993 resultados para Bayesian-estimation


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We derive the Cramer-Rao Lower Bound (CRLB) for the estimation of initial conditions of noise-embedded orbits produced by general one-dimensional maps. We relate this bound`s asymptotic behavior to the attractor`s Lyapunov number and show numerical examples. These results pave the way for more suitable choices for the chaotic signal generator in some chaotic digital communication systems. (c) 2006 Published by Elsevier Ltd.

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This work aims at proposing the use of the evolutionary computation methodology in order to jointly solve the multiuser channel estimation (MuChE) and detection problems at its maximum-likelihood, both related to the direct sequence code division multiple access (DS/CDMA). The effectiveness of the proposed heuristic approach is proven by comparing performance and complexity merit figures with that obtained by traditional methods found in literature. Simulation results considering genetic algorithm (GA) applied to multipath, DS/CDMA and MuChE and multi-user detection (MuD) show that the proposed genetic algorithm multi-user channel estimation (GAMuChE) yields a normalized mean square error estimation (nMSE) inferior to 11%, under slowly varying multipath fading channels, large range of Doppler frequencies and medium system load, it exhibits lower complexity when compared to both maximum likelihood multi-user channel estimation (MLMuChE) and gradient descent method (GrdDsc). A near-optimum multi-user detector (MuD) based on the genetic algorithm (GAMuD), also proposed in this work, provides a significant reduction in the computational complexity when compared to the optimum multi-user detector (OMuD). In addition, the complexity of the GAMuChE and GAMuD algorithms were (jointly) analyzed in terms of number of operations necessary to reach the convergence, and compared to other jointly MuChE and MuD strategies. The joint GAMuChE-GAMuD scheme can be regarded as a promising alternative for implementing third-generation (3G) and fourth-generation (4G) wireless systems in the near future. Copyright (C) 2010 John Wiley & Sons, Ltd.

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Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem. (C) 2010 Elsevier B.V. All rights reserved.

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The zero-inflated negative binomial model is used to account for overdispersion detected in data that are initially analyzed under the zero-Inflated Poisson model A frequentist analysis a jackknife estimator and a non-parametric bootstrap for parameter estimation of zero-inflated negative binomial regression models are considered In addition an EM-type algorithm is developed for performing maximum likelihood estimation Then the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and some ways to perform global influence analysis are derived In order to study departures from the error assumption as well as the presence of outliers residual analysis based on the standardized Pearson residuals is discussed The relevance of the approach is illustrated with a real data set where It is shown that zero-inflated negative binomial regression models seems to fit the data better than the Poisson counterpart (C) 2010 Elsevier B V All rights reserved

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In this study, regression models are evaluated for grouped survival data when the effect of censoring time is considered in the model and the regression structure is modeled through four link functions. The methodology for grouped survival data is based on life tables, and the times are grouped in k intervals so that ties are eliminated. Thus, the data modeling is performed by considering the discrete models of lifetime regression. The model parameters are estimated by using the maximum likelihood and jackknife methods. To detect influential observations in the proposed models, diagnostic measures based on case deletion, which are denominated global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to those measures, the local influence and the total influential estimate are also employed. Various simulation studies are performed and compared to the performance of the four link functions of the regression models for grouped survival data for different parameter settings, sample sizes and numbers of intervals. Finally, a data set is analyzed by using the proposed regression models. (C) 2010 Elsevier B.V. All rights reserved.

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Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

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Over the years, crop insurance programs became the focus of agricultural policy in the USA, Spain, Mexico, and more recently in Brazil. Given the increasing interest in insurance, accurate calculation of the premium rate is of great importance. We address the crop-yield distribution issue and its implications in pricing an insurance contract considering the dynamic structure of the data and incorporating the spatial correlation in the Hierarchical Bayesian framework. Results show that empirical (insurers) rates are higher in low risk areas and lower in high risk areas. Such methodological improvement is primarily important in situations of limited data.

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This article presents a statistical model of agricultural yield data based on a set of hierarchical Bayesian models that allows joint modeling of temporal and spatial autocorrelation. This method captures a comprehensive range of the various uncertainties involved in predicting crop insurance premium rates as opposed to the more traditional ad hoc, two-stage methods that are typically based on independent estimation and prediction. A panel data set of county-average yield data was analyzed for 290 counties in the State of Parana (Brazil) for the period of 1990 through 2002. Posterior predictive criteria are used to evaluate different model specifications. This article provides substantial improvements in the statistical and actuarial methods often applied to the calculation of insurance premium rates. These improvements are especially relevant to situations where data are limited.

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Crop rotation in center-pivot for phytonematode control: density variation, pathogenicity and crop loss estimation A field study conducted over three consecutive years, on a farm using crop rotation system under center-pivot and infested with the nematodes Pratylenchus brachyurus, P. zeae, Meloidogyne incognita, Paratrichodorus minor, Helicotylenchus dihystera, Mesocriconema ornata and M. onoense, demonstrated that intensive crop systems provide conditions for the maintenance of high densities of polyphagous phytonematodes. Of the crops established on the farm (cotton, maize, soybean and cowpea), cotton and soybean suffered the most severe crop losses, caused respectively by M. incognita and P. brachyurus. Since maize is a good host for both nematodes, but tolerant of M. incognita, its exclusion from cropping system would be favorable to the performance of cotton, soybean and cowpea. Results from experiments carried out in controlled conditions confirmed the pathogenicity of P. brachyurus on cotton. Additional management with genetic resistance was useful in fields infested with M. incognita, although the soybean performance was affected by low resistance of the cultivars used for P. brachyurus. In conclusion, crop rotation must be carefully planned in areas infested with polyphagous nematodes, specifically in the case of occurrence of two or more major pathogenic nematodes.

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The development of genetic maps for auto-incompatible species, such as the yellow passion fruit (Passiflora edulis Sims f.flavicarpa Deg.) is restricted due to the unfeasibility of obtaining traditional mapping populations based on inbred lines. For this reason, yellow passion fruit linkage maps were generally constructed using a strategy known as two-way pseudo-testeross, based on monoparental dominant markers segregating in a 1:1 fashion. Due to the lack of information from these markers in one of the parents, two individual (parental) maps were obtained. However, integration of these maps is essential, and biparental markers can be used for such an operation. The objective of our study was to construct an integrated molecular map for a full-sib population of yellow passion fruit combining different loci configuration generated from amplified fragment length polymorphisms (AFLPs) and microsatellite markers and using a novel approach based on simultaneous maximum-likelihood estimation of linkage and linkage phases, specially designed for outcrossing species. Of the total number of loci, approximate to 76%, 21%, 0.7%, and 2.3% did segregate in 1:1, 3:1, 1:2:1, and 1:1:1:1 ratios, respectively. Ten linkage groups (LGs) were established with a logarithm of the odds (LOD) score >= 5.0 assuming a recombination fraction : <= 0.35. On average, 24 markers were assigned per LG, representing a total map length of 1687 cM, with a marker density of 6.9 cM. No markers were placed as accessories on the map as was done with previously constructed individual maps.

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In this work, supercritical technology was used to obtain extracts from Ocimum basilicum (sweet basil) with CO(2) and the cosolvent H(2)O at 1, 10, and 20% (w/w). The raw material was obtained from hydroponic cultivation. The extract`s global yield isotherms, chemical compositions, antioxidant activity, and cost of manufacturing were determined. The extraction assays were done for pressures of 10 to 30 MPa at 303 to 323 K. The identification of the compounds present in the extracts was made by GC-MS and ESI-MS. The antioxidant activity of extracts was determined using the coupled reaction of beta-carotene and linolenic acid. At 1% of cosolvent, the largest global yield was obtained at 10 MPa and 303 K (2%, dry basis-d.b.); at 10% of cosolvent the largest global yield was obtained at 10 and 15 MPa (11%, d.b.), and at 20% of cosolvent the largest global yield was detected at 30 MPa and 303 K (24%, d.b.). The main components identified in the extracts were eugenol, germacrene-D, epi-alpha-cadinol, malic acid, tartaric acid, ramnose, caffeic acid, quinic acid, kaempferol, caffeoylquinic acid, and kaempferol 3-O-glucoside. Sweet basil extracts exhibited high antioxidant activity compared to beta-carotene. Three types of SFE extracts from sweet basil were produced, for which the estimated cost of manufacturing (class 5 type) varied from US$ 47.96 to US$ 1,049.58 per kilogram of dry extract.

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The leaf area index (LAI) of fast-growing Eucalyptus plantations is highly dynamic both seasonally and interannually, and is spatially variable depending on pedo-climatic conditions. LAI is very important in determining the carbon and water balance of a stand, but is difficult to measure during a complete stand rotation and at large scales. Remote-sensing methods allowing the retrieval of LAI time series with accuracy and precision are therefore necessary. Here, we tested two methods for LAI estimation from MODIS 250m resolution red and near-infrared (NIR) reflectance time series. The first method involved the inversion of a coupled model of leaf reflectance and transmittance (PROSPECT4), soil reflectance (SOILSPECT) and canopy radiative transfer (4SAIL2). Model parameters other than the LAI were either fixed to measured constant values, or allowed to vary seasonally and/or with stand age according to trends observed in field measurements. The LAI was assumed to vary throughout the rotation following a series of alternately increasing and decreasing sigmoid curves. The parameters of each sigmoid curve that allowed the best fit of simulated canopy reflectance to MODIS red and NIR reflectance data were obtained by minimization techniques. The second method was based on a linear relationship between the LAI and values of the GEneralized Soil Adjusted Vegetation Index (GESAVI), which was calibrated using destructive LAI measurements made at two seasons, on Eucalyptus stands of different ages and productivity levels. The ability of each approach to reproduce field-measured LAI values was assessed, and uncertainty on results and parameter sensitivities were examined. Both methods offered a good fit between measured and estimated LAI (R(2) = 0.80 and R(2) = 0.62 for model inversion and GESAVI-based methods, respectively), but the GESAVI-based method overestimated the LAI at young ages. (C) 2010 Elsevier Inc. All rights reserved.

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The aim of this study was to use DSC and X-ray diffraction measurements to determine the pore size and pore wall thickness of highly ordered SBA-15 materials. The DSC curves showed two endothermic events during the heating cycle. These events were due to the presence of water inside and outside of mesopores. The results of pore radius, wall thickness and pore volume measurements were in good agreement with the results obtained by nitrogen adsorption measurement, XRD and transmission electron microscopy.

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The objective of this investigation was to examine in a systematic manner the influence of plasma protein binding on in vivo pharmacodynamics. Comparative pharmacokinetic-pharmacodynamic studies with four beta blockers were performed in conscious rats, using heart rate under isoprenaline-induced tachycardia as a pharmacodynamic endpoint. A recently proposed mechanism-based agonist-antagonist interaction model was used to obtain in vivo estimates of receptor affinities (K(B),(vivo)). These values were compared with in vitro affinities (K(B),(vitro)) on the basis of both total and free drug concentrations. For the total drug concentrations, the K(B),(vivo) estimates were 26, 13, 6.5 and 0.89 nM for S(-)-atenolol, S(-)-propranolol, S(-)-metoprolol and timolol. The K(B),(vivo) estimates on the basis of the free concentrations were 25, 2.0, 5.2 and 0.56 nM, respectively. The K(B),(vivo)-K(B),(vitro) correlation for total drug concentrations clearly deviated from the line of identity, especially for the most highly bound drug S(-)-propranolol (ratio K(B),(vivo)/K(B),(vitro) similar to 6.8). For the free drug, the correlation approximated the line of identity. Using this model, for beta-blockers the free plasma concentration appears to be the best predictor of in vivo pharmacodynamics. (C) 2008 Wiley-Liss, Inc. and the American Pharmacists Association J Pharm Sci 98:3816-3828, 2009

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Despite its environmental (and financial) importance, there is no agreement in the literature as to which extractant most accurately estimates the phytoavailability of trace metals in soils. A large dataset was taken from the literature, and the effectiveness of various extractants to predict the phytoavailability of Cd, Zn, Ni, Cu, and Pb examined across a range of soil types and contamination levels. The data suggest that generally, the total soil trace metal content, and trace metal concentrations determined by complexing agents (such as the widely used DTPA and EDTA extractants) or acid extractants (such as 0.1 M HCl and the Mehlich 1 extractant) are only poorly correlated to plant phytoavailability. Whilst there is no consensus, it would appear that neutral salt extractants (such as 0.01 M CaCl2 and 0.1 M NaNO3) provide the most useful indication of metal phytoavailability across a range of metals of interest, although further research is required.