Spectral solution for the air stripping pollutants removal dynamic model with non linear steady state conditions

This work deals with the numerical simulation of air stripping process for the pre-treatment of groundwater used in human consumption. The model established in steady state presents an exponential solution that is used, together with the Tau Method, to get a spectral approach of the solution of the system of partial differential equations associated to the model in transient state.

Hierarchical modelling of timber reference properties using probabilistic methods: Maximum Likelihood Method, Bayesian Methods and Probability Networks

In recent decades, an increased interest has been evidenced in the research on multi-scale hierarchical modelling in the field of mechanics, and also in the field of wood products and timber engineering. One of the main motivations for hierar-chical modelling is to understand how properties, composition and structure at lower scale levels may influence and be used to predict the material properties on a macroscopic and structural engineering scale. This chapter presents the applicability of statistic and probabilistic methods, such as the Maximum Likelihood method and Bayesian methods, in the representation of timber’s mechanical properties and its inference accounting to prior information obtained in different importance scales. These methods allow to analyse distinct timber’s reference properties, such as density, bending stiffness and strength, and hierarchically consider information obtained through different non, semi or destructive tests. The basis and fundaments of the methods are described and also recommendations and limitations are discussed. The methods may be used in several contexts, however require an expert’s knowledge to assess the correct statistic fitting and define the correlation arrangement between properties.

Predicting trabecular bone microdamage initiation and accumulation using a non-linear perfect damage model

Studies evaluating the mechanical behavior of the trabecular microstructure play an important role in our understanding of pathologies such as osteoporosis, and in increasing our understanding of bone fracture and bone adaptation. Understanding of such behavior in bone is important for predicting and providing early treatment of fractures. The objective of this study is to present a numerical model for studying the initiation and accumulation of trabecular bone microdamage in both the pre- and post-yield regions. A sub-region of human vertebral trabecular bone was analyzed using a uniformly loaded anatomically accurate microstructural three-dimensional finite element model. The evolution of trabecular bone microdamage was governed using a non-linear, modulus reduction, perfect damage approach derived from a generalized plasticity stress-strain law. The model introduced in this paper establishes a history of microdamage evolution in both the pre- and post-yield regions

Bayesian Inference in the Time Varying Cointegration Model

There are both theoretical and empirical reasons for believing that the parameters of macroeconomic models may vary over time. However, work with time-varying parameter models has largely involved Vector autoregressions (VARs), ignoring cointegration. This is despite the fact that cointegration plays an important role in informing macroeconomists on a range of issues. In this paper we develop time varying parameter models which permit cointegration. Time-varying parameter VARs (TVP-VARs) typically use state space representations to model the evolution of parameters. In this paper, we show that it is not sensible to use straightforward extensions of TVP-VARs when allowing for cointegration. Instead we develop a specification which allows for the cointegrating space to evolve over time in a manner comparable to the random walk variation used with TVP-VARs. The properties of our approach are investigated before developing a method of posterior simulation. We use our methods in an empirical investigation involving a permanent/transitory variance decomposition for inflation.

Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach

This paper uses an infinite hidden Markov model (IIHMM) to analyze U.S. inflation dynamics with a particular focus on the persistence of inflation. The IHMM is a Bayesian nonparametric approach to modeling structural breaks. It allows for an unknown number of breakpoints and is a flexible and attractive alternative to existing methods. We found a clear structural break during the recent financial crisis. Prior to that, inflation persistence was high and fairly constant.

Bayesian Model Averaging in the Instrumental Variable Regression Model

This paper considers the instrumental variable regression model when there is uncertainty about the set of instruments, exogeneity restrictions, the validity of identifying restrictions and the set of exogenous regressors. This uncertainty can result in a huge number of models. To avoid statistical problems associated with standard model selection procedures, we develop a reversible jump Markov chain Monte Carlo algorithm that allows us to do Bayesian model averaging. The algorithm is very exible and can be easily adapted to analyze any of the di¤erent priors that have been proposed in the Bayesian instrumental variables literature. We show how to calculate the probability of any relevant restriction (e.g. the posterior probability that over-identifying restrictions hold) and discuss diagnostic checking using the posterior distribution of discrepancy vectors. We illustrate our methods in a returns-to-schooling application.

Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty

This paper extends the Nelson-Siegel linear factor model by developing a flexible macro-finance framework for modeling and forecasting the term structure of US interest rates. Our approach is robust to parameter uncertainty and structural change, as we consider instabilities in parameters and volatilities, and our model averaging method allows for investors' model uncertainty over time. Our time-varying parameter Nelson-Siegel Dynamic Model Averaging (NS-DMA) predicts yields better than standard benchmarks and successfully captures plausible time-varying term premia in real time. The proposed model has significant in-sample and out-of-sample predictability for excess bond returns, and the predictability is of economic value.

Multiple-scale hydrological and geophysical data integration through non-linear Bayesian sequential simulation

Significant progress has been made with regard to the quantitative integration of geophysical and hydrological data at the local scale. However, extending the corresponding approaches to the scale of a field site represents a major, and as-of-yet largely unresolved, challenge. To address this problem, we have developed downscaling procedure based on a non-linear Bayesian sequential simulation approach. The main objective of this algorithm is to estimate the value of the sparsely sampled hydraulic conductivity at non-sampled locations based on its relation to the electrical conductivity logged at collocated wells and surface resistivity measurements, which are available throughout the studied site. The in situ relationship between the hydraulic and electrical conductivities is described through a non-parametric multivariatekernel density function. Then a stochastic integration of low-resolution, large-scale electrical resistivity tomography (ERT) data in combination with high-resolution, local-scale downhole measurements of the hydraulic and electrical conductivities is applied. The overall viability of this downscaling approach is tested and validated by comparing flow and transport simulation through the original and the upscaled hydraulic conductivity fields. Our results indicate that the proposed procedure allows obtaining remarkably faithful estimates of the regional-scale hydraulic conductivity structure and correspondingly reliable predictions of the transport characteristics over relatively long distances.

Therapeutic drug monitoring of imatinib: Bayesian and alternative methods to predict trough levels

Background: The imatinib trough plasma concentration (C(min)) correlates with clinical response in cancer patients. Therapeutic drug monitoring (TDM) of plasma C(min) is therefore suggested. In practice, however, blood sampling for TDM is often not performed at trough. The corresponding measurement is thus only remotely informative about C(min) exposure. Objectives: The objectives of this study were to improve the interpretation of randomly measured concentrations by using a Bayesian approach for the prediction of C(min), incorporating correlation between pharmacokinetic parameters, and to compare the predictive performance of this method with alternative approaches, by comparing predictions with actual measured trough levels, and with predictions obtained by a reference method, respectively. Methods: A Bayesian maximum a posteriori (MAP) estimation method accounting for correlation (MAP-ρ) between pharmacokinetic parameters was developed on the basis of a population pharmacokinetic model, which was validated on external data. Thirty-one paired random and trough levels, observed in gastrointestinal stromal tumour patients, were then used for the evaluation of the Bayesian MAP-ρ method: individual C(min) predictions, derived from single random observations, were compared with actual measured trough levels for assessment of predictive performance (accuracy and precision). The method was also compared with alternative approaches: classical Bayesian MAP estimation assuming uncorrelated pharmacokinetic parameters, linear extrapolation along the typical elimination constant of imatinib, and non-linear mixed-effects modelling (NONMEM) first-order conditional estimation (FOCE) with interaction. Predictions of all methods were finally compared with 'best-possible' predictions obtained by a reference method (NONMEM FOCE, using both random and trough observations for individual C(min) prediction). Results: The developed Bayesian MAP-ρ method accounting for correlation between pharmacokinetic parameters allowed non-biased prediction of imatinib C(min) with a precision of ±30.7%. This predictive performance was similar for the alternative methods that were applied. The range of relative prediction errors was, however, smallest for the Bayesian MAP-ρ method and largest for the linear extrapolation method. When compared with the reference method, predictive performance was comparable for all methods. The time interval between random and trough sampling did not influence the precision of Bayesian MAP-ρ predictions. Conclusion: Clinical interpretation of randomly measured imatinib plasma concentrations can be assisted by Bayesian TDM. Classical Bayesian MAP estimation can be applied even without consideration of the correlation between pharmacokinetic parameters. Individual C(min) predictions are expected to vary less through Bayesian TDM than linear extrapolation. Bayesian TDM could be developed in the future for other targeted anticancer drugs and for the prediction of other pharmacokinetic parameters that have been correlated with clinical outcomes.

Evaluation of a linear spectral mixture model and vegetation indices (NDVI and EVI) in a study of schistosomiasis mansoni and Biomphalaria glabrata distribution in the state of Minas Gerais, Brazil

This paper analyses the associations between Normalized Difference Vegetation Index (NDVI) and Enhanced Vegetation Index (EVI) on the prevalence of schistosomiasis and the presence of Biomphalaria glabrata in the state of Minas Gerais (MG), Brazil. Additionally, vegetation, soil and shade fraction images were created using a Linear Spectral Mixture Model (LSMM) from the blue, red and infrared channels of the Moderate Resolution Imaging Spectroradiometer spaceborne sensor and the relationship between these images and the prevalence of schistosomiasis and the presence of B. glabrata was analysed. First, we found a high correlation between the vegetation fraction image and EVI and second, a high correlation between soil fraction image and NDVI. The results also indicate that there was a positive correlation between prevalence and the vegetation fraction image (July 2002), a negative correlation between prevalence and the soil fraction image (July 2002) and a positive correlation between B. glabrata and the shade fraction image (July 2002). This paper demonstrates that the LSMM variables can be used as a substitute for the standard vegetation indices (EVI and NDVI) to determine and delimit risk areas for B. glabrata and schistosomiasis in MG, which can be used to improve the allocation of resources for disease control.

Bayesian nash equilibrium in ''linear'' cournot models with private information about costs

Calculating explicit closed form solutions of Cournot models where firms have private information about their costs is, in general, very cumbersome. Most authors consider therefore linear demands and constant marginal costs. However, within this framework, the nonnegativity constraint on prices (and quantities) has been ignored or not properly dealt with and the correct calculation of all Bayesian Nash equilibria is more complicated than expected. Moreover, multiple symmetric and interior Bayesianf equilibria may exist for an open set of parameters. The reason for this is that linear demand is not really linear, since there is a kink at zero price: the general ''linear'' inverse demand function is P (Q) = max{a - bQ, 0} rather than P (Q) = a - bQ.

A hierarchical approach to model parameter optimization for developmental systems.

In the context of Systems Biology, computer simulations of gene regulatory networks provide a powerful tool to validate hypotheses and to explore possible system behaviors. Nevertheless, modeling a system poses some challenges of its own: especially the step of model calibration is often difficult due to insufficient data. For example when considering developmental systems, mostly qualitative data describing the developmental trajectory is available while common calibration techniques rely on high-resolution quantitative data. Focusing on the calibration of differential equation models for developmental systems, this study investigates different approaches to utilize the available data to overcome these difficulties. More specifically, the fact that developmental processes are hierarchically organized is exploited to increase convergence rates of the calibration process as well as to save computation time. Using a gene regulatory network model for stem cell homeostasis in Arabidopsis thaliana the performance of the different investigated approaches is evaluated, documenting considerable gains provided by the proposed hierarchical approach.

Determinants of linear judgment: A meta-analysis of lens model studies

The mathematical representation of Brunswik s lens model has been usedextensively to study human judgment and provides a unique opportunity to conduct ameta-analysis of studies that covers roughly five decades. Specifically, we analyzestatistics of the lens model equation (Tucker, 1964) associated with 259 different taskenvironments obtained from 78 papers. In short, we find on average fairly high levelsof judgmental achievement and note that people can achieve similar levels of cognitiveperformance in both noisy and predictable environments. Although overall performancevaries little between laboratory and field studies, both differ in terms of components ofperformance and types of environments (numbers of cues and redundancy). An analysisof learning studies reveals that the most effective form of feedback is information aboutthe task. We also analyze empirically when bootstrapping is more likely to occur. Weconclude by indicating shortcomings of the kinds of studies conducted to date, limitationsin the lens model methodology, and possibilities for future research.