regularising caution in control behaviour in following the reference trajectory, depending on model accuracy close to the current state.  ... 
doi:10.1016/s1474-6670(17)34915-7 fatcat:xkxb5xvfbzee5gteupua2jtr54

When Imprecise Statistical Statements Become Problematic: A Response to Goodhue, Lewis, and Thompson

Marcoulides, Chin, Saunders
2012 MIS Quarterly  
of Journal of AIS, Information Systems Research, and MIS Quarterly.  ...  He was previously a professor of Statistics in the Department of Information Systems and Decision Sciences at California State University, Fullerton.  ...  She is a LEO award winner for lifetime accomplishments to the IS discipline and an Association of Information Systems Fellow.  ... 
doi:10.2307/41703477 fatcat:zoypxvamube77apx6npp7zar6e

Dual adaptive control of chip refiner motor load

Bruce J. Allison, Joe E. Ciarniello, Patrick J.-C. Tessier, Guy A. Dumont
1995 Automatica  
To track both slow and fast changes in the system parameters, a multi-model approach called adaptive forgetting through multiple models or AFMM is used.  ...  A method of modifying the AFMM to include information about what to expect in the event of a pad collapse is proposed.  ...  Since this method explicitly uses information contained in the covariance matrix, the calculations are dependent on the type of estimator used.  ... 
doi:10.1016/0005-1098(95)00030-z fatcat:vmjkfnsz7ractp5b6zqmet4yza

Assessment and characterization of phenotypic heterogeneity of anxiety disorders across five large cohorts

Minyoung Lee, Steven H. Aggen, Takeshi Otowa, Enrique Castelao, Martin Preisig, Hans J. Grabe, Catharina A. Hartman, Albertine J. Oldehinkel, Christel M. Middeldorp, Henning Tiemeier, John M. Hettema
2016 International Journal of Methods in Psychiatric Research  
MI testing indicated degrees of failure of metric and scalar invariance which depended on the inclusion of the effects of sex and age in the model.  ...  CFA indicated a single-factor model provided the best fit in each sample with the same pattern of factor loadings.  ...  of the common AD phenotype across the five cohorts. 2 A second more technical point to note is that extending multiple group CFA MI model testing to include demographic covariate effects on the common  ... 
doi:10.1002/mpr.1519 pmid:27417386 pmcid:PMC5145750 fatcat:7vjkshhhpjamhfedb5bhsrrj2i

Analyzing mixing systems using a new generation of Bayesian tracer mixing models

Brian C. Stock, Andrew L. Jackson, Eric J. Ward, Andrew C. Parnell, Donald L. Phillips, Brice X. Semmens
2018 PeerJ  
The ongoing evolution of tracer mixing models has resulted in a confusing array of software tools that differ in terms of data inputs, model assumptions, and associated analytic products.  ...  We then describe a key advantage of MixSIAR over previous mixing model software—the ability to include fixed and random effects as covariates explaining variability in mixture proportions and calculate  ...  We note, however, that there are ways to constrain the p k such that models converge-two methods discussed in other sections are informative priors and including covariates on the p k as fixed or random  ... 
doi:10.7717/peerj.5096 pmid:29942712 pmcid:PMC6015753 fatcat:zv63oplqsneifly2vj2pwr5wga

Predicting missing quality of life data that were later recovered: an empirical comparison of approaches

Shona Fielding, Peter Fayers, Craig Ramsay
2010 Clinical Trials  
However one note of caution is that the results for the pattern mixture models are based on only those patients with a monotone missingness pattern.  ...  One note of caution of the use of imputation is with regard to its validity when there is a large proportion of missing data.  ... 
doi:10.1177/1740774510374626 pmid:20576672 fatcat:zqdwdkjyzvdblaayc7ewogcnvu

Page 15 of Psychological Abstracts Vol. 62, Issue 1 [page]

1979 Psychological Abstracts  
Each S estimated the returns of 35 securi- ties on the basis of 22 information cues, selected indepen- dently by nonparticipating analysts.  ...  Find- ings show that the scale has wide applicability in a range of Ss but that certain cautions should be followed in using it with chronically impaired psychiatric popula- tions who may not be involved  ... 

On information measures based on particle mixture for optimal bearings-only tracking

Per Skoglar, Umut Orguner, Fredrik Gustafsson
2009 2009 IEEE Aerospace conference  
Using the determinant of the information matrix as an objective function in the planning problem is equivalent to using differential entropy of the posterior target density when it is Gaussian.  ...  Using the determinant of the information matrix as an objective function in the planning problem is equivalent to using differential entropy of the posterior target density when it is Gaussian.  ...  ACKNOWLEDGMENTS This work is part of the ARCUS project, a project in the FMV founded TAIS-programme, Sweden.  ... 
doi:10.1109/aero.2009.4839487 fatcat:d6frc4nnnzem3otjzqscumkbya

Empirical evaluation of the implementation of the EMA guideline on missing data in confirmatory clinical trials: Specification of mixed models for longitudinal data in study protocols

Sebastian Häckl, Armin Koch, Florian Lasch
2019 Pharmaceutical statistics  
In confirmatory clinical trials, the prespecification of the primary analysis model is a universally accepted scientific principle to allow strict control of the type I error.  ...  While nearly all protocols specify the fixed and random effects of the analysis model (95%), only 77% give the structure of the covariance matrix used for modeling the repeated measurements.  ...  ACKNOWLEDGEMENTS We thank the Ethics Committee of the Hannover Medical School for granting access to the study protocols and the two independent reviewers for helpful comments and suggestions.  ... 
doi:10.1002/pst.1964 pmid:31267673 pmcid:PMC6899721 fatcat:2ceqxllgvbashkcm62hmuzilfy

Self-tuning Control of Non-linear Systems Using Gaussian Process Prior Models [chapter]

Daniel Sbarbaro, Roderick Murray-Smith
2005 Lecture Notes in Computer Science  
This leads to implicit regularisation of the control signal (caution) in areas of high uncertainty.  ...  As a consequence, the controller has dual features, since it both tracks a reference signal and learns a model of the system from observed responses.  ...  modelling for nonlinear system control GR/M76379/01.  ... 
doi:10.1007/978-3-540-30560-6_6 fatcat:3blgu7xsdrdoddcjl4k7j4zgii

Transfer Entropy for Coupled Autoregressive Processes

Daniel Hahs, Shawn Pethel
2013 Entropy  
It was seen that matching of these variances results in minimum information flow, expressed as the sum of transfer entropies in both directions.  ...  Finally, we note that the method can be generally employed to compute other information theoretic quantities as well.  ...  Transfer entropy is the mutual information between the current state of system Y and one or more past states of system X, conditioned on one or more past states of system Y.  ... 
doi:10.3390/e15030767 fatcat:lrdzhkyojraozdmirrgu6x5pte
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