989 resultados para DSGE, Monte Carlo, Misspecification


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Hepatitis C virus (HCV) is a frequent cause of acute and chronic hepatitis and a leading cause for cirrhosis of the liver and hepatocellular carcinoma. HCV is classified in six major genotypes and more than 70 subtypes. In Colombian blood banks, serum samples were tested for anti-HCV antibodies using a third-generation ELISA. The aim of this study was to characterize the viral sequences in plasma of 184 volunteer blood donors who attended the ""Banco Nacional de Sangre de la Cruz Roja Colombiana,`` Bogota, Colombia. Three different HCV genomic regions were amplified by nested PCR. The first of these was a segment of 180 bp of the 5`UTR region to confirm the previous diagnosis by ELISA. From those that were positive to the 5`UTR region, two further segments were amplified for genotyping and subtyping by phylogenetic analysis: a segment of 380 bp from the NS5B region; and a segment of 391 bp from the E1 region. The distribution of HCV subtypes was: 1b (82.8%), 1a (5.7%), 2a (5.7%), 2b (2.8%), and 3a (2.8%). By applying Bayesian Markov chain Monte Carlo simulation, it was estimated that HCV-1b was introduced into Bogota around 1950. Also, this subtype spread at an exponential rate between about 1970 to about 1990, after which transmission of HCV was reduced by anti-HCV testing of this population. Among Colombian blood donors, HCV genotype 1b is the most frequent genotype, especially in large urban conglomerates such as Bogota, as is the case in other South American countries. J. Med. Virol. 82: 1889-1898, 2010. (C) 2010 Wiley-Liss, Inc.

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Molecular epidemiological data concerning the hepatitis B virus (HBV) in Chile are not known completely. Since the HBV genotype F is the most prevalent in the country, the goal of this study was to obtain full HBV genome sequences from patients infected chronically in order to determine their subgenotypes and the occurrence of resistance-associated mutations. Twenty-one serum samples from antiviral drug-naive patients with chronic hepatitis B were subjected to full-length PCR amplification, and both strands of the whole genomes were fully sequenced. Phylogenetic analyses were performed along with reference sequences available from GenBank (n = 290). The sequences were aligned using Clustal X and edited in the SE-AL software. Bayesian phylogenetic analyses were conducted by Markov Chain Monte Carlo simulations (MCMC) for 10 million generations in order to obtain the substitution tree using BEAST. The sequences were also analyzed for the presence of primary drug resistance mutations using CodonCode Aligner Software. The phylogenetic analyses indicated that all sequences were found to be the HBV subgenotype F1b, clustered into four different groups, suggesting that diverse lineages of this subgenotype may be circulating within this population of Chilean patients. J. Med. Virol. 83: 1530-1536, 2011. (C) 2011 Wiley-Liss, Inc.

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A significant loss in electron probe current can occur before the electron beam enters the specimen chamber of an environmental scanning electron microscope (ESEM). This loss results from electron scattering in a gaseous jet formed inside and downstream (above) the pressure-limiting aperture (PLA), which separates the high-pressure and high-vacuum regions of the microscope. The electron beam loss above the PLA has been calculated for three different ESEMs, each with a different PLA geometry: an ElectroScan E3, a Philips XL30 ESEM, and a prototype instrument. The mass thickness of gas above the PLA in each case has been determined by Monte Carlo simulation of the gas density variation in the gas jet. It has been found that the PLA configurations used in the commercial instruments produce considerable loss in the electron probe current that dramatically degrades their performance at high chamber pressure and low accelerating voltage. These detrimental effects are minimized in the prototype instrument, which has an optimized thin-foil PLA design.

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A new addition to the family of single-molecule magnets is reported: an Fete cage stabilized with benzoate and pyridonate ligands. Monte Carlo methods have been used to derive exchange parameters within the cage, and hence model susceptibility behavior.

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Quantum dynamics simulations can be improved using novel quasiprobability distributions based on non-orthogonal Hermitian kernel operators. This introduces arbitrary functions (gauges) into the stochastic equations. which can be used to tailor them for improved calculations. A possible application to full quantum dynamic simulations of BEC's is presented. (C) 2001 Elsevier Science B.V. All rights reserved.

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1. There are a variety of methods that could be used to increase the efficiency of the design of experiments. However, it is only recently that such methods have been considered in the design of clinical pharmacology trials. 2. Two such methods, termed data-dependent (e.g. simulation) and data-independent (e.g. analytical evaluation of the information in a particular design), are becoming increasingly used as efficient methods for designing clinical trials. These two design methods have tended to be viewed as competitive, although a complementary role in design is proposed here. 3. The impetus for the use of these two methods has been the need for a more fully integrated approach to the drug development process that specifically allows for sequential development (i.e. where the results of early phase studies influence later-phase studies). 4. The present article briefly presents the background and theory that underpins both the data-dependent and -independent methods with the use of illustrative examples from the literature. In addition, the potential advantages and disadvantages of each method are discussed.

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The present paper addresses two major concerns that were identified when developing neural network based prediction models and which can limit their wider applicability in the industry. The first problem is that it appears neural network models are not readily available to a corrosion engineer. Therefore the first part of this paper describes a neural network model of CO2 corrosion which was created using a standard commercial software package and simple modelling strategies. It was found that such a model was able to capture practically all of the trends noticed in the experimental data with acceptable accuracy. This exercise has proven that a corrosion engineer could readily develop a neural network model such as the one described below for any problem at hand, given that sufficient experimental data exist. This applies even in the cases when the understanding of the underlying processes is poor. The second problem arises from cases when all the required inputs for a model are not known or can be estimated with a limited degree of accuracy. It seems advantageous to have models that can take as input a range rather than a single value. One such model, based on the so-called Monte Carlo approach, is presented. A number of comparisons are shown which have illustrated how a corrosion engineer might use this approach to rapidly test the sensitivity of a model to the uncertainities associated with the input parameters. (C) 2001 Elsevier Science Ltd. All rights reserved.

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Recent progress in the production, purification, and experimental and theoretical investigations of carbon nanotubes for hydrogen storage are reviewed. From the industrial point of view, the chemical vapor deposition process has shown advantages over laser ablation and electric-arc-discharge methods. The ultimate goal in nanotube synthesis should be to gain control over geometrical aspects of nanotubes, such as location and orientation, and the atomic structure of nanotubes, including helicity and diameter. There is currently no effective and simple purification procedure that fulfills all requirements for processing carbon nanotubes. Purification is still the bottleneck for technical applications, especially where large amounts of material are required. Although the alkali-metal-doped carbon nanotubes showed high H-2 Weight uptake, further investigations indicated that some of this uptake was due to water rather than hydrogen. This discovery indicates a potential source of error in evaluation of the storage capacity of doped carbon nanotubes. Nevertheless, currently available single-wall nanotubes yield a hydrogen uptake value near 4 wt% under moderate pressure and room temperature. A further 50% increase is needed to meet U.S. Department of Energy targets for commercial exploitation. Meeting this target will require combining experimental and theoretical efforts to achieve a full understanding of the adsorption process, so that the uptake can be rationally optimized to commercially attractive levels. Large-scale production and purification of carbon nanotubes and remarkable improvement of H-2 storage capacity in carbon nanotubes represent significant technological and theoretical challenges in the years to come.

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Applied econometricians often fail to impose economic regularity constraints in the exact form economic theory prescribes. We show how the Singular Value Decomposition (SVD) Theorem and Markov Chain Monte Carlo (MCMC) methods can be used to rigorously impose time- and firm-varying equality and inequality constraints. To illustrate the technique we estimate a system of translog input demand functions subject to all the constraints implied by economic theory, including observation-varying symmetry and concavity constraints. Results are presented in the form of characteristics of the estimated posterior distributions of functions of the parameters. Copyright (C) 2001 John Wiley Sons, Ltd.

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An important feature of improving lattice gas models and classical isotherms is the incorporation of a pore size dependent capacity, which has hitherto been overlooked. In this paper, we develop a model for predicting the temperature dependent variation in capacity with pore size. The model is based on the analysis of a lattice gas model using a density functional theory approach at the close packed limit. Fluid-fluid and solid-fluid interactions are modeled by the Lennard-Jones 12-6 potential and Steele's 10-4-3, potential respectively. The capacity of methane in a slit-shaped carbon pore is calculated from the characteristic parameters of the unit cell, which are extracted by minimizing the grand potential of the unit cell. The capacities predicted by the proposed model are in good agreement with those obtained from grand canonical Monte Carlo simulation, for pores that can accommodate up to three adsorbed layers. Single particle and pair distributions exhibit characteristic features that correspond to the sequence of buckling and rhombic transitions that occur as the slit pore width is increased. The model provides a useful tool to model continuous variation in the microstructure of an adsorbed phase, namely buckling and rhombic transitions, with increasing pore width. (C) 2002 American Institute of Physics.

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A thermodynamic approach is developed in this paper to describe the behavior of a subcritical fluid in the neighborhood of vapor-liquid interface and close to a graphite surface. The fluid is modeled as a system of parallel molecular layers. The Helmholtz free energy of the fluid is expressed as the sum of the intrinsic Helmholtz free energies of separate layers and the potential energy of their mutual interactions calculated by the 10-4 potential. This Helmholtz free energy is described by an equation of state (such as the Bender or Peng-Robinson equation), which allows us a convenient means to obtain the intrinsic Helmholtz free energy of each molecular layer as a function of its two-dimensional density. All molecular layers of the bulk fluid are in mechanical equilibrium corresponding to the minimum of the total potential energy. In the case of adsorption the external potential exerted by the graphite layers is added to the free energy. The state of the interface zone between the liquid and the vapor phases or the state of the adsorbed phase is determined by the minimum of the grand potential. In the case of phase equilibrium the approach leads to the distribution of density and pressure over the transition zone. The interrelation between the collision diameter and the potential well depth was determined by the surface tension. It was shown that the distance between neighboring molecular layers substantially changes in the vapor-liquid transition zone and in the adsorbed phase with loading. The approach is considered in this paper for the case of adsorption of argon and nitrogen on carbon black. In both cases an excellent agreement with the experimental data was achieved without additional assumptions and fitting parameters, except for the fluid-solid potential well depth. The approach has far-reaching consequences and can be readily extended to the model of adsorption in slit pores of carbonaceous materials and to the analysis of multicomponent adsorption systems. (C) 2002 Elsevier Science (USA).

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Anew thermodynamic approach has been developed in this paper to analyze adsorption in slitlike pores. The equilibrium is described by two thermodynamic conditions: the Helmholtz free energy must be minimal, and the grand potential functional at that minimum must be negative. This approach has led to local isotherms that describe adsorption in the form of a single layer or two layers near the pore walls. In narrow pores local isotherms have one step that could be either very sharp but continuous or discontinuous benchlike for a definite range of pore width. The latter reflects a so-called 0 --> 1 monolayer transition. In relatively wide pores, local isotherms have two steps, of which the first step corresponds to the appearance of two layers near the pore walls, while the second step corresponds to the filling of the space between these layers. All features of local isotherms are in agreement with the results obtained from the density functional theory and Monte Carlo simulations. The approach is used for determining pore size distributions of carbon materials. We illustrate this with the benzene adsorption data on activated carbon at 20, 50, and 80 degreesC, argon adsorption on activated carbon Norit ROX at 87.3 K, and nitrogen adsorption on activated carbon Norit R1 at 77.3 K.

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In this paper we analyzed the adsorption of gases and vapors on graphitised thermal carbon black by using a modified DFT-lattice theory, in which we assume that the behavior of the first layer in the adsorption film is different from those of second and higher layers. The effects of various parameters on the topology of the adsorption isotherm were first investigated, and the model was then applied in the analysis of adsorption data of numerous substances on carbon black. We have found that the first layer in the adsorption film behaves differently from the second and higher layers in such a way that the adsorbate-adsorbate interaction energy in the first layer is less than that of second and higher layers, and the same is observed for the partition function. Furthermore, the adsorbate-adsorbate and adsorbate-adsorbent interaction energies obtained from the fitting are consistently lower than the corresponding values obtained from the viscosity data and calculated from the Lorentz-Berthelot rule, respectively.

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The purpose of this study was threefold: first, the study was designed to illustrate the use of data and information collected in food safety surveys in a quantitative risk assessment. In this case, the focus was on the food service industry; however, similar data from other parts of the food chain could be similarly incorporated. The second objective was to quantitatively describe and better understand the role that the food service industry plays in the safety of food. The third objective was to illustrate the additional decision-making information that is available when uncertainty and variability are incorporated into the modelling of systems. (C) 2002 Elsevier Science B.V. All rights reserved.

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A decision theory framework can be a powerful technique to derive optimal management decisions for endangered species. We built a spatially realistic stochastic metapopulation model for the Mount Lofty Ranges Southern Emu-wren (Stipiturus malachurus intermedius), a critically endangered Australian bird. Using diserete-time Markov,chains to describe the dynamics of a metapopulation and stochastic dynamic programming (SDP) to find optimal solutions, we evaluated the following different management decisions: enlarging existing patches, linking patches via corridors, and creating a new patch. This is the first application of SDP to optimal landscape reconstruction and one of the few times that landscape reconstruction dynamics have been integrated with population dynamics. SDP is a powerful tool that has advantages over standard Monte Carlo simulation methods because it can give the exact optimal strategy for every landscape configuration (combination of patch areas and presence of corridors) and pattern of metapopulation occupancy, as well as a trajectory of strategies. It is useful when a sequence of management actions can be performed over a given time horizon, as is the case for many endangered species recovery programs, where only fixed amounts of resources are available in each time step. However, it is generally limited by computational constraints to rather small networks of patches. The model shows that optimal metapopulation, management decisions depend greatly on the current state of the metapopulation,. and there is no strategy that is universally the best. The extinction probability over 30 yr for the optimal state-dependent management actions is 50-80% better than no management, whereas the best fixed state-independent sets of strategies are only 30% better than no management. This highlights the advantages of using a decision theory tool to investigate conservation strategies for metapopulations. It is clear from these results that the sequence of management actions is critical, and this can only be effectively derived from stochastic dynamic programming. The model illustrates the underlying difficulty in determining simple rules of thumb for the sequence of management actions for a metapopulation. This use of a decision theory framework extends the capacity of population viability analysis (PVA) to manage threatened species.