Teoría de la decisión individual bajo incertidumbre: algunas conexiones con la planeación estratégica.

En éste documento nos preguntamos por la posible compatibilidad entre una herramienta estadística en particular, la Teoría Bayesiana de la Decisión individual bajo la incertidumbre, con procesos de planeación estratégica a largo plazo en cualquier tipo de organización. Esta compatibilidad la buscamos a partir de las afirmaciones de dos autores en particular: Herbert SIMON y Henry MINTZBERG.

Does uncertainty cause inertia in decision making? An experimental study of the role of regret aversion and indecisiveness

Previous research has shown that often there is clear inertia in individual decision making---that is, a tendency for decision makers to choose a status quo option. I conduct a laboratory experiment to investigate two potential determinants of inertia in uncertain environments: (i) regret aversion and (ii) ambiguity-driven indecisiveness. I use a between-subjects design with varying conditions to identify the effects of these two mechanisms on choice behavior. In each condition, participants choose between two simple real gambles, one of which is the status quo option. I find that inertia is quite large and that both mechanisms are equally important.

Risk, ambiguity, and diversification

Attitudes toward risk influence the decision to diversify among uncertain options. Yet, because in most situations the options are ambiguous, attitudes toward ambiguity may also play an important role. I conduct a laboratory experiment to investigate the effect of ambiguity on the decision to diversify. I find that diversification is more prevalent and more persistent under ambiguity than under risk. Moreover, excess diversification under ambiguity is driven by participants who stick with a status quo gamble when diversification among gambles is not feasible. This behavioral pattern cannot be accommodated by major theories of choice under ambiguity.

Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics

The purpose of this paper is to develop a Bayesian analysis for nonlinear regression models under scale mixtures of skew-normal distributions. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the error distributions cover both skewness and heavy-tailed distributions such as the skew-t, skew-slash and the skew-contaminated normal distributions. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distribution. In order to examine the robust aspects of this flexible class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on the model selection criteria are given. The newly developed procedures are illustrated considering two simulations study, and a real data previously analyzed under normal and skew-normal nonlinear regression models. (C) 2010 Elsevier B.V. All rights reserved.

A clinical decision support system for cancer diseases

The second main cause of death in Brazil is cancer, and according to statistics disclosed by National Cancer Institute from Brazil (INCA) 466,730 new cases of cancer are forecast for 2008. The analysis of tumour tissues of various types and patients' clinical data, genetic profiles, characteristics of diseases and epidemiological data may lead to more precise diagnoses, providing more effective treatments. In this work we present a clinical decision support system for cancer diseases, which manages a relational database containing information relating to the tumour tissue and their location in freezers, patients and medical forms. Furthermore, it is also discussed some problems encountered, as database integration and the adoption of a standard to describe topography and morphology. It is also discussed the dynamic report generation functionality, that shows data in table and graph format, according to the user's configuration. © ACM 2008.

A Bayesian approach to two-stage sampling : final report for period 1 May, 1972-1 January 1976 / [prepared by W. A. Ericson].

Performing organization: Dept. of Statistics, University of Michigan.

Exact and approximate Bayesian solutions for inference about variance components and multivariate inadmissibility : final report for period 1 May 1972-1 January 1976 /

Performing organization: Dept. of Statistics, University of Michigan.

Task classification and decision processes in monitoring behaviour

Task classification is introduced as a method for the evaluation of monitoring behaviour in different task situations. On the basis of an analysis of different monitoring tasks, a task classification system comprising four task 'dimensions' is proposed. The perceptual speed and flexibility of closure categories, which are identified with signal discrimination type, comprise the principal dimension in this taxonomy, the others being sense modality, the time course of events, and source complexity. It is also proposed that decision theory provides the most complete method for the analysis of performance in monitoring tasks. Several different aspects of decision theory in relation to monitoring behaviour are described. A method is also outlined whereby both accuracy and latency measures of performance may be analysed within the same decision theory framework. Eight experiments and an organizational study are reported. The results show that a distinction can be made between the perceptual efficiency (sensitivity) of a monitor and his criterial level of response, and that in most monitoring situations, there is no decrement in efficiency over the work period, but an increase in the strictness of the response criterion. The range of tasks exhibiting either or both of these performance trends can be specified within the task classification system. In particular, it is shown that a sensitivity decrement is only obtained for 'speed' tasks with a high stimulation rate. A distinctive feature of 'speed' tasks is that target detection requires the discrimination of a change in a stimulus relative to preceding stimuli, whereas in 'closure' tasks, the information required for the discrimination of targets is presented at the same point In time. In the final study, the specification of tasks yielding sensitivity decrements is shown to be consistent with a task classification analysis of the monitoring literature. It is also demonstrated that the signal type dimension has a major influence on the consistency of individual differences in performance in different tasks. The results provide an empirical validation for the 'speed' and 'closure' categories, and suggest that individual differences are not completely task specific but are dependent on the demands common to different tasks. Task classification is therefore shovn to enable improved generalizations to be made of the factors affecting 1) performance trends over time, and 2) the consistencv of performance in different tasks. A decision theory analysis of response latencies is shown to support the view that criterion shifts are obtained in some tasks, while sensitivity shifts are obtained in others. The results of a psychophysiological study also suggest that evoked potential latency measures may provide temporal correlates of criterion shifts in monitoring tasks. Among other results, the finding that the latencies of negative responses do not increase over time is taken to invalidate arousal-based theories of performance trends over a work period. An interpretation in terms of expectancy, however, provides a more reliable explanation of criterion shifts. Although the mechanisms underlying the sensitivity decrement are not completely clear, the results rule out 'unitary' theories such as observing response and coupling theory. It is suggested that an interpretation in terms of the memory data limitations on information processing provides the most parsimonious explanation of all the results in the literature relating to sensitivity decrement. Task classification therefore enables the refinement and selection of theories of monitoring behaviour in terms of their reliability in generalizing predictions to a wide range of tasks. It is thus concluded that task classification and decision theory provide a reliable basis for the assessment and analysis of monitoring behaviour in different task situations.

On the Quality of Decision Functions in Pattern Recognition

The problem of decision functions quality in pattern recognition is considered. An overview of the approaches to the solution of this problem is given. Within the Bayesian framework, we suggest an approach based on the Bayesian interval estimates of quality on a finite set of events.

Developing brownfields ranking models using decision analytic methods

The redevelopment of Brownfields has taken off in the 1990s, supported by federal and state incentives, and largely accomplished by local initiatives. Brownfields redevelopment has several associated benefits. These include the revitalization of inner-city neighborhoods, creation of jobs, stimulation of tax revenues, greater protection of public health and natural resources, the renewal and reuse existing civil infrastructure and Greenfields protection. While these benefits are numerous, the obstacles to Brownfields redevelopment are also very much alive. Redevelopment issues typically embrace a host of financial and legal liability concerns, technical and economic constraints, competing objectives, and uncertainties arising from inadequate site information. Because the resources for Brownfields redevelopment are usually limited, local programs will require creativity in addressing these existing obstacles in a manner that extends their limited resources for returning Brownfields to productive uses. Such programs may benefit from a structured and defensible decision framework to prioritize sites for redevelopment: one that incorporates the desired objectives, corresponding variables and uncertainties associated with Brownfields redevelopment. This thesis demonstrates the use of a decision analytic tool, Bayesian Influence Diagrams, and related decision analytic tools in developing quantitative decision models to evaluate and rank Brownfields sites on the basis of their redevelopment potential.

The influence of genotype information on psychiatrists' treatment recommendations: more experienced clinicians know better what to ignore

Objectives: To assess if psychiatrists were influenced by a patient’s genetic information, even when the patient’s response to treatment was already known to them. Methods: Sixty-seven psychiatrists were presented with patients' pre and post-treatment scores on the PANSS for two hypothetical treatments for schizophrenia. Psychiatrists were also informed whether the patient possessed a genotype linked to hyper-responsiveness to one of the treatments, and were asked to recommend one of these two treatments. Attribute non-attendance assessed whether the information on genotype influenced psychiatrists' treatment recommendations. Results: Years of experience predicted whether psychiatrists were influenced by the genetic information. Psychiatrists with one year or less of experience had a 46% probability of considering genetic information, while psychiatrists with at least 15 years of experience had a lower probability (7%). Conclusions: Psychiatrists and other clinicians should be cautious about allowing a patient's genetic information to carry unnecessary weight in their clinical decision making.

Major depression: does gender influence the risk of recurrence? A systematic review

Background and Objectives: A woman's lifetime risk of major depression is almost twice as high as that of a man. Major depression is associated with a high risk of recurrence, but the question of a differential risk of recurrence between genders is unclear. Based on a systematic review of the literature, this paper attempts to answer the following question: "Following a major depressive episode, do women and men have the same risk of recurrence?". Methods: We prospectively collected all studies from the period 2005-2014 where the variable gender was considered a potential predictor of recurrence. The database has also been expanded with articles cited in the bibliography of the prospectively collected articles and with a PubMed Database search covering the period January 2005-August 2014. Results: Of the prospective studies (n = 98), most found no influence of gender on recurrence risk, but a minority, mostly large sample studies, found that female gender is a statistically significant risk factor for recurrence. Results suggest a probable female-to-male relative risk of recurrence between 1.0 and 1.2. Given the heterogeneity of the studies (length of follow-up, populations, nature of the studies, choice of dependant variables, statistical methods, and available data) no meta-analyses were performed. There are many interfering variables (age of onset, subchronic evolution, treatments, etc.) that can influence the results of prospective studies. Conclusions: Women probably have a slightly higher risk of recurrence after a major depressive episode than men. This increased risk is much smaller than women's much higher lifetime risk of depression.

What Does Value Matter? The Interest-Relational Theory of the Semantics and Metaphysics of Value

Value and reasons for action are often cited by rationalists and moral realists as providing a desire-independent foundation for normativity. Those maintaining instead that normativity is dependent upon motivation often deny that anything called '"value" or "reasons" exists. According to the interest-relational theory, something has value relative to some perspective of desire just in case it satisfies those desires, and a consideration is a reason for some action just in case it indicates that something of value will be accomplished by that action. Value judgements therefore describe real properties of objects and actions, but have no normative significance independent of desires. It is argued that only the interest-relational theory can account for the practical significance of value and reasons for action. Against the Kantian hypothesis of prescriptive rational norms, I attack the alleged instrumental norm or hypothetical imperative, showing that the normative force for taking the means to our ends is explicable in terms of our desire for the end, and not as a command of reason. This analysis also provides a solution to the puzzle concerning the connection between value judgement and motivation. While it is possible to hold value judgements without motivation, the connection is more than accidental. This is because value judgements are usually but not always made from the perspective of desires that actually motivate the speaker. In the normal case judgement entails motivation. But often we conversationally borrow external perspectives of desire, and subsequent judgements do not entail motivation. This analysis drives a critique of a common practice as a misuse of normative language. The "absolutist" attempts to use and, as philosopher, analyze normative language in such a way as to justify the imposition of certain interests over others. But these uses and analyses are incoherent - in denying relativity to particular desires they conflict with the actual meaning of these utterances, which is always indexed to some particular set of desires.

Homomorphic encryption and database query privacy

Homomorphic encryption is a particular type of encryption method that enables computing over encrypted data. This has a wide range of real world ramifications such as being able to blindly compute a search result sent to a remote server without revealing its content. In the first part of this thesis, we discuss how database search queries can be made secure using a homomorphic encryption scheme based on the ideas of Gahi et al. Gahi’s method is based on the integer-based fully homomorphic encryption scheme proposed by Dijk et al. We propose a new database search scheme called the Homomorphic Query Processing Scheme, which can be used with the ring-based fully homomorphic encryption scheme proposed by Braserski. In the second part of this thesis, we discuss the cybersecurity of the smart electric grid. Specifically, we use the Homomorphic Query Processing scheme to construct a keyword search technique in the smart grid. Our work is based on the Public Key Encryption with Keyword Search (PEKS) method introduced by Boneh et al. and a Multi-Key Homomorphic Encryption scheme proposed by L´opez-Alt et al. A summary of the results of this thesis (specifically the Homomorphic Query Processing Scheme) is published at the 14th Canadian Workshop on Information Theory (CWIT).

Sequential decision making with partially ordered preferences

This paper presents new insights and novel algorithms for strategy selection in sequential decision making with partially ordered preferences; that is, where some strategies may be incomparable with respect to expected utility. We assume that incomparability amongst strategies is caused by indeterminacy/imprecision in probability values. We investigate six criteria for consequentialist strategy selection: Gamma-Maximin, Gamma-Maximax, Gamma-Maximix, Interval Dominance, Maximality and E-admissibility. We focus on the popular decision tree and influence diagram representations. Algorithms resort to linear/multilinear programming; we describe implementation and experiments. (C) 2010 Elsevier B.V. All rights reserved.