Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Broadband NIR Emission in Sol-Gel Er(3+)-Activated SiO(2)-Ta(2)O(5) Glass Ceramic Planar and Channel Waveguides for Optical Application

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A Note on the Prior Distributions of Weibull Parameters for the Reliability Function

In Bayesian Inference it is often desirable to have a posterior density reflecting mainly the information from sample data. To achieve this purpose it is important to employ prior densities which add little information to the sample. We have in the literature many such prior densities, for example, Jeffreys (1967), Lindley (1956); (1961), Hartigan (1964), Bernardo (1979), Zellner (1984), Tibshirani (1989), etc. In the present article, we compare the posterior densities of the reliability function by using Jeffreys, the maximal data information (Zellner, 1984), Tibshirani's, and reference priors for the reliability function R(t) in a Weibull distribution.

The frog Dermatonotus muelleri (Boettger 1885) (Anura Microhylidae) shifts its search tactics in response to two different prey distributions

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Elicitation of multivariate prior distributions: A nonparametric Bayesian approach

In the context of Bayesian statistical analysis, elicitation is the process of formulating a prior density f(.) about one or more uncertain quantities to represent a person's knowledge and beliefs. Several different methods of eliciting prior distributions for one unknown parameter have been proposed. However, there are relatively few methods for specifying a multivariate prior distribution and most are just applicable to specific classes of problems and/or based on restrictive conditions, such as independence of variables. Besides, many of these procedures require the elicitation of variances and correlations, and sometimes elicitation of hyperparameters which are difficult for experts to specify in practice. Garthwaite et al. (2005) discuss the different methods proposed in the literature and the difficulties of eliciting multivariate prior distributions. We describe a flexible method of eliciting multivariate prior distributions applicable to a wide class of practical problems. Our approach does not assume a parametric form for the unknown prior density f(.), instead we use nonparametric Bayesian inference, modelling f(.) by a Gaussian process prior distribution. The expert is then asked to specify certain summaries of his/her distribution, such as the mean, mode, marginal quantiles and a small number of joint probabilities. The analyst receives that information, treating it as a data set D with which to update his/her prior beliefs to obtain the posterior distribution for f(.). Theoretical properties of joint and marginal priors are derived and numerical illustrations to demonstrate our approach are given. (C) 2010 Elsevier B.V. All rights reserved.

Electron time-of-flight measurements in sulfur interpreted via an extra surface mobility channel

Time-of-flight measurements were carried out in orthorhombic sulfur for various fields, ranging from -2 to -20 kV/cm. No dependence of the mobility with the electric field was found but the current, normalized by the initial current, showed an electric field dependence at small times, decaying faster for larger electric field. After the failure of the usual models in explaining the resultsincluding the assumption of depth-dependent density of trapsa model assuming an extra mobility channel near the surface provided a reasonable set of parameters independent of the electric field. The measurements were carried out at 8.5, 29, 53, 68, and 79°C. © 1988 The American Physical Society.

Quantum and semiclassical Husimi distributions for a one-dimensional resonant system

We compare exact and semiclassical Husimi distributions for the single eigenstates of a one-dimensional resonant Hamiltonian. We find that both distributions concentrate near the unstable fixed points even when these points are made complex by suitably varying a parameter. © 1992 The American Physical Society.

Fourth-order method for solving the Navier-Stokes equations in a constricting channel

A fourth-order numerical method for solving the Navier-Stokes equations in streamfunction/vorticity formulation on a two-dimensional non-uniform orthogonal grid has been tested on the fluid flow in a constricted symmetric channel. The family of grids is generated algebraically using a conformal transformation followed by a non-uniform stretching of the mesh cells in which the shape of the channel boundary can vary from a smooth constriction to one which one possesses a very sharp but smooth corner. The generality of the grids allows the use of long channels upstream and downstream as well as having a refined grid near the sharp corner. Derivatives in the governing equations are replaced by fourth-order central differences and the vorticity is eliminated, either before or after the discretization, to form a wide difference molecule for the streamfunction. Extra boundary conditions, necessary for wide-molecule methods, are supplied by a procedure proposed by Henshaw et al. The ensuing set of non-linear equations is solved using Newton iteration. Results have been obtained for Reynolds numbers up to 250 for three constrictions, the first being smooth, the second having a moderately sharp corner and the third with a very sharp corner. Estimates of the error incurred show that the results are very accurate and substantially better than those of the corresponding second-order method. The observed order of the method has been shown to be close to four, demonstrating that the method is genuinely fourth-order. © 1977 John Wiley & Sons, Ltd.

Inelasticity distributions in high-energy p-nucleus collisions

Inelasticity distributions in high-energy p-nucleus collisions are computed in the framework of the interacting gluon model, with the impact-parameter fluctuation included. A proper account of the peripheral events by this fluctuation has shown to be vital for the overall agreement with several reported data. The energy dependence is found to be weak.

Effects of stocking density on growth of channel catfish, Ictalurus punctatus, fingerlings in Southern Brazil

Channel catfish, Ictalurus punctatus, fingerlings (mean length: 4.0±0.5 cm) were stocked into sixteen 16-m2 tanks with cement walls and earth bottoms. Four stocking densities were used: 10, 15, 20, and 25 fish/m2. Fish were fed a prepared diet containing 36% protein according to a fish size/water temperature-dependant chart for 120 days. Fish were stocked on January 20, 1992. Average water temperature varied from 19.7°C to 28.5°C. Final mean values of individual fish length and weight were significantly higher (P < 0.05) for the density of 10 fish/m2 and averaged 19.4±2.6 cm and 70.0±16.9 g, respectively. Food conversion ratio was significantly higher (P < 0.05) for fish stocked at rate of 25 fish/m2. Survival rates averaged 91.4%, with no significant differences (P > 0.05) found among treatments. These results demonstrate the viability of channel catfish fingerling growth in southern Brazil.

Growth of Channel Catfish, Ictalurus punctatus, in Southern Brazil

Despite successful introduction of channel catfish into Brazil in 1980, no studies have been conducted to assess the performance of channel catfish, Ictalurus punctatus, farming in southern Brazil. Fingerlings (27.0 ± 2.2 g) were stocked in sixteen 16-m2 tanks with cement walls and earthen bottoms. Four stocking densities were used: 0.5, 0.75, 1.0, and 1.25 fish/m2. Fish were fed a diet containing 32% protein according to a feeding chart for 257 days (from April to December). Water temperature ranged from 16.4°C to 30°C during the study. Final average weight (727.1 ± 70.6 g) was significantly higher (P < 0.05) for fish raised at 0.5 fish/m2. Food conversion ratio (FCR) was significantly higher (P < 0.05) for fish stocked at 1.25 fish/ m2. Survival averaged 95.4%, and no significant differences (P > 0.05) were found among treatments. There was no significant difference (P > 0.05) in tank production among the densities of 0.75, 1.0, and 1.25 fish/m2, but they were higher (P < 0.05) than the density of 0.5 fish/ m2. These results demonstrate the viability of channel catfish growth in southern Brazil.

Some Extensions of M-Fractions Related to Strong Stieltjes Distributions

The purpose of this paper is to show the symmetric relations that appear between the coefficients of some even and odd extensions of the M-fractions related to a certain kind of symmetric strong Stieltjes distribution.

Nonforward parton distributions of the pion within an effective single instanton approximation

We develop a relativistic quark model for pion structure, which incorporates the nontrivial structure of the vacuum of quantum chromodynamics as modelled by instantons. Pions are bound states of quarks and the strong quark-pion vertex is determined from an instanton induced effective Lagrangian. The interaction of the constituents of the pion with the external electromagnetic field is introduced in gauge invariant form. The parameters of the model, i.e., effective instanton radius and constituent quark mass, are obtained from the vacuum expectation values of the lowest dimensional quark and gluon operators and the low-energy observables of the pion. We apply the formalism to the calculation of the pion form factor by means of the isovector nonforward parton distributions and find agreement with the experimental data. © 2000 Elsevier Science B.V.