New methods for generating populations in Markov network based EDAs: Decimation strategies and model-based template recombination

Methods for generating a new population are a fundamental component of estimation of distribution algorithms (EDAs). They serve to transfer the information contained in the probabilistic model to the new generated population. In EDAs based on Markov networks, methods for generating new populations usually discard information contained in the model to gain in efficiency. Other methods like Gibbs sampling use information about all interactions in the model but are computationally very costly. In this paper we propose new methods for generating new solutions in EDAs based on Markov networks. We introduce approaches based on inference methods for computing the most probable configurations and model-based template recombination. We show that the application of different variants of inference methods can increase the EDAs’ convergence rate and reduce the number of function evaluations needed to find the optimum of binary and non-binary discrete functions.

An observer-based vaccination control law for an SEIR epidemic model based on feedback linearization techniques for nonlinear systems

This paper presents a vaccination strategy for fighting against the propagation of epidemic diseases. The disease propagation is described by an SEIR (susceptible plus infected plus infectious plus removed populations) epidemic model. The model takes into account the total population amounts as a refrain for the illness transmission since its increase makes the contacts among susceptible and infected more difficult. The vaccination strategy is based on a continuous-time nonlinear control law synthesised via an exact feedback input-output linearization approach. An observer is incorporated into the control scheme to provide online estimates for the susceptible and infected populations in the case when their values are not available from online measurement but they are necessary to implement the control law. The vaccination control is generated based on the information provided by the observer. The control objective is to asymptotically eradicate the infection from the population so that the removed-by-immunity population asymptotically tracks the whole one without precise knowledge of the partial populations. The model positivity, the eradication of the infection under feedback vaccination laws and the stability properties as well as the asymptotic convergence of the estimation errors to zero as time tends to infinity are investigated.

Observational constraints on the unified dark matter and dark energy model based on the quark bag model

In this work we investigate if a small fraction of quarks and gluons, which escaped hadronization and survived as a uniformly spread perfect fluid, can play the role of both dark matter and dark energy. This fluid, as developed in [1], is characterized by two main parameters: beta, related to the amount of quarks and gluons which act as dark matter; and gamma, acting as the cosmological constant. We explore the feasibility of this model at cosmological scales using data from type Ia Supernovae (SNeIa), Long Gamma-Ray Bursts (LGRB) and direct observational Hubble data. We find that: (i) in general, beta cannot be constrained by SNeIa data nor by LGRB or H(z) data; (ii) gamma can be constrained quite well by all three data sets, contributing with approximate to 78% to the energy matter content; (iii) when a strong prior on (only) baryonic matter is assumed, the two parameters of the model are constrained successfully. (C) 2014 The Authors. Published by Elsevier B.V.

Cyclical Features of Uzawa-Lucas Endogenous Growth Model

This paper analyzes the cyclical properties of a generalized version of Uzawa-Lucas endogenous growth model. We study the dynamic features of different cyclical components of this model characterized by a variety of decomposition methods. The decomposition methods considered can be classified in two groups. On the one hand, we consider three statistical filters: the Hodrick-Prescott filter, the Baxter-King filter and Gonzalo-Granger decomposition. On the other hand, we use four model-based decomposition methods. The latter decomposition procedures share the property that the cyclical components obtained by these methods preserve the log-linear approximation of the Euler-equation restrictions imposed by the agent’s intertemporal optimization problem. The paper shows that both model dynamics and model performance substantially vary across decomposition methods. A parallel exercise is carried out with a standard real business cycle model. The results should help researchers to better understand the performance of Uzawa-Lucas model in relation to standard business cycle models under alternative definitions of the business cycle.

A Unifying model of strategic network formation

Documento de trabajo

Doubts and Equilibria

In real life strategic interactions, decision-makers are likely to entertain doubts about the degree of optimality of their play. To capture this feature of real choice-making, we present here a model based on the doubts felt by an agent about how well is playing a game. The doubts are coupled with (and mutually reinforced by) imperfect discrimination capacity, which we model here by means of similarity relations. We assume that each agent builds procedural preferences de ned on the space of expected payoffs-strategy frequencies attached to his current strategy. These preferences, together with an adaptive learning process lead to doubt-based selection dynamic systems. We introduce the concepts of Mixed Strategy Doubt Equilibria, Mixed Strategy Doubt-Full Equilibria and Mixed Strategy Doubtless Equilibria and show the theoretical and the empirical relevance of these concepts.

"Las claves del éxito de Toyota". LEAN, más que un conjunto de herramientas y técnicas

[ES] Cuando se habla de LEAN, inmediatamente se piensa en Toyota y en su continuo éxito. De ahí que hayan sido muchas las empresas que han intentado seguir su modelo: el TPS (Sistema de Producción Toyota) o el modelo LEAN, basado en él. Sin embargo, pocas lo han conseguido. El libro titulado «Las claves del éxito de Toyota», creemos que da la respuesta a través de catorce principios que comentaremos en este artículo.

Aplicación del análisis de componentes principales a la inmunización financiera: el caso del mercado español de deuda pública

This work is licensed under a Creative Commons Attribution 3.0 License.

Metabolic efficiency with fast spiking in the squid axon

Fundamentally, action potentials in the squid axon are consequence of the entrance of sodium ions during the depolarization of the rising phase of the spike mediated by the outflow of potassium ions during the hyperpolarization of the falling phase. Perfect metabolic efficiency with a minimum charge needed for the change in voltage during the action potential would confine sodium entry to the rising phase and potassium efflux to the falling phase. However, because sodium channels remain open to a significant extent during the falling phase, a certain overlap of inward and outward currents is observed. In this work we investigate the impact of ion overlap on the number of the adenosine triphosphate (ATP) molecules and energy cost required per action potential as a function of the temperature in a Hodgkin–Huxley model. Based on a recent approach to computing the energy cost of neuronal action potential generation not based on ion counting, we show that increased firing frequencies induced by higher temperatures imply more efficient use of sodium entry, and then a decrease in the metabolic energy cost required to restore the concentration gradients after an action potential. Also, we determine values of sodium conductance at which the hydrolysis efficiency presents a clear minimum.

A Featureless Approach to 3D Polyhedral Building Modeling from Aerial Images

This paper presents a model-based approach for reconstructing 3D polyhedral building models from aerial images. The proposed approach exploits some geometric and photometric properties resulting from the perspective projection of planar structures. Data are provided by calibrated aerial images. The novelty of the approach lies in its featurelessness and in its use of direct optimization based on image rawbrightness. The proposed framework avoids feature extraction and matching. The 3D polyhedral model is directly estimated by optimizing an objective function that combines an image-based dissimilarity measure and a gradient score over several aerial images. The optimization process is carried out by the Differential Evolution algorithm. The proposed approach is intended to provide more accurate 3D reconstruction than feature-based approaches. Fast 3D model rectification and updating can take advantage of the proposed method. Several results and evaluations of performance from real and synthetic images show the feasibility and robustness of the proposed approach.

La poesía española bajo el franquismo: compromiso y denuncia

Ejemplar monográfico titulado: "De poesía y crítica"

Unilateral vs. Bilateral link-formation: Bridging the gap

We provide a model that bridges the gap between two benchmark models of strategic network formation: Jackson and Wolinsky' s model based on bilateral formation of links, and Bala and Goyal's two-way fl ow model, where links can be unilaterally formed. In the model introduced and studied here a link can be created unilaterally. When it is only supported by one of the two players the fl ow through the link suffers a certain decay, but when it is supported by both the fl ow runs without friction. When the decay in links supported by only one player is maximal (i.e. there is no flow) we have Jackson and Wolinsky 's connections model without decay, while when flow in such links is perfect we have Bala and Goyal' s two-way flow model. We study Nash, strict Nash and pairwise stability for the intermediate models. Efficiency and dynamics are also examined.

From bilateral two-way to unilateral one-way flow link-formation

Documento de trabajo

Análisis del riesgo de contraparte a través del modelo estructural de Merton en el marco de Solvencia II

[ES] La entrada en vigor del proyecto de Solvencia II transformará por completo el sistema de determinación de las necesidades de capital del sector asegurador europeo. Recientemente se ha presentado el último estudio de impacto cuantitativo (QIS5), donde se establece la forma de cálculo del modelo estándar para la determinación de los requerimientos de capital. Este trabajo trata de analizar la adecuación de la calibración del riesgo de crédito de la contraparte mediante los modelos que se proponen en los últimos informes de impacto cuantitativo (cuarto y quinto). Para ello comparamos las necesidades de capital que se obtienen por ambas alternativas, frente a las que resultarían de aplicar un modelo de simulación basado en el enfoque estructural. Los resultados obtenidos muestran que el uso de probabilidades basadas en la metodología de Merton frente a aquellas basadas en ratings, dan lugar a requerimientos de capital sustancialmente mayores. Además, el modelo propuesto en QIS4 basado en la distribución de Vasicek no es adecuado cuando el número de contrapartes es reducido, situación habitual en el sector asegurador europeo. Por otra parte, la nueva propuesta (QIS5 o modelo de Ter Berg) es más versátil y adecuada que su antecesora pero requiere analizar con más detenimiento las hipótesis de calibración para de este modo aproximar mejor las estimaciones al riesgo realmente asumido.

Bloqueo de publicidad en la Web: enfoque técnico en la búsqueda de un compromiso entre anunciantes y lectores

[ES]Este proyecto trata el problema del bloqueo de anuncios que existe actualmente en la web. Teniendo en cuenta la opinión de diversos autores sobre el tema, se analiza la problemática del uso de bloqueadores de anuncios. Además, se estudia cómo funcionan estos bloqueadores. En concreto, se analiza cómo está construido y cómo funciona, mediante ingeniería inversa, la extensión más popular en este campo, es decir, AdBlock Plus. Aparte de esto, se proponen una serie de soluciones para atacar al problema. Por último, se desarrolla e implementa una de las propuestas. Como resultado, se mejora el funcionamiento de AdBlock Plus, en el sentido de que da más libertad al usuario para elegir lo que bloquea dando la oportunidad a anunciantes y proveedores de contenido de mantener su modelo de negocio basado en la publicidad.