900 resultados para BAYESIAN-INFERENCE


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Pós-graduação em Matematica Aplicada e Computacional - FCT

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge regression for multicollinearity problems among the variables in the model. Prior distributions are assumed for the parameters, classifying the model into random or fixed effects. We used a Bayesian approach to estimate the parameters, considering normal and Student t distributions for the error and assumed that the initial values for the lagged dependent variable are not fixed, but generated by a random process. The recursive predictive density criterion was used for model comparisons. Twenty models were tested and the results indicated that multicollinearity does influence the value of the estimated parameters. Controlling for capital intensity, financial constraints are found to be more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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In this paper, we propose a bivariate distribution for the bivariate survival times based on Farlie-Gumbel-Morgenstern copula to model the dependence on a bivariate survival data. The proposed model allows for the presence of censored data and covariates. For inferential purpose a Bayesian approach via Markov Chain Monte Carlo (MCMC) is considered. Further, some discussions on the model selection criteria are given. In order to examine outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. The newly developed procedures are illustrated via a simulation study and a real dataset.

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We consider a fully model-based approach for the analysis of distance sampling data. Distance sampling has been widely used to estimate abundance (or density) of animals or plants in a spatially explicit study area. There is, however, no readily available method of making statistical inference on the relationships between abundance and environmental covariates. Spatial Poisson process likelihoods can be used to simultaneously estimate detection and intensity parameters by modeling distance sampling data as a thinned spatial point process. A model-based spatial approach to distance sampling data has three main benefits: it allows complex and opportunistic transect designs to be employed, it allows estimation of abundance in small subregions, and it provides a framework to assess the effects of habitat or experimental manipulation on density. We demonstrate the model-based methodology with a small simulation study and analysis of the Dubbo weed data set. In addition, a simple ad hoc method for handling overdispersion is also proposed. The simulation study showed that the model-based approach compared favorably to conventional distance sampling methods for abundance estimation. In addition, the overdispersion correction performed adequately when the number of transects was high. Analysis of the Dubbo data set indicated a transect effect on abundance via Akaike’s information criterion model selection. Further goodness-of-fit analysis, however, indicated some potential confounding of intensity with the detection function.

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Background: A current challenge in gene annotation is to define the gene function in the context of the network of relationships instead of using single genes. The inference of gene networks (GNs) has emerged as an approach to better understand the biology of the system and to study how several components of this network interact with each other and keep their functions stable. However, in general there is no sufficient data to accurately recover the GNs from their expression levels leading to the curse of dimensionality, in which the number of variables is higher than samples. One way to mitigate this problem is to integrate biological data instead of using only the expression profiles in the inference process. Nowadays, the use of several biological information in inference methods had a significant increase in order to better recover the connections between genes and reduce the false positives. What makes this strategy so interesting is the possibility of confirming the known connections through the included biological data, and the possibility of discovering new relationships between genes when observed the expression data. Although several works in data integration have increased the performance of the network inference methods, the real contribution of adding each type of biological information in the obtained improvement is not clear. Methods: We propose a methodology to include biological information into an inference algorithm in order to assess its prediction gain by using biological information and expression profile together. We also evaluated and compared the gain of adding four types of biological information: (a) protein-protein interaction, (b) Rosetta stone fusion proteins, (c) KEGG and (d) KEGG+GO. Results and conclusions: This work presents a first comparison of the gain in the use of prior biological information in the inference of GNs by considering the eukaryote (P. falciparum) organism. Our results indicates that information based on direct interaction can produce a higher improvement in the gain than data about a less specific relationship as GO or KEGG. Also, as expected, the results show that the use of biological information is a very important approach for the improvement of the inference. We also compared the gain in the inference of the global network and only the hubs. The results indicates that the use of biological information can improve the identification of the most connected proteins.

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The purpose of this paper is to develop a Bayesian analysis for the right-censored survival data when immune or cured individuals may be present in the population from which the data is taken. In our approach the number of competing causes of the event of interest follows the Conway-Maxwell-Poisson distribution which generalizes the Poisson distribution. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the proposed model. Also, some discussions on the model selection and an illustration with a real data set are considered.

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We present an analysis of observations made with the Arcminute Microkelvin Imager (AMI) and the CanadaFranceHawaii Telescope (CFHT) of six galaxy clusters in a redshift range of 0.160.41. The cluster gas is modelled using the SunyaevZeldovich (SZ) data provided by AMI, while the total mass is modelled using the lensing data from the CFHT. In this paper, we (i) find very good agreement between SZ measurements (assuming large-scale virialization and a gas-fraction prior) and lensing measurements of the total cluster masses out to r200; (ii) perform the first multiple-component weak-lensing analysis of A115; (iii) confirm the unusual separation between the gas and mass components in A1914 and (iv) jointly analyse the SZ and lensing data for the relaxed cluster A611, confirming our use of a simulation-derived masstemperature relation for parametrizing measurements of the SZ effect.

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Background: Arboviral diseases are major global public health threats. Yet, our understanding of infection risk factors is, with a few exceptions, considerably limited. A crucial shortcoming is the widespread use of analytical methods generally not suited for observational data - particularly null hypothesis-testing (NHT) and step-wise regression (SWR). Using Mayaro virus (MAYV) as a case study, here we compare information theory-based multimodel inference (MMI) with conventional analyses for arboviral infection risk factor assessment. Methodology/Principal Findings: A cross-sectional survey of anti-MAYV antibodies revealed 44% prevalence (n = 270 subjects) in a central Amazon rural settlement. NHT suggested that residents of village-like household clusters and those using closed toilet/latrines were at higher risk, while living in non-village-like areas, using bednets, and owning fowl, pigs or dogs were protective. The "minimum adequate" SWR model retained only residence area and bednet use. Using MMI, we identified relevant covariates, quantified their relative importance, and estimated effect-sizes (beta +/- SE) on which to base inference. Residence area (beta(Village) = 2.93 +/- 0.41; beta(Upland) = -0.56 +/- 0.33, beta(Riverbanks) = -2.37 +/- 0.55) and bednet use (beta = -0.95 +/- 0.28) were the most important factors, followed by crop-plot ownership (beta = 0.39 +/- 0.22) and regular use of a closed toilet/latrine (beta = 0.19 +/- 0.13); domestic animals had insignificant protective effects and were relatively unimportant. The SWR model ranked fifth among the 128 models in the final MMI set. Conclusions/Significance: Our analyses illustrate how MMI can enhance inference on infection risk factors when compared with NHT or SWR. MMI indicates that forest crop-plot workers are likely exposed to typical MAYV cycles maintained by diurnal, forest dwelling vectors; however, MAYV might also be circulating in nocturnal, domestic-peridomestic cycles in village-like areas. This suggests either a vector shift (synanthropic mosquitoes vectoring MAYV) or a habitat/habits shift (classical MAYV vectors adapting to densely populated landscapes and nocturnal biting); any such ecological/adaptive novelty could increase the likelihood of MAYV emergence in Amazonia.

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The HIV-1 subtype C has spread efficiently in the southern states of Brazil (Rio Grande do Sul, Santa Catarina and Parana). Phylogeographic studies indicate that the subtype C epidemic in southern Brazil was initiated by the introduction of a single founder virus population at some time point between 1960 and 1980, but little is known about the spatial dynamics of viral spread. A total of 135 Brazilian HIV-1 subtype C pol sequences collected from 1992 to 2009 at the three southern state capitals (Porto Alegre, Florianopolis and Curitiba) were analyzed. Maximum-likelihood and Bayesian methods were used to explore the degree of phylogenetic mixing of subtype C sequences from different cities and to reconstruct the geographical pattern of viral spread in this country region. Phylogeographic analyses supported the monophyletic origin of the HIV-1 subtype C clade circulating in southern Brazil and placed the root of that clade in Curitiba (Parana state). This analysis further suggested that Florianopolis (Santa Catarina state) is an important staging post in the subtype C dissemination displaying high viral migration rates from and to the other cities, while viral flux between Curitiba and Porto Alegre (Rio Grande do Sul state) is very low. We found a positive correlation (r(2) = 0.64) between routine travel and viral migration rates among localities. Despite the intense viral movement, phylogenetic intermixing of subtype C sequences from different Brazilian cities is lower than expected by chance. Notably, a high proportion (67%) of subtype C sequences from Porto Alegre branched within a single local monophyletic sub-cluster. These results suggest that the HIV-1 subtype C epidemic in southern Brazil has been shaped by both frequent viral migration among states and in situ dissemination of local clades.

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Introduction: The purpose of this ecological study was to evaluate the urban spatial and temporal distribution of tuberculosis (TB) in Ribeirao Preto, State of Sao Paulo, southeast Brazil, between 2006 and 2009 and to evaluate its relationship with factors of social vulnerability such as income and education level. Methods: We evaluated data from TBWeb, an electronic notification system for TB cases. Measures of social vulnerability were obtained from the SEADE Foundation, and information about the number of inhabitants, education and income of the households were obtained from Brazilian Institute of Geography and Statistics. Statistical analyses were conducted by a Bayesian regression model assuming a Poisson distribution for the observed new cases of TB in each area. A conditional autoregressive structure was used for the spatial covariance structure. Results: The Bayesian model confirmed the spatial heterogeneity of TB distribution in Ribeirao Preto, identifying areas with elevated risk and the effects of social vulnerability on the disease. We demonstrated that the rate of TB was correlated with the measures of income, education and social vulnerability. However, we observed areas with low vulnerability and high education and income, but with high estimated TB rates. Conclusions: The study identified areas with different risks for TB, given that the public health system deals with the characteristics of each region individually and prioritizes those that present a higher propensity to risk of TB. Complex relationships may exist between TB incidence and a wide range of environmental and intrinsic factors, which need to be studied in future research.

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The Neotropical tribe Trimezieae are taxonomically difficult. They are generally characterized by the absence of the features used to delimit their sister group Tigridieae. Delimiting the four genera that make up Trimezieae is also problematic. Previous family-level phylogenetic analyses have not examined the monophyly of the tribe or relationships within it. Reconstructing the phylogeny of Trimezieae will allow us to evaluate the status of the tribe and genera and to examine the suitability of characters traditionally used in their taxonomy. Maximum parsimony and Bayesian phylogenetic analyses are presented for 37 species representing all four genera of Trimezieae. Analyses were based on nrITS sequences and a combined plastid dataset. Ancestral character state reconstructions were used to investigate the evolution of ten morphological characters previously considered taxonomically useful. Analyses of nrITS and plastid datasets strongly support the monophyly of Trimezieae and recover four principal clades with varying levels of support; these clades do not correspond to the currently recognized genera. Relationships within the four clades are not consistently resolved, although the conflicting resolutions are not strongly supported in individual analyses. Ancestral character state reconstructions suggest considerable homoplasy, especially in the floral characters used to delimit Pseudotrimezia. The results strongly support recognition of Trimezieae as a tribe but suggest that both generic- and species-level taxonomy need revision. Further molecular analyses, with increased sampling of taxa and markers, are needed to support any revision. Such analyses will help determine the causes of discordance between the plastid and nuclear data and provide a framework for identifying potential morphological synapomorphies for infra-tribal groups. The results also suggest Trimezieae provide a promising model for evolutionary research.