Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model

2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.

Harmony: Towards automated self-adaptive consistency in cloud storage

In just a few years cloud computing has become a very popular paradigm and a business success story, with storage being one of the key features. To achieve high data availability, cloud storage services rely on replication. In this context, one major challenge is data consistency. In contrast to traditional approaches that are mostly based on strong consistency, many cloud storage services opt for weaker consistency models in order to achieve better availability and performance. This comes at the cost of a high probability of stale data being read, as the replicas involved in the reads may not always have the most recent write. In this paper, we propose a novel approach, named Harmony, which adaptively tunes the consistency level at run-time according to the application requirements. The key idea behind Harmony is an intelligent estimation model of stale reads, allowing to elastically scale up or down the number of replicas involved in read operations to maintain a low (possibly zero) tolerable fraction of stale reads. As a result, Harmony can meet the desired consistency of the applications while achieving good performance. We have implemented Harmony and performed extensive evaluations with the Cassandra cloud storage on Grid?5000 testbed and on Amazon EC2. The results show that Harmony can achieve good performance without exceeding the tolerated number of stale reads. For instance, in contrast to the static eventual consistency used in Cassandra, Harmony reduces the stale data being read by almost 80% while adding only minimal latency. Meanwhile, it improves the throughput of the system by 45% while maintaining the desired consistency requirements of the applications when compared to the strong consistency model in Cassandra.

Higher degree research at Australian Universities : Responding to diversity in engineering and information technology

BACKGROUND There is increasing enrolment of international students in the Engineering and Information Technology disciplines and anecdotal evidence of a need for additional understanding and support for these students and their supervisors due to differences both in academic and social cultures. While there is a growing literature on supervisory styles and guidelines on effective supervision, there is little on discipline-specific, cross-cultural supervision responding to the growing diversity. In this paper, we report findings from a study of Engineering and Information technology Higher Degree Research (HDR)students and supervision in three Australian universities. PURPOSE The aim was to assess perceptions of students and supervisors of factors influencing success that are particular to international or culturally and linguistically diverse (CaLD) HDR students in Engineering and Information technology. DESIGN/METHOD Online survey and qualitative data was collected from international and CaLD HDR students and supervisors at the three universities. Bayesian network analysis, inferential statistics, and qualitative analysis provided the main findings. RESULTS Survey results indicate that both students and supervisors are positive about their experiences, and do not see language or culture as particularly problematic. The survey results also reveal strong consistency between the perceptions of students and supervisors on most factors influencing success. Qualitative analysis of critical supervision incidents has provided rich data that could help improve support services. CONCLUSIONS In contrast with anecdotal evidence, HDR completion data from the three universities reveal that international students, on average, complete in shorter time periods than domestic students. The analysis suggests that success is linked to a complex set of factors involving the student, supervision, the institution and broader community.

What is an expert? A systems perspective on expertise

1. Expert knowledge continues to gain recognition as a valuable source of information in a wide range of research applications. Despite recent advances in defining expert knowledge, comparatively little attention has been given to how to view expertise as a system of interacting contributory factors, and thereby, to quantify an individual’s expertise. 2. We present a systems approach to describing expertise that accounts for many contributing factors and their interrelationships, and allows quantification of an individual’s expertise. A Bayesian network (BN) was chosen for this purpose. For the purpose of illustration, we focused on taxonomic expertise. The model structure was developed in consultation with professional taxonomists. The relative importance of the factors within the network were determined by a second set of senior taxonomists. This second set of experts (i.e. supra-experts) also provided validation of the model structure. Model performance was then assessed by applying the model to hypothetical career states in the discipline of taxonomy. Hypothetical career states were used to incorporate the greatest possible differences in career states and provide an opportunity to test the model against known inputs. 3. The resulting BN model consisted of 18 primary nodes feeding through one to three higher-order nodes before converging on the target node (Taxonomic Expert). There was strong consistency among node weights provided by the supra-experts for some nodes, but not others. The higher order nodes, “Quality of work” and “Total productivity”, had the greatest weights. Sensitivity analysis indicated that although some factors had stronger influence in the outer nodes of the network, there was relatively equal influence of the factors leading directly into the target node. Despite differences in the node weights provided by our supra-experts, there was remarkably good agreement among assessments of our hypothetical experts that accurately reflected differences we had built into them. 4. This systems approach provides a novel way of assessing the overall level of expertise of individuals, accounting for multiple contributory factors, and their interactions. Our approach is adaptable to other situations where it is desirable to understand components of expertise.

Towards strongly consistent online HMM parameter estimation using one-step Kerridge inaccuracy

In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on the new information-theoretic concept of one-step Kerridge inaccuracy (OKI). Under several regulatory conditions, we establish a convergence result (and some limited strong consistency results) for our proposed online OKI-based parameter estimator. In simulation studies, we illustrate the global convergence behaviour of our proposed estimator and provide a counter-example illustrating the local convergence of other popular HMM parameter estimators.

Kernel-based local order estimation of nonlinear nonparametric systems

We consider the local order estimation of nonlinear autoregressive systems with exogenous inputs (NARX), which may have different local dimensions at different points. By minimizing the kernel-based local information criterion introduced in this paper, the strongly consistent estimates for the local orders of the NARX system at points of interest are obtained. The modification of the criterion and a simple procedure of searching the minimum of the criterion, are also discussed. The theoretical results derived here are tested by simulation examples.

Não vício assintótico, consistência forte e uniformemente forte de estimadores do tipo núcleo para dados direcionais sobre uma esfera unitária k-dimensional

In this work we studied the asymptotic unbiasedness, the strong and the uniform strong consistencies of a class of kernel estimators fn as an estimator of the density function f taking values on a k-dimensional sphere

Estimadores do tipo núcleo para Variávei s I.I.D. com espaço de estados geral

In this work, the paper of Campos and Dorea [3] was detailed. In that article a Kernel Estimator was applied to a sequence of random variables with general state space, which were independent and identicaly distributed. In chapter 2, the estimator´s properties such as asymptotic unbiasedness, consistency in quadratic mean, strong consistency and asymptotic normality were verified. In chapter 3, using R software, numerical experiments were developed in order to give a visual idea of the estimate process

Estimadores do tipo núcleo para a densidade de transição de uma cadeia de markov com espaço de estados geral

In this work, we studied the strong consistency for a class of estimates for a transition density of a Markov chain with general state space E ⊂ Rd. The strong ergodicity of the estimates for the density transition is obtained from the strong consistency of the kernel estimates for both the marginal density p(:) of the chain and the joint density q(., .). In this work the Markov chain is supposed to be homogeneous, uniformly ergodic and possessing a stationary density p(.,.)

Parameterschätzung in zeitdiskreten ergodischen Markov-Prozessen am Beispiel des Cox-Ingersoll-Ross-Modells

In dieser Arbeit geht es um die Schätzung von Parametern in zeitdiskreten ergodischen Markov-Prozessen im allgemeinen und im CIR-Modell im besonderen. Beim CIR-Modell handelt es sich um eine stochastische Differentialgleichung, die von Cox, Ingersoll und Ross (1985) zur Beschreibung der Dynamik von Zinsraten vorgeschlagen wurde. Problemstellung ist die Schätzung der Parameter des Drift- und des Diffusionskoeffizienten aufgrund von äquidistanten diskreten Beobachtungen des CIR-Prozesses. Nach einer kurzen Einführung in das CIR-Modell verwenden wir die insbesondere von Bibby und Sørensen untersuchte Methode der Martingal-Schätzfunktionen und -Schätzgleichungen, um das Problem der Parameterschätzung in ergodischen Markov-Prozessen zunächst ganz allgemein zu untersuchen. Im Anschluss an Untersuchungen von Sørensen (1999) werden hinreichende Bedingungen (im Sinne von Regularitätsvoraussetzungen an die Schätzfunktion) für die Existenz, starke Konsistenz und asymptotische Normalität von Lösungen einer Martingal-Schätzgleichung angegeben. Angewandt auf den Spezialfall der Likelihood-Schätzung stellen diese Bedingungen zugleich lokal-asymptotische Normalität des Modells sicher. Ferner wird ein einfaches Kriterium für Godambe-Heyde-Optimalität von Schätzfunktionen angegeben und skizziert, wie dies in wichtigen Spezialfällen zur expliziten Konstruktion optimaler Schätzfunktionen verwendet werden kann. Die allgemeinen Resultate werden anschließend auf das diskretisierte CIR-Modell angewendet. Wir analysieren einige von Overbeck und Rydén (1997) vorgeschlagene Schätzer für den Drift- und den Diffusionskoeffizienten, welche als Lösungen quadratischer Martingal-Schätzfunktionen definiert sind, und berechnen das optimale Element in dieser Klasse. Abschließend verallgemeinern wir Ergebnisse von Overbeck und Rydén (1997), indem wir die Existenz einer stark konsistenten und asymptotisch normalen Lösung der Likelihood-Gleichung zeigen und lokal-asymptotische Normalität für das CIR-Modell ohne Einschränkungen an den Parameterraum beweisen.

Fixed-Width Output Analysis for Markov Chain Monte Carlo

Markov chain Monte Carlo is a method of producing a correlated sample in order to estimate features of a complicated target distribution via simple ergodic averages. A fundamental question in MCMC applications is when should the sampling stop? That is, when are the ergodic averages good estimates of the desired quantities? We consider a method that stops the MCMC sampling the first time the width of a confidence interval based on the ergodic averages is less than a user-specified value. Hence calculating Monte Carlo standard errors is a critical step in assessing the output of the simulation. In particular, we consider the regenerative simulation and batch means methods of estimating the variance of the asymptotic normal distribution. We describe sufficient conditions for the strong consistency and asymptotic normality of both methods and investigate their finite sample properties in a variety of examples.

Statistical Inference for Processes Depending on Environments and Application in Regenerative Processes

We build the Conditional Least Squares Estimator of 0 based on the observation of a single trajectory of {Zk,Ck}k, and give conditions ensuring its strong consistency. The particular case of general linear models according to 0=( 0, 0) and among them, regenerative processes, are studied more particularly. In this frame, we may also prove the consistency of the estimator of 0 although it belongs to an asymptotic negligible part of the model, and the asymptotic law of the estimator may also be calculated.

A Generalized Quasi-Likelihood Estimator for Nonstationary Stochastic Processes−Asymptotic Properties and Examples

2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.

A reforma psiquiátrica e a política de saúde mental do Rio Grande do Norte: papéis e funções de profissionais e gestores

This study arose from an interest in knowing the reality of mental health care in Rio Grande do Norte (RN) on the advances and challenges in the intersectoral agreements paths and consolidation of the Psychosocial Care Network (RAPS) from the state. Considering problematic and concerns were defined as objectives: Identify the knowledge of managers of Rio Grande do Norte on the National Mental Health Policy (PNSM) in the RN State; Describe the activities developed by health professionals in the individual service offered in the CAPS from RN; Understanding the relationship of managers’ knowledge on national mental health policy in professionals’ practice working in the the CAPS from the countryside. It is a descriptive study with a quantitative and qualitative approach, carried out in 30 CAPS from RN’s countryside, where 183 professionals answered a structured questionnaire with closed questions about the activities they do in individual care; and 19 mental health coordinators of municipalities and the state coordinator of RAPS were interviewed about their knowledge on the Mental Health Policy. Data were collected after approval by the Research Ethics Committee of the Federal University of Rio Grande do Norte, with the number 508.430 CAAE: 25851913.7.0000.5537 from August through October of 2014 in 26 municipalities with CAPS from the state. Quantitative data were tabulated and analyzed using a descriptive statistics aided by the software Statistical Package for the Social Scienses (SPSS) version 20.0. The qualitative data were prepared in a corpus and analyzed through software Analyse Lexicale par Contexte d’um Ensemble de Segments de Texte (ALCESTE) that allow to perform textual statistical analysis and categorization from their comments, submitted to Bardin content analysis. Five categories were generated approaching the managers’ knowledge, namely: Back to society: leadership and users’ role and autonomy; The gap between policy and practice; Barriers that affect the service; Structuring the Psychosocial Care Network; Multidisciplinary team: attribuitios and activities. The CAPS professionals’ ages ranged from 20 to 58 years, prevailing females, with 76.5% of the total, the majority were social workers (16.8%), psychologists (15.3%), nurses (14.8%) and nursing technicians (14.8%). The results showed precariousness in care associated with physical workload regard to high workload and low wages of the CAPS professionals' and, also, it was possible to observe a large involvement of professionals in care delivery, despite the difficulties encountered in services. It was found little knowledge in managers regarding the National Mental Health Policy having as causes of this reality the poor education and training of these professionals. The responses of professionals working in care reveals strong consistency with what is expected of a psychosocial care service. Points up as a thesis of this study that the psychiatric reform and mental health policy in Rio Grande do Norte is following a structural expansion process, but with precariousness of services from a still unprepared management to act in a psychosocial context.