73 resultados para Monte Carlo EM algorithm


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In this paper, the Askey-Wiener scheme and the Galerkin method are used to obtain approximate solutions to stochastic beam bending on Winkler foundation. The study addresses Euler-Bernoulli beams with uncertainty in the bending stiffness modulus and in the stiffness of the foundation. Uncertainties are represented by parameterized stochastic processes. The random behavior of beam response is modeled using the Askey-Wiener scheme. One contribution of the paper is a sketch of proof of existence and uniqueness of the solution to problems involving fourth order operators applied to random fields. From the approximate Galerkin solution, expected value and variance of beam displacement responses are derived, and compared with corresponding estimates obtained via Monte Carlo simulation. Results show very fast convergence and excellent accuracies in comparison to Monte Carlo simulation. The Askey-Wiener Galerkin scheme presented herein is shown to be a theoretically solid and numerically efficient method for the solution of stochastic problems in engineering.

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This article discusses the main aspects of the Brazilian real estate market in order to illustrate if it would be attractive for a typical American real estate investor to buy office-building portfolios in Brazil. The article emphasizes: [i] - the regulatory frontiers, comparing investment securitization, using a typical American REIT structure, with the Brazilian solution, using the Fundo de Investimento Imobiliario - FII; [ii] - the investment quality attributes in the Brazilian market, using an office building prototype, and [iii] - the comparison of [risk vs. yield] generated by an investment in the Brazilian market, using a FII, benchmarked against an existing REIT (OFFICE SUB-SECTOR) in the USA market. We conclude that investing dollars exchanged for Reais [the Brazilian currency] in a FII with a triple A office-building portfolio in the Sao Paulo marketplace will yield an annual income and a premium return above an American REIT investment. The highly aggressive scenario, along with the strong persistent exchange rate detachment to the IGP-M variations, plus instabilities affecting the generation of income, and even if we adopt a 300-point margin for the Brazil-Risk level, demonstrates that an investment opportunity in the Brazilian market, in the segment we have analyzed, outperforms an equivalent investment in the American market.

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A novel methodology to assess the risk of power transformer failures caused by external faults, such as short-circuit, taking the paper insulation condition into account, is presented. The risk index is obtained by contrasting the insulation paper condition with the probability that the transformer withstands the short-circuit current flowing along the winding during an external fault. In order to assess the risk, this probability and the value of the degree of polymerization of the insulating paper are regarded as inputs of a type-2 fuzzy logic system (T2-FLS), which computes the fuzzy risk level. A Monte Carlo simulation has been used to find the survival function of the currents flowing through the transformer winding during a single-phase or a three-phase short-circuit. The Roy Billinton Test System and a real power system have been used to test the results. (C) 2008 Elsevier B.V. All rights reserved.

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A methodology for rock-excavation structural-reliability analysis that uses Distinct Element Method numerical models is presented. The methodology solves the problem of the conventional numerical models that supply only punctual results and use fixed input parameters, without considering its statistical errors. The analysis of rock-excavation stability must consider uncertainties from geological variability, from uncertainty in the choice of mechanical behaviour hypothesis, and from uncertainties in parameters adopted in numerical model construction. These uncertainties can be analyzed in simple deterministic models, but a new methodology was developed for numerical models with results of several natures. The methodology is based on Monte Carlo simulations and uses principles of Paraconsistent Logic. It will be presented in the analysis of a final slope of a large-dimensioned surface mine.

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The recent claim that the exit probability (EP) of a slightly modified version of the Sznadj model is a continuous function of the initial magnetization is questioned. This result has been obtained analytically and confirmed by Monte Carlo simulations, simultaneously and independently by two different groups (EPL, 82 (2008) 18006; 18007). It stands at odds with an earlier result which yielded a step function for the EP (Europhys. Lett., 70 (2005) 705). The dispute is investigated by proving that the continuous shape of the EP is a direct outcome of a mean-field treatment for the analytical result. As such, it is most likely to be caused by finite-size effects in the simulations. The improbable alternative would be a signature of the irrelevance of fluctuations in this system. Indeed, evidence is provided in support of the stepwise shape as going beyond the mean-field level. These findings yield new insight in the physics of one-dimensional systems with respect to the validity of a true equilibrium state when using solely local update rules. The suitability and the significance to perform numerical simulations in those cases is discussed. To conclude, a great deal of caution is required when applying updates rules to describe any system especially social systems. Copyright (C) EPLA, 2011

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Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

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In the protein folding problem, solvent-mediated forces are commonly represented by intra-chain pairwise contact energy. Although this approximation has proven to be useful in several circumstances, it is limited in some other aspects of the problem. Here we show that it is possible to achieve two models to represent the chain-solvent system. one of them with implicit and other with explicit solvent, such that both reproduce the same thermodynamic results. Firstly, lattice models treated by analytical methods, were used to show that the implicit and explicitly representation of solvent effects can be energetically equivalent only if local solvent properties are time and spatially invariant. Following, applying the same reasoning Used for the lattice models, two inter-consistent Monte Carlo off-lattice models for implicit and explicit solvent are constructed, being that now in the latter the solvent properties are allowed to fluctuate. Then, it is shown that the chain configurational evolution as well as the globule equilibrium conformation are significantly distinct for implicit and explicit solvent systems. Actually, strongly contrasting with the implicit solvent version, the explicit solvent model predicts: (i) a malleable globule, in agreement with the estimated large protein-volume fluctuations; (ii) thermal conformational stability, resembling the conformational hear resistance of globular proteins, in which radii of gyration are practically insensitive to thermal effects over a relatively wide range of temperatures; and (iii) smaller radii of gyration at higher temperatures, indicating that the chain conformational entropy in the unfolded state is significantly smaller than that estimated from random coil configurations. Finally, we comment on the meaning of these results with respect to the understanding of the folding process. (C) 2009 Elsevier B.V. All rights reserved.

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This article deals with the efficiency of fractional integration parameter estimators. This study was based on Monte Carlo experiments involving simulated stochastic processes with integration orders in the range]-1,1[. The evaluated estimation methods were classified into two groups: heuristics and semiparametric/maximum likelihood (ML). The study revealed that the comparative efficiency of the estimators, measured by the lesser mean squared error, depends on the stationary/non-stationary and persistency/anti-persistency conditions of the series. The ML estimator was shown to be superior for stationary persistent processes; the wavelet spectrum-based estimators were better for non-stationary mean reversible and invertible anti-persistent processes; the weighted periodogram-based estimator was shown to be superior for non-invertible anti-persistent processes.

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SETTING: Chronic obstructive pulmonary disease (COPD) is the third leading cause of death among adults in Brazil. OBJECTIVE: To evaluate the mortality and hospitalisation trends in Brazil caused by COPD during the period 1996-2008. DESIGN: We used the health official statistics system to obtain data about mortality (1996-2008) and morbidity (1998-2008) due to COPD and all respiratory diseases (tuberculosis: codes A15-16; lung cancer: code C34, and all diseases coded from J40 to 47 in the 10th Revision of the International Classification of Diseases) as the underlying cause, in persons aged 45-74 years. We used the Joinpoint Regression Program log-linear model using Poisson regression that creates a Monte Carlo permutation test to identify points where trend lines change significantly in magnitude/direction to verify peaks and trends. RESULTS: The annual per cent change in age-adjusted death rates due to COPD declined by 2.7% in men (95%CI -3.6 to -1.8) and -2.0% (95%CI -2.9 to -1.0) in women; and due to all respiratory causes it declined by -1.7% (95%CI 2.4 to -1.0) in men and -1.1% (95%CI -1.8 to -0.3) in women. Although hospitalisation rates for COPD are declining, the hospital admission fatality rate increased in both sexes. CONCLUSION: COPD is still a leading cause of mortality in Brazil despite the observed decline in the mortality/hospitalisation rates for both sexes.

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Radiation dose calculations in nuclear medicine depend on quantification of activity via planar and/or tomographic imaging methods. However, both methods have inherent limitations, and the accuracy of activity estimates varies with object size, background levels, and other variables. The goal of this study was to evaluate the limitations of quantitative imaging with planar and single photon emission computed tomography (SPECT) approaches, with a focus on activity quantification for use in calculating absorbed dose estimates for normal organs and tumors. To do this we studied a series of phantoms of varying complexity of geometry, with three radionuclides whose decay schemes varied from simple to complex. Four aqueous concentrations of (99m)Tc, (131)I, and (111)In (74, 185, 370, and 740 kBq mL(-1)) were placed in spheres of four different sizes in a water-filled phantom, with three different levels of activity in the surrounding water. Planar and SPECT images of the phantoms were obtained on a modern SPECT/computed tomography (CT) system. These radionuclides and concentration/background studies were repeated using a cardiac phantom and a modified torso phantom with liver and ""tumor"" regions containing the radionuclide concentrations and with the same varying background levels. Planar quantification was performed using the geometric mean approach, with attenuation correction (AC), and with and without scatter corrections (SC and NSC). SPECT images were reconstructed using attenuation maps (AM) for AC; scatter windows were used to perform SC during image reconstruction. For spherical sources with corrected data, good accuracy was observed (generally within +/- 10% of known values) for the largest sphere (11.5 mL) and for both planar and SPECT methods with (99m)Tc and (131)I, but were poorest and deviated from known values for smaller objects, most notably for (111)In. SPECT quantification was affected by the partial volume effect in smaller objects and generally showed larger errors than the planar results in these cases for all radionuclides. For the cardiac phantom, results were the most accurate of all of the experiments for all radionuclides. Background subtraction was an important factor influencing these results. The contribution of scattered photons was important in quantification with (131)I; if scatter was not accounted for, activity tended to be overestimated using planar quantification methods. For the torso phantom experiments, results show a clear underestimation of activity when compared to previous experiment with spherical sources for all radionuclides. Despite some variations that were observed as the level of background increased, the SPECT results were more consistent across different activity concentrations. Planar or SPECT quantification on state-of-the-art gamma cameras with appropriate quantitative processing can provide accuracies of better than 10% for large objects and modest target-to-background concentrations; however when smaller objects are used, in the presence of higher background, and for nuclides with more complex decay schemes, SPECT quantification methods generally produce better results. Health Phys. 99(5):688-701; 2010

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Hepatitis B is a worldwide health problem affecting about 2 billion people and more than 350 million are chronic carriers of the virus. Nine HBV genotypes (A to I) have been described. The geographical distribution of HBV genotypes is not completely understood due to the limited number of samples from some parts of the world. One such example is Colombia, in which few studies have described the HBV genotypes. In this study, we characterized HBV genotypes in 143 HBsAg-positive volunteer blood donors from Colombia. A fragment of 1306 bp partially comprising HBsAg and the DNA polymerase coding regions (S/POL) was amplified and sequenced. Bayesian phylogenetic analyses were conducted using the Markov Chain Monte Carlo (MCMC) approach to obtain the maximum clade credibility (MCC) tree using BEAST v.1.5.3. Of all samples, 68 were positive and 52 were successfully sequenced. Genotype F was the most prevalent in this population (77%) - subgenotypes F3 (75%) and Fib (2%). Genotype G (7.7%) and subgenotype A2 (15.3%) were also found. Genotype G sequence analysis suggests distinct introductions of this genotype in the country. Furthermore, we estimated the time of the most recent common ancestor (TMRCA) for each HBV/F subgenotype and also for Colombian F3 sequences using two different datasets: (i) 77 sequences comprising 1306 bp of S/POL region and (ii) 283 sequences comprising 681 bp of S/POL region. We also used two other previously estimated evolutionary rates: (i) 2.60 x 10(-4) s/s/y and (ii) 1.5 x 10(-5) s/s/y. Here we report the HBV genotypes circulating in Colombia and estimated the TMRCA for the four different subgenotypes of genotype F. (C) 2010 Elsevier B.V. All rights reserved.

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Hepatitis C virus (HCV) is a frequent cause of acute and chronic hepatitis and a leading cause for cirrhosis of the liver and hepatocellular carcinoma. HCV is classified in six major genotypes and more than 70 subtypes. In Colombian blood banks, serum samples were tested for anti-HCV antibodies using a third-generation ELISA. The aim of this study was to characterize the viral sequences in plasma of 184 volunteer blood donors who attended the ""Banco Nacional de Sangre de la Cruz Roja Colombiana,`` Bogota, Colombia. Three different HCV genomic regions were amplified by nested PCR. The first of these was a segment of 180 bp of the 5`UTR region to confirm the previous diagnosis by ELISA. From those that were positive to the 5`UTR region, two further segments were amplified for genotyping and subtyping by phylogenetic analysis: a segment of 380 bp from the NS5B region; and a segment of 391 bp from the E1 region. The distribution of HCV subtypes was: 1b (82.8%), 1a (5.7%), 2a (5.7%), 2b (2.8%), and 3a (2.8%). By applying Bayesian Markov chain Monte Carlo simulation, it was estimated that HCV-1b was introduced into Bogota around 1950. Also, this subtype spread at an exponential rate between about 1970 to about 1990, after which transmission of HCV was reduced by anti-HCV testing of this population. Among Colombian blood donors, HCV genotype 1b is the most frequent genotype, especially in large urban conglomerates such as Bogota, as is the case in other South American countries. J. Med. Virol. 82: 1889-1898, 2010. (C) 2010 Wiley-Liss, Inc.

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Molecular epidemiological data concerning the hepatitis B virus (HBV) in Chile are not known completely. Since the HBV genotype F is the most prevalent in the country, the goal of this study was to obtain full HBV genome sequences from patients infected chronically in order to determine their subgenotypes and the occurrence of resistance-associated mutations. Twenty-one serum samples from antiviral drug-naive patients with chronic hepatitis B were subjected to full-length PCR amplification, and both strands of the whole genomes were fully sequenced. Phylogenetic analyses were performed along with reference sequences available from GenBank (n = 290). The sequences were aligned using Clustal X and edited in the SE-AL software. Bayesian phylogenetic analyses were conducted by Markov Chain Monte Carlo simulations (MCMC) for 10 million generations in order to obtain the substitution tree using BEAST. The sequences were also analyzed for the presence of primary drug resistance mutations using CodonCode Aligner Software. The phylogenetic analyses indicated that all sequences were found to be the HBV subgenotype F1b, clustered into four different groups, suggesting that diverse lineages of this subgenotype may be circulating within this population of Chilean patients. J. Med. Virol. 83: 1530-1536, 2011. (C) 2011 Wiley-Liss, Inc.