Contributions to learning Bayesian network models from weakly supervised data: Application to Assisted Reproductive Technologies and Software Defect Classification

162 p.

Data Revisions in the Estimation of DSGE Models

Revisions of US macroeconomic data are not white-noise. They are persistent, correlated with real-time data, and with high variability (around 80% of volatility observed in US real-time data). Their business cycle effects are examined in an estimated DSGE model extended with both real-time and final data. After implementing a Bayesian estimation approach, the role of both habit formation and price indexation fall significantly in the extended model. The results show how revision shocks of both output and inflation are expansionary because they occur when real-time published data are too low and the Fed reacts by cutting interest rates. Consumption revisions, by contrast, are countercyclical as consumption habits mirror the observed reduction in real-time consumption. In turn, revisions of the three variables explain 9.3% of changes of output in its long-run variance decomposition.

Cosmological constrains on fast transition Unified Dark Matter models

In this work we show the results obtained applying a Unified Dark Matter (UDM) model with a fast transition to a set of cosmological data. Two different functions to model the transition are tested, and the feasibility of both models is explored using CMB shift data from Planck [1], Galaxy Clustering data from [2] and [3], and Union2.1 SNe Ia [4]. These new models are also statistically compared with the ACDM and quiessence models using Bayes factor through evidence. Bayesian inference does not discard the UDM models in favor of ACDM.