992 resultados para Método Monte Carlo
Resumo:
Estudio filogenético de los géneros de Lithinini de Sudamérica Austral (Lepidoptera, Geometridae): una nueva clasificación. Se evalúa la taxonomía de la tribu Lithinini de Sudamérica Austral sobre la base de un análisis filogenético. Para el análisis se utilizó a Catophoenissa como grupo externo. Se usaron dos aproximaciones filogenéticas para evaluar las relaciones de parentesco: 1) criterio de parsimonia; e 2) inferencia bayesiana. El análisis de parsimonia se realizó a través del programa PAUP y el análisis bayesiano con cadenas de Markov y Monte Carlo a través del programa BayesPhylogenies. Los resultados generados a partir de la hipótesis filogenética permiten proponer una nueva taxonomía para los Lithinini de Sudamérica Austral. Los géneros validos son: Asestra Warren, Acauro Rindge, Calta Rindge, Euclidiodes Warren, Franciscoia Orfila y Schajovskoy, Incalvertia Bartlett-Calvert, Lacaria Orfila y Schajovskoy, Laneco Rindge, Maeandrogonaria Butler, Martindoelloia Orfila y Schajovskoy, Nucara Rindge, Odontothera Butler, Proteopharmacis Warren, Psilaspilates Butler, Rhinoligia Warren, Tanagridia Butler. Los principales cambios respecto de ordenamientos taxonómicos previos son: 1) Yalpa Rindge, es tratado como sinónimo junior de Odontothera. 2) El género Rhinoligia Warren es incorporado a los Lithinini; 3) Se reafirma que Siopla Rindge es sinónimo junior de Asestra, Yapoma Rindge y Duraglia Rindge son sinónimos de Euclidiodes Warren, mientras que Callemo Rindge y Guara Rindge son sinónimos de Tanagridia; 4) Los géneros Calta Rindge, Incalvertia Rindge, Odontothera Butler y Proteopharmacis Warren, sinonimizados por Pitkin, son redefinidos, revalidados e incorporados a la tribu Lithinini. Se describe una nueva especie para el género Franciscoia, F. ediliae Parra. Se incluye un catálogo con los géneros y especies de la tribu de la región, más las figuras de los adultos y genitalias de las principales especies.
Resumo:
A family of scaling corrections aimed to improve the chi-square approximation of goodness-of-fit test statistics in small samples, large models, and nonnormal data was proposed in Satorra and Bentler (1994). For structural equations models, Satorra-Bentler's (SB) scaling corrections are available in standard computer software. Often, however, the interest is not on the overall fit of a model, but on a test of the restrictions that a null model say ${\cal M}_0$ implies on a less restricted one ${\cal M}_1$. If $T_0$ and $T_1$ denote the goodness-of-fit test statistics associated to ${\cal M}_0$ and ${\cal M}_1$, respectively, then typically the difference $T_d = T_0 - T_1$ is used as a chi-square test statistic with degrees of freedom equal to the difference on the number of independent parameters estimated under the models ${\cal M}_0$ and ${\cal M}_1$. As in the case of the goodness-of-fit test, it is of interest to scale the statistic $T_d$ in order to improve its chi-square approximation in realistic, i.e., nonasymptotic and nonnormal, applications. In a recent paper, Satorra (1999) shows that the difference between two Satorra-Bentler scaled test statistics for overall model fit does not yield the correct SB scaled difference test statistic. Satorra developed an expression that permits scaling the difference test statistic, but his formula has some practical limitations, since it requires heavy computations that are notavailable in standard computer software. The purpose of the present paper is to provide an easy way to compute the scaled difference chi-square statistic from the scaled goodness-of-fit test statistics of models ${\cal M}_0$ and ${\cal M}_1$. A Monte Carlo study is provided to illustrate the performance of the competing statistics.
Resumo:
We develop a general error analysis framework for the Monte Carlo simulationof densities for functionals in Wiener space. We also study variancereduction methods with the help of Malliavin derivatives. For this, wegive some general heuristic principles which are applied to diffusionprocesses. A comparison with kernel density estimates is made.
Resumo:
Any electoral system has an electoral formula that converts voteproportions into parliamentary seats. Pre-electoral polls usually focuson estimating vote proportions and then applying the electoral formulato give a forecast of the parliament's composition. We here describe theproblems arising from this approach: there is always a bias in theforecast. We study the origin of the bias and some methods to evaluateand to reduce it. We propose some rules to compute the sample sizerequired for a given forecast accuracy. We show by Monte Carlo simulationthe performance of the proposed methods using data from Spanish electionsin last years. We also propose graphical methods to visualize how electoralformulae and parliamentary forecasts work (or fail).
Resumo:
A new parametric minimum distance time-domain estimator for ARFIMA processes is introduced in this paper. The proposed estimator minimizes the sum of squared correlations of residuals obtained after filtering a series through ARFIMA parameters. The estimator iseasy to compute and is consistent and asymptotically normally distributed for fractionallyintegrated (FI) processes with an integration order d strictly greater than -0.75. Therefore, it can be applied to both stationary and non-stationary processes. Deterministic components are also allowed in the DGP. Furthermore, as a by-product, the estimation procedure provides an immediate check on the adequacy of the specified model. This is so because the criterion function, when evaluated at the estimated values, coincides with the Box-Pierce goodness of fit statistic. Empirical applications and Monte-Carlo simulations supporting the analytical results and showing the good performance of the estimator in finite samples are also provided.
Resumo:
A national survey designed for estimating a specific population quantity is sometimes used for estimation of this quantity also for a small area, such as a province. Budget constraints do not allow a greater sample size for the small area, and so other means of improving estimation have to be devised. We investigate such methods and assess them by a Monte Carlo study. We explore how a complementary survey can be exploited in small area estimation. We use the context of the Spanish Labour Force Survey (EPA) and the Barometer in Spain for our study.
Resumo:
We study the statistical properties of three estimation methods for a model of learning that is often fitted to experimental data: quadratic deviation measures without unobserved heterogeneity, and maximum likelihood withand without unobserved heterogeneity. After discussing identification issues, we show that the estimators are consistent and provide their asymptotic distribution. Using Monte Carlo simulations, we show that ignoring unobserved heterogeneity can lead to seriously biased estimations in samples which have the typical length of actual experiments. Better small sample properties areobtained if unobserved heterogeneity is introduced. That is, rather than estimating the parameters for each individual, the individual parameters are considered random variables, and the distribution of those random variables is estimated.
Resumo:
This paper investigates the comparative performance of five small areaestimators. We use Monte Carlo simulation in the context of boththeoretical and empirical populations. In addition to the direct andindirect estimators, we consider the optimal composite estimator withpopulation weights, and two composite estimators with estimatedweights: one that assumes homogeneity of within area variance andsquare bias, and another one that uses area specific estimates ofvariance and square bias. It is found that among the feasibleestimators, the best choice is the one that uses area specificestimates of variance and square bias.
Resumo:
We study model selection strategies based on penalized empirical loss minimization. We point out a tight relationship between error estimation and data-based complexity penalization: any good error estimate may be converted into a data-based penalty function and the performance of the estimate is governed by the quality of the error estimate. We consider several penalty functions, involving error estimates on independent test data, empirical {\sc vc} dimension, empirical {\sc vc} entropy, andmargin-based quantities. We also consider the maximal difference between the error on the first half of the training data and the second half, and the expected maximal discrepancy, a closely related capacity estimate that can be calculated by Monte Carlo integration. Maximal discrepancy penalty functions are appealing for pattern classification problems, since their computation is equivalent to empirical risk minimization over the training data with some labels flipped.
Resumo:
Mammalian sex chromosomes have undergone profound changes since evolving from ancestral autosomes. By examining retroposed genes in the human and mouse genomes, we demonstrate that, during evolution, the mammalian X chromosome has generated and recruited a disproportionately high number of functional retroposed genes, whereas the autosomes experienced lower gene turnover. Most autosomal copies originating from X-linked genes exhibited testis-biased expression. Such export is incompatible with mutational bias and is likely driven by natural selection to attain male germline function. However, the excess recruitment is consistent with a combination of both natural selection and mutational bias.
Resumo:
Second cancer risk assessment for radiotherapy is controversial due to the large uncertainties of the dose-response relationship. This could be improved by a better assessment of the peripheral doses to healthy organs in future epidemiological studies. In this framework, we developed a simple Monte Carlo (MC) model of the Siemens Primus 6 MV linac for both open and wedged fields that we then validated with dose profiles measured in a water tank up to 30 cm from the central axis. The differences between the measured and calculated doses were comparable to other more complex MC models and never exceeded 50%. We then compared our simple MC model with the peripheral dose profiles of five different linacs with different collimation systems. We found that the peripheral dose between two linacs could differ up to a factor of 9 for small fields (5 × 5 cm(2)) and up to a factor of 10 for wedged fields. Considering that an uncertainty of 50% in dose estimation could be acceptable in the context of risk assessment, the MC model can be used as a generic model for large open fields (≥10 × 10 cm(2)) only. The uncertainties in peripheral doses should be considered in future epidemiological studies when designing the width of the dose bins to stratify the risk as a function of the dose.
Resumo:
PURPOSE: Few studies compare the variabilities that characterize environmental (EM) and biological monitoring (BM) data. Indeed, comparing their respective variabilities can help to identify the best strategy for evaluating occupational exposure. The objective of this study is to quantify the biological variability associated with 18 bio-indicators currently used in work environments. METHOD: Intra-individual (BV(intra)), inter-individual (BV(inter)), and total biological variability (BV(total)) were quantified using validated physiologically based toxicokinetic (PBTK) models coupled with Monte Carlo simulations. Two environmental exposure profiles with different levels of variability were considered (GSD of 1.5 and 2.0). RESULTS: PBTK models coupled with Monte Carlo simulations were successfully used to predict the biological variability of biological exposure indicators. The predicted values follow a lognormal distribution, characterized by GSD ranging from 1.1 to 2.3. Our results show that there is a link between biological variability and the half-life of bio-indicators, since BV(intra) and BV(total) both decrease as the biological indicator half-lives increase. BV(intra) is always lower than the variability in the air concentrations. On an individual basis, this means that the variability associated with the measurement of biological indicators is always lower than the variability characterizing airborne levels of contaminants. For a group of workers, BM is less variable than EM for bio-indicators with half-lives longer than 10-15 h. CONCLUSION: The variability data obtained in the present study can be useful in the development of BM strategies for exposure assessment and can be used to calculate the number of samples required for guiding industrial hygienists or medical doctors in decision-making.
Resumo:
Biological monitoring of occupational exposure is characterized by important variability, due both to variability in the environment and to biological differences between workers. A quantitative description and understanding of this variability is important for a dependable application of biological monitoring. This work describes this variability,using a toxicokinetic model, for a large range of chemicals for which reference biological reference values exist. A toxicokinetic compartmental model describing both the parent compound and its metabolites was used. For each chemical, compartments were given physiological meaning. Models were elaborated based on physiological, physicochemical, and biochemical data when available, and on half-lives and central compartment concentrations when not available. Fourteen chemicals were studied (arsenic, cadmium, carbon monoxide, chromium, cobalt, ethylbenzene, ethyleneglycol monomethylether, fluorides, lead, mercury, methyl isobutyl ketone, penthachlorophenol, phenol, and toluene), representing 20 biological indicators. Occupational exposures were simulated using Monte Carlo techniques with realistic distributions of both individual physiological parameters and exposure conditions. Resulting biological indicator levels were then analyzed to identify the contribution of environmental and biological variability to total variability. Comparison of predicted biological indicator levels with biological exposure limits showed a high correlation with the model for 19 out of 20 indicators. Variability associated with changes in exposure levels (GSD of 1.5 and 2.0) is shown to be mainly influenced by the kinetics of the biological indicator. Thus, with regard to variability, we can conclude that, for the 14 chemicals modeled, biological monitoring would be preferable to air monitoring. For short half-lives (less than 7 hr), this is very similar to the environmental variability. However, for longer half-lives, estimated variability decreased. [Supplementary materials are available for this article. Go to the publisher's online edition of Journal of Occupational and Environmental Hygiene for the following free supplemental resource: tables detailing the CBTK models for all 14 chemicals and the symbol nomenclature that was used.] [Authors]
Resumo:
Recent experiments showed that the linear double-stranded DNA in bacteriophage capsids is both highly knotted and neatly structured. What is the physical basis of this organization? Here we show evidence from stochastic simulation techniques that suggests that a key element is the tendency of contacting DNA strands to order, as in cholesteric liquid crystals. This interaction favors their preferential juxtaposition at a small twist angle, thus promoting an approximately nematic (and apolar) local order. The ordering effect dramatically impacts the geometry and topology of DNA inside phages. Accounting for this local potential allows us to reproduce the main experimental data on DNA organization in phages, including the cryo-EM observations and detailed features of the spectrum of DNA knots formed inside viral capsids. The DNA knots we observe are strongly delocalized and, intriguingly, this is shown not to interfere with genome ejection out of the phage.
Resumo:
Using Monte Carlo simulations and reanalyzing the data of a validation study of the AEIM emotional intelligence test, we demonstrated that an atheoretical approach and the use of weak statistical procedures can result in biased validity estimates. These procedures included stepwise regression-and the general case of failing to include important theoretical controls-extreme scores analysis, and ignoring heteroscedasticity as well as measurement error. The authors of the AEIM test responded by offering more complete information about their analyses, allowing us to further examine the perils of ignoring theory and correct statistical procedures. In this paper we show with extended analyses that the AEIM test is invalid.