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On Optimization and Extreme Value Theory
Hüsler, Jürg; Cruz, João Pedro Antunes Ferreira da; Hall, Andreia; Fonseca, CarlosWe present a statistical study of the distribution of the objective value of solutions (outcomes) obtained by stochastic optimizers. Our results are based on three optimization procedures: random search and two evolution strategies. We study the fit of the outcomes to an extreme value distribution, namely the Weibull distribution through parametric estimation. We discuss the interpretation of the parameters of ...
Temporal acoustic correlates of the voicing contrast in European Portuguese stops
Lousada, Marisa; Jesus, Luis M. T.; Hall, AndreiaThis study focuses on the temporal analysis of stops /p b t d k g/ and devoicing analysis of voiced stops /b d g/ produced in different word positions by six native speakers of European Portuguese. The study explores acoustic properties related to voicing. The following acoustic properties were measured: voice onset time (VOT), stop duration, closure duration, release duration, voicing into closure duration, du...
On the max-semistable limit of maxima of stationary sequences with missing values
Hall, Andreia; Temido, Maria da GraçaLet [X(n)] be a stationary sequence with marginal distribution in the domain of attraction of a max-semistable distribution. This includes all distributions in the domain of attraction of any max-stable distribution and also other distributions like some integer-valued distributions with exponential type tails such as the Negative Binomial case. We consider the effect of missing values on the distribution of th...
On the max-semistable limit of maxima of stationary sequences with missing values
Hall, Andreia; Temido, Maria da GraçaLet Xn be a stationary sequence with marginal distribution in the domain of attraction of a max-semistable distribution. This includes all distributions in the domain of attraction of any max-stable distribution and also other distributions like some integer-valued distributions with exponential type tails such as the Negative Binomial case. We consider the effect of missing values on the distribution of the ma...
On the extremes of randomly sub-sampled time series
Hall, Andreia; Scotto, Manuel G.In this paper, we investigate the extremal properties of randomly sub-sampled stationary sequences. Motivation comes from the need to account for the effect of missing values on the analysis of time series and the comparison of schemes for monitoring systems with breakdowns or systems with automatic replacement of devices in case of failures.
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