Approximate algorithms for credal networks with binary variables

This paper presents a family of algorithms for approximate inference in credal networks (that is, models based on directed acyclic graphs and set-valued probabilities) that contain only binary variables. Such networks can represent incomplete or vague beliefs, lack of data, and disagreements among experts; they can also encode models based on belief functions and possibilistic measures. All algorithms for approximate inference in this paper rely on exact inferences in credal networks based on polytrees with binary variables, as these inferences have polynomial complexity. We are inspired by approximate algorithms for Bayesian networks; thus the Loopy 2U algorithm resembles Loopy Belief Propagation, while the Iterated Partial Evaluation and Structured Variational 2U algorithms are, respectively, based on Localized Partial Evaluation and variational techniques. (C) 2007 Elsevier Inc. All rights reserved.

Bayesian Dependence Tests for Continuous, Binary and Mixed Continuous-Binary Variables

Tests for dependence of continuous, discrete and mixed continuous-discrete variables are ubiquitous in science. The goal of this paper is to derive Bayesian alternatives to frequentist null hypothesis significance tests for dependence. In particular, we will present three Bayesian tests for dependence of binary, continuous and mixed variables. These tests are nonparametric and based on the Dirichlet Process, which allows us to use the same prior model for all of them. Therefore, the tests are “consistent” among each other, in the sense that the probabilities that variables are dependent computed with these tests are commensurable across the different types of variables being tested. By means of simulations with artificial data, we show the effectiveness of the new tests.

Retardo estatural em menores de cinco anos: um estudo "baseline"

OBJETIVO: Descrever a prevalência e analisar fatores associados ao retardo estatural em menores de cinco anos. MÉTODOS: Estudo “baseline”, que analisou 2.040 menores de cinco anos, verificando possíveis associações entre o retardo estatural (índice altura/idade ≤ 2 escores Z) e variáveis hierarquizadas em seis blocos: socioeconômicas, do domicílio, do saneamento, maternas, biológicas e de acesso aos serviços de saúde. A análise multivariada foi realizada por regressão de Poisson, com opção de erro padrão robusto, obtendo-se as razões de prevalência ajustadas, com IC 95por cento e respectivos valores de significância. RESULTADOS: Entre as variáveis não dicotômicas, houve associação positiva com tipo de teto e número de moradores por cômodo e associação negativa com renda, escolaridade da mãe e peso ao nascer. A análise ajustada indicou ainda como variáveis significantes: abastecimento de água, visita do agente comunitário de saúde, local do parto, internação por diarréia e internação por pneumonia. CONCLUSÃO: Os fatores identificados como de risco para o retardo estatural configuram a multicausalidade do problema, implicando na necessidade de intervenções multisetoriais e multiníveis para o seu controle

Eficiência e concentração na indústria bancária

O objectivo deste trabalho é a análise da eficiência produtiva e dos efeitos da concentração sobre os custos bancários, tendo por base a indústria bancária portuguesa. O carácter multiproduto da empresa bancária sugere a necessidade de se adoptar formas multiproduto da função custo (tipo Fourier). Introduzimos variáveis de homogeneidade e de estrutura que permitem o recurso a formas funcionais uniproduto (Cobb-Douglas) à banca. A amostra corresponde a 22 bancos que operavam em Portugal entre 1995-2001, base não consolidada e dados em painel. Para o estudo da ineficiência recorreu-se ao modelo estocástico da curva fronteira (SFA), para as duas especificações. Na análise da concentração, introduziram-se variáveis binárias que pretendem captar os efeitos durante quatro anos após a concentração. Tanto no caso da SFA como no da concentração, os resultados encontrados são sensíveis à especificação funcional adoptada. Concluindo, o processo de concentração bancário parece justificar-se pela possibilidade da diminuição da ineficiência-X. This study addresses the productive efficiency and the effects of concentration over the banking costs, stressing its focus on the Portuguese banking market. The multiproduct character of the banking firm suggests the use of functional forms as Fourier. The introduction of variables of structure and of homogeneity allows the association of the banking activity (multiproduct) with a single product function (Cobb-Douglas type). The sample covers 22 banks which operated in Portugal from 1995-2001, non consolidated base with a panel data structure. The study about inefficiency is elaborated through the stochastic frontier model (SFA), for the two specifications selected. As a methodology to analyze the concentration, we introduced binary variables, which intend to catch the effects through four years after the concentration process. The results obtained, through SFA and concentration approach, are influenced by the kind of specifications selected. Summing up, the concentration process of the Banking Industry sounds to be justified by the possibility of the X-inefficiency.

Planeamento de curto prazo de sistemas de energia solar usando técnicas de otimização robusta

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica

Otimização estocástica para a exploração de centrais de concentração solar considerando incerteza e risco

Dissertação para obtenção do grau de Mestre em Engenharia Eletrotécnica

Eficiência e concentração na indústria bancária

O objectivo deste trabalho é a análise da eficiência produtiva e dos efeitos da concentração sobre os custos bancários, tendo por base a indústria bancária portuguesa. O carácter multiproduto da empresa bancária sugere a necessidade de se adoptar formas multiproduto da função custo (tipo Fourier). Introduzimos variáveis de homogeneidade e de estrutura que permitem o recurso a formas funcionais uniproduto (Cobb-Douglas) à banca. A amostra corresponde a 22 bancos que operavam em Portugal entre 1995-2001, base não consolidada e dados em painel. Para o estudo da ineficiência recorreu-se ao modelo estocástico da curva fronteira (SFA), para as duas especificações. Na análise da concentração, introduziram-se variáveis binárias que pretendem captar os efeitos durante quatro anos após a concentração. Tanto no caso da SFA como no da concentração, os resultados encontrados são sensíveis à especificação funcional adoptada. Concluindo, o processo de concentração bancário parece justificar-se pela possibilidade da diminuição da ineficiência-X.

Modelos de apoio às decisão na conceção e planeamento de um armazém

Programa Doutoral em Engenharia Industrial e de Sistemas.

Using MILP to plan holidays and working hours under an annualised hours agreement

Annualising work hours (AH) is a means of achievement flexibility in the use of human resources to face the seasonal nature of demand. In Corominas et al. (1) two MILP models are used to solve the problem of planning staff working hours with annual horizon. The costs due to overtime and to the employment of temporary workers are minimised, and the distribution of working time over the course of the year for each worker and the distribution of working time provided by temporary workers are regularised.In the aforementioned paper, the following is assumed: (i) the holiday weeks are fixed a priori and (ii) the workers are from different categories who are able to perform specific type of task have se same efficiency; moreover, the values of the binary variables (and others) in the second model are fixed to those in the first model (thus, in the second model these will intervene as constants and not as variables, resulting in an LP model).In the present paper, these assumptions are relaxed and a more general problem is solved. The computational experiment leads to the conclusion that MILP is a technique suited to dealing with the problem.

Subjective perceptions as prognostic factors of time to fitness for work during a 4-year period after inpatient rehabilitation for orthopaedic trauma.

INTRODUCTION: Time to fitness for work (TFW) was measured as the number of days that were paid as compensation for work disability during the 4 years after discharge from the rehabilitation clinic in a population of patients hospitalised for rehabilitation after orthopaedic trauma. The aim of this study was to test whether some psychological variables can be used as potential early prognostic factors of TFW. MATERIAL AND METHODS: A Cox proportional hazards model was used to estimate the associations between predictive variables and TFW. Predictors were global health, pain at hospitalisation and pain decrease during the stay (all continuous and standardised by subtracting the mean and dividing by two standard deviations), perceived severity of the trauma and expectation of a positive evolution (both binary variables). RESULTS: Full data were available for 807 inpatients (660 men, 147 women). TFW was positively associated with better perceived health (hazard ratio [HR] 1.16, 95% confidence interval [CI] 1.13-1.19), pain decrease (HR 1.46, 95% CI 1.30-1.64) and expectation of a positive evolution (HR 1.50, 95% CI 1.32-1.70) and negatively associated with pain at hospitalisation (HR 0.67, 95% CI 0.59-0.76) and high perceived severity (HR 0.72, 95% CI 0.61-0.85). DISCUSSION: The present results provide some evidence that work disability during a four-year period after rehabilitation may be predicted by prerehabilitation perceptions of general health, pain, injury severity, as well as positive expectation of evolution.

Régression logistique bayésienne : comparaison de densités a priori

La régression logistique est un modèle de régression linéaire généralisée (GLM) utilisé pour des variables à expliquer binaires. Le modèle cherche à estimer la probabilité de succès de cette variable par la linéarisation de variables explicatives. Lorsque l’objectif est d’estimer le plus précisément l’impact de différents incitatifs d’une campagne marketing (coefficients de la régression logistique), l’identification de la méthode d’estimation la plus précise est recherchée. Nous comparons, avec la méthode MCMC d’échantillonnage par tranche, différentes densités a priori spécifiées selon différents types de densités, paramètres de centralité et paramètres d’échelle. Ces comparaisons sont appliquées sur des échantillons de différentes tailles et générées par différentes probabilités de succès. L’estimateur du maximum de vraisemblance, la méthode de Gelman et celle de Genkin viennent compléter le comparatif. Nos résultats démontrent que trois méthodes d’estimations obtiennent des estimations qui sont globalement plus précises pour les coefficients de la régression logistique : la méthode MCMC d’échantillonnage par tranche avec une densité a priori normale centrée en 0 de variance 3,125, la méthode MCMC d’échantillonnage par tranche avec une densité Student à 3 degrés de liberté aussi centrée en 0 de variance 3,125 ainsi que la méthode de Gelman avec une densité Cauchy centrée en 0 de paramètre d’échelle 2,5.

Optimization-Based Robotic Manipulation for Safe Interaction with Human Operators

This thesis investigates a method for human-robot interaction (HRI) in order to uphold productivity of industrial robots like minimization of the shortest operation time, while ensuring human safety like collision avoidance. For solving such problems an online motion planning approach for robotic manipulators with HRI has been proposed. The approach is based on model predictive control (MPC) with embedded mixed integer programming. The planning strategies of the robotic manipulators mainly considered in the thesis are directly performed in the workspace for easy obstacle representation. The non-convex optimization problem is approximated by a mixed-integer program (MIP). It is further effectively reformulated such that the number of binary variables and the number of feasible integer solutions are drastically decreased. Safety-relevant regions, which are potentially occupied by the human operators, can be generated online by a proposed method based on hidden Markov models. In contrast to previous approaches, which derive predictions based on probability density functions in the form of single points, such as most likely or expected human positions, the proposed method computes safety-relevant subsets of the workspace as a region which is possibly occupied by the human at future instances of time. The method is further enhanced by combining reachability analysis to increase the prediction accuracy. These safety-relevant regions can subsequently serve as safety constraints when the motion is planned by optimization. This way one arrives at motion plans that are safe, i.e. plans that avoid collision with a probability not less than a predefined threshold. The developed methods have been successfully applied to a developed demonstrator, where an industrial robot works in the same space as a human operator. The task of the industrial robot is to drive its end-effector according to a nominal sequence of grippingmotion-releasing operations while no collision with a human arm occurs.

Internal validity of the Swedish Maternal Health Care Register

Background: The Swedish Maternal Health Care Register (MHCR) is a national quality register that has been collecting pregnancy, delivery, and postpartum data since 1999. A substantial revision of the MHCR resulted in a Web-based version of the register in 2010. Although MHCR provides data for health care services and research, the validity of the MHCR data has not been evaluated. This study investigated degree of coverage and internal validity of specific variables in the MHCR and identified possible systematic errors. Methods: This cross-sectional observational study compared pregnancy and delivery data in medical records with corresponding data in the MHCR. The medical record was considered the gold standard. The medical records from nine Swedish hospitals were selected for data extraction. This study compared data from 878 women registered in both medical records and in the MHCR. To evaluate the quality of the initial data extraction, a second data extraction of 150 medical records was performed. Statistical analyses were performed for degree of coverage, agreement and correlation of data, and sensitivity and specificity. Results: Degree of coverage of specified variables in the MHCR varied from 90.0% to 100%. Identical information in both medical records and the MHCR ranged from 71.4% to 99.7%. For more than half of the investigated variables, 95% or more of the information was identical. Sensitivity and specificity were analysed for binary variables. Probable systematic errors were identified for two variables. Conclusions: When comparing data from medical records and data registered in the MHCR, most variables in the MHCR demonstrated good to very good degree of coverage, agreement, and internal validity. Hence, data from the MHCR may be regarded as reliable for research as well as for evaluating, planning, and decision-making with respect to Swedish maternal health care services.

Evaluating Value-at-Risk models via Quantile regressions

This paper is concerned with evaluating value at risk estimates. It is well known that using only binary variables to do this sacrifices too much information. However, most of the specification tests (also called backtests) avaliable in the literature, such as Christoffersen (1998) and Engle and Maganelli (2004) are based on such variables. In this paper we propose a new backtest that does not realy solely on binary variable. It is show that the new backtest provides a sufficiant condition to assess the performance of a quantile model whereas the existing ones do not. The proposed methodology allows us to identify periods of an increased risk exposure based on a quantile regression model (Koenker & Xiao, 2002). Our theorical findings are corroborated through a monte Carlo simulation and an empirical exercise with daily S&P500 time series.

Allocation of protective devices in distribution circuits using nonlinear programming models and genetic algorithms

The optimized allocation of protective devices in strategic points of the circuit improves the quality of the energy supply and the system reliability index. This paper presents a nonlinear integer programming (NLIP) model with binary variables, to deal with the problem of protective device allocation in the main feeder and all branches of an overhead distribution circuit, to improve the reliability index and to provide customers with service of high quality and reliability. The constraints considered in the problem take into account technical and economical limitations, such as coordination problems of serial protective devices, available equipment, the importance of the feeder and the circuit topology. The use of genetic algorithms (GAs) is proposed to solve this problem, using a binary representation that does (1) or does not (0) show allocation of protective devices (reclosers, sectionalizers and fuses) in predefined points of the circuit. Results are presented for a real circuit (134 busses), with the possibility of protective device allocation in 29 points. Also the ability of the algorithm in finding good solutions while improving significantly the indicators of reliability is shown. (C) 2003 Elsevier B.V. All rights reserved.