986 resultados para Statistical decision.
Dynamics of attacker–defender dyads in Association Football : parameters influencing decision-making
Resumo:
Previous work on pattern-forming dynamics of team sports has investigated sub-phases of basketball and rugby union by focussing on one-versus-one (1v1) attacker-defender dyads. This body of work has identified the role of candidate control parameters, interpersonal distance and relative velocity, in predicting the outcomes of team player interactions. These two control parameters have been described as functioning in a nested relationship where relative velocity between players comes to the fore within a critical range of interpersonal distance. The critical influence of constraints on the intentionality of player behaviour has also been identified through the study of 1v1 attacker-defender dyads. This thesis draws from previous work adopting an ecological dynamics approach, which encompasses both Dynamical Systems Theory and Ecological Psychology concepts, to describe attacker-defender interactions in 1v1 dyads in association football. Twelve male youth association football players (average age 15.3 ± 0.5 yrs) performed as both attackers and defenders in 1v1 dyads in three field positions in an experimental manipulation of the proximity to goal and the role of players. Player and ball motion was tracked using TACTO 8.0 software (Fernandes & Caixinha, 2003) to produce two-dimensional (2D) trajectories of players and the ball on the ground. Significant differences were found for player-to-ball interactions depending on proximity to goal manipulations, indicating how key reference points in the environment such as the location of the goal may act as a constraint that shapes decision-making behaviour. Results also revealed that interpersonal distance and relative velocity alone were insufficient for accurately predicting the outcome of a dyad in association football. Instead, combined values of interpersonal distance, ball-to-defender distance, attacker-to-ball distance, attacker-to-ball relative velocity and relative angles were found to indicate the state of dyad outcomes.
Resumo:
A classical condition for fast learning rates is the margin condition, first introduced by Mammen and Tsybakov. We tackle in this paper the problem of adaptivity to this condition in the context of model selection, in a general learning framework. Actually, we consider a weaker version of this condition that allows one to take into account that learning within a small model can be much easier than within a large one. Requiring this “strong margin adaptivity” makes the model selection problem more challenging. We first prove, in a general framework, that some penalization procedures (including local Rademacher complexities) exhibit this adaptivity when the models are nested. Contrary to previous results, this holds with penalties that only depend on the data. Our second main result is that strong margin adaptivity is not always possible when the models are not nested: for every model selection procedure (even a randomized one), there is a problem for which it does not demonstrate strong margin adaptivity.
An approach to statistical lip modelling for speaker identification via chromatic feature extraction
Resumo:
This paper presents a novel technique for the tracking of moving lips for the purpose of speaker identification. In our system, a model of the lip contour is formed directly from chromatic information in the lip region. Iterative refinement of contour point estimates is not required. Colour features are extracted from the lips via concatenated profiles taken around the lip contour. Reduction of order in lip features is obtained via principal component analysis (PCA) followed by linear discriminant analysis (LDA). Statistical speaker models are built from the lip features based on the Gaussian mixture model (GMM). Identification experiments performed on the M2VTS1 database, show encouraging results
Resumo:
Multivariate volatility forecasts are an important input in many financial applications, in particular portfolio optimisation problems. Given the number of models available and the range of loss functions to discriminate between them, it is obvious that selecting the optimal forecasting model is challenging. The aim of this thesis is to thoroughly investigate how effective many commonly used statistical (MSE and QLIKE) and economic (portfolio variance and portfolio utility) loss functions are at discriminating between competing multivariate volatility forecasts. An analytical investigation of the loss functions is performed to determine whether they identify the correct forecast as the best forecast. This is followed by an extensive simulation study examines the ability of the loss functions to consistently rank forecasts, and their statistical power within tests of predictive ability. For the tests of predictive ability, the model confidence set (MCS) approach of Hansen, Lunde and Nason (2003, 2011) is employed. As well, an empirical study investigates whether simulation findings hold in a realistic setting. In light of these earlier studies, a major empirical study seeks to identify the set of superior multivariate volatility forecasting models from 43 models that use either daily squared returns or realised volatility to generate forecasts. This study also assesses how the choice of volatility proxy affects the ability of the statistical loss functions to discriminate between forecasts. Analysis of the loss functions shows that QLIKE, MSE and portfolio variance can discriminate between multivariate volatility forecasts, while portfolio utility cannot. An examination of the effective loss functions shows that they all can identify the correct forecast at a point in time, however, their ability to discriminate between competing forecasts does vary. That is, QLIKE is identified as the most effective loss function, followed by portfolio variance which is then followed by MSE. The major empirical analysis reports that the optimal set of multivariate volatility forecasting models includes forecasts generated from daily squared returns and realised volatility. Furthermore, it finds that the volatility proxy affects the statistical loss functions’ ability to discriminate between forecasts in tests of predictive ability. These findings deepen our understanding of how to choose between competing multivariate volatility forecasts.
Resumo:
Maternal and infant mortality is a global health issue with a significant social and economic impact. Each year, over half a million women worldwide die due to complications related to pregnancy or childbirth, four million infants die in the first 28 days of life, and eight million infants die in the first year. Ninety-nine percent of maternal and infant deaths are in developing countries. Reducing maternal and infant mortality is among the key international development goals. In China, the national maternal mortality ratio and infant mortality rate were reduced greatly in the past two decades, yet a large discrepancy remains between urban and rural areas. To address this problem, a large-scale Safe Motherhood Programme was initiated in 2000. The programme was implemented in Guangxi in 2003. Interventions in the programme included both demand-side and supply side-interventions focusing on increasing health service use and improving birth outcomes. Little is known about the effects and economic outcomes of the Safe Motherhood Programme in Guangxi, although it has been implemented for seven years. The aim of this research is to estimate the effectiveness and cost-effectiveness of the interventions in the Safe Motherhood Programme in Guangxi, China. The objectives of this research include: 1. To evaluate whether the changes of health service use and birth outcomes are associated with the interventions in the Safe Motherhood Programme. 2. To estimate the cost-effectiveness of the interventions in the Safe Motherhood Programme and quantify the uncertainty surrounding the decision. 3. To assess the expected value of perfect information associated with both the whole decision and individual parameters, and interpret the findings to inform priority setting in further research and policy making in this area. A quasi-experimental study design was used in this research to assess the effectiveness of the programme in increasing health service use and improving birth outcomes. The study subjects were 51 intervention counties and 30 control counties. Data on the health service use, birth outcomes and socio-economic factors from 2001 to 2007 were collected from the programme database and statistical yearbooks. Based on the profile plots of the data, general linear mixed models were used to evaluate the effectiveness of the programme while controlling for the effects of baseline levels of the response variables, change of socio-economic factors over time and correlations among repeated measurements from the same county. Redundant multicollinear variables were deleted from the mixed model using the results of the multicollinearity diagnoses. For each response variable, the best covariance structure was selected from 15 alternatives according to the fit statistics including Akaike information criterion, Finite-population corrected Akaike information criterion, and Schwarz.s Bayesian information criterion. Residual diagnostics were used to validate the model assumptions. Statistical inferences were made to show the effect of the programme on health service use and birth outcomes. A decision analytic model was developed to evaluate the cost-effectiveness of the programme, quantify the decision uncertainty, and estimate the expected value of perfect information associated with the decision. The model was used to describe the transitions between health states for women and infants and reflect the change of both costs and health benefits associated with implementing the programme. Result gained from the mixed models and other relevant evidence identified were synthesised appropriately to inform the input parameters of the model. Incremental cost-effectiveness ratios of the programme were calculated for the two groups of intervention counties over time. Uncertainty surrounding the parameters was dealt with using probabilistic sensitivity analysis, and uncertainty relating to model assumptions was handled using scenario analysis. Finally the expected value of perfect information for both the whole model and individual parameters in the model were estimated to inform priority setting in further research in this area.The annual change rates of the antenatal care rate and the institutionalised delivery rate were improved significantly in the intervention counties after the programme was implemented. Significant improvements were also found in the annual change rates of the maternal mortality ratio, the infant mortality rate, the incidence rate of neonatal tetanus and the mortality rate of neonatal tetanus in the intervention counties after the implementation of the programme. The annual change rate of the neonatal mortality rate was also improved, although the improvement was only close to statistical significance. The influences of the socio-economic factors on the health service use indicators and birth outcomes were identified. The rural income per capita had a significant positive impact on the health service use indicators, and a significant negative impact on the birth outcomes. The number of beds in healthcare institutions per 1,000 population and the number of rural telephone subscribers per 1,000 were found to be positively significantly related to the institutionalised delivery rate. The length of highway per square kilometre negatively influenced the maternal mortality ratio. The percentage of employed persons in the primary industry had a significant negative impact on the institutionalised delivery rate, and a significant positive impact on the infant mortality rate and neonatal mortality rate. The incremental costs of implementing the programme over the existing practice were US $11.1 million from the societal perspective, and US $13.8 million from the perspective of the Ministry of Health. Overall, 28,711 life years were generated by the programme, producing an overall incremental cost-effectiveness ratio of US $386 from the societal perspective, and US $480 from the perspective of the Ministry of Health, both of which were below the threshold willingness-to-pay ratio of US $675. The expected net monetary benefit generated by the programme was US $8.3 million from the societal perspective, and US $5.5 million from the perspective of the Ministry of Health. The overall probability that the programme was cost-effective was 0.93 and 0.89 from the two perspectives, respectively. The incremental cost-effectiveness ratio of the programme was insensitive to the different estimates of the three parameters relating to the model assumptions. Further research could be conducted to reduce the uncertainty surrounding the decision, in which the upper limit of investment was US $0.6 million from the societal perspective, and US $1.3 million from the perspective of the Ministry of Health. It is also worthwhile to get a more precise estimate of the improvement of infant mortality rate. The population expected value of perfect information for individual parameters associated with this parameter was US $0.99 million from the societal perspective, and US $1.14 million from the perspective of the Ministry of Health. The findings from this study have shown that the interventions in the Safe Motherhood Programme were both effective and cost-effective in increasing health service use and improving birth outcomes in rural areas of Guangxi, China. Therefore, the programme represents a good public health investment and should be adopted and further expanded to an even broader area if possible. This research provides economic evidence to inform efficient decision making in improving maternal and infant health in developing countries.
Resumo:
Since manually constructing domain-specific sentiment lexicons is extremely time consuming and it may not even be feasible for domains where linguistic expertise is not available. Research on the automatic construction of domain-specific sentiment lexicons has become a hot topic in recent years. The main contribution of this paper is the illustration of a novel semi-supervised learning method which exploits both term-to-term and document-to-term relations hidden in a corpus for the construction of domain specific sentiment lexicons. More specifically, the proposed two-pass pseudo labeling method combines shallow linguistic parsing and corpusbase statistical learning to make domain-specific sentiment extraction scalable with respect to the sheer volume of opinionated documents archived on the Internet these days. Another novelty of the proposed method is that it can utilize the readily available user-contributed labels of opinionated documents (e.g., the user ratings of product reviews) to bootstrap the performance of sentiment lexicon construction. Our experiments show that the proposed method can generate high quality domain-specific sentiment lexicons as directly assessed by human experts. Moreover, the system generated domain-specific sentiment lexicons can improve polarity prediction tasks at the document level by 2:18% when compared to other well-known baseline methods. Our research opens the door to the development of practical and scalable methods for domain-specific sentiment analysis.
Resumo:
Probabilistic topic models have recently been used for activity analysis in video processing, due to their strong capacity to model both local activities and interactions in crowded scenes. In those applications, a video sequence is divided into a collection of uniform non-overlaping video clips, and the high dimensional continuous inputs are quantized into a bag of discrete visual words. The hard division of video clips, and hard assignment of visual words leads to problems when an activity is split over multiple clips, or the most appropriate visual word for quantization is unclear. In this paper, we propose a novel algorithm, which makes use of a soft histogram technique to compensate for the loss of information in the quantization process; and a soft cut technique in the temporal domain to overcome problems caused by separating an activity into two video clips. In the detection process, we also apply a soft decision strategy to detect unusual events.We show that the proposed soft decision approach outperforms its hard decision counterpart in both local and global activity modelling.
Resumo:
Purpose: This paper provides a selective annotated bibliography that summarises journal articles which have employed either the theory of reasoned action or the theory of planned behaviour to circumstances which are relevant to business activities. Design/methodology/approach: Searches were conducted on the EBSCO Host and ProQuest databases to identify papers that had used either the theory of reasoned action or theory of planned behaviour in their methodology. The bibliography was separated into three categories- financial decision making, strategic decision making, and professional decision making. Implications: The information presented in this paper is intended to assist and facilitate further research by broadening the awareness of the literature and providing examples of the application of the theory as it has been employed in prior research.
Resumo:
Purpose of this paper – The purpose of this investigation is to help establish: whether or not strong relationships between suppliers and customers improve performance; and if prescriptive frameworks on outsourcing radical innovations are dependent on industry clockspeed. Design/methodology/approach – A survey of UK-based manufacturers, followed by a statistical analysis. Findings – Long-term supplier links seem not to play a role in the development of radical innovations. Moreover, industry clockspeed has no significant bearing on the success or failure of any outsourcing strategy for radically new technologies. Research limitations/implications – Literature about outsourcing in the face of radical innovation can be more confidently applied to industries of all clockspeeds. Practical implications – Prescriptions for fast clockspeed industries should be applied more broadly: all industries should maintain a high degree of vertical integration in the early days of a radical innovation. Originality/value – Prior papers had explored whether or not a company should outsource radical innovations, but none had determined if this is equally true for slow industries and fast ones. Therein lies the original contribution of this paper.
Resumo:
Whether the community is looking for “scapegoats” to blame, or seeking more radical and deeper causes, health care managers are in the firing line whenever there are woes in the health care sector. The public has a right to question whether ethics have much influence on the everyday decision making of health care managers. This thesis explores, through a series of published papers, the influence of ethics and other factors on the decision making of health care managers in Australia. Critical review of over 40 years of research on ethical decision making has revealed a large number of influencing factors, but there is a demonstrable lack of a multidimensional approach that measures the combined influences of these factors on managers. This thesis has developed an instrument, the Managerial Ethical Profile (MEP) scale, based on a multidimensional model combining a large number of influencing factors. The MEP scale measures the range of influences on individual managers, and describes the major tendencies by developing a number of empirical profiles derived from a hierarchical cluster analysis. The instrument was developed and refined through a process of pilot studies on academics and students (n=41) and small-business managers (n=41), and then was administered to the larger sample of health care managers (n=441). Results from this study indicate that Australian health care managers draw on a range of ethical frameworks in their everyday decision making, forming the basis of five MEPs (Knights, Guardian Angels, Duty Followers, Defenders, and Chameleons). Results from the study also indicate that the range of individual, organisational, and external factors that influence decision making can be grouped into three major clusters or functions. Cross referencing these functions and other demographic data to the MEPs provides analytical insight into the characteristics of the MEPs. These five profiles summarise existing strengths and weaknesses in managerial ethical decision making. Therefore identifying these profiles not only can contribute to increasing organisational knowledge and self-awareness, but also has clear implications for the design and implementation of ethics education and training in large scale organisations in the health care industry.
Resumo:
The research objectives of this thesis were to contribute to Bayesian statistical methodology by contributing to risk assessment statistical methodology, and to spatial and spatio-temporal methodology, by modelling error structures using complex hierarchical models. Specifically, I hoped to consider two applied areas, and use these applications as a springboard for developing new statistical methods as well as undertaking analyses which might give answers to particular applied questions. Thus, this thesis considers a series of models, firstly in the context of risk assessments for recycled water, and secondly in the context of water usage by crops. The research objective was to model error structures using hierarchical models in two problems, namely risk assessment analyses for wastewater, and secondly, in a four dimensional dataset, assessing differences between cropping systems over time and over three spatial dimensions. The aim was to use the simplicity and insight afforded by Bayesian networks to develop appropriate models for risk scenarios, and again to use Bayesian hierarchical models to explore the necessarily complex modelling of four dimensional agricultural data. The specific objectives of the research were to develop a method for the calculation of credible intervals for the point estimates of Bayesian networks; to develop a model structure to incorporate all the experimental uncertainty associated with various constants thereby allowing the calculation of more credible credible intervals for a risk assessment; to model a single day’s data from the agricultural dataset which satisfactorily captured the complexities of the data; to build a model for several days’ data, in order to consider how the full data might be modelled; and finally to build a model for the full four dimensional dataset and to consider the timevarying nature of the contrast of interest, having satisfactorily accounted for possible spatial and temporal autocorrelations. This work forms five papers, two of which have been published, with two submitted, and the final paper still in draft. The first two objectives were met by recasting the risk assessments as directed, acyclic graphs (DAGs). In the first case, we elicited uncertainty for the conditional probabilities needed by the Bayesian net, incorporated these into a corresponding DAG, and used Markov chain Monte Carlo (MCMC) to find credible intervals, for all the scenarios and outcomes of interest. In the second case, we incorporated the experimental data underlying the risk assessment constants into the DAG, and also treated some of that data as needing to be modelled as an ‘errors-invariables’ problem [Fuller, 1987]. This illustrated a simple method for the incorporation of experimental error into risk assessments. In considering one day of the three-dimensional agricultural data, it became clear that geostatistical models or conditional autoregressive (CAR) models over the three dimensions were not the best way to approach the data. Instead CAR models are used with neighbours only in the same depth layer. This gave flexibility to the model, allowing both the spatially structured and non-structured variances to differ at all depths. We call this model the CAR layered model. Given the experimental design, the fixed part of the model could have been modelled as a set of means by treatment and by depth, but doing so allows little insight into how the treatment effects vary with depth. Hence, a number of essentially non-parametric approaches were taken to see the effects of depth on treatment, with the model of choice incorporating an errors-in-variables approach for depth in addition to a non-parametric smooth. The statistical contribution here was the introduction of the CAR layered model, the applied contribution the analysis of moisture over depth and estimation of the contrast of interest together with its credible intervals. These models were fitted using WinBUGS [Lunn et al., 2000]. The work in the fifth paper deals with the fact that with large datasets, the use of WinBUGS becomes more problematic because of its highly correlated term by term updating. In this work, we introduce a Gibbs sampler with block updating for the CAR layered model. The Gibbs sampler was implemented by Chris Strickland using pyMCMC [Strickland, 2010]. This framework is then used to consider five days data, and we show that moisture in the soil for all the various treatments reaches levels particular to each treatment at a depth of 200 cm and thereafter stays constant, albeit with increasing variances with depth. In an analysis across three spatial dimensions and across time, there are many interactions of time and the spatial dimensions to be considered. Hence, we chose to use a daily model and to repeat the analysis at all time points, effectively creating an interaction model of time by the daily model. Such an approach allows great flexibility. However, this approach does not allow insight into the way in which the parameter of interest varies over time. Hence, a two-stage approach was also used, with estimates from the first-stage being analysed as a set of time series. We see this spatio-temporal interaction model as being a useful approach to data measured across three spatial dimensions and time, since it does not assume additivity of the random spatial or temporal effects.
Resumo:
Given global demand for new infrastructure, governments face substantial challenges in funding new infrastructure and simultaneously delivering Value for Money (VfM). As background to this challenge, a brief review is given of current practice in the selection of major public sector infrastructure in Australia, along with a review of the related literature concerning the Multi-Attribute Utility Approach (MAUA) and the effect of MAUA on the role of risk management in procurement selection. To contribute towards addressing the key weaknesses of MAUA, a new first-order procurement decision making model is mentioned. A brief summary is also given of the research method and hypothesis used to test and develop the new procurement model and which uses competition as the dependent variable and as a proxy for VfM. The hypothesis is given as follows: When the actual procurement mode matches the theoretical/predicted procurement mode (informed by the new procurement model), then actual competition is expected to match optimum competition (based on actual prevailing capacity vis-à-vis the theoretical/predicted procurement mode) and subject to efficient tendering. The aim of this paper is to report on progress towards testing this hypothesis in terms of an analysis of two of the four data components in the hypothesis. That is, actual procurement and actual competition across 87 road and health major public sector projects in Australia. In conclusion, it is noted that the Global Financial Crisis (GFC) has seen a significant increase in competition in public sector major road and health infrastructure and if any imperfections in procurement and/or tendering are discernible, then this would create the opportunity, through the deployment of economic principles embedded in the new procurement model and/or adjustments in tendering, to maintain some of this higher level post-GFC competition throughout the next business cycle/upturn in demand including private sector demand. Finally, the paper previews the next steps in the research with regard to collection and analysis of data concerning theoretical/predicted procurement and optimum competition.
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There is a growing need for parametric design software that communicates building performance feedback in early architectural exploration to support decision-making. This paper examines how the circuit of design and analysis process can be closed to provide active and concurrent feedback between architecture and services engineering domains. It presents the structure for an openly customisable design system that couples parametric modelling and energy analysis software to allow designers to assess the performance of early design iterations quickly. Finally, it discusses how user interactions with the system foster information exchanges that facilitate the sharing of design intelligence across disciplines.