Estudo Comparativo de Métricas de Pontuação para Aprendizagem Estrutural de Redes Bayesianas

Bayesian networks are powerful tools as they represent probability distributions as graphs. They work with uncertainties of real systems. Since last decade there is a special interest in learning network structures from data. However learning the best network structure is a NP-Hard problem, so many heuristics algorithms to generate network structures from data were created. Many of these algorithms use score metrics to generate the network model. This thesis compare three of most used score metrics. The K-2 algorithm and two pattern benchmarks, ASIA and ALARM, were used to carry out the comparison. Results show that score metrics with hyperparameters that strength the tendency to select simpler network structures are better than score metrics with weaker tendency to select simpler network structures for both metrics (Heckerman-Geiger and modified MDL). Heckerman-Geiger Bayesian score metric works better than MDL with large datasets and MDL works better than Heckerman-Geiger with small datasets. The modified MDL gives similar results to Heckerman-Geiger for large datasets and close results to MDL for small datasets with stronger tendency to select simpler network structures

Efeitos de acoplamentos biquadráticos e campos aleatórios em vidros de spins

In this work we have studied the effects of random biquadratic and random fields in spin-glass models using the replica method. The effect of a random biquadratic coupling was studied in two spin-1 spin-glass models: in one case the interactions occur between pairs of spins, whereas in the second one the interactions occur between p spins and the limit p > oo is considered. Both couplings (spin glass and biquadratic) have zero-mean Gaussian probability distributions. In the first model, the replica-symmetric assumption reveals that the system presents two pha¬ses, namely, paramagnetic and spin-glass, separated by a continuous transition line. The stability analysis of the replica-symmetric solution yields, besides the usual instability associated with the spin-glass ordering, a new phase due to the random biquadratic cou¬plings between the spins. For the case p oo, the replica-symmetric assumption yields again only two phases, namely, paramagnetic and quadrupolar. In both these phases the spin-glass parameter is zero. Besides, it is shown that they are stable under the Almeida-Thouless stability analysis. One of them presents negative entropy at low temperatures. We developed one step of replica simmetry breaking and noticed that a new phase, the biquadratic glass phase, emerge. In this way we have obtained the correct phase diagram, with.three first-order transition lines. These lines merges in a common triple point. The effects of random fields were studied in the Sherrington-Kirkpatrick model consi¬dered in the presence of an external random magnetic field following a trimodal distribu¬tion {P{hi) = p+S(hi - h0) +Po${hi) +pS(hi + h0))- It is shown that the border of the ferromagnetic phase may present, for conveniently chosen values of p0 and hQ, first-order phase transitions, as well as tricritical points at finite temperatures. It is verified that the first-order phase transitions are directly related to the dilution in the fields: the extensions of these transitions are reduced for increasing values of po- In fact, the threshold value pg, above which all phase transitions are continuous, is calculated analytically. The stability analysis of the replica-symmetric solution is performed and the regions of validity of such a solution are identified

Segmentação Fuzzy de Texturas e Vídeos

The segmentation of an image aims to subdivide it into constituent regions or objects that have some relevant semantic content. This subdivision can also be applied to videos. However, in these cases, the objects appear in various frames that compose the videos. The task of segmenting an image becomes more complex when they are composed of objects that are defined by textural features, where the color information alone is not a good descriptor of the image. Fuzzy Segmentation is a region-growing segmentation algorithm that uses affinity functions in order to assign to each element in an image a grade of membership for each object (between 0 and 1). This work presents a modification of the Fuzzy Segmentation algorithm, for the purpose of improving the temporal and spatial complexity. The algorithm was adapted to segmenting color videos, treating them as 3D volume. In order to perform segmentation in videos, conventional color model or a hybrid model obtained by a method for choosing the best channels were used. The Fuzzy Segmentation algorithm was also applied to texture segmentation by using adaptive affinity functions defined for each object texture. Two types of affinity functions were used, one defined using the normal (or Gaussian) probability distribution and the other using the Skew Divergence. This latter, a Kullback-Leibler Divergence variation, is a measure of the difference between two probability distributions. Finally, the algorithm was tested in somes videos and also in texture mosaic images composed by images of the Brodatz album

Não-extensividade no contexto da atividade magnética solar: o problema da assimetria hemisférica

Solar activity indicators, each as sunspot numbers, sunspot area and flares, over the Sun’s photosphere are not considered to be symmetric between the northern and southern hemispheres of the Sun. This behavior is also known as the North-South Asymmetry of the different solar indices. Among the different conclusions obtained by several authors, we can point that the N-S asymmetry is a real and systematic phenomenon and is not due to random variability. In the present work, the probability distributions from the Marshall Space Flight Centre (MSFC) database are investigated using a statistical tool arises from well-known Non-Extensive Statistical Mechanics proposed by C. Tsallis in 1988. We present our results and discuss their physical implications with the help of theoretical model and observations. We obtained that there is a strong dependence between the nonextensive entropic parameter q and long-term solar variability presents in the sunspot area data. Among the most important results, we highlight that the asymmetry index q reveals the dominance of the North against the South. This behavior has been discussed and confirmed by several authors, but in no time they have given such behavior to a statistical model property. Thus, we conclude that this parameter can be considered as an effective measure for diagnosing long-term variations of solar dynamo. Finally, our dissertation opens a new approach for investigating time series in astrophysics from the perspective of non-extensivity.

Implementação da rotina de unfolding para determinação de distribuição de tamanho de grãos esféricos via distribuição de interceptos lineares e de área de seção

Na unfolding method of linear intercept distributions and secction área distribution was implemented for structures with spherical grains. Although the unfolding routine depends on the grain shape, structures with spheroidal grains can also be treated by this routine. Grains of non-spheroidal shape can be treated only as approximation. A software was developed with two parts. The first part calculates the probability matrix. The second part uses this matrix and minimizes the chi-square. The results are presented with any number of size classes as required. The probability matrix was determined by means of the linear intercept and section area distributions created by computer simulation. Using curve fittings the probability matrix for spheres of any sizes could be determined. Two kinds of tests were carried out to prove the efficiency of the Technique. The theoretical tests represent ideal cases. The software was able to exactly find the proposed grain size distribution. In the second test, a structure was simulated in computer and images of its slices were used to produce the corresponding linear intercept the section area distributions. These distributions were then unfolded. This test simulates better reality. The results show deviations from the real size distribution. This deviations are caused by statistic fluctuation. The unfolding of the linear intercept distribution works perfectly, but the unfolding of section area distribution does not work due to a failure in the chi-square minimization. The minimization method uses a matrix inversion routine. The matrix generated by this procedure cannot be inverted. Other minimization method must be used

Modelagem analítica e experimental da filtração em meios porosos

Deep bed filtration occurs in several industrial and environmental processes like water filtration and soil contamination. In petroleum industry, deep bed filtration occurs near to injection wells during water injection, causing injectivity reduction. It also takes place during well drilling, sand production control, produced water disposal in aquifers, etc. The particle capture in porous media can be caused by different physical mechanisms (size exclusion, electrical forces, bridging, gravity, etc). A statistical model for filtration in porous media is proposed and analytical solutions for suspended and retained particles are derived. The model, which incorporates particle retention probability, is compared with the classical deep bed filtration model allowing a physical interpretation of the filtration coefficients. Comparison of the obtained analytical solutions for the proposed model with the classical model solutions allows concluding that the larger the particle capture probability, the larger the discrepancy between the proposed and the classical models

Políticas públicas para agricultura familiar: uma avaliação sobre a correspondência do paa e do PRONAF nos territórios da cidadania do Rio Grande do Norte - 2008 a 2010.

Family farming has been considered as the new axis of rural development in the country, the focus of several public policies, especially the National Program for Strengthening Family Agriculture - PRONAF and Food Purchase Program - PAA. PRONAF was created with the aim of providing credit to farmers, while the PAA to support family farmers through the purchase of its production. In this context, the objective of this study is to analyze the correspondence of these two public policies for family farming, in the Territories of Citizenship of the state of Rio Grande do Norte, between the years 2008 to 2010. In the methodology, the analysis was performed by comparing the distributions of the two programs in the territories of citizenship status. There were also statistical tests of differences in proportions, and Spearman correlations, and estimated a logit regression model, in order to measure the probability of a farmer participating in the PAA is associated with one of the modes of PRONAF. The data used were obtained from the National and Supply - CONAB at the Institute of Technical Assistance and Rural Extension - EMATER, and the Ministry of Agrarian Development - MDA. Among the key findings was noted that policies were associated with a direct, but low in the districts of the Territories of Citizenship. And that, in the years 2008 and 2009, only in the territories of Mato Grande, Alto Oeste and Seridó, the actions of PAA and PRONAF had direct and significant correlations. It was found that in most of the territories, policies are performed randomly, ie that both have no correlation to each other. The estimates of the logit model showed that the chance of a family farmer, the PAA participant, receive credits PRONAF A, is higher in the territory of Mato Grande, and would have a chance to fall in PRONAF B in all areas surveyed. Moreover, farmers in the territories of the Assu-Mossoró, Sertão of Apodi, Seridó and Alto Oeste, participating in the PAA would be more likely to receive credits PRONAF C, reflecting thus the family farm more consolidated these territories

Fractais e Percolação na Recuperação de Petróleo

The complex behavior of a wide variety of phenomena that are of interest to physicists, chemists, and engineers has been quantitatively characterized by using the ideas of fractal and multifractal distributions, which correspond in a unique way to the geometrical shape and dynamical properties of the systems under study. In this thesis we present the Space of Fractals and the methods of Hausdorff-Besicovitch, box-counting and Scaling to calculate the fractal dimension of a set. In this Thesis we investigate also percolation phenomena in multifractal objects that are built in a simple way. The central object of our analysis is a multifractal object that we call Qmf . In these objects the multifractality comes directly from the geometric tiling. We identify some differences between percolation in the proposed multifractals and in a regular lattice. There are basically two sources of these differences. The first is related to the coordination number, c, which changes along the multifractal. The second comes from the way the weight of each cell in the multifractal affects the percolation cluster. We use many samples of finite size lattices and draw the histogram of percolating lattices against site occupation probability p. Depending on a parameter, ρ, characterizing the multifractal and the lattice size, L, the histogram can have two peaks. We observe that the probability of occupation at the percolation threshold, pc, for the multifractal is lower than that for the square lattice. We compute the fractal dimension of the percolating cluster and the critical exponent β. Despite the topological differences, we find that the percolation in a multifractal support is in the same universality class as standard percolation. The area and the number of neighbors of the blocks of Qmf show a non-trivial behavior. A general view of the object Qmf shows an anisotropy. The value of pc is a function of ρ which is related to its anisotropy. We investigate the relation between pc and the average number of neighbors of the blocks as well as the anisotropy of Qmf. In this Thesis we study likewise the distribution of shortest paths in percolation systems at the percolation threshold in two dimensions (2D). We study paths from one given point to multiple other points

Fractais e percolação na recuperação de Petróleo

The complex behavior of a wide variety of phenomena that are of interest to physicists, chemists, and engineers has been quantitatively characterized by using the ideas of fractal and multifractal distributions, which correspond in a unique way to the geometrical shape and dynamical properties of the systems under study. In this thesis we present the Space of Fractals and the methods of Hausdorff-Besicovitch, box-counting and Scaling to calculate the fractal dimension of a set. In this Thesis we investigate also percolation phenomena in multifractal objects that are built in a simple way. The central object of our analysis is a multifractal object that we call Qmf . In these objects the multifractality comes directly from the geometric tiling. We identify some differences between percolation in the proposed multifractals and in a regular lattice. There are basically two sources of these differences. The first is related to the coordination number, c, which changes along the multifractal. The second comes from the way the weight of each cell in the multifractal affects the percolation cluster. We use many samples of finite size lattices and draw the histogram of percolating lattices against site occupation probability p. Depending on a parameter, ρ, characterizing the multifractal and the lattice size, L, the histogram can have two peaks. We observe that the probability of occupation at the percolation threshold, pc, for the multifractal is lower than that for the square lattice. We compute the fractal dimension of the percolating cluster and the critical exponent β. Despite the topological differences, we find that the percolation in a multifractal support is in the same universality class as standard percolation. The area and the number of neighbors of the blocks of Qmf show a non-trivial behavior. A general view of the object Qmf shows an anisotropy. The value of pc is a function of ρ which is related to its anisotropy. We investigate the relation between pc and the average number of neighbors of the blocks as well as the anisotropy of Qmf. In this Thesis we study likewise the distribution of shortest paths in percolation systems at the percolation threshold in two dimensions (2D). We study paths from one given point to multiple other points. In oil recovery terminology, the given single point can be mapped to an injection well (injector) and the multiple other points to production wells (producers). In the previously standard case of one injection well and one production well separated by Euclidean distance r, the distribution of shortest paths l, P(l|r), shows a power-law behavior with exponent gl = 2.14 in 2D. Here we analyze the situation of one injector and an array A of producers. Symmetric arrays of producers lead to one peak in the distribution P(l|A), the probability that the shortest path between the injector and any of the producers is l, while the asymmetric configurations lead to several peaks in the distribution. We analyze configurations in which the injector is outside and inside the set of producers. The peak in P(l|A) for the symmetric arrays decays faster than for the standard case. For very long paths all the studied arrays exhibit a power-law behavior with exponent g ∼= gl.

Modelo de risco com dependência entre os valores das indenizações e seus intervalos entre ocorrências

We present a dependent risk model to describe the surplus of an insurance portfolio, based on the article "A ruin model with dependence between claim sizes and claim intervals"(Albrecher and Boxma [1]). An exact expression for the Laplace transform of the survival function of the surplus is derived. The results obtained are illustrated by several numerical examples and the case when we ignore the dependence structure present in the model is investigated. For the phase type claim sizes, we study by the survival probability, considering this is a class of distributions computationally tractable and more general