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In the process of computing the importance measures, the conditional failure probability and unconditional one need to be evaluated, which is time demanding for practical engineering problems.
It therefore measures the conditional probability that an individual who is still unemployed after 1 year remains unemployed for 12 more months.
Unlike pairwise correlation, partial correlation measures the conditional dependency between two taxa given the effect of rest taxa being removed or fixed.
Here support measures the joint probability of +1geneA and the phenotype, while confidence measures the conditional probability of observing the phenotype given +1geneA.
Each extracted rule has an associated confidence that measures the conditional probability that if the left hand side of the rule was true, the right hand side is also true.
The rule has confidence of 0.998 (that measures the conditional probability that if the left hand side of the rule was true, the right hand side is also true), the support of 0.0038 (so it describes 0.38% of the training data) and a lift of 1.29.
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Here we provide a brief exposition of the three fundamental concepts used in the paper: the dynamic LM-measures, the conditional essential suprema/infima, and the LM-extensions.
In "Appendix" we provide a brief exposition of the three fundamental concepts used in the paper: the dynamic LM-measures, the conditional essential suprema/infima, and LM-extensions.
As for parameter δ1 which serves to measure the conditional volatility persistence, its estimators prove to be significant.
Here, each node represents a domain and the directed edge contains the transferred weight measuring the conditional dependence from one domain to another.
To deal with this challenge, we present a stochastic mixed integer linear program (MILP) that maximizes the expected net present value (ENPV) while simultaneously minimizing a risk measure the conditional value-at-risk (CVaR) under demand uncertainty.
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Justyna Jupowicz-Kozak
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