Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A Note on the Prior Distributions of Weibull Parameters for the Reliability Function

In Bayesian Inference it is often desirable to have a posterior density reflecting mainly the information from sample data. To achieve this purpose it is important to employ prior densities which add little information to the sample. We have in the literature many such prior densities, for example, Jeffreys (1967), Lindley (1956); (1961), Hartigan (1964), Bernardo (1979), Zellner (1984), Tibshirani (1989), etc. In the present article, we compare the posterior densities of the reliability function by using Jeffreys, the maximal data information (Zellner, 1984), Tibshirani's, and reference priors for the reliability function R(t) in a Weibull distribution.

The frog Dermatonotus muelleri (Boettger 1885) (Anura Microhylidae) shifts its search tactics in response to two different prey distributions

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Elicitation of multivariate prior distributions: A nonparametric Bayesian approach

In the context of Bayesian statistical analysis, elicitation is the process of formulating a prior density f(.) about one or more uncertain quantities to represent a person's knowledge and beliefs. Several different methods of eliciting prior distributions for one unknown parameter have been proposed. However, there are relatively few methods for specifying a multivariate prior distribution and most are just applicable to specific classes of problems and/or based on restrictive conditions, such as independence of variables. Besides, many of these procedures require the elicitation of variances and correlations, and sometimes elicitation of hyperparameters which are difficult for experts to specify in practice. Garthwaite et al. (2005) discuss the different methods proposed in the literature and the difficulties of eliciting multivariate prior distributions. We describe a flexible method of eliciting multivariate prior distributions applicable to a wide class of practical problems. Our approach does not assume a parametric form for the unknown prior density f(.), instead we use nonparametric Bayesian inference, modelling f(.) by a Gaussian process prior distribution. The expert is then asked to specify certain summaries of his/her distribution, such as the mean, mode, marginal quantiles and a small number of joint probabilities. The analyst receives that information, treating it as a data set D with which to update his/her prior beliefs to obtain the posterior distribution for f(.). Theoretical properties of joint and marginal priors are derived and numerical illustrations to demonstrate our approach are given. (C) 2010 Elsevier B.V. All rights reserved.

Quantum and semiclassical Husimi distributions for a one-dimensional resonant system

We compare exact and semiclassical Husimi distributions for the single eigenstates of a one-dimensional resonant Hamiltonian. We find that both distributions concentrate near the unstable fixed points even when these points are made complex by suitably varying a parameter. © 1992 The American Physical Society.

Energy and momentum for the electromagnetic field described by three outstanding electrodynamics

A prescription for computing the symmetric energy-momentum tensor from the field equations is presented. The method is then used to obtain the total energy and momentum for the electromagnetic field described by Maxwell electrodynamics, Born-Infeld nonlinear electrodynamics, and Podolsky generalized electrodynamics, respectively. © 1997 American Association of Physics Teachers.

Inelasticity distributions in high-energy p-nucleus collisions

Inelasticity distributions in high-energy p-nucleus collisions are computed in the framework of the interacting gluon model, with the impact-parameter fluctuation included. A proper account of the peripheral events by this fluctuation has shown to be vital for the overall agreement with several reported data. The energy dependence is found to be weak.

Some Extensions of M-Fractions Related to Strong Stieltjes Distributions

The purpose of this paper is to show the symmetric relations that appear between the coefficients of some even and odd extensions of the M-fractions related to a certain kind of symmetric strong Stieltjes distribution.

Gravitational Energy-Momentum Density in Teleparallel Gravity

In the context of a gauge theory for the translation group, a conserved energy-momentum gauge current for the gravitational field is obtained. It is a true spacetime and gauge tensor, and transforms covariantly under global Lorentz transformations. By rewriting the gauge gravitational field equation in a purely spacetime form, it becomes the teleparallel equivalent of Einstein's equation, and the gauge current reduces to the Møller's canonical energy-momentum density of the gravitational field.

Nonforward parton distributions of the pion within an effective single instanton approximation

We develop a relativistic quark model for pion structure, which incorporates the nontrivial structure of the vacuum of quantum chromodynamics as modelled by instantons. Pions are bound states of quarks and the strong quark-pion vertex is determined from an instanton induced effective Lagrangian. The interaction of the constituents of the pion with the external electromagnetic field is introduced in gauge invariant form. The parameters of the model, i.e., effective instanton radius and constituent quark mass, are obtained from the vacuum expectation values of the lowest dimensional quark and gluon operators and the low-energy observables of the pion. We apply the formalism to the calculation of the pion form factor by means of the isovector nonforward parton distributions and find agreement with the experimental data. © 2000 Elsevier Science B.V.

Pion structure function within the instanton model

The leading-twist valence-quark distribution function in the pion is obtained at a low normalization scale of an order of the inverse average size of an instanton pc. The momentum dependent quark mass and the quark-pion vertex are constructed in the framework of the instanton liquid model, using a gauge invariant approach. The parameters of instanton vacuum, the effective instanton radius and quark mass, are related to the vacuum expectation values of the lowest dimension quark-gluon operators and to the pion low energy observables. An analytic expression for the quark distribution function in the pion for a general vertex function is derived. The results are QCD evolved to higher momentum-transfer values, and reasonable agreement with phenomenological analyses of the data on parton distributions for the pion is found. ©2000 The American Physical Society.

Off-Diagonal Quark Distributions in Pions in the Effective Single-Instanton Approximation

Nonperturbative functions that parametrize off-diagonal hadronic matrix elements of the light-cone leading-twist quark operators are considered. These functions are calculated within the proposed relativistic quark model allowing for the nontrivial structure of the QCD vacuum, special attention being given to gauge invariance. Hadrons are treated as bound states of quarks; strong-interaction quark-pion vertices are described by effective interaction Lagrangians generated by instantons. The parameters of the instanton vacuum, such as the effective radius of the instanton and the quark mass, are related to the vacuum expectation values of the quark-gluon operators of the lowest dimension and to low-energy pion observables. © 2000 MAIK Nauka/Interperiodica.

Energy and angular momentum of the gravitational field in the teleparallel geometry

The Hamiltonian formulation of the teleparallel equivalent of general relativity is considered. Definitions of energy, momentum and angular momentum of the gravitational field arise from the integral form of the constraint equations of the theory. In particular, the gravitational energy-momentum is given by the integral of scalar densities over a three-dimensional spacelike hypersurface. The definition for the gravitational energy is investigated in the context of the Kerr black hole. In the evaluation of the energy contained within the external event horizon of the Kerr black hole, we obtain a value strikingly close to the irreducible mass of the latter. The gravitational angular momentum is evaluated for the gravitational field of a thin, slowly rotating mass shell. © 2002 The American Physical Society.

Robust linear mixed models with normal/independent distributions and Bayesian MCMC implementation

Linear mixed effects models have been widely used in analysis of data where responses are clustered around some random effects, so it is not reasonable to assume independence between observations in the same cluster. In most biological applications, it is assumed that the distributions of the random effects and of the residuals are Gaussian. This makes inferences vulnerable to the presence of outliers. Here, linear mixed effects models with normal/independent residual distributions for robust inferences are described. Specific distributions examined include univariate and multivariate versions of the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted and Markov chain Monte Carlo is used to carry out the posterior analysis. The procedures are illustrated using birth weight data on rats in a texicological experiment. Results from the Gaussian and robust models are contrasted, and it is shown how the implementation can be used for outlier detection. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process in linear mixed models, and they are easily implemented using data augmentation and MCMC techniques.