957 resultados para Conditional moments
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Dados suplementares associados com o artigo e epígrafe estão disponíveis em: http://dx.doi.org/10.1016/j.cogdev.2016.08.007
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International audience
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Doutoramento em Matemática
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In this work, we present a sound and complete axiomatic system for conditional attribute implications (CAIs) in Triadic Concept Analysis (TCA). Our approach is strongly based on the Simplification paradigm which offers a more suitable way for automated reasoning than the one based on Armstrong’s Axioms. We also present an automated method to prove the derivability of a CAI from a set of CAI s.
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This paper evaluates the performance of a survivorship bias-free data set of Portuguese funds investing in Euro-denominated bonds by using conditional models that consider the public information available to investors when the returns are generated. We find that bond funds underperform the market significantly and by an economically relevant magnitude. This underperformance cannot be explained by the expenses they charge. Our findings support the use of conditional performance evaluation models, since we find strong evidence of both time-varying risk and performance, dependent on the slope of the term structure and the inverse relative wealth variables. We also show that survivorship bias has a significant impact on performance estimates. Furthermore, during the European debt crisis, bond fund managers performed significantly better than in non-crisis periods and were able to achieve neutral performance. This improved performance throughout the crisis seems to be related to changes in funds’ investment styles.
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In this PhD thesis a new firm level conditional risk measure is developed. It is named Joint Value at Risk (JVaR) and is defined as a quantile of a conditional distribution of interest, where the conditioning event is a latent upper tail event. It addresses the problem of how risk changes under extreme volatility scenarios. The properties of JVaR are studied based on a stochastic volatility representation of the underlying process. We prove that JVaR is leverage consistent, i.e. it is an increasing function of the dependence parameter in the stochastic representation. A feasible class of nonparametric M-estimators is introduced by exploiting the elicitability of quantiles and the stochastic ordering theory. Consistency and asymptotic normality of the two stage M-estimator are derived, and a simulation study is reported to illustrate its finite-sample properties. Parametric estimation methods are also discussed. The relation with the VaR is exploited to introduce a volatility contribution measure, and a tail risk measure is also proposed. The analysis of the dynamic JVaR is presented based on asymmetric stochastic volatility models. Empirical results with S&P500 data show that accounting for extreme volatility levels is relevant to better characterize the evolution of risk. The work is complemented by a review of the literature, where we provide an overview on quantile risk measures, elicitable functionals and several stochastic orderings.
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The purpose of this thesis is to clarify the role of non-equilibrium stationary currents of Markov processes in the context of the predictability of future states of the system. Once the connection between the predictability and the conditional entropy is established, we provide a comprehensive approach to the definition of a multi-particle Markov system. In particular, starting from the well-known theory of random walk on network, we derive the non-linear master equation for an interacting multi-particle system under the one-step process hypothesis, highlighting the limits of its tractability and the prop- erties of its stationary solution. Lastly, in order to study the impact of the NESS on the predictability at short times, we analyze the conditional entropy by modulating the intensity of the stationary currents, both for a single-particle and a multi-particle Markov system. The results obtained analytically are numerically tested on a 5-node cycle network and put in correspondence with the stationary entropy production. Furthermore, because of the low dimensionality of the single-particle system, an analysis of its spectral properties as a function of the modulated stationary currents is performed.
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This article analyzes the historical, social and cognitive dimensions of the sociology of medicine in the construction of its identity, from Wolf Lepenies' perspective. It is understood that the construction of an identity does not end with the first historical manifestations, but is consolidated when it is institutionalized and structured as a field of knowledge by creating its own forms of cognitive expression. The text is divided into three parts: in the first the precursors are presented, highlighting the role played by some travelers, naturalists and folklore scholars, followed by social physicians-scientists and the first social scientists (1940-1969). In the second part, aspects of the consolidation of the social sciences in health are presented at two significant moments, namely the 1970s and 1980s. In the third part, the issues raised by the field are addressed in general terms. It is considered that once the main structural stages are in place there is still a need for the formation of new generations of social scientists in health. It is also essential to disseminate scientific production and to ensure that the relations are studied in depth and institutionalized with the sociological matrices on the one hand and with the field of health on the other.
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This article analyzes food insecurity and hunger in Brazilian families with children under five years of age. This was a nationally representative cross-sectional study using data from the National Demographic and Health Survey on Women and Children (PNDS-2006), in which the outcome variable was moderate to severe food insecurity, measured by the Brazilian Food Insecurity Scale (EBIA). Prevalence estimates and prevalence ratios were generated with 95% confidence intervals. The results showed a high prevalence of moderate to severe food insecurity, concentrated in the North and Northeast regions (30.7%), in economic classes D and E (34%), and in beneficiaries of conditional cash transfer programs (36.5%). Multivariate analysis showed that the socioeconomic relative risks (beneficiaries of conditional cash transfers), regional relative risks (North and Northeast regions), and economic relative risks (classes D and E) were 1.8, 2.0 and 2.4, respectively. Aggregation of the three risks showed 48% of families with moderate to severe food insecurity, meaning that adults and children were going hungry during the three months preceding the survey.
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Cryosurgery is an efficient therapeutic technique used to treat benign and malignant cutaneous diseases. The primary active mechanism of cryosurgery is related to vascular effects on treated tissue. After a cryosurgical procedure, exuberant granulation tissue is formed at the injection site, probably as a result of angiogenic stimulation of the cryogen and inflammatory response, particularly in endothelial cells. To evaluate the angiogenic effects of freezing, as part of the phenomenon of healing rat skin subjected to previous injury. Two incisions were made in each of the twenty rats, which were divided randomly into two groups of ten. After 3 days, cryosurgery with liquid nitrogen was performed in one of incisions. The rats' samples were then collected, cut and stained to conduct histopathological examination, to assess the local angiogenesis in differing moments and situations. It was possible to demonstrate that cryosurgery, in spite of promoting cell death and accentuated local inflammation soon after its application, induces quicker cell proliferation in the affected tissue and maintenance of this rate in a second phase, than in tissue healing without this procedure. These findings, together with the knowledge that there is a direct relationship between mononuclear cells and neovascularization (the development of a rich system of new vessels in injury caused by cold), suggest that cryosurgery possesses angiogenic stimulus, even though complete healing takes longer to occur. The significance level for statistical tests was 5% (p<0,05).
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Very high field (29)Si-NMR measurements using a fully (29)Si-enriched URu(2)Si(2) single crystal were carried out in order to microscopically investigate the hidden order (HO) state and adjacent magnetic phases in the high field limit. At the lowest measured temperature of 0.4 K, a clear anomaly reflecting a Fermi surface instability near 22 T inside the HO state is detected by the (29)Si shift, (29)K(c). Moreover, a strong enhancement of (29)K(c) develops near a critical field H(c) ≃ 35.6 T, and the ^{29}Si-NMR signal disappears suddenly at H(c), indicating the total suppression of the HO state. Nevertheless, a weak and shifted (29)Si-NMR signal reappears for fields higher than H(c) at 4.2 K, providing evidence for a magnetic structure within the magnetic phase caused by the Ising-type anisotropy of the uranium ordered moments.
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The possible existence of a sign-changing gap symmetry in BaFe2As2-derived superconductors (SC) has been an exciting topic of research in the last few years. To further investigate this subject we combine Electron Spin Resonance (ESR) and pressure-dependent transport measurements to investigate magnetic pair-breaking effects on BaFe1.9M0.1As2 (M = Mn, Co, Cu, and Ni) single crystals. An ESR signal, indicative of the presence of localized magnetic moments, is observed only for M = Cu and Mn compounds, which display very low SC transition temperature (Tc) and no SC, respectively. From the ESR analysis assuming the absence of bottleneck effects, the microscopic parameters are extracted to show that this reduction of Tc cannot be accounted by the Abrikosov-Gorkov pair-breaking expression for a sign-preserving gap function. Our results reveal an unconventional spin- and pressure-dependent pair-breaking effect and impose strong constraints on the pairing symmetry of these materials.
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This clinical study has investigated the antigenic activity of bacterial contents from exudates of acute apical abscesses (AAAs) and their paired root canal contents regarding the stimulation capacity by levels of interleukin (IL)-1 beta and tumor necrosis factor alpha (TNF-α) throughout the root canal treatment against macrophage cells. Paired samples of infected root canals and exudates of AAAs were collected from 10 subjects. Endodontic contents were sampled before (root canal sample [RCS] 1) and after chemomechanical preparation (RCS2) and after 30 days of intracanal medication with calcium hydroxide + chlorhexidine gel (Ca[OH]2 + CHX gel) (RCS3). Polymerase chain reaction (16S rDNA) was used for detection of the target bacteria, whereas limulus amebocyte lysate was used to measure endotoxin levels. Raw 264.7 macrophages were stimulated with AAA exudates from endodontic contents sampled in different moments of root canal treatment. Enzyme-linked immunosorbent assays were used to measure the levels of TNF-α and IL-1 beta. Parvimonas micra, Porphyromonas endodontalis, Dialister pneumosintes, and Prevotella nigrescens were the most frequently detected species. Higher levels of endotoxins were found in samples from periapical exudates at RCS1 (P < .005). In fact, samples collected from periapical exudates showed a higher stimulation capacity at RCS1 (P < .05). A positive correlation was found between endotoxins from exudates with IL-1 beta (r = 0.97) and TNF-α (r = 0.88) production (P < .01). The significant reduction of endotoxins and bacterial species achieved by chemomechanical procedures (RCS2) resulted in a lower capacity of root canal contents to stimulate the cells compared with that at RCS1 (P < .05). The use of Ca(OH)2 + CHX gel as an intracanal medication (RCS3) improved the removal of endotoxins and bacteria from infected root canals (P < .05) whose contents induced a lower stimulation capacity against macrophages cells at RCS1, RCS2, and RCS3 (P < .05). AAA exudates showed higher levels of endotoxins and showed a greater capacity of macrophage stimulation than the paired root canal samples. Moreover, the use of intracanal medication improved the removal of bacteria and endotoxins from infected root canals, which may have resulted in the reduction of the inflammatory potential of the root canal content.
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In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.
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A complex iridium oxide β-Li_{2}IrO_{3} crystallizes in a hyperhoneycomb structure, a three-dimensional analogue of honeycomb lattice, and is found to be a spin-orbital Mott insulator with J_{eff}=1/2 moment. Ir ions are connected to the three neighboring Ir ions via Ir-O_{2}-Ir bonding planes, which very likely gives rise to bond-dependent ferromagnetic interactions between the J_{eff}=1/2 moments, an essential ingredient of Kitaev model with a spin liquid ground state. Dominant ferromagnetic interaction between J_{eff}=1/2 moments is indeed confirmed by the temperature dependence of magnetic susceptibility χ(T) which shows a positive Curie-Weiss temperature θ_{CW}∼+40 K. A magnetic ordering with a very small entropy change, likely associated with a noncollinear arrangement of J_{eff}=1/2 moments, is observed at T_{c}=38 K. With the application of magnetic field to the ordered state, a large moment of more than 0.35 μ_{B}/Ir is induced above 3 T, a substantially polarized J_{eff}=1/2 state. We argue that the close proximity to ferromagnetism and the presence of large fluctuations evidence that the ground state of hyperhoneycomb β-Li_{2}IrO_{3} is located in close proximity of a Kitaev spin liquid.