995 resultados para Probabilistic Modelling
Resumo:
The decline in extent of wild pollinators in recent years has been partly associated with changing farm practices and in particular with increase of pesticide use. In this paper we combine ecological modelling with economic analysis of a single farm output under the assumption that both pollination and pest control are essential inputs. We show that the drive to increase farm output can lead to a local decline in the wild bee population. Commercial bees are often considered an alternative to wild pollinators, but we show that their introduction can lead to further decline and finally local extinction of wild bees. The transitions between different outcomes are characterised by threshold behaviour and are potentially difficult to predict and detect in advance. Small changes in economic (input prices) and ecological (wild bees carrying capacity and effect of pesticides on bees) can move the economic-ecological system beyond the extinction threshold. We also show that increasing the pesticide price or decreasing the commercial bee price might lead to reestablishment of wild bees following their local extinction. Thus, we demonstrate the importance of combining ecological modelling with economics to study the provision of ecosystem services and to inform sustainable management of ecosystem service providers.
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This paper introduces a State Space approach to explain the dynamics of rent growth, expected returns and Price-Rent ratio in housing markets. According to the present value model, movements in price to rent ratio should be matched by movements in expected returns and expected rent growth. The state space framework assume that both variables follow an autoregressive process of order one. The model is applied to the US and UK housing market, which yields series of the latent variables given the behaviour of the Price-Rent ratio. Resampling techniques and bootstrapped likelihood ratios show that expected returns tend to be highly persistent compared to rent growth. The Öltered expected returns is considered in a simple predictability of excess returns model with high statistical predictability evidenced for the UK. Overall, it is found that the present value model tends to have strong statistical predictability in the UK housing markets.
Resumo:
This paper introduces a State Space approach to explain the dynamics of rent growth, expected returns and Price-Rent ratio in housing markets. According to the present value model, movements in price to rent ratio should be matched by movements in expected returns and expected rent growth. The state space framework assume that both variables follow an autoregression process of order one. The model is applied to the US and UK housing market, which yields series of the latent variables given the behaviour of the Price-Rent ratio. Resampling techniques and bootstrapped likelihood ratios show that expected returns tend to be highly persistent compared to rent growth. The filtered expected returns is considered in a simple predictability of excess returns model with high statistical predictability evidence for the UK. Overall, it is found that the present value model tends to have strong statistical predictability in the UK housing markets.
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This paper aims at providing a Bayesian parametric framework to tackle the accessibility problem across space in urban theory. Adopting continuous variables in a probabilistic setting we are able to associate with the distribution density to the Kendall's tau index and replicate the general issues related to the role of proximity in a more general context. In addition, by referring to the Beta and Gamma distribution, we are able to introduce a differentiation feature in each spatial unit without incurring in any a-priori definition of territorial units. We are also providing an empirical application of our theoretical setting to study the density distribution of the population across Massachusetts.
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Continuing developments in science and technology mean that the amounts of information forensic scientists are able to provide for criminal investigations is ever increasing. The commensurate increase in complexity creates difficulties for scientists and lawyers with regard to evaluation and interpretation, notably with respect to issues of inference and decision. Probability theory, implemented through graphical methods, and specifically Bayesian networks, provides powerful methods to deal with this complexity. Extensions of these methods to elements of decision theory provide further support and assistance to the judicial system. Bayesian Networks for Probabilistic Inference and Decision Analysis in Forensic Science provides a unique and comprehensive introduction to the use of Bayesian decision networks for the evaluation and interpretation of scientific findings in forensic science, and for the support of decision-makers in their scientific and legal tasks. Includes self-contained introductions to probability and decision theory. Develops the characteristics of Bayesian networks, object-oriented Bayesian networks and their extension to decision models. Features implementation of the methodology with reference to commercial and academically available software. Presents standard networks and their extensions that can be easily implemented and that can assist in the reader's own analysis of real cases. Provides a technique for structuring problems and organizing data based on methods and principles of scientific reasoning. Contains a method for the construction of coherent and defensible arguments for the analysis and evaluation of scientific findings and for decisions based on them. Is written in a lucid style, suitable for forensic scientists and lawyers with minimal mathematical background. Includes a foreword by Ian Evett. The clear and accessible style of this second edition makes this book ideal for all forensic scientists, applied statisticians and graduate students wishing to evaluate forensic findings from the perspective of probability and decision analysis. It will also appeal to lawyers and other scientists and professionals interested in the evaluation and interpretation of forensic findings, including decision making based on scientific information.
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Computer simulations on a new model of the alpha1b-adrenergic receptor based on the crystal structure of rhodopsin have been combined with experimental mutagenesis to investigate the role of residues in the cytosolic half of helix 6 in receptor activation. Our results support the hypothesis that a salt bridge between the highly conserved arginine (R143(3.50)) of the E/DRY motif of helix 3 and a conserved glutamate (E289(6.30)) on helix 6 constrains the alpha1b-AR in the inactive state. In fact, mutations of E289(6.30) that weakened the R143(3.50)-E289(6.30) interaction constitutively activated the receptor. The functional effect of mutating other amino acids on helix 6 (F286(6.27), A292(6.33), L296(6.37), V299(6.40,) V300(6.41), and F303(6.44)) correlates with the extent of their interaction with helix 3 and in particular with R143(3.50) of the E/DRY sequence.
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When actuaries face with the problem of pricing an insurance contract that contains different types of coverage, such as a motor insurance or homeowner's insurance policy, they usually assume that types of claim are independent. However, this assumption may not be realistic: several studies have shown that there is a positive correlation between types of claim. Here we introduce different regression models in order to relax the independence assumption, including zero-inflated models to account for excess of zeros and overdispersion. These models have been largely ignored to multivariate Poisson date, mainly because of their computational di±culties. Bayesian inference based on MCMC helps to solve this problem (and also lets us derive, for several quantities of interest, posterior summaries to account for uncertainty). Finally, these models are applied to an automobile insurance claims database with three different types of claims. We analyse the consequences for pure and loaded premiums when the independence assumption is relaxed by using different multivariate Poisson regression models and their zero-inflated versions.
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Piped water is used to remove hydration heat from concrete blocks during construction. In this paper we develop an approximate model for this process. The problem reduces to solving a one-dimensional heat equation in the concrete, coupled with a first order differential equation for the water temperature. Numerical results are presented and the effect of varying model parameters shown. An analytical solution is also provided for a steady-state constant heat generationmodel. This helps highlight the dependence on certain parameters and can therefore provide an aid in the design of cooling systems.
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This paper develops a simple model that can be used to estimate the effectiveness of Cohesion expenditure relative to similar but unsubsidized projects, thereby making it possible to explicitly test an important assumption that is often implicit in estimates of the impact of Cohesion policies. Some preliminary results are reported for the case of infrastructure investment in the Spanish regions.
Resumo:
Forensic scientists working in 12 state or private laboratories participated in collaborative tests to improve the reliability of the presentation of DNA data at trial. These tests were motivated in response to the growing criticism of the power of DNA evidence. The experts' conclusions in the tests are presented and discussed in the context of the Bayesian approach to interpretation. The use of a Bayesian approach and subjective probabilities in trace evaluation permits, in an easy and intuitive manner, the integration into the decision procedure of any revision of the measure of uncertainty in the light of new information. Such an integration is especially useful with forensic evidence. Furthermore, we believe that this probabilistic model is a useful tool (a) to assist scientists in the assessment of the value of scientific evidence, (b) to help jurists in the interpretation of judicial facts and (c) to clarify the respective roles of scientists and of members of the court. Respondents to the survey were reluctant to apply this methodology in the assessment of DNA evidence.
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Résumé: L'évaluation de l'exposition aux nuisances professionnelles représente une étape importante dans l'analyse de poste de travail. Les mesures directes sont rarement utilisées sur les lieux même du travail et l'exposition est souvent estimée sur base de jugements d'experts. Il y a donc un besoin important de développer des outils simples et transparents, qui puissent aider les spécialistes en hygiène industrielle dans leur prise de décision quant aux niveaux d'exposition. L'objectif de cette recherche est de développer et d'améliorer les outils de modélisation destinés à prévoir l'exposition. Dans un premier temps, une enquête a été entreprise en Suisse parmi les hygiénistes du travail afin d'identifier les besoins (types des résultats, de modèles et de paramètres observables potentiels). Il a été constaté que les modèles d'exposition ne sont guère employés dans la pratique en Suisse, l'exposition étant principalement estimée sur la base de l'expérience de l'expert. De plus, l'émissions de polluants ainsi que leur dispersion autour de la source ont été considérés comme des paramètres fondamentaux. Pour tester la flexibilité et la précision des modèles d'exposition classiques, des expériences de modélisations ont été effectuées dans des situations concrètes. En particulier, des modèles prédictifs ont été utilisés pour évaluer l'exposition professionnelle au monoxyde de carbone et la comparer aux niveaux d'exposition répertoriés dans la littérature pour des situations similaires. De même, l'exposition aux sprays imperméabilisants a été appréciée dans le contexte d'une étude épidémiologique sur une cohorte suisse. Dans ce cas, certains expériences ont été entreprises pour caractériser le taux de d'émission des sprays imperméabilisants. Ensuite un modèle classique à deux-zone a été employé pour évaluer la dispersion d'aérosol dans le champ proche et lointain pendant l'activité de sprayage. D'autres expériences ont également été effectuées pour acquérir une meilleure compréhension des processus d'émission et de dispersion d'un traceur, en se concentrant sur la caractérisation de l'exposition du champ proche. Un design expérimental a été développé pour effectuer des mesures simultanées dans plusieurs points d'une cabine d'exposition, par des instruments à lecture directe. Il a été constaté que d'un point de vue statistique, la théorie basée sur les compartiments est sensée, bien que l'attribution à un compartiment donné ne pourrait pas se faire sur la base des simples considérations géométriques. Dans une étape suivante, des données expérimentales ont été collectées sur la base des observations faites dans environ 100 lieux de travail différents: des informations sur les déterminants observés ont été associées aux mesures d'exposition des informations sur les déterminants observés ont été associé. Ces différentes données ont été employées pour améliorer le modèle d'exposition à deux zones. Un outil a donc été développé pour inclure des déterminants spécifiques dans le choix du compartiment, renforçant ainsi la fiabilité des prévisions. Toutes ces investigations ont servi à améliorer notre compréhension des outils des modélisations ainsi que leurs limitations. L'intégration de déterminants mieux adaptés aux besoins des experts devrait les inciter à employer cet outil dans leur pratique. D'ailleurs, en augmentant la qualité des outils des modélisations, cette recherche permettra non seulement d'encourager leur utilisation systématique, mais elle pourra également améliorer l'évaluation de l'exposition basée sur les jugements d'experts et, par conséquent, la protection de la santé des travailleurs. Abstract Occupational exposure assessment is an important stage in the management of chemical exposures. Few direct measurements are carried out in workplaces, and exposures are often estimated based on expert judgements. There is therefore a major requirement for simple transparent tools to help occupational health specialists to define exposure levels. The aim of the present research is to develop and improve modelling tools in order to predict exposure levels. In a first step a survey was made among professionals to define their expectations about modelling tools (what types of results, models and potential observable parameters). It was found that models are rarely used in Switzerland and that exposures are mainly estimated from past experiences of the expert. Moreover chemical emissions and their dispersion near the source have also been considered as key parameters. Experimental and modelling studies were also performed in some specific cases in order to test the flexibility and drawbacks of existing tools. In particular, models were applied to assess professional exposure to CO for different situations and compared with the exposure levels found in the literature for similar situations. Further, exposure to waterproofing sprays was studied as part of an epidemiological study on a Swiss cohort. In this case, some laboratory investigation have been undertaken to characterize the waterproofing overspray emission rate. A classical two-zone model was used to assess the aerosol dispersion in the near and far field during spraying. Experiments were also carried out to better understand the processes of emission and dispersion for tracer compounds, focusing on the characterization of near field exposure. An experimental set-up has been developed to perform simultaneous measurements through direct reading instruments in several points. It was mainly found that from a statistical point of view, the compartmental theory makes sense but the attribution to a given compartment could ñó~be done by simple geometric consideration. In a further step the experimental data were completed by observations made in about 100 different workplaces, including exposure measurements and observation of predefined determinants. The various data obtained have been used to improve an existing twocompartment exposure model. A tool was developed to include specific determinants in the choice of the compartment, thus largely improving the reliability of the predictions. All these investigations helped improving our understanding of modelling tools and identify their limitations. The integration of more accessible determinants, which are in accordance with experts needs, may indeed enhance model application for field practice. Moreover, while increasing the quality of modelling tool, this research will not only encourage their systematic use, but might also improve the conditions in which the expert judgments take place, and therefore the workers `health protection.
Resumo:
Sampling issues represent a topic of ongoing interest to the forensic science community essentially because of their crucial role in laboratory planning and working protocols. For this purpose, forensic literature described thorough (Bayesian) probabilistic sampling approaches. These are now widely implemented in practice. They allow, for instance, to obtain probability statements that parameters of interest (e.g., the proportion of a seizure of items that present particular features, such as an illegal substance) satisfy particular criteria (e.g., a threshold or an otherwise limiting value). Currently, there are many approaches that allow one to derive probability statements relating to a population proportion, but questions on how a forensic decision maker - typically a client of a forensic examination or a scientist acting on behalf of a client - ought actually to decide about a proportion or a sample size, remained largely unexplored to date. The research presented here intends to address methodology from decision theory that may help to cope usefully with the wide range of sampling issues typically encountered in forensic science applications. The procedures explored in this paper enable scientists to address a variety of concepts such as the (net) value of sample information, the (expected) value of sample information or the (expected) decision loss. All of these aspects directly relate to questions that are regularly encountered in casework. Besides probability theory and Bayesian inference, the proposed approach requires some additional elements from decision theory that may increase the efforts needed for practical implementation. In view of this challenge, the present paper will emphasise the merits of graphical modelling concepts, such as decision trees and Bayesian decision networks. These can support forensic scientists in applying the methodology in practice. How this may be achieved is illustrated with several examples. The graphical devices invoked here also serve the purpose of supporting the discussion of the similarities, differences and complementary aspects of existing Bayesian probabilistic sampling criteria and the decision-theoretic approach proposed throughout this paper.
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1. Landscape modification is often considered the principal cause of population decline in many bat species. Thus, schemes for bat conservation rely heavily on knowledge about species-landscape relationships. So far, however, few studies have quantified the possible influence of landscape structure on large-scale spatial patterns in bat communities. 2. This study presents quantitative models that use landscape structure to predict (i) spatial patterns in overall community composition and (ii) individual species' distributions through canonical correspondence analysis and generalized linear models, respectively. A geographical information system (GIS) was then used to draw up maps of (i) overall community patterns and (ii) distribution of potential species' habitats. These models relied on field data from the Swiss Jura mountains. 3. Fight descriptors of landscape structure accounted for 30% of the variation in bat community composition. For some species, more than 60% of the variance in distribution could be explained by landscape structure. Elevation, forest or woodland cover, lakes and suburbs, were the most frequent predictors. 4. This study shows that community composition in bats is related to landscape structure through species-specific relationships to resources. Due to their nocturnal activities and the difficulties of remote identification, a comprehensive bat census is rarely possible, and we suggest that predictive modelling of the type described here provides an indispensable conservation tool.