Sequential Monte Carlo computation of the score and observed information matrix in state-space models with application to parameter estimation

Sequential Monte Carlo (SMC) methods are popular computational tools for Bayesian inference in non-linear non-Gaussian state-space models. For this class of models, we propose SMC algorithms to compute the score vector and observed information matrix recursively in time. We propose two different SMC implementations, one with computational complexity $\mathcal{O}(N)$ and the other with complexity $\mathcal{O}(N^{2})$ where $N$ is the number of importance sampling draws. Although cheaper, the performance of the $\mathcal{O}(N)$ method degrades quickly in time as it inherently relies on the SMC approximation of a sequence of probability distributions whose dimension is increasing linearly with time. In particular, even under strong \textit{mixing} assumptions, the variance of the estimates computed with the $\mathcal{O}(N)$ method increases at least quadratically in time. The $\mathcal{O}(N^{2})$ is a non-standard SMC implementation that does not suffer from this rapid degrade. We then show how both methods can be used to perform batch and recursive parameter estimation.

Legislação sobre patrimônio cultural

Reúne o conjunto de normas existentes sobre patrimônio cultural no plano da legislação infraconstitucional. Traz as normas legais que se referem à preservação do patrimônio cultural, desde o primeiro ato normativo que criou a figura jurídica do tombamento, passando pela instituição do registro como instrumento tutelar do patrimônio imaterial, até as convenções mundiais estabelecidas pela Unesco, das quais o Brasil é signatário, que foram incorporadas ao ordenamento jurídico brasileiro, através de decretos legislativos.

The annular crack in a nonhomogeneous matrix surrounding a fiber under torsional loading .2. The crack going through the bimaterial interface into the fiber

The axisymmetric problem of an elastic fiber perfectly bonded to a nonhomogeneous elastic matrix which contains an annular crack going through the interface into the fiber under axially symmetric shear stress is considered. The nature of the stress singularity is studied. It is shown that at the irregular point on the interface, whether the shear modulus is continuous or discontinuous the stresses are bounded. The problem is formulated in terms of a singular integral equation and can be solved by a regular method. The stress intensity factors and crack surface displacement are given.

Influence of secondary void damage in the matrix material around voids

The mechanism of ductile damage caused by secondary void damage in the matrix around primary voids is studied by large strain, finite element analysis. A cylinder embedding an initially spherical void, a plane stress cell with a circular void and plane strain cell with a cylindrical or a flat void are analysed under different loading conditions. Secondary voids of smaller scale size nucleate in the strain hardening matrix, according to the requirements of some stress/strain criteria. Their growth and coalescence, handled by the empty element technique, demonstrate distinct mechanisms of damage as circumstances change. The macroscopic stress-strain curves are decomposed and illustrated in the form of the deviatoric and the volumetric parts. Concerning the stress response and the void growth prediction, comparisons are made between the present numerical results and those of previous authors. It is shown that loading condition, void growth history and void shape effect incorporated with the interaction between two generations of voids should be accounted for besides the void volume fraction.

The effect of strain softening in the matrix material during void growth

Furthermore, the compressed flow driven by the piston is discussed. The consistent solution of gasdynamical equations including solar gravity is obtained for the unsteady and two-dimensional configuration, which is applied to the region between the piston and shock wave. This solution may satisfy the jump conditions of shock wave, which separates the region of compressed flow and quiet corona.

Demand for Cultural Heritage

Prepared for the Handbook of the Economics of Cultural Heritage. Forthcoming in Edgard Elgar Publisher. Anna Mignosa and Ilde Rizzo (editors)