Identifying Structural Breaks in Stochastic Mortality Models

In recent years, the issue of life expectancy has become of utmost importance to pension providers, insurance companies, and government bodies in the developed world. Significant and consistent improvements in mortality rates and hence life expectancy have led to unprecedented increases in the cost of providing for older ages. This has resulted in an explosion of stochastic mortality models forecasting trends in mortality data to anticipate future life expectancy and hence quantify the costs of providing for future aging populations. Many stochastic models of mortality rates identify linear trends in mortality rates by time, age, and cohort and forecast these trends into the future by using standard statistical methods. These approaches rely on the assumption that structural breaks in the trend do not exist or do not have a significant impact on the mortality forecasts. Recent literature has started to question this assumption. In this paper, we carry out a comprehensive investigation of the presence or of structural breaks in a selection of leading mortality models. We find that structural breaks are present in the majority of cases. In particular, we find that allowing for structural break, where present, improves the forecast result significantly.

Stochastic Analysis of Saltwater Intrusion in Heterogeneous Aquifers using Local Average Subdivision

This study investigates the effects of ground heterogeneity, considering permeability as a random variable, on an intruding SW wedge using Monte Carlo simulations. Random permeability fields were generated, using the method of Local Average Subdivision (LAS), based on a lognormal probability density function. The LAS method allows the creation of spatially correlated random fields, generated using coefficients of variation (COV) and horizontal and vertical scales of fluctuation (SOF). The numerical modelling code SUTRA was employed to solve the coupled flow and transport problem. The well-defined 2D dispersive Henry problem was used as the test case for the method. The intruding SW wedge is defined by two key parameters, the toe penetration length (TL) and the width of mixing zone (WMZ). These parameters were compared to the results of a homogeneous case simulated using effective permeability values. The simulation results revealed: (1) an increase in COV resulted in a seaward movement of TL; (2) the WMZ extended with increasing COV; (3) a general increase in horizontal and vertical SOF produced a seaward movement of TL, with the WMZ increasing slightly; (4) as the anisotropic ratio increased the TL intruded further inland and the WMZ reduced in size. The results show that for large values of COV, effective permeability parameters are inadequate at reproducing the effects of heterogeneity on SW intrusion.

On convergence with hiccups: recent amendments to Poland's competition law

Discusses the amendments to the Polish Competition Act 2007 adopted in June 2014 which aim to enhance the effectiveness of antitrust enforcement, including the introduction of: (1) civil fines for individuals; (2) a "leniency plus" programme based on the US model; (3) a settlement procedure; and (4) extended inspection powers for the Competition Authority. Assesses the likely effectiveness of the reforms.

Fast Convergence of Regularised Region-based Mixture of Gaussians for Dynamic Background Modelling

The momentum term has long been used in machine learning algorithms, especially back-propagation, to improve their speed of convergence. In this paper, we derive an expression to prove the O(1/k2) convergence rate of the online gradient method, with momentum type updates, when the individual gradients are constrained by a growth condition. We then apply these type of updates to video background modelling by using it in the update equations of the Region-based Mixture of Gaussians algorithm. Extensive evaluations are performed on both simulated data, as well as challenging real world scenarios with dynamic backgrounds, to show that these regularised updates help the mixtures converge faster than the conventional approach and consequently improve the algorithm’s performance.

Assembling a consistent set of sentences in relational probabilistic logic with stochastic independence

We examine the representation of judgements of stochastic independence in probabilistic logics. We focus on a relational logic where (i) judgements of stochastic independence are encoded by directed acyclic graphs, and (ii) probabilistic assessments are flexible in the sense that they are not required to specify a single probability measure. We discuss issues of knowledge representation and inference that arise from our particular combination of graphs, stochastic independence, logical formulas and probabilistic assessments.

Convergence of products from Povarov and von Miller reactions: approaches to helquinoline

Yttrium triflate or triflic acid catalysed Povarov reaction of methyl anthranilate with ethyl vinyl ether, both as aldehyde surrogate and as alkene, gave the desired 2-methyl-4-ethoxytetrahydroquinoline diastereoisomers as the major products along with four component coupling von Miller adducts. A proton NMR-study, using yttrium triflate as catalyst, revealed that the cis-diastereoisomers were the initial major products in both the Povarov and von Miller reactions but that these isomerised to the trans-diastereoisomers under the reaction conditions. Two distinct pathways for forming von Miller adducts were uncovered with the initial Povarov products being converted to von Miller adducts under the reaction conditions. Replacement of the 4-ethoxy with a 4-methoxy group under acidic conditions gave predominantly the trans-diastereoisomer, which was subsequently converted to a cis/trans mixture of the tetrahydroquinoline antibiotic helquinoline. It was also possible to convert the von Miller products to Povarov products under acidic conditions

Coherent and stochastic contributions of compound resonances in atomic processes: Electron recombination, photoionization, and scattering

In open-shell atoms and ions, processes such as photoionization, combination (Raman) scattering, electron scattering, and recombination are often mediated by many-electron compound resonances. We show that their interference (neglected in the independent-resonance approximation) leads to a coherent contribution, which determines the energy-averaged total cross sections of electron- and photon-induced reactions obtained using the optical theorem. In contrast, the partial cross sections (e.g., electron recombination or photon Raman scattering) are dominated by the stochastic contributions. Thus, the optical theorem provides a link between the stochastic and coherent contributions of the compound resonances. Similar conclusions are valid for reactions via compound states in molecules and nuclei.

Selection of burst-like transients and stochastic variables using multi-brand image differencing in the Pan-STARRS1 Medium Deep Survey

We present a novel method for the light-curve characterization of Pan-STARRS1 Medium Deep Survey (PS1 MDS) extragalactic sources into stochastic variables (SVs) and burst-like (BL) transients, using multi-band image-differencing time-series data. We select detections in difference images associated with galaxy hosts using a star/galaxy catalog extracted from the deep PS1 MDS stacked images, and adopt a maximum a posteriori formulation to model their difference-flux time-series in four Pan-STARRS1 photometric bands gP1, rP1, iP1, and zP1. We use three deterministic light-curve models to fit BL transients; a Gaussian, a Gamma distribution, and an analytic supernova (SN) model, and one stochastic light-curve model, the Ornstein-Uhlenbeck process, in order to fit variability that is characteristic of active galactic nuclei (AGNs). We assess the quality of fit of the models band-wise and source-wise, using their estimated leave-out-one cross-validation likelihoods and corrected Akaike information criteria. We then apply a K-means clustering algorithm on these statistics, to determine the source classification in each band. The final source classification is derived as a combination of the individual filter classifications, resulting in two measures of classification quality, from the averages across the photometric filters of (1) the classifications determined from the closest K-means cluster centers, and (2) the square distances from the clustering centers in the K-means clustering spaces. For a verification set of AGNs and SNe, we show that SV and BL occupy distinct regions in the plane constituted by these measures. We use our clustering method to characterize 4361 extragalactic image difference detected sources, in the first 2.5 yr of the PS1 MDS, into 1529 BL, and 2262 SV, with a purity of 95.00% for AGNs, and 90.97% for SN based on our verification sets. We combine our light-curve classifications with their nuclear or off-nuclear host galaxy offsets, to define a robust photometric sample of 1233 AGNs and 812 SNe. With these two samples, we characterize their variability and host galaxy properties, and identify simple photometric priors that would enable their real-time identification in future wide-field synoptic surveys.

Stochastic analysis of seepage under water-retaining structures

This paper investigated the problem of confined flow under dams and water retaining structuresusing stochastic modelling. The approach advocated in the study combined a finite elementsmethod based on the equation governing the dynamics of incompressible fluid flow through aporous medium with a random field generator that generates random hydraulic conductivity basedon lognormal probability distribution. The resulting model was then used to analyse confined flowunder a hydraulic structure. Cases for a structure provided with cutoff wall and when the wall didnot exist were both tested. Various statistical parameters that reflected different degrees ofheterogeneity were examined and the changes in the mean seepage flow, the mean uplift forceand the mean exit gradient observed under the structure were analysed. Results reveal that underheterogeneous conditions, the reduction made by the sheetpile in the uplift force and exit hydraulicgradient may be underestimated when deterministic solutions are used.

Interacting agents on complex networks and stochastic processes in them

Nas últimas décadas, um grande número de processos têm sido descritos em termos de redes complexas. A teoria de redes complexas vem sendo utilizada com sucesso para descrever, modelar e caracterizar sistemas naturais, artificias e sociais, tais como ecossistemas, interações entre proteínas, a Internet, WWW, até mesmo as relações interpessoais na sociedade. Nesta tese de doutoramento apresentamos alguns modelos de agentes interagentes em redes complexas. Inicialmente, apresentamos uma breve introdução histórica (Capítulo 1), seguida de algumas noções básicas sobre redes complexas (Capítulo 2) e de alguns trabalhos e modelos mais relevantes a esta tese de doutoramento (Capítulo 3). Apresentamos, no Capítulo 4, o estudo de um modelo de dinâmica de opiniões, onde busca-se o consenso entre os agentes em uma população, seguido do estudo da evolução de agentes interagentes em um processo de ramificação espacialmente definido (Capítulo 5). No Capítulo 6 apresentamos um modelo de otimização de fluxos em rede e um estudo do surgimento de redes livres de escala a partir de um processo de otimização . Finalmente, no Capítulo 7, apresentamos nossas conclusões e perspectivas futuras.

Stochastic ground motion simulation with geological site effects in damage asessment

Damage assessment of structures with a mechanical non linear model demands the representation of seismic action in terms of an accelerogram (dynamic analysis) or a response spectrum (pushover analysis). Stochastic ground motion simulation is largely used in regions where seismic strong-motion records are available in insufficient number. In this work we present a variation of the stochastic finite-fault method with dynamic corner frequency that includes the geological site effects. The method was implemented in a computer program named SIMULSIS that generate time series (accelerograms) and response spectra. The program was tested with the MW= 7.3 Landers earthquake (June 28, 1992) and managed to reproduce its effects. In the present work we used it to reproduce the effects of the 1980’s Azores earthquake (January 1, 1980) in several islands, with different possible local site conditions. In those places, the response spectra are presented and compared with the buildings damage observed.

Most Haunted and the Convergence of Traditional Belief and Popular Television.

LivingTV's flagship series, Most Haunted, has been haunting the satellite network since 2002. The set-up of the series is straightforward: a team of investigators, including a historian, a parapsychologist, and "spiritualist medium" Derek Acorah, "legend-trip," spending the night at some location within the United Kingdom that is reputed to be haunted, with the hopes of catching on video concrete proof of the existence of ghosts. However, unlike other reality television or true-life supernatural television shows, Most Haunted includes and addresses the audience less as a spectator and more as an active participant in the ghost hunt. Watching Most Haunted, we are directed not so much to accept or reject the evidence provided, as to engage in the debate over the evidence's veracity. Like legend-telling in its oral form, belief in or rejection of the truth-claims of the story are less central than the possibility of the narrative's truth - a position that invites debates about those truth-claims. This paper argues that Most Haunted, in its premise and structure, not only depicts or represents legend texts (here ghost stories), but engages the audience in the debates about the status of its truth-claims, thereby bringing this mass-mediated popular culture text closer to the folkloristic, legend-telling dynamic than other similar shows.