Interinstitucional em Estatística - PIPGEs: Envíos recientes
Mostrando ítems 41-60 de 168
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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 ... -
Equações diferenciais estocásticas e as estratégias de hedging no mercado de opções
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 24/06/2022)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 ... -
Nonparametric pragmatic hypothesis testing
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 13/06/2022)In statistical testing, a pragmatic hypothesis is an extension of a precise one, taking cases on the vicinity of the null as being equally worthy of appraisal. Unlike standard procedures, pragmatic hypotheses allow the ... -
Redes neurais para grafos e suas aplicações aos sistemas complexos
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 08/04/2022)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 ... -
Testes bayesianos em ensaios clínicos
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 22/02/2022)In this thesis, we propose two new Bayesian approaches for equivalence hypotheses testing for proportions and prove that these Bayesian hypotheses tests are equivalent. These Bayesian methodologies applied to equivalence ... -
Poincaré recurrence times in stochastic mixing processes
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 17/02/2022)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 ... -
Bayesian variable selection for logistic mixture models with Pólya-Gamma data augmentation
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 15/02/2022)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 ... -
Lambert-F univariate distributions for asymmetrical data
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 16/12/2021)In this dissertation, we propose new univariate continuous distributions for modeling asymmetrical data. Initially, starting from a non-linear parametric transformation of an uniform random variable, we propose a new ... -
Bayesian variable selection using data driven reversible jump: an application to schizophrenia data
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 17/12/2021)Symptom based diagnosis are known to be limited specially concerning complex disorders such as schizophrenia. Modern attempts in providing predictive risk for such disease, to assist existing diagnosis tools, integrate ... -
A robust lasso regression for linear mixed-effects models with diagnostic analysis
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 22/10/2021)Variable selection has been a topic of great interest for statisticians and researchers alike. The choice of the best subset of predictors may be carried out with the objective of improving prediction or for easier ... -
Multivariate conditional density estimation with copulas
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 29/09/2021)Most machine learning regression models only yield single point estimations for the label of a new observation. However, when dealing with multi-modal or asymmetric distributions, a single point estimate is not enough to ... -
Método bagging para aprimoramento de previsões de séries temporais
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 22/10/2021)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, ... -
Resultados para o modelo de rumor de Maki-Thompson em árvores
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 20/04/2021)In this work, we study the Maki-Thompson rumor model on infinite homogeneous trees which is formulated as a continuous-times Markov chain. This model can be defined as a system of interacting particles representing the ... -
Bandas de predição usando densidade condicional estimada e um modelo LDA com covariáveis
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 15/10/2021)Machine learning methods are divided into two main groups: supervised and unsupervised methods. In the first part of this work, we develop a method for creating prediction bands that can be applied to supervised problems. ... -
Análises Bayesiana para o modelo de regressão Birnbaum-Saunders com zeros ajustados
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 11/08/2021)Modeling based on the Birnbaum-Saunders distribution has received considerable attention in recent years. In this work we consider the reparametrized Birnbaum-Saunders distribution with zero-adjusted (ZARBS) (SANTOS-NETO ... -
Distribuições discretas para duas observações inflacionadas
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 30/07/2021)Count data is often found in many real applications and some observations may occur in the data set in an excessive amount. In many real problems it is quite common for the data set to contain excesses of zero and one ... -
Full Bayesian Significance Test para dados de sobrevivência bivariados: seleção de modelos encaixados da cópula PVF
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 28/06/2021)The investigation and modeling of the existing dependence in a set of random variables is a widely discussed topic in statistics. In this context, the use of copulas becomes interesting because it is a flexible approach ...