Dissertations / Theses on the topic 'Markov Equivalence'

For a general attractive Probabilistic Cellular Automata on S-Zd, we prove that the (time-) convergence towards equilibrium of this Markovian parallel dynamics, exponentially fast in the uniform norm, is equivalent to a condition (A). This condition means the exponential decay of the influence from the boundary for the invariant measures of the system restricted to finite boxes. For a class of reversible PCA dynamics on {1,+1}(Zd), wit a naturally associated Gibbsian potential rho, we prove that a (spatial-) weak mixing condition (WM) for rho implies the validity of the assumption (A); thus exponential (time-) ergodicity of these dynamics towards the unique Gibbs measure associated to rho hods. On some particular examples we state that exponential ergodicity holds as soon as there is no phase transition.

L'inegalite de markov permet de majorer, sur un compact, la norme du gradient d'un polynome en fonction de la norme du polynome. Quatre resultats concernant cette inegalite sont etablis. (1) l'inegalite de markov est satisfaite sur les ensembles de cantor. Pour montrer ce resultat nous etablissons, a l'aide d'estimations sur la mesure harmonique, que pour un ensemble de cantor k la fonction de green avec pole a l'infini de la composante connexe du complementaire de k satisfait une condition qui implique que l'ensemble k preserve l'inegalite de markov. (2) les compacts sur lesquels on a une inegalite de markov sont reguliers. Nous prouvons que tout compact de c sur lequel l'inegalite de markov est satisfaite a une capacite logarithmique positive. Il en resulte qu'il est regulier (au sens du probleme de dirichlet de prolongement d'une fonction continue et bornee sur le bord du compact en une fonction harmonique). (3) la conjecture de wilhelmsen est fausse. Pour k compact convexe du domaine reel d'interieur non vide, wilhelmsen a conjecture que la meilleure constante possible m dans l'inegalite de markov est m = 2/a(k) ou a(k) designe le minimum de la distance de deux hyperplans paralleles entre lesquels on peut inserer k. Nous infirmons cette conjecture a l'aide d'exemples construits en plusieurs variables. (4) l'inegalite de markov est equivalente a une inegalite de division. Sur un ensemble k borne et d'interieur non vide du domaine reel l'inegalite de markov implique une inegalite de division par une fonction suffisamment reguliere et non plate. Nous prouvons la reciproque quand k est un compact de r ou c.

Cette thèse présente une méthode pour la détection hors-ligne de multiples ruptures dans des séries temporelles multivariées, et propose d'en exploiter les résultats pour estimer les relations de dépendance entre les variables du système. L'originalité du modèle, dit du Bernoulli Detector, réside dans la combinaison de statistiques locales issues d'un test robuste, comparant les rangs des observations, avec une approche bayésienne. Ce modèle non paramétrique ne requiert pas d'hypothèse forte sur les distributions des données. Il est applicable sans ajustement à la loi gaussienne comme sur des données corrompues par des valeurs aberrantes. Le contrôle de la détection d'une rupture est prouvé y compris pour de petits échantillons. Pour traiter des séries temporelles multivariées, un terme est introduit afin de modéliser les dépendances entre les ruptures, en supposant que si deux entités du système étudié sont connectées, les événements affectant l'une s'observent instantanément sur l'autre avec une forte probabilité. Ainsi, le modèle s'adapte aux données et la segmentation tient compte des événements communs à plusieurs signaux comme des événements isolés. La méthode est comparée avec d'autres solutions de l'état de l'art, notamment sur des données réelles de consommation électrique et génomiques. Ces expériences mettent en valeur l'intérêt du modèle pour la détection de ruptures entre des signaux indépendants, conditionnellement indépendants ou complètement connectés. Enfin, l'idée d'exploiter les synchronisations entre les ruptures pour l'estimation des relations régissant les entités du système est développée, grâce au formalisme des réseaux bayésiens. En adaptant la fonction de score d'une méthode d'apprentissage de la structure, il est vérifié que le modèle d'indépendance du système peut être en partie retrouvé grâce à l'information apportée par les ruptures, estimées par le modèle du Bernoulli Detector
This thesis presents a method for the multiple change-points detection in multivariate time series, and exploits the results to estimate the relationships between the components of the system. The originality of the model, called the Bernoulli Detector, relies on the combination of a local statistics from a robust test, based on the computation of ranks, with a global Bayesian framework. This non parametric model does not require strong hypothesis on the distribution of the observations. It is applicable without modification on gaussian data as well as data corrupted by outliers. The detection of a single change-point is controlled even for small samples. In a multivariate context, a term is introduced to model the dependencies between the changes, assuming that if two components are connected, the events occurring in the first one tend to affect the second one instantaneously. Thanks to this flexible model, the segmentation is sensitive to common changes shared by several signals but also to isolated changes occurring in a single signal. The method is compared with other solutions of the literature, especially on real datasets of electrical household consumption and genomic measurements. These experiments enhance the interest of the model for the detection of change-points in independent, conditionally independent or fully connected signals. The synchronization of the change-points within the time series is finally exploited in order to estimate the relationships between the variables, with the Bayesian network formalism. By adapting the score function of a structure learning method, it is checked that the independency model that describes the system can be partly retrieved through the information given by the change-points, estimated by the Bernoulli Detector

The study of Borel equivalence relations on Polish spaces has become a major area of focus within descriptive set theory. Primarily, work in this area has been carried out using the standard methods of descriptive set theory. In this work, however, we develop a model-theoretic framework suitable for the study of Borel equivalence relations, introducing a class of objects we call Borel structurings. We then use these structurings to examine conditions under which marker sets for Borel equivalence relations can be concluded to exist or not exist, as well as investigating to what extent the Compactness Theorem from first-order logic continues to hold for Borel structurings.

For most of the 20th century the dominant aim of Swedish educational policy was an integrated public school system under national state control. During the post-war era (1945–1989) this policy led to Sweden having one of the most centralized and integrated school systems in the world. In the 1980s and 1990s, however, there was a profound change in Swedish education policy towards decentralization, deregulation and marketization of the school system. The aim of this thesis is to provide a deeper understanding of the nature and causes of this shift in education policy. The thesis draws from a theoretical framework consisting of Critical Realism, curriculum theory and Neo-Marxism. From a Neo- Marxist perspective the configuration of state education policy is understood as a dominant education ideology. The empirical material consists of state policy documents which are understood as an expression of the dominant education ideology in society. The results indicate a shift in the dominant education ideology in Sweden between 1969 and – 1999: from an emphasis on state governance and goals of equivalence, equality and participation in the school system during the 1970s, towards increasing skepticism regarding state regulation and an emphasis on decentralization and aims to increase parental and pupil influence in the school system during the 1980s, to a dominance of private influence via school choice and competition in the school system during the 1990s. From a theoretical perspective consisting of Critical Realism and curriculum theory, this shift in education policy and restructuring of the school system is understood in relation to economic crises, a rightward shift in politics and the dominance of neoliberal ideas in Sweden during the 1980s and 1990s.

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This study presents an alternative investment projection model to estimate the future values of Private Equity (PE) investments. The performance of PE investments is assessed by analyzing the risk-return relationship relative to simulated Public Market (PM) investments that mimic the cash flow patterns of PE investments. The model allows for a quantified analysis of the underlying inputs that outline the PE performance and risks, and accounts for survivorship bias. These inputs include the fund manager’s decisions regarding the selection, leverage, size, duration and timing of investment and divestments.
Este estudo apresenta um modelo de projeção de investimentos alternativos para estimar os valores futuros de investimentos de Private Equity (PE). O desempenho dos investimentos de PE é avaliado pelo risco-retorno em relação a investimentos de Mercados Públicos simulados de forma a imitar os padrões de fluxo de caixa dos investimentos de PE. O modelo permite uma análise quantificada dos inputs que caraterizam o desempenho e riscos de investimentos de PE, e tem em consideração rácios de sobrevivência (survivorship bias) destes investimentos. Estes inputs incluem decisões dos gestores do fundo em relação à seleção, alavancagem, tamanho, duração e timings dos investimentos e desinvestimentos.

This thesis investigates the sensitivity of derived monetary valuations of the well-being effects of non-market goods, by considering, in turn, the four components that contribute to these calculations. Comparisons are made to the current subjective well-being (SWB) literature by altering one component at a time in a willingness to pay (WTP) function, in addition to varying the estimator used when calculating WTP. The first component varied is the measure of income used; a more robust, up-to-date measure is proposed that takes into account household size, economies of scale and composition, plus other improvements over current income scaling approaches including equivalence scales. Secondly, anticipation and adaptation effects are examined, in order to allow for the dynamics of SWB in WTP valuations. Thirdly, due to the ordered nature of the dependent variable, the effects of both cardinal and ordinal models on WTP derivations are investigated. Such models include the ordered logit fixed effects (FE) model (see for example Das and Van Soest (1999), Ferrer-i-Carbonell and Frijters (2004) and Baetschmann et al. (2011)). The final input to be varied is whether income endogeneity is accounted for. A control function approach is used in this case. A key finding is that all four inputs in the WTP calculation contribute significantly to the estimated WTP values. However, the degree to which each input influences the variation in WTP values differs substantially. The three main contributing factors to WTP variations are the income variable chosen, anticipation and adaptation effects, and controlling for endogeneity. Additionally, this thesis proposes a new way to define WTP that is also valid for ordered estimators. Whilst the standard WTP approach relies simply on coefficient ratios at a point in time, the method proposed here uses the finding that statistically significant anticipation and adaptation effects, along with adaptation to all non-market events (except for unemployment) suggest that there are concerns with taking WTP values as yearly valuations that assume constant effects on SWB. By instead defining WTP as the summation of the value of all WTP effects over all lag and lead effect periods, the total value of an event can be calculated. This definition presents further weaknesses of the original method by showing that because of significant lag and lead effects for events such as divorce and widowhood, these events have substantially larger WTP values than first thought. This leads to the major finding in this study that rank orders are not preserved when controlling for income endogeneity, even when comparing two model specifications that are identical in all other respects. Therefore, despite absolute WTP valuations appearing more similar for linear and ordered estimators when a more appropriate model specification is in place, the rank orders are affected. This finding argues against papers such as Powdthavee and van den Berg (2011) that find that rank orders are preserved for WTP valuations when modelling SWB. In conclusion, given rank orders are generally not preserved when a small change is made in the model specification, the validity of the WTP method is significantly reduced. Finally, the above methodology is applied to education, with the main contribution to the education literature being that the positive effects on SWB from education only exist in terms of lead effects.

La presente tesis consta de dos partes principales. En la primera se pretende definir y delimitar el concepto de marcador estructural como herramienta de análisis textual aplicada a la traducción poética. Tras una aproximación a la especificidad del texto poético, y tras repasar las principales aportaciones teóricas a la traducción poética, identificamos los marcadores estructurales con los rasgos estilísticos que marcan el armazón semántico del texto.

Posteriormente, se aplica el análisis basado en los marcadores estructurales a 21 poemas de Philip Larkin, seleccionados por temas. El producto práctico de este análisis es la traducción al castellano de cada poema, acompañada de un mapa donde figuran los rasgos que forman la estructura; y el producto teórico una caracterización estilística de la poesía de Larkin, representada en un mapa donde figuran sus principales rasgos estilístico.

También se aporta un esbozo de crítica de la traducción basado en dicha herramienta.
This dissertation consists of two parts. The first one is an attempt to define and delimit the concept of structural marker as a tool of text analysis applied to poetic translation. After dealing with the specificity of the poetic text and re-examining the main theories about poetic translation, structural markers are identified with the stylistic features that mark the semantic frame of the text.

Afterwards, we apply the analysis based on the structural markers to 21 poems by Philip Larkin, put into groups by themes. The practical outcome of this analysis the translation to Spanish of this poems, accompanied with a map where the main structural features can be seen; and the theoretical outcome is a stylistic characterisation of Larkin's poetry, which we represent in a stylistic map.

We also find an outline of translation criticism based in this tool called structural marker.

The aim of this work is to identify and analyze the legal problems arising from applying the articles of the EC Treaty on the prohibition of quantitative restrictions and measures having equivalent effect. The author, referring to evolution of the case law of European Court of Justice, reveals problem aspects of the prohibition of quantitative restrictions on import and measures having equivalent effect, ensuring the free movement of goods in EC. The author analyzes the link between the list of mandatory requirements, introduced in Cassis, and the article 30 of the Treaty, looking for bonds between them and providing possible solutions of the problem. The author also presents the probable reasons of the large-scale criticism towards European Court of Justice due to its ambivalent decision in Keck, examines the arguments rehabilitating Keck and estimates the influence of Keck towards free movement of goods in EC. The author aims to reveal the tendencies of European Court of Justice in the context of market access and discrimination, comparing both tests and considering whether it is possible to apply one of them alternatively or use a synergy of both tests. The basics of this work are focused on legal doctrine given in monographs, articles and publications of various foreign legal authors.

Master`s thesis topic is characteristic of office market and it`s distinction among other segments of reality market. Inseparable part of the thesis is also analysis of development between years 1995 and 2013 with orientation toward prague office market and it`s comparison with other european cities. Furthermore thesis discusses options of applicability of initial, reversionary and equivalent yields as comparable figures across investment and geographical markets and application of exit yield for property valuation in discounted cash-flow model. Established facts are applied on office building Rivergarden II-III in dynamically developing district Karlín in Prague 8.

This report studies when and why two Hidden Markov Models (HMMs) may represent the same stochastic process. HMMs are characterized in terms of equivalence classes whose elements represent identical stochastic processes. This characterization yields polynomial time algorithms to detect equivalent HMMs. We also find fast algorithms to reduce HMMs to essentially unique and minimal canonical representations. The reduction to a canonical form leads to the definition of 'Generalized Markov Models' which are essentially HMMs without the positivity constraint on their parameters. We discuss how this generalization can yield more parsimonious representations of stochastic processes at the cost of the probabilistic interpretation of the model parameters.

Dissertação de mestrado em Engenharia de Informática
Com o emergir da era da informação foram muitas as empresas que recorreram a data warehouses para armazenar a crescente quantidade de dados que dispõem sobre os seus negócios. Com essa evolução dos volumes de dados surge também a necessidade da sua melhor exploração para que sejam úteis de alguma forma nas avaliações e decisões sobre o negócio. Os sistemas de processamento analítico (ou OLAP – On-Line Analytical Processing) vêm dar resposta a essas necessidades de auxiliar o analista de negócio na exploração e avaliação dos dados, dotando-o de autonomia de exploração, disponibilizando-lhe uma estrutura multiperspetiva e de rápida resposta. Contudo para que o acesso a essa informação seja rápido existe a necessidade de fazer a materialização de estruturas multidimensionais com esses dados já pré-calculados, reduzindo o tempo de interrogação ao tempo de leitura da resposta e evitando o tempo de processamento de cada query. A materialização completa dos dados necessários torna-se na prática impraticável dada a volumetria de dados a que os sistemas estão sujeitos e ao tempo de processamento necessário para calcular todas as combinações possíveis. Dado que o analista do negócio é o elemento diferenciador na utilização efetiva das estruturas, ou pelo menos aquele que seleciona os dados que são consultados nessas estruturas, este trabalho propõe um conjunto de técnicas que estudam o comportamento do utilizador, de forma a perceber o seu comportamento sazonal e as vistas alvo das suas explorações, para que seja possível fazer a definição de novas estruturas contendo as vistas mais apropriadas à materialização e assim melhor satisfaçam as necessidades de exploração dos seus utilizadores. Nesta dissertação são definidas estruturas que acolhem os registos de consultas dos utilizadores e com esses dados são aplicadas técnicas de identificação de perfis de utilização e padrões de utilização, nomeadamente a definição de sessões OLAP, a aplicação de cadeias de Markov e a determinação de classes de equivalência de atributos consultados. No final deste estudo propomos a definição de uma assinatura OLAP capaz de definir o comportamento OLAP do utilizador com os elementos identificados nas técnicas estudadas e, assim, possibilitar ao administrador de sistema uma definição de reestruturação das estruturas multidimensionais “à medida” da utilização feita pelos analistas.
With the emergence of the information era many companies resorted to data warehouses to store an increasing amount of their business data. With this evolution of data volume the need to better explore this data arises in order to be somewhat useful in evaluating and making business decisions. OLAP (On-Line Analytical Processing) systems respond to the need of helping the business analyst in exploring the data by giving him the autonomy of exploration, providing him with a multi-perspective and quick answer structure. However, in order to provide quick access to this information the materialization of multi-dimensional structures with this data already calculated is required, reducing the query time to the answer reading time and avoiding the processing time of each query. The complete materialization of the required data is practically impossible due to the volume of data that the systems are subjected to and due to the processing time needed to calculate all combinations possible. Since the business analyst is the differentiating element in the effective use of these structures, this work proposes a set of techniques that study the user‟s behaviour in order to understand his seasonal behaviour and the target views of his explorations, so that it becomes possible to define new structures containing the most appropriate views for materialization and in this way better satisfying the exploration needs of its users. In this dissertation, structures that collect the query records of the users will be defined and with this data techniques of identification of user profiles and utilization patterns are applied, namely the definition of OLAP sessions, the application of Markov chains and the determination of equivalence classes of queried attributes. In the end of this study, the definition of an OLAP signature capable of defining the OLAP behaviour of the user with the elements identified in the studied techniques will be proposed and this way allowing the system administrator a definition for restructuring of the multi-dimensional structures in “size” with the use done by the analysts.

Dissertação de mestrado integrado em Engenharia Informática
As assinaturas OLAP podem ser vistas como uma forma de caracterização de um dado perfil de exploração analítica. Porém, ao contrário de um perfil de exploração típico, uma assinatura OLAP não tem uma natureza estática. Uma assinatura OLAP congrega de uma forma única todos os elementos de informação recolhidos ao longo do tempo nas várias sessões de exploração OLAP desenvolvidas por um dado utilizador, caracterizando de uma forma bastante concreta esse utilizador ao longo do tempo. Num sistema OLAP as assinaturas podem ser utilizadas para traçar um perfil de exploração de dados de um dado utilizador, baseado nas queries que este coloca ao longo do tempo sobre um dado sistema de processamento analítico e dos seus hábitos e tendências de exploração. Através da análise das assinaturas OLAP podemos otimizar as estruturas multidimensionais – cubos - de um dado sistema analítico, de forma a reduzir o seu tamanho, guardando apenas informação relevante, e prever quais as operações que podem ser despoletadas a partir da ocorrência de uma dada querie. Desta forma é possível escolher a priori quais as partes do cubo que devem ser carregadas para memória ou aquelas que podem ser transferidas para a máquina do próprio utilizador. Tudo isto, para que seja possível minimizar a carga do servidor e reduzir o tráfego de dados no sistema de comunicação que suporta os processos de exploração analítica. Neste trabalho de dissertação exploraremos esta temática e definiremos um método sustentado para definição e manutenção de assinaturas OLAP.
OLAP signatures can be viewed as a way of characterizing one analytical exploration profile. However, unlike a typical scan profile, an OLAP signature does not have a static nature. An OLAP signature uniquely brings together all the information elements collected over time in the various OLAP exploration sessions developed by one user, characterizing that user in a very concrete way along the time. In an OLAP system the signatures can be used to trace a data exploration profile of a user, based on the queries that this one places along the time on an analytical processing system and its exploration habits and trends. Through the analysis of OLAP signatures we can optimize the multidimensional structures - cubes - of an analytical system, so as to reduce its size, keeping only relevant information, and predict which operations can be triggered from the occurrence of a specific query. In this way it is possible to choose primarily which parts of the cube should be loaded into memory or those that can be transferred to the user's own machine. With this we can minimize server load and reduce data traffic in the communication system that supports analytical scanning processes. In this dissertation we will explore this theme and define a sustained method for defining and maintaining OLAP signatures.

博士
國立成功大學
財務金融研究所
102
ABSTRACT In this research the three-factor Fama-French regression model (1992, 1993, 1995) is investigated, in which the factors include the market risk premium (MRP), small-minus-big risk premium (SMB) and high-minus-low risk premium (HML) associated with the regression parameters , and its extensions to four-factor and eight-factor models. It is known that the MRP, SMB and HML can affect a stock portfolio’s return. Based on the Fama-French model, six types of stock portfolios (namely, BH, BL, BM, SH, SL, and SM) are created according to company size (Small or Big) and the ratio of book-to-market equity (High, Medium or Low). Using the data from the Taiwan Economic Journal (TEJ), a traditional multiple regression equation is proposed, which can explain the returns of six types of portfolios (BH, BL, BM, SH, SL, and SM) with R-square ranging from 93% to 97% based on these three explanatory factors. This study also tests the equivalence of the regression parameters using two one-sided tests (TOST) for all six types of portfolios under each factor using the TEJ data, the economically meaningful equivalence margins of these regression parameters are selected by investors in advance in order to achieve their investment goals. Similar analysis is made for four-factor and eight-factor models. The findings of this work can help investors better understand the common variations of stock portfolio returns, and thus make better decisions.

This thesis presents a contrastive analysis of the English pragmatic markers now and well and their Czech translation equivalents. The overall material is based on 200+12 occurrences that were excerpted from the electronic parallel corpus InterCorp, with all the instances appearing in fictional dialogues. The contrastive study focuses on the role of translation as a means to understand better the nature of the two pragmatic markers. It analyzes specific marker-collocate sequences and the respective Czech translation equivalents. It demonstrates that certain marker-collocate sequences have a tendency to be translated by specific Czech translation equivalents and that the role of other factors, such as position in discourse structure, prosody, and broader context, play in this respect an important role as well. All this and the finding that both now and well share certain Czech translation equivalents add to the multifunctionality of both now and well and prove that a combination of other factors is needed to comprehend the use of the two pragmatic markers in English. The comparison of the Czech translation equivalents in this thesis to the Czech translation equivalents in the Czech-English dictionary Lingea attempted to provide an example of how a contrastive analysis can be useful in Lexicography.

The market access approach refers to a way of interpretation of the notion of restriction to free movement advanced by the Court of Justice of the European Union. The rationale behind the concept, as it emerged from the landmark judgment in Commission v. Italy (Trailers), is that any measure that hinders access to the market is prima facie considered as a restriction to free movement and is therefore held incompatible with EU law unless the Court finds it justified and proportionate. Applying the market access approach the Court seems to have departed from its previous case law as it does not require a measure to be discriminatory in any way. Instead, a measure is already found to constitute a restriction if it is liable to discourage economic operators from accessing the market of a Member State or making such access less attractive or more difficult. On one hand, this interpretation allows the Court to strengthen integration and contribute to establishing the internal market free from any obstacles. On the other hand, it considerably extends the scope of the notion of restriction to free movement and therefore the scope of EU law in general. Particularly, the market access approach allows the Court to strike down an immense amount of national measures and thus intrude into national regulatory...