953 resultados para Quasi-Monte Carlo Methods
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In this paper we present a hierarchical Bayesian analysis for a predator-prey model applied to ecology considering the use of Markov Chain Monte Carlo methods. We consider the introduction of a random effect in the model and the presence of a covariate vector. An application to ecology is considered using a data set related to the plankton dynamics of lake Geneva for the year 1990. We also discuss some aspects of discrimination of the proposed models.
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The main goal of this paper is to investigate a cure rate model that comprehends some well-known proposals found in the literature. In our work the number of competing causes of the event of interest follows the negative binomial distribution. The model is conveniently reparametrized through the cured fraction, which is then linked to covariates by means of the logistic link. We explore the use of Markov chain Monte Carlo methods to develop a Bayesian analysis in the proposed model. The procedure is illustrated with a numerical example.
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A time efficient optical model is proposed for GATE simulation of a LYSO scintillation matrix coupled to a photomultiplier. The purpose is to avoid the excessively long computation time when activating the optical processes in GATE. The usefulness of the model is demonstrated by comparing the simulated and experimental energy spectra obtained with the dual planar head equipment for dosimetry with a positron emission tomograph ( DoPET). The procedure to apply the model is divided in two steps. Firstly, a simplified simulation of a single crystal element of DoPET is used to fit an analytic function that models the optical attenuation inside the crystal. In a second step, the model is employed to calculate the influence of this attenuation in the energy registered by the tomograph. The use of the proposed optical model is around three orders of magnitude faster than a GATE simulation with optical processes enabled. A good agreement was found between the experimental and simulated data using the optical model. The results indicate that optical interactions inside the crystal elements play an important role on the energy resolution and induce a considerable degradation of the spectra information acquired by DoPET. Finally, the same approach employed by the proposed optical model could be useful to simulate a scintillation matrix coupled to a photomultiplier using single or dual readout scheme.
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We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.
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Social organization is an important component of the population biology of a species that influences gene flow, the spatial pattern and scale of movements, and the effects of predation or exploitation by humans. An important element of social structure in mammals is group fidelity, which can be quantified through association indices. To describe the social organization of marine tucuxi dolphins (Sotalia guianensis) found in the Cananeia estuary, southeastern Brazil, association indices were applied to photo-identification data to characterize the temporal stability of relationships among members of this population. Eighty-seven days of fieldwork were conducted from May 2000 to July 2003, resulting in direct observations of 374 distinct groups. A total of 138 dolphins were identified on 1-38 distinct field days. Lone dolphins were rarely seen, whereas groups were composed of up to 60 individuals (mean +/- 1 SD = 12.4 +/- 11.4 individuals per group). A total of 29,327 photographs were analyzed, of which 6,312 (21.5%) were considered useful for identifying individuals. Half-weight and simple ratio indices were used to investigate associations among S. guianensis as revealed by the entire data set, data from the core study site, and data from groups composed of <= 10 individuals. Monte Carlo methods indicated that only 3 (9.3%) of 32 association matrices differed significantly from expectations based on random association. Thus, our study suggests that stable associations are not characteristic of S. guianensis in the Cananeia estuary.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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The rural-urban migration phenomenon is analyzed by using an agent-based computational model. Agents are placed on lattices which dimensions varying from d = 2 up to d = 7. The localization of the agents in the lattice defines that their social neighborhood (rural or urban) is not related to their spatial distribution. The effect of the dimension of lattice is studied by analyzing the variation of the main parameters that characterizes the migratory process. The dynamics displays strong effects even for around one million of sites, in higher dimensions (d = 6, 7).
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Proton computerized tomography deals with relatively thick targets like the human head or trunk. In this case precise analytical calculation of the proton final energy is a rather complicated task, thus the Monte Carlo simulation stands out as a solution. We used the GEANT4.8.2 code to calculate the proton final energy spectra after passing a thick Al absorber and compared it with the same conditions of the experimental data. The ICRU49, Ziegler85 and Ziegler2000 models from the low energy extension pack were used. The results were also compared with the SRIM2008 and MCNPX2.4 simulations, and with solutions of the Boltzmann transport equation in the Fokker-Planck approximation. (C) 2009 Elsevier Ltd. All rights reserved.
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The generalized exponential distribution, proposed by Gupta and Kundu (1999), is a good alternative to standard lifetime distributions as exponential, Weibull or gamma. Several authors have considered the problem of Bayesian estimation of the parameters of generalized exponential distribution, assuming independent gamma priors and other informative priors. In this paper, we consider a Bayesian analysis of the generalized exponential distribution by assuming the conventional non-informative prior distributions, as Jeffreys and reference prior, to estimate the parameters. These priors are compared with independent gamma priors for both parameters. The comparison is carried out by examining the frequentist coverage probabilities of Bayesian credible intervals. We shown that maximal data information prior implies in an improper posterior distribution for the parameters of a generalized exponential distribution. It is also shown that the choice of a parameter of interest is very important for the reference prior. The different choices lead to different reference priors in this case. Numerical inference is illustrated for the parameters by considering data set of different sizes and using MCMC (Markov Chain Monte Carlo) methods.
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We analyze the average performance of a general class of learning algorithms for the nondeterministic polynomial time complete problem of rule extraction by a binary perceptron. The examples are generated by a rule implemented by a teacher network of similar architecture. A variational approach is used in trying to identify the potential energy that leads to the largest generalization in the thermodynamic limit. We restrict our search to algorithms that always satisfy the binary constraints. A replica symmetric ansatz leads to a learning algorithm which presents a phase transition in violation of an information theoretical bound. Stability analysis shows that this is due to a failure of the replica symmetric ansatz and the first step of replica symmetry breaking (RSB) is studied. The variational method does not determine a unique potential but it allows construction of a class with a unique minimum within each first order valley. Members of this class improve on the performance of Gibbs algorithm but fail to reach the Bayesian limit in the low generalization phase. They even fail to reach the performance of the best binary, an optimal clipping of the barycenter of version space. We find a trade-off between a good low performance and early onset of perfect generalization. Although the RSB may be locally stable we discuss the possibility that it fails to be the correct saddle point globally. ©2000 The American Physical Society.
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A nonthermal quantum mechanical statistical fragmentation model based on tunneling of particles through potential barriers is studied in compact two- and three-dimensional systems. It is shown that this fragmentation dynamics gives origin to several static and dynamic scaling relations. The critical exponents are found and compared with those obtained in classical statistical models of fragmentation of general interest, in particular with thermal fragmentation involving classical processes over potential barriers. Besides its general theoretical interest, the fragmentation dynamics discussed here is complementary to classical fragmentation dynamics of interest in chemical kinetics and can be useful in the study of a number of other dynamic processes such as nuclear fragmentation. ©2000 The American Physical Society.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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A measurement technique of charm baryons lifetimes from hadro-production data was presented. The measurement verified the lifetime analysis procedure in a sample with higher statistical precision. Other effects studied include mass reflections; effects of the presence of a second charm particle; and mismeasurement of charm decays. Monte carlo simulations were used for the detailed study of systematic effects using the charm data.
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Through the analyses of the Miyazawa-Jernigan matrix it has been shown that the hydrophobic effect generates the dominant driving force for protein folding. By using both lattice and off-lattice models, it is shown that hydrophobic-type potentials are indeed efficient in inducing the chain through nativelike configurations, but they fail to provide sufficient stability so as to keep the chain in the native state. However, through comparative Monte Carlo simulations, it is shown that hydrophobic potentials and steric constraints are two basic ingredients for the folding process. Specifically, it is shown that suitable pairwise steric constraints introduce strong changes on the configurational activity, whose main consequence is a huge increase in the overall stability condition of the native state; detailed analysis of the effects of steric constraints on the heat capacity and configurational activity are provided. The present results support the view that the folding problem of globular proteins can be approached as a process in which the mechanism to reach the native conformation and the requirements for the globule stability are uncoupled.
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We present the results of a search for the flavor-changing neutral current decay Bs 0 → μ+ μ-. using a data set with integrated luminosity of 240 pb-1 of pp̄ collisions at √s = 1.96 TeV collected with the D0 detector in run II of the Fermilab Tevatron collider. We find the upper limit on the branching fraction to be B(Bs 0 → μ+ π-) ≤ 5.0 × 10-7 at the 95% C.L. assuming no contributions from the decay Bd 0 → μ+ μ- in the signal region. This limit is the most stringent upper bound on the branching fraction Bs 0 → μ+ μ- to date. © 2005 The American Physical Society.