70 resultados para Bayesian mixture model

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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A Bayesian nonparametric model for Taguchi's on-line quality monitoring procedure for attributes is introduced. The proposed model may accommodate the original single shift setting to the more realistic situation of gradual quality deterioration and allows the incorporation of an expert's opinion on the production process. Based on the number of inspections to be carried out until a defective item is found, the Bayesian operation for the distribution function that represents the increasing sequence of defective fractions during a cycle considering a mixture of Dirichlet processes as prior distribution is performed. Bayes estimates for relevant quantities are also obtained. © 2012 Elsevier B.V.

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

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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In this paper, we investigate potential symmetries of a simplified model for reacting mixtures. We find new similarity reductions and wider class of solutions through this approach. Further, we explore an invertible mapping which linearizes the reacting mixture model.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge regression for multicollinearity problems among the variables in the model. Prior distributions are assumed for the parameters, classifying the model into random or fixed effects. We used a Bayesian approach to estimate the parameters, considering normal and Student t distributions for the error and assumed that the initial values for the lagged dependent variable are not fixed, but generated by a random process. The recursive predictive density criterion was used for model comparisons. Twenty models were tested and the results indicated that multicollinearity does influence the value of the estimated parameters. Controlling for capital intensity, financial constraints are found to be more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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The water has an important role in human society, especially in Brazil. Its uses are multiple, including supply, energy production, recreation and others. The National Policy for Water Resources (Law No 9.433/97) states in its articles the importance of water use in accordance to their multiple uses, prioritizing the supply for humans and animals. In this approach, it is important to consider the physical and chemical quality of water to meet these demands, scope of the legal framework applied to the Brazilian water bodies according to their main uses, in order to guarantee the water quality compatible with the most demanding uses and to reduce the costs of pollution control through ongoing preventive actions. Among the various parameters that seek to analyze the physical and chemical quality of water it is intended to understand the spatial distribution of turbidity in the lake's surface, since the variation of the components that alter this parameter can be detected by means of passive remote sensing. The application of the Linear spectral mixture model allowed, satisfactorily, the identification of turbidity spatial distribution patterns in the lake.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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We use a time-dependent dynamical hydrodynamic model to study a collapse in a degenerate fermion-fermion mixture ( DFFM) of different atoms. Due to a strong Pauli-blocking repulsion among identical spin-polarized fermions at short distances, there cannot be a collapse for repulsive interspecies fermion fermion interaction. However, there can be a collapse for a sufficiently attractive interspecies fermion-fermion interaction in a DFFM of different atoms. Using a variational analysis and numerical solution of the hydrodynamic model, we study different aspects of collapse in such a DFFM initiated by a jump in the interspecies fermion-fermion interaction ( scattering length) to a large negative ( attractive) value using a Feshbach resonance. Suggestion for experiments of collapse in a DFFM of distinct atoms is made.