Ranking by rating

Each item in a given collection is characterized by a set of possible performances. A (ranking) method is a function that assigns an ordering of the items to every performance profile. Ranking by Rating consists in evaluating each item’s performance by using an exogenous rating function, and ranking items according to their performance ratings. Any such method is separable: the ordering of two items does not depend on the performances of the remaining items. We prove that every separable method must be of the ranking-by-rating type if (i) the set of possible performances is the same for all items and the method is anonymous, or (ii) the set of performances of each item is ordered and the method is monotonic. When performances are m-dimensional vectors, a separable, continuous, anonymous, monotonic, and invariant method must rank items according to a weighted geometric mean of their performances along the m dimensions.

Bidirectional Helmholtz Machines

L'entraînement sans surveillance efficace et inférence dans les modèles génératifs profonds reste un problème difficile. Une approche assez simple, la machine de Helmholtz, consiste à entraîner du haut vers le bas un modèle génératif dirigé qui sera utilisé plus tard pour l'inférence approximative. Des résultats récents suggèrent que de meilleurs modèles génératifs peuvent être obtenus par de meilleures procédures d'inférence approximatives. Au lieu d'améliorer la procédure d'inférence, nous proposons ici un nouveau modèle, la machine de Helmholtz bidirectionnelle, qui garantit qu'on peut calculer efficacement les distributions de haut-vers-bas et de bas-vers-haut. Nous y parvenons en interprétant à les modèles haut-vers-bas et bas-vers-haut en tant que distributions d'inférence approximative, puis ensuite en définissant la distribution du modèle comme étant la moyenne géométrique de ces deux distributions. Nous dérivons une borne inférieure pour la vraisemblance de ce modèle, et nous démontrons que l'optimisation de cette borne se comporte en régulisateur. Ce régularisateur sera tel que la distance de Bhattacharyya sera minisée entre les distributions approximatives haut-vers-bas et bas-vers-haut. Cette approche produit des résultats de pointe en terme de modèles génératifs qui favorisent les réseaux significativement plus profonds. Elle permet aussi une inférence approximative amérliorée par plusieurs ordres de grandeur. De plus, nous introduisons un modèle génératif profond basé sur les modèles BiHM pour l'entraînement semi-supervisé.

The Bootstrap of Mean for Dependent Heterogeneous Arrays.

Presently, conditions ensuring the validity of bootstrap methods for the sample mean of (possibly heterogeneous) near epoch dependent (NED) functions of mixing processes are unknown. Here we establish the validity of the bootstrap in this context, extending the applicability of bootstrap methods to a class of processes broadly relevant for applications in economics and finance. Our results apply to two block bootstrap methods: the moving blocks bootstrap of Künsch ( 989) and Liu and Singh ( 992), and the stationary bootstrap of Politis and Romano ( 994). In particular, the consistency of the bootstrap variance estimator for the sample mean is shown to be robust against heteroskedasticity and dependence of unknown form. The first order asymptotic validity of the bootstrap approximation to the actual distribution of the sample mean is also established in this heterogeneous NED context.

Reported Job Satisfaction : What Does It Mean?

By reporting his satisfaction with his job or any other experience, an individual does not communicate the number of utils that he feels. Instead, he expresses his posterior preference over available alternatives conditional on acquired knowledge of the past. This new interpretation of reported job satisfaction restores the power of microeconomic theory without denying the essential role of discrepancies between one’s situation and available opportunities. Posterior human wealth discrepancies are found to be the best predictor of reported job satisfaction. Static models of relative utility and other subjective well-being assumptions are all unambiguously rejected by the data, as well as an \"economic\" model in which job satisfaction is a measure of posterior human wealth. The \"posterior choice\" model readily explains why so many people usually report themselves as happy or satisfied, why both younger and older age groups are insensitive to current earning discrepancies, and why the past weighs more heavily than the present and the future.

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach

In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the frame-work of multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gib-bons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken’s mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i.d. assumption, and (iii) mean-variance efficiency tests of the market portfolio is not rejected as frequently once it is allowed for the possibility of non-normal errors.

Reliable computation for geometric models

Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal

Morphologic evaluation of ruptured abdominal aortic aneurysm by 3D modeling

This thesis was created in Word and converted to PDF using Mac OS X 10.7.5 Quartz PDFContext.

Study of baleen whales’ ecology and interaction with maritime traffic activities to support management of a complex socio-ecological system

Thesis written in co-mentorship with Robert Michaud.

Analyse de maillages surfaciques par construction et comparaison de modèles moyens et par décomposition par graphes s’appuyant sur les courbures discrètes : application à l’étude de la cornée humaine

Réalisé en cotutelle avec Aix Marseille Université.