996 resultados para MCMC sampling


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This paper introduces a novel method of estimating theFourier transform of deterministic continuous-time signals from a finite number N of their nonuniformly spaced measurements. These samples, located at a mixture of deterministic and random time instants, are collected at sub-Nyquist rates since no constraints are imposed on either the bandwidth or the spectral support of the processed signal. It is shown that the proposed estimation approach converges uniformly for all frequencies at the rate N^−5 or faster. This implies that it significantly outperforms its alias-free-sampling-based predecessors, namely stratified and antithetical stratified estimates, which are shown to uniformly convergence at a rate of N^−1. Simulations are presented to demonstrate the superior performance and low complexity of the introduced technique.

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One of the most important measures to prevent wild forest fires is the use of prescribed and controlled burning actions as it reduce the fuel mass availability. The impact of these management activities on soil physical and chemical properties varies according to the type of both soil and vegetation. Decisions in forest management plans are often based on the results obtained from soil-monitoring campaigns. Those campaigns are often man-labor intensive and expensive. In this paper we have successfully used the multivariate statistical technique Robust Principal Analysis Compounds (ROBPCA) to investigate on the sampling procedure effectiveness for two different methodologies, in order to reflect on the possibility of simplifying and reduce the sampling collection process and its auxiliary laboratory analysis work towards a cost-effective and competent forest soil characterization.

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Mathematical models and statistical analysis are key instruments in soil science scientific research as they can describe and/or predict the current state of a soil system. These tools allow us to explore the behavior of soil related processes and properties as well as to generate new hypotheses for future experimentation. A good model and analysis of soil properties variations, that permit us to extract suitable conclusions and estimating spatially correlated variables at unsampled locations, is clearly dependent on the amount and quality of data and of the robustness techniques and estimators. On the other hand, the quality of data is obviously dependent from a competent data collection procedure and from a capable laboratory analytical work. Following the standard soil sampling protocols available, soil samples should be collected according to key points such as a convenient spatial scale, landscape homogeneity (or non-homogeneity), land color, soil texture, land slope, land solar exposition. Obtaining good quality data from forest soils is predictably expensive as it is labor intensive and demands many manpower and equipment both in field work and in laboratory analysis. Also, the sampling collection scheme that should be used on a data collection procedure in forest field is not simple to design as the sampling strategies chosen are strongly dependent on soil taxonomy. In fact, a sampling grid will not be able to be followed if rocks at the predicted collecting depth are found, or no soil at all is found, or large trees bar the soil collection. Considering this, a proficient design of a soil data sampling campaign in forest field is not always a simple process and sometimes represents a truly huge challenge. In this work, we present some difficulties that have occurred during two experiments on forest soil that were conducted in order to study the spatial variation of some soil physical-chemical properties. Two different sampling protocols were considered for monitoring two types of forest soils located in NW Portugal: umbric regosol and lithosol. Two different equipments for sampling collection were also used: a manual auger and a shovel. Both scenarios were analyzed and the results achieved have allowed us to consider that monitoring forest soil in order to do some mathematical and statistical investigations needs a sampling procedure to data collection compatible to established protocols but a pre-defined grid assumption often fail when the variability of the soil property is not uniform in space. In this case, sampling grid should be conveniently adapted from one part of the landscape to another and this fact should be taken into consideration of a mathematical procedure.

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Dissertation presented to obtain the Doutoramento (Ph.D.) degree in Biochemistry at the Instituto de Tecnologia Qu mica e Biol ogica da Universidade Nova de Lisboa

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An assessment of sewage workers' exposure to airborne cultivable bacteria, fungi and inhaled endotoxins was performed at 11 sewage treatment plants. We sampled the enclosed and unenclosed treatment areas in each plant and evaluated the influence of seasons (summer and winter) on bioaerosol levels. We also measured personal exposure to endotoxins of workers during special operation where a higher risk of bioaerosol inhalation was assumed. Results show that only fungi are present in significantly higher concentrations in summer than in winter (2331 +/- 858 versus 329 +/- 95 CFU m(-3)). We also found that there are significantly more bacteria in the enclosed area, near the particle grids for incoming water, than in the unenclosed area near the aeration basins (9455 +/- 2661 versus 2435 +/- 985 CFU m(-3) in summer and 11 081 +/- 2299 versus 2002 +/- 839 CFU m(-3) in winter). All bioaerosols were frequently above the recommended values of occupational exposure. Workers carrying out special tasks such as cleaning tanks were exposed to very high levels of endotoxins (up to 500 EU m(-3)) compared to routine work. The species composition and concentration of airborne Gram-negative bacteria were also studied. A broad spectrum of different species within the Pseudomonadaceae and the Enterobacteriaceae families were predominant in nearly all plants investigated. [Authors]

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Introduction/objectives: Multipatient use of a single-patient CBSD occurred inan outpatient clinic during 4 to 16 months before itsnotification. We looked for transmission of blood-bornepathogens among exposed patients.Methods: Exposed patients underwent serology testing for HBV,HCV and HIV. Patients with isolated anti-HBc receivedone dose of hepatitis B vaccine to look for a memoryimmune response. Possible transmissions were investigatedby mapping visits and sequencing of the viral genomeif needed.Results: Of 280 exposed patients, 9 had died without suspicionof blood-borne infection, 3 could not be tested, and 5declined investigations. Among the 263 (93%) testedpatients, 218 (83%) had negative results. We confirmeda known history of HCV infection in 6 patients (1 coinfectedby HIV), and also identified resolved HBVinfection in 37 patients, of whom 18 were alreadyknown. 2 patients were found to have a previouslyunknown HCV infection. According to the time elapsedfrom the closest previous visit of a HCV-infected potentialsource patient, we could rule out nosocomial transmissionin one case (14 weeks) but not in the other (1day). In the latter, however, transmission was deemedvery unlikely by 2 reference centers based on thesequences of the E1 and HVR1 regions of the virus.Conclusion: We did not identify any transmission of blood-bornepathogens in 263 patients exposed to a single-patientCBSD, despite the presence of potential source cases.Change of needle and disinfection of the device betweenpatients may have contributed to this outcome.Although we cannot exclude transmission of HBV, previousacquisition in endemic countries is a more likelyexplanation in this multi-national population.

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We conducted a molecular study of MRSA isolated in Swiss hospitals, including the first five consecutive isolates recovered from blood cultures and the first ten isolates recovered from other sites in newly identified carriers. Among 73 MRSA isolates, 44 different double locus sequence typing (DLST) types and 32 spa types were observed. Most isolates belonged to the NewYork/Japan, the UK-EMRSA-15, the South German and the Berlin clones. In a country with a low to moderate MRSA incidence, inclusion of non-invasive isolates allowed a more accurate description of the diversity.

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This work presents new, efficient Markov chain Monte Carlo (MCMC) simulation methods for statistical analysis in various modelling applications. When using MCMC methods, the model is simulated repeatedly to explore the probability distribution describing the uncertainties in model parameters and predictions. In adaptive MCMC methods based on the Metropolis-Hastings algorithm, the proposal distribution needed by the algorithm learns from the target distribution as the simulation proceeds. Adaptive MCMC methods have been subject of intensive research lately, as they open a way for essentially easier use of the methodology. The lack of user-friendly computer programs has been a main obstacle for wider acceptance of the methods. This work provides two new adaptive MCMC methods: DRAM and AARJ. The DRAM method has been built especially to work in high dimensional and non-linear problems. The AARJ method is an extension to DRAM for model selection problems, where the mathematical formulation of the model is uncertain and we want simultaneously to fit several different models to the same observations. The methods were developed while keeping in mind the needs of modelling applications typical in environmental sciences. The development work has been pursued while working with several application projects. The applications presented in this work are: a winter time oxygen concentration model for Lake Tuusulanjärvi and adaptive control of the aerator; a nutrition model for Lake Pyhäjärvi and lake management planning; validation of the algorithms of the GOMOS ozone remote sensing instrument on board the Envisat satellite of European Space Agency and the study of the effects of aerosol model selection on the GOMOS algorithm.

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A new approach to treating large Z systems by quantum Monte Carlo has been developed. It naturally leads to notion of the 'valence energy'. Possibilities of the new approach has been explored by optimizing the wave function for CuH and Cu and computing dissociation energy and dipole moment of CuH using variational Monte Carlo. The dissociation energy obtained is about 40% smaller than the experimental value; the method is comparable with SCF and simple pseudopotential calculations. The dipole moment differs from the best theoretical estimate by about 50% what is again comparable with other methods (Complete Active Space SCF and pseudopotential methods).

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The prediction of proteins' conformation helps to understand their exhibited functions, allows for modeling and allows for the possible synthesis of the studied protein. Our research is focused on a sub-problem of protein folding known as side-chain packing. Its computational complexity has been proven to be NP-Hard. The motivation behind our study is to offer the scientific community a means to obtain faster conformation approximations for small to large proteins over currently available methods. As the size of proteins increases, current techniques become unusable due to the exponential nature of the problem. We investigated the capabilities of a hybrid genetic algorithm / simulated annealing technique to predict the low-energy conformational states of various sized proteins and to generate statistical distributions of the studied proteins' molecular ensemble for pKa predictions. Our algorithm produced errors to experimental results within .acceptable margins and offered considerable speed up depending on the protein and on the rotameric states' resolution used.

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We provide a theoretical framework to explain the empirical finding that the estimated betas are sensitive to the sampling interval even when using continuously compounded returns. We suppose that stock prices have both permanent and transitory components. The permanent component is a standard geometric Brownian motion while the transitory component is a stationary Ornstein-Uhlenbeck process. The discrete time representation of the beta depends on the sampling interval and two components labelled \"permanent and transitory betas\". We show that if no transitory component is present in stock prices, then no sampling interval effect occurs. However, the presence of a transitory component implies that the beta is an increasing (decreasing) function of the sampling interval for more (less) risky assets. In our framework, assets are labelled risky if their \"permanent beta\" is greater than their \"transitory beta\" and vice versa for less risky assets. Simulations show that our theoretical results provide good approximations for the means and standard deviations of estimated betas in small samples. Our results can be perceived as indirect evidence for the presence of a transitory component in stock prices, as proposed by Fama and French (1988) and Poterba and Summers (1988).

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L'un des modèles d'apprentissage non-supervisé générant le plus de recherche active est la machine de Boltzmann --- en particulier la machine de Boltzmann restreinte, ou RBM. Un aspect important de l'entraînement ainsi que l'exploitation d'un tel modèle est la prise d'échantillons. Deux développements récents, la divergence contrastive persistante rapide (FPCD) et le herding, visent à améliorer cet aspect, se concentrant principalement sur le processus d'apprentissage en tant que tel. Notamment, le herding renonce à obtenir un estimé précis des paramètres de la RBM, définissant plutôt une distribution par un système dynamique guidé par les exemples d'entraînement. Nous généralisons ces idées afin d'obtenir des algorithmes permettant d'exploiter la distribution de probabilités définie par une RBM pré-entraînée, par tirage d'échantillons qui en sont représentatifs, et ce sans que l'ensemble d'entraînement ne soit nécessaire. Nous présentons trois méthodes: la pénalisation d'échantillon (basée sur une intuition théorique) ainsi que la FPCD et le herding utilisant des statistiques constantes pour la phase positive. Ces méthodes définissent des systèmes dynamiques produisant des échantillons ayant les statistiques voulues et nous les évaluons à l'aide d'une méthode d'estimation de densité non-paramétrique. Nous montrons que ces méthodes mixent substantiellement mieux que la méthode conventionnelle, l'échantillonnage de Gibbs.

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Les méthodes de Monte Carlo par chaîne de Markov (MCMC) sont des outils très populaires pour l’échantillonnage de lois de probabilité complexes et/ou en grandes dimensions. Étant donné leur facilité d’application, ces méthodes sont largement répandues dans plusieurs communautés scientifiques et bien certainement en statistique, particulièrement en analyse bayésienne. Depuis l’apparition de la première méthode MCMC en 1953, le nombre de ces algorithmes a considérablement augmenté et ce sujet continue d’être une aire de recherche active. Un nouvel algorithme MCMC avec ajustement directionnel a été récemment développé par Bédard et al. (IJSS, 9 :2008) et certaines de ses propriétés restent partiellement méconnues. L’objectif de ce mémoire est de tenter d’établir l’impact d’un paramètre clé de cette méthode sur la performance globale de l’approche. Un second objectif est de comparer cet algorithme à d’autres méthodes MCMC plus versatiles afin de juger de sa performance de façon relative.

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Cette thèse présente des méthodes de traitement de données de comptage en particulier et des données discrètes en général. Il s'inscrit dans le cadre d'un projet stratégique du CRNSG, nommé CC-Bio, dont l'objectif est d'évaluer l'impact des changements climatiques sur la répartition des espèces animales et végétales. Après une brève introduction aux notions de biogéographie et aux modèles linéaires mixtes généralisés aux chapitres 1 et 2 respectivement, ma thèse s'articulera autour de trois idées majeures. Premièrement, nous introduisons au chapitre 3 une nouvelle forme de distribution dont les composantes ont pour distributions marginales des lois de Poisson ou des lois de Skellam. Cette nouvelle spécification permet d'incorporer de l'information pertinente sur la nature des corrélations entre toutes les composantes. De plus, nous présentons certaines propriétés de ladite distribution. Contrairement à la distribution multidimensionnelle de Poisson qu'elle généralise, celle-ci permet de traiter les variables avec des corrélations positives et/ou négatives. Une simulation permet d'illustrer les méthodes d'estimation dans le cas bidimensionnel. Les résultats obtenus par les méthodes bayésiennes par les chaînes de Markov par Monte Carlo (CMMC) indiquent un biais relatif assez faible de moins de 5% pour les coefficients de régression des moyennes contrairement à ceux du terme de covariance qui semblent un peu plus volatils. Deuxièmement, le chapitre 4 présente une extension de la régression multidimensionnelle de Poisson avec des effets aléatoires ayant une densité gamma. En effet, conscients du fait que les données d'abondance des espèces présentent une forte dispersion, ce qui rendrait fallacieux les estimateurs et écarts types obtenus, nous privilégions une approche basée sur l'intégration par Monte Carlo grâce à l'échantillonnage préférentiel. L'approche demeure la même qu'au chapitre précédent, c'est-à-dire que l'idée est de simuler des variables latentes indépendantes et de se retrouver dans le cadre d'un modèle linéaire mixte généralisé (GLMM) conventionnel avec des effets aléatoires de densité gamma. Même si l'hypothèse d'une connaissance a priori des paramètres de dispersion semble trop forte, une analyse de sensibilité basée sur la qualité de l'ajustement permet de démontrer la robustesse de notre méthode. Troisièmement, dans le dernier chapitre, nous nous intéressons à la définition et à la construction d'une mesure de concordance donc de corrélation pour les données augmentées en zéro par la modélisation de copules gaussiennes. Contrairement au tau de Kendall dont les valeurs se situent dans un intervalle dont les bornes varient selon la fréquence d'observations d'égalité entre les paires, cette mesure a pour avantage de prendre ses valeurs sur (-1;1). Initialement introduite pour modéliser les corrélations entre des variables continues, son extension au cas discret implique certaines restrictions. En effet, la nouvelle mesure pourrait être interprétée comme la corrélation entre les variables aléatoires continues dont la discrétisation constitue nos observations discrètes non négatives. Deux méthodes d'estimation des modèles augmentés en zéro seront présentées dans les contextes fréquentiste et bayésien basées respectivement sur le maximum de vraisemblance et l'intégration de Gauss-Hermite. Enfin, une étude de simulation permet de montrer la robustesse et les limites de notre approche.