919 resultados para GRAPHICAL LASSO


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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Incluye Bibliografía

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Pós-graduação em Matemática - IBILCE

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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The multivariate t models are symmetric and with heavier tail than the normal distribution, important feature in financial data. In this theses is presented the Bayesian estimation of a dynamic factor model, where the factors follow a multivariate autoregressive model, using multivariate t distribution. Since the multivariate t distribution is complex, it was represented in this work as a mix between a multivariate normal distribution and a square root of a chi-square distribution. This method allowed to define the posteriors. The inference on the parameters was made taking a sample of the posterior distribution, through the Gibbs Sampler. The convergence was verified through graphical analysis and the convergence tests Geweke (1992) and Raftery & Lewis (1992a). The method was applied in simulated data and in the indexes of the major stock exchanges in the world.

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Biplot graphics are widely employed in the study of the genotypeenvironment interactions, but they are only a graphical tool without a statistical hypothesis test. The singular values and scores (singular vectors) used in biplots correspond to specific estimates of its parameters, and the use of uncertainty measures may lead to different conclusions from those provided by a simple visual evaluation. The aim of this work is to estimate the genotype-environment interactions, using AMMI analysis, through Bayesian approach. Therefore the credibility intervals can be used for decision-making in different situations of analyses. It allows to verify the consistency of the selection and recommendation of cultivars. Two analyses were performed. The first analysis looked into 10 regular commercial hybrids and all possible 45 hybrids obtained from them. They were assessed in 15 locations. The second analysis evaluated 28 hybrids in 35 different environments, with imbalance data. The ellipses were grouped according to the standard of interaction in the biplot. The AMMI analysis with a Bayesian approach proved to be a complete analysis of stability and adaptability, which provides important information that may help the breeder in their decisions. The regions of credibility, built in the biplots, allow to perform an accurate selection and a precise genotype recommendation, with a level of credibility. Genotypes and environments can be grouped according to the existing interaction pattern, which makes possible to formulate specific recommendations. Moreover the environments can be evaluated, in order to find out which ones contribute similarly to the interaction and those to be discarted. The method makes possible to deal with imbalanced data in a natural way, showing efficiency for multienvironment trials. The prediction takes into account instability and the interaction standard of the observed data, in order to establish a direct comparison between genotypes of both 1st and 2nd seasons.

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The aim of the study was to develop a system of growth and yield models for thinned stands of Eucalyptus spp.; and to assess the behavior of the growth in scenarios with 10% decrease or increase in rainfall. The probability distribution functions Weibull 2 and 3 parameters and Johnson SB for different methods were fitted. Correlation between the fitted parameters with age was evaluated. Dominant height growth behavior was evaluated to check if thinned stand changes its growth when compared to a non-thinned stands. The stand variables dominant height and basal area were projected and simultaneously predicted and projected, respectively. Individual tree equations were fitted, which were fitted as functions of stand level variables in order to decrease the error propagation. R software was used to fit all the proposed models and consequently all the fitted models were evaluated by their parameters significance (F-test) and graphs of predicted values in relation to the observed values around the 1:1 line. Thus, the prognosis system was made by two ways, first one using the full data set, and for the second one the dataset was restricted at age 7.5. Increase and decrease in 20% of rainfall were assessed by updating the site index function. Method of moments was the most precise to describe the diameter distribution for every age in eucalyptus stands for Johnson SB and Weibull 2 parameters pdfs. When observed for each pdf the correlation for their fitted parameters with age, we noticed that shape parameters for a thinned stand were no longer correlated with age, differently of non-thinned stands. Thus, thinning effect was accounted in the basal area prediction and projection modeling. This result emphasized the necessity of applying the Parameter Recovery method in order to assess differences and capture the right pattern for thinned and non-thinned stands in the future. Dominant height was not influenced by thinning intensity. Therefore the fitted Chapman-Richards model did not account for a stand being thinned or not. All the fitted equations behaved with good precision, no matter using full or precocious dataset. The prognosis system using full and/or precocious date set was evaluated for when using Parameter Recovery method for Sb and Weibull pdfs, and by then, graphical analysis and precision statistics showed appropriated results. Finally, the increase or decrease in rainfall regime were observed for eucalyptus stand yields and we may notice how important is to observe this effect, since the growth pattern is strictly affected by water.