Assessing agglomeration economies in the Yangzi River Delta, China : a bayesian spatial econometric approach

This paper estimates the elasticity of labor productivity with respect to employment density, a widely used measure of the agglomeration effect, in the Yangtze River Delta, China. A spatial Durbin model is presented that makes explicit the influences of spatial dependence and endogeneity bias in a very simple way. Results of Bayesian estimation using the data of the year 2009 indicate that the productivity is influenced by factors correlated with density rather than density itself and that spatial spillovers of these factors of agglomeration play a significant role. They are consistent with the findings of Ke (2010) and Artis, et al. (2011) that suggest the importance of taking into account spatial dependence and hitherto omitted variables.

Probabilistic reasoning with a bayesian DNA device based on strand displacement

We present a computing model based on the DNA strand displacement technique which performs Bayesian inference. The model will take single stranded DNA as input data, representing the presence or absence of a specific molecular signal (evidence). The program logic encodes the prior probability of a disease and the conditional probability of a signal given the disease playing with a set of different DNA complexes and their ratios. When the input and program molecules interact, they release a different pair of single stranded DNA species whose relative proportion represents the application of Bayes? Law: the conditional probability of the disease given the signal. The models presented in this paper can empower the application of probabilistic reasoning in genetic diagnosis in vitro.

Application of Bayesian approach in geotechnical engineering

En esta Tesis Doctoral se emplean y desarrollan Métodos Bayesianos para su aplicación en análisis geotécnicos habituales, con un énfasis particular en (i) la valoración y selección de modelos geotécnicos basados en correlaciones empíricas; en (ii) el desarrollo de predicciones acerca de los resultados esperados en modelos geotécnicos complejos. Se llevan a cabo diferentes aplicaciones a problemas geotécnicos, como es el caso de: (1) En el caso de rocas intactas, se presenta un método Bayesiano para la evaluación de modelos que permiten estimar el módulo de Young a partir de la resistencia a compresión simple (UCS). La metodología desarrollada suministra estimaciones de las incertidumbres de los parámetros y predicciones y es capaz de diferenciar entre las diferentes fuentes de error. Se desarrollan modelos "específicos de roca" para los tipos de roca más comunes y se muestra cómo se pueden "actualizar" esos modelos "iniciales" para incorporar, cuando se encuentra disponible, la nueva información específica del proyecto, reduciendo las incertidumbres del modelo y mejorando sus capacidades predictivas. (2) Para macizos rocosos, se presenta una metodología, fundamentada en un criterio de selección de modelos, que permite determinar el modelo más apropiado, entre un conjunto de candidatos, para estimar el módulo de deformación de un macizo rocoso a partir de un conjunto de datos observados. Una vez que se ha seleccionado el modelo más apropiado, se emplea un método Bayesiano para obtener distribuciones predictivas de los módulos de deformación de macizos rocosos y para actualizarlos con la nueva información específica del proyecto. Este método Bayesiano de actualización puede reducir significativamente la incertidumbre asociada a la predicción, y por lo tanto, afectar las estimaciones que se hagan de la probabilidad de fallo, lo cual es de un interés significativo para los diseños de mecánica de rocas basados en fiabilidad. (3) En las primeras etapas de los diseños de mecánica de rocas, la información acerca de los parámetros geomecánicos y geométricos, las tensiones in-situ o los parámetros de sostenimiento, es, a menudo, escasa o incompleta. Esto plantea dificultades para aplicar las correlaciones empíricas tradicionales que no pueden trabajar con información incompleta para realizar predicciones. Por lo tanto, se propone la utilización de una Red Bayesiana para trabajar con información incompleta y, en particular, se desarrolla un clasificador Naïve Bayes para predecir la probabilidad de ocurrencia de grandes deformaciones (squeezing) en un túnel a partir de cinco parámetros de entrada habitualmente disponibles, al menos parcialmente, en la etapa de diseño. This dissertation employs and develops Bayesian methods to be used in typical geotechnical analyses, with a particular emphasis on (i) the assessment and selection of geotechnical models based on empirical correlations; on (ii) the development of probabilistic predictions of outcomes expected for complex geotechnical models. Examples of application to geotechnical problems are developed, as follows: (1) For intact rocks, we present a Bayesian framework for model assessment to estimate the Young’s moduli based on their UCS. Our approach provides uncertainty estimates of parameters and predictions, and can differentiate among the sources of error. We develop ‘rock-specific’ models for common rock types, and illustrate that such ‘initial’ models can be ‘updated’ to incorporate new project-specific information as it becomes available, reducing model uncertainties and improving their predictive capabilities. (2) For rock masses, we present an approach, based on model selection criteria to select the most appropriate model, among a set of candidate models, to estimate the deformation modulus of a rock mass, given a set of observed data. Once the most appropriate model is selected, a Bayesian framework is employed to develop predictive distributions of the deformation moduli of rock masses, and to update them with new project-specific data. Such Bayesian updating approach can significantly reduce the associated predictive uncertainty, and therefore, affect our computed estimates of probability of failure, which is of significant interest to reliability-based rock engineering design. (3) In the preliminary design stage of rock engineering, the information about geomechanical and geometrical parameters, in situ stress or support parameters is often scarce or incomplete. This poses difficulties in applying traditional empirical correlations that cannot deal with incomplete data to make predictions. Therefore, we propose the use of Bayesian Networks to deal with incomplete data and, in particular, a Naïve Bayes classifier is developed to predict the probability of occurrence of tunnel squeezing based on five input parameters that are commonly available, at least partially, at design stages.

Bayesian data assimilation

This thesis addresses data assimilation, which typically refers to the estimation of the state of a physical system given a model and observations, and its application to short-term precipitation forecasting. A general introduction to data assimilation is given, both from a deterministic and' stochastic point of view. Data assimilation algorithms are reviewed, in the static case (when no dynamics are involved), then in the dynamic case. A double experiment on two non-linear models, the Lorenz 63 and the Lorenz 96 models, is run and the comparative performance of the methods is discussed in terms of quality of the assimilation, robustness "in the non-linear regime and computational time. Following the general review and analysis, data assimilation is discussed in the particular context of very short-term rainfall forecasting (nowcasting) using radar images. An extended Bayesian precipitation nowcasting model is introduced. The model is stochastic in nature and relies on the spatial decomposition of the rainfall field into rain "cells". Radar observations are assimilated using a Variational Bayesian method in which the true posterior distribution of the parameters is approximated by a more tractable distribution. The motion of the cells is captured by a 20 Gaussian process. The model is tested on two precipitation events, the first dominated by convective showers, the second by precipitation fronts. Several deterministic and probabilistic validation methods are applied and the model is shown to retain reasonable prediction skill at up to 3 hours lead time. Extensions to the model are discussed.

The object binary interface: C++ objects for evolvable shared class libraries

Object-oriented design and object-oriented languages support the development of independent software components such as class libraries. When using such components, versioning becomes a key issue. While various ad-hoc techniques and coding idioms have been used to provide versioning, all of these techniques have deficiencies - ambiguity, the necessity of recompilation or re-coding, or the loss of binary compatibility of programs. Components from different software vendors are versioned at different times. Maintaining compatibility between versions must be consciously engineered. New technologies such as distributed objects further complicate libraries by requiring multiple implementations of a type simultaneously in a program. This paper describes a new C++ object model called the Shared Object Model for C++ users and a new implementation model called the Object Binary Interface for C++ implementors. These techniques provide a mechanism for allowing multiple implementations of an object in a program. Early analysis of this approach has shown it to have performance broadly comparable to conventional implementations.

A Bayesian network dealing with measurements and residuals for system monitoring

International audience

A Markov switching unobserved component analysis of the CDX index term premium

Using a Markov switching unobserved component model we decompose the term premium of the North American CDX index into a permanent and a stationary component. We establish that the inversion of the CDX term premium is induced by sudden changes in the unobserved stationary component, which represents the evolution of the fundamentals underpinning the probability of default in the economy. We find evidence that the monetary policy response from the Fed during the crisis period was effective in reducing the volatility of the term premium. We also show that equity returns make a substantial contribution to the term premium over the entire sample period.

Assessment of the sensitivity and specificity of serological (IFAT) and molecular (direct PCR) techniques for diagnosis of leishmaniasis in lagomorphs using a Bayesian approach

Leishmaniasis, caused by Leishmania infantum, is a vector-borne zoonotic disease that is endemic to the Mediterranean basin. The potential of rabbits and hares to serve as competent reservoirs for the disease has recently been demonstrated, although assessment of the importance of their role on disease dynamics is hampered by the absence of quantitative knowledge on the accuracy of diagnostic techniques in these species. A Bayesian latent-class model was used here to estimate the sensitivity and specificity of the Immuno-fluorescence antibody test (IFAT) in serum and a Leishmania-nested PCR (Ln-PCR) in skin for samples collected from 217 rabbits and 70 hares from two different populations in the region of Madrid, Spain. A two-population model, assuming conditional independence between test results and incorporating prior information on the performance of the tests in other animal species obtained from the literature, was used. Two alternative cut-off values were assumed for the interpretation of the IFAT results: 1/50 for conservative and 1/25 for sensitive interpretation. Results suggest that sensitivity and specificity of the IFAT were around 70–80%, whereas the Ln-PCR was highly specific (96%) but had a limited sensitivity (28.9% applying the conservative interpretation and 21.3% with the sensitive one). Prevalence was higher in the rabbit population (50.5% and 72.6%, for the conservative and sensitive interpretation, respectively) than in hares (6.7% and 13.2%). Our results demonstrate that the IFAT may be a useful screening tool for diagnosis of leishmaniasis in rabbits and hares. These results will help to design and implement surveillance programmes in wild species, with the ultimate objective of early detecting and preventing incursions of the disease into domestic and human populations.

Genetic parameters for carcass traits and body weight using a Bayesian approach in the Canchim cattle.

Correlation between genetic parameters and factors such as backfat thickness (BFT), rib eye area (REA), and body weight (BW) were estimated for Canchim beef cattle raised in natural pastures of Brazil. Data from 1648 animals were analyzed using multi-trait (BFT, REA, and BW) animal models by the Bayesian approach. This model included the effects of contemporary group, age, and individual heterozygosity as covariates. In addition, direct additive genetic and random residual effects were also analyzed. Heritability estimated for BFT (0.16), REA (0.50), and BW (0.44) indicated their potential for genetic improvements and response to selection processes. Furthermore, genetic correlations between BW and the remaining traits were high (P > 0.50), suggesting that selection for BW could improve REA and BFT. On the other hand, genetic correlation between BFT and REA was low (P = 0.39 ± 0.17), and included considerable variations, suggesting that these traits can be jointly included as selection criteria without influencing each other. We found that REA and BFT responded to the selection processes, as measured by ultrasound. Therefore, selection for yearling weight results in changes in REA and BFT.

Monitoring time-dependent deformation patterns through geodetic techniques

In this thesis we focus on the analysis and interpretation of time dependent deformations recorded through different geodetic methods. Firstly, we apply a variational Bayesian Independent Component Analysis (vbICA) technique to GPS daily displacement solutions, to separate the postseismic deformation that followed the mainshocks of the 2016-2017 Central Italy seismic sequence from the other, hydrological, deformation sources. By interpreting the signal associated with the postseismic relaxation, we model an afterslip distribution on the faults involved by the mainshocks consistent with the co-seismic models available in literature. We find evidences of aseismic slip on the Paganica fault, responsible for the Mw 6.1 2009 L’Aquila earthquake, highlighting the importance of aseismic slip and static stress transfer to properly model the recurrence of earthquakes on nearby fault segments. We infer a possible viscoelastic relaxation of the lower crust as a contributing mechanism to the postseismic displacements. We highlight the importance of a proper separation of the hydrological signals for an accurate assessment of the tectonic processes, especially in cases of mm-scale deformations. Contextually, we provide a physical explanation to the ICs associated with the observed hydrological processes. In the second part of the thesis, we focus on strain data from Gladwin Tensor Strainmeters, working on the instruments deployed in Taiwan. We develop a novel approach, completely data driven, to calibrate these strainmeters. We carry out a joint analysis of geodetic (strainmeters, GPS and GRACE products) and hydrological (rain gauges and piezometers) data sets, to characterize the hydrological signals in Southern Taiwan. Lastly, we apply the calibration approach here proposed to the strainmeters recently installed in Central Italy. We provide, as an example, the detection of a storm that hit the Umbria-Marche regions (Italy), demonstrating the potential of strainmeters in following the dynamics of deformation processes with limited spatio-temporal signature

Um modelo estocástico combinado de previsão sazonal para a precipitação no Brasil

Este artigo discute um modelo de previsão combinada para a realização de prognósticos climáticos na escala sazonal. Nele, previsões pontuais de modelos estocásticos são agregadas para obter as melhores projeções no tempo. Utilizam-se modelos estocásticos autoregressivos integrados a médias móveis, de suavização exponencial e previsões por análise de correlações canônicas. O controle de qualidade das previsões é feito através da análise dos resíduos e da avaliação do percentual de redução da variância não-explicada da modelagem combinada em relação às previsões dos modelos individuais. Exemplos da aplicação desses conceitos em modelos desenvolvidos no Instituto Nacional de Meteorologia (INMET) mostram bons resultados e ilustram que as previsões do modelo combinado, superam na maior parte dos casos a de cada modelo componente, quando comparadas aos dados observados.

Cost risk benefit analysis to support chemoprophylaxis policy for travellers to malaria endemic countries

Background: In a number of malaria endemic regions, tourists and travellers face a declining risk of travel associated malaria, in part due to successful malaria control. Many millions of visitors to these regions are recommended, via national and international policy, to use chemoprophylaxis which has a well recognized morbidity profile. To evaluate whether current malaria chemo-prophylactic policy for travellers is cost effective when adjusted for endemic transmission risk and duration of exposure. a framework, based on partial cost-benefit analysis was used Methods: Using a three component model combining a probability component, a cost component and a malaria risk component, the study estimated health costs avoided through use of chemoprophylaxis and costs of disease prevention (including adverse events and pre-travel advice for visits to five popular high and low malaria endemic regions) and malaria transmission risk using imported malaria cases and numbers of travellers to malarious countries. By calculating the minimal threshold malaria risk below which the economic costs of chemoprophylaxis are greater than the avoided health costs we were able to identify the point at which chemoprophylaxis would be economically rational. Results: The threshold incidence at which malaria chemoprophylaxis policy becomes cost effective for UK travellers is an accumulated risk of 1.13% assuming a given set of cost parameters. The period a travellers need to remain exposed to achieve this accumulated risk varied from 30 to more than 365 days, depending on the regions intensity of malaria transmission. Conclusions: The cost-benefit analysis identified that chemoprophylaxis use was not a cost-effective policy for travellers to Thailand or the Amazon region of Brazil, but was cost-effective for travel to West Africa and for those staying longer than 45 days in India and Indonesia.

Discharge-calcium concentration relationships in streams of the Amazon and Cerrado of Brazil: soil or land use controlled

Stream discharge-concentration relationships are indicators of terrestrial ecosystem function. Throughout the Amazon and Cerrado regions of Brazil rapid changes in land use and land cover may be altering these hydrochemical relationships. The current analysis focuses on factors controlling the discharge-calcium (Ca) concentration relationship since previous research in these regions has demonstrated both positive and negative slopes in linear log(10)discharge-log(10)Ca concentration regressions. The objective of the current study was to evaluate factors controlling stream discharge-Ca concentration relationships including year, season, stream order, vegetation cover, land use, and soil classification. It was hypothesized that land use and soil class are the most critical attributes controlling discharge-Ca concentration relationships. A multilevel, linear regression approach was utilized with data from 28 streams throughout Brazil. These streams come from three distinct regions and varied broadly in watershed size (< 1 to > 10(6) ha) and discharge (10(-5.7)-10(3.2) m(3) s(-1)). Linear regressions of log(10)Ca versus log(10)discharge in 13 streams have a preponderance of negative slopes with only two streams having significant positive slopes. An ANOVA decomposition suggests the effect of discharge on Ca concentration is large but variable. Vegetation cover, which incorporates aspects of land use, explains the largest proportion of the variance in the effect of discharge on Ca followed by season and year. In contrast, stream order, land use, and soil class explain most of the variation in stream Ca concentration. In the current data set, soil class, which is related to lithology, has an important effect on Ca concentration but land use, likely through its effect on runoff concentration and hydrology, has a greater effect on discharge-concentration relationships.

On-line fault diagnostic system for proton exchange membrane fuel cells

In this paper, a supervisor system, able to diagnose different types of faults during the operation of a proton exchange membrane fuel cell is introduced. The diagnosis is developed by applying Bayesian networks, which qualify and quantify the cause-effect relationship among the variables of the process. The fault diagnosis is based on the on-line monitoring of variables easy to measure in the machine such as voltage, electric current, and temperature. The equipment is a fuel cell system which can operate even when a fault occurs. The fault effects are based on experiments on the fault tolerant fuel cell, which are reproduced in a fuel cell model. A database of fault records is constructed from the fuel cell model, improving the generation time and avoiding permanent damage to the equipment. (C) 2007 Elsevier B.V. All rights reserved.

Modelling the distribution of stamp paper thickness via finite normal mixtures: The 1872 Hidalgo stamp issue of Mexico revisited

Izenman and Sommer (1988) used a non-parametric Kernel density estimation technique to fit a seven-component model to the paper thickness of the 1872 Hidalgo stamp issue of Mexico. They observed an apparent conflict when fitting a normal mixture model with three components with unequal variances. This conflict is examined further by investigating the most appropriate number of components when fitting a normal mixture of components with equal variances.