80 resultados para random utility model
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The ground-state entanglement entropy between block of sites in the random Ising chain is studied by means of the Von Neumann entropy. We show that in presence of strong correlations between the disordered couplings and local magnetic fields the entanglement increases and becomes larger than in the ordered case. The different behavior with respect to the uncorrelated disordered model is due to the drastic change of the ground state properties. The same result holds also for the random three-state quantum Potts model.
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We propose an exchange rate model that is a hybrid of the conventional specification with monetary fundamentals and the Evans–Lyons microstructure approach. We estimate a model augmented with order flow variables, using a unique data set: almost 100 monthly observations on interdealer order flow on dollar/euro and dollar/yen. The augmented macroeconomic, or “hybrid,” model exhibits greater in-sample stability and out of sample forecasting improvement vis-à-vis the basic macroeconomic and random walk specifications.
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The influence of predation in structuring ecological communities can be informed by examining the shape and magnitude of the functional response of predators towards prey. We derived functional responses of the ubiquitous intertidal amphipod Echinogammarus marinus towards one of its preferred prey species, the isopod Jaera nordmanni. First, we examined the form of the functional response where prey were replaced following consumption, as compared to the usual experimental design where prey density in each replicate is allowed to deplete. E. marinus exhibited Type II functional responses, i.e. inversely density-dependent predation of J. nordmanni that increased linearly with prey availability at low densities, but decreased with further prey supply. In both prey replacement and non-replacement experiments, handling times and maximum feeding rates were similar. The non-replacement design underestimated attack rates compared to when prey were replaced. We then compared the use of Holling’s disc equation (assuming constant prey density) with the more appropriate Rogers’ random predator equation (accounting for prey depletion) using the prey non-replacement data. Rogers’ equation returned significantly greater attack rates but lower maximum feeding rates, indicating that model choice has significant implications for parameter estimates. We then manipulated habitat complexity and found significantly reduced predation by the amphipod in complex as opposed to simple habitat structure. Further, the functional response changed from a Type II in simple habitats to a sigmoidal, density-dependent Type III response in complex habitats, which may impart stability on the predator−prey interaction. Enhanced habitat complexity returned significantly lower attack rates, higher handling times and lower maximum feeding rates. These findings illustrate the sensitivity of the functional response to variations in prey supply, model selection and habitat complexity and, further, that E. marinus could potentially determine the local exclusion and persistence of prey through habitat-mediated changes in its predatory functional responses.
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A conceptual model is described for generating distributions of grazing animals, according to their searching behavior, to investigate the mechanisms animals may use to achieve their distributions. The model simulates behaviors ranging from random diffusion, through taxis and cognitively aided navigation (i.e., using memory), to the optimization extreme of the Ideal Free Distribution. These behaviors are generated from simulation of biased diffusion that operates at multiple scales simultaneously, formalizing ideas of multiple-scale foraging behavior. It uses probabilistic bias to represent decisions, allowing multiple search goals to be combined (e.g., foraging and social goals) and the representation of suboptimal behavior. By allowing bias to arise at multiple scales within the environment, each weighted relative to the others, the model can represent different scales of simultaneous decision-making and scale-dependent behavior. The model also allows different constraints to be applied to the animal's ability (e.g., applying food-patch accessibility and information limits). Simulations show that foraging-decision randomness and spatial scale of decision bias have potentially profound effects on both animal intake rate and the distribution of resources in the environment. Spatial variograms show that foraging strategies can differentially change the spatial pattern of resource abundance in the environment to one characteristic of the foraging strategy.</
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A new nonlinear theory for the perpendicular transport of charged particles is presented. This approach is based on an improved nonlinear treatment of field line random walk in combination with a generalized compound diffusion model. The generalized compound diffusion model is much more systematic and reliable, in comparison to previous theories. Furthermore, the new theory shows remarkably good agreement with test-particle simulations and heliospheric observations.
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A numerical method is developed to simulate complex two-dimensional crack propagation in quasi-brittle materials considering random heterogeneous fracture properties. Potential cracks are represented by pre-inserted cohesive elements with tension and shear softening constitutive laws modelled by spatially varying Weibull random fields. Monte Carlo simulations of a concrete specimen under uni-axial tension were carried out with extensive investigation of the effects of important numerical algorithms and material properties on numerical efficiency and stability, crack propagation processes and load-carrying capacities. It was found that the homogeneous model led to incorrect crack patterns and load–displacement curves with strong mesh-dependence, whereas the heterogeneous model predicted realistic, complicated fracture processes and load-carrying capacity of little mesh-dependence. Increasing the variance of the tensile strength random fields with increased heterogeneity led to reduction in the mean peak load and increase in the standard deviation. The developed method provides a simple but effective tool for assessment of structural reliability and calculation of characteristic material strength for structural design.
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Real-world graphs or networks tend to exhibit a well-known set of properties, such as heavy-tailed degree distributions, clustering and community formation. Much effort has been directed into creating realistic and tractable models for unlabelled graphs, which has yielded insights into graph structure and evolution. Recently, attention has moved to creating models for labelled graphs: many real-world graphs are labelled with both discrete and numeric attributes. In this paper, we present AGWAN (Attribute Graphs: Weighted and Numeric), a generative model for random graphs with discrete labels and weighted edges. The model is easily generalised to edges labelled with an arbitrary number of numeric attributes. We include algorithms for fitting the parameters of the AGWAN model to real-world graphs and for generating random graphs from the model. Using the Enron “who communicates with whom” social graph, we compare our approach to state-of-the-art random labelled graph generators and draw conclusions about the contribution of discrete vertex labels and edge weights to the structure of real-world graphs.
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Real-world graphs or networks tend to exhibit a well-known set of properties, such as heavy-tailed degree distributions, clustering and community formation. Much effort has been directed into creating realistic and tractable models for unlabelled graphs, which has yielded insights into graph structure and evolution. Recently, attention has moved to creating models for labelled graphs: many real-world graphs are labelled with both discrete and numeric attributes. In this paper, we presentAgwan (Attribute Graphs: Weighted and Numeric), a generative model for random graphs with discrete labels and weighted edges. The model is easily generalised to edges labelled with an arbitrary number of numeric attributes. We include algorithms for fitting the parameters of the Agwanmodel to real-world graphs and for generating random graphs from the model. Using real-world directed and undirected graphs as input, we compare our approach to state-of-the-art random labelled graph generators and draw conclusions about the contribution of discrete vertex labels and edge weights to graph structure.
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We present TANC, a TAN classifier (tree-augmented naive) based on imprecise probabilities. TANC models prior near-ignorance via the Extreme Imprecise Dirichlet Model (EDM). A first contribution of this paper is the experimental comparison between EDM and the global Imprecise Dirichlet Model using the naive credal classifier (NCC), with the aim of showing that EDM is a sensible approximation of the global IDM. TANC is able to deal with missing data in a conservative manner by considering all possible completions (without assuming them to be missing-at-random), but avoiding an exponential increase of the computational time. By experiments on real data sets, we show that TANC is more reliable than the Bayesian TAN and that it provides better performance compared to previous TANs based on imprecise probabilities. Yet, TANC is sometimes outperformed by NCC because the learned TAN structures are too complex; this calls for novel algorithms for learning the TAN structures, better suited for an imprecise probability classifier.
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In this paper we present TANC, i.e., a tree-augmented naive credal classifier based on imprecise probabilities; it models prior near-ignorance via the Extreme Imprecise Dirichlet Model (EDM) (Cano et al., 2007) and deals conservatively with missing data in the training set, without assuming them to be missing-at-random. The EDM is an approximation of the global Imprecise Dirichlet Model (IDM), which considerably simplifies the computation of upper and lower probabilities; yet, having been only recently introduced, the quality of the provided approximation needs still to be verified. As first contribution, we extensively compare the output of the naive credal classifier (one of the few cases in which the global IDM can be exactly implemented) when learned with the EDM and the global IDM; the output of the classifier appears to be identical in the vast majority of cases, thus supporting the adoption of the EDM in real classification problems. Then, by experiments we show that TANC is more reliable than the precise TAN (learned with uniform prior), and also that it provides better performance compared to a previous (Zaffalon, 2003) TAN model based on imprecise probabilities. TANC treats missing data by considering all possible completions of the training set, but avoiding an exponential increase of the computational times; eventually, we present some preliminary results with missing data.
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Mollusks are the most morphologically disparate living animal phylum, they have diversified into all habitats, and have a deep fossil record. Monophyly and identity of their eight living classes is undisputed, but relationships between these groups and patterns of their early radiation have remained elusive. Arguments about traditional morphological phylogeny focus on a small number of topological concepts but often without regard to proximity of the individual classes. In contrast, molecular studies have proposed a number of radically different, inherently contradictory, and controversial sister relationships. Here, we assembled a dataset of 42 unique published trees describing molluscan interrelationships. We used these data to ask several questions about the state of resolution of molluscan phylogeny compared to a null model of the variation possible in random trees constructed from a monophyletic assemblage of eight terminals. Although 27 different unique trees have been proposed from morphological inference, the majority of these are not statistically different from each other. Within the available molecular topologies, only four studies to date have included the deep-sea class Monoplacophora; but 36.4% of all trees are not significantly different. We also present supertrees derived from 2 data partitions and 3 methods, including all available molecular molluscan phylogenies, which will form the basis for future hypothesis testing. The supertrees presented here were not constructed to provide yet another hypothesis of molluscan relationships, but rather to algorithmically evaluate the relationships present in the disparate published topologies. Based on the totality of available evidence, certain patterns of relatedness among constituent taxa become clear. The internodal distance is consistently short between a few taxon pairs, particularly supporting the relatedness of Monoplacophora and the chitons, Polyplacophora. Other taxon pairs are rarely or never found in close proximity, such as the vermiform Caudofoveata and Bivalvia. Our results have specific utility for guiding constructive research planning in order to better test relationships in Mollusca as well as other problematic groups. Taxa with consistently proximate relationships should be the focus of a combined approach in a concerted assessment of potential genetic and anatomical homology, while unequivocally distant taxa will make the most constructive choices for exemplar selection in higher-level phylogenomic analyses.
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Diagnostic test sensitivity and specificity are probabilistic estimates with far reaching implications for disease control, management and genetic studies. In the absence of 'gold standard' tests, traditional Bayesian latent class models may be used to assess diagnostic test accuracies through the comparison of two or more tests performed on the same groups of individuals. The aim of this study was to extend such models to estimate diagnostic test parameters and true cohort-specific prevalence, using disease surveillance data. The traditional Hui-Walter latent class methodology was extended to allow for features seen in such data, including (i) unrecorded data (i.e. data for a second test available only on a subset of the sampled population) and (ii) cohort-specific sensitivities and specificities. The model was applied with and without the modelling of conditional dependence between tests. The utility of the extended model was demonstrated through application to bovine tuberculosis surveillance data from Northern and the Republic of Ireland. Simulation coupled with re-sampling techniques, demonstrated that the extended model has good predictive power to estimate the diagnostic parameters and true herd-level prevalence from surveillance data. Our methodology can aid in the interpretation of disease surveillance data, and the results can potentially refine disease control strategies.
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The immune system comprises an integrated network of cellular interactions. Some responses are predictable, while others are more stochastic. While in vitro the outcome of stimulating a single type of cell may be stereotyped and reproducible, in vivo this is often not the case. This phenomenon often merits the use of animal models in predicting the impact of immunosuppressant drugs. A heavy burden of responsibility lies on the shoulders of the investigator when using animal models to study immunosuppressive agents. The principles of the three R׳s: refine (less suffering,), reduce (lower animal numbers) and replace (alternative in vitro assays) must be applied, as described elsewhere in this issue. Well designed animal model experiments have allowed us to develop all the immunosuppressive agents currently available for treating autoimmune disease and transplant recipients. In this review, we examine the common animal models used in developing immunosuppressive agents, focusing on drugs used in transplant surgery. Autoimmune diseases, such as multiple sclerosis, are covered elsewhere in this issue. We look at the utility and limitations of small and large animal models in measuring potency and toxicity of immunosuppressive therapies.
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Background: Selection bias in HIV prevalence estimates occurs if non-participation in testing is correlated with HIV status. Longitudinal data suggests that individuals who know or suspect they are HIV positive are less likely to participate in testing in HIV surveys, in which case methods to correct for missing data which are based on imputation and observed characteristics will produce biased results. Methods: The identity of the HIV survey interviewer is typically associated with HIV testing participation, but is unlikely to be correlated with HIV status. Interviewer identity can thus be used as a selection variable allowing estimation of Heckman-type selection models. These models produce asymptotically unbiased HIV prevalence estimates, even when non-participation is correlated with unobserved characteristics, such as knowledge of HIV status. We introduce a new random effects method to these selection models which overcomes non-convergence caused by collinearity, small sample bias, and incorrect inference in existing approaches. Our method is easy to implement in standard statistical software, and allows the construction of bootstrapped standard errors which adjust for the fact that the relationship between testing and HIV status is uncertain and needs to be estimated. Results: Using nationally representative data from the Demographic and Health Surveys, we illustrate our approach with new point estimates and confidence intervals (CI) for HIV prevalence among men in Ghana (2003) and Zambia (2007). In Ghana, we find little evidence of selection bias as our selection model gives an HIV prevalence estimate of 1.4% (95% CI 1.2% – 1.6%), compared to 1.6% among those with a valid HIV test. In Zambia, our selection model gives an HIV prevalence estimate of 16.3% (95% CI 11.0% - 18.4%), compared to 12.1% among those with a valid HIV test. Therefore, those who decline to test in Zambia are found to be more likely to be HIV positive. Conclusions: Our approach corrects for selection bias in HIV prevalence estimates, is possible to implement even when HIV prevalence or non-participation is very high or very low, and provides a practical solution to account for both sampling and parameter uncertainty in the estimation of confidence intervals. The wide confidence intervals estimated in an example with high HIV prevalence indicate that it is difficult to correct statistically for the bias that may occur when a large proportion of people refuse to test.
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The channel-based model of duration perception postulates the existence of neural mechanisms that respond selectively to a narrow range of stimulus durations centred on their preferred duration (Heron et al Proceedings of the Royal Society B 279 690–698). In principle the channel-based model could
explain recent reports of adaptation-induced, visual duration compression effects (Johnston et al Current Biology 16 472–479; Curran and Benton Cognition 122 252–257); from this perspective duration compression is a consequence of the adapting stimuli being presented for a longer duration than the test stimuli. In the current experiment observers adapted to a sequence of moving random dot patterns at the same retinal position, each 340ms in duration and separated by a variable (500–1000ms) interval. Following adaptation observers judged the duration of a 600ms test stimulus at the same location. The test stimulus moved in the same, or opposite, direction as the adaptor. Contrary to the channel-based
model’s prediction, test stimulus duration appeared compressed, rather than expanded, when it moved in the same direction as the adaptor. That test stimulus duration was not distorted when moving in the opposite direction further suggests that visual timing mechanisms are influenced by additional neural processing associated with the stimulus being timed.