972 resultados para MONTE-CARLO METHODS


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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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In this paper distinct prior distributions are derived in a Bayesian inference of the two-parameters Gamma distribution. Noniformative priors, such as Jeffreys, reference, MDIP, Tibshirani and an innovative prior based on the copula approach are investigated. We show that the maximal data information prior provides in an improper posterior density and that the different choices of the parameter of interest lead to different reference priors in this case. Based on the simulated data sets, the Bayesian estimates and credible intervals for the unknown parameters are computed and the performance of the prior distributions are evaluated. The Bayesian analysis is conducted using the Markov Chain Monte Carlo (MCMC) methods to generate samples from the posterior distributions under the above priors.

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Due the differences between interaction physics process with matter for protons and photons, the proton beam tomography (pCT) has some vantages to comparison with conventional tomography. Also it is confirmed that usually pCT has better dose distribution and highest contrast resolution. The pCT allow not only view the internal structure of an object without destroying it, but also directly measure of volume density of electrons. Also it is confirmed that usually pCT has better dose distribution and highest contrast resolution. At the same time, there are many scientific and technical aspects to a detailed study: the capacity and limitations of the pCT methods are not well clarified. Through computations, based on Monte Carlo Method was carried out a detailed study of the contribution of non-elastic nuclear spreading, and together was compared with an analytical model for the deflection angle and the lateral deflection of protons in the target volume. The programs used were SRIM 2006 code and MCNPX v.2.50 code

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The goal of this work is to study the process of interaction of protons with matter through Monte Carlo simulation. For this purpose, it was employed the SRIM program (Stopping and Range of Ions in Matter ) and MCNPX (Monte Carlo N-Particle eXtended) v2.50. This work is going to support the development of a tomography system with protons. It was studied the interaction of proton with the follow materials: Polimethyl Mehacralate (PMMA), MS20 Tissue Substitute and water. This work employed energies in range of 50 MeV and 250 MeV, that is the range of clinical interest. The energy loss of proton after cross a material layer, the decreasing of its intensity, the angular and lateral de ection of incident beam, including and excluding nuclear interactions. This work is related with Medical Physics and Material Physics, like interaction of radiation with matter, particle transport phenomena, and the experimental methods in Nuclear Physics like simulation and computational by Monte Carlo method

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The sources of betatherapy for clinical use in Brazil are, the vast majority of strontium-90, radioactive element that is not produced in the country, and therefore requires importation of international laboratories accredited by the International Atomic Energy Agency (IAEA).The use of these resources is always limited the crediting of characteristic values supplied by the manufacturer tables that provide the nominal value of activity and dose distribution to determine the irradiation time of the injury. The Institute of Nuclear Energy Research (IPEN / CNEN-SP) has recently researching the emission profile of these types of radiation sources, and some jobs are being developed with ionization chambers extrapolation for the purpose of standardizing a systematic calibration sources betatherapy. Other studies using parallel measures dosimeters (TLD's) and simulations with the Monte Carlo method. Radiological films have also been used in studies of applicators dosimetric analysis of strontium-90. This paper seeks to analyze the different methods for calibration of applicators betatherapy, already consolidated in studies by examining the advantages and disadvantages of each procedure

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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We introduce a new kind of likelihood function based on the sequence of moments of the data distribution. Both binned and unbinned data samples are discussed, and the multivariate case is also derived. Building on this approach we lay out the formalism of shape analysis for signal searches. In addition to moment-based likelihoods, standard likelihoods and approximate statistical tests are provided. Enough material is included to make the paper self-contained from the perspective of shape analysis. We argue that the moment-based likelihoods can advantageously replace unbinned standard likelihoods for the search of nonlocal signals, by avoiding the step of fitting Monte Carlo generated distributions. This benefit increases with the number of variables simultaneously analyzed. The moment-based signal search is exemplified and tested in various 1D toy models mimicking typical high-energy signal-background configurations. Moment-based techniques should be particularly appropriate for the searches for effective operators at the LHC.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Monte Carlo simulation methods were used in order to study the conformational properties of partially ionized polyelectrolyte chains with Debye-Hückel screening in 1:1 electrolyte solution at room temperature. Configurational properties such as the distributions of probability for the square end to end distances, for the square radii of gyration and for the angles between polyion bonds were investigated as a function of the chain ionization and the salt concentration. © 1993.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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A demographic model is developed based on interbirth intervals and is applied to estimate the population growth rate of humpback whales (Megaptera novaeangliae) in the Gulf of Maine. Fecundity rates in this model are based on the probabilities of giving birth at time t after a previous birth and on the probabilities of giving birth first at age x. Maximum likelihood methods are used to estimate these probabilities using sighting data collected for individually identified whales. Female survival rates are estimated from these same sighting data using a modified Jolly–Seber method. The youngest age at first parturition is 5 yr, the estimated mean birth interval is 2.38 yr (SE = 0.10 yr), the estimated noncalf survival rate is 0.960 (SE = 0.008), and the estimated calf survival rate is 0.875 (SE = 0.047). The population growth rate (l) is estimated to be 1.065; its standard error is estimated as 0.012 using a Monte Carlo approach, which simulated sampling from a hypothetical population of whales. The simulation is also used to investigate the bias in estimating birth intervals by previous methods. The approach developed here is applicable to studies of other populations for which individual interbirth intervals can be measured.

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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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In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

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The log-Burr XII regression model for grouped survival data is evaluated in the presence of many ties. The methodology for grouped survival data is based on life tables, where the times are grouped in k intervals, and we fit discrete lifetime regression models to the data. The model parameters are estimated by maximum likelihood and jackknife methods. To detect influential observations in the proposed model, diagnostic measures based on case deletion, so-called global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to these measures, the total local influence and influential estimates are also used. We conduct Monte Carlo simulation studies to assess the finite sample behavior of the maximum likelihood estimators of the proposed model for grouped survival. A real data set is analyzed using a regression model for grouped data.