Monte Carlo Markov Chain Mcmc
Mostrando 1-12 de 26 artigos, teses e dissertações.
-
1. Inferência Bayesiana no Modelo Weibull Discreto em Dados com Presença de Censura
Este trabalho apresenta uma inferência bayesiana da distribuição Weibull discreta em dados com presença de censuras. Foi proposto também um teste de significância genuinamente bayesiano (FBST - Full Bayesian Significance Test) para testar seu parâmetro de forma. Amostras da distribuição a posteriori dos parâmetros foram obtidas por meio de simulaç
TEMA (São Carlos). Publicado em: 2015-08
-
2. A BIVARIATE GENERALIZED EXPONENTIAL DISTRIBUTION DERIVED FROM COPULA FUNCTIONS IN THE PRESENCE OF CENSORED DATA AND COVARIATES
In this paper, we introduce a Bayesian analysis for a bivariate generalized exponential distribution in the presence of censored data and covariates derived from Copula functions. The generalized exponential distribution could be a good alternative to analyze lifetime data in comparison to usual existing parametric lifetime distributions as Weibull or Gamma
Pesqui. Oper.. Publicado em: 2015-04
-
3. Imputação múltipla: comparação e eficiência em experimentos multiambientais / Multiple Imputations: comparison and efficiency of multi-environmental trials
In trials of genotypes by environment, the presence of absent values is common, due to the quantity of insufficiency of genotype application, making difficult for example, the process of recommendation of more productive genotypes, because for the application of the majority of the multivariate statistical techniques, a complete data matrix is required. Thus
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 19/07/2012
-
4. Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series
In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space
Pesqui. Oper.. Publicado em: 05/07/2012
-
5. Análise da diversidade genética e evolução molecular de Infectious bursal disease virus (IBDV) / Analysis of genetic diversity and molecular evolution of Infectious bursal disease virus (IBDV)
Infectious bursal disease virus (IBDV) is considered one of the most important pathogens for chickens of the poultry industry. Considering the differences in levels of virulence among isolates of IBDV, this paper proposes a non-arbitrary genotyping definition and a unified nomenclature for the viral isolates of IBDV. In this approach, the sets of 96 VP2 and
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 25/11/2011
-
6. Dados de sobrevivência multivariados na presença de covariáveis e observações censuradas: uma abordagem bayesiana
In this work, we introduce a Bayesian Analysis for survival multivariate data in the presence of a covariate vector and censored observations. Different frailtiesor latent variables are considered to capture the correlation among the survival times for the same individual. We also introduce a Bayesian analysis for some of the most popular bivariate exponenti
Publicado em: 2010
-
7. Application of stochastic volatility models to air pollution data of two big cities: Mexico City and São Paulo / Aplicação de modelos de volatilidade estocástica em dados de poluição do ar de duas grandes cidades: Cidade do México e São Paulo
Recent studies related to environmental has been considered in all world due to increasing levels of pollution and of natural resources destruction especially, in the last years. The largest cities in the world are the ones been mostly affected by pollution and in this work we consider the analysis of air pollution data of two important cities: Mexico City a
Publicado em: 2010
-
8. Term structure dynamics and no-arbitrage under the taylor rule
The term structure interest rate determination is one of the main subjects of the financial assets management. Considering the great importance of the financial assets for the economic policies conduction it is basic to understand structure is determined. The main purpose of this study is to estimate the term structure of Brazilian interest rates together wi
Publicado em: 18/08/2009
-
9. MÃtodo adaptativo de Markov Chain Monte Carlo para manipulaÃÃo de modelos Bayesianos
Historically, Bayesian models have deserved special attention from academy and applied fields mainly by allowing mathematical combination of human judgments and empirical data. Markov Chain Monte Carlo (MCMC) methodology is one of the main classes of approaches for computing marginal estimates from Bayesian models. Among Markov Chain Monte Carlo methods, Met
Publicado em: 2009
-
10. Uma abordagem bayesiana para mapeamento de QTLs em populações experimentais / A Bayesian approach for mapping QTL in experimental populations
Many traits in plants and animals have quantitative nature, influenced by multiple genes. With the new molecular techniques, it has been possible to map the loci, which control the quantitative traits, called QTL (Quantitative Trait Loci). Mapping a QTL means to identify its position in the genome, as well as to estimate its genetics effects. The great diffi
Publicado em: 2009
-
11. Análise estatística para dados de contagem longitudinais na presença de covariáveis: aplicações na área médica / Statistical Analyze For Longitudinal Counting Data in Presence of Covariates: Application in Medical Research
COELHO-BARROS, E. A. Analise estatstica para dados de contagem longitudinais na presenca de covariaveis: Aplicac~oes na area medica. Dissertac~ao (mestrado) - Faculdade de Medicina de Ribeir~ao Preto - USP, Ribeir~ao Preto - SP - Brasil, 2009. Longitudinal counting data in the presence of covariates is very common in many applications, especially considering
Publicado em: 2009
-
12. Utilização de técnicas bayesianas em modelos de regressão de Poisson para dados de contagem longitudinais e dados de contagem com medidas repetidas apresentando excesso de zeros
In medical and biological researches we often .nd count data. For longitudinal count data, usual Poisson regression models, assuming independence among observations, are not applicable because of the correlation of these measures. This work presents hierarchical Bayesian models considering random eects to analyze longitudinal count data. A Normal and a Gamma
Publicado em: 2008