36 resultados para Uncertainty Quantification


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There is growing evidence that nonlinear time series analysis techniques can be used to successfully characterize, classify, or process signals derived from realworld dynamics even though these are not necessarily deterministic and stationary. In the present study we proceed in this direction by addressing an important problem our modern society is facing, the automatic classification of digital information. In particular, we address the automatic identification of cover songs, i.e. alternative renditions of a previously recorded musical piece. For this purpose we here propose a recurrence quantification analysis measure that allows tracking potentially curved and disrupted traces in cross recurrence plots. We apply this measure to cross recurrence plots constructed from the state space representation of musical descriptor time series extracted from the raw audio signal. We show that our method identifies cover songs with a higher accuracy as compared to previously published techniques. Beyond the particular application proposed here, we discuss how our approach can be useful for the characterization of a variety of signals from different scientific disciplines. We study coupled Rössler dynamics with stochastically modulated mean frequencies as one concrete example to illustrate this point.

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Morphological descriptors are practical and essential biomarkers for diagnosis andtreatment selection for intracranial aneurysm management according to the current guidelinesin use. Nevertheless, relatively little work has been dedicated to improve the three-dimensionalquanti cation of aneurysmal morphology, automate the analysis, and hence reduce the inherentintra- and inter-observer variability of manual analysis. In this paper we propose a methodologyfor the automated isolation and morphological quanti cation of saccular intracranial aneurysmsbased on a 3D representation of the vascular anatomy.

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We compare behavior in modified dictator games with and without role uncertainty. Subjectschoose between a selfish action, a costly surplus creating action (altruistic behavior) and acostly surplus destroying action (spiteful behavior). While costly surplus creating actions are themost frequent under role uncertainty (64%), selfish actions become the most frequent withoutrole uncertainty (69%). Also, the frequency of surplus destroying choices is negligible with roleuncertainty (1%) but not so without it (11%). A classification of subjects into four differenttypes of interdependent preferences (Selfish, Social Welfare maximizing, Inequity Averse andCompetitive) shows that the use of role uncertainty overestimates the prevalence of SocialWelfare maximizing preferences in the subject population (from 74% with role uncertainty to21% without it) and underestimates Selfish and Inequity Averse preferences. An additionaltreatment, in which subjects undertake an understanding test before participating in theexperiment with role uncertainty, shows that the vast majority of subjects (93%) correctlyunderstand the payoff mechanism with role uncertainty, but yet surplus creating actions weremost frequent. Our results warn against the use of role uncertainty in experiments that aim tomeasure the prevalence of interdependent preferences.

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Unemployment rates in developed countries have recently reached levels not seenin a generation, and workers of all ages are facing increasing probabilities of losingtheir jobs and considerable losses in accumulated assets. These events likely increasethe reliance that most older workers will have on public social insurance programs,exactly at a time that public finances are suffering from a large drop in contributions.Our paper explicitly accounts for employment uncertainty and unexpectedwealth shocks, something that has been relatively overlooked in the literature, butthat has grown in importance in recent years. Using administrative and householdlevel data we empirically characterize a life-cycle model of retirement and claimingdecisions in terms of the employment, wage, health, and mortality uncertainty facedby individuals. Our benchmark model explains with great accuracy the strikinglyhigh proportion of individuals who claim benefits exactly at the Early RetirementAge, while still explaining the increased claiming hazard at the Normal RetirementAge. We also discuss some policy experiments and their interplay with employmentuncertainty. Additionally, we analyze the effects of negative wealth shocks on thelabor supply and claiming decisions of older Americans. Our results can explainwhy early claiming has remained very high in the last years even as the early retirementpenalties have increased substantially compared with previous periods, andwhy labor force participation has remained quite high for older workers even in themidst of the worse employment crisis in decades.

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This paper explores three aspects of strategic uncertainty: its relation to risk, predictability of behavior and subjective beliefs of players. In a laboratory experiment we measure subjects certainty equivalents for three coordination games and one lottery. Behavior in coordination games is related to risk aversion, experience seeking, and age.From the distribution of certainty equivalents we estimate probabilities for successful coordination in a wide range of games. For many games, success of coordination is predictable with a reasonable error rate. The best response to observed behavior is close to the global-game solution. Comparing choices in coordination games with revealed risk aversion, we estimate subjective probabilities for successful coordination. In games with a low coordination requirement, most subjects underestimate the probability of success. In games with a high coordination requirement, most subjects overestimate this probability. Estimating probabilistic decision models, we show that the quality of predictions can be improved when individual characteristics are taken into account. Subjects behavior is consistent with probabilistic beliefs about the aggregate outcome, but inconsistent with probabilistic beliefs about individual behavior.

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This paper investigates the link between brand performance and cultural primes in high-risk,innovation-based sectors. In theory section, we propose that the level of cultural uncertaintyavoidance embedded in a firm determine its marketing creativity by increasing the complexityand the broadness of a brand. It determines also the rate of firm product innovations.Marketing creativity and product innovation influence finally the firm marketingperformance. Empirically, we study trademarked promotion in the Software Security Industry(SSI). Our sample consists of 87 firms that are active in SSI from 11 countries in the period1993-2000. We use the data coming from SSI-related trademarks registered by these firms,ending up with 2,911 SSI-related trademarks and a panel of 18,213 observations. We estimatea two stage model in which first we predict the complexity and the broadness of a trademarkas a measure of marketing creativity and the rate of product innovations. Among severalcontrol variables, our variable of theoretical interest is the Hofstede s uncertainty avoidancecultural index. Then, we estimate the trademark duration with a hazard model using thepredicted complexity and broadness as well as the rate of product innovations, along with thesame control variables. Our evidence confirms that the cultural avoidance affects the durationof the trademarks through the firm marketing creativity and product innovation.

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This paper introduces a new solution concept, a minimax regret equilibrium, which allows for the possibility that players are uncertain about the rationality and conjectures of their opponents. We provide several applications of our concept. In particular, we consider pricesetting environments and show that optimal pricing policy follows a non-degenerate distribution. The induced price dispersion is consistent with experimental and empirical observations (Baye and Morgan (2004)).

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Individual-specific uncertainty may increase the chances of reform beingenacted and sustained. Reform may be more likely to be enacted because amajority of agents might end up losing little from reform and a minoritygaining a lot. Under certainty, reform would therefore be rejected, butit may be enacted with uncertainty because those who end up losing believethat they might be among the winners. Reform may be more likely to besustained because, in a realistic setting, reform will increase theincentives of agents to move into those economic activities that benefit.Agents who respond to these incentives will vote to sustain reform infuture elections, even if they would have rejected reform under certainty.These points are made using the trade-model of Fernandez and Rodrik (AER,1991).

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This paper investigates the timing of foreign direct investment (FDI) in the banking sector. The importance of this issue would arise from the existence of differential benefits associated to be the first entrant in a foreign location. Nevertheless, when uncertainty is considered, the existence of some Ownership-Location-Internalization (OLI) advantages can make FDI less reversible and/or more delayable and therefore it may be optimal for the firm to delay the investment until the uncertainty is resolved. In this paper, the nature of OLI advantages in the banking sector has been examined in order to propose a prognostic model of the timing of foreign direct investment. The model is then tested for the Spanish case using duration analysis.

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The presence of human adenoviruses in recreational water might cause disease in the population upon exposure. Human adenoviruses detected by PCR could also serve as indicators of the virological water quality. In order to assess the applicability of human adenoviruses to the evaluation of the faecal contamination in European bathing waters, a real-time quantitative PCR assay was developed for the quantification of human adenoviruses in 132 samples collected from 24 different recreational marine and freshwater sites in nine European countries.Selected samples presenting positive nested-PCR results for human adenoviruses were analyzed using quantitative PCR and 80 samples from a total of 132 produced quantitative results with mean values of 3.2x102 10 per 100 ml of water, human adenovirus 41 being the most prevalent serotype. Human adenoviruses were quantified in samples from all 15 surveillance laboratories. Statistical analysis showed no homogeneous linear relation between humanadenoviruses and E. coli, intestinal enterococci or somatic coliphages concentrations in the tested samples when considering all the data together. Significant correlations between human adenoviruses and at least one of the other indicators were observed only when data from individual Laboratories were considered. The quantification of human adenoviruses may provide complementary information in relation to the use of bacterial standards in the control of water quality in bathing water.

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The presence of human adenoviruses in recreational water might cause disease in the population upon exposure. Human adenoviruses detected by PCR could also serve as indicators of the virological water quality. In order to assess the applicability of human adenoviruses to the evaluation of the faecal contamination in European bathing waters, a real-time quantitative PCR assay was developed for the quantification of human adenoviruses in 132 samples collected from 24 different recreational marine and freshwater sites in nine European countries.Selected samples presenting positive nested-PCR results for human adenoviruses were analyzed using quantitative PCR and 80 samples from a total of 132 produced quantitative results with mean values of 3.2x102 10 per 100 ml of water, human adenovirus 41 being the most prevalent serotype. Human adenoviruses were quantified in samples from all 15 surveillance laboratories. Statistical analysis showed no homogeneous linear relation between humanadenoviruses and E. coli, intestinal enterococci or somatic coliphages concentrations in the tested samples when considering all the data together. Significant correlations between human adenoviruses and at least one of the other indicators were observed only when data from individual Laboratories were considered. The quantification of human adenoviruses may provide complementary information in relation to the use of bacterial standards in the control of water quality in bathing water.

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A full validation of inorganic arsenic (iAs), methylarsonic acid (MA), and dimethyl arsinic acid (DMA) in several types of rice and rice-based infant cereals is reported. The analytical method was developed and validated in two laboratories. The extraction of the As species was performed using nitric acid 0.2 % and hydrogen peroxide 1 %, and the coupled system liquid chromatography-inductively coupled plasma-mass spectrometry (LCICP-MS) was used for speciation measurements. Detection limit (DL), quantification limit, linearity, precision, trueness, accuracy, selectivity, as well as expanded uncertainty for iAs, MA, and DMA were established. The certified reference materials (CRMs) (NMIJ 7503a, NCS ZC73008, NIST SRM 1568a) were used to check the accuracy. The method was shown to be satisfactory in two proficiency tests (PTs). The broad applicability of the method is shown from the results of analysis of 29 samples including several types of rice, rice products, and infant cereal products. Total As ranged from 40.1 to 323.7 μg As kg1. From the speciation results, iAs was predominant, and DMA was detected in some samples while MA was not detected in any sample.

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We study the determinants of political myopia in a rational model of electoral accountability where the key elements are informational frictions and uncertainty. We build aframework where political ability is ex-ante unknown and policy choices are not perfectlyobservable. On the one hand, elections improve accountability and allow to keep well-performing incumbents. On the other, politicians invest too little in costly policies withfuture returns in an attempt to signal high ability and increase their reelection probability.Contrary to the conventional wisdom, uncertainty reduces political myopia and may, undersome conditions, increase social welfare. We use the model to study how political rewardscan be set so as to maximise social welfare and the desirability of imposing a one-term limitto governments. The predictions of our theory are consistent with a number of stylised factsand with a new empirical observation documented in this paper: aggregate uncertainty, measured by economic volatility, is associated to better fiscal discipline in a panel of 20 OECDcountries.

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Electrically driven Er3+ doped Si slot waveguides emitting at 1530 nm are demonstrated. Two different Er3+ doped active layers were fabricated in the slot region: a pure SiO2 and a Si-rich oxide. Pulsed polarization driving of the waveguides was used to characterize the time response of the electroluminescence (EL) and of the signal probe transmission in 1 mm long waveguides. Injected carrier absorption losses modulate the EL signal and, since the carrier lifetime is much smaller than that of Er3+ ions, a sharp EL peak was observed when the polarization was switched off. A time-resolved electrical pump & probe measurement in combination with lock-in amplifier techniques allowed to quantify the injected carrier absorption losses. We found an extinction ratio of 6 dB, passive propagation losses of about 4 dB/mm, and a spectral bandwidth > 25 nm at an effective d.c. power consumption of 120 μW. All these performances suggest the usage of these devices as electro-optical modulators.