Separating sequential equilibrium in a Bayesian international duopoly

We consider two Cournot firms, one located in the home country and the other in the foreign country, producing substitute goods for consumption in a third country. We suppose that neither the home government nor the foreign firm know the costs of the home firm, while the foreign firm cost is common knowledge. We determine the separating sequential equilibrium outputs.

Scalable Intelligence for Scheduling Systems

A personalização é um aspeto chave de uma interação homem-computador efetiva. Numa era em que existe uma abundância de informação e tantas pessoas a interagir com ela, de muitas maneiras, a capacidade de se ajustar aos seus utilizadores é crucial para qualquer sistema moderno. A criação de sistemas adaptáveis é um domínio bastante complexo que necessita de métodos muito específicos para ter sucesso. No entanto, nos dias de hoje ainda não existe um modelo ou arquitetura padrão para usar nos sistemas adaptativos modernos. A principal motivação desta tese é a proposta de uma arquitetura para modelação do utilizador que seja capaz de incorporar diferentes módulos necessários para criar um sistema com inteligência escalável com técnicas de modelação. Os módulos cooperam de forma a analisar os utilizadores e caracterizar o seu comportamento, usando essa informação para fornecer uma experiência de sistema customizada que irá aumentar não só a usabilidade do sistema mas também a produtividade e conhecimento do utilizador. A arquitetura proposta é constituída por três componentes: uma unidade de informação do utilizador, uma estrutura matemática capaz de classificar os utilizadores e a técnica a usar quando se adapta o conteúdo. A unidade de informação do utilizador é responsável por conhecer os vários tipos de indivíduos que podem usar o sistema, por capturar cada detalhe de interações relevantes entre si e os seus utilizadores e também contém a base de dados que guarda essa informação. A estrutura matemática é o classificador de utilizadores, e tem como tarefa a sua análise e classificação num de três perfis: iniciado, intermédio ou avançado. Tanto as redes de Bayes como as neuronais são utilizadas, e uma explicação de como as preparar e treinar para lidar com a informação do utilizador é apresentada. Com o perfil do utilizador definido torna-se necessária uma técnica para adaptar o conteúdo do sistema. Nesta proposta, uma abordagem de iniciativa mista é apresentada tendo como base a liberdade de tanto o utilizador como o sistema controlarem a comunicação entre si. A arquitetura proposta foi desenvolvida como parte integrante do projeto ADSyS - um sistema de escalonamento dinâmico - utilizado para resolver problemas de escalonamento sujeitos a eventos dinâmicos. Possui uma complexidade elevada mesmo para utilizadores frequentes, daí a necessidade de adaptar o seu conteúdo de forma a aumentar a sua usabilidade. Com o objetivo de avaliar as contribuições deste trabalho, um estudo computacional acerca do reconhecimento dos utilizadores foi desenvolvido, tendo por base duas sessões de avaliação de usabilidade com grupos de utilizadores distintos. Foi possível concluir acerca dos benefícios na utilização de técnicas de modelação do utilizador com a arquitetura proposta.

Hydrogeophysical data integration at larger scales: Application of Bayesian sequential simulation for the characterization of heterogeneous alluvial aquifers

Knowledge of the spatial distribution of hydraulic conductivity (K) within an aquifer is critical for reliable predictions of solute transport and the development of effective groundwater management and/or remediation strategies. While core analyses and hydraulic logging can provide highly detailed information, such information is inherently localized around boreholes that tend to be sparsely distributed throughout the aquifer volume. Conversely, larger-scale hydraulic experiments like pumping and tracer tests provide relatively low-resolution estimates of K in the investigated subsurface region. As a result, traditional hydrogeological measurement techniques contain a gap in terms of spatial resolution and coverage, and they are often alone inadequate for characterizing heterogeneous aquifers. Geophysical methods have the potential to bridge this gap. The recent increased interest in the application of geophysical methods to hydrogeological problems is clearly evidenced by the formation and rapid growth of the domain of hydrogeophysics over the past decade (e.g., Rubin and Hubbard, 2005).

Toxic substances in blood: an analysis of current recommendations under a Bayesian (decision) approach

This article extends existing discussion in literature on probabilistic inference and decision making with respect to continuous hypotheses that are prevalent in forensic toxicology. As a main aim, this research investigates the properties of a widely followed approach for quantifying the level of toxic substances in blood samples, and to compare this procedure with a Bayesian probabilistic approach. As an example, attention is confined to the presence of toxic substances, such as THC, in blood from car drivers. In this context, the interpretation of results from laboratory analyses needs to take into account legal requirements for establishing the 'presence' of target substances in blood. In a first part, the performance of the proposed Bayesian model for the estimation of an unknown parameter (here, the amount of a toxic substance) is illustrated and compared with the currently used method. The model is then used in a second part to approach-in a rational way-the decision component of the problem, that is judicial questions of the kind 'Is the quantity of THC measured in the blood over the legal threshold of 1.5 μg/l?'. This is pointed out through a practical example.

Using a Bayesian model for bankruptcy prediction : a comparative approach

The purpose of this study is to examine the impact of the choice of cut-off points, sampling procedures, and the business cycle on the accuracy of bankruptcy prediction models. Misclassification can result in erroneous predictions leading to prohibitive costs to firms, investors and the economy. To test the impact of the choice of cut-off points and sampling procedures, three bankruptcy prediction models are assessed- Bayesian, Hazard and Mixed Logit. A salient feature of the study is that the analysis includes both parametric and nonparametric bankruptcy prediction models. A sample of firms from Lynn M. LoPucki Bankruptcy Research Database in the U. S. was used to evaluate the relative performance of the three models. The choice of a cut-off point and sampling procedures were found to affect the rankings of the various models. In general, the results indicate that the empirical cut-off point estimated from the training sample resulted in the lowest misclassification costs for all three models. Although the Hazard and Mixed Logit models resulted in lower costs of misclassification in the randomly selected samples, the Mixed Logit model did not perform as well across varying business-cycles. In general, the Hazard model has the highest predictive power. However, the higher predictive power of the Bayesian model, when the ratio of the cost of Type I errors to the cost of Type II errors is high, is relatively consistent across all sampling methods. Such an advantage of the Bayesian model may make it more attractive in the current economic environment. This study extends recent research comparing the performance of bankruptcy prediction models by identifying under what conditions a model performs better. It also allays a range of user groups, including auditors, shareholders, employees, suppliers, rating agencies, and creditors' concerns with respect to assessing failure risk.

Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods

McCausland (2004a) describes a new theory of random consumer demand. Theoretically consistent random demand can be represented by a \"regular\" \"L-utility\" function on the consumption set X. The present paper is about Bayesian inference for regular L-utility functions. We express prior and posterior uncertainty in terms of distributions over the indefinite-dimensional parameter set of a flexible functional form. We propose a class of proper priors on the parameter set. The priors are flexible, in the sense that they put positive probability in the neighborhood of any L-utility function that is regular on a large subset bar(X) of X; and regular, in the sense that they assign zero probability to the set of L-utility functions that are irregular on bar(X). We propose methods of Bayesian inference for an environment with indivisible goods, leaving the more difficult case of indefinitely divisible goods for another paper. We analyse individual choice data from a consumer experiment described in Harbaugh et al. (2001).

Analyse par apprentissage automatique des réponses fMRI du cortex auditif à des modulations spectro-temporelles

L'application de classifieurs linéaires à l'analyse des données d'imagerie cérébrale (fMRI) a mené à plusieurs percées intéressantes au cours des dernières années. Ces classifieurs combinent linéairement les réponses des voxels pour détecter et catégoriser différents états du cerveau. Ils sont plus agnostics que les méthodes d'analyses conventionnelles qui traitent systématiquement les patterns faibles et distribués comme du bruit. Dans le présent projet, nous utilisons ces classifieurs pour valider une hypothèse portant sur l'encodage des sons dans le cerveau humain. Plus précisément, nous cherchons à localiser des neurones, dans le cortex auditif primaire, qui détecteraient les modulations spectrales et temporelles présentes dans les sons. Nous utilisons les enregistrements fMRI de sujets soumis à 49 modulations spectro-temporelles différentes. L'analyse fMRI au moyen de classifieurs linéaires n'est pas standard, jusqu'à maintenant, dans ce domaine. De plus, à long terme, nous avons aussi pour objectif le développement de nouveaux algorithmes d'apprentissage automatique spécialisés pour les données fMRI. Pour ces raisons, une bonne partie des expériences vise surtout à étudier le comportement des classifieurs. Nous nous intéressons principalement à 3 classifieurs linéaires standards, soient l'algorithme machine à vecteurs de support (linéaire), l'algorithme régression logistique (régularisée) et le modèle bayésien gaussien naïf (variances partagées).

Bayesian inference and model comparison for random choice structures

We complete the development of a testing ground for axioms of discrete stochastic choice. Our contribution here is to develop new posterior simulation methods for Bayesian inference, suitable for a class of prior distributions introduced by McCausland and Marley (2013). These prior distributions are joint distributions over various choice distributions over choice sets of di fferent sizes. Since choice distributions over di fferent choice sets can be mutually dependent, previous methods relying on conjugate prior distributions do not apply. We demonstrate by analyzing data from a previously reported experiment and report evidence for and against various axioms.

Modèle de confiance et ontologie probabiliste pilotés par réseaux bayésiens pour la gestion des accords de services dans l’environnement de services infonuagiques

L’infonuage est un nouveau paradigme de services informatiques disponibles à la demande qui a connu une croissance fulgurante au cours de ces dix dernières années. Le fournisseur du modèle de déploiement public des services infonuagiques décrit le service à fournir, le prix, les pénalités en cas de violation des spécifications à travers un document. Ce document s’appelle le contrat de niveau de service (SLA). La signature de ce contrat par le client et le fournisseur scelle la garantie de la qualité de service à recevoir. Ceci impose au fournisseur de gérer efficacement ses ressources afin de respecter ses engagements. Malheureusement, la violation des spécifications du SLA se révèle courante, généralement en raison de l’incertitude sur le comportement du client qui peut produire un nombre variable de requêtes vu que les ressources lui semblent illimitées. Ce comportement peut, dans un premier temps, avoir un impact direct sur la disponibilité du service. Dans un second temps, des violations à répétition risquent d'influer sur le niveau de confiance du fournisseur et sur sa réputation à respecter ses engagements. Pour faire face à ces problèmes, nous avons proposé un cadre d’applications piloté par réseau bayésien qui permet, premièrement, de classifier les fournisseurs dans un répertoire en fonction de leur niveau de confiance. Celui-ci peut être géré par une entité tierce. Un client va choisir un fournisseur dans ce répertoire avant de commencer à négocier le SLA. Deuxièmement, nous avons développé une ontologie probabiliste basée sur un réseau bayésien à entités multiples pouvant tenir compte de l’incertitude et anticiper les violations par inférence. Cette ontologie permet de faire des prédictions afin de prévenir des violations en se basant sur les données historiques comme base de connaissances. Les résultats obtenus montrent l’efficacité de l’ontologie probabiliste pour la prédiction de violation dans l’ensemble des paramètres SLA appliqués dans un environnement infonuagique.

Realisation of a Target Classifier For Noise Sources in the Ocean

This thesis addresses one of the emerging topics in Sonar Signal Processing.,viz.the implementation of a target classifier for the noise sources in the ocean, as the operator assisted classification turns out to be tedious,laborious and time consuming.In the work reported in this thesis,various judiciously chosen components of the feature vector are used for realizing the newly proposed Hierarchical Target Trimming Model.The performance of the proposed classifier has been compared with the Euclidean distance and Fuzzy K-Nearest Neighbour Model classifiers and is found to have better success rates.The procedures for generating the Target Feature Record or the Feature vector from the spectral,cepstral and bispectral features have also been suggested.The Feature vector ,so generated from the noise data waveform is compared with the feature vectors available in the knowledge base and the most matching pattern is identified,for the purpose of target classification.In an attempt to improve the success rate of the Feature Vector based classifier,the proposed system has been augmented with the HMM based Classifier.Institutions where both the classifier decisions disagree,a contention resolving mechanism built around the DUET algorithm has been suggested.

Bayesian Inference in Exponential and Pareto populations in the presence of Outliers

This thesis Entitled Bayesian inference in Exponential and pareto populations in the presence of outliers. The main theme of the present thesis is focussed on various estimation problems using the Bayesian appraoch, falling under the general category of accommodation procedures for analysing Pareto data containing outlier. In Chapter II. the problem of estimation of parameters in the classical Pareto distribution specified by the density function. In Chapter IV. we discuss the estimation of (1.19) when the sample contain a known number of outliers under three different data generating mechanisms, viz. the exchangeable model. Chapter V the prediction of a future observation based on a random sample that contains one contaminant. Chapter VI is devoted to the study of estimation problems concerning the exponential parameters under a k-outlier model.

COMBINED FEATURE EXTRACTION TECHNIQUES AND NAIVE BAYES CLASSIFIER FOR SPEECH RECOGNITION

Speech processing and consequent recognition are important areas of Digital Signal Processing since speech allows people to communicate more natu-rally and efficiently. In this work, a speech recognition system is developed for re-cognizing digits in Malayalam. For recognizing speech, features are to be ex-tracted from speech and hence feature extraction method plays an important role in speech recognition. Here, front end processing for extracting the features is per-formed using two wavelet based methods namely Discrete Wavelet Transforms (DWT) and Wavelet Packet Decomposition (WPD). Naive Bayes classifier is used for classification purpose. After classification using Naive Bayes classifier, DWT produced a recognition accuracy of 83.5% and WPD produced an accuracy of 80.7%. This paper is intended to devise a new feature extraction method which produces improvements in the recognition accuracy. So, a new method called Dis-crete Wavelet Packet Decomposition (DWPD) is introduced which utilizes the hy-brid features of both DWT and WPD. The performance of this new approach is evaluated and it produced an improved recognition accuracy of 86.2% along with Naive Bayes classifier.

Unconstrained Handwritten Malayalam Character Recognition using Wavelet Transform and Support vector Machine Classifier

This paper presents the application of wavelet processing in the domain of handwritten character recognition. To attain high recognition rate, robust feature extractors and powerful classifiers that are invariant to degree of variability of human writing are needed. The proposed scheme consists of two stages: a feature extraction stage, which is based on Haar wavelet transform and a classification stage that uses support vector machine classifier. Experimental results show that the proposed method is effective