Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk Estimation

Accurate prediction of risk measures such as Value at Risk (VaR) and Expected Shortfall (ES) requires precise estimation of the tail of the predictive distribution. Two novel concepts are introduced that offer a specific focus on this part of the predictive density: the censored posterior, a posterior in which the likelihood is replaced by the censored likelihood; and the censored predictive likelihood, which is used for Bayesian Model Averaging. We perform extensive experiments involving simulated and empirical data. Our results show the ability of these new approaches to outperform the standard posterior and traditional Bayesian Model Averaging techniques in applications of Value-at-Risk prediction in GARCH models

A Combining Forecasting Modeling and Its Application

Part 5: Modelling and SimulationInternational audienceThe supply chain coordination has abstracted more and more attention from industries and academics. This paper studies a Bayesian combination forecasting model to integrate multiple forecasting resources and coordinate forecasting process among partners in retail supply chain. The simulation results based on the retail sales data show the effectiveness of this Bayesian combination forecasting model to coordinate the collaborative forecasting process. This Bayesian combination forecasting model can improve demand forecasting accuracy of supply chain

Testing After Worked Example Study Does Not Enhance Delayed Problem-Solving Performance Compared to Restudy

Four experiments investigated whether the testing effect also applies to the acquisition of problem-solving skills from worked examples. Experiment 1 (n = 120) showed no beneficial effects of testing consisting of isomorphic problem solving or example recall on final test performance, which consisted of isomorphic problem solving, compared to continued study of isomorphic examples. Experiment 2 (n = 124) showed no beneficial effects of testing consisting of identical problem solving compared to restudying an identical example. Interestingly, participants who took both an immediate and a delayed final test outperformed those taking only a delayed test. This finding suggested that testing might become beneficial for retention but only after a certain level of schema acquisition has taken place through restudying several examples. However, experiment 2 had no control condition restudying examples instead of taking the immediate test. Experiment 3 (n = 129) included such a restudy condition, and there was no evidence that testing after studying four examples was more effective for final delayed test performance than restudying, regardless of whether restudied/tested problems were isomorphic or identical. Experiment 4 (n = 75) used a similar design as experiment 3 (i.e., testing/restudy after four examples), but with examples on a different topic and with a different participant population. Again, no evidence of a testing effect was found. Thus, across four experiments, with different types of initial tests, different problem-solving domains, and different participant populations, we found no evidence that testing enhanced delayed test performance compared to restudy. These findings suggest that the testing effect might not apply to acquiring problem-solving skills from worked examples

Testing After Worked Example Study Does Not Enhance Delayed Problem-Solving Performance Compared to Restudy

Four experiments investigated whether the testing effect also applies to the acquisition of problem-solving skills from worked examples. Experiment 1 (n = 120) showed no beneficial effects of testing consisting of isomorphic problem solving or example recall on final test performance, which consisted of isomorphic problem solving, compared to continued study of isomorphic examples. Experiment 2 (n = 124) showed no beneficial effects of testing consisting of identical problem solving compared to restudying an identical example. Interestingly, participants who took both an immediate and a delayed final test outperformed those taking only a delayed test. This finding suggested that testing might become beneficial for retention but only after a certain level of schema acquisition has taken place through restudying several examples. However, experiment 2 had no control condition restudying examples instead of taking the immediate test. Experiment 3 (n = 129) included such a restudy condition, and there was no evidence that testing after studying four examples was more effective for

Importance Sampling for Objetive Funtion Estimations in Neural Detector Traing Driven by Genetic Algorithms

To train Neural Networks (NNs) in a supervised way, estimations of an objective function must be carried out. The value of this function decreases as the training progresses and so, the number of test observations necessary for an accurate estimation has to be increased. Consequently, the training computational cost is unaffordable for very low objective function value estimations, and the use of Importance Sampling (IS) techniques becomes convenient. The study of three different objective functions is considered, which implies the proposal of estimators of the objective function using IS techniques: the Mean-Square error, the Cross Entropy error and the Misclassification error criteria. The values of these functions are estimated by IS techniques, and the results are used to train NNs by the application of Genetic Algorithms. Results for a binary detection in Gaussian noise are provided. These results show the evolution of the parameters during the training and the performances of the proposed detectors in terms of error probability and Receiver Operating Characteristics curves. At the end of the study, the obtained results justify the convenience of using IS in the training

Etnobotânica e divergência genética de variedades de mandioca, Poconé, Mato Grosso.

A região denominada Baixada Cuiabana fica ao norte do Pantanal Mato-Grossense. É uma das poucas regiões do Mato Grosso que preserva as antigas características de comunidades de agricultores de subsistência que mantêm expressiva diversidade de mandioca (Manihot esculenta Crantz) e outros cultivos, visto a região ser centro de diversidade do gênero. Este estudo teve por objetivo caracterizar a diversidade genética de mandiocas mediante o conhecimento etnobotânico das variedades e marcadores microssatélites para compreender a dinâmica de conservação e manejo do acervo usado pelos agricultores da Comunidade São Benedito, Poconé, Mato Grosso. O presente trabalho foi autorizado pelo Conselho de Gestão do Patrimônio Genético (processo n. 02000.003025/2013-13-MMA deliberado em 28 de abril de 2015 e publicado no D.O.U em 13 de julho de 2015). Para o inventário etnobotânico foram aplicadas entrevistas semiestruturadas em 10 unidades domésticas para obter informações sobre as mandiocas cultivadas. Das 11 variedades locais cultivadas foi realizada análise por microssatélites (12 locus). Apesar da baixa diversidade etnobotânica encontrada (H?=2,05), foi encontrada alta heterozigosidade observada (Ho = 0,92) e diversidade gênica (He = 0,75). Os agricultores que sobrevivem basicamente do cultivo da mandioca e produção de farinha para comercialização, direcionam suas escolhas de variedades para as mais produtivas e menos suscetíveis ao ataque de pragas. A variedade brava foi a mais frequente (80% das roças) e é apontada como a mais rentável para a produção de farinha, sendo uma importante fonte de recurso genético para programas de melhoramento. Através da análise de rede pode-se observar que a rede de circulação de propágulos e informações ocorre entre os moradores e também com outras comunidades da região, importantes fontes de novas variedades. Dois agricultores foram identificados como os mais atuantes nas trocas. De acordo com o agrupamento e análise de coordenadas principais feitos utilizando os dados genéticos, as variedades introduzidas mais recentemente separam-se das introduzidas há mais tempo. As variedades apontadas como com alto teor de ácido cianídrico pelos agricultores também ficaram agrupadas. Notou-se que as variedades locais apresentam genes úteis para características importantes como, resistência a estresses bióticos e abióticos.Edição Especial dos Anais do 3 Simpósio da Rede de Recursos Genéticos Vegetais do Nordeste, Aracaju, out. 2017

Morphological diversity of cassava accessions of the south-central mesoregion of the State of Mato Grosso, Brazil.

Genetic variability of cassava (Manihot esculenta Crantz) in Brazil is wide, being this the result of natural and cultural selection during pre- and post-domestication of the species in different environments. Given the number of species of the genus found in the region (38 of a total of 98 species), the central region of Brazil was defined as the primary center of cassava diversity. Therefore, genetic diversity characterization of cassava accessions is fundamental, both for farmers and for plant breeders, because it allows the organization of genetic resources and better utilization of available genetic diversity. This research aims to assess genetic divergence of cassava accessions from the south-central region of the State of Mato Grosso, based on multi-categorical morphological traits. For this purpose, 38 qualitative and quantitative morphological descriptors were used. Genetic diversity was expressed by the genetic similarity index, with subsequent clustering of accessions by the modified Tocher?s procedure and UPGMA. Of 38 descriptors, only growth habit of stem showed no variability. Tocher and UPGMA methods were efficient and corroborated on group composition. Both methods were able to group accessions of different localities in distinct group consistency