970 resultados para Markov chain Monte Carlo methods
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O elevado número de gestações na adolescência vem sendo vivenciado mundialmente, nos últimos anos, com predomínio em alguns países subdesenvolvidos e em desenvolvimento; em torno de 95% das gestações ocorrem entre os 15 e 19 anos. A saúde pública considera gravidez na adolescência uma das maiores preocupações por acarretar complicações obstétricas, com repercussões para a mãe e o recém-nascido, bem como problemas psicossociais e econômicos. O objetivo deste plano de ação é reduzir a incidência de gravidez na adolescência na área de abrangência da Equipe de Saúde da Família (ESF) Monte Carlo, município de Sete Lagoas, Minas Gerias. Para ajudar na construção da intervenção, além do diagnóstico situacional da área de abrangência da ESF, foram realizados levantamentos no banco de dados do Instituto Brasileiro de Geografia e Estatística (IBGE), na base de dados do Sistema de Informação da Atenção Básica (SIAB), e no site eletrônico do Departamento de Informática do Sistema Único de Saúde do Brasil (DATASUS), entre outros. Também, foi realizada busca de publicações sobre o tema nos bancos de dados da Biblioteca Virtual em Saúde (BVS): Scientific Electronic Library Online SCIELO) e Literatura Latino-Americana e do Caribe em Ciências da Saúde (LILACS); no Banco de Dados de Enfermagem (BDENF), e publicações do Ministério da Saúde. A busca de artigos foi guiada utilizando-se os seguintes Descritores em Ciências da Saúde (DeCS): Relações Familiares; Gravidez na Adolescência; Saúde do Adolescente; Estratégia Saúde da Família; e Planejamento em Saúde. O período de busca compreendeu trabalhos publicados entre 2005 e 2015, exceto legislações e outras publicações básicas anteriores. Para realização da intervenção foram utilizados os passos para elaboração de um plano de ação, descritos no Módulo de Planejamento e Avaliação das Ações de Saúde do Curso de especialização em Atenção Básica em Saúde da Família. Assim, atividades como palestras na unidade de saúde e nas escolas locais, oficinas de capacitação dos profissionais, rodas de conversa, grupos operativos, e visitas domiciliares constituem estratégias importantes para se trabalhar a prevenção da gravidez na adolescência, com os adolescentes e suas famílias
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PMMA (polymethylmethacrylate) was ion implanted with gold at very low energy and over a range of different doses using a filtered cathodic arc metal plasma system. A nanometer scale conducting layer was formed, fully buried below the polymer surface at low implantation dose, and evolving to include a gold surface layer as the dose was increased. Depth profiles of the implanted material were calculated using the Dynamic TRIM computer simulation program. The electrical conductivity of the gold-implanted PMMA was measured in situ as a function of dose. Samples formed at a number of different doses were subsequently characterized by Rutherford backscattering spectrometry, and test patterns were formed on the polymer by electron beam lithography. Lithographic patterns were imaged by atomic force microscopy and demonstrated that the contrast properties of the lithography were well maintained in the surface-modified PMMA.
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The experimental vertical electron detachment energy (VEDE) of aqueous fluoride, [F(-)(H(2)O)], is approximately 9.8 eV, but spectral assignment is complicated by interference between F(-) 2p and H(2)O 1b(1) orbitals. The electronic structure of [F(-)(H(2)O)] is analyzed with Monte Carlo and ab initio quantum-mechanical calculations. Electron-propagator calculations in the partial third-order approximation yield a VEDE of 9.4 eV. None of the Dyson orbitals corresponding to valence VEDEs consists primarily of F 2p functions. These results and ground-state atomic charges indicate that the final, neutral state is more appropriately described as [F(-)(H(2)O)(+)] than as [F(H(2)O)]. (C) 2010 American Institute of Physics. [doi: 10.1063/1.3431081]
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Using Monte Carlo simulations we investigate some new aspects of the phase diagram and the behavior of the diffusion coefficient in an associating lattice gas (ALG) model on different regions of the phase diagram. The ALG model combines a two dimensional lattice gas where particles interact through a soft core potential and orientational degrees of freedom. The competition between soft core potential and directional attractive forces results in a high density liquid phase, a low density liquid phase, and a gas phase. Besides anomalies in the behavior of the density with the temperature at constant pressure and of the diffusion coefficient with density at constant temperature are also found. The two liquid phases are separated by a coexistence line that ends in a bicritical point. The low density liquid phase is separated from the gas phase by a coexistence line that ends in tricritical point. The bicritical and tricritical points are linked by a critical lambda-line. The high density liquid phase and the fluid phases are separated by a second critical tau-line. We then investigate how the diffusion coefficient behaves on different regions of the chemical potential-temperature phase diagram. We find that diffusivity undergoes two types of dynamic transitions: a fragile-to-strong transition when the critical lambda-line is crossed by decreasing the temperature at a constant chemical potential; and a strong-to-strong transition when the critical tau-line is crossed by decreasing the temperature at a constant chemical potential.
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A novel methodology to assess the risk of power transformer failures caused by external faults, such as short-circuit, taking the paper insulation condition into account, is presented. The risk index is obtained by contrasting the insulation paper condition with the probability that the transformer withstands the short-circuit current flowing along the winding during an external fault. In order to assess the risk, this probability and the value of the degree of polymerization of the insulating paper are regarded as inputs of a type-2 fuzzy logic system (T2-FLS), which computes the fuzzy risk level. A Monte Carlo simulation has been used to find the survival function of the currents flowing through the transformer winding during a single-phase or a three-phase short-circuit. The Roy Billinton Test System and a real power system have been used to test the results. (C) 2008 Elsevier B.V. All rights reserved.
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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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Mestrado em Radioterapia.
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We present a study of the effects of nanoconfinement on a system of hard Gaussian overlap particles interacting with planar substrates through the hard-needle-wall potential, extending earlier work by two of us [D. J. Cleaver and P. I. C. Teixeira, Chem. Phys. Lett. 338, 1 (2001)]. Here, we consider the case of hybrid films, where one of the substrates induces strongly homeotropic anchoring, while the other favors either weakly homeotropic or planar anchoring. These systems are investigated using both Monte Carlo simulation and density-functional theory, the latter implemented at the level of Onsager's second-virial approximation with Parsons-Lee rescaling. The orientational structure is found to change either continuously or discontinuously depending on substrate separation, in agreement with earlier predictions by others. The theory is seen to perform well in spite of its simplicity, predicting the positional and orientational structure seen in simulations even for small particle elongations.
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Mestrado em Radiações Aplicadas às tecnologias da Saúde
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Pricing American options is an interesting research topic since there is no analytical solution to value these derivatives. Different numerical methods have been proposed in the literature with some, if not all, either limited to a specific payoff or not applicable to multidimensional cases. Applications of Monte Carlo methods to price American options is a relatively new area that started with Longstaff and Schwartz (2001). Since then, few variations of that methodology have been proposed. The general conclusion is that Monte Carlo estimators tend to underestimate the true option price. The present paper follows Glasserman and Yu (2004b) and proposes a novel Monte Carlo approach, based on designing "optimal martingales" to determine stopping times. We show that our martingale approach can also be used to compute the dual as described in Rogers (2002).
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Consider a model with parameter phi, and an auxiliary model with parameter theta. Let phi be a randomly sampled from a given density over the known parameter space. Monte Carlo methods can be used to draw simulated data and compute the corresponding estimate of theta, say theta_tilde. A large set of tuples (phi, theta_tilde) can be generated in this manner. Nonparametric methods may be use to fit the function E(phi|theta_tilde=a), using these tuples. It is proposed to estimate phi using the fitted E(phi|theta_tilde=theta_hat), where theta_hat is the auxiliary estimate, using the real sample data. This is a consistent and asymptotically normally distributed estimator, under certain assumptions. Monte Carlo results for dynamic panel data and vector autoregressions show that this estimator can have very attractive small sample properties. Confidence intervals can be constructed using the quantiles of the phi for which theta_tilde is close to theta_hat. Such confidence intervals are found to have very accurate coverage.
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This article is an introduction to Malliavin Calculus for practitioners.We treat one specific application to the calculation of greeks in Finance.We consider also the kernel density method to compute greeks and anextension of the Vega index called the local vega index.
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In this paper we propose a Pyramidal Classification Algorithm,which together with an appropriate aggregation index producesan indexed pseudo-hierarchy (in the strict sense) withoutinversions nor crossings. The computer implementation of thealgorithm makes it possible to carry out some simulation testsby Monte Carlo methods in order to study the efficiency andsensitivity of the pyramidal methods of the Maximum, Minimumand UPGMA. The results shown in this paper may help to choosebetween the three classification methods proposed, in order toobtain the classification that best fits the original structureof the population, provided we have an a priori informationconcerning this structure.
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Estudio filogenético de los géneros de Lithinini de Sudamérica Austral (Lepidoptera, Geometridae): una nueva clasificación. Se evalúa la taxonomía de la tribu Lithinini de Sudamérica Austral sobre la base de un análisis filogenético. Para el análisis se utilizó a Catophoenissa como grupo externo. Se usaron dos aproximaciones filogenéticas para evaluar las relaciones de parentesco: 1) criterio de parsimonia; e 2) inferencia bayesiana. El análisis de parsimonia se realizó a través del programa PAUP y el análisis bayesiano con cadenas de Markov y Monte Carlo a través del programa BayesPhylogenies. Los resultados generados a partir de la hipótesis filogenética permiten proponer una nueva taxonomía para los Lithinini de Sudamérica Austral. Los géneros validos son: Asestra Warren, Acauro Rindge, Calta Rindge, Euclidiodes Warren, Franciscoia Orfila y Schajovskoy, Incalvertia Bartlett-Calvert, Lacaria Orfila y Schajovskoy, Laneco Rindge, Maeandrogonaria Butler, Martindoelloia Orfila y Schajovskoy, Nucara Rindge, Odontothera Butler, Proteopharmacis Warren, Psilaspilates Butler, Rhinoligia Warren, Tanagridia Butler. Los principales cambios respecto de ordenamientos taxonómicos previos son: 1) Yalpa Rindge, es tratado como sinónimo junior de Odontothera. 2) El género Rhinoligia Warren es incorporado a los Lithinini; 3) Se reafirma que Siopla Rindge es sinónimo junior de Asestra, Yapoma Rindge y Duraglia Rindge son sinónimos de Euclidiodes Warren, mientras que Callemo Rindge y Guara Rindge son sinónimos de Tanagridia; 4) Los géneros Calta Rindge, Incalvertia Rindge, Odontothera Butler y Proteopharmacis Warren, sinonimizados por Pitkin, son redefinidos, revalidados e incorporados a la tribu Lithinini. Se describe una nueva especie para el género Franciscoia, F. ediliae Parra. Se incluye un catálogo con los géneros y especies de la tribu de la región, más las figuras de los adultos y genitalias de las principales especies.
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In groundwater applications, Monte Carlo methods are employed to model the uncertainty on geological parameters. However, their brute-force application becomes computationally prohibitive for highly detailed geological descriptions, complex physical processes, and a large number of realizations. The Distance Kernel Method (DKM) overcomes this issue by clustering the realizations in a multidimensional space based on the flow responses obtained by means of an approximate (computationally cheaper) model; then, the uncertainty is estimated from the exact responses that are computed only for one representative realization per cluster (the medoid). Usually, DKM is employed to decrease the size of the sample of realizations that are considered to estimate the uncertainty. We propose to use the information from the approximate responses for uncertainty quantification. The subset of exact solutions provided by DKM is then employed to construct an error model and correct the potential bias of the approximate model. Two error models are devised that both employ the difference between approximate and exact medoid solutions, but differ in the way medoid errors are interpolated to correct the whole set of realizations. The Local Error Model rests upon the clustering defined by DKM and can be seen as a natural way to account for intra-cluster variability; the Global Error Model employs a linear interpolation of all medoid errors regardless of the cluster to which the single realization belongs. These error models are evaluated for an idealized pollution problem in which the uncertainty of the breakthrough curve needs to be estimated. For this numerical test case, we demonstrate that the error models improve the uncertainty quantification provided by the DKM algorithm and are effective in correcting the bias of the estimate computed solely from the MsFV results. The framework presented here is not specific to the methods considered and can be applied to other combinations of approximate models and techniques to select a subset of realizations