921 resultados para Heckman selection model


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A model based on graph isomorphisms is used to formalize software evolution. Step by step we narrow the search space by an informed selection of the attributes based on the current state-of-the-art in software engineering and generate a seed solution. We then traverse the resulting space using graph isomorphisms and other set operations over the vertex sets. The new solutions will preserve the desired attributes. The goal of defining an isomorphism based search mechanism is to construct predictors of evolution that can facilitate the automation of ’software factory’ paradigm. The model allows for automation via software tools implementing the concepts.

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This article proposes a systematic approach to determine the most suitable analogue redesign method to be used for forward-type converters under digital voltage mode control. The focus of the method is to achieve the highest phase margin at the particular switching and crossover frequencies chosen by the designer. It is shown that at high crossover frequencies with respect to switching frequency, controllers designed using backward integration have the largest phase margin; whereas at low crossover frequencies with respect to switching frequency, controllers designed using bilinear integration with pre-warping have the largest phase margins. An algorithm has been developed to determine the frequency of the crossing point where the recommended discretisation method changes. An accurate model of the power stage is used for simulation and experimental results from a Buck converter are collected. The performance of the digital controllers is compared to that of the equivalent analogue controller both in simulation and experiment. Excellent closeness between the simulation and experimental results is presented. This work provides a concrete example to allow academics and engineers to systematically choose a discretisation method.

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A model based on graph isomorphisms is used to formalize software evolution. Step by step we narrow the search space by an informed selection of the attributes based on the current state-of-the-art in software engineering and generate a seed solution. We then traverse the resulting space using graph isomorphisms and other set operations over the vertex sets. The new solutions will preserve the desired attributes. The goal of defining an isomorphism based search mechanism is to construct predictors of evolution that can facilitate the automation of ’software factory’ paradigm. The model allows for automation via software tools implementing the concepts.

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Break crops and multi-crop rotations are common in arable farm management, and the soil quality inherited from a previous crop is one of the parameters that determine the gross margin that is achieved with a given crop from a given parcel of land. In previous work we developed a dynamic economic model to calculate the potential yield and gross margin of a set of crops grown in a selection of typical rotation scenarios, and we reported use of the model to calculate coexistence costs for GM maize grown in a crop rotation. The model predicts economic effects of pest and weed pressures in monthly time steps. Validation of the model in respect of specific traits is proceeding as data from trials with novel crop varieties is published. Alongside this aspect of the validation process, we are able to incorporate data representing the economic impact of abiotic stresses on conventional crops, and then use the model to predict the cumulative gross margin achievable from a sequence of conventional crops grown at varying levels of abiotic stress. We report new progress with this aspect of model validation. In this paper, we report the further development of the model to take account of abiotic stress arising from drought, flood, heat or frost; such stresses being introduced in addition to variable pest and weed pressure. The main purpose is to assess the economic incentive for arable farmers to adopt novel crop varieties having multiple ‘stacked’ traits introduced by means of various biotechnological tools available to crop breeders.

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Genome-wide association studies (GWAS) have been widely used in genetic dissection of complex traits. However, common methods are all based on a fixed-SNP-effect mixed linear model (MLM) and single marker analysis, such as efficient mixed model analysis (EMMA). These methods require Bonferroni correction for multiple tests, which often is too conservative when the number of markers is extremely large. To address this concern, we proposed a random-SNP-effect MLM (RMLM) and a multi-locus RMLM (MRMLM) for GWAS. The RMLM simply treats the SNP-effect as random, but it allows a modified Bonferroni correction to be used to calculate the threshold p value for significance tests. The MRMLM is a multi-locus model including markers selected from the RMLM method with a less stringent selection criterion. Due to the multi-locus nature, no multiple test correction is needed. Simulation studies show that the MRMLM is more powerful in QTN detection and more accurate in QTN effect estimation than the RMLM, which in turn is more powerful and accurate than the EMMA. To demonstrate the new methods, we analyzed six flowering time related traits in Arabidopsis thaliana and detected more genes than previous reported using the EMMA. Therefore, the MRMLM provides an alternative for multi-locus GWAS.

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This thesis examines three different, but related problems in the broad area of portfolio management for long-term institutional investors, and focuses mainly on the case of pension funds. The first idea (Chapter 3) is the application of a novel numerical technique – robust optimization – to a real-world pension scheme (the Universities Superannuation Scheme, USS) for first time. The corresponding empirical results are supported by many robustness checks and several benchmarks such as the Bayes-Stein and Black-Litterman models that are also applied for first time in a pension ALM framework, the Sharpe and Tint model and the actual USS asset allocations. The second idea presented in Chapter 4 is the investigation of whether the selection of the portfolio construction strategy matters in the SRI industry, an issue of great importance for long term investors. This study applies a variety of optimal and naïve portfolio diversification techniques to the same SRI-screened universe, and gives some answers to the question of which portfolio strategies tend to create superior SRI portfolios. Finally, the third idea (Chapter 5) compares the performance of a real-world pension scheme (USS) before and after the recent major changes in the pension rules under different dynamic asset allocation strategies and the fixed-mix portfolio approach and quantifies the redistributive effects between various stakeholders. Although this study deals with a specific pension scheme, the methodology can be applied by other major pension schemes in countries such as the UK and USA that have changed their rules.

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The benefits of breastfeeding for the children`s health have been highlighted in many studies. The innovative aspect of the present study lies in its use of a multilevel model, a technique that has rarely been applied to studies on breastfeeding. The data reported were collected from a larger study, the Family Budget Survey-Pesquisa de Orcamentos Familiares, carried out between 2002 and 2003 in Brazil that involved a sample of 48 470 households. A representative national sample of 1477 infants aged 0-6 months was used. The statistical analysis was performed using a multilevel model, with two levels grouped by region. In Brazil, breastfeeding prevalence was 58%. The factors that bore a negative influence on breastfeeding were over four residents living in the same household [odds ratio (OR) = 0.68, 90% confidence interval (CI) = 0.51-0.89] and mothers aged 30 years or more (OR = 0.68, 90% CI = 0.53-0.89). The factors that positively influenced breastfeeding were the following: higher socio-economic levels (OR = 1.37, 90% CI = 1.01-1.88), families with over two infants under 5 years (OR = 1.25, 90% CI = 1.00-1.58) and being a resident in rural areas (OR = 1.25, 90% CI = 1.00-1.58). Although majority of the mothers was aware of the value of maternal milk and breastfed their babies, the prevalence of breastfeeding remains lower than the rate advised by the World Health Organization, and the number of residents living in the same household along with mothers aged 30 years or older were both factors associated with early cessation of infant breastfeeding before 6 months.

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In 2004 the National Household Survey (Pesquisa Nacional par Amostras de Domicilios - PNAD) estimated the prevalence of food and nutrition insecurity in Brazil. However, PNAD data cannot be disaggregated at the municipal level. The objective of this study was to build a statistical model to predict severe food insecurity for Brazilian municipalities based on the PNAD dataset. Exclusion criteria were: incomplete food security data (19.30%); informants younger than 18 years old (0.07%); collective households (0.05%); households headed by indigenous persons (0.19%). The modeling was carried out in three stages, beginning with the selection of variables related to food insecurity using univariate logistic regression. The variables chosen to construct the municipal estimates were selected from those included in PNAD as well as the 2000 Census. Multivariate logistic regression was then initiated, removing the non-significant variables with odds ratios adjusted by multiple logistic regression. The Wald Test was applied to check the significance of the coefficients in the logistic equation. The final model included the variables: per capita income; years of schooling; race and gender of the household head; urban or rural residence; access to public water supply; presence of children; total number of household inhabitants and state of residence. The adequacy of the model was tested using the Hosmer-Lemeshow test (p=0.561) and ROC curve (area=0.823). Tests indicated that the model has strong predictive power and can be used to determine household food insecurity in Brazilian municipalities, suggesting that similar predictive models may be useful tools in other Latin American countries.

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The objective of this study was to evaluate the possible use of biometric testicular traits as selection criteria for young Nellore bulls using Bayesian inference to estimate heritability coefficients and genetic correlations. Multitrait analysis was performed including 17,211 records of scrotal circumference obtained during andrological assessment (SCAND) and 15,313 records of testicular volume and shape. In addition, 50,809 records of scrotal circumference at 18 mo (SC18), used as an anchor trait, were analyzed. The (co) variance components and breeding values were estimated by Gibbs sampling using the Gibbs2F90 program under an animal model that included contemporary groups as fixed effects, age of the animal as a linear covariate, and direct additive genetic effects as random effects. Heritabilities of 0.42, 0.43, 0.31, 0.20, 0.04, 0.16, 0.15, and 0.10 were obtained for SC18, SCAND, testicular volume, testicular shape, minor defects, major defects, total defects, and satisfactory andrological evaluation, respectively. The genetic correlations between SC18 and the other traits were 0.84 (SCAND), 0.75 (testicular shape), 0.44 (testicular volume), -0.23 (minor defects), -0.16 (major defects), -0.24 (total defects), and 0.56 (satisfactory andrological evaluation). Genetic correlations of 0.94 and 0.52 were obtained between SCAND and testicular volume and shape, respectively, and of 0.52 between testicular volume and testicular shape. In addition to favorable genetic parameter estimates, SC18 was found to be the most advantageous testicular trait due to its easy measurement before andrological assessment of the animals, even though the utilization of biometric testicular traits as selection criteria was also found to be possible. In conclusion, SC18 and biometric testicular traits can be adopted as a selection criterion to improve the fertility of young Nellore bulls.

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Attention is a critical mechanism for visual scene analysis. By means of attention, it is possible to break down the analysis of a complex scene to the analysis of its parts through a selection process. Empirical studies demonstrate that attentional selection is conducted on visual objects as a whole. We present a neurocomputational model of object-based selection in the framework of oscillatory correlation. By segmenting an input scene and integrating the segments with their conspicuity obtained from a saliency map, the model selects salient objects rather than salient locations. The proposed system is composed of three modules: a saliency map providing saliency values of image locations, image segmentation for breaking the input scene into a set of objects, and object selection which allows one of the objects of the scene to be selected at a time. This object selection system has been applied to real gray-level and color images and the simulation results show the effectiveness of the system. (C) 2010 Elsevier Ltd. All rights reserved.

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Clustering is a difficult task: there is no single cluster definition and the data can have more than one underlying structure. Pareto-based multi-objective genetic algorithms (e.g., MOCK Multi-Objective Clustering with automatic K-determination and MOCLE-Multi-Objective Clustering Ensemble) were proposed to tackle these problems. However, the output of such algorithms can often contains a high number of partitions, becoming difficult for an expert to manually analyze all of them. In order to deal with this problem, we present two selection strategies, which are based on the corrected Rand, to choose a subset of solutions. To test them, they are applied to the set of solutions produced by MOCK and MOCLE in the context of several datasets. The study was also extended to select a reduced set of partitions from the initial population of MOCLE. These analysis show that both versions of selection strategy proposed are very effective. They can significantly reduce the number of solutions and, at the same time, keep the quality and the diversity of the partitions in the original set of solutions. (C) 2010 Elsevier B.V. All rights reserved.

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In this paper, we formulate a flexible density function from the selection mechanism viewpoint (see, for example, Bayarri and DeGroot (1992) and Arellano-Valle et al. (2006)) which possesses nice biological and physical interpretations. The new density function contains as special cases many models that have been proposed recently in the literature. In constructing this model, we assume that the number of competing causes of the event of interest has a general discrete distribution characterized by its probability generating function. This function has an important role in the selection procedure as well as in computing the conditional personal cure rate. Finally, we illustrate how various models can be deduced as special cases of the proposed model. (C) 2011 Elsevier B.V. All rights reserved.

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In this paper we deal with a Bayesian analysis for right-censored survival data suitable for populations with a cure rate. We consider a cure rate model based on the negative binomial distribution, encompassing as a special case the promotion time cure model. Bayesian analysis is based on Markov chain Monte Carlo (MCMC) methods. We also present some discussion on model selection and an illustration with a real dataset.

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Biological systems have facility to capture salient object(s) in a given scene, but it is still a difficult task to be accomplished by artificial vision systems. In this paper a visual selection mechanism based on the integrate and fire neural network is proposed. The model not only can discriminate objects in a given visual scene, but also can deliver focus of attention to the salient object. Moreover, it processes a combination of relevant features of an input scene, such as intensity, color, orientation, and the contrast of them. In comparison to other visual selection approaches, this model presents several interesting features. It is able to capture attention of objects in complex forms, including those linearly nonseparable. Moreover, computer simulations show that the model produces results similar to those observed in natural vision systems.

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Model trees are a particular case of decision trees employed to solve regression problems. They have the advantage of presenting an interpretable output, helping the end-user to get more confidence in the prediction and providing the basis for the end-user to have new insight about the data, confirming or rejecting hypotheses previously formed. Moreover, model trees present an acceptable level of predictive performance in comparison to most techniques used for solving regression problems. Since generating the optimal model tree is an NP-Complete problem, traditional model tree induction algorithms make use of a greedy top-down divide-and-conquer strategy, which may not converge to the global optimal solution. In this paper, we propose a novel algorithm based on the use of the evolutionary algorithms paradigm as an alternate heuristic to generate model trees in order to improve the convergence to globally near-optimal solutions. We call our new approach evolutionary model tree induction (E-Motion). We test its predictive performance using public UCI data sets, and we compare the results to traditional greedy regression/model trees induction algorithms, as well as to other evolutionary approaches. Results show that our method presents a good trade-off between predictive performance and model comprehensibility, which may be crucial in many machine learning applications. (C) 2010 Elsevier Inc. All rights reserved.