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Poincaré recurrence times in stochastic mixing processes
(Universidade Federal de São Carlos, 2022-02-17)
In the context of the discrete-time stochastic processes, this thesis presents new results on Poincaré recurrence theory. After a complete review of recent results, we present a new theorem on the exponential approximations ...
Extensões do resíduo quantílico
(Universidade Federal de São Carlos, 2022-12-20)
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 ...
Bayesian variable selection for logistic mixture models with Pólya-Gamma data augmentation
(Universidade Federal de São Carlos, 2022-02-15)
In this work, Bayesian methods for estimating and selecting variables in a mixture of logistic regressions model are presented.
In order to simplify its Bayesian estimation, we extend the data augmentation approach ...
Redes neurais para grafos e suas aplicações aos sistemas complexos
(Universidade Federal de São Carlos, 2022-04-08)
Complex systems are composed of several components that interact with each other. A natural
approach for these types of systems is to use mathematical graph abstraction. In different
contexts in the real world, it is ...
Equações diferenciais estocásticas e as estratégias de hedging no mercado de opções
(Universidade Federal de São Carlos, 2022-06-24)
The Stochastic Differential Equation models (SDEs) assume an important role in finances. The major part of these models try to help the investors with the risk management of the financial activities and they use SDEs for ...
Modeling survival data based on a reparameterized weighted Lindley distribution
(Universidade Federal de São Carlos, 2022-06-24)
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 ...