990 resultados para stochastic optimisation threshold policy


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The effects of artemisinin-based combination therapies (ACTs) on transmission of Plasmodium falciparum were evaluated after a policy change instituting the use of ACTs in an endemic area. P. falciparum gametocyte carriage, sex ratios and inbreeding rates were examined in 2,585 children at presentation with acute falciparum malaria during a 10-year period from 2001-2010. Asexual parasite rates were also evaluated from 2003-2010 in 10,615 children before and after the policy change. Gametocyte carriage declined significantly from 12.4% in 2001 to 3.6% in 2010 (@@χ² for trend = 44.3, p < 0.0001), but sex ratios and inbreeding rates remained unchanged. Additionally, overall parasite rates remained unchanged before and after the policy change (47.2% vs. 45.4%), but these rates declined significantly from 2003-2010 (@@χ² for trend 35.4, p < 0.0001). Chloroquine (CQ) and artemether-lumefantrine (AL) were used as prototype drugs before and after the policy change, respectively. AL significantly shortened the duration of male gametocyte carriage in individual patients after treatment began compared with CQ (log rank statistic = 7.92, p = 0.005). ACTs reduced the rate of gametocyte carriage in children with acute falciparum infections at presentation and shortened the duration of male gametocyte carriage after treatment. However, parasite population sex ratios, inbreeding rates and overall parasite rate were unaffected.

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The comparative analysis of air quality control policies provides an interesting field for studies of comparative policy analysis including program formulation and implementation processes. In European countries, the problem is comparable, whereas implementation structures, programs and policy impacts vary to a considerable extent. Analysis testing possibilities and constraints of air control policies under varying conditions are likely to contribute to a further development of a theory of policy analysis. This paper presents the analytical framework applied in a continuing empirical study explaining program formulation and implementation processes with respect to the different actors involved. Concrete emitter behavior can be explained by interaction processes at the very local level, by program elements of national legislation, and by structural constraints under which such programs are produced.

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A sticky trap designed to capture gravid Aedes (Stegomyia) aegypti mosquitoes, MosquiTRAP, has been evaluated for monitoring this species in Brazil. However, the effects of trap densities on the capture rate of Ae. aegypti females and the sensitivity of vector detection are still unknown. After a preliminary study has identified areas of high and low female mosquito abundance, a set of experiments was conducted in four neighbourhoods of Belo Horizonte (state of Minas Gerais, Brazil) using densities of 1, 2, 4, 8, 16, 32 and 64 traps per block. Trap sensitivity (positive MosquiTRAP index) increased significantly when 1-8 MosquiTRAPs were installed per block in both high and low abundance areas. A strong fit was obtained for the total number of mosquitoes captured with increasing trap densities through a non-linear function (Box-Lucas) (r² = 0,994), which likely exhibits saturation towards an equilibrium level. The capacity of the Mean Female Aedes Index to distinguish between areas of high and low Ae. aegypti abundance was also investigated; the achieved differentiation was shown to be dependent on the MosquiTRAP density.

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First: A continuous-time version of Kyle's model (Kyle 1985), known as the Back's model (Back 1992), of asset pricing with asymmetric information, is studied. A larger class of price processes and of noise traders' processes are studied. The price process, as in Kyle's model, is allowed to depend on the path of the market order. The process of the noise traders' is an inhomogeneous Lévy process. Solutions are found by the Hamilton-Jacobi-Bellman equations. With the insider being risk-neutral, the price pressure is constant, and there is no equilibirium in the presence of jumps. If the insider is risk-averse, there is no equilibirium in the presence of either jumps or drifts. Also, it is analised when the release time is unknown. A general relation is established between the problem of finding an equilibrium and of enlargement of filtrations. Random announcement time is random is also considered. In such a case the market is not fully efficient and there exists equilibrium if the sensitivity of prices with respect to the global demand is time decreasing according with the distribution of the random time. Second: Power variations. it is considered, the asymptotic behavior of the power variation of processes of the form _integral_0^t u(s-)dS(s), where S_ is an alpha-stable process with index of stability 0&alpha&2 and the integral is an Itô integral. Stable convergence of corresponding fluctuations is established. These results provide statistical tools to infer the process u from discrete observations. Third: A bond market is studied where short rates r(t) evolve as an integral of g(t-s)sigma(s) with respect to W(ds), where g and sigma are deterministic and W is the stochastic Wiener measure. Processes of this type are particular cases of ambit processes. These processes are in general not of the semimartingale kind.

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Uncertainty quantification of petroleum reservoir models is one of the present challenges, which is usually approached with a wide range of geostatistical tools linked with statistical optimisation or/and inference algorithms. Recent advances in machine learning offer a novel approach to model spatial distribution of petrophysical properties in complex reservoirs alternative to geostatistics. The approach is based of semisupervised learning, which handles both ?labelled? observed data and ?unlabelled? data, which have no measured value but describe prior knowledge and other relevant data in forms of manifolds in the input space where the modelled property is continuous. Proposed semi-supervised Support Vector Regression (SVR) model has demonstrated its capability to represent realistic geological features and describe stochastic variability and non-uniqueness of spatial properties. On the other hand, it is able to capture and preserve key spatial dependencies such as connectivity of high permeability geo-bodies, which is often difficult in contemporary petroleum reservoir studies. Semi-supervised SVR as a data driven algorithm is designed to integrate various kind of conditioning information and learn dependences from it. The semi-supervised SVR model is able to balance signal/noise levels and control the prior belief in available data. In this work, stochastic semi-supervised SVR geomodel is integrated into Bayesian framework to quantify uncertainty of reservoir production with multiple models fitted to past dynamic observations (production history). Multiple history matched models are obtained using stochastic sampling and/or MCMC-based inference algorithms, which evaluate posterior probability distribution. Uncertainty of the model is described by posterior probability of the model parameters that represent key geological properties: spatial correlation size, continuity strength, smoothness/variability of spatial property distribution. The developed approach is illustrated with a fluvial reservoir case. The resulting probabilistic production forecasts are described by uncertainty envelopes. The paper compares the performance of the models with different combinations of unknown parameters and discusses sensitivity issues.

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Single-stranded DNA (ssDNA) is a prerequisite for electrochemical sensor-based detection of parasite DNA and other diagnostic applications. To achieve this detection, an asymmetric polymerase chain reaction method was optimised. This method facilitates amplification of ssDNA from the human lymphatic filarial parasite Wuchereria bancrofti. This procedure produced ssDNA fragments of 188 bp in a single step when primer pairs (forward and reverse) were used at a 100:1 molar ratio in the presence of double-stranded template DNA. The ssDNA thus produced was suitable for immobilisation as probe onto the surface of an Indium tin oxide electrode and hybridisation in a system for sequence-specific electrochemical detection of W. bancrofti. The hybridisation of the ssDNA probe and target ssDNA led to considerable decreases in both the anodic and the cathodic currents of the system's redox couple compared with the unhybridised DNA and could be detected via cyclic voltammetry. This method is reproducible and avoids many of the difficulties encountered by conventional methods of filarial parasite DNA detection; thus, it has potential in xenomonitoring.

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Many animals that live in groups maintain competitive relationships, yet avoid continual fighting, by forming dominance hierarchies. We compare predictions of stochastic, individual-based models with empirical experimental evidence using shore crabs to test competing hypotheses regarding hierarchy development. The models test (1) what information individuals use when deciding to fight or retreat, (2) how past experience affects current resource-holding potential, and (3) how individuals deal with changes to the social environment. First, we conclude that crabs assess only their own state and not their opponent's when deciding to fight or retreat. Second, willingness to enter, and performance in, aggressive contests are influenced by previous contest outcomes. Winning increases the likelihood of both fighting and winning future interactions, while losing has the opposite effect. Third, when groups with established dominance hierarchies dissolve and new groups form, individuals reassess their ranks, showing no memory of previous rank or group affiliation. With every change in group composition, individuals fight for their new ranks. This iterative process carries over as groups dissolve and form, which has important implications for the relationship between ability and hierarchy rank. We conclude that dominance hierarchies emerge through an interaction of individual and social factors, and discuss these findings in terms of an underlying mechanism. Overall, our results are consistent with crabs using a cumulative assessment strategy iterated across changes in group composition, in which aggression is constrained by an absolute threshold in energy spent and damage received while fighting.

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This paper analyses the effects that technological changes in agriculture would have on environmental, social and economic indicators. Specifically, our study is focused on two alternative technological improvements: the modernization of water transportation systems versus the increase in the total factor productivity of agriculture. Using a computable general equilibrium model for the Catalan economy, our results suggest that a water policy that leads to greater economic efficiency is not necessarily optimal if we consider social or environmental criteria. Moreover, improving environmental sustainability depends less on the type of technological change than on the institutional framework in which technological change occurs. Keywords: agricultural technological changes, computable general equilibrium model, economic impact, water policy

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In this paper we propose a parsimonious regime-switching approach to model the correlations between assets, the threshold conditional correlation (TCC) model. This method allows the dynamics of the correlations to change from one state (or regime) to another as a function of observable transition variables. Our model is similar in spirit to Silvennoinen and Teräsvirta (2009) and Pelletier (2006) but with the appealing feature that it does not suffer from the course of dimensionality. In particular, estimation of the parameters of the TCC involves a simple grid search procedure. In addition, it is easy to guarantee a positive definite correlation matrix because the TCC estimator is given by the sample correlation matrix, which is positive definite by construction. The methodology is illustrated by evaluating the behaviour of international equities, govenrment bonds and major exchange rates, first separately and then jointly. We also test and allow for different parts in the correlation matrix to be governed by different transition variables. For this, we estimate a multi-threshold TCC specification. Further, we evaluate the economic performance of the TCC model against a constant conditional correlation (CCC) estimator using a Diebold-Mariano type test. We conclude that threshold correlation modelling gives rise to a significant reduction in portfolio´s variance.

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Human herpesvirus 6 (HHV-6) may cause severe complications after haematopoietic stem cell transplantation (HSCT). Monitoring this virus and providing precise, rapid and early diagnosis of related clinical diseases, constitute essential measures to improve outcomes. A prospective survey on the incidence and clinical features of HHV-6 infections after HSCT has not yet been conducted in Brazilian patients and the impact of this infection on HSCT outcome remains unclear. A rapid test based on real-time quantitative polymerase chain reaction (qPCR) has been optimised to screen and quantify clinical samples for HHV-6. The detection step was based on reaction with TaqMan® hydrolysis probes. A set of previously described primers and probes have been tested to evaluate efficiency, sensitivity and reproducibility. The target efficiency range was 91.4% with linearity ranging from 10-106 copies/reaction and a limit of detection of five copies/reaction or 250 copies/mL of plasma. The qPCR assay developed in the present study was simple, rapid and sensitive, allowing the detection of a wide range of HHV-6 loads. In conclusion, this test may be useful as a practical tool to help elucidate the clinical relevance of HHV-6 infection and reactivation in different scenarios and to determine the need for surveillance.