Teses e dissertações
Recent Submissions
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Inferência em redes aleatórias com pesos discretos
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 04/04/2023)Random networks have been widely used to describe interactions between objects, including interpersonal relationships between individuals. One of the most important features of networks is the presence of communities, which ... -
Small and time-efficient distribution-free predictive regions
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 02/05/2023)Predicting a target variable (response) is often the main objective of many studies and investigations. In such scenarios, there are usually other variables, known as covariates, that are more readily available and can ... -
Propagação de rumor em uma população cética em N
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 30/03/2023)We consider two models for information propagation in N. In both models, the individuals (one per site of N) have random, independent, and equally distributed radius. At the beginning only the individual at 0 has the ... -
Using VAE for incomplete educational data
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 13/03/0023)In Psychometrics, especially in educational assessments, incomplete databases are common. An individual may leave items unanswered in an assessment due to lack of time, forgetting the content involved, nervousness, or ... -
Teoremas limite para variáveis aleatórias de Bernoulli dependentes
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 22/03/2023)In this work, we consider a sequence of correlated Bernoulli variables whose probability of success for the current trial depends conditionally on previous trials. This conditional probability is given as a linear function ... -
Bayesian estimation of dynamic mixture models by wavelets
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 20/04/2023)Gaussian mixture models are used successfully in various statistical learning applications. The good results provided by these models encourage several generalizations of them. Among possible adaptations, one can assume a ... -
Inferência Bayesiana para modelos de volatilidade estocástica baseados em mistura de escala da distribuição normal assimétrica
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 28/02/2023)This dissertation aims to evaluate and compare the performance of the No-U-Turn Sampler (NUTS) algorithm, implemented in the Stan software, in estimating the parameters of stochastic volatility models with leverage based ... -
Seleção de covariância para o modelo grafo gaussiano via reversible jump
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 24/02/2023)The purpose of the Graphical Gaussian model is to find the covariance structure that represents the relationship between random variables, whose joint distribution is a multivariate normal. This is a tool used to modeling ... -
Scalable and interpretable kernel methods based on random Fourier features
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 29/03/2023)Kernel methods are a class of statistical machine learning models based on positive semidefinite kernels, which serve as a measure of similarity between data features. Examples of kernel methods include kernel ridge ... -
Estimação do número de comunidades no modelo estocástico de blocos com correção de grau
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 14/12/2022)The stochastic block model (SBM) is a random graph model that splits the set of vertices into blocks, and the probability connection between each pair of vertices depends on the blocks to which the vertices belong. The ... -
Nova classe de modelos paramétricos para análise de sistemas reparáveis
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 13/01/2023)The Arithimetic Reduction of Age (ARA) model class from Doyen e Gaudoin (2004) has been widely used in the analysis of repairable systems, whose repair effect is expressed by an arithmetic age reduction. However, the ... -
Extensões do resíduo quantílico
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 20/12/2022)Regression models have profound importance in analyses that aim to investigate the relationship between a dependent variable and a set of predictor variables. The diagnostic analysis is a fundamental step in validating a ... -
Modelos de sobrevivência induzidos por fragilidade discreta com fração de cura e riscos proporcionais
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 21/10/2022)This work presents two new survival models induced by discrete frailty with unobserved heterogeneity and proportional hazards structure, for lifetime data. The first model consider the discrete frailty variable with Katz ... -
Um estudo dos modelos de sobrevivência de longa duração LIGcr e GEPGWcr
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 04/10/2022)In this work we study two long-term survival models denomined Logaritmic Inverse Gaussian cure rate (LIGcr) model and Geometric Exponentiated Power Generalized Weibull cure rate (GEPGWcr) model. Both models take into ... -
Métodos de estimação baseados em modelos na presença de dados faltantes
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 14/10/2022)The missing data are observations that should have been made, but were not for some reason, thus reducing the ability to understand the nature of the phenomenon, in addition to making it difficult to extract information ... -
Observações atípicas em alta dimensão
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 15/09/2022)Outliers and heteroskedastic noise are two common situations in Statistics. Nowadays the amount of generated data is very high and for this reason it is possible to find high dimensional data (the dimension d is just as ... -
A nonparametric bayesian approach for modeling and comparison of functional data
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 02/09/2022)The current advances of technology provides, among other things, several ways of collecting data, which enlarges the possibility of studying new phenomena. Researches focused on studying the functional relation between ... -
Modelos de sobrevivência bivariados induzidos por fragilidade
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 18/07/2022)Frailty models have been developed to quantify both heterogeneity as well as association in multivariate time-to-event data. The frailty distributions used in many studies include the gamma, inverse Gaussian (IG) or stable ... -
Bayesian inference for term structure models
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 09/06/2022)We explore recent advances in Bayesian methods in order to estimate the Vasicek, CIR and dynamic Nelson-Siegel (DNS) models for term structure of interest rates. The models are specified as state space time series. The ... -
Modeling survival data based on a reparameterized weighted Lindley distribution
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 24/06/2022)In this work, we propose different statistical modeling for survival data based on a reparameterized weighted Lindley distribution. Initially, we present this distribution and study its mathematical properties, maximum ...