An alternative benchmarking approach for electricity utility regulation using maximum entropy

The main purpose of this study is to present an alternative benchmarking approach that can be used by national regulators of utilities. It is widely known that the lack of sizeable data sets limits the choice of the benchmarking method and the specification of the model to set price controls within incentive-based regulation. Ill-posed frontier models are the problem that some national regulators have been facing. Maximum entropy estimators are useful in the estimation of such ill-posed models, in particular in models exhibiting small sample sizes, collinearity and non-normal errors, as well as in models where the number of parameters to be estimated exceeds the number of observations available. The empirical study involves a sample data used by the Portuguese regulator of the electricity sector to set the parameters for the electricity distribution companies in the regulatory period of 2012-2014. DEA and maximum entropy methods are applied and the efficiency results are compared.

Aplicaciones de los modelos de predicción bio-inspirados en la administración

Las organizaciones y sus entornos son sistemas complejos. Tales sistemas son difíciles de comprender y predecir. Pese a ello, la predicción es una tarea fundamental para la gestión empresarial y para la toma de decisiones que implica siempre un riesgo. Los métodos clásicos de predicción (entre los cuales están: la regresión lineal, la Autoregresive Moving Average y el exponential smoothing) establecen supuestos como la linealidad, la estabilidad para ser matemática y computacionalmente tratables. Por diferentes medios, sin embargo, se han demostrado las limitaciones de tales métodos. Pues bien, en las últimas décadas nuevos métodos de predicción han surgido con el fin de abarcar la complejidad de los sistemas organizacionales y sus entornos, antes que evitarla. Entre ellos, los más promisorios son los métodos de predicción bio-inspirados (ej. redes neuronales, algoritmos genéticos /evolutivos y sistemas inmunes artificiales). Este artículo pretende establecer un estado situacional de las aplicaciones actuales y potenciales de los métodos bio-inspirados de predicción en la administración.

Entrepreneurship rates the fuzzy-set approach

A fuzzy-set qualitative comparative analysis is applied to determine the necessary and sufficient conditions for higher entrepreneur rates. Based on Global Entrepreneurship Monitor data, it is shown that the most relevant conditions are Media Attention to Entrepreneurship, as well as Perceived Capabilities and Perceived Opportunities. The non-existence of Fear of Failure is also an important factor in determining higher entrepreneurship rates. When the sample is split, this condition is more important for most developed countries. This can be viewed as relevant information for policymakers to better define their policies to promote entrepreneurship, which is a key to more sustainable growth in countries.

Unsupervised reinforcement learning via state entropy maximization

Reinforcement Learning (RL) provides a powerful framework to address sequential decision-making problems in which the transition dynamics is unknown or too complex to be represented. The RL approach is based on speculating what is the best decision to make given sample estimates obtained from previous interactions, a recipe that led to several breakthroughs in various domains, ranging from game playing to robotics. Despite their success, current RL methods hardly generalize from one task to another, and achieving the kind of generalization obtained through unsupervised pre-training in non-sequential problems seems unthinkable. Unsupervised RL has recently emerged as a way to improve generalization of RL methods. Just as its non-sequential counterpart, the unsupervised RL framework comprises two phases: An unsupervised pre-training phase, in which the agent interacts with the environment without external feedback, and a supervised fine-tuning phase, in which the agent aims to efficiently solve a task in the same environment by exploiting the knowledge acquired during pre-training. In this thesis, we study unsupervised RL via state entropy maximization, in which the agent makes use of the unsupervised interactions to pre-train a policy that maximizes the entropy of its induced state distribution. First, we provide a theoretical characterization of the learning problem by considering a convex RL formulation that subsumes state entropy maximization. Our analysis shows that maximizing the state entropy in finite trials is inherently harder than RL. Then, we study the state entropy maximization problem from an optimization perspective. Especially, we show that the primal formulation of the corresponding optimization problem can be (approximately) addressed through tractable linear programs. Finally, we provide the first practical methodologies for state entropy maximization in complex domains, both when the pre-training takes place in a single environment as well as multiple environments.

Reference Values For High-density Lipoprotein Particle Size And Volume By Dynamic Light Scattering In A Brazilian Population Sample And Their Relationships With Metabolic Parameters.

Current data indicate that the size of high-density lipoprotein (HDL) may be considered an important marker for cardiovascular disease risk. We established reference values of mean HDL size and volume in an asymptomatic representative Brazilian population sample (n=590) and their associations with metabolic parameters by gender. Size and volume were determined in HDL isolated from plasma by polyethyleneglycol precipitation of apoB-containing lipoproteins and measured using the dynamic light scattering (DLS) technique. Although the gender and age distributions agreed with other studies, the mean HDL size reference value was slightly lower than in some other populations. Both HDL size and volume were influenced by gender and varied according to age. HDL size was associated with age and HDL-C (total population); non- white ethnicity and CETP inversely (females); HDL-C and PLTP mass (males). On the other hand, HDL volume was determined only by HDL-C (total population and in both genders) and by PLTP mass (males). The reference values for mean HDL size and volume using the DLS technique were established in an asymptomatic and representative Brazilian population sample, as well as their related metabolic factors. HDL-C was a major determinant of HDL size and volume, which were differently modulated in females and in males.

A fuzzy reed-frost model for epidemic spreading

In this paper, we present a fuzzy approach to the Reed-Frost model for epidemic spreading taking into account uncertainties in the diagnostic of the infection. The heterogeneities in the infected group is based on the clinical signals of the individuals (symptoms, laboratorial exams, medical findings, etc.), which are incorporated into the dynamic of the epidemic. The infectivity level is time-varying and the classification of the individuals is performed through fuzzy relations. Simulations considering a real problem with data of the viral epidemic in a children daycare are performed and the results are compared with a stochastic Reed-Frost generalization

Distinguishing post-AGB impostors in a sample of pre-main sequence stars

Context. A sample of 27 sources, cataloged as pre-main sequence stars by the Pico dos Dias Survey (PDS), is analyzed to investigate a possible contamination by post-AGB stars. The far-infrared excess due to dust present in the circumstellar envelope is typical of both categories: young stars and objects that have already left the main sequence and are suffering severe mass loss. Aims. The two known post-AGB stars in our sample inspired us to seek for other very likely or possible post-AGB objects among PDS sources previously suggested to be Herbig Ae/Be stars, by revisiting the observational database of this sample. Methods. In a comparative study with well known post-AGBs, several characteristics were evaluated: (i) parameters related to the circumstellar emission; (ii) spatial distribution to verify the background contribution from dark clouds; (iii) spectral features; and (iv) optical and infrared colors. Results. These characteristics suggest that seven objects of the studied sample are very likely post-AGBs, five are possible post-AGBs, eight are unlikely post-AGBs, and the nature of seven objects remains unclear.

Near infrared polarimetry of a sample of YSOs

Aims. Our goal is to study the physical properties of the circumstellar environment of young stellar objetcs (YSOs). In particular, the determination of the scattering mechanism can help us to constrain the optical depth of the disk and/or envelope in the near infrared. Methods. We used the IAGPOL imaging polarimeter along with the CamIV infrared camera at the LNA observatory to obtain near infrared polarimetry measurements in the H band of a sample of optically visible YSOs, namely, eleven T Tauri stars and eight Herbig Ae/Be stars. An independent determination of the disk (or jet) orientation was obtained for twelve objects from the literature. The circumstellar optical depth could then be estimated by comparing the integrated polarization position angle (PA) with the direction of the major axis of the disk projected onto the plane of the sky. Optically thin disks have, in general, a polarization PA that is perpendicular to the disk plane. In contrast, optically thick disks have polarization PAs parallel to the disks. Results. Among the T Tauri stars, three are consistent with having optically thin disks (AS 353A, RY Tau and UY Aur) and five with optically thick disks (V536 Aql, DG Tau, DO Tau, HL Tau and LkH alpha 358). Among the Herbig Ae/Be stars, two stars exhibit evidence of optically thin disks (Hen 3-1191 and VV Ser) and two of optically thick disks (PDS 453 and MWC 297). Our results seem consistent with optically thick disks at near infrared bands, which are more likely to be associated with younger YSOs. Marginal evidence of polarization reversal is found in RY Tau, RY Ori, WW Vul, and UY Aur. In the first three cases, this feature can be associated with the UXOR phenomenon. Correlations with the IRAS colors and the spectral index yielded evidence of an evolutionary segregation in which the disks tend to be optically thin when they are older.

Galaxy distribution and evolution around a sample of 2dF groups

Context. We study galaxy evolution and spatial patterns in the surroundings of a sample of 2dF groups. Aims. Our aim is to find evidence of galaxy evolution and clustering out to 10 times the virial radius of the groups and so redefine their properties according to the spatial patterns in the fields and relate them to galaxy evolution. Methods. Group members and interlopers were redefined after the identification of gaps in the redshift distribution. We then used exploratory spatial statistics based on the the second moment of the Ripley function to probe the anisotropy in the galaxy distribution around the groups. Results. We found an important anticorrelation between anisotropy around groups and the fraction of early-type galaxies in these fields. Our results illustrate how the dynamical state of galaxy groups can be ascertained by the systematic study of their neighborhoods. This is an important achievement, since the correct estimate of the extent to which galaxies are affected by the group environment and follow large-scale filamentary structure is relevant to understanding the process of galaxy clustering and evolution in the Universe.

Entropy production in irreversible systems described by a Fokker-Planck equation

We analyze the irreversibility and the entropy production in nonequilibrium interacting particle systems described by a Fokker-Planck equation by the use of a suitable master equation representation. The irreversible character is provided either by nonconservative forces or by the contact with heat baths at distinct temperatures. The expression for the entropy production is deduced from a general definition, which is related to the probability of a trajectory in phase space and its time reversal, that makes no reference a priori to the dissipated power. Our formalism is applied to calculate the heat conductance in a simple system consisting of two Brownian particles each one in contact to a heat reservoir. We show also the connection between the definition of entropy production rate and the Jarzynski equality.

Probability currents and entropy production in nonequilibrium lattice systems

The structure of probability currents is studied for the dynamical network after consecutive contraction on two-state, nonequilibrium lattice systems. This procedure allows us to investigate the transition rates between configurations on small clusters and highlights some relevant effects of lattice symmetries on the elementary transitions that are responsible for entropy production. A method is suggested to estimate the entropy production for different levels of approximations (cluster sizes) as demonstrated in the two-dimensional contact process with mutation.

Renyi entropy and parity oscillations of anisotropic spin-s Heisenberg chains in a magnetic field

Using the density matrix renormalization group, we investigate the Renyi entropy of the anisotropic spin-s Heisenberg chains in a z-magnetic field. We considered the half-odd-integer spin-s chains, with s = 1/2, 3/2, and 5/2, and periodic and open boundary conditions. In the case of the spin-1/2 chain we were able to obtain accurate estimates of the new parity exponents p(alpha)((p)) and p(alpha)((o)) that gives the power-law decay of the oscillations of the alpha-Renyi entropy for periodic and open boundary conditions, respectively. We confirm the relations of these exponents with the Luttinger parameter K, as proposed by Calabrese et al. [Phys. Rev. Lett. 104, 095701 (2010)]. Moreover, the predicted periodicity of the oscillating term was also observed for some nonzero values of the magnetization m. We show that for s > 1/2 the amplitudes of the oscillations are quite small and get accurate estimates of p(alpha)((p)) and p(alpha)((o)) become a challenge. Although our estimates of the new universal exponents p(alpha)((p)) and p(alpha)((o)) for the spin-3/2 chain are not so accurate, they are consistent with the theoretical predictions.

Inference of gene regulatory networks from time series by Tsallis entropy

Background: The inference of gene regulatory networks (GRNs) from large-scale expression profiles is one of the most challenging problems of Systems Biology nowadays. Many techniques and models have been proposed for this task. However, it is not generally possible to recover the original topology with great accuracy, mainly due to the short time series data in face of the high complexity of the networks and the intrinsic noise of the expression measurements. In order to improve the accuracy of GRNs inference methods based on entropy (mutual information), a new criterion function is here proposed. Results: In this paper we introduce the use of generalized entropy proposed by Tsallis, for the inference of GRNs from time series expression profiles. The inference process is based on a feature selection approach and the conditional entropy is applied as criterion function. In order to assess the proposed methodology, the algorithm is applied to recover the network topology from temporal expressions generated by an artificial gene network (AGN) model as well as from the DREAM challenge. The adopted AGN is based on theoretical models of complex networks and its gene transference function is obtained from random drawing on the set of possible Boolean functions, thus creating its dynamics. On the other hand, DREAM time series data presents variation of network size and its topologies are based on real networks. The dynamics are generated by continuous differential equations with noise and perturbation. By adopting both data sources, it is possible to estimate the average quality of the inference with respect to different network topologies, transfer functions and network sizes. Conclusions: A remarkable improvement of accuracy was observed in the experimental results by reducing the number of false connections in the inferred topology by the non-Shannon entropy. The obtained best free parameter of the Tsallis entropy was on average in the range 2.5 <= q <= 3.5 (hence, subextensive entropy), which opens new perspectives for GRNs inference methods based on information theory and for investigation of the nonextensivity of such networks. The inference algorithm and criterion function proposed here were implemented and included in the DimReduction software, which is freely available at http://sourceforge.net/projects/dimreduction and http://code.google.com/p/dimreduction/.

Improving sample representativeness in environmental studies: a major component for the uncertainty budget

For environmental quality assessment, INAA has been applied for determining chemical elements in small (200 mg) and large (200 g) samples of leaves from 200 trees. By applying the Ingamells` constant, the expected percent standard deviation was estimated in 0.9-2.2% for 200 mg samples. Otherwise, for composite samples (200 g), expected standard deviation varied from 0.5 to 10% in spite of analytical uncertainties ranging from 2 to 30%. Results thereby suggested the expression of the degree of representativeness as a source of uncertainty, contributing for increasing of the reliability of environmental studies mainly in the case of composite samples.