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Chimisov, Cyril. "Adapting the Gibbs sampler". Thesis, University of Warwick, 2018. http://wrap.warwick.ac.uk/108829/.
Pełny tekst źródłaPang, Wan-Kai. "Modelling ordinal categorical data : a Gibbs sampler approach". Thesis, University of Southampton, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323876.
Pełny tekst źródłaFair, Shannon Marie. "A Bayesian Meta-Analysis Using the Gibbs Sampler". UNF Digital Commons, 1998. http://digitalcommons.unf.edu/etd/87.
Pełny tekst źródłaZhang, Zuoshun. "Proper posterior distributions for some hierarchical models and roundoff effects in the Gibbs sampler /". Digital version accessible at:, 2000. http://wwwlib.umi.com/cr/utexas/main.
Pełny tekst źródłaTan, Aixin. "Convergence rates and regeneration of the block Gibbs sampler for Bayesian random effects models". [Gainesville, Fla.] : University of Florida, 2009. http://purl.fcla.edu/fcla/etd/UFE0024910.
Pełny tekst źródłaAl-Hamzawi, Rahim Jabbar Thaher. "Prior elicitation and variable selection for bayesian quantile regression". Thesis, Brunel University, 2013. http://bura.brunel.ac.uk/handle/2438/7501.
Pełny tekst źródłaYankovskyy, Yevhen. "Application of a Gibbs Sampler to estimating parameters of a hierarchical normal model with a time trend and testing for existence of the global warming". Manhattan, Kan. : Kansas State University, 2008. http://hdl.handle.net/2097/1010.
Pełny tekst źródłaXu, Zhiqing. "Bayesian Inference of a Finite Population under Selection Bias". Digital WPI, 2014. https://digitalcommons.wpi.edu/etd-theses/621.
Pełny tekst źródłaPlassmann, Florenz. "The Impact of Two-Rate Taxes on Construction in Pennsylvania". Diss., Virginia Tech, 1997. http://hdl.handle.net/10919/30622.
Pełny tekst źródłaThe first part of the dissertation examines the effect of the land-building tax differential on the number of building permits that were issued in 219 municipalities in Pennsylvania between 1972 and 1994. For such count data a conventional analysis based on a continuous distribution leads to incorrect results; a discrete maximum likelihood analysis with a negative binomial distribution is more appropriate. Two models, a non-linear and a fixed effects model, are developed to examine the influence of the tax differential. Both models suggest that this influence is positive, albeit not statistically significant.
Application of maximum likelihood techniques is computationally cumbersome if the assumed distribution of the data cannot be written in closed form. The negative binomial distribution is the only discrete distribution with a variance that is larger than its mean that can easily be applied, although it might not be the best approximation of the true distribution of the data. The second part of the dissertation uses a Markov Chain Monte Carlo method to examine the influence of the tax differential on the number of building permits, under the assumption that building permits are generated by a Poisson process whose parameter varies lognormally. Contrary to the analysis in the first part, the tax is shown to have a strong and significantly positive impact on the number of permits.
The third part of the dissertation uses a fixed-effects weighted least squares method to estimate the effect of the tax differential on the value per building permit. The tax coefficient is not significantly different from zero. Still, the overall impact of the tax differential on the total value of construction is shown to be positive and statistically significant.
Ph. D.
Cao, Jun. "A Random-Linear-Extension Test Based on Classic Nonparametric Procedures". Diss., Temple University Libraries, 2009. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/48271.
Pełny tekst źródłaPh.D.
Most distribution free nonparametric methods depend on the ranks or orderings of the individual observations. This dissertation develops methods for the situation when there is only partial information about the ranks available. A random-linear-extension exact test and an empirical version of the random-linear-extension test are proposed as a new way to compare groups of data with partial orders. The basic computation procedure is to generate all possible permutations constrained by the known partial order using a randomization method similar in nature to multiple imputation. This random-linear-extension test can be simply implemented using a Gibbs Sampler to generate a random sample of complete orderings. Given a complete ordering, standard nonparametric methods, such as the Wilcoxon rank-sum test, can be applied, and the corresponding test statistics and rejection regions can be calculated. As a direct result of our new method, a single p-value is replaced by a distribution of p-values. This is related to some recent work on Fuzzy P-values, which was introduced by Geyer and Meeden in Statistical Science in 2005. A special case is to compare two groups when only two objects can be compared at a time. Three matching schemes, random matching, ordered matching and reverse matching are introduced and compared between each other. The results described in this dissertation provide some surprising insights into the statistical information in partial orderings.
Temple University--Theses
Sari, Ilkay. "Joint synchronization of clock phase offset, skew and drift in reference broadcast synchronization (RBS) protocol". [College Station, Tex. : Texas A&M University, 2006. http://hdl.handle.net/1969.1/ETD-TAMU-1781.
Pełny tekst źródłaEllefsrød, Martin Belgau. "The Betting Machine : Using in-depth match statistics to compute future probabilities of football match outcomes using the Gibbs sampler". Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for datateknikk og informasjonsvitenskap, 2013. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-22996.
Pełny tekst źródłaHUNTER, TINA D. "Gibbs Sampling and Expectation Maximization Methods for Estimation of Censored Values from Correlated Multivariate Distributions". University of Cincinnati / OhioLINK, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1212157899.
Pełny tekst źródłaKousha, Termeh. "Topics in Random Matrices: Theory and Applications to Probability and Statistics". Thèse, Université d'Ottawa / University of Ottawa, 2011. http://hdl.handle.net/10393/20480.
Pełny tekst źródłaChouchane, Mathieu. "Optimisation spatio-temporelle d’efforts de recherche pour cibles manoeuvrantes et intelligentes". Thesis, Aix-Marseille, 2013. http://www.theses.fr/2013AIXM4318.
Pełny tekst źródłaIn this work, we propose a solution to a problem issued by the DGA Techniques navales in order to survey a strategic area: determining the optimal spatio-temporal deployment of sensors that will maximize the detection probability of a mobile and smart target. The target is said to be smart because it is capable of detecting the threat of the sensors under certain conditions and then of adapting its behaviour to avoid it. The cost of a deployment is known to be very expensive and therefore it has to be taken into account. It is important to note that the wide spectrum of applications within this field of research also reflects the need for a highly complex theoretical framework based on stochastic mono or multi-objective optimisation. Until now, none of the existing works have dealt with the cost of the deployments. Moreover, the majority only treat one type of constraint at a time. Current works mostly rely on operational research algorithms which commonly model the constraints in both discrete space and time.In the first part, we present an algorithm which computes the most efficient spatio-temporal deployment of sensors, but without taking its cost into account. This optimisation method is based on an application of the generalised splitting method.In the second part, we first use a linear combination of the two criteria. For our second approach, we use the evolutionary multiobjective optimisation framework to adapt the generalised splitting method to multiobjective optimisation. Finally, we compare our results with the results of the NSGA-II algorithm
Smith, Michael Ross. "Modeling the Performance of a Baseball Player's Offensive Production". Diss., CLICK HERE for online access, 2006. http://contentdm.lib.byu.edu/ETD/image/etd1189.pdf.
Pełny tekst źródłaDonkor, Simon. "Performance Measurement in the eCommerce Industry". Digital WPI, 2003. https://digitalcommons.wpi.edu/etd-theses/487.
Pełny tekst źródłaHelali, Amine. "Vitesse de convergence de l'échantillonneur de Gibbs appliqué à des modèles de la physique statistique". Thesis, Brest, 2019. http://www.theses.fr/2019BRES0002/document.
Pełny tekst źródłaMonte Carlo Markov chain methods MCMC are mathematical tools used to simulate probability measures π defined on state spaces of high dimensions. The speed of convergence of this Markov chain X to its invariant state π is a natural question to study in this context.To measure the convergence rate of a Markov chain we use the total variation distance. It is well known that the convergence rate of a reversible Markov chain depends on its second largest eigenvalue in absolute value denoted by β!. An important part in the estimation of β! is the estimation of the second largest eigenvalue which is denoted by β1.Diaconis and Stroock (1991) introduced a method based on Poincaré inequality to obtain a bound for β1 for general finite state reversible Markov chains.In this thesis we use the Chen and Shiu approach to study the case of the Gibbs sampler for the 1−D Ising model with three and more states which is also called Potts model. Then, we generalize the result of Shiu and Chen (2015) to the case of the 2−D Ising model with two states.The results we obtain improve the ones obtained by Ingrassia (1994). Then, we introduce some method to disrupt the Gibbs sampler in order to improve its convergence rate to equilibrium
Zhu, Qingyun. "Product Deletion and Supply Chain Management". Digital WPI, 2019. https://digitalcommons.wpi.edu/etd-dissertations/527.
Pełny tekst źródłaOzturk, Olcay. "Bayesian Semiparametric Models For Nonignorable Missing Datamechanisms In Logistic Regression". Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613241/index.pdf.
Pełny tekst źródłaJunqueira, Vinícius Silva. "Qualidade das informações de parentesco na avaliação genética de bovinos de corte". Universidade Federal de Viçosa, 2014. http://locus.ufv.br/handle/123456789/4812.
Pełny tekst źródłaCoordenação de Aperfeiçoamento de Pessoal de Nível Superior
The aim of this study was to evaluate the quality of relationship information over genetic parameters estimates and accuracies of breeding values. Thus, we evaluated the quality by making corrections based on SNPs markers. Variance components were estimated under Bayesian approach via Gibbs sampling. The evaluation of the correct relationship was performed using markers of 3,591 individuals in a population consisting of 12,668 animals. Mendelian conflicts were deflned as conflicts between the progeny and parents markers. Thus, 460 changes were performed, which 54% had a buII or cow on pedigree. We observed, on average, match parent were defined with 75 markers, whiIe no- match parent n was performed with 2,700 markers. Annealing algorithm Molecular coancestry program provided 2,174 new haIf-sibs relationships. We observed that higher quality on pedigree information provided increase in accuracy of breeding values and higher heritability estimates (0.22 i 0.0286), suggesting the possibility of direct selection for tick resistance. We used a 5-fold cross-validation strategy using K-means and random methods to group the animals. The results of cross-validation indicate that higher quality of the pedigree relationships provide higher accuracy. The weaning weight was used to evaluate muItipIe sires progeny (MS) and embryo transfer and in vitro fertilization animals (TEF). We used three strategies to include MS information: genetic groups (GG), bayesian hierarchical method (HIER) and the average numerator relationship matrix (ANRM). The deviance information criteria (DIC) was used as Bayesian measure of fIt, which suggested that HIER strategy provided better fIt when MS information is consider. However, ANRM provided best fit to include TEF animals. We use foster dam information to estimate the maternal genetic and maternal permanent environmental effects when considering TEF animals. We didn't observed statistical difference in variance components and genetic parameters considering information TEF animals, but breeding values showed greater values. Spearman correlations between breeding values were higher for base, animals with certain paternity and MS progeny. However, the use of TEF animals information significantly changed the predicted breeding values. The use of appropriate methodologies to include the information of MS progeny and TEF animals provide most accurate prediction of breeding values and assist in higher rates of genetic gain.
O objetivo desse estudo foi verificar o reflexo da qualidade das informações de parentesco sobre as estimativas de parâmetros genéticos e acurácias das predições de valor genética Dessa forma, foi avaliada a qualidade dessas informações ao realizar correções no pedigree baseadas em marcadores do tipo SNPs. Os componentes de variância foram estimados sob enforque Bayesiano por amostragem de Gibbs. A avaliação da correta definição de parentesco foi realizada utilizando-se informações de marcadores SNPs de 3.591 indivíduos em uma população constituída de 12.668 animais. Os conflitos mendelianos entre as marcas da progênie e dos pais foram utilizados como critério de avaliação de parentesco. Dessa forma, foram realizadas 460 mudanças no pedigree, dentre os quais 54% possuíam um touro ou vaca identificado. Foi observado que, em média, novos relacionamentos genéticos foram definidos com 75 marcas em conflito, enquanto que a rejeição do parentesco foi realizada com 2.700 marcas. O uso do programa Molecular Coancestry para inferência de parentesco a partir de informações de marcadores moleculares proporcionou a definição de 2.174 novos relacionamentos de meio-irmãos. Foi possível observar que as correções de parentesco proporcionaram aumento da acurácia média dos valores genéticos preditos. O aumento na qualidade das informações de pedigree proporcionou a estimação de herdabilidade de maior magnitude (0,22 i 0,0286), sugerindo a possibilidade de seleção direta para a resistência a carrapatos. Foi utilizada uma estratégia de validação cruzada pelo método K-médias e também de forma aleatória, no qual cinco grupos de treinamento foram formados. Os resultados da validação cruzada indicam que maior qualidade nos relacionamentos do pedigree proporcionam maior valor de acurácia. O peso padronizado aos 205 dias foi utilizado para avaliar a inclusão de informações de filhos de reprodutores múltiplos (RM) e de animais oriundos de biotécnicas da reprodução (TEF). Foram avaliadas três estratégias de inclusão dessas informações: grupos genéticos (GG), método hierárquico bayesiano (HIER) e matriz da média dos numeradores dos coeficientes de parentesco (ANRM). O critério de informação da deviance (DIC) foi utilizado como avaliador da qualidade de ajuste e sugeriu que a estratégia HIER proporcionou melhor ajuste ao considerar as informações de RM. Entretanto, o método ANRM apresentou melhor ajuste ao incluir informações dos animais TEF. A inclusão das informações de animais TEF foi realizada pelo uso da informação da receptora para estimação do efeito genético materno e de ambiente permanente materno. Não foi observada diferença estatística nas estimativas de componentes de variância e de parâmetros genéticos ao considerar informações de animais TEF, porém os valores genéticos preditos apresentaram maior magnitude. As correlações de Spearman entre os valores genéticos foram de elevadas magnitudes para os animais fundadores, animais com certeza no parentesco e para os fiIhos de RM. Entretanto, o uso das informações dos animais TEF modificou de forma significativa as predições dos valores genéticos. O uso de metodologias adequadas para incluir a informação de animais com incerteza de paternidade e animais oriundos de transferência de embriões e fertilização in vitro proporcionam a predição de valores genéticos mais acurados e auxiliam em maiores taxas de ganho genético.
Deng, Wei. "Multiple imputation for marginal and mixed models in longitudinal data with informative missingness". Connect to resource, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1126890027.
Pełny tekst źródłaTitle from first page of PDF file. Document formatted into pages; contains xiii, 108 p.; also includes graphics. Includes bibliographical references (p. 104-108). Available online via OhioLINK's ETD Center
Yamaki, Marcos. "Estimação de parâmetros genéticos de produção de leite e de gordura da raça Pardo-suíça, utilizando metodologias freqüentista e bayesiana". Universidade Federal de Viçosa, 2006. http://locus.ufv.br/handle/123456789/5720.
Pełny tekst źródłaConselho Nacional de Desenvolvimento Científico e Tecnológico
First lactation data of 6.262 Brown-Swiss cows from 311 herds, daughters of 803 sires with calving between 1980 and 2003 were used to estimate genetic parameters for milk and fat production traits. The components of variance were estimated by restricted maximum likelihood (REML) and bayesian methods, using animal model with uni and two-traits analisys . The estimation by REML was obtained with the software MTDFREML (BOLDMAN et al. 1995) testing unitrait models with different effects to covariables and considering contemporary group and season as fixed effect. The best fitting obtained on unitrait analisys were used on two-trait analisys. The estimative of additive variance was reduced when lactation length was included on the model suggesting that the animals were been fitted to the same base on the capacity of transmit a longer or shorter lactation length to the progeny. Therefore, fitting to this covariable is not recommended. On the other side, the age of calving has linearly influenced milk and fat production. The heritability estimates were 0,26 and 0,25 to milk and fat yield respectively with genetic correlation of 0,95. the high correlation among these traits suggests that part of genes that acts on milk yield also respond to fat yield, in such way that selection for milk yield results, indirectly, in increase on fat yield. The estimation by Bayesian inference was made on software MTGSAM (VAN TASSELL E VAN VLECK, 1995). Chain lengths were tested to obtain the marginal posterior densities of unitrait analisys, the best option of chain length, burn-in and sampling interval was used on two-trait analisys. The burn-in periods were tested with the software GIBANAL (VAN KAAM, 1998) witch analysis inform a sampling interval for each burn-in tested, the criteria for choosing the sampling interval was made with the serial correlation resulting by burn-in and sampling process. The heritability estimates were 0,33 ± 0,05 for both traits with genetic correlation of 0,95. Similar results were obtained on studies using the same methodology on first lactation records. The stationary phase adequately reached with a 500.000 chain length and 30.000 burn-in iteractions.
Dados de primeira lactação de 6.262 vacas distribuídas em 311 rebanhos, filhas de 803 touros com partos entre os anos de 1980 e 2003 foram utilizados para estimar de componentes de variância para as características de produção de leite e gordura com informações de primeira lactação, em animais da raça Pardo-Suíça. Os componentes de variância foram estimados pelo método da máxima verossimilhança restrita (REML) e Bayesiano, sob modelo animal, por meio de análises uni e bicaracterística. A estimação realizada via REML foi obtida com o programa MTDFREML (BOLDMAN et al. 1995) testando modelos unicaracterística com diferentes efeitos para as covariáveis e considerados grupo contemporâneo e estação como efeitos fixos. Os melhores ajustes obtidos nas analises unicaracterística foram utilizados na análise bicaracterística. A duração da lactação reduziu a estimativa da variância aditiva quando era utilizada no modelo sugerindo que os animais estariam sendo corrigidos para uma mesma base quanto à capacidade de imprimir duração da lactação mais longa ou mais curta à progênie sendo, portanto, não recomendado o ajuste para esta covariável. Já a idade da vaca ao parto, influenciou linearmente a produção de leite e gordura. As herdabilidades estimadas foram 0,26 e 0,25 para produção de leite e gordura respectivamente com correlação genética de 0,95. A alta correlação entre a produção de leite e gordura obtida sugere que parte dos genes que atuam na produção de leite também responde pela produção de gordura, de tal forma que a seleção para a produção de leite resulta, indiretamente, em aumentos na produção de gordura. A estimação via inferência Bayesiana foi realizada com o programa MTGSAM (VAN TASSELL E VAN VLECK, 1995). Foram testados diversos tamanhos de cadeia para a obtenção das densidades marginais a posteriori das análises unicaracterística, a melhor proposta para o tamanho de cadeia, burn-in e amostragem foi utilizada para a análise bicaracterística. Os períodos de burn-in foram testados pelo programa GIBANAL (VAN KAAM, 1998) cujas análises fornecem um intervalo de amostragem para cada burn-in testado, o critério de escolha do intervalo de amostragem foi feito de acordo com a correlação serial, resultante do burn-in e do processo de amostragem. As estimativas de herdabilidade obtidas foram 0,33 ± 0,05 para ambas as características com correlação de 0,95. Resultados similares foram obtidos em estudos utilizando a mesma metodologia em informações de primeira lactação. A fase estacionária foi adequadamente atingida com uma cadeia de 500.000 iterações e descarte inicial de 30.000 iterações.
Franzén, Jessica. "Bayesian Cluster Analysis : Some Extensions to Non-standard Situations". Doctoral thesis, Stockholm University, Department of Statistics, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-7686.
Pełny tekst źródłaThe Bayesian approach to cluster analysis is presented. We assume that all data stem from a finite mixture model, where each component corresponds to one cluster and is given by a multivariate normal distribution with unknown mean and variance. The method produces posterior distributions of all cluster parameters and proportions as well as associated cluster probabilities for all objects. We extend this method in several directions to some common but non-standard situations. The first extension covers the case with a few deviant observations not belonging to one of the normal clusters. An extra component/cluster is created for them, which has a larger variance or a different distribution, e.g. is uniform over the whole range. The second extension is clustering of longitudinal data. All units are clustered at all time points separately and the movements between time points are modeled by Markov transition matrices. This means that the clustering at one time point will be affected by what happens at the neighbouring time points. The third extension handles datasets with missing data, e.g. item non-response. We impute the missing values iteratively in an extra step of the Gibbs sampler estimation algorithm. The Bayesian inference of mixture models has many advantages over the classical approach. However, it is not without computational difficulties. A software package, written in Matlab for Bayesian inference of mixture models is introduced. The programs of the package handle the basic cases of clustering data that are assumed to arise from mixture models of multivariate normal distributions, as well as the non-standard situations.
Severgnini, Battista. "Essays in Total Factor Productivity measurement". Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2010. http://dx.doi.org/10.18452/16195.
Pełny tekst źródłaThis dissertation consists of theoretical and empirical contributions to the study on Total Factor Productivity (TFP) measurement. The first chapter surveys the literature on the most used techniques in measuring TFP and surveys the limits of these frameworks. The second chapter considers data generated from a Real Business Cycle model and studies the quantitative extent of measurement error for the Solow residual as a measure of TFP growth when the capital stock is measured with error and when capacity utilization and depreciation are endogenous. Furthermore, it proposes two alternative measurements of TFP growth which do not require capital stocks. The third chapter proposes a new methodology based on State-space models in a Bayesian framework. Applying the Kalman Filter to artificial data, it proposes a computation of the initial condition for productivity growth based on the properties of the Malmquist index. The fourth chapter introduces a new approach for identifying possible spillovers emanating from new technologies on productivity combining a counterfactual decomposition derived from the main properties of the Malmquist index and the econometric technique introduced by Machado and Mata (2005).
Lu, Qunfang Flora. "Bayesian forecasting of stock prices via the Ohlson model". Link to electronic thesis, 2005. http://www.wpi.edu/Pubs/ETD/Available/etd-050605-155155/.
Pełny tekst źródłaFigueiredo, Cléber da Costa. "Calibração linear assimétrica". Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-08032013-141153/.
Pełny tekst źródłaThis thesis focuses on theoretical and applied estimation aspects of the linear calibration model with skew-normal (Azzalini, 1985) and skew-t-normal (Gómez, Venegas e Bolfarine, 2007) error distributions. Applying the asymmetrical distributed error methodology, it is not necessary to transform the variables in order to have symmetrical errors. The frequentist and the Bayesian solution are presented. The parameter estimation and its variance estimation were studied using the EM algorithm and the Gibbs sampler, respectively, in each approach. The main point, in the frequentist approach, is the presentation of a new parameterization to avoid singularity of the information matrix under the skew-normal calibration model in a neighborhood of lambda = 0. Another interesting aspect is that the reparameterization developed to make the information matrix nonsingular, when the skewness parameter is near to zero, leaves the parameter of interest unchanged. The main point, in the Bayesian framework, is the presentation of two measures of goodness-of-fit: ADIC (Asymmetric Deviance Information Criterion) and EDIC (Evident Deviance Information Criterion ). They are natural extensions of the ordinary DIC developed by Spiegelhalter et al. (2002).
Bai, Yan. "A Bayesian approach to detect the onset of activity limitation among adults in NHIS". Link to electronic thesis, 2005. http://www.wpi.edu/Pubs/ETD/Available/etd-050605-155002/.
Pełny tekst źródłaOzkan, Pelin. "Analysis Of Stochastic And Non-stochastic Volatility Models". Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/3/12605421/index.pdf.
Pełny tekst źródłaLuo, Yuqun. "Incorporation of Genetic Marker Information in Estimating Modelparameters for Complex Traits with Data From Large Complex Pedigrees". The Ohio State University, 2002. http://rave.ohiolink.edu/etdc/view?acc_num=osu1039109696.
Pełny tekst źródłaCerqueira, Pedro Henrique Ramos. "Structural equation models applied to quantitative genetics". Universidade de São Paulo, 2015. http://www.teses.usp.br/teses/disponiveis/11/11134/tde-05112015-145419/.
Pełny tekst źródłaModelos causais têm sido muitos utilizados em estudos em diferentes áreas de conhecimento, a fim de compreender as associações ou relações causais entre variáveis. Durante as últimas décadas, o uso desses modelos têm crescido muito, especialmente estudos relacionados à sistemas biológicos, uma vez que compreender as relações entre características são essenciais para prever quais são as consequências de intervenções em tais sistemas. Análise do grafo (AG) e os modelos de equações estruturais (MEE) são utilizados como ferramentas para explorar essas relações. Enquanto AG nos permite buscar por estruturas causais, que representam qualitativamente como as variáveis são causalmente conectadas, ajustando o MEE com uma estrutura causal conhecida nos permite inferir a magnitude dos efeitos causais. Os MEE também podem ser vistos como modelos de regressão múltipla em que uma variável resposta pode ser vista como explanatória para uma outra característica. Estudos utilizando MEE em genética quantitativa visam estudar os efeitos genéticos diretos e indiretos associados aos indivíduos por meio de informações realcionadas aos indivíduas, além das característcas observadas, como por exemplo o parentesco entre eles. Neste contexto, é tipicamente adotada a suposição que as características observadas são relacionadas linearmente. No entanto, para alguns cenários, relações não lineares são observadas, o que torna as suposições mencionadas inadequadas. Para superar essa limitação, este trabalho propõe o uso de modelos de equações estruturais de efeitos polinomiais mistos, de segundo grau ou seperior, para modelar relações não lineares. Neste trabalho foram desenvolvidos dois estudos, um de simulação e uma aplicação a dados reais. O primeiro estudo envolveu a simulação de 50 conjuntos de dados, com uma estrutura causal completamente recursiva, envolvendo 3 características, em que foram permitidas relações causais lineares e não lineares entre as mesmas. O segundo estudo envolveu a análise de características relacionadas ao gado leiteiro da raça Holandesa, foram utilizadas relações entre os seguintes fenótipos: dificuldade de parto, duração da gestação e a proporção de morte perionatal. Nós comparamos o modelo misto de múltiplas características com os modelos de equações estruturais polinomiais, com diferentes graus polinomiais, a fim de verificar os benefícios do MEE polinomial de segundo grau ou superior. Para algumas situações a suposição inapropriada de linearidade resulta em previsões pobres das variâncias e covariâncias genéticas diretas, indiretas e totais, seja por superestimar, subestimar, ou mesmo atribuir sinais opostos as covariâncias. Portanto, verificamos que a inclusão de um grau de polinômio aumenta o poder de expressão do MEE.
Gama, Manuela Pires Monteiro da [UNESP]. "Parâmetros genéticos para desempenho em corridas de cavalos puro sangue inglês utilizando procedimentos Bayesiano e Thurstoniano". Universidade Estadual Paulista (UNESP), 2012. http://hdl.handle.net/11449/92594.
Pełny tekst źródłaConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
O objetivo desse trabalho foi estimar parâmetros genéticos para o caráter tempo e colocação final em corridas de cavalos Puro Sangue Inglês (PSI) com procedimentos Bayesiano e Thurstoniano, a fim de fornecer subsídios para a seleção de reprodutores e consequente melhoramento genético da raça no Brasil. A partir de dados fornecidos pela empresa Turf Total Ltda foram consideradas 251.754 informações de tempo e 272.277 informações de colocações finais em 34.316 corridas de cavalos PSI ocorridas entre 1992 e 2011 em 6 hipódromos do país, para as distâncias de 1.000, 1.300, 1.600 e 2.000 metros. Os efeitos considerados fixos foram idade, sexo, posição de largada e páreo para as análises de tempo, e sexo, idade, posição de largada, páreo e nível de dificuldade da corrida para as análises de colocações finais. As herdabilidades e correlações genéticas para tempo foram estimadas utilizando inferências bayesianas, ao passo que para as estimativas de herdabilidade de colocação final utilizou-se o modelo Thurstoniano. As estimativas de herdabilidade para tempo em análises unicaraterísticas. foram semelhantes às encontradas na literatura, e variaram entre 0,31 e 0,04 e as repetibilidades encontradas variaram de 0,61 a 0,22, respectivamente com o aumento das distâncias. As estimadas para colocação final variaram de 0,57 a 0,21, apresentando a mesma tendência que as herdabilidades para tempo. As estimativas de herdabilidade para tempo na análise multicaracterística variaram entre 0,34 e 0,15 com repetibilidade entre 0,63 e 0,36. Nessa análise, a seleção para tempo também mostrou-se mais eficiente em distâncias menores, onde as herdabilidades foram maiores. As estimativas de correlações genéticas foram positivas e variaram de 0,47 a 0,97. Conclui-se que, em distâncias mais curtas, a seleção tanto para tempo...
The objective of this study was to estimate genetic paremeters for racing time and final rank in Thoroughbred horses using Bayesian and Thurstonian procedures, in order to provide data that contribute for selection and the consequent genetic improvement of the breed in Brazil. Data were provided by the company Turf Total Ltda. and consisted of 251,754 racing time records and 272,277 final rank records obtained from 34,316 Thoroughbred races (distances of 1,000, 1,300, 1,600 and 2,000 m) that occurred between 1992 and 2011 on six race tracks. Fixed effects included age, sex, post-position and race for the analysis of racing time, and sex, age, post-position, race and level of difficulty for final rank analysis. The heritabilities for racing time and final rank and the genetic correlations between racing times were estimated by Bayesian inference. In addition, a Thurstonian model was used to estimate the heritability for final rank. The heritability estimates for racing time in one-trait analysis were similar to those reported in the literature and ranged from 0.31 to 0.04. Repeatability estimates tended to decrease with increasing race distance (0.61 to 0.22) .The heritabilities estimates for final rank ranged from 0.57 to 0.21 and showed the same trend as the heritabilities for time. The heritability estimates for racing time obtained by multi-trait analysis ranged form 0.34 to 0.15, with repeatabilities of 0.63 to 0.36 at the distances studied. Multi-trait analysis also showed that selection for racing time was more efficient at shorter distances when heritabilities were higher. The genetic correlations were all positive and ranged from 0.47 to 0.97. In conclusion, selection for both racing time and final rank is more efficient at shorter distances... (Complete abstract click electronic access below)
Gama, Manuela Pires Monteiro da. "Parâmetros genéticos para desempenho em corridas de cavalos puro sangue inglês utilizando procedimentos Bayesiano e Thurstoniano /". Jaboticabal : [s.n.], 2012. http://hdl.handle.net/11449/92594.
Pełny tekst źródłaCoorientador: Henrique Nunes de Oliveira
Banca: Humberto Tonhati
Banca: Evaldo Antonio Lencioni Titto
Resumo: O objetivo desse trabalho foi estimar parâmetros genéticos para o caráter tempo e colocação final em corridas de cavalos Puro Sangue Inglês (PSI) com procedimentos Bayesiano e Thurstoniano, a fim de fornecer subsídios para a seleção de reprodutores e consequente melhoramento genético da raça no Brasil. A partir de dados fornecidos pela empresa Turf Total Ltda foram consideradas 251.754 informações de tempo e 272.277 informações de colocações finais em 34.316 corridas de cavalos PSI ocorridas entre 1992 e 2011 em 6 hipódromos do país, para as distâncias de 1.000, 1.300, 1.600 e 2.000 metros. Os efeitos considerados fixos foram idade, sexo, posição de largada e páreo para as análises de tempo, e sexo, idade, posição de largada, páreo e nível de dificuldade da corrida para as análises de colocações finais. As herdabilidades e correlações genéticas para tempo foram estimadas utilizando inferências bayesianas, ao passo que para as estimativas de herdabilidade de colocação final utilizou-se o modelo Thurstoniano. As estimativas de herdabilidade para tempo em análises unicaraterísticas. foram semelhantes às encontradas na literatura, e variaram entre 0,31 e 0,04 e as repetibilidades encontradas variaram de 0,61 a 0,22, respectivamente com o aumento das distâncias. As estimadas para colocação final variaram de 0,57 a 0,21, apresentando a mesma tendência que as herdabilidades para tempo. As estimativas de herdabilidade para tempo na análise multicaracterística variaram entre 0,34 e 0,15 com repetibilidade entre 0,63 e 0,36. Nessa análise, a seleção para tempo também mostrou-se mais eficiente em distâncias menores, onde as herdabilidades foram maiores. As estimativas de correlações genéticas foram positivas e variaram de 0,47 a 0,97. Conclui-se que, em distâncias mais curtas, a seleção tanto para tempo... (Resumo completo, clicar acesso eletrônico abaixo)
Abstract: The objective of this study was to estimate genetic paremeters for racing time and final rank in Thoroughbred horses using Bayesian and Thurstonian procedures, in order to provide data that contribute for selection and the consequent genetic improvement of the breed in Brazil. Data were provided by the company Turf Total Ltda. and consisted of 251,754 racing time records and 272,277 final rank records obtained from 34,316 Thoroughbred races (distances of 1,000, 1,300, 1,600 and 2,000 m) that occurred between 1992 and 2011 on six race tracks. Fixed effects included age, sex, post-position and race for the analysis of racing time, and sex, age, post-position, race and level of difficulty for final rank analysis. The heritabilities for racing time and final rank and the genetic correlations between racing times were estimated by Bayesian inference. In addition, a Thurstonian model was used to estimate the heritability for final rank. The heritability estimates for racing time in one-trait analysis were similar to those reported in the literature and ranged from 0.31 to 0.04. Repeatability estimates tended to decrease with increasing race distance (0.61 to 0.22) .The heritabilities estimates for final rank ranged from 0.57 to 0.21 and showed the same trend as the heritabilities for time. The heritability estimates for racing time obtained by multi-trait analysis ranged form 0.34 to 0.15, with repeatabilities of 0.63 to 0.36 at the distances studied. Multi-trait analysis also showed that selection for racing time was more efficient at shorter distances when heritabilities were higher. The genetic correlations were all positive and ranged from 0.47 to 0.97. In conclusion, selection for both racing time and final rank is more efficient at shorter distances... (Complete abstract click electronic access below)
Mestre
Wu, Yi-Fang. "Accuracy and variability of item parameter estimates from marginal maximum a posteriori estimation and Bayesian inference via Gibbs samplers". Diss., University of Iowa, 2015. https://ir.uiowa.edu/etd/5879.
Pełny tekst źródłaAraujo, Neto Francisco Ribeiro de [UNESP]. "Estimativas de componentes de (CO) variância de características de crescimentos na raça Nelore, utilizando inferência bayesiana". Universidade Estadual Paulista (UNESP), 2008. http://hdl.handle.net/11449/92632.
Pełny tekst źródłaNeste trabalho objetivou-se avaliar a aplicação de método bayesiano na análise de dados de crescimento, em um modelo multi-características. Dados de 54.182 animais da raça Nelore foram utilizados na estimação de componentes de variância de: a) pesos padronizados as idades de 120 (P20), 210 (P210), 365 (P365), 450 (P450) e 550 (P550) dias; b) perímetro escrotal as idades-padrão de 365 (PE365), 450 (PE450) e 550 (PE550) dias; c) ganhos de peso entre as idades 120/210 (GP1), 210/365 (GP2), 365/450 (GP3) e 450/550 (GP4) e; d) crescimento escrotal nos intervalos de 365/450 (CP1) e 450/550 (CP2). As análises foram realizadas empregando-se o software GIBBS2F90, assumindo um modelo animal para oito características: P120, PE365 e ganhos de peso e perímetro escrotal. As demais foram obtidas mediante propriedades da soma de variâncias. As herdabilidades diretas estimadas foram 0,17; 0,19; 0,13; 0,15; 0,33; 0,19; 0,23; 0,24; 0,35; 0,37; 0,39; 0,52; 0,56; e;0,48 para GP1, GP2, GP3, GP4, CP1, CP2, P120, P210, P365, P450, P550, PE365, PE450 e PE550, respectivamente. Os valores de correlação genética variaram de -0,025 (GP3/PE550) a 0,97 (PE450/PE550). Verificou-se que as características em idades padrão apresentam maior variabilidade genética que as medidas intervalares, o que as indica como critérios de seleção que possibilitaria uma melhor resposta a seleção. Com relação à implementação do método bayesiano em modelo multi-características, verificou-se eficiente apesar do pequeno número de amostras efetivas geradas em alguns parâmetros, indicando a necessidade de um maior número de interações.
This work, the objective is to evaluate application of Bayesian methods in multiple-trait animal models. Records from 54.182 Nellore males were used for estimation of variance components for: a) weight standardized ages of 120 (W120), 210 (W210), 365 (W365), 450 (W450) and 550 (W550) days; b) scrotal circumference at age-standard from 365 (EC365), 450 (EC450) and 550 (EC550); c) weight gains between the standardized ages of 120/210 (WG1), 210/365 (WG2), 365/450 (WG3) e 450/550 (WG4)e; d) scrotal growth in the intervals 365/450 (EG1) and 450/550 (EG2). Analyses were performed using the GIBBS2F90, assuming a multiple-trait animal model. The direct heritability estimates were 0,17; 0,19; 0,13; 0,15; 0,33; 0,19; 0,23; 0,24; 0,35; 0,37; 0,39; 0,52; 0,56; e;0,48 for WG1, WG2, WG3, WG4, EG1, EG2, W120, W210, W365, W450, W550, EC365, EC450 and EC550, respectively. The correlations values was ranging from -0,025 (between WG3 and EC550) to 0,97 (between EC450 and EC550) to genetics. It was found that the standard features in ages show greater genetic variability that measures interval, which indicates how the criteria of selection that would better meet the selection. Regarding the implementation of the Bayesian method in multi-model features, there was efficient despite the small number of effective samples generated in some parameters, indicating the need for a greater number of interactions.
Araújo, Ronyere Olegário de. "COMPONENTES DE COVARIÂNCIAS ESTIMADOS POR METODOLOGIA BAYESIANA PARA PARÂMETROS BIOLÓGICOS OBTIDOS POR MODELOS NÃO LINEARES PARA BUBALINOS DA RAÇA MURRAH". Universidade Federal de Santa Maria, 2009. http://repositorio.ufsm.br/handle/1/10746.
Pełny tekst źródłaThe aimed of this work was to study the adjustment of classical non linear models, Von Bertalanffy, Brody, Gompertz, Logistic to growing records of buffaloes of Murrah breed, raised on lowlands in the State of Rio Grande do Sul, and to estimate covariance components by Bayesian focus, for growing curve parameters with biological interpretation. In paper 01 there were studied the adjustment of the classical non linear models already mentioned to growing data for a group of 66 buffaloes females, born from 1982 to 1989, sired by three males and 38 females. There were evaluated the traits Asymptotic weight (A) and Maturity rate (K). The total pair of records weight-age was 26 weighting/female and 1,638 observations. The criterions utilized to select the model that better adjust the growing curve were: asymptotic standard deviation (DPA); the determination coefficient (R2); the residual absolute average deviation (DMA) and asymptotic index (AI). It was concluded that all the models overestimated the birth weight (PN) in bigger or smaller magnitude. In crescent order, the models Von Bertalanffy, Gompertz, Logistic and Brody overestimated PN by 28.55; 32.74; 42.70 and 43.45 kg, respectively. The Logistic model underestimated A (-2.09 kg) and Von Bertalanffy, Gompertz, and Brody overestimated A in crescent order 8.04, 17.7 and 280.33 kg, respectively. Based on the adjustment criterions and in the predicted curves behavior, the Gompertz model, followed by Logistic and Von Bertalanffy were the best adjustment. In Paper 2 there were studied the adjustments of the same models and for the same traits in Paper 01 for a group of 67 buffaloes, born from 1982 to 1989 sired by three males and 42 females. It was concluded that all the models overestimated PN. Von Bertalanffy and Brody models overestimated A, and Gompertz and Logistic models underestimated it. The smaller DPA was obtained by Brody model characterizing a bigger R2 but this model presented the bigger DMA. Considering all the criterions, Gompertz model presented the best adjustment followed by Logistic and Von Bertalanffy. It is suggested do not use Brody model to describe the growing curve for animals of Murrah breed raised in the conditions of this work. In Paper 3 there were estimated covariance components and genetic parameters by Bayesian focus, using the Family BLUPF90, for the parameters A and K, estimated by Gompertz model and adopting an animal model. The heritability coefficients presented elevated values for A and for K (0.57 and 0.34, respectively), indicating that selection can be used as an instrument for change the curve shape of this population. However, the use of this information must be done with to much attention because these traits are negatively correlated. In this case a restricted selection index should be used with more success.
Objetivou-se com este trabalho estudar o ajuste de modelos não-lineares Von Bertalanffy, Brody, Gompertz e Logístico aos dados de crescimento de búfalos(as) da raça Murrah criados em terras baixas no Estado do Rio Grande do Sul e estimar os componentes de (co)variâncias, sob enfoque Bayesiano, para os parâmetros da curva de crescimento com interpretação biológica. No Capítulo 01 foram estudados os ajustes dos modelos não-lineares, supracitados, aos dados de crescimento para um grupo de 63 búfalas, nascidas no período de 1982 a 1989, filhas de três reprodutores e 38 matrizes. Foram avaliadas as características Peso Assintótico (A) e a Taxa de Maturação (K). Os pares de registro peso-idade totalizaram 26 pesagens/fêmea e 1.638 observações. Os critérios utilizados para selecionar o modelo de melhor ajuste à curva de crescimento foram: desvio padrão assintótico (DPA); o coeficiente de determinação (R2); o desvio médio absoluto dos resíduos (DMA) e o índice assintótico (IA). Em ordem crescente, os modelos Von Bertalanffy, Gompertz, Brody e Logístico superestimaram o PN em 28,55; 32,74; 42,70 e 43,45 kg, respectivamente. O modelo Logístico subestimou o A (-2,09 kg) e os demais modelos (Gompertz, Von Bertalanffy e Brody) superestimaram este parâmetro, em: 8,04; 17,7 e 280,33 kg, respectivamente. Com base nos critérios de ajuste e na visualização das curvas preditas, o modelo Gompertz, seguido dos modelos Logístico e Von Bertalanffy seriam os de melhor ajuste. No Capítulo 02 estudaram-se os ajustes dos mesmos modelos para as mesmas características referenciados no Capítulo 01, aos dados de crescimento para um grupo de 64 búfalos, nascidos no período de 1982 a 1989, filhos de três reprodutores e 42 matrizes. Concluiu-se que todos os modelos superestimaram o PN. Os modelos Von Bertalanffy e Brody superestimaram o A em 14,7 e 167,22 kg, respectivamente, ao passo que os modelos Gompertz e Logístico o subestimaram em 5 e 13 kg, respectivamente. Considerando todos os critérios, o modelo Logístico apresentou o melhor ajuste seguido dos modelos Gompertz e Von Bertalanffy. Sugere-se que o modelo Brody não seja utilizado para descrever a curva de crescimento de búfalos(as) da raça Murrah, criados sob as condições deste trabalho. No Capítulo 03, foram estimados os componentes de (co)variâncias e os parâmetros genéticos sob enfoque Bayesiano, utilizando os programas da Família BLUPF90, dos parâmetros A e K, estimados pelo modelo Gompertz, adotando um modelo animal. Os coeficientes de herdabilidade foram de elevada magnitude tanto para A quanto para K (0,57 e 0,34, respectivamente), indicando que a seleção pode ser usada como instrumento para alterar a forma da curva de crescimento desses animais. Entretanto, o uso dessas informações deve ser feito com grande cautela, uma vez que as características a serem trabalhadas na modificação do formato da curva de crescimento são negativamente correlacionadas, além também, da grande variabilidade das estimativas. Neste caso, os índices de seleção restritos poderiam ser utilizados com maior sucesso.
Araujo, Neto Francisco Ribeiro de. "Estimativas de componentes de (CO) variância de características de crescimentos na raça Nelore, utilizando inferência bayesiana /". Jaboticabal : [s.n.], 2008. http://hdl.handle.net/11449/92632.
Pełny tekst źródłaBanca: Lúcia Galvão de Albuquerque
Banca: Maria Eugênia Zerlotti Mercadante
Resumo: Neste trabalho objetivou-se avaliar a aplicação de método bayesiano na análise de dados de crescimento, em um modelo multi-características. Dados de 54.182 animais da raça Nelore foram utilizados na estimação de componentes de variância de: a) pesos padronizados as idades de 120 (P20), 210 (P210), 365 (P365), 450 (P450) e 550 (P550) dias; b) perímetro escrotal as idades-padrão de 365 (PE365), 450 (PE450) e 550 (PE550) dias; c) ganhos de peso entre as idades 120/210 (GP1), 210/365 (GP2), 365/450 (GP3) e 450/550 (GP4) e; d) crescimento escrotal nos intervalos de 365/450 (CP1) e 450/550 (CP2). As análises foram realizadas empregando-se o software GIBBS2F90, assumindo um modelo animal para oito características: P120, PE365 e ganhos de peso e perímetro escrotal. As demais foram obtidas mediante propriedades da soma de variâncias. As herdabilidades diretas estimadas foram 0,17; 0,19; 0,13; 0,15; 0,33; 0,19; 0,23; 0,24; 0,35; 0,37; 0,39; 0,52; 0,56; e;0,48 para GP1, GP2, GP3, GP4, CP1, CP2, P120, P210, P365, P450, P550, PE365, PE450 e PE550, respectivamente. Os valores de correlação genética variaram de -0,025 (GP3/PE550) a 0,97 (PE450/PE550). Verificou-se que as características em idades padrão apresentam maior variabilidade genética que as medidas intervalares, o que as indica como critérios de seleção que possibilitaria uma melhor resposta a seleção. Com relação à implementação do método bayesiano em modelo multi-características, verificou-se eficiente apesar do pequeno número de amostras efetivas geradas em alguns parâmetros, indicando a necessidade de um maior número de interações.
Abstract: This work, the objective is to evaluate application of Bayesian methods in multiple-trait animal models. Records from 54.182 Nellore males were used for estimation of variance components for: a) weight standardized ages of 120 (W120), 210 (W210), 365 (W365), 450 (W450) and 550 (W550) days; b) scrotal circumference at age-standard from 365 (EC365), 450 (EC450) and 550 (EC550); c) weight gains between the standardized ages of 120/210 (WG1), 210/365 (WG2), 365/450 (WG3) e 450/550 (WG4)e; d) scrotal growth in the intervals 365/450 (EG1) and 450/550 (EG2). Analyses were performed using the GIBBS2F90, assuming a multiple-trait animal model. The direct heritability estimates were 0,17; 0,19; 0,13; 0,15; 0,33; 0,19; 0,23; 0,24; 0,35; 0,37; 0,39; 0,52; 0,56; e;0,48 for WG1, WG2, WG3, WG4, EG1, EG2, W120, W210, W365, W450, W550, EC365, EC450 and EC550, respectively. The correlations values was ranging from -0,025 (between WG3 and EC550) to 0,97 (between EC450 and EC550) to genetics. It was found that the standard features in ages show greater genetic variability that measures interval, which indicates how the criteria of selection that would better meet the selection. Regarding the implementation of the Bayesian method in multi-model features, there was efficient despite the small number of effective samples generated in some parameters, indicating the need for a greater number of interactions.
Mestre
Rivas, Cruz Manuel A. "Medical relevance and functional consequences of protein truncating variants". Thesis, University of Oxford, 2015. http://ora.ox.ac.uk/objects/uuid:a042ca18-7b35-4a62-aef0-e3ba2e8795f7.
Pełny tekst źródłaHsu, Yu-Chin, i 徐鈺欽. "Identifying Tool Combinations Critical to Semiconductor Manufacturing Yield with Gibbs Sampler". Thesis, 2012. http://ndltd.ncl.edu.tw/handle/13904671629559340090.
Pełny tekst źródła國立臺灣大學
工業工程學研究所
100
In semiconductor manufacturing, the soundness of tool commonality analysis (TCA) technique has a high impact on the effectiveness of product yield diagnosis. However, all up-to-date TCA algorithms are based on greedy search strategies, which are naturally poor in identifying combinational root causes. When the root cause of wafer yield loss is tool combination instead of a single tool, the greedy-search-oriented TCA algorithm usually results in both high false and high miss identification rates. As the feature size of semiconductor devices continuously shrinks down, the problem induced by greedy-search-oriented TCA algorithm becomes severer because the total number of tools is getting large and wafer yield loss is more likely caused by a specific tool combination. To cope with the tool combination problem, a new TCA algorithm based on Gibbs Sampler, a Markov Chain Monte Carlo (MCMC) stochastic search technique, is proposed. In specific, a tool health indicator with binary value is defined for each tool to determine if it should be involved in the tool combination as root cause. With the Gibbs Sampler, the computation complexity is reduced from O(2n) to about O(n2), where n is the number of tools. Simulation and field data validation results show that the proposed TCA algorithm performs well in identifying the ill tool combination.
Lee, Kuan-Chun, i 李冠俊. "Compositional Vision and Inference: Perturbation Formulation for Context Sensitivity with Gibbs Sampler". Thesis, 2013. http://ndltd.ncl.edu.tw/handle/b7nb9u.
Pełny tekst źródła國立清華大學
數學系
102
In this thesis, we discuss a generative model for Bayesian image analysis. In this model, we focus on building a prior of pares of an image with context information based on compositionality and a conditional model of image pixels given a particular interpretation. Also, a MCMC inference algorithm, Gibbs sampler, is introduced. Finally, Gibbs sampler and our model will be applied to a facial pose estimation experiment.
Huang, Wei-ting, i 黃瑋婷. "Motif Finding in DNA Sequences Using a Genetic Algorithm with Gibbs Sampler". Thesis, 2007. http://ndltd.ncl.edu.tw/handle/01156091168278589174.
Pełny tekst źródła國立成功大學
電機工程學系碩博士班
95
In molecular biology, consensus sequences often represent conserved functional domains. Motif finding in DNA sequences is a fundamental problem in computational biology, with important applications in finding conserved functional domains. In this thesis, we evaluate several methods including a genetic algorithm (GA), the structured genetic algorithm (S-GA), and Gibbs sampler method in the motif finding problem. The structured genetic algorithm can search for motifs of varying lengths without a fixed motif length as the input, which is different from the other two methods. From the simulation results of these three methods, the GA performs better than the other two approaches. However, the Gibbs sampler method is more efficient in computing. To enjoy better performance and efficiency, we combine the GA with the Gibbs sampler method for motif finding problems. We have validated the effectiveness of our approach through extensive simulations in diverse benchmark examples.
YU, Hsin-Hsuan, i 余信萱. "The Application of Gibbs Sampler Method to the Distribution of Asset Return Correlation in the New Basel Accord". Thesis, 2007. http://ndltd.ncl.edu.tw/handle/20149968963515633765.
Pełny tekst źródła國立臺北大學
統計學系
95
The asset correlation is the key variable for calculating the regulatory capital in the IRB approach of New Basel Accord. However, the range of asset correlation has suffer a lot of controversy since the Second Consultative paper(CP2)in 2001. Then, the third Consultative paper(CP3)announced in April, 2003 formally introduced the asset return correlation as a decreasing function of default probability. CP3 not only defined that the range of asset correlation from 0.12 to 0.24 for corporations but also addressed a negative relationship between asset correlation and probability of default. As CP3 did not explain the theoretical concept for the formula of asset correlation, there were a lot of studies discuss the appropriateness of this formula. This study applied Bayesian method to ASRF model to estimate the posterior distribution of asset correlation. We use the data for the firms in the United State from year 2001 to 2005. The empirical results suggest that the asset correlation is a decreasing function of probability of default and an increasing function of firm size, and indicate that there may be some important factors impact the asset correlation were ignored.
Kagoda, Paulo Abuneeri. "A comprehensive analysis of extreme rainfall". Thesis, 2008. http://hdl.handle.net/10539/5337.
Pełny tekst źródłaChen, Zhu 1985. "The effects of three different priors for variance parameters in the normal-mean hierarchical model". Thesis, 2010. http://hdl.handle.net/2152/ETD-UT-2010-05-1516.
Pełny tekst źródłatext
Maldonado, Hernan. "Bayesian Regression Inference Using a Normal Mixture Model". 2012. http://digital.library.duq.edu/u?/etd,156427.
Pełny tekst źródłaMcAnulty College and Graduate School of Liberal Arts;
Computational Mathematics
MS;
Thesis;
Erar, Bahar. "Mixture model cluster analysis under different covariance structures using information complexity". 2011. http://trace.tennessee.edu/utk_gradthes/968.
Pełny tekst źródła"Bayesian analysis for time series of count data". Thesis, 2014. http://hdl.handle.net/10388/ETD-2014-07-1589.
Pełny tekst źródłaGroiez, Assia. "Recyclage des candidats dans l'algorithme Metropolis à essais multiples". Thèse, 2014. http://hdl.handle.net/1866/10853.
Pełny tekst źródłaMarkov Chain Monte Carlo (MCMC) algorithms are methods that are used for sampling from probability distributions. These tools are based on the path of a Markov chain whose stationary distribution is the distribution to be sampled. Given their relative ease of application, they are one of the most popular approaches in the statistical community, especially in Bayesian analysis. These methods are very popular for sampling from complex and/or high dimensional probability distributions. Since the appearance of the first MCMC method in 1953 (the Metropolis algorithm, see [10]), the interest for these methods, as well as the range of algorithms available, continue to increase from one year to another. Although the Metropolis-Hastings algorithm (see [8]) can be considered as one of the most general Markov chain Monte Carlo algorithms, it is also one of the easiest to understand and explain, making it an ideal algorithm for beginners. As such, it has been studied by several researchers. The multiple-try Metropolis (MTM) algorithm , proposed by [9], is considered as one interesting development in this field, but unfortunately its implementation is quite expensive (in terms of time). Recently, a new algorithm was developed by [1]. This method is named the revisited multiple-try Metropolis algorithm (MTM revisited), which is obtained by expressing the MTM method as a Metropolis-Hastings algorithm on an extended space. The objective of this work is to first present MCMC methods, and subsequently study and analyze the Metropolis-Hastings and standard MTM algorithms to allow readers a better perspective on the implementation of these methods. A second objective is to explore the opportunities and disadvantages of the revisited MTM algorithm to see if it meets the expectations of the statistical community. We finally attempt to fight the sedentarity of the revisited MTM algorithm, which leads to a new algorithm. The latter performs efficiently when the number of generated candidates in a given iteration is small, but the performance of this new algorithm then deteriorates as the number of candidates in a given iteration increases.
Livingston, Jr Glen. "A Bayesian analysis of a regime switching volatility model". Thesis, 2017. http://hdl.handle.net/1959.13/1342483.
Pełny tekst źródłaNon-linear time series data is often generated by complex systems. While linear models provide a good first approximation of a system, often a more sophisticated non-linear model is required to properly account for the features of such data. Correctly accounting for these features should lead to the fitting of a more appropriate model. Determining the features exhibited by a particular data set is a difficult task, particularly for inexperienced modellers. Therefore, it is important to move towards a modelling paradigm where little to no user input is required, in order to open statistical modelling to users less experienced in MCMC. This sort of modelling process requires a general class of models that is able to account for the features found in most linear and non-linear data sets. One such class is the STAR-GARCH class of models. These are reasonably general models that permit regime changes in the conditional mean and allow for changes in the conditional covariance. In this thesis, we develop original algorithms that combine the tasks of parameter estimation and model selection for univariate and multivariate STAR-GARCH models. The model order of the conditional mean and the model index of the conditional covariance equation are included as parameters for the model requiring estimation. Combining the tasks of parameter estimation and model selection is facilitated through the Reversible Jump MCMC methodology. Other MCMC algorithms employed for the posterior distribution simulators are the Gibbs sampler, Metropolis-Hastings, Multiple-Try Metropolis and Delayed Rejection Metropolis-Hastings algorithms. The posterior simulation algorithms are successfully implemented in the statistical software program R, and their performance is tested in both extensive simulation studies and practical applications to real world data. The current literature on multivariate extensions of STAR, GARCH, and STAR-GARCH models is quite limited from a Bayesian perspective. The implementation of a set of estimation algorithms that not only provide parameter estimates but is also able to automatically fit the model with highest posterior probability is a significant and original contribution. The impact of such a contribution will hopefully be a step forward on the path towards the automation of time series modelling.
Thyer, Mark Andrew. "Modelling Long-Term Persistence in Hydrological Time Series". Thesis, 2001. http://hdl.handle.net/1959.13/24891.
Pełny tekst źródłaPhD Doctorate