Integration in Computer Experiments and Bayesian Analysis

Mathematical models are commonly used in science and industry to simulate complex physical processes. These models are implemented by computer codes which are often complex. For this reason, the codes are also expensive in terms of computation time, and this limits the number of simulations in an experiment. The codes are also deterministic, which means that output from a code has no measurement error. One modelling approach in dealing with deterministic output from computer experiments is to assume that the output is composed of a drift component and systematic errors, which are stationary Gaussian stochastic processes. A Bayesian approach is desirable as it takes into account all sources of model uncertainty. Apart from prior specification, one of the main challenges in a complete Bayesian model is integration. We take a Bayesian approach with a Jeffreys prior on the model parameters. To integrate over the posterior, we use two approximation techniques on the log scaled posterior of the correlation parameters. First we approximate the Jeffreys on the untransformed parameters, this enables us to specify a uniform prior on the transformed parameters. This makes Markov Chain Monte Carlo (MCMC) simulations run faster. For the second approach, we approximate the posterior with a Normal density. A large part of the thesis is focused on the problem of integration. Integration is often a goal in computer experiments and as previously mentioned, necessary for inference in Bayesian analysis. Sampling strategies are more challenging in computer experiments particularly when dealing with computationally expensive functions. We focus on the problem of integration by using a sampling approach which we refer to as "GaSP integration". This approach assumes that the integrand over some domain is a Gaussian random variable. It follows that the integral itself is a Gaussian random variable and the Best Linear Unbiased Predictor (BLUP) can be used as an estimator of the integral. We show that the integration estimates from GaSP integration have lower absolute errors. We also develop the Adaptive Sub-region Sampling Integration Algorithm (ASSIA) to improve GaSP integration estimates. The algorithm recursively partitions the integration domain into sub-regions in which GaSP integration can be applied more effectively. As a result of the adaptive partitioning of the integration domain, the adaptive algorithm varies sampling to suit the variation of the integrand. This "strategic sampling" can be used to explore the structure of functions in computer experiments

Follies subdued: Informational efficiency under adaptive expectations and confirmatory bias

We study the informational efficiency of a market with a single traded asset. The price initially differs from the fundamental value, about which the agents have noisy private information (which is, on average, correct). A fraction of traders revise their price expectations in each period. The price at which the asset is traded is public information. The agents’ expectations have an adaptive component and a social-interactions component with confirmatory bias. We show that, taken separately, each of the deviations from rationality worsens the informational efficiency of the market. However, when the two biases are combined, the degree of informational inefficiency of the market (measured as the deviation of the long-run market price from the fundamental value of the asset) can be non-monotonic both in the weight of the adaptive component and in the degree of confirmatory bias. For some ranges of parameters, two biases tend to mitigate each other’s effect, thus increasing informational efficiency

Does Forced Voting Result in Political Polarization?

This paper estimates the effects of the compulsory voting laws on individuals´ political orientations though a regression discontinuity framework. The identification comes from Brazil´s dual voting system – voluntary and compulsory – whose exposure is determined based on citizens’ dates of birth. Using self-collected data, we find that compulsory voting has sizable effects on individuals´ political preferences, making them more likely to identify with a political party and to become oriented towards ideological extremes

Phosphodiesterase-5 Inhibition Mimics Intermittent Reoxygenation and Improves Cardioprotection in the Hypoxic Myocardium

Although chronic hypoxia is a claimed myocardial risk factor reducing tolerance to ischemia/reperfusion (I/R), intermittent reoxygenation has beneficial effects and enhances heart tolerance to I/R. Aim of the study: To test the hypothesis that, by mimicking intermittent reoxygenation, selective inhibition of phosphodiesterase-5 activity improves ischemia tolerance during hypoxia. Adult male Sprague-Dawley rats were exposed to hypoxia for 15 days (10% O2) and treated with placebo, sildenafil (1.4 mg/kg/day, i. p.), intermittent reoxygenation (1 h/day exposure to room air) or both. Controls were normoxic hearts. To assess tolerance to I/R all hearts were subjected to 30-min regional ischemia by left anterior descending coronary artery ligation followed by 3 h-reperfusion. Whereas hypoxia depressed tolerance to I/R, both sildenafil and intermittent reoxygenation reduced the infarct size without exhibiting cumulative effects. The changes in myocardial cGMP, apoptosis (DNA fragmentation), caspase-3 activity (alternative marker for cardiomyocyte apoptosis), eNOS phosphorylation and Akt activity paralleled the changes in cardioprotection. However, the level of plasma nitrates and nitrites was higher in the sildenafil+intermittent reoxygenation than sildenafil and intermittent reoxygenation groups, whereas total eNOS and Akt proteins were unchanged throughout. Conclusions: Sildenafil administration has the potential to mimic the cardioprotective effects led by intermittent reoxygenation, thereby opening the possibility to treat patients unable to be reoxygenated through a pharmacological modulation of NO-dependent mechanisms

Migration and Remittances in Kazakhstan: First Evidence from a Household Survey

Internal migration flows in Kazakhstan are of high social and political relevance but political and public attention has primarily been devoted to external movements. This paper presents the main descriptive results of a new household survey on migration and remittances in Kazakhstan which was conducted in four cities (Almaty, Astana, Karaganda and Pavlodar) between October and December 2010. It summarizes the survey's methodology, gives an overview over the basic characteristics of respondents, illustrates migration experiences on the individual and the household level and compares migrants and non-migrants. Furthermore, the prevalence of remittances and attitudes towards migration are discussed

Sex-Specific Genetic Structure and Social Organization in Central Asia: Insights from a Multi-Locus Study

In the last two decades, mitochondrial DNA (mtDNA) and the non-recombining portion of the Y chromosome (NRY) have been extensively used in order to measure the maternally and paternally inherited genetic structure of human populations, and to infer sex-specific demography and history. Most studies converge towards the notion that among populations, women are genetically less structured than men. This has been mainly explained by a higher migration rate of women, due to patrilocality, a tendency for men to stay in their birthplace while women move to their husband's house. Yet, since population differentiation depends upon the product of the effective number of individuals within each deme and the migration rate among demes, differences in male and female effective numbers and sex-biased dispersal have confounding effects on the comparison of genetic structure as measured by uniparentally inherited markers. In this study, we develop a new multi-locus approach to analyze jointly autosomal and X-linked markers in order to aid the understanding of sex-specific contributions to population differentiation. We show that in patrilineal herder groups of Central Asia, in contrast to bilineal agriculturalists, the effective number of women is higher than that of men. We interpret this result, which could not be obtained by the analysis of mtDNA and NRY alone, as the consequence of the social organization of patrilineal populations, in which genetically related men (but not women) tend to cluster together. This study suggests that differences in sex-specific migration rates may not be the only cause of contrasting male and female differentiation in humans, and that differences in effective numbers do matter

Convergence or Divergence? Immigrant Wage Assimilation Patterns in Germany

Using a rich German panel data set, I estimate wage assimilation patterns for immigrants in Germany. This study contributes to the literature by performing separate estimations by skill groups and controlling for a wide range of socio-economic background variables. It aims to answer the question whether Germany can be considered an attractive host country from an immigrant's perspective. Comparisons with similar natives reveal that immigrants' experience earnings profiles are flatter on average, although clear differences show up among skill groups. The effect of time spent in the host country is significantly positive for all skill groups and thus partly offsetting the diverging trend in the experience earnings profiles. Still, wage differences between natives and immigrants remain. They are particularly noticeable for highly skilled immigrants, the group needed most in Germany's skill intensive labor market. Separate estimations for immigrant subgroups confirm the general validity of the results

Perceptions of the appropriate response to norm violation in 57 societies

Norm enforcement may be important for resolving conflicts and promoting cooperation. However, little is known about how preferred responses to norm violations vary across cultures and across domains. In a preregistered study of 57 countries (using convenience samples of 22,863 students and non-students), we measured perceptions of the appropriateness of various responses to a violation of a cooperative norm and to atypical social behaviors. Our findings highlight both cultural universals and cultural variation. We find a universal negative relation between appropriateness ratings of norm violations and appropriateness ratings of responses in the form of confrontation, social ostracism and gossip. Moreover, we find the country variation in the appropriateness of sanctions to be consistent across different norm violations but not across different sanctions. Specifically, in those countries where use of physical confrontation and social ostracism is rated as less appropriate, gossip is rated as more appropriate.info:eu-repo/semantics/publishedVersio