Wald tests for IV regression with weak instruments

This dissertation deals with the problem of making inference when there is weak identification in models of instrumental variables regression. More specifically we are interested in one-sided hypothesis testing for the coefficient of the endogenous variable when the instruments are weak. The focus is on the conditional tests based on likelihood ratio, score and Wald statistics. Theoretical and numerical work shows that the conditional t-test based on the two-stage least square (2SLS) estimator performs well even when instruments are weakly correlated with the endogenous variable. The conditional approach correct uniformly its size and when the population F-statistic is as small as two, its power is near the power envelopes for similar and non-similar tests. This finding is surprising considering the bad performance of the two-sided conditional t-tests found in Andrews, Moreira and Stock (2007). Given this counter intuitive result, we propose novel two-sided t-tests which are approximately unbiased and can perform as well as the conditional likelihood ratio (CLR) test of Moreira (2003).

Weak phenotypic reversion of ivermectin resistance in a field resistant isolate of Haemonchus contortus by verapamil

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Algoritmo Q-learning como estratégia de exploração e/ou explotação para metaheurísticas GRASP e algoritmo genético

Techniques of optimization known as metaheuristics have achieved success in the resolution of many problems classified as NP-Hard. These methods use non deterministic approaches that reach very good solutions which, however, don t guarantee the determination of the global optimum. Beyond the inherent difficulties related to the complexity that characterizes the optimization problems, the metaheuristics still face the dilemma of xploration/exploitation, which consists of choosing between a greedy search and a wider exploration of the solution space. A way to guide such algorithms during the searching of better solutions is supplying them with more knowledge of the problem through the use of a intelligent agent, able to recognize promising regions and also identify when they should diversify the direction of the search. This way, this work proposes the use of Reinforcement Learning technique - Q-learning Algorithm - as exploration/exploitation strategy for the metaheuristics GRASP (Greedy Randomized Adaptive Search Procedure) and Genetic Algorithm. The GRASP metaheuristic uses Q-learning instead of the traditional greedy-random algorithm in the construction phase. This replacement has the purpose of improving the quality of the initial solutions that are used in the local search phase of the GRASP, and also provides for the metaheuristic an adaptive memory mechanism that allows the reuse of good previous decisions and also avoids the repetition of bad decisions. In the Genetic Algorithm, the Q-learning algorithm was used to generate an initial population of high fitness, and after a determined number of generations, where the rate of diversity of the population is less than a certain limit L, it also was applied to supply one of the parents to be used in the genetic crossover operator. Another significant change in the hybrid genetic algorithm is the proposal of a mutually interactive cooperation process between the genetic operators and the Q-learning algorithm. In this interactive/cooperative process, the Q-learning algorithm receives an additional update in the matrix of Q-values based on the current best solution of the Genetic Algorithm. The computational experiments presented in this thesis compares the results obtained with the implementation of traditional versions of GRASP metaheuristic and Genetic Algorithm, with those obtained using the proposed hybrid methods. Both algorithms had been applied successfully to the symmetrical Traveling Salesman Problem, which was modeled as a Markov decision process

Search schemes for random optimization algorithms that preserve the asymptotic distribution

Markovian algorithms for estimating the global maximum or minimum of real valued functions defined on some domain Omega subset of R-d are presented. Conditions on the search schemes that preserve the asymptotic distribution are derived. Global and local search schemes satisfying these conditions are analysed and shown to yield sharper confidence intervals when compared to the i.i.d. case.

Beam Search Algorithms for Minimizing Tool Switches on a Flexible Manufacturing System

In the minimization of tool switches problem we seek a sequence to process a set of jobs so that the number of tool switches required is minimized. In this work different variations of a heuristic based on partial ordered job sequences are implemented and evaluated. All variations adopt a depth first strategy of the enumeration tree. The computational test results indicate that good results can be obtained by a variation which keeps the best three branches at each node of the enumeration tree, and randomly choose, among all active nodes, the next node to branch when backtracking.

Allocation of protective devices in distribution circuits using nonlinear programming models and genetic algorithms

The optimized allocation of protective devices in strategic points of the circuit improves the quality of the energy supply and the system reliability index. This paper presents a nonlinear integer programming (NLIP) model with binary variables, to deal with the problem of protective device allocation in the main feeder and all branches of an overhead distribution circuit, to improve the reliability index and to provide customers with service of high quality and reliability. The constraints considered in the problem take into account technical and economical limitations, such as coordination problems of serial protective devices, available equipment, the importance of the feeder and the circuit topology. The use of genetic algorithms (GAs) is proposed to solve this problem, using a binary representation that does (1) or does not (0) show allocation of protective devices (reclosers, sectionalizers and fuses) in predefined points of the circuit. Results are presented for a real circuit (134 busses), with the possibility of protective device allocation in 29 points. Also the ability of the algorithm in finding good solutions while improving significantly the indicators of reliability is shown. (C) 2003 Elsevier B.V. All rights reserved.

O problema do Hiker Dice em tabuleiro compacto: um estudo algorítmico

The Hiker Dice was a game recently proposed in a software designed by Mara Kuzmich and Leonardo Goldbarg. In the game a dice is responsible for building a trail on an n x m board. As the dice waits upon a cell on the board, it prints the side that touches the surface. The game shows the Hamiltonian Path Problem Simple Maximum Hiker Dice (Hidi-CHS) in trays Compact Nth , this problem is then characterized by looking for a Hamiltonian Path that maximize the sum of marked sides on the board. The research now related, models the problem through Graphs, and proposes two classes of solution algorithms. The first class, belonging to the exact algorithms, is formed by a backtracking algorithm planed with a return through logical rules and limiting the best found solution. The second class of algorithms is composed by metaheuristics type Evolutionary Computing, Local Ramdomized search and GRASP (Greed Randomized Adaptative Search). Three specific operators for the algorithms were created as follows: restructuring, recombination with two solutions and random greedy constructive.The exact algorithm was teste on 4x4 to 8x8 boards exhausting the possibility of higher computational treatment of cases due to the explosion in processing time. The heuristics algorithms were tested on 5x5 to 14x14 boards. According to the applied methodology for evaluation, the results acheived by the heuristics algorithms suggests a better performance for the GRASP algorithm

The tricyclic antidepressants amitriptyline, nortriptyline and imipramine are weak antagonists of human and rat alpha(1B)-adrenoceptors

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Using Amino Acid Correlation and Community Detection Algorithms to Identify Functional Determinants in Protein Families

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A Weak Maximum Principle for Optimal Control Problems with Nonsmooth Mixed Constraints

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Use of genetic algorithms and solvation potential to study peptides structure

In this work, genetic algorithms concepts along with a rotamer library for proteins side chains and implicit solvation potential are used to optimize the tertiary structure of peptides. We starting from the known PDB structure of its backbone which is kept fixed while the side chains allowed adopting the conformations present in the rotamer library. It was used rotamer library independent of backbone and a implicit solvation potential. The structure of Mastoporan-X was predicted using several force fields with a growing complexity; we started it with a field where the only present interaction was Lennard-Jones. We added the Coulombian term and we considered the solvation effects through a term proportional to the solvent accessible area. This paper present good and interesting results obtained using the potential with solvation term and rotamer library. Hence, the algorithm (called YODA) presented here can be a good tool to the prediction problem. (c) 2007 Elsevier B.V. All rights reserved.