Bayes quadratic unbiased estimator of spatial covariance parameters

This work presents Bayes invariant quadratic unbiased estimator, for short BAIQUE. Bayesian approach is used here to estimate the covariance functions of the regionalized variables which appear in the spatial covariance structure in mixed linear model. Firstly a brief review of spatial process, variance covariance components structure and Bayesian inference is given, since this project deals with these concepts. Then the linear equations model corresponding to BAIQUE in the general case is formulated. That Bayes estimator of variance components with too many unknown parameters is complicated to be solved analytically. Hence, in order to facilitate the handling with this system, BAIQUE of spatial covariance model with two parameters is considered. Bayesian estimation arises as a solution of a linear equations system which requires the linearity of the covariance functions in the parameters. Here the availability of prior information on the parameters is assumed. This information includes apriori distribution functions which enable to find the first and the second moments matrix. The Bayesian estimation suggested here depends only on the second moment of the prior distribution. The estimation appears as a quadratic form y'Ay , where y is the vector of filtered data observations. This quadratic estimator is used to estimate the linear function of unknown variance components. The matrix A of BAIQUE plays an important role. If such a symmetrical matrix exists, then Bayes risk becomes minimal and the unbiasedness conditions are fulfilled. Therefore, the symmetry of this matrix is elaborated in this work. Through dealing with the infinite series of matrices, a representation of the matrix A is obtained which shows the symmetry of A. In this context, the largest singular value of the decomposed matrix of the infinite series is considered to deal with the convergence condition and also it is connected with Gerschgorin Discs and Poincare theorem. Then the BAIQUE model for some experimental designs is computed and compared. The comparison deals with different aspects, such as the influence of the position of the design points in a fixed interval. The designs that are considered are those with their points distributed in the interval [0, 1]. These experimental structures are compared with respect to the Bayes risk and norms of the matrices corresponding to distances, covariance structures and matrices which have to satisfy the convergence condition. Also different types of the regression functions and distance measurements are handled. The influence of scaling on the design points is studied, moreover, the influence of the covariance structure on the best design is investigated and different covariance structures are considered. Finally, BAIQUE is applied for real data. The corresponding outcomes are compared with the results of other methods for the same data. Thereby, the special BAIQUE, which estimates the general variance of the data, achieves a very close result to the classical empirical variance.

Feature Point Detection and Curve Approximation for Early Processing of Freehand Sketches

Freehand sketching is both a natural and crucial part of design, yet is unsupported by current design automation software. We are working to combine the flexibility and ease of use of paper and pencil with the processing power of a computer to produce a design environment that feels as natural as paper, yet is considerably smarter. One of the most basic steps in accomplishing this is converting the original digitized pen strokes in the sketch into the intended geometric objects using feature point detection and approximation. We demonstrate how multiple sources of information can be combined for feature detection in strokes and apply this technique using two approaches to signal processing, one using simple average based thresholding and a second using scale space.

Predicting random level and seasonality of hotel prices. A structural equation growth curve approach

This article examines the effect on price of different characteristics of holiday hotels in the sun-and-beach segment, under the hedonic function perspective. Monthly prices of the majority of hotels in the Spanish continental Mediterranean coast are gathered from May to October 1999 from the tour operator catalogues. Hedonic functions are specified as random-effect models and parametrized as structural equation models with two latent variables, a random peak season price and a random width of seasonal fluctuations. Characteristics of the hotel and the region where they are located are used as predictors of both latent variables. Besides hotel category, region, distance to the beach, availability of parking place and room equipment have an effect on peak price and also on seasonality. 3- star hotels have the highest seasonality and hotels located in the southern regions the lowest, which could be explained by a warmer climate in autumn

MA167exam00pdf

Exam questions and solutions in PDF

MA167exam00

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

MA160exam00

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

MA160exam01

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

MA160exam01pdf

Exam questions and solutions in PDF

MA160exam00pdf

Exam questions and solutions in PDF

Asymmetries in Business Cycles

Esta disertación busca estudiar los mecanismos de transmisión que vinculan el comportamiento de agentes y firmas con las asimetrías presentes en los ciclos económicos. Para lograr esto, se construyeron tres modelos DSGE. El en primer capítulo, el supuesto de función cuadrática simétrica de ajuste de la inversión fue removido, y el modelo canónico RBC fue reformulado suponiendo que des-invertir es más costoso que invertir una unidad de capital físico. En el segundo capítulo, la contribución más importante de esta disertación es presentada: la construcción de una función de utilidad general que anida aversión a la pérdida, aversión al riesgo y formación de hábitos, por medio de una función de transición suave. La razón para hacerlo así es el hecho de que los individuos son aversos a la pérdidad en recesiones, y son aversos al riesgo en auges. En el tercer capítulo, las asimetrías en los ciclos económicos son analizadas junto con ajuste asimétrico en precios y salarios en un contexto neokeynesiano, con el fin de encontrar una explicación teórica de la bien documentada asimetría presente en la Curva de Phillips.

The crime kuznets curve

We document the existence of a Crime Kuznets Curve in US states since the 1970s. As income levels have risen, crime has followed an inverted U-shaped pattern, first increasing and then dropping. The Crime Kuznets Curve is not explained by income inequality. In fact, we show that during the sample period inequality has risen monotonically with income, ruling out the traditional Kuznets Curve. Our finding is robust to adding a large set of controls that are used in the literature to explain the incidence of crime, as well as to controlling for state and year fixed effects. The Curve is also revealed in nonparametric specifications. The Crime Kuznets Curve exists for property crime and for some categories of violent crime.

Mersenne numbers

These notes have been issued on a small scale in 1983 and 1987 and on request at other times. This issue follows two items of news. First, WaIter Colquitt and Luther Welsh found the 'missed' Mersenne prime M110503 and advanced the frontier of complete Mp-testing to 139,267. In so doing, they terminated Slowinski's significant string of four consecutive Mersenne primes. Secondly, a team of five established a non-Mersenne number as the largest known prime. This result terminated the 1952-89 reign of Mersenne primes. All the original Mersenne numbers with p < 258 were factorised some time ago. The Sandia Laboratories team of Davis, Holdridge & Simmons with some little assistance from a CRAY machine cracked M211 in 1983 and M251 in 1984. They contributed their results to the 'Cunningham Project', care of Sam Wagstaff. That project is now moving apace thanks to developments in technology, factorisation and primality testing. New levels of computer power and new computer architectures motivated by the open-ended promise of parallelism are now available. Once again, the suppliers may be offering free buildings with the computer. However, the Sandia '84 CRAY-l implementation of the quadratic-sieve method is now outpowered by the number-field sieve technique. This is deployed on either purpose-built hardware or large syndicates, even distributed world-wide, of collaborating standard processors. New factorisation techniques of both special and general applicability have been defined and deployed. The elliptic-curve method finds large factors with helpful properties while the number-field sieve approach is breaking down composites with over one hundred digits. The material is updated on an occasional basis to follow the latest developments in primality-testing large Mp and factorising smaller Mp; all dates derive from the published literature or referenced private communications. Minor corrections, additions and changes merely advance the issue number after the decimal point. The reader is invited to report any errors and omissions that have escaped the proof-reading, to answer the unresolved questions noted and to suggest additional material associated with this subject.