975 resultados para markov chains monte carlo methods


Relevância:

100.00% 100.00%

Publicador:

Resumo:

I shall discuss the quantum and classical dynamics of a class of nonlinear Hamiltonian systems. The discussion will be restricted to systems with one degree of freedom. Such systems cannot exhibit chaos, unless the Hamiltonians are time dependent. Thus we shall consider systems with a potential function that has a higher than quadratic dependence on the position and, furthermore, we shall allow the potential function to be a periodic function of time. This is the simplest class of Hamiltonian system that can exhibit chaotic dynamics. I shall show how such systems can be realized in atom optics, where very cord atoms interact with optical dipole potentials of a far-off resonance laser. Such systems are ideal for quantum chaos studies as (i) the energy of the atom is small and action scales are of the order of Planck's constant, (ii) the systems are almost perfectly isolated from the decohering effects of the environment and (iii) optical methods enable exquisite time dependent control of the mechanical potentials seen by the atoms.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We present a method of estimating HIV incidence rates in epidemic situations from data on age-specific prevalence and changes in the overall prevalence over time. The method is applied to women attending antenatal clinics in Hlabisa, a rural district of KwaZulu/Natal, South Africa, where transmission of HIV is overwhelmingly through heterosexual contact. A model which gives age-specific prevalence rates in the presence of a progressing epidemic is fitted to prevalence data for 1998 using maximum likelihood methods and used to derive the age-specific incidence. Error estimates are obtained using a Monte Carlo procedure. Although the method is quite general some simplifying assumptions are made concerning the form of the risk function and sensitivity analyses are performed to explore the importance of these assumptions. The analysis shows that in 1998 the annual incidence of infection per susceptible woman increased from 5.4 per cent (3.3-8.5 per cent; here and elsewhere ranges give 95 per cent confidence limits) at age 15 years to 24.5 per cent (20.6-29.1 per cent) at age 22 years and declined to 1.3 per cent (0.5-2.9 per cent) at age 50 years; standardized to a uniform age distribution, the overall incidence per susceptible woman aged 15 to 59 was 11.4 per cent (10.0-13.1 per cent); per women in the population it was 8.4 per cent (7.3-9.5 per cent). Standardized to the age distribution of the female population the average incidence per woman was 9.6 per cent (8.4-11.0 per cent); standardized to the age distribution of women attending antenatal clinics, it was 11.3 per cent (9.8-13.3 per cent). The estimated incidence depends on the values used for the epidemic growth rate and the AIDS related mortality. To ensure that, for this population, errors in these two parameters change the age specific estimates of the annual incidence by less than the standard deviation of the estimates of the age specific incidence, the AIDS related mortality should be known to within +/-50 per cent and the epidemic growth rate to within +/-25 per cent, both of which conditions are met. In the absence of cohort studies to measure the incidence of HIV infection directly, useful estimates of the age-specific incidence can be obtained from cross-sectional, age-specific prevalence data and repeat cross-sectional data on the overall prevalence of HIV infection. Several assumptions were made because of the lack of data but sensitivity analyses show that they are unlikely to affect the overall estimates significantly. These estimates are important in assessing the magnitude of the public health problem, for designing vaccine trials and for evaluating the impact of interventions. Copyright (C) 2001 John Wiley & Sons, Ltd.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This paper analyzes the geography of regional competitiveness in manufacturing in Brazil. The authors estimate stochastic frontiers to calculate regional efficiency of representative firms in 137 regions in the period 2000-2006, in four sectors defined by technological intensity. The efficiency results are analyzed using Markov Spatial Transition Matrices to provide insights into the transition of regions between efficiency levels, considering their local spatial context. The results indicate that geography plays an important role in manufacturing competitiveness. In particular, regions with more competitive neighbors are more likely to improve their relative efficiency (pull effect) over time, and regions with less competitive neighbors are more likely to lose relative efficiency (drag effect). The authors find that the pull effect is stronger than the drag effect.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This article deals with the efficiency of fractional integration parameter estimators. This study was based on Monte Carlo experiments involving simulated stochastic processes with integration orders in the range]-1,1[. The evaluated estimation methods were classified into two groups: heuristics and semiparametric/maximum likelihood (ML). The study revealed that the comparative efficiency of the estimators, measured by the lesser mean squared error, depends on the stationary/non-stationary and persistency/anti-persistency conditions of the series. The ML estimator was shown to be superior for stationary persistent processes; the wavelet spectrum-based estimators were better for non-stationary mean reversible and invertible anti-persistent processes; the weighted periodogram-based estimator was shown to be superior for non-invertible anti-persistent processes.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this paper, we propose a new nonlocal density functional theory characterization procedure, the finite wall thickness model, for nanoporous carbons, whereby heterogeneity of pore size and pore walls in the carbon is probed simultaneously. We determine the pore size distributions and pore wall thickness distributions of several commercial activated carbons and coal chars, with good correspondence with X-ray diffraction. It is shown that the conventional infinite wall thickness approach overestimates the pore size slightly. Pore-pore correlation has been shown to have a negligible effect on prediction of pore size and pore wall thickness distributions for small molecules such as argon used in characterization. By utilizing the structural parameters (pore size and pore wall thickness distribution) in the generalized adsorption isotherm (GAI) we are able to predict adsorption uptake of supercritical gases in BPL and Norit RI Extra carbons, in excellent agreement with experimental adsorption uptake data up to 60 MPa. The method offers a useful technique for probing features of the solid skeleton, hitherto studied by crystallographic methods.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This paper presents a method for estimating the posterior probability density of the cointegrating rank of a multivariate error correction model. A second contribution is the careful elicitation of the prior for the cointegrating vectors derived from a prior on the cointegrating space. This prior obtains naturally from treating the cointegrating space as the parameter of interest in inference and overcomes problems previously encountered in Bayesian cointegration analysis. Using this new prior and Laplace approximation, an estimator for the posterior probability of the rank is given. The approach performs well compared with information criteria in Monte Carlo experiments. (C) 2003 Elsevier B.V. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this paper use consider the problem of providing standard errors of the component means in normal mixture models fitted to univariate or multivariate data by maximum likelihood via the EM algorithm. Two methods of estimation of the standard errors are considered: the standard information-based method and the computationally-intensive bootstrap method. They are compared empirically by their application to three real data sets and by a small-scale Monte Carlo experiment.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Radiation dose calculations in nuclear medicine depend on quantification of activity via planar and/or tomographic imaging methods. However, both methods have inherent limitations, and the accuracy of activity estimates varies with object size, background levels, and other variables. The goal of this study was to evaluate the limitations of quantitative imaging with planar and single photon emission computed tomography (SPECT) approaches, with a focus on activity quantification for use in calculating absorbed dose estimates for normal organs and tumors. To do this we studied a series of phantoms of varying complexity of geometry, with three radionuclides whose decay schemes varied from simple to complex. Four aqueous concentrations of (99m)Tc, (131)I, and (111)In (74, 185, 370, and 740 kBq mL(-1)) were placed in spheres of four different sizes in a water-filled phantom, with three different levels of activity in the surrounding water. Planar and SPECT images of the phantoms were obtained on a modern SPECT/computed tomography (CT) system. These radionuclides and concentration/background studies were repeated using a cardiac phantom and a modified torso phantom with liver and ""tumor"" regions containing the radionuclide concentrations and with the same varying background levels. Planar quantification was performed using the geometric mean approach, with attenuation correction (AC), and with and without scatter corrections (SC and NSC). SPECT images were reconstructed using attenuation maps (AM) for AC; scatter windows were used to perform SC during image reconstruction. For spherical sources with corrected data, good accuracy was observed (generally within +/- 10% of known values) for the largest sphere (11.5 mL) and for both planar and SPECT methods with (99m)Tc and (131)I, but were poorest and deviated from known values for smaller objects, most notably for (111)In. SPECT quantification was affected by the partial volume effect in smaller objects and generally showed larger errors than the planar results in these cases for all radionuclides. For the cardiac phantom, results were the most accurate of all of the experiments for all radionuclides. Background subtraction was an important factor influencing these results. The contribution of scattered photons was important in quantification with (131)I; if scatter was not accounted for, activity tended to be overestimated using planar quantification methods. For the torso phantom experiments, results show a clear underestimation of activity when compared to previous experiment with spherical sources for all radionuclides. Despite some variations that were observed as the level of background increased, the SPECT results were more consistent across different activity concentrations. Planar or SPECT quantification on state-of-the-art gamma cameras with appropriate quantitative processing can provide accuracies of better than 10% for large objects and modest target-to-background concentrations; however when smaller objects are used, in the presence of higher background, and for nuclides with more complex decay schemes, SPECT quantification methods generally produce better results. Health Phys. 99(5):688-701; 2010

Relevância:

100.00% 100.00%

Publicador:

Resumo:

1. There are a variety of methods that could be used to increase the efficiency of the design of experiments. However, it is only recently that such methods have been considered in the design of clinical pharmacology trials. 2. Two such methods, termed data-dependent (e.g. simulation) and data-independent (e.g. analytical evaluation of the information in a particular design), are becoming increasingly used as efficient methods for designing clinical trials. These two design methods have tended to be viewed as competitive, although a complementary role in design is proposed here. 3. The impetus for the use of these two methods has been the need for a more fully integrated approach to the drug development process that specifically allows for sequential development (i.e. where the results of early phase studies influence later-phase studies). 4. The present article briefly presents the background and theory that underpins both the data-dependent and -independent methods with the use of illustrative examples from the literature. In addition, the potential advantages and disadvantages of each method are discussed.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Recent progress in the production, purification, and experimental and theoretical investigations of carbon nanotubes for hydrogen storage are reviewed. From the industrial point of view, the chemical vapor deposition process has shown advantages over laser ablation and electric-arc-discharge methods. The ultimate goal in nanotube synthesis should be to gain control over geometrical aspects of nanotubes, such as location and orientation, and the atomic structure of nanotubes, including helicity and diameter. There is currently no effective and simple purification procedure that fulfills all requirements for processing carbon nanotubes. Purification is still the bottleneck for technical applications, especially where large amounts of material are required. Although the alkali-metal-doped carbon nanotubes showed high H-2 Weight uptake, further investigations indicated that some of this uptake was due to water rather than hydrogen. This discovery indicates a potential source of error in evaluation of the storage capacity of doped carbon nanotubes. Nevertheless, currently available single-wall nanotubes yield a hydrogen uptake value near 4 wt% under moderate pressure and room temperature. A further 50% increase is needed to meet U.S. Department of Energy targets for commercial exploitation. Meeting this target will require combining experimental and theoretical efforts to achieve a full understanding of the adsorption process, so that the uptake can be rationally optimized to commercially attractive levels. Large-scale production and purification of carbon nanotubes and remarkable improvement of H-2 storage capacity in carbon nanotubes represent significant technological and theoretical challenges in the years to come.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

A new modeling approach-multiple mapping conditioning (MMC)-is introduced to treat mixing and reaction in turbulent flows. The model combines the advantages of the probability density function and the conditional moment closure methods and is based on a certain generalization of the mapping closure concept. An equivalent stochastic formulation of the MMC model is given. The validity of the closuring hypothesis of the model is demonstrated by a comparison with direct numerical simulation results for the three-stream mixing problem. (C) 2003 American Institute of Physics.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Ichthyosporea is a recently recognized group of morphologically simple eukaryotes, many of which cause disease in aquatic organisms. Ribosomal RNA sequence analyses place Ichthyosporea near the divergence of the animal and fungal lineages, but do not allow resolution of its exact phylogenetic position. Some of the best evidence for a specific grouping of animals and fungi (Opisthokonta) has come from elongation factor 1alpha, not only phylogenetic analysis of sequences but also the presence or absence of short insertions and deletions. We sequenced the EF-1alpha gene from the ichthyosporean parasite Ichthyophonus irregularis and determined its phylogenetic position using neighbor-joining, parsimony and Bayesian methods. We also sequenced EF-1alpha genes from four chytrids to provide broader representation within fungi. Sequence analyses and the presence of a characteristic 12 amino acid insertion strongly indicate that I. irregularis is a member of Opisthokonta, but do not resolve whether I. irregularis is a specific relative of animals or of fungi. However, the EF-1alpha of I. irregularis exhibits a two amino acid deletion heretofore reported only among fungi. (C) 2003 Elsevier Science (USA). All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We carry out systematic Monte Carlo simulations of Go lattice proteins to investigate and compare the folding processes of two model proteins whose native structures differ from each other due to the presence of a trefoil knot located near the terminus of one of the protein chains. We show that the folding time of the knotted fold is larger than that of the unknotted protein and that this difference in folding time is particularly striking in the temperature region below the optimal folding temperature. Both proteins display similar folding transition temperatures, which is indicative of similar thermal stabilities. By using the folding probability reaction coordinate as an estimator of folding progression we have found out that the formation of the knot is mainly a late folding event in our shallow knot system.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Dissertação de Mestrado em Finanças Empresariais

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We study a model consisting of particles with dissimilar bonding sites ("patches"), which exhibits self-assembly into chains connected by Y-junctions, and investigate its phase behaviour by both simulations and theory. We show that, as the energy cost epsilon(j) of forming Y-junctions increases, the extent of the liquid-vapour coexistence region at lower temperatures and densities is reduced. The phase diagram thus acquires a characteristic "pinched" shape in which the liquid branch density decreases as the temperature is lowered. To our knowledge, this is the first model in which the predicted topological phase transition between a fluid composed of short chains and a fluid rich in Y-junctions is actually observed. Above a certain threshold for epsilon(j), condensation ceases to exist because the entropy gain of forming Y-junctions can no longer offset their energy cost. We also show that the properties of these phase diagrams can be understood in terms of a temperature-dependent effective valence of the patchy particles. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3605703]