Relevant bibliographies by topics / Multiples priors

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Multiples priors'

Author: Grafiati
Published: 7 December 2024

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Journal articles on the topic "Multiples priors"

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Sbuelz, Alessandro, and Fabio Trojani. "Asset prices with locally constrained-entropy recursive multiple-priors utility." Journal of Economic Dynamics and Control 32, no. 11 (November 2008): 3695–717. http://dx.doi.org/10.1016/j.jedc.2008.03.002.

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Blanchard, Romain, and Laurence Carassus. "Short Communication: Super-Replication Prices with Multiple Priors in Discrete Time." SIAM Journal on Financial Mathematics 13, no. 2 (May 16, 2022): SC53—SC65. http://dx.doi.org/10.1137/22m1470013.

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Epstein, Larry G., and Martin Schneider. "Recursive multiple-priors." Journal of Economic Theory 113, no. 1 (November 2003): 1–31. http://dx.doi.org/10.1016/s0022-0531(03)00097-8.

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Ghirardato, Paolo, Peter Klibanoff, and Massimo Marinacci. "Additivity with multiple priors." Journal of Mathematical Economics 30, no. 4 (November 1998): 405–20. http://dx.doi.org/10.1016/s0304-4068(97)00047-5.

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Chateauneuf, Alain, Fabio Maccheroni, Massimo Marinacci, and Jean-Marc Tallon. "Monotone continuous multiple priors." Economic Theory 26, no. 4 (November 2005): 973–82. http://dx.doi.org/10.1007/s00199-004-0540-2.

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D’Andrea, Amanda M. E., Vera L. D. Tomazella, Hassan M. Aljohani, Pedro L. Ramos, Marco P. Almeida, Francisco Louzada, Bruna A. W. Verssani, Amanda B. Gazon, and Ahmed Z. Afify. "Objective bayesian analysis for multiple repairable systems." PLOS ONE 16, no. 11 (November 23, 2021): e0258581. http://dx.doi.org/10.1371/journal.pone.0258581.

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This article focus on the analysis of the reliability of multiple identical systems that can have multiple failures over time. A repairable system is defined as a system that can be restored to operating state in the event of a failure. This work under minimal repair, it is assumed that the failure has a power law intensity and the Bayesian approach is used to estimate the unknown parameters. The Bayesian estimators are obtained using two objective priors know as Jeffreys and reference priors. We proved that obtained reference prior is also a matching prior for both parameters, i.e., the credibility intervals have accurate frequentist coverage, while the Jeffreys prior returns unbiased estimates for the parameters. To illustrate the applicability of our Bayesian estimators, a new data set related to the failures of Brazilian sugar cane harvesters is considered.
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Marinacci, Massimo. "Probabilistic Sophistication and Multiple Priors." Econometrica 70, no. 2 (March 2002): 755–64. http://dx.doi.org/10.1111/1468-0262.00303.

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Alon, Shiri, and Gabi Gayer. "Utilitarian Preferences With Multiple Priors." Econometrica 84, no. 3 (2016): 1181–201. http://dx.doi.org/10.3982/ecta12676.

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Amarante, Massimiliano. "Ambiguity, measurability and multiple priors." Economic Theory 26, no. 4 (November 2005): 995–1006. http://dx.doi.org/10.1007/s00199-004-0559-4.

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Madan, Dilip B., and Robert J. Elliott. "Multiple Priors and Asset Pricing." Methodology and Computing in Applied Probability 11, no. 2 (February 28, 2008): 211–29. http://dx.doi.org/10.1007/s11009-007-9051-5.

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Dissertations / Theses on the topic "Multiples priors"

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Lacaussade, Charles-Thierry. "Evaluation d'actifs financiers et frictions de marché." Electronic Thesis or Diss., Université Paris sciences et lettres, 2024. http://www.theses.fr/2024UPSLD021.

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Cette thèse vise à fournir des méthodes théoriques et empiriques innovantes dans le cadre de l'évaluation des actifs financiers aux chercheurs en économie, aux teneurs de marché et aux différents acteurs de marché, dont les courtiers, les négociants, les gestionnaires d'actifs et les régulateurs. Nous proposons une extension du théorème fondamental de l'évaluation des actifs (FTAP) adaptée aux marchés présentant des frictions financières. Par conséquent, nos méthodes d'évaluation des actifs permettent d'obtenir un système de prix présentant des bid-ask spreads (écarts entre le prix d’achat et de vente), tels qu'ils sont observés sur les marchés financiers ce qui les rendent plus facilement interprétables. Dans le premier chapitre, nous introduisons deux théorèmes de représentation pour l'évaluation des actifs financiers sur les marchés à deux dates, en tenant compte d'une variété de frictions financières (coûts de transaction, taxes, frais de commission). Ce résultat repose sur une nouvelle condition d'absence d'arbitrage adaptée au marché avec frictions financières, qui prend en compte les stratégies potentielles d'achat et de vente. En outre, ces modèles d'évaluation des actifs reposent tous deux sur des mesures de probabilité non additives. Le premier modèle est une règle de prix de Choquet, pour laquelle nous proposons un cas particulier adapté à la calibration, et le second est une règle d'évaluation à priors multiples. Dans le deuxième chapitre, en vue de généraliser nos modèles d'évaluation des actifs, nous fournissons les conditions nécessaires et suffisantes pour des règles de prix de Choquet en multi-périodes caractérisées notamment par l’existence des bid-ask spreads. Nous montrons qu'il est possible de modéliser un problème de tarification dynamique sur plusieurs périodes par un problème de tarification sur une période lorsque la filtration est sans friction, ce qui est équivalent à supposer la propriété de martingale, qui est équivalente à supposer la cohérence des prix. Enfin, dans le troisième chapitre, nous présentons l'axiomatisation d'une classe particulière de règles de prix de Choquet, à savoir les règles de tarification dépendantes du rang qui supposent aussi l'absence d'arbitrage et la parité put-call (entre les options de vente et les options d'achat). Les règles de prix dépendantes du rang ont l'avantage d'être facilement calibrées car la mesure de probabilité non additive prend la forme de la probabilité objective distordue. Nous proposons donc une étude empirique de ces règles de prix dépendantes du rang par le biais d'une calibration paramétrique sur des données de marché afin d'explorer l'impact des frictions financières sur les prix. Nous étudions également la validité empirique de la parité put-call. En outre, nous étudions l'impact du délai d'expiration (valeur temps) et de la moneyness (valeur intrinsèque) sur la forme de la fonction de distorsion. Nous trouvons que les règles de prix dépendantes du rang qui en résultent sont toujours plus précises que la règle de référence (FTAP). Enfin, nous établissons un lien entre les frictions du marché et l'aversion au risque du marché
This thesis aims to provide innovative theoretical and empirical methods for valuing securities to economics researchers, market makers, and participants, including brokers, dealers, asset managers, and regulators. We propose an extension of the Fundamental Theorem of Asset Pricing (FTAP) tailored to markets with financial frictions. Hence, our asset pricing methodologies allow for more tractable bid and ask prices, as observed in the financial market. This thesis provides both theoretical models and an empirical application of the pricing rule with bid-ask spreads.In our first chapter, we introduce two straightforward closed-form pricing expressions for securities in two-date markets, encompassing a variety of frictions (transaction cost, taxes, commission fees). This result relies on a novel absence of arbitrage condition tailored to the market with frictions considering potential buy and sell strategies. Furthermore, these asset pricing models both rely on non-additive probability measures. The first is a Choquet pricing rule, for which we offer a particular case adapted for calibration, and the second is a Multiple Priors pricing rule.In the second chapter, as a step toward generalizing our asset pricing models, we provide the necessary and sufficient conditions for multi-period pricing rules characterized by bid-ask spreads. We extend the multi-period version of the Fundamental Theorem of Asset Pricing by assuming the existence of market frictions. We show that it is possible to model a dynamic multi-period pricing problem with a one-stage pricing problem when the filtration is frictionless, which is equivalent to assuming the martingale property, which is equivalent to assuming price consistency.Finally, in the third chapter, we give the axiomatization of a particular class of Choquet pricing rule, namely Rank-Dependent pricing rules assuming the absence of arbitrage and put-call parity. Rank-dependent pricing rules have the appealing feature of being easily calibrated because the non-additive probability measure takes the form of a distorted objective probability. Therefore, we offer an empirical study of these Rank-Dependent pricing rules through a parametric calibration on market data to explore the impact of market frictions on prices. We also study the empirical validity of the put-call parity. Furthermore, we investigate the impact of time to expiration (time value) and moneyness (intrinsic value) on the shape of the distortion function. The resulting rank-dependent pricing rules always exhibit a greater accuracy than the benchmark (FTAP). Finally, we relate the market frictions to the market's risk aversion
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Li, Ang. "Diffuse optical tomography with multiple priors /." Thesis, Connect to Dissertations & Theses @ Tufts University, 2005.

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Thesis (Ph.D.)--Tufts University, 2005.
Advisers: David A. Boas; Yaacov Shapira. Submitted to the Dept. of Physics. Includes bibliographical references (leaves 113-126). Access restricted to members of the Tufts University community. Also available via the World Wide Web;
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Blanchard, Romain. "Application du contrôle stochastique en théorie de la décision avec croyances multiples et non dominées en temps." Thesis, Reims, 2017. http://www.theses.fr/2017REIMS006/document.

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Cette dissertation traite des trois thématiques suivantes : incertitude, fonctions d’utilité et non-arbitrage. Dans le premier chapitre, nous supposons qu’il n’y a pas d’incertitude sur les croyances et établissons l’existence d’un portefeuille optimal pour un investisseur qui opère dans un marché financier multi-période à temps discret et maximise son espérance terminale d’utilité. Nous considérons des fonctions d’utilité aléatoires non concaves, non continues définies sur l’axe réel positif. La preuve repose sur de la programmation dynamique et des outils de théorie de la mesure.Dans les trois chapitres suivant nous introduisons le concept d’incertitude knightienne et adoptons le modèle de marché financier multi-période à temps discret avec croyances multiples non dominées introduit par B. Bouchard and M. Nutz (Arbitrage and duality in nondominated discrete-time models)Dans le second chapitre, nous étudions la notion de non-arbitrage quasi-sûre introduite par B. Bouchard and M. Nutz (Arbitrage and duality in nondominated discrete-time models) et en proposons deux formulations équivalentes: une version quantitative et une version géométrique. Nous proposons aussi une condition forte de non-arbitrage afin de simplifier des difficultés techniques.Nous utilisons ces résultats dans le troisième chapitre pour résoudre le problème de la maximisation d’espérance d’utilité sous la plus défavorable des croyances pour des fonctions d’utilité concaves, définies sur l’axe positif réel non-bornées. La preuve utilise à nouveau de la programmation dynamique et des techniques de sélection mesurable.Finalement, dans le dernier chapitre, nous développons un modèle de d’évaluation par indifférence d’utilité et démontrons que sous de bonnes conditions, le prix d’indifférence d’un actif contingent converge vers son prix de sur réplication
This dissertation evolves around the following three general thematic: uncertainty, utility and no-arbitrage.In the first chapter we establish the existence of an optimal portfolio for investor trading in a multi-period and discrete-time financial market without uncertainty and maximising its terminal wealth expected utility. We consider general non-concave and non-smooth random utility function defined on the half real-line. The proof is based on dynamic programming and measure theory tools.In the next three chapters, we introduce the concept of Knightian uncertainty and adopt the multi-prior non dominated and discrete time framework introduced in [25]..In this setting, in the second chapter we study the notion of quasi-sure no-arbitrage introduced in [25] and propose two equivalent definitions: a quantitative and geometric characterisation. We also introduce a stronger no-arbitrage condition that simplifies some of the measurability difficulties.In the third chapter, we build on the results obtained in the previous chapter to study the maximisation of multiple-priors non-dominated worst-case expected utility for investors trading in a multi-period and discrete-time financial for general concave utility functions defined on the half-real line unbounded from above. The proof uses again a dynamic programming framework together with measurable selection.Finally the last chapter formulates a utility indifference pricing model for investor trading in a multi-period and discrete-time financial market. We prove that under suitable condition the multiples-priors utility indifference prices of a contingent claim converge to its multiple-priors superreplication price
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Dumont, Julien. "Optimisation conjointe de l'émetteur et du récepteur par utilisation des a priori du canal dans un contexte MIMO." Marne-la-Vallée, 2006. http://www.theses.fr/2006MARN0310.

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Dans cette thèse, nous avons abordé différents aspects de l’utilisation d’informations sur le milieu de propagation, dans un contexte MIMO, afin d’optimiser l’émetteur et le(s) récepteur(s). En effet, la situation idéale dans laquelle le canal serait connu parfaitement et instantanément de l’émetteur, et les stratégies mises en oeuvre définies de façon immédiate, est une hypothèse extrêmement forte qui conduit à la recherche de méthodes utilisant des éléments dont l’évaluation serait plus simple et/ou plus robuste, et sur des durées abordables. Nous avons ici précisément cherché à décrire ou à donner des stratégies utilisant différents a priori du canal. Tout d’abord, nous avons établi une stratégie permettant d’atteindre la capacité de canaux de type Rice corrélés et séparables (chapitre 1). Pour cela, nous avons établi préalablement une expression déterministe de l’information mutuelle de tels canaux, prenant en compte certaines statistiques du milieu, puis nous l’avons maximisée par rapport à la covariance des entrées. C’est donc une stratégie d’émission. Cela a également été l’occasion d’utiliser certains outils mathématiques de la théorie des grandes matrices aléatoires, qui donne ici une belle démonstration de ses possibilités, en répondant à un problème d’une grande complexité théorique. Ensuite, nous avons évalué l’impact d’une implantation pratique de certaines stratégies pratiques d’émission dans le cadre de systèmes broadcast, afin tout d’abord de dégager certains critères de choix de codeurs par rapport à une utilisation in situ, puis pour déterminer si l’utilisation de telles stratégies à l’émetteur était suffisamment robuste aux erreurs d’estimation, ou s’il n’était pas plus pertinent d’utiliser le TDMA (chapitre 2). La stratégie broadcast, souvent considérée comme très sensible au canal et à ses erreurs, se révèle relativement robuste et efficace pour une implantation réaliste, voire même plus que la solution TDMA, même si cette dernière solution ne nécessite qu’une information minime sur le canal (le SINR de chaque récepteur). Enfin, on a également étudié pour le cas pratique de l’interférence canal adjacent, dont on a démontré l’influence notable pour l’UMTS, comment certains paramètres du canal pouvaient aider à la décision d’une stratégie de réception pertinente (chapitre 3). La simple donnée de la distance entre le mobile et la station de base interférente permet de choisir entre différentes solutions en réception pour mieux combattre l’ACI, dont quelques unes que nous avons proposées. Cette décision peut d’ailleurs être prise par l’émetteur si celui-ci possède la donnée de cette distance. Nous voyons ici comment une information simple sur le canal peut être utilisée par un récepteur pour gérer l’évolution du canal et la qualité de son lien. Il est intéressant de privilégier les stratégies d’émission en ce sens que les moyens disponibles à la station de base étant souvent plus élevés, on peut en rapportant à l’émetteur un certain nombre de traitements - et donc une certaine complexité - solliciter moins le récepteur en calculs. Ce dernier peut consacrer alors plus de ressources à d’autres tâches, ou tout simplement augmenter son autonomie, qui est rappelons-le une des principales limitations des récepteurs envisagés les systèmes de nouvelles générations. Les solutions développées dans nos travaux vont donc en ce sens, et contribuent à montrer que, même pour des approches et des problématiques assez dissemblables, l’exploitation d’informations partielles sur le canal est une solution qui permet d’espérer de façon générale une amélioration significative des performances des systèmes MIMO
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McShane, Charlene. "Prior medical history, drug exposure and risk of multiple myeloma." Thesis, Queen's University Belfast, 2015. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.678815.

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To date, very little is known about the aetiology of the plasma cell disorder multiple myeloma (MM) and its precursor condition monoclonal gammopathy of undetermined significance (MGUS). Chronic antigenic stimulation and, more recently, medications have been investigated as potential aetiological risk factors however findings from observational studies have been largely inconsistent. This thesis aimed to explore the impact of medical history and drug exposure on the risk of developing MGUS and MM. A systematic review of the literature revealed an elevated risk of MGUS/MM in association with prior autoimmune disease and in particular pernicious anaemia. The findings of this study were further supported by a population-based nested case-control study carried out within the UK Clinical Practice Research Oatalink (CPRO). Similarly an increased risk of MGUS and MM following exposure to common community-acquired infections was observed within studies carried out within the CPRO and the USA SEER-Medicare dataset. Autoimmune disease and infections diagnosed after MGUS were not associated with progression to MM or associated Iymphoproliferative disorders within the CPRO dataset. Oral statin and bisphosphonate use was investigated as a risk factor for the development of MGUS/MM and MGUS progression using the UK CPRO dataset. While there was evidence of a reduced risk of MGUS/MM in association with oral statin use, an increased risk of both MGUS and MM was observed among oral bisphosphonate users most likely as a result of detection bias and/or reverse causality. Post-diagnostic statin use was also associated with a reduced risk of MGUS progression to any Iymphoproliferative disorder but not MM. Overall, the studies conducted as part of this thesis support a role for chronic antigenic stimulation in the development of MGUS and MM, and suggest a potential role for statins as chemopreventive agents within the MGUS/MM setting. Further research is however warranted to confirm these findings.
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Nordin, Henrik, and Gustav Klockby. "Bestämningsfaktorer till regionala bostadspriser : En analys av de svenska länen för perioden 1993-2012." Thesis, Linköpings universitet, Nationalekonomi, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111160.

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Bostadsmarknaden är en av de största tillgångsmarknaderna i ett land varpå förändringar i bostadspriserna får långt gångna konsekvenser för det enskilda hushållet, det finansiella systemet och samhällsekonomin i stort. Flertalet tidigare studier har analyserat den svenska bostadsmarknaden utifrån ett storstadsperspektiv alternativt jämfört Sveriges bostadsmarknad mot andra länder. Vi har identifierat att studiet kring vad som bestämmer prisnivån på regionala bostadsmarknader i Sverige är tämligen oexploaterat varför avsikten med den här studien är att analysera bestämningsfaktorer till de svenska bostadspriserna på länsnivå. Sålunda är ett bidragande mål med denna studie att tillföra en bättre förståelse för dynamiken på den svenska bostadsmarknaden. I studien använder vi multipel regression där vi bearbetar paneldata med en Fixed Effect Model. Ett flertal förtester har gjorts för att få fram den mest tillförlitliga modellen i vilken vi skattat bostadspriserna utifrån teoretiskt belagda förklaringsvariabler. De slutsatser vi har dragit är att disponibel inkomst, befolkningstäthet och sysselsättningsgrad kan förklara bostadspriserna på länsnivå med en procents signifikansnivå. Skillnaden i bostadspriserna mellan länen har relativt sett ökat över tidsperioden för studien. Avslutningsvis diskuteras uppvisade avvikelser mellan de verkliga bostadspriserna och de skattade bostadspriserna vilka kan förklaras av att bostadsmarknaden är känslostyrd med inslag av spekulationer.
The housing market is one of the greatest assets markets in a given country. Therefore, changes in housing prices have a big impact on the single household, the financial system and the economic system as a whole. Due to the housing markets vital role in the society, many scientific studies have been done with the purpose of enlighten and discover the dynamics of the Swedish housing market. The focuses in these earlier studies have more than often taken a metropolitan perspective or compared the Swedish housing market with other countries. However, this study divides the Swedish housing market into regional county level with the purpose of analyzing determinants of housing prices due to county specific variables. By analyzing the housing prices due to county specific factors a contributing goal with this study is to deepen the understanding about the dynamics in the Swedish housing market. In this study we have used multiple regressions in order to work with panel data. The Fixed Effect Model fitted our purpose well which is why that kind of model was used in order to estimate the housing prices for every single Swedish county. The conclusions drawn in this study are that disposable income, people density and employment rate are all statistically significant on one percent level in order to explain the housing price at state level. We have also discovered that, during the observed period, the relative differences in housing prices between the different states have increased. Finally, the differences found between the real housing prices and the estimated housing prices, can be explained by the assumption that the housing market is driven by emotions and speculations.
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Gustafsson, Alexander, and Sebastian Wogenius. "Modelling Apartment Prices with the Multiple Linear Regression Model." Thesis, KTH, Matematisk statistik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146735.

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This thesis examines factors that are of most statistical significance for the sales prices of apartments in the Stockholm City Centre. Factors examined are address, area, balcony, construction year, elevator, fireplace, floor number, maisonette, monthly fee, penthouse and number of rooms. On the basis of this examination, a model for predicting prices of apartments is constructed. In order to evaluate how the factors influence the price, this thesis analyses sales statistics and the mathematical method used is the multiple linear regression model. In a minor case-study and literature review, included in this thesis, the relationship between proximity to public transport and the prices of apartments in Stockholm are examined. The result of this thesis states that it is possible to construct a model, from the factors analysed, which can predict the prices of apartments in Stockholm City Centre with an explanation degree of 91% and a two million SEK confidence interval of 95%. Furthermore, a conclusion can be drawn that the model predicts lower priced apartments more accurately. In the case-study and literature review, the result indicates support for the hypothesis that proximity to public transport is positive for the price of an apartment. However, such a variable should be regarded with caution due to the purpose of the modelling, which differs between an individual application and a social economic application
Denna uppsats undersöker faktorer som är av störst statistisk signifikans för priset vid försäljning av lägenheter i Stockholms innerstad. Faktorer som undersöks är adress, yta, balkong, byggår, hiss, kakelugn, våningsnummer, etage, månadsavgift, vindsvåning och antal rum. Utifrån denna undersökning konstrueras en modell för att predicera priset på lägenheter. För att avgöra vilka faktorer som påverkar priset på lägenheter analyseras försäljningsstatistik. Den matematiska metoden som används är multipel linjär regressionsanalys. I en mindre litteratur- och fallstudie, inkluderad i denna uppsats, undersöks sambandet mellan närhet till kollektivtrafik och priset på läagenheter i Stockholm.   Resultatet av denna uppsats visar att det är möjligt att konstruera en modell, utifrån de faktorer som undersöks, som kan predicera priset på läagenheter i Stockholms innerstad med en förklaringsgrad på 91 % och ett två miljoner SEK konfidensintervall på 95 %. Vidare dras en slutsats att modellen preciderar lägenheter med ett lägre pris noggrannare. I litteratur- och fallstudien indikerar resultatet stöd för hypotesen att närhet till kollektivtrafik är positivt för priset på en lägenhet. Detta skall dock betraktas med försiktighet med anledning av syftet med modelleringen vilket skiljer sig mellan en individuell tillämpning och en samhällsekonomisk tillämpning.
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Clapham, Eric S. "Picture priming multiple primes under conditions of normal and limited awareness /." abstract and full text PDF (UNR users only), 2009. http://0-gateway.proquest.com.innopac.library.unr.edu/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3355576.

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Franciscani, Juliana de Fátima [UNESP]. "Consenso Iterativo: geração de implicantes primos para minimização de funções booleanas com múltiplas saídas." Universidade Estadual Paulista (UNESP), 2016. http://hdl.handle.net/11449/144517.

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Com a evolução e difusão do desenvolvimento de equipamentos utilizando microtecnologia e nanotecnologia, circuitos cada vez menores, mais eficientes e que consomem menos energia, são necessários. Os métodos de minimização de funções booleanas tornam-se relevantes por possibilitarem a otimização de circuitos lógicos, através da geração de circuitos que possuam a mesma funcionalidade, porém, minimizados. Estudos na área de minimização de funções booleanas são realizados há muito tempo, e estão sendo adaptados às novas tecnologias. A geração de implicantes primos de uma função booleana é um dos passos para a cobertura dos mintermos da função e, consequentemente, para a obtenção da função de custo mínimo. Neste trabalho, a Primeira Fase do Método de Quine-McCluskey para Funções Booleanas com Múltiplas Saídas (QMM) foi implementada para posterior comparação com os Métodos Propostos GPMultiplo e MultiGeraPlex (baseados na filosofia do algoritmo GeraPlex). Os métodos propostos geram os implicantes primos de uma função booleana com múltiplas saídas e utilizam a operação de consenso iterativo para comparar dois termos. Os resultados obtidos, através da comparação do GPMultiplo, MultiGeraPlex e da Primeira Fase do Método de QMM, puderam comprovar que a aplicação dos métodos propostos torna-se mais viável e vantajosa por permitir menor tempo de execução e uso de memória, menor quantidade de implicantes gerados e de comparações entre os termos.
With the evolution and spread of the development of equipment using microtechnology and nanotechnology, circuits in need are smaller, more efficient and consume less power. Methods of Minimizing Boolean Functions become important as they allow optimization of logic circuits by generating circuits having the same functionality, but minimized. Studies in Minimizing Boolean Functions area are carried out long ago, and are being adapted to new technologies. The generation of prime implicants of a Boolean function is one of the steps for covering the function of the minterms, and consequently to obtain the minimum cost function. In this work, the first phase of the Quine-McCluskey Method for Booleans Functions with Multiple Output (QMM) was implemented for comparison with Proposed Methods GPMultiplo and MultiGeraPlex (based on the philosophy of GeraPlex algorithm). The proposed methods generates the prime implicants of a Boolean Function with Multiple Output and using the iterative consensus operation to compare two terms. The results obtained by comparing the GPMultiplo, MultiGeraPlex and the first phase of the QMM Method, were able to prove that the application of the proposed methods becomes more feasible and advantageous, by allowing smaller execution time, number of implicants and number of comparisons.
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Franciscani, Juliana de Fátima. "Consenso Iterativo : geração de implicantes primos para minimização de funções booleanas com múltiplas saídas /." Ilha Solteira, 2016. http://hdl.handle.net/11449/144517.

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Orientador: Alexandre Cesar Rodrigues Silva
Resumo: Com a evolução e difusão do desenvolvimento de equipamentos utilizando microtecnologia e nanotecnologia, circuitos cada vez menores, mais eficientes e que consomem menos energia, são necessários. Os métodos de minimização de funções booleanas tornam-se relevantes por possibilitarem a otimização de circuitos lógicos, através da geração de circuitos que possuam a mesma funcionalidade, porém, minimizados. Estudos na área de minimização de funções booleanas são realizados há muito tempo, e estão sendo adaptados às novas tecnologias. A geração de implicantes primos de uma função booleana é um dos passos para a cobertura dos mintermos da função e, consequentemente, para a obtenção da função de custo mínimo. Neste trabalho, a Primeira Fase do Método de Quine-McCluskey para Funções Booleanas com Múltiplas Saídas (QMM) foi implementada para posterior comparação com os Métodos Propostos GPMultiplo e MultiGeraPlex (baseados na filosofia do algoritmo GeraPlex). Os métodos propostos geram os implicantes primos de uma função booleana com múltiplas saídas e utilizam a operação de consenso iterativo para comparar dois termos. Os resultados obtidos, através da comparação do GPMultiplo, MultiGeraPlex e da Primeira Fase do Método de QMM, puderam comprovar que a aplicação dos métodos propostos torna-se mais viável e vantajosa por permitir menor tempo de execução e uso de memória, menor quantidade de implicantes gerados e de comparações entre os termos.
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Books on the topic "Multiples priors"

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Koop, Gary. Prior elicitation in multiple change-point models. [New York, N.Y.]: Federal Reserve Bank of New York, 2004.

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Oldenburg, Claes. Claes Oldenburg: Prints and multiples. New York: Susan Sheehan Gallery, 1990.

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Indo-US Print Exhibition (1st 2004-2006 Indira Gandhi National Centre for the Arts). Multiple encounters: Indo-US Print Exhibition in India : 2004-2006. New Delhi: K.R. Subbanna, 2004.

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Hashem, Pesaran M. Forecasting time series subject to multiple structural breaks. Bonn, Germany: IZA, 2004.

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Hubbard, R. Glenn. Long-term contracting and multiple-price systems. Cambridge, MA: National Bureau of Economic Research, 1991.

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München, Haus der Kunst, ed. Made in Munich: Editionen von 1968 bis 2008. Köln: Verlag der Buchhandlung Walther König, 2011.

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Bayer, Galerie, Ida Kerkovius Archiv, and Museum im Kleihues-Bau, eds. Ida Kerkovius: 1879-1970 : Werkverzeichnis der Serigraphien, Lithographien, Multiples. Kornwestheim: Museen der Stadt Kornwestheim, Museum im Kleihues-Bau, 2012.

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Donald, Judd. Donald Judd, prints and works in editions: A catalogue raisonné. 2nd ed. Munich: Edition Schellmann, 1996.

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Donald, Judd. Donald Judd, prints and works in editions: A catalogue raisonné. Cologne: Edition Schellmann, 1993.

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Engle, R. F. A multiple indicators model for volatility using intra-daily data. Cambridge, Mass: National Bureau of Economic Research, 2003.

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Book chapters on the topic "Multiples priors"

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Madrigal, Francisco, Mariano Rivera, and Jean-Bernard Hayet. "Multiple Target Tracking with Motion Priors." In Advances in Soft Computing, 407–18. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-25330-0_36.

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Shah, Abhay, Junjie Bai, Zhihong Hu, Srinivas Sadda, and Xiaodong Wu. "Multiple Surface Segmentation Using Truncated Convex Priors." In Lecture Notes in Computer Science, 97–104. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-24574-4_12.

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Quenez, Marie-Claire. "Optimal Portfolio in a Multiple-Priors Model." In Seminar on Stochastic Analysis, Random Fields and Applications IV, 291–321. Basel: Birkhäuser Basel, 2004. http://dx.doi.org/10.1007/978-3-0348-7943-9_18.

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Wickner, Reed B., Herman K. Edskes, Moonil Son, Songsong Wu, and Madaleine Niznikiewicz. "Yeast Prions Are Folded, In-Register Parallel Amyloids Subject to Multiple Anti-prion Systems." In Prions and Diseases, 599–618. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-20565-1_29.

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Dmochowski, Roger. "Severe Incontinence After Multiple Prior Procedures." In Female Urology, 387–90. Totowa, NJ: Humana Press, 2007. http://dx.doi.org/10.1007/978-1-59745-368-4_34.

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Seo, Fumiko, and Masatoshi Sakawa. "Imputation of Dual Prices." In Multiple Criteria Decision Analysis in Regional Planning, 350–90. Dordrecht: Springer Netherlands, 1988. http://dx.doi.org/10.1007/978-94-009-4035-2_10.

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Souvenir, Richard, Jeremy Buhler, Gary Stormo, and Weixiong Zhang. "Selecting Degenerate Multiplex PCR Primers." In Lecture Notes in Computer Science, 512–26. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-540-39763-2_36.

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Brown, Jennifer, Sarah Miller, Sara Northey, and Darragh O’Neill. "Attachments: The Multiple Sorting Task Procedure." In What Works in Therapeutic Prisons, 139–59. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137306210_8.

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Kontorovich, Alex V. "A Pseudo Twin Primes Theorem." In Multiple Dirichlet Series, L-functions and Automorphic Forms, 287–98. Boston, MA: Birkhäuser Boston, 2012. http://dx.doi.org/10.1007/978-0-8176-8334-4_12.

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van Ginkel, Joost R. "Handling Missing Data in Principal Component Analysis Using Multiple Imputation." In Essays on Contemporary Psychometrics, 141–61. Cham: Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-10370-4_8.

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AbstractPrincipal component analysis (PCA) is a widely used tool for establishing the dimensional structure in questionnaire data. Whenever questionnaire data are incomplete, the missing data need to be treated prior to carrying out a PCA. Several methods exist for handling missing data prior to carrying out a PCA. The current chapter first discusses the most recent developments regarding the treatment of missing data in PCA. Next, of these methods, the method that is most promising both from a theoretical and practical point of view will be discussed in more detail, namely, multiple imputation. Finally, some extensions of multiple imputation to other PCA-related techniques or to statistics within PCA beyond the basics are discussed, and some general recommendations regarding the use of PCA on multiply imputed datasets in different statistical software packages will be given.
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Conference papers on the topic "Multiples priors"

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Lu, Jingjing, Yunchuan Qin, Fan Wu, Zhizhong Liu, Kenli Li, and Ruihui Li. "DeformingNet: Deforming Multiple Uniform 3D Priors for 3D Point Cloud Completion." In 2024 IEEE International Conference on Multimedia and Expo (ICME), 1–6. IEEE, 2024. http://dx.doi.org/10.1109/icme57554.2024.10687458.

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METOLINA, PATRÍCIA, ALEXANDER ARIYOSHI ZERWAS, ANDRÉ LUIZ NUNIS DA SILVA, and ROBERTO GUARDANI. "CFD MULTISCALE SIMULATION OF MULTIPLE GAS-SOLID REACTIONS IN THE INDUSTRIAL IRONMAKING PROCESS*." In 52º Seminário de Redução de Minérios e Matérias-Primas, 410–22. São Paulo: Editora Blucher, 2024. http://dx.doi.org/10.5151/2594-357x-41257.

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Wang, Yiwen. "Research on Housing Prices Forecasts Based on A Multiple Linear Regression Model." In International Conference on Innovations in Applied Mathematics, Physics and Astronomy, 53–59. SCITEPRESS - Science and Technology Publications, 2024. http://dx.doi.org/10.5220/0012991000004601.

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Huo, Qiang, and Bin Ma. "Robust speech recognition based on off-line elicitation of multiple priors and on-line adaptive prior fusion." In 6th International Conference on Spoken Language Processing (ICSLP 2000). ISCA: ISCA, 2000. http://dx.doi.org/10.21437/icslp.2000-853.

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Nakashizuka, Makoto. "Image regularization with multiple morphological gradient priors." In 2016 IEEE International Conference on Image Processing (ICIP). IEEE, 2016. http://dx.doi.org/10.1109/icip.2016.7532973.

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Maohua Dai, Xiaohai He, Zhengyong Wang, Honggang Chen, and Qingchuan Tao. "Video super-resolution using multiple complementary priors." In 2017 2nd International Conference on Image, Vision and Computing (ICIVC). IEEE, 2017. http://dx.doi.org/10.1109/icivc.2017.7984608.

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Ruiz, Esmeralda, and Marco Reisert. "Image segmentation using normalized cuts with multiple priors." In SPIE Medical Imaging, edited by Sebastien Ourselin and David R. Haynor. SPIE, 2013. http://dx.doi.org/10.1117/12.2000277.

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Wang, Zhongli, and Guohui Tian. "Salient Object Detection based on Multiple Priors Fusion*." In 2019 IEEE International Conference on Robotics and Biomimetics (ROBIO). IEEE, 2019. http://dx.doi.org/10.1109/robio49542.2019.8961569.

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Song, Chao, Maria V. Sainz de Cea, and David Richmond. "Reading Mammography with Multiple Prior Exams." In 2020 IEEE 17th International Symposium on Biomedical Imaging (ISBI). IEEE, 2020. http://dx.doi.org/10.1109/isbi45749.2020.9098350.

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Uzunbas, M. Gokhan, Mujdat Cetin, Gozde Unal, and Aytul Ercil. "segmentation of multiple brain structures using coupled nonparametric shape priors." In 2008 IEEE 16th Signal Processing, Communication and Applications Conference (SIU). IEEE, 2008. http://dx.doi.org/10.1109/siu.2008.4632590.

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Reports on the topic "Multiples priors"

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Finan, Frederico, and Demian Pouzo. Reinforcing RCTs with Multiple Priors while Learning about External Validity. Cambridge, MA: National Bureau of Economic Research, February 2022. http://dx.doi.org/10.3386/w29756.

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Frydman, Roman, Søren Johansen, Anders Rahbek, and Morten Nyboe Tabor. Asset Prices Under Knightian Uncertainty. Institute for New Economic Thinking Working Paper Series, December 2021. http://dx.doi.org/10.36687/inetwp172.

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We extend Lucas’s classic asset-price model by opening the stochastic process driving dividends to Knightian uncertainty arising from unforeseeable change. Implementing Muth’s hypothesis, we represent participants’ expectations as being consistent with our model’s predictions and formalize their ambiguity-averse decisions with maximization of intertemporal multiple-priors utility. We characterize the asset-price function with a stochastic Euler equation and derive a novel prediction that the relationship between prices and dividends undergoes unforeseeable change. Our approach accords participants’ expectations, driven by both fundamental and psychological factors, an autonomous role in driving the asset price over time, without presuming that participants are irrational.
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DiCecio, Riccardo, and Levon Barseghyan. Optimal Monetary Policy, Endogenous Sticky Prices, and Multiple Equilibria. Federal Reserve Bank of St. Louis, 2005. http://dx.doi.org/10.20955/wp.2005.036.

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Leeper, Eric, Nora Traum, and Todd Walker. Clearing Up the Fiscal Multiplier Morass: Prior and Posterior Analysis. Cambridge, MA: National Bureau of Economic Research, July 2015. http://dx.doi.org/10.3386/w21433.

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BACKHOUSE, Lorna, Vasily DEMYANOV, and Mike CHRISTIE. Integrating prior knowledge through multiple kernel learning for the prediction of petroleum reservoir properties. Cogeo@oeaw-giscience, September 2011. http://dx.doi.org/10.5242/iamg.2011.0264.

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Zerbib, Olivier, Yaniv Hadi, Daniel Kovarsky, Gal Sahaf Levin, Tamar Gottesman, Mor Darkhovsky, and Shaul Lev. Multiple Recurrent Pneumothoraces and Thoracic Drain Insertion in a Mechanically Ventilated Patient Suffering from Methadone Induced Cardiomyopathy. Science Repository, January 2023. http://dx.doi.org/10.31487/j.jcmcr.2022.01.02.

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Objective: To describe the experience of a multimodal therapeutic approach in a patient with methadone-induced dilated cardiomyopathy who developed recurrent bilateral tension pneumothorax. Setting: Department of Intensive Care. Patient: A patient with methadone-induced cardiomyopathy and severe left ventricular dysfunction who after mechanical ventilation underwent bilateral tension pneumothorax and prolonged cardiovascular resuscitation (CPR). Interventions: Cardiac Angiography, Multiple counter–shock (defibrillator dose), Multiple Thoracic Drains. Case Report: A 56-year-old man with past IV drug abuse and severe left ventricular dysfunction was transferred from the intensive cardiac care unit (ICCU) to our intensive care unit (ICU) ward due to suspected aspiration pneumonia. Multiple attempts of weaning off mechanical ventilation were unsuccessful, followed by development of septic shock. Following cardiothoracic consultation, two thoracic drains were placed. Due to repeated events of bilateral tension pneumothorax and CPR attempts, a total of seven thoracic drains were placed, permitting rapid control and improvement in the patient status. The possibility of Extracorporeal Membrane Oxygenation (ECMO) was not considered as supportive care due to methadone use and severe secondary cardiomyopathy. In the following days, control and stabilization of the patient status was obtained. Vasopressor treatment withdrawal, cessation of drainage and removal of five thoracic access points were successfully performed prior to percutaneous tracheostomy. The two remaining drains were removed later on during hospitalization. After 29 days in the ICU, the patient was discharged to a step down ward.
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Badrinarayanan and Olsen. PR-179-11201-R01 Performance Evaluation of Multiple Oxidation Catalysts on a Lean Burn Natural Gas Engine. Chantilly, Virginia: Pipeline Research Council International, Inc. (PRCI), August 2012. http://dx.doi.org/10.55274/r0010772.

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Two-way catalysts or oxidation catalysts are the common after-treatment systems used on lean burn natural gas engines to reduce CO, VOCs and formaldehyde emissions. The study evaluates the performance of oxidation catalysts from commercial vendors for varying catalyst temperature and space velocity. For this study, a part of the exhaust from a Waukesha VGF-18 GL lean burn natural gas engine was flowed through a catalyst slipstream system to assess the performance of the oxidation catalysts. The slipstream is used to reduce the size of the catalysts and to allow precise control of temperature and space velocity. Analyzers used include Rosemount 5-gas emissions bench, Nicolet Fourier Transform Infra-Red spectrometer and HP 5890 Series II Gas Chromatograph. The oxidation catalysts were degreened at 1200oF (650oC) for 24 hours prior to performance testing. The reduction efficencies for the emission species varied among the oxidation catalysts tested from different vendors. Most oxidation catalysts showed over 90% maximum reduction efficiencies on CO, VOCs and formaldehyde. VOC reduction efficiency was limited by poor propane emission reduction efficiency at the catalyst temperatures tested. Saturated hydrocarbons such as propane showed low reduction efficiencies on all oxidation catalysts due to high activation energy. Variation in space velocity showed very little effect on the conversion efficiencies. Most species showed over 90% conversion efficiency during the space velocity sweep. Adding more catalyst volume may not increase the reduction efficiency of emission species. Varying cell density showed very little effect on performance of the oxidation catalysts. The friction factor correlation showed the friction factor for flow through a single channel is inversely proportional to cell density.
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Kim, Changmo, Ghazan Khan, Brent Nguyen, and Emily L. Hoang. Development of a Statistical Model to Predict Materials’ Unit Prices for Future Maintenance and Rehabilitation in Highway Life Cycle Cost Analysis. Mineta Transportation Institute, December 2020. http://dx.doi.org/10.31979/mti.2020.1806.

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The main objectives of this study are to investigate the trends in primary pavement materials’ unit price over time and to develop statistical models and guidelines for using predictive unit prices of pavement materials instead of uniform unit prices in life cycle cost analysis (LCCA) for future maintenance and rehabilitation (M&R) projects. Various socio-economic data were collected for the past 20 years (1997–2018) in California, including oil price, population, government expenditure in transportation, vehicle registration, and other key variables, in order to identify factors affecting pavement materials’ unit price. Additionally, the unit price records of the popular pavement materials were categorized by project size (small, medium, large, and extra-large). The critical variables were chosen after identifying their correlations, and the future values of each variable were predicted through time-series analysis. Multiple regression models using selected socio-economic variables were developed to predict the future values of pavement materials’ unit price. A case study was used to compare the results between the uniform unit prices in the current LCCA procedures and the unit prices predicted in this study. In LCCA, long-term prediction involves uncertainties due to unexpected economic trends and industrial demand and supply conditions. Economic recessions and a global pandemic are examples of unexpected events which can have a significant influence on variations in material unit prices and project costs. Nevertheless, the data-driven scientific approach as described in this research reduces risk caused by such uncertainties and enables reasonable predictions for the future. The statistical models developed to predict the future unit prices of the pavement materials through this research can be implemented to enhance the current LCCA procedure and predict more realistic unit prices and project costs for the future M&R activities, thus promoting the most cost-effective alternative in LCCA.
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Harter, Rachel M., Pinliang (Patrick) Chen, Joseph P. McMichael, Edgardo S. Cureg, Samson A. Adeshiyan, and Katherine B. Morton. Constructing Strata of Primary Sampling Units for the Residential Energy Consumption Survey. RTI Press, May 2017. http://dx.doi.org/10.3768/rtipress.2017.op.0041.1705.

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The 2015 Residential Energy Consumption Survey design called for stratification of primary sampling units to improve estimation. Two methods of defining strata from multiple stratification variables were proposed, leading to this investigation. All stratification methods use stratification variables available for the entire frame. We reviewed textbook guidance on the general principles and desirable properties of stratification variables and the assumptions on which the two methods were based. Using principal components combined with cluster analysis on the stratification variables to define strata focuses on relationships among stratification variables. Decision trees, regressions, and correlation approaches focus more on relationships between the stratification variables and prior outcome data, which may be available for just a sample of units. Using both principal components/cluster analysis and decision trees, we stratified primary sampling units for the 2009 Residential Energy Consumption Survey and compared the resulting strata.
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Brown, Yolanda, Twonia Goyer, and Maragaret Harvey. Heart Failure 30-Day Readmission Frequency, Rates, and HF Classification. University of Tennessee Health Science Center, December 2020. http://dx.doi.org/10.21007/con.dnp.2020.0002.

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30 Day Hospital Readmission Rates, Frequencies, and Heart Failure Classification for Patients with Heart Failure Background Congestive heart failure (CHF) is the leading cause of mortality, morbidity, and disability worldwide among patients. Both the incidence and the prevalence of heart failure are age dependent and are relatively common in individuals 40 years of age and older. CHF is one of the leading causes of inpatient hospitalization readmission in the United States, with readmission rates remaining above the 20% goal within 30 days. The Center for Medicare and Medicaid Services imposes a 3% reimbursement penalty for excessive readmissions including those who are readmitted within 30 days from prior hospitalization for heart failure. Hospitals risk losing millions of dollars due to poor performance. A reduction in CHF readmission rates not only improves healthcare system expenditures, but also patients’ mortality, morbidity, and quality of life. Purpose The purpose of this DNP project is to determine the 30-day hospital readmission rates, frequencies, and heart failure classification for patients with heart failure. Specific aims include comparing computed annual re-admission rates with national average, determine the number of multiple 30-day re-admissions, provide descriptive data for demographic variables, and correlate age and heart failure classification with the number of multiple re-admissions. Methods A retrospective chart review was used to collect hospital admission and study data. The setting occurred in an urban hospital in Memphis, TN. The study was reviewed by the UTHSC Internal Review Board and deemed exempt. The electronic medical records were queried from July 1, 2019 through December 31, 2019 for heart failure ICD-10 codes beginning with the prefix 150 and a report was generated. Data was cleaned such that each patient admitted had only one heart failure ICD-10 code. The total number of heart failure admissions was computed and compared to national average. Using age ranges 40-80, the number of patients re-admitted withing 30 days was computed and descriptive and inferential statistics were computed using Microsoft Excel and R. Results A total of 3524 patients were admitted for heart failure within the six-month time frame. Of those, 297 were re-admitted within 30 days for heart failure exacerbation (8.39%). An annual estimate was computed (16.86%), well below the national average (21%). Of those re-admitted within 30 days, 50 were re-admitted on multiple occasions sequentially, ranging from 2-8 re-admissions. The median age was 60 and 60% male. Due to the skewed distribution (most re-admitted twice), nonparametric statistics were used for correlation. While graphic display of charts suggested a trend for most multiple re-admissions due to diastolic dysfunction and least number due to systolic heart failure, there was no statistically significant correlation between age and number or multiple re-admissions (Spearman rank, p = 0.6208) or number of multiple re-admissions and heart failure classification (Kruskal Wallis, p =0.2553).
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