220 resultados para Rejection-sampling Algorithm


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This note presents a robust method for estimating response surfaces that consist of linear response regimes and a linear plateau. The linear response-and-plateau model has fascinated production scientists since von Liebig (1855) and, as Upton and Dalton indicated, some years ago in this Journal, the response-and-plateau model seems to fit the data in many empirical studies. The estimation algorithm evolves from Bayesian implementation of a switching-regression (finite mixtures) model and demonstrates routine application of Gibbs sampling and data augmentation-techniques that are now in widespread application in other disciplines.

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The steadily accumulating literature on technical efficiency in fisheries attests to the importance of efficiency as an indicator of fleet condition and as an object of management concern. In this paper, we extend previous work by presenting a Bayesian hierarchical approach that yields both efficiency estimates and, as a byproduct of the estimation algorithm, probabilistic rankings of the relative technical efficiencies of fishing boats. The estimation algorithm is based on recent advances in Markov Chain Monte Carlo (MCMC) methods—Gibbs sampling, in particular—which have not been widely used in fisheries economics. We apply the method to a sample of 10,865 boat trips in the US Pacific hake (or whiting) fishery during 1987–2003. We uncover systematic differences between efficiency rankings based on sample mean efficiency estimates and those that exploit the full posterior distributions of boat efficiencies to estimate the probability that a given boat has the highest true mean efficiency.

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Capturing the pattern of structural change is a relevant task in applied demand analysis, as consumer preferences may vary significantly over time. Filtering and smoothing techniques have recently played an increasingly relevant role. A dynamic Almost Ideal Demand System with random walk parameters is estimated in order to detect modifications in consumer habits and preferences, as well as changes in the behavioural response to prices and income. Systemwise estimation, consistent with the underlying constraints from economic theory, is achieved through the EM algorithm. The proposed model is applied to UK aggregate consumption of alcohol and tobacco, using quarterly data from 1963 to 2003. Increased alcohol consumption is explained by a preference shift, addictive behaviour and a lower price elasticity. The dynamic and time-varying specification is consistent with the theoretical requirements imposed at each sample point. (c) 2005 Elsevier B.V. All rights reserved.

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The soil fauna is often a neglected group in many large-scale studies of farmland biodiversity due to difficulties in extracting organisms efficiently from the soil. This study assesses the relative efficiency of the simple and cheap sampling method of handsorting against Berlese-Tullgren funnel and Winkler apparatus extraction. Soil cores were taken from grassy arable field margins and wheat fields in Cambridgeshire, UK, and the efficiencies of the three methods in assessing the abundances and species densities of soil macroinver-tebrates were compared. Handsorting in most cases was as efficient at extracting the majority of the soil macrofauna as the Berlese-Tullgren funnel and Winkler bag methods, although it underestimated the species densities of the woodlice and adult beetles. There were no obvious biases among the three methods for the particular vegetation types sampled and no significant differences in the size distributions of the earthworms and beetles. Proportionally fewer damaged earthworms were recorded in larger (25 x 25 cm) soil cores when compared with smaller ones (15 x 15 cm). Handsorting has many benefits, including targeted extraction, minimum disturbance to the habitat and shorter sampling periods and may be the most appropriate method for studies of farmland biodiversity when a high number of soil cores need to be sampled. (C) 2008 Elsevier Masson SAS. All rights reserved.

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The jackknife method is often used for variance estimation in sample surveys but has only been developed for a limited class of sampling designs.We propose a jackknife variance estimator which is defined for any without-replacement unequal probability sampling design. We demonstrate design consistency of this estimator for a broad class of point estimators. A Monte Carlo study shows how the proposed estimator may improve on existing estimators.

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It is common practice to design a survey with a large number of strata. However, in this case the usual techniques for variance estimation can be inaccurate. This paper proposes a variance estimator for estimators of totals. The method proposed can be implemented with standard statistical packages without any specific programming, as it involves simple techniques of estimation, such as regression fitting.

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The systematic sampling (SYS) design (Madow and Madow, 1944) is widely used by statistical offices due to its simplicity and efficiency (e.g., Iachan, 1982). But it suffers from a serious defect, namely, that it is impossible to unbiasedly estimate the sampling variance (Iachan, 1982) and usual variance estimators (Yates and Grundy, 1953) are inadequate and can overestimate the variance significantly (Särndal et al., 1992). We propose a novel variance estimator which is less biased and that can be implemented with any given population order. We will justify this estimator theoretically and with a Monte Carlo simulation study.

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We show that the Hájek (Ann. Math Statist. (1964) 1491) variance estimator can be used to estimate the variance of the Horvitz–Thompson estimator when the Chao sampling scheme (Chao, Biometrika 69 (1982) 653) is implemented. This estimator is simple and can be implemented with any statistical packages. We consider a numerical and an analytic method to show that this estimator can be used. A series of simulations supports our findings.

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Imputation is commonly used to compensate for item non-response in sample surveys. If we treat the imputed values as if they are true values, and then compute the variance estimates by using standard methods, such as the jackknife, we can seriously underestimate the true variances. We propose a modified jackknife variance estimator which is defined for any without-replacement unequal probability sampling design in the presence of imputation and non-negligible sampling fraction. Mean, ratio and random-imputation methods will be considered. The practical advantage of the method proposed is its breadth of applicability.

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Phylogenetic methods hold great promise for the reconstruction of the transition from precursor to modern flora and the identification of underlying factors which drive the process. The phylogenetic methods presently used to address the question of the origin of the Cape flora of South Africa are considered here. The sampling requirements of each of these methods, which include dating of diversifications using calibrated molecular trees, sister pair comparisons, lineage through time plots and biogeographical optimizations are reviewed. Sampling of genes, genomes and species are considered. Although increased higher-level studies and increased sampling are required for robust interpretation, it is clear that much progress is already made. It is argued that despite the remarkable richness of the flora, the Cape flora is a valuable model system to demonstrate the utility of phylogenetic methods in determining the history of a modern flora.

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We have developed a novel Hill-climbing genetic algorithm (GA) for simulation of protein folding. The program (written in C) builds a set of Cartesian points to represent an unfolded polypeptide's backbone. The dihedral angles determining the chain's configuration are stored in an array of chromosome structures that is copied and then mutated. The fitness of the mutated chain's configuration is determined by its radius of gyration. A four-helix bundle was used to optimise simulation conditions, and the program was compared with other, larger, genetic algorithms on a variety of structures. The program ran 50% faster than other GA programs. Overall, tests on 100 non-redundant structures gave comparable results to other genetic algorithms, with the Hill-climbing program running from between 20 and 50% faster. Examples including crambin, cytochrome c, cytochrome B and hemerythrin gave good secondary structure fits with overall alpha carbon atom rms deviations of between 5 and 5.6 Angstrom with an optimised hydrophobic term in the fitness function. (C) 2003 Elsevier Ltd. All rights reserved.