The Analysis of interval censoring and double censoring via Markov chain Monte Carlo methods

L'Anàlisi de la supervivència s'utilitza en diferents camps per analitzar el temps transcorregut entre dos esdeveniments. El que distingeix l'anàlisi de la supervivència d'altres àrees de l'estadística és que les dades normalment estan censurades. La censura en un interval apareix quan l'esdeveniment final d'interès no és directament observable i només se sap que el temps de fallada està en un interval concret. Un esquema de censura més complex encara apareix quan tant el temps inicial com el temps final estan censurats en un interval. Aquesta situació s'anomena doble censura. En aquest article donem una descripció formal d'un mètode bayesà paramètric per a l'anàlisi de dades censurades en un interval i dades doblement censurades així com unes indicacions clares de la seva utilització o pràctica. La metodologia proposada s'ilustra amb dades d'una cohort de pacients hemofílics que es varen infectar amb el virus VIH a principis dels anys 1980's.

Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance

In this paper, we present a stochastic model for disability insurance contracts. The model is based on a discrete time non-homogeneous semi-Markov process (DTNHSMP) to which the backward recurrence time process is introduced. This permits a more exhaustive study of disability evolution and a more efficient approach to the duration problem. The use of semi-Markov reward processes facilitates the possibility of deriving equations of the prospective and retrospective mathematical reserves. The model is applied to a sample of contracts drawn at random from a mutual insurance company.

Markov chain montecarlo method applied to rounding zeros of compositional data: first approach

As stated in Aitchison (1986), a proper study of relative variation in a compositional data set should be based on logratios, and dealing with logratios excludes dealing with zeros. Nevertheless, it is clear that zero observations might be present in real data sets, either because the corresponding part is completelyabsent –essential zeros– or because it is below detection limit –rounded zeros. Because the second kind of zeros is usually understood as “a trace too small to measure”, it seems reasonable to replace them by a suitable small value, and this has been the traditional approach. As stated, e.g. by Tauber (1999) and byMartín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000), the principal problem in compositional data analysis is related to rounded zeros. One should be careful to use a replacement strategy that does not seriously distort the general structure of the data. In particular, the covariance structure of the involvedparts –and thus the metric properties– should be preserved, as otherwise further analysis on subpopulations could be misleading. Following this point of view, a non-parametric imputation method isintroduced in Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000). This method is analyzed in depth by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2003) where it is shown that thetheoretical drawbacks of the additive zero replacement method proposed in Aitchison (1986) can be overcome using a new multiplicative approach on the non-zero parts of a composition. The new approachhas reasonable properties from a compositional point of view. In particular, it is “natural” in the sense thatit recovers the “true” composition if replacement values are identical to the missing values, and it is coherent with the basic operations on the simplex. This coherence implies that the covariance structure of subcompositions with no zeros is preserved. As a generalization of the multiplicative replacement, in thesame paper a substitution method for missing values on compositional data sets is introduced

Stochastic processes induced by dichotomous markov noise: Some exact dynamical results

Stochastic processes defined by a general Langevin equation of motion where the noise is the non-Gaussian dichotomous Markov noise are studied. A non-FokkerPlanck master differential equation is deduced for the probability density of these processes. Two different models are exactly solved. In the second one, a nonequilibrium bimodal distribution induced by the noise is observed for a critical value of its correlation time. Critical slowing down does not appear in this point but in another one.

L'exploitation des ressources végétales dans les Pyrénées orientales durant l'holocène: analyse anthracologique des structures d'élevage, de four et de charbonnières dans l'Alt Urgell (Chaîne du Cadí) et la Vallée du Madriu (Andorre)

Dans ce travail, nous présentons le résultat des recherches anthracologiques réalisées sur des sites archéologiques de haute montagne dans les Pyrénées orientales. Cette recherche s’insère dans un projet d’archéologie du paysage. Les zones d’étude se situent dans les Pré-Pyrénées sur le versant méridional de la chaîne du Cadí (vallée de la Vansa, Alt Urgell), et dans la vallée du Madriu, située dans les Pyrénées axiales, en Andorre. Le but principal de l’analyse anthracologique a été de connaître et comprendre la dynamique et la relation qui unissent les populations qui ont occupé ces vallées avec le milieu forestier de haute montagne. Les échantillons ont été récupérés sur des structures archéologiques associés à l’exploitation forestière (charbonnières, fours pour la fabrication de résine), au pastoralisme (cabanes et enclos) et à l’exploitation minière-métallurgique (four de grillage), avec une chronologie qui débute au Néolithique Ancien et finit à l’époque moderne et contemporaine (XVIII-XIXe siècles). Les résultats indiquent une variabilité taxonomique pauvre avec la présence majoritaire du Pinus et la présence ponctuelle d’autres espèces arbustives (Ericaceae et Juniperus) et arborées, comme Betula alba ou Abies alba. Différentes formations végétales de haute montagne ont été identifiées, selon leur localisation en versant ensoleillé ou ombragé, ainsi que leur altitude. Les résultats montrent des traces d’exploitation forestière dès le Néolithique Ancien, une intensification des activités à l’Antiquité, même si l’impact anthropique majeur correspond à l’activité de charbonnage d’époque moderne.

On the inclusion of channel's time dependence in a hidden Markov model for blind channel estimation

In this paper, the theory of hidden Markov models (HMM) isapplied to the problem of blind (without training sequences) channel estimationand data detection. Within a HMM framework, the Baum–Welch(BW) identification algorithm is frequently used to find out maximum-likelihood (ML) estimates of the corresponding model. However, such a procedureassumes the model (i.e., the channel response) to be static throughoutthe observation sequence. By means of introducing a parametric model fortime-varying channel responses, a version of the algorithm, which is moreappropriate for mobile channels [time-dependent Baum-Welch (TDBW)] isderived. Aiming to compare algorithm behavior, a set of computer simulationsfor a GSM scenario is provided. Results indicate that, in comparisonto other Baum–Welch (BW) versions of the algorithm, the TDBW approachattains a remarkable enhancement in performance. For that purpose, onlya moderate increase in computational complexity is needed.

Blind channel estimation and data detection using hidden Markov models theory

In this correspondence, we propose applying the hiddenMarkov models (HMM) theory to the problem of blind channel estimationand data detection. The Baum–Welch (BW) algorithm, which is able toestimate all the parameters of the model, is enriched by introducingsome linear constraints emerging from a linear FIR hypothesis on thechannel. Additionally, a version of the algorithm that is suitable for timevaryingchannels is also presented. Performance is analyzed in a GSMenvironment using standard test channels and is found to be close to thatobtained with a nonblind receiver.

A Markov chain analysis of emotional exchange in voice-to-voice communication: Testing for the mimicry hypothesis of emotional contagion

Mimicry is a central plank of the emotional contagion theory; however, it was only tested with facial and postural emotional stimuli. This study explores the existence of mimicry in voice-to-voice communication by analyzing 8,747 sequences of emotional displays between customers and employees in a call-center context. We listened live to 967 telephone inter-actions, registered the sequences of emotional displays, and analyzed them with a Markov chain. We also explored other propositions of emotional contagion theory that were yet to be tested in vocal contexts. Results supported that mimicry is significantly present at all levels. Our findings fill an important gap in the emotional contagion theory; have practical implications regarding voice-to-voice interactions; and open doors for future vocal mimicry research.

Dance movement patterns recognition

"Es tracta d'un projecte dividit en dues parts independents però complementàries, realitzades per autors diferents. Aquest document conté originàriament altre material i/o programari només consultable a la Biblioteca de Ciència i Tecnologia"

(No)competition in the Spanish retailing gasoline market: a variance filter approach

Various methodologies in economic literature have been used to analyse the international hydrocarbon retail sector. Nevertheless at a Spanish level these studies are much more recent and most conclude that generally there is no effective competition present in this market, regardless of the approach used. In this paper, in order to analyse the price levels in the Spanish petrol market, our starting hypothesis is that in uncompetitive markets the prices are higher and the standard deviation is lower. We use weekly retail petrol price data from the ten biggest Spanish cities, and apply Markov chains to fill the missing values for petrol 95 and diesel, and we also employ a variance filter. We conclude that this market demonstrates reduced price dispersion, regardless of brand or city.

A general multiserver state-dependent queueing system

The work studies a general multiserver queue in which the service time of an arriving customer and the next interarrival period may depend on both the current waiting time and the server assigned to the arriving customer. Stability of the system is proved under general assumptions on the predetermined distributions describing the model. The proof exploits a combination of the Markov property of the workload process with a regenerative property of the process. The key idea leading to stability is a characterization of the limit behavior of the forward renewal process generated by regenerations. Extensions of the basic model are also studied.

Sistema de reconeixement de cares basat en múltiples vistes

En aquest projecte es proposa un algorisme de detecció de pell que introdueix el veïnatge a l’hora de classificar píxels. Partim d’un espai de color invariant après a partir de múltiples vistes i introduïm la influència del veïnatge mitjançant camps aleatoris de Markov. A partir dels experiments realitzats podem concloure que la inclusió del veïnatge en el procés de classificació de píxels millora significativament els resultats de detecció.