Proprieta chemo-dinamiche delle sottostrutture nell'alone retrogrado della nostra galassia

Le stelle nate nelle galassie satelliti accresciute dalla MW durante il suo processo evolutivo, sono oggi mescolate nell'Alone Retrogrado della nostra Galassia, ma mantengono una coerenza chimica e dinamica che ci consente di identificarle e di ricostruirne l'origine. Tuttavia, investigare la chimica o la dinamica in maniera indipendente non è sufficiente per fare ciò. L'associazione di stelle a specifici eventi di merging basata esclusivamente sulla loro posizione nello spazio degli IoM può non essere univoca e portare quindi ad identificazioni errate o ambigue. Allo stesso tempo, la composizione chimica delle stelle riflette la composizone del gas della galassia in cui le stelle si sono formate, ma galassie evolutesi in maniera simile sono difficilmente distinguibili nei soli piani chimici. Combinare l'informazione chimica a quella dinamica è quindi necessario per ricostruire in maniera accurata la storia di formazione ed evoluzione della MW. In questa tesi è stato analizzato un campione di 66 stelle dell'Alone Retrogrado della MW (localizzate nei dintorni solari) combinando i dati fotometrici di Gaia e quelli spettroscopici ottenuti con PEPSI@LBT. L'obiettivo principale di questo lavoro è di associare univocamente le stelle di questo campione alle rispettive galassie progenitrici tramite l'utilizzo coniugato delle informazioni chimiche e cinematiche. Per fare questo, è stata prima di tutto ricostruita l'orbita di ognuna delle stelle. In seguito, l'analisi degli spettri dei targets ha permesso di ottenere le abbondanze chimiche. L'identificazione delle sottostrutture è stata effettuata attraverso un'analisi chemo-dinamica statisticamente robusta, ottenuta tramite l'applicazione di un metodo di Gaussian Mixture Model, e l'associazione finale ai relativi progenitori, nonchè la loro interpretazione in termini di strutture indipendenti, è stata eseguita accoppiando questa informazione con la composizione chimica dettagliata di ogni stella.

Bayesian updating rules in continuous opinion dynamics models

Here, I investigate the use of Bayesian updating rules applied to modeling how social agents change their minds in the case of continuous opinion models. Given another agent statement about the continuous value of a variable, we will see that interesting dynamics emerge when an agent assigns a likelihood to that value that is a mixture of a Gaussian and a uniform distribution. This represents the idea that the other agent might have no idea about what is being talked about. The effect of updating only the first moments of the distribution will be studied, and we will see that this generates results similar to those of the bounded confidence models. On also updating the second moment, several different opinions always survive in the long run, as agents become more stubborn with time. However, depending on the probability of error and initial uncertainty, those opinions might be clustered around a central value.

Expectation Propagation with Factorizing Distributions: A Gaussian Approximation and Performance Results for Simple Models

We discuss the expectation propagation (EP) algorithm for approximate Bayesian inference using a factorizing posterior approximation. For neural network models, we use a central limit theorem argument to make EP tractable when the number of parameters is large. For two types of models, we show that EP can achieve optimal generalization performance when data are drawn from a simple distribution.

Mixture of bivariate Poisson regression models with an application to insurance

In a recent paper Bermúdez [2009] used bivariate Poisson regression models for ratemaking in car insurance, and included zero-inflated models to account for the excess of zeros and the overdispersion in the data set. In the present paper, we revisit this model in order to consider alternatives. We propose a 2-finite mixture of bivariate Poisson regression models to demonstrate that the overdispersion in the data requires more structure if it is to be taken into account, and that a simple zero-inflated bivariate Poisson model does not suffice. At the same time, we show that a finite mixture of bivariate Poisson regression models embraces zero-inflated bivariate Poisson regression models as a special case. Additionally, we describe a model in which the mixing proportions are dependent on covariates when modelling the way in which each individual belongs to a separate cluster. Finally, an EM algorithm is provided in order to ensure the models’ ease-of-fit. These models are applied to the same automobile insurance claims data set as used in Bermúdez [2009] and it is shown that the modelling of the data set can be improved considerably.

Application of mathematical models for the prediction of adsorption isotherms in solid mixture for mango powder refreshment

Solid mixtures for refreshment are already totally integrated to the Brazilian consumers' daily routine, because of their quick preparation method, yield and reasonable price - quite lower if compared to 'ready-to-drink' products or products for prompt consumption, what makes them economically more accessible to low-income populations. Within such a context, the aim of this work was to evaluate the physicochemical and mineral composition, as well as the hygroscopic behavior of four different brands of solid mixture for mango refreshment. The BET, GAB, Oswim and Henderson mathematical models were built through the adjustment of experimental data to the isotherms of adsorption. Results from the physiochemical evaluation showed that the solid mixtures for refreshments are considerable sources of ascorbic acid and reductor sugar; and regarding mineral compounds, they are significant sources of calcium, sodium and potassium. It was also verified that the solid mixtures for refreshments of the four studied brands are considered highly hygroscopic.

Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models

We study the problem of testing the error distribution in a multivariate linear regression (MLR) model. The tests are functions of appropriately standardized multivariate least squares residuals whose distribution is invariant to the unknown cross-equation error covariance matrix. Empirical multivariate skewness and kurtosis criteria are then compared to simulation-based estimate of their expected value under the hypothesized distribution. Special cases considered include testing multivariate normal, Student t; normal mixtures and stable error models. In the Gaussian case, finite-sample versions of the standard multivariate skewness and kurtosis tests are derived. To do this, we exploit simple, double and multi-stage Monte Carlo test methods. For non-Gaussian distribution families involving nuisance parameters, confidence sets are derived for the the nuisance parameters and the error distribution. The procedures considered are evaluated in a small simulation experi-ment. Finally, the tests are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995.

Essays on numerically efficient inference in nonlinear and non-Gaussian state space models, and commodity market analysis.

The first two articles build procedures to simulate vector of univariate states and estimate parameters in nonlinear and non Gaussian state space models. We propose state space speci fications that offer more flexibility in modeling dynamic relationship with latent variables. Our procedures are extension of the HESSIAN method of McCausland[2012]. Thus, they use approximation of the posterior density of the vector of states that allow to : simulate directly from the state vector posterior distribution, to simulate the states vector in one bloc and jointly with the vector of parameters, and to not allow data augmentation. These properties allow to build posterior simulators with very high relative numerical efficiency. Generic, they open a new path in nonlinear and non Gaussian state space analysis with limited contribution of the modeler. The third article is an essay in commodity market analysis. Private firms coexist with farmers' cooperatives in commodity markets in subsaharan african countries. The private firms have the biggest market share while some theoretical models predict they disappearance once confronted to farmers cooperatives. Elsewhere, some empirical studies and observations link cooperative incidence in a region with interpersonal trust, and thus to farmers trust toward cooperatives. We propose a model that sustain these empirical facts. A model where the cooperative reputation is a leading factor determining the market equilibrium of a price competition between a cooperative and a private firm

Studies on gaussian effective potentials in some models

In classical field theory, the ordinary potential V is an energy density for that state in which the field assumes the value ¢. In quantum field theory, the effective potential is the expectation value of the energy density for which the expectation value of the field is ¢o. As a result, if V has several local minima, it is only the absolute minimum that corresponds to the true ground state of the theory. Perturbation theory remains to this day the main analytical tool in the study of Quantum Field Theory. However, since perturbation theory is unable to uncover the whole rich structure of Quantum Field Theory, it is desirable to have some method which, on one hand, must go beyond both perturbation theory and classical approximation in the points where these fail, and at that time, be sufficiently simple that analytical calculations could be performed in its framework During the last decade a nonperturbative variational method called Gaussian effective potential, has been discussed widely together with several applications. This concept was described as a means of formalizing our intuitive understanding of zero-point fluctuation effects in quantum mechanics in a way that carries over directly to field theory.

Bayesian analysis of an inverse Gaussian correlated frailty model

In survival analysis frailty is often used to model heterogeneity between individuals or correlation within clusters. Typically frailty is taken to be a continuous random effect, yielding a continuous mixture distribution for survival times. A Bayesian analysis of a correlated frailty model is discussed in the context of inverse Gaussian frailty. An MCMC approach is adopted and the deviance information criterion is used to compare models. As an illustration of the approach a bivariate data set of corneal graft survival times is analysed. (C) 2006 Elsevier B.V. All rights reserved.

Influence diagnostics in Gaussian spatial linear models

Spatial linear models have been applied in numerous fields such as agriculture, geoscience and environmental sciences, among many others. Spatial dependence structure modelling, using a geostatistical approach, is an indispensable tool to estimate the parameters that define this structure. However, this estimation may be greatly affected by the presence of atypical observations in the sampled data. The purpose of this paper is to use diagnostic techniques to assess the sensitivity of the maximum-likelihood estimators, covariance functions and linear predictor to small perturbations in the data and/or the spatial linear model assumptions. The methodology is illustrated with two real data sets. The results allowed us to conclude that the presence of atypical values in the sample data have a strong influence on thematic maps, changing the spatial dependence structure.