971 resultados para Sequential Monte Carlo methods


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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.

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Background: Exposure to fine fractions of particulate matter (PM2.5) is associated with increased hospital admissions and mortality for respiratory and cardiovascular disease in children and the elderly. This study aims to estimate the toxicological risk of PM2.5 from biomass burning in children and adolescents between the age of 6 and 14 in Tangara da Serra, a municipality of Subequatorial Brazilian Amazon. Methods: Risk assessment methodology was applied to estimate the risk quotient in two scenarios of exposure according to local seasonality. The potential dose of PM2.5 was estimated using the Monte Carlo simulation, stratifying the population by age, gender, asthma and Body Mass Index (BMI). Results: Male asthmatic children under the age of 8 at normal body rate had the highest risk quotient among the subgroups. The general potential average dose of PM2.5 was 1.95 mu g/kg.day (95% CI: 1.62 - 2.27) during the dry scenario and 0.32 mu g/kg. day (95% CI: 0.29 - 0.34) in the rainy scenario. During the dry season, children and adolescents showed a toxicological risk to PM2.5 of 2.07 mu g/kg. day (95% CI: 1.85 - 2.30). Conclusions: Children and adolescents living in the Subequatorial Brazilian Amazon region were exposed to high levels of PM2.5 resulting in toxicological risk for this multi-pollutant. The toxicological risk quotients of children in this region were comparable or higher to children living in metropolitan regions with PM2.5 air pollution above the recommended limits to human health.

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The physical properties of small rhodium clusters, Rh-n, have been in debate due to the shortcomings of density functional theory (DFT). To help in the solution of those problems, we obtained a set of putative lowest energy structures for small Rh-n (n = 2-15) clusters employing hybrid-DFT and the generalized gradient approximation (GGA). For n = 2-6, both hybrid and GGA functionals yield similar ground-state structures (compact), however, hybrid favors compact structures for n = 7-15, while GGA favors open structures based on simple cubic motifs. Thus, experimental results are crucial to indicate the correct ground-state structures, however, we found that a unique set of structures (compact or open) is unable to explain all available experimental data. For example, the GGA structures (open) yield total magnetic moments in excellent agreement with experimental data, while hybrid structures (compact) have larger magnetic moments compared with experiments due to the increased localization of the 4d states. Thus, we would conclude that GGA provides a better description of the Rh-n clusters, however, a recent experimental-theoretical study [ Harding et al., J. Chem. Phys. 133, 214304 (2010)] found that only compact structures are able to explain experimental vibrational data, while open structures cannot. Therefore, it indicates that the study of Rh-n clusters is a challenging problem and further experimental studies are required to help in the solution of this conundrum, as well as a better description of the exchange and correlation effects on the Rh n clusters using theoretical methods such as the quantum Monte Carlo method.

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We consider the problem of estimating the mean and variance of the time between occurrences of an event of interest (inter-occurrences times) where some forms of dependence between two consecutive time intervals are allowed. Two basic density functions are taken into account. They are the Weibull and the generalised exponential density functions. In order to capture the dependence between two consecutive inter-occurrences times, we assume that either the shape and/or the scale parameters of the two density functions are given by auto-regressive models. The expressions for the mean and variance of the inter-occurrences times are presented. The models are applied to the ozone data from two regions of Mexico City. The estimation of the parameters is performed using a Bayesian point of view via Markov chain Monte Carlo (MCMC) methods.

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Aims. We report the discovery of CoRoT-16b, a low density hot jupiter that orbits a faint G5V star (mV = 15.63) in 5.3523 +/- 0.0002 days with slight eccentricity. A fit of the data with no a priori assumptions on the orbit leads to an eccentricity of 0.33 +/- 0.1. We discuss this value and also derive the mass and radius of the planet. Methods. We analyse the photometric transit curve of CoRoT-16 given by the CoRoT satellite, and radial velocity data from the HARPS and HIRES spectrometers. A combined analysis using a Markov chain Monte Carlo algorithm is used to get the system parameters. Results. CoRoT-16b is a 0.535 -0.083/+0.085 M-J, 1.17 -0.14/+0.16 R-J hot Jupiter with a density of 0.44 -0.14/+0.21 g cm(-3). Despite its short orbital distance (0.0618 +/- 0.0015 AU) and the age of the parent star (6.73 +/- 2.8 Gyr), the planet orbit exhibits significantly non-zero eccentricity. This is very uncommon for this type of objects as tidal effects tend to circularise the orbit. This value is discussed taking into account the characteristics of the star and the observation accuracy.

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The photophysics of the 1-nitronaphthalene molecular system, after the absorption transition to the first singlet excited state, is theoretically studied for investigating the ultrafast multiplicity change to the triplet manifold. The consecutive transient absorption spectra experimentally observed in this molecular system are also studied. To identify the electronic states involved in the nonradiative decay, the minimum energy path of the first singlet excited state is obtained using the complete active space self-consistent field//configurational second-order perturbation approach. A near degeneracy region was found between the first singlet and the second triplet excited states with large spin-orbit coupling between them. The intersystem crossing rate was also evaluated. To support the proposed deactivation model the transient absorption spectra observed in the experiments were also considered. For this, computer simulations using sequential quantum mechanic-molecular mechanic methodology was used to consider the solvent effect in the ground and excited states for proper comparison with the experimental results. The absorption transitions from the second triplet excited state in the relaxed geometry permit to describe the transient absorption band experimentally observed around 200 fs after the absorption transition. This indicates that the T-2 electronic state is populated through the intersystem crossing presented here. The two transient absorption bands experimentally observed between 2 and 45 ps after the absorption transition are described here as the T-1 -> T-3 and T-1 -> T-5 transitions, supporting that the intermediate triplet state (T-2) decays by internal conversion to T-1. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4738757]

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Electronic polarization induced by the interaction of a reference molecule with a liquid environment is expected to affect the magnetic shielding constants. Understanding this effect using realistic theoretical models is important for proper use of nuclear magnetic resonance in molecular characterization. In this work, we consider the pyridine molecule in water as a model system to briefly investigate this aspect. Thus, Monte Carlo simulations and quantum mechanics calculations based on the B3LYP/6-311++G (d,p) are used to analyze different aspects of the solvent effects on the N-15 magnetic shielding constant of pyridine in water. This includes in special the geometry relaxation and the electronic polarization of the solute by the solvent. The polarization effect is found to be very important, but, as expected for pyridine, the geometry relaxation contribution is essentially negligible. Using an average electrostatic model of the solvent, the magnetic shielding constant is calculated as -58.7 ppm, in good agreement with the experimental value of -56.3 ppm. The explicit inclusion of hydrogen-bonded water molecules embedded in the electrostatic field of the remaining solvent molecules gives the value of -61.8 ppm.

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The study of proportions is a common topic in many fields of study. The standard beta distribution or the inflated beta distribution may be a reasonable choice to fit a proportion in most situations. However, they do not fit well variables that do not assume values in the open interval (0, c), 0 < c < 1. For these variables, the authors introduce the truncated inflated beta distribution (TBEINF). This proposed distribution is a mixture of the beta distribution bounded in the open interval (c, 1) and the trinomial distribution. The authors present the moments of the distribution, its scoring vector, and Fisher information matrix, and discuss estimation of its parameters. The properties of the suggested estimators are studied using Monte Carlo simulation. In addition, the authors present an application of the TBEINF distribution for unemployment insurance data.

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Aims. We construct a theoretical model to predict the number of orphan afterglows (OA) from gamma-ray bursts (GRBs) triggered by primordial metal-free (Pop III) stars expected to be observed by the Gaia mission. In particular, we consider primordial metal-free stars that were affected by radiation from other stars (Pop III. 2) as a possible target. Methods. We use a semi-analytical approach that includes all relevant feedback effects to construct cosmic star formation history and its connection with the cumulative number of GRBs. The OA events are generated using the Monte Carlo method, and realistic simulations of Gaia's scanning law are performed to derive the observation probability expectation. Results. We show that Gaia can observe up to 2.28 +/- 0.88 off-axis afterglows and 2.78 +/- 1.41 on-axis during the five-year nominal mission. This implies that a nonnegligible percentage of afterglows that may be observed by Gaia (similar to 10%) could have Pop III stars as progenitors.

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The ionization of chlorophyll-c(2) in liquid methanol was investigated by a sequential quantum mechanical/Monte Carlo approach. Focus was placed on the determination of the first ionization energy of chlorophyll-c(2). The results show that the first vertical ionization energy (IE) is red-shifted by 0.47 +/- 0.24 eV relative to the gas-phase value. The red-shift of the chlorophyll-c(2) IE in the liquid phase can be explained by Mg center dot center dot center dot OH hydrogen bonding and long-ranged electrostatic interactions in solution. The ionization threshold for chlorophyll-c2 in liquid methanol is close to 6 eV. (C) 2012 Elsevier B.V. All rights reserved.

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Context. Convergent point (CP) search methods are important tools for studying the kinematic properties of open clusters and young associations whose members share the same spatial motion. Aims. We present a new CP search strategy based on proper motion data. We test the new algorithm on synthetic data and compare it with previous versions of the CP search method. As an illustration and validation of the new method we also present an application to the Hyades open cluster and a comparison with independent results. Methods. The new algorithm rests on the idea of representing the stellar proper motions by great circles over the celestial sphere and visualizing their intersections as the CP of the moving group. The new strategy combines a maximum-likelihood analysis for simultaneously determining the CP and selecting the most likely group members and a minimization procedure that returns a refined CP position and its uncertainties. The method allows one to correct for internal motions within the group and takes into account that the stars in the group lie at different distances. Results. Based on Monte Carlo simulations, we find that the new CP search method in many cases returns a more precise solution than its previous versions. The new method is able to find and eliminate more field stars in the sample and is not biased towards distant stars. The CP solution for the Hyades open cluster is in excellent agreement with previous determinations.