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Inferência Bayesiana para modelos de volatilidade estocástica baseados em mistura de escala da distribuição normal assimétrica
(Universidade Federal de São Carlos, 2023-02-28)
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 ...
Bayesian estimation of dynamic mixture models by wavelets
(Universidade Federal de São Carlos, 2023-04-20)
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 ...
Small and time-efficient distribution-free predictive regions
(Universidade Federal de São Carlos, 2023-05-02)
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 ...
Inferência em redes aleatórias com pesos discretos
(Universidade Federal de São Carlos, 2023-04-04)
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 ...
Propagação de rumor em uma população cética em N
(Universidade Federal de São Carlos, 2023-03-30)
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 ...
Modelagem via redes neurais de dados de sobrevivência de longa duração com dispersão não observada
(Universidade Federal de São Carlos, 2023-12-08)
Traditional models in survival analysis assume that every subject will eventually experience the event of interest in the study, such as death or disease recurrence, so the survival function is said to be proper. Cure rate ...
Uma abordagem estatística para a análise dos resultados das eleições presidenciais
(Universidade Federal de São Carlos, 2024-01-15)
Multiparty data has characteristics that make it compositional data such as a constant sum of components and a limited space known as simplex. Thus, the purpose of the work is to develop a methodology to analyze multi-party ...
Conectividade do grafo aleatório de Erdös-Rényi e uma variante com conexões locais
(Universidade Federal de São Carlos, 2016-03-24)
We say that a graph is connected if there is a path edges between any pair of vertices.
Random graph Erd os-R enyi with n vertices is obtained by connecting each pair of vertex with probability pn 2 (0; 1) independently ...
Modelos multiestado com fragilidade
(Universidade Federal de São Carlos, 2016-03-31)
Often intermediate events provide more detailed information about the disease process or recovery, for example, and allow greater accuracy in predicting the prognosis of patients. Such non-fatal events during the course ...
Método bagging para aprimoramento de previsões de séries temporais
(Universidade Federal de São Carlos, 2021-10-22)
Different methodologies are proposed and explored aiming to reduce time series forecasting
error. A promising approach consists in combining different forecasts from different models
in order to get a better accuracy, ...