83 resultados para Méthodes de Monte Carlo par chaînes de Markov
Resumo:
The main goal of this paper is to investigate a cure rate model that comprehends some well-known proposals found in the literature. In our work the number of competing causes of the event of interest follows the negative binomial distribution. The model is conveniently reparametrized through the cured fraction, which is then linked to covariates by means of the logistic link. We explore the use of Markov chain Monte Carlo methods to develop a Bayesian analysis in the proposed model. The procedure is illustrated with a numerical example.
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Skew-normal distribution is a class of distributions that includes the normal distributions as a special case. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis in a multivariate, null intercept, measurement error model [R. Aoki, H. Bolfarine, J.A. Achcar, and D. Leao Pinto Jr, Bayesian analysis of a multivariate null intercept error-in -variables regression model, J. Biopharm. Stat. 13(4) (2003b), pp. 763-771] where the unobserved value of the covariate (latent variable) follows a skew-normal distribution. The results and methods are applied to a real dental clinical trial presented in [A. Hadgu and G. Koch, Application of generalized estimating equations to a dental randomized clinical trial, J. Biopharm. Stat. 9 (1999), pp. 161-178].
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This letter presents pseudolikelihood equations for the estimation of the Potts Markov random field model parameter on higher order neighborhood systems. The derived equation for second-order systems is a significantly reduced version of a recent result found in the literature (from 67 to 22 terms). Also, with the proposed method, a completely original equation for Potts model parameter estimation in third-order systems was obtained. These equations allow the modeling of less restrictive contextual systems for a large number of applications in a computationally feasible way. Experiments with both simulated and real remote sensing images provided good results.
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A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric ICC treats both correct and incorrect answers symmetrically, which results in a logical contradiction in ordering examinees on the ability scale. A data set corresponding to a mathematical test applied in Peruvian public schools is analyzed, where comparisons with other parametric IRT models also are conducted. Several model comparison criteria are discussed and implemented. The main conclusion is that the LPE and RLPE IRT models are easy to implement and seem to provide the best fit to the data set considered.
Resumo:
This work presents a Bayesian semiparametric approach for dealing with regression models where the covariate is measured with error. Given that (1) the error normality assumption is very restrictive, and (2) assuming a specific elliptical distribution for errors (Student-t for example), may be somewhat presumptuous; there is need for more flexible methods, in terms of assuming only symmetry of errors (admitting unknown kurtosis). In this sense, the main advantage of this extended Bayesian approach is the possibility of considering generalizations of the elliptical family of models by using Dirichlet process priors in dependent and independent situations. Conditional posterior distributions are implemented, allowing the use of Markov Chain Monte Carlo (MCMC), to generate the posterior distributions. An interesting result shown is that the Dirichlet process prior is not updated in the case of the dependent elliptical model. Furthermore, an analysis of a real data set is reported to illustrate the usefulness of our approach, in dealing with outliers. Finally, semiparametric proposed models and parametric normal model are compared, graphically with the posterior distribution density of the coefficients. (C) 2009 Elsevier Inc. All rights reserved.
Resumo:
In this article, we introduce a semi-parametric Bayesian approach based on Dirichlet process priors for the discrete calibration problem in binomial regression models. An interesting topic is the dosimetry problem related to the dose-response model. A hierarchical formulation is provided so that a Markov chain Monte Carlo approach is developed. The methodology is applied to simulated and real data.
Resumo:
We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.
Resumo:
The interplay between the biocolloidal characteristics (especially size and charge), pH, salt concentration and the thermal energy results in a unique collection of mesoscopic forces of importance to the molecular organization and function in biological systems. By means of Monte Carlo simulations and semi-quantitative analysis in terms of perturbation theory, we describe a general electrostatic mechanism that gives attraction at low electrolyte concentrations. This charge regulation mechanism due to titrating amino acid residues is discussed in a purely electrostatic framework. The complexation data reported here for interaction between a polyelectrolyte chain and the proteins albumin, goat and bovine alpha-lactalbumin, beta-lactoglobulin, insulin, k-casein, lysozyme and pectin methylesterase illustrate the importance of the charge regulation mechanism. Special attention is given to pH congruent to pI where ion-dipole and charge regulation interactions could overcome the repulsive ion-ion interaction. By means of protein mutations, we confirm the importance of the charge regulation mechanism, and quantify when the complexation is dominated either by charge regulation or by the ion-dipole term.
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We analyze the intrinsic polarization of two classical Be stars in the process of losing their circumstellar disks via a Be to normal B star transition originally reported by Wisniewski et al. During each of five polarimetric outbursts which interrupt these disk-loss events, we find that the ratio of the polarization across the Balmer jump (BJ+/BJ-) versus the V-band polarization traces a distinct loop structure as a function of time. Since the polarization change across the Balmer jump is a tracer of the innermost disk density whereas the V-band polarization is a tracer of the total scattering mass of the disk, we suggest that such correlated loop structures in Balmer jump-V-band polarization diagrams (BJV diagrams) provide a unique diagnostic of the radial distribution of mass within Be disks. We use the three-dimensional Monte Carlo radiation transfer code HDUST to reproduce the observed clockwise loops simply by turning ""on/off"" the mass decretion from the disk. We speculate that counterclockwise loop structures we observe in BJV diagrams might be caused by the mass decretion rate changing between subsequent ""on/off"" sequences. Applying this new diagnostic to a larger sample of Be disk systems will provide insight into the time-dependent nature of each system's stellar decretion rate.
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We report the discovery of a tight substellar companion to the young solar analog PZ Tel, a member of the beta Pic moving group observed with high-contrast adaptive optics imaging as part of the Gemini Near-Infrared Coronagraphic Imager Planet-Finding Campaign. The companion was detected at a projected separation of 16.4 +/- 1.0 AU (0.'' 33 +/- 0.'' 01) in 2009 April. Second-epoch observations in 2010 May demonstrate that the companion is physically associated and shows significant orbital motion. Monte Carlo modeling constrains the orbit of PZ Tel B to eccentricities >0.6. The near-IR colors of PZ Tel B indicate a spectral type of M7 +/- 2 and thus this object will be a new benchmark companion for studies of ultracool, low-gravity photospheres. Adopting an age of 12(-4)(+8) Myr for the system, we estimate a mass of 36 +/- 6 M(Jup) based on the Lyon/DUSTY evolutionary models. PZ Tel B is one of the few young substellar companions directly imaged at orbital separations similar to those of giant planets in our own solar system. Additionally, the primary star PZ Tel A shows a 70 mu m emission excess, evidence for a significant quantity of circumstellar dust that has not been disrupted by the orbital motion of the companion.
Resumo:
PMMA (polymethylmethacrylate) was ion implanted with gold at very low energy and over a range of different doses using a filtered cathodic arc metal plasma system. A nanometer scale conducting layer was formed, fully buried below the polymer surface at low implantation dose, and evolving to include a gold surface layer as the dose was increased. Depth profiles of the implanted material were calculated using the Dynamic TRIM computer simulation program. The electrical conductivity of the gold-implanted PMMA was measured in situ as a function of dose. Samples formed at a number of different doses were subsequently characterized by Rutherford backscattering spectrometry, and test patterns were formed on the polymer by electron beam lithography. Lithographic patterns were imaged by atomic force microscopy and demonstrated that the contrast properties of the lithography were well maintained in the surface-modified PMMA.
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A magnetic study of 10 nm magnetite nanoparticles diluted in lyotropic liquid crystal and common liquids was carried out. In the liquid crystal the ZFC-FC curves showed a clear irreversible behavior, and it was possible to distinguish the nematic from the isotropic phase since the magnetization followed the dependence of the nematic order parameter with the temperature. This behavior could be mimicked by Monte Carlo simulation. (C) 2011 American Institute of Physics. [doi:10.1063/1.3549616]
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The attenuation of. mesons in cold nuclear matter has been investigated via the time-dependent multiple-scattering Monte Carlo multicollisional (MCMC) intranuclear cascade model. The inelastic. width deduced from CBELSA/TAPS Collaboration data of meson transparency in complex nuclei (Gamma* similar or equal to 30 MeV/c(2)) is approximately 5 times lower than the value obtained with recent theoretical models and consistent with an in-medium total omega N cross section within 25-30 mb for an average meson momentum of 1.1 GeV/c. The momentum-dependent transparency ratios suggest an elastic/total cross-section ratio around 40%. For the case of CLAS Collaboration data a much higher width is deduced (Gamma* greater than or similar to 120 MeV/c(2)), with the MCMC model providing a consistent interpretation of the data, assuming a much higher meson absorption (sigma(omega N)* greater than or similar to 100 mb) for p(omega) similar to 1.7 GeV/c.
Resumo:
The mechanism of incoherent pi(0) and eta photoproduction from complex nuclei is investigated from 4 to 12 GeV with an extended version of the multicollisional Monte Carlo (MCMC) intranuclear cascade model. The calculations take into account the elementary photoproduction amplitudes via a Regge model and the nuclear effects of photon shadowing, Pauli blocking, and meson-nucleus final-state interactions. The results for pi(0) photoproduction reproduced for the first time the magnitude and energy dependence of the measured rations sigma(gamma A)/sigma(gamma N) for several nuclei (Be, C, Al, Cu, Ag, and Pb) from a Cornell experiment. The results for eta photoproduction fitted the inelastic background in Cornell's yields remarkably well, which is clearly not isotropic as previously considered in Cornell's analysis. With this constraint for the background, the eta -> gamma gamma. decay width was extracted using the Primakoff method, combining Be and Cu data [Gamma(eta ->gamma gamma) = 0.476(62) keV] and using Be data only [Gamma(eta ->gamma gamma) = 0.512(90) keV]; where the errors are only statistical. These results are in sharp contrast (similar to 50-60%) with the value reported by the Cornell group [Gamma(eta ->gamma gamma). = 0.324(46) keV] and in line with the Particle Data Group average of 0.510(26) keV.
Resumo:
An experiment was conducted to observe triple- and quadruple-escape peaks, at a photon energy equal to 6.128 MeV, in the spectra recorded with a high-purity Ge detector working in coincidence with six bismuth germanate detectors. The peak intensities may be explained having recourse to only the bremsstrahlung cascade process of consecutive electron-positron pair creation; i.e., the contribution of simultaneous double pair formation (and other cascade effects) is much smaller. The experimental peak areas are in reasonably good agreement with those predicted by Monte Carlo simulations done with the general-purpose radiation-tran sport code PENELOPE.