Analyse bayésienne et classification pour modèles continus modifiés à zéro

Les modèles à sur-représentation de zéros discrets et continus ont une large gamme d'applications et leurs propriétés sont bien connues. Bien qu'il existe des travaux portant sur les modèles discrets à sous-représentation de zéro et modifiés à zéro, la formulation usuelle des modèles continus à sur-représentation -- un mélange entre une densité continue et une masse de Dirac -- empêche de les généraliser afin de couvrir le cas de la sous-représentation de zéros. Une formulation alternative des modèles continus à sur-représentation de zéros, pouvant aisément être généralisée au cas de la sous-représentation, est présentée ici. L'estimation est d'abord abordée sous le paradigme classique, et plusieurs méthodes d'obtention des estimateurs du maximum de vraisemblance sont proposées. Le problème de l'estimation ponctuelle est également considéré du point de vue bayésien. Des tests d'hypothèses classiques et bayésiens visant à déterminer si des données sont à sur- ou sous-représentation de zéros sont présentées. Les méthodes d'estimation et de tests sont aussi évaluées au moyen d'études de simulation et appliquées à des données de précipitation agrégées. Les diverses méthodes s'accordent sur la sous-représentation de zéros des données, démontrant la pertinence du modèle proposé. Nous considérons ensuite la classification d'échantillons de données à sous-représentation de zéros. De telles données étant fortement non normales, il est possible de croire que les méthodes courantes de détermination du nombre de grappes s'avèrent peu performantes. Nous affirmons que la classification bayésienne, basée sur la distribution marginale des observations, tiendrait compte des particularités du modèle, ce qui se traduirait par une meilleure performance. Plusieurs méthodes de classification sont comparées au moyen d'une étude de simulation, et la méthode proposée est appliquée à des données de précipitation agrégées provenant de 28 stations de mesure en Colombie-Britannique.

Deflation and monetary policy: A look into Japan and the Euro Area

With more than two decades of weak economic performance since the bubble burst in the ‘90s, the Japanese deflationary scenario has become the economic fate every developed economy fears to become. As the euro area continues to experience sustained low inflation, studying the Japanese monetary policy may shed light on how to prevent persistent deflation. Using an SVAR methodology to understand the monetary transmission mechanism, we find some evidence that the euro area may possess characteristics that would eventually lead to a deflationary scenario. The extent of whether it would suffer the same Japanese fate would depend on how macroeconomic policies are timely coordinated as a response to its liquidity problem and increasing public debt across member states.

Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound

We explore the macroeconomic effects of a compression in the long-term bond yield spread within the context of the Great Recession of 2007–09 via a time-varying parameter structural VAR model. We identify a “pure” spread shock defined as a shock that leaves the policy rate unchanged, which allows us to characterize the macroeconomic consequences of a decline in the yield spread induced by central banks’ asset purchases within an environment in which the policy rate is constrained by the effective zero lower bound. Two key findings stand out. First, compressions in the long-term yield spread exert a powerful effect on both output growth and inflation. Second, conditional on available estimates of the impact of the Federal Reserve’s and the Bank of England’s asset purchase programs on long-term yield spreads, our counterfactual simulations suggest that U.S. and U.K. unconventional monetary policy actions have averted significant risks both of deflation and of output collapses comparable to those that took place during the Great Depression.

Interesterificação química: alternativa para obtenção de gorduras zero trans

The function of lipids in human nutrition has been intensively debated in the last decade.This context reinforces the concern about controlling the trans fat ingestion, due to its negative implications on health. Interesterification provides an important alternative to modify the consistency of oils and fats without causing formation of trans isomers. This article reports research done towards production of zero trans fats by chemical interesterification, for different industrial purposes. Aspects related to the effect of trans fats on diet, their impact on health and modifications in Brazilian legislation are also covered.

Evidence for zero-differential resistance states in electronic bilayers

We observe zero-differential resistance states at low temperatures and moderate direct currents in a bilayer electron system formed by a wide quantum well. Several regions of vanishing resistance evolve from the inverted peaks of magneto-intersubband oscillations as the current increases. The experiment, supported by a theoretical analysis, suggests that the origin of this phenomenon is based on instability of homogeneous current flow under conditions of negative differential resistivity, which leads to formation of current domains in our sample, similar to the case of single-layer systems.

Microwave Zero-Resistance States in a Bilayer Electron System

Magnetotransport measurements on a high-mobility electron bilayer system formed in a wide GaAs quantum well reveal vanishing dissipative resistance under continuous microwave irradiation. Profound zero-resistance states (ZRS) appear even in the presence of additional intersubband scattering of electrons. We study the dependence of photoresistance on frequency, microwave power, and temperature. Experimental results are compared with a theory demonstrating that the conditions for absolute negative resistivity correlate with the appearance of ZRS.

Splitting of the zero-energy edge states in bilayer graphene

Bilayer graphene nanoribbons with zigzag termination are studied within the tight-binding model. We also include single-site electron-electron interactions via the Hubbard model within the unrestricted Hartree-Fock approach. We show that either the interactions between the outermost edge atoms or the presence of a magnetic order can cause a splitting of the zero-energy edge states. Two kinds of edge alignments are considered. For one kind of edge alignment (?) the system is nonmagnetic unless the Hubbard parameter U becomes greater than a critical value Uc. For the other kind of edge alignment (?) the system is magnetic for any U>0. Our results agree very well with ab initio density functional theory calculations.

Zero-phonon emission and magnetic polaron parameters in EuTe

A phonon structure in the photoluminescence of EuTe was discovered, with a well-defined zero-phonon emission line (ZPL). The ZPL redshifts linearly with the intensity of applied magnetic field, indicating spin relaxation of the photoexcited electron, and saturates at a lower magnetic field than the optical absorption bandgap, which is attributed to formation of magnetic polarons. From the difference in these saturation fields, the zero-field polaron binding energy and radius are estimated to be 43 meV and 3.2 (in units of the EuTe lattice parameter), respectively. (C) 2011 American Institute of Physics. [doi:10.1063/1.3634030]

Spin-charge coupling in quantum wires at zero magnetic field

We discuss an approximation for the dynamic charge response of nonlinear spin-1/2 Luttinger liquids in the limit of small momentum. Besides accounting for the broadening of the charge peak due to two-holon excitations, the nonlinearity of the dispersion gives rise to a two-spinon peak, which at zero temperature has an asymmetric line shape. At finite temperature the spin peak is broadened by diffusion. As an application, we discuss the density and temperature dependence of the Coulomb drag resistivity due to long-wavelength scattering between quantum wires.

Sublattice magnetism in sigma-phase Fe(100-x)Vx (x=34.4, 39.9, and 47.9) studied via zero-field (51)V NMR

The successful measurements of a sublattice magnetism with (51)V NMR techniques in the sigma-phase Fe(100-x)V(x) alloys with x=34.4, 39.9, and 47.9 are reported. Vanadium atoms, which were revealed to be present on all five crystallographic sites, are found to be under the action of the hyperfine magnetic fields produced by the neighboring Fe atoms, which allow the observation of (51)V NMR signals. Their nuclear magnetic properties are characteristic of a given site, which strongly depend on the composition. Site A exhibits the strongest magnetism while site D is the weakest. The estimated average magnetic moment per V atom decreases from 0.36 mu(B) for x=34.4 to 0.20 mu(B) for x=47.9. The magnetism revealed at V atoms is linearly correlated with the magnetic moment of Fe atoms, which implies that the former is induced by the latter.

Universal zero-bias conductance through a quantum wire side-coupled to a quantum dot

A numerical renormalization-group study of the conductance through a quantum wire containing noninteracting electrons side-coupled to a quantum dot is reported. The temperature and the dot-energy dependence of the conductance are examined in the light of a recently derived linear mapping between the temperature-dependent conductance and the universal function describing the conductance for the symmetric Anderson model of a quantum wire with an embedded quantum dot. Two conduction paths, one traversing the wire, the other a bypass through the quantum dot, are identified. A gate potential applied to the quantum wire is shown to control the current through the bypass. When the potential favors transport through the wire, the conductance in the Kondo regime rises from nearly zero at low temperatures to nearly ballistic at high temperatures. When it favors the dot, the pattern is reversed: the conductance decays from nearly ballistic to nearly zero. When comparable currents flow through the two channels, the conductance is nearly temperature independent in the Kondo regime, and Fano antiresonances in the fixed-temperature plots of the conductance as a function of the dot-energy signal interference between them. Throughout the Kondo regime and, at low temperatures, even in the mixed-valence regime, the numerical data are in excellent agreement with the universal mapping.

Universal zero-bias conductance for the single-electron transistor

The thermal dependence of the zero-bias conductance for the single electron transistor is the target of two independent renormalization-group approaches, both based on the spin-degenerate Anderson impurity model. The first approach, an analytical derivation, maps the Kondo-regime conductance onto the universal conductance function for the particle-hole symmetric model. Linear, the mapping is parametrized by the Kondo temperature and the charge in the Kondo cloud. The second approach, a numerical renormalization-group computation of the conductance as a function the temperature and applied gate voltages offers a comprehensive view of zero-bias charge transport through the device. The first approach is exact in the Kondo regime; the second, essentially exact throughout the parametric space of the model. For illustrative purposes, conductance curves resulting from the two approaches are compared.

Near zero magnetostriction of Fe-Ti alloys

Fe(100-x)Ti(x) alloys (x = 10, 15, 20) were studied with respect to their microstructure and magnetostriction. Depending on heat treatment temperature and composition, the sample retained either the alpha-phase (A2 structure) or the alpha-phase plus the TiFe(2) Laves phase (C14 structure). The saturation magnetostriction measured at 238K is negative, about -11 ppm. However, for fields up to 0.4 T the magnetostriction is barely zero, a very interesting result. High values of magnetostriction are of interest for applications mainly in sensors and actuators, but zero magnetostriction is also a remarkable property, desirable for many applications such as electric transformers and fluxgate sensor cores. Therefore, the Fe(100-x)Ti(x) (x < 20 at%) are an attractive option to be considered for these applications.

Stability region bifurcations of nonlinear autonomous dynamical systems: Type-zero saddle-node bifurcations

The behavior of stability regions of nonlinear autonomous dynamical systems subjected to parameter variation is studied in this paper. In particular, the behavior of stability regions and stability boundaries when the system undergoes a type-zero sadle-node bifurcation on the stability boundary is investigated in this paper. It is shown that the stability regions suffer drastic changes with parameter variation if type-zero saddle-node bifurcations occur on the stability boundary. A complete characterization of these changes in the neighborhood of a type-zero saddle-node bifurcation value is presented in this paper. Copyright (C) 2010 John Wiley & Sons, Ltd.

On estimation and influence diagnostics for zero-inflated negative binomial regression models

The zero-inflated negative binomial model is used to account for overdispersion detected in data that are initially analyzed under the zero-Inflated Poisson model A frequentist analysis a jackknife estimator and a non-parametric bootstrap for parameter estimation of zero-inflated negative binomial regression models are considered In addition an EM-type algorithm is developed for performing maximum likelihood estimation Then the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and some ways to perform global influence analysis are derived In order to study departures from the error assumption as well as the presence of outliers residual analysis based on the standardized Pearson residuals is discussed The relevance of the approach is illustrated with a real data set where It is shown that zero-inflated negative binomial regression models seems to fit the data better than the Poisson counterpart (C) 2010 Elsevier B V All rights reserved