20 research outputs found

    Entropic Distance for Nonlinear Master Equation

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    More and more works deal with statistical systems far from equilibrium, dominated by unidirectional stochastic processes augmented by rare resets. We analyze the construction of the entropic distance measure appropriate for such dynamics. We demonstrate that a power-like nonlinearity in the state probability in the master equation naturally leads to the Tsallis (Havrda-Charv\'at, Acz\'el-Dar\'oczy) q-entropy formula in the context of seeking for the maximal entropy state at stationarity. A few possible applications of a certain simple and linear master equation to phenomena studied in statistical physics are listed at the end.Comment: Talk given by T.S.Bir\'o at BGL 2017, Gy\"ongy\"os, Hungar

    On the Type-I Half-logistic Distribution and Related Contributions: A Review

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    The half-logistic (HL) distribution is a widely considered statistical model for studying lifetime phenomena arising in science, engineering, finance, and biomedical sciences. One of its weaknesses is that it has a decreasing probability density function and an increasing hazard rate function only. Due to that, researchers have been modifying the HL distribution to have more functional ability. This article provides an extensive overview of the HL distribution and its generalization (or extensions). The recent advancements regarding the HL distribution have led to numerous results in modern theory and statistical computing techniques across science and engineering. This work extended the body of literature in a summarized way to clarify some of the states of knowledge, potentials, and important roles played by the HL distribution and related models in probability theory and statistical studies in various areas and applications. In particular, at least sixty-seven flexible extensions of the HL distribution have been proposed in the past few years. We give a brief introduction to these distributions, emphasizing model parameters, properties derived, and the estimation method. Conclusively, there is no doubt that this summary could create a consensus between various related results in both theory and applications of the HL-related models to develop an interest in future studies

    Modeling economies and ecosystems in general equilibrium

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    This work exploits the general equilibrium modeling framework to simulate complex systems, an economy and an ecosystem. In an economic application, this work leverages a novel data revision scheme to integrate technological detail on electricity generation and pollution abatement into national accounts data in a traditional economic computed general equilibrium (CGE) model. This integration provides a rich characterization of generation and abatement for multiple fuel sources and pollutants across 72 different generation-abatement technology configurations. Results reveal that the benefits of reductions in oxides of nitrogen and sulfur from a carbon policy in the US electric sector are on the order of $10 bn., which rival the policy's welfare costs and make 12-13% carbon abatement economically justifiable without considering any climate benefits. For ecosystem applications, this work demonstrates how the structure of economic CGE modeling can be adapted to construct a Biological General Equilibrium (BGE) model grounded in the theoretical biology literature. The BGE model contributes a novel synthesis of micro-behavioral, bioenergetic features with macroscopic ecosystem outcomes and empirical food web data. Species respond to prevailing ecosystem scarcity conditions that impinge on their energy budgets driving population outcomes within and across model periods. This adaptive capacity is a critical advance over the commonly-taken phenomenological or first-order parametric approaches. The distinctive design of the BGE model enables numerical examination of how changes in scarcity drives biomass production and consumption in a complex food web. Moreover, the BGE model design can exploit empirical datasets used by extant ecosystem models to offer this level of insight for a wide cast of ecosystems. Monte carlo simulations demonstrate that the BGE framework can produce stable results for the ecosystem robust to a variety of shocks and parameterizations. The BGE model's validity is supported in tests against real-world phenomena within the Aleutian ecosystem - both an invasive species and a harvesting-induced trophic cascade - by mimicking key features of these phenomena. The BGE model's micro-founded dynamics, the stability and robustness of its results, and its validity against real-world phenomena offer a unique and valuable contribution to ecosystem modeling and a way forward for the integrated assessment of human-ecosystem interactions

    Generalized belief change with imprecise probabilities and graphical models

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    We provide a theoretical investigation of probabilistic belief revision in complex frameworks, under extended conditions of uncertainty, inconsistency and imprecision. We motivate our kinematical approach by specializing our discussion to probabilistic reasoning with graphical models, whose modular representation allows for efficient inference. Most results in this direction are derived from the relevant work of Chan and Darwiche (2005), that first proved the inter-reducibility of virtual and probabilistic evidence. Such forms of information, deeply distinct in their meaning, are extended to the conditional and imprecise frameworks, allowing further generalizations, e.g. to experts' qualitative assessments. Belief aggregation and iterated revision of a rational agent's belief are also explored

    Estudo crítico dos valores de prova

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    Tese de doutoramento, Estatística e Investigação Operacional (Probabilidade e Estatística), Universidade de Lisboa, Faculdade de Ciências, 2016No empreendimento coletivo que é a Ciência é frequente ser necessário harmonizar resultados contraditórios, ou extrair conclusões de experiências independentes que em si mesmo são inconclusivas, nomeadamente devido ao pequeno tamanho das amostras. Daí a construção de valores de prova combinados em meta análise, que é simples e elegante quando se assume que todos eles foram obtidos sob validade da hipótese nula—pelo que serão observações independentes e identicamente distribuídas de Uniformes padrão. Mas esta assunção é irrealista, pelo que a investigação de significância usando valores de prova levou a controvérsias que geraram novos conceitos dinamizadores, tais como valores de prova aleatórios e valores de prova generalizados. Mais recentemente, no estudo crítico de erros metodológicos (ingénuos ou fraudulentos) em que há a substituição de valores pouco convenientes por outros obtidos por repetição de experiências até se obter um valor de prova conveniente, Brilhante et al. (2015a) introduziram o conceito de valores de prova problemáticos (messy p-values). Nesta tese apresentamos resultados sobre uniformidade e desvios da uniformidade, modelos para valores de prova problemáticos — a que chamamos modelos de Mendel por a controvérsia de Mendel-Fisher ser um caso célebre em que se suspeita dessa prática de repetir experiências para reportar o resultado mais conveniente. Discute-se também a percentagem de valores de prova problemáticos na totalidade dos valores de prova reportados, uma questão que tem largo grau de indecidibilidade, e recorremos a estudos de simulação para suplementar a dificuldade de obtenção de resultados analíticos.Building scientific knowledge is a colective endeavour, and it is often necessary to harmonize contradictory evidence or to extract evidence pooling inconclusive evidence from independent experiments using small samples. Combining p-values is rather simple under the naive assumption that all the individually reported p-values are uniform, in other words they have been obtainded under validity of the null hypothesis. This is seldom true, and the controversy it generated is at the origin of new concepts such as random and generalized p-values. Recently Brilhante et al. (2015a) introduced the concept of messy pvalues, i.e. reported p-values that are extrema of independent random variables, since the first time the experimenter performed the experiment he obtained what he considered an inconvenient p-value, and repeated the experiment until he obtained a p-value that suited his interests (and therefore is the minimum [or the maximum] of the observed genuinely uniform p-values). In this thesis we develop models for the mixture of genuine and of messy p-values, that we shall call Mendel models, since they are at the core of the Mendel-Fisher controversy. We discuss estimation methods to evaluate the proportion of messy p-values in the context of combining p-values in meta analysis, and add to our analytic results with a simulation study

    Untangling hotel industry’s inefficiency: An SFA approach applied to a renowned Portuguese hotel chain

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    The present paper explores the technical efficiency of four hotels from Teixeira Duarte Group - a renowned Portuguese hotel chain. An efficiency ranking is established from these four hotel units located in Portugal using Stochastic Frontier Analysis. This methodology allows to discriminate between measurement error and systematic inefficiencies in the estimation process enabling to investigate the main inefficiency causes. Several suggestions concerning efficiency improvement are undertaken for each hotel studied.info:eu-repo/semantics/publishedVersio

    Attitudes towards old age and age of retirement across the world: findings from the future of retirement survey

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    The 21st century has been described as the first era in human history when the world will no longer be young and there will be drastic changes in many aspects of our lives including socio-demographics, financial and attitudes towards the old age and retirement. This talk will introduce briefly about the Global Ageing Survey (GLAS) 2004 and 2005 which is also popularly known as “The Future of Retirement”. These surveys provide us a unique data source collected in 21 countries and territories that allow researchers for better understanding the individual as well as societal changes as we age with regard to savings, retirement and healthcare. In 2004, approximately 10,000 people aged 18+ were surveyed in nine counties and one territory (Brazil, Canada, China, France, Hong Kong, India, Japan, Mexico, UK and USA). In 2005, the number was increased to twenty-one by adding Egypt, Germany, Indonesia, Malaysia, Poland, Russia, Saudi Arabia, Singapore, Sweden, Turkey and South Korea). Moreover, an additional 6320 private sector employers was surveyed in 2005, some 300 in each country with a view to elucidating the attitudes of employers to issues relating to older workers. The paper aims to examine the attitudes towards the old age and retirement across the world and will indicate some policy implications
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