1,043 research outputs found

    What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care

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    This paper develops stochastic search variable selection (SSVS) for zero-inflated count models which are commonly used in health economics. This allows for either model averaging or model selection in situations with many potential regressors. The proposed techniques are applied to a data set from Germany considering the demand for health care. A package for the free statistical software environment R is provided.Bayesian, model selection, model averaging, count data, zero-inflation, demand for health care

    Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach

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    This paper uses an infinite hidden Markov model (IHMM) to analyze U.S. inflation dynamics with a particular focus on the persistence of inflation. The IHMM is a Bayesian nonparametric approach to modeling structural breaks. It allows for an unknown number of breakpoints and is a flexible and attractive alternative to existing methods. We found a clear structural break during the recent financial crisis. Prior to that, inflation persistence was high and fairly constant.inflation dynamics, hierarchical Dirichlet process, IHMM, structural breaks, Bayesian nonparametrics

    Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach

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    This paper uses an infinite hidden Markov model (IHMM) to analyze U.S. inflation dynamics with a particular focus on the persistence of inflation. The IHMM is a Bayesian nonparametric approach to modeling structural breaks. It allows for an unknown number of breakpoints and is a flexible and attractive alternative to existing methods. We found a clear structural break during the recent financial crisis. Prior to that, inflation persistence was high and fairly constant.inflation dynamics, hierarchical Dirichlet process, IHMM, structural breaks, Bayesian nonparametrics

    What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care

    Get PDF
    This paper develops stochastic search variable selection (SSVS) for zero-inflated count models which are commonly used in health economics. This allows for either model averaging or model selection in situations with many potential regressors. The proposed techniques are applied to a data set from Germany considering the demand for health care. A package for the free statistical software environment R is provided.Bayesian, model selection, model averaging, count data, zero-inflation, demand for health care

    Estimating the Demand for Health Care with Panel Data: A Semiparametric Bayesian Approach

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    This paper is concerned with the problem of estimating the demand for health care with panel data. A random effects model is specifed in a semiparametric Bayesian fashion using a Dirichlet process prior. This results in a very exible mixture distribution with an in nite number of components for the random effects. Therefore, the model can be seen as a natural extension of prevailing latent class models. A full Bayesian analysis using Markov chain Monte Carlo (MCMC)simulation methods is discussed. The methodology is illustrated with an application using data from Germany

    Regime-Switching Cointegration

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    We develop methods for Bayesian inference in vector error correction models which are subject to a variety of switches in regime (e.g. Markov switches in regime or structural breaks). An important aspect of our approach is that we allow both the cointegrating vectors and the number of cointegrating relationships to change when the regime changes. We show how Bayesian model averaging r model selection methods can be used to deal with the high-dimensional model space that results. Our methods are used in an empirical study of the Fisher effect.Bayesian, Markov switching, structural breaks, cointegration, model averaging

    Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks

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    This paper builds a model which has two extensions over a standard VAR. The 
rst of these is stochastic search variable selection, which is an automatic model selection device which allows for coefficients in a possibly over-parameterized VAR to be set to zero. The second allows for an unknown number of structual breaks in the VAR parameters. We investigate the in-sample and forecasting performance of our model in an application involving a commonly-used US macro-economic data set. We 
nd that, in-sample, these extensions clearly are warranted. In a recursive forecasting exercise, we 
nd moderate improvements over a standard VAR, although most of these improvements are due to the use of stochastic search variable selection rather than the inclusion of breaks

    Children’s information retrieval: beyond examining search strategies and interfaces

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    The study of children’s information retrieval is still for the greater part untouched territory. Meanwhile, children can become lost in the digital information world, because they are confronted with search interfaces, both designed by and for adults. Most current research on children’s information retrieval focuses on examining children’s search performance on existing search interfaces to determine what kind of interfaces are suitable for children’s search behaviour. However, to discover the true nature of children’s search behaviour, we state that research has to go beyond examining search strategies used with existing search interfaces by examining children’s cognitive processes during information-seeking. A paradigm of children’s information retrieval should provide an overview of all the components beyond search interfaces and search strategies that are part of children’s information retrieval process. Better understanding of the nature of children’s search behaviour can help adults design interfaces and information retrieval systems that both support children’s natural search strategies and help them find their way in the digital information world

    Development and Characterization of a tunable ultrafast X-ray source via Inverse Compton Scattering

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    Ultrashort, nearly monochromatic hard X-ray pulses enrich the understanding of the dynamics and function of matter, e.g., the motion of atomic structures associated with ultrafast phase transitions, structural dynamics and (bio)chemical reactions. Inverse Compton backscattering of intense laser pulses from relativistic electrons not only allows for the generation of bright X-ray pulses which can be used in a pumpprobe experiment, but also for the investigation of the electron beam dynamics at the interaction point. The focus of this PhD work lies on the detailed understanding of the kinematics during the interaction of the relativistic electron bunch and the laser pulse in order to quantify the influence of various experiment parameters on the emitted X-ray radiation. The experiment was conducted at the ELBE center for high power radiation sources using the ELBE superconducting linear accelerator and the DRACO Ti:sapphire laser system. The combination of both these state-of-the-art apparatuses guaranteed the control and stability of the interacting beam parameters throughout the measurement. The emitted X-ray spectra were detected with a pixelated detector of 1024 by 256 elements (each 26ÎŒm by 26ÎŒm) to achieve an unprecedented spatial and energy resolution for a full characterization of the emitted spectrum to reveal parameter influences and correlations of both interacting beams. In this work the influence of the electron beam energy, electron beam emittance, the laser bandwidth and the energy-anglecorrelation on the spectra of the backscattered X-rays is quantified. A rigorous statistical analysis comparing experimental data to ab-initio 3D simulations enabled, e.g., the extraction of the angular distribution of electrons with 1.5% accuracy and, in total, provides predictive capability for the future high brightness hard X-ray source PHOENIX (Photon electron collider for Narrow bandwidth Intense X-rays) and potential all optical gamma-ray sources. The results will serve as a milestone and starting point for the scaling of the Xray flux based on available interaction parameters of an ultrashort bright X-ray source at the ELBE center for high power radiation sources. The knowledge of the spatial and spectral distribution of photons from an inverse Compton scattering source is essential in designing future experiments as well as for tailoring the X-ray spectral properties to an experimental need.Ultrakurze, quasi-monochromatische harte Röntgenpulse erweitern das VerstĂ€ndnis fĂŒr die dynamischen Prozesse und funktionalen ZusammenhĂ€nge in Materie, beispielsweise die Dynamik in atomaren Strukturen bei ultraschnellen PhasenĂŒbergĂ€ngen, Gitterbewegungen und (bio)chemischen Reaktionen. Compton-RĂŒckstreuung erlaubt die Erzeugung der fĂŒr ein pump-probe-Experiment benötigten intensiven Röntgenpulse und ermöglicht gleichzeitig einen Einblick in die komplexen kinematischen Prozesse wĂ€hrend der Wechselwirkung von Elektronen und Photonen. Ziel dieser Arbeit ist, ein quantitatives VerstĂ€ndnis der verschiedenen experimentellen EinflĂŒsse auf die emittierte Röntgenstrahlung bei der Streuung von Laserphotonen an relativistischen Elektronen zu entwickeln. Die Experimente wurden am ELBE - Zentrum fĂŒr Hochleistungs-Strahlenquellen des Helmholtz-Zentrums Dresden - Rossendorf durchgefĂŒhrt. Der verwendete supraleitende Linearbschleuniger ELBE und der auf Titan-Saphir basierende Hochleistungslaser DRACO garantieren ein Höchstmaß an Kontrolle und StabilitĂ€t der experimentellen Bedingungen. Zur Messung der emittierten Röntgenstrahlung wurde ein Siliziumdetektor mit 1024x256 Pixeln (PixelgrĂ¶ĂŸe 26ÎŒm × 26ÎŒm) verwendet, welcher fĂŒr eine bisher nicht erreichte spektrale und rĂ€umliche Auflösung sorgt. Die so erfolgte vollstĂ€ndige Charakterisierung der Energie-Winkel-Beziehung erlaubt RĂŒckschlĂŒsse auf ParametereinflĂŒsse und Korrelationen von Elektronen- und Laserstrahl. Eine umfassende statistische Analyse, bei der ab-initio 3D Simulationen mit den experimentellen Daten verglichen und ausgewertet wurden, ermöglichte u.a. die Bestimmung der Elektronenstrahldivergenz mit einer Genauigkeit von 1.5% und erlaubt Vorhersagen zur zu erwartenden Strahlung der zukĂŒnftigen brillianten Röntgenquelle PHOENIX (Photon electron collider for Narrow bandwidth Intense X-rays) und potentiellen lasergetriebenen Gammastrahlungsquellen. Die Ergebnisse dienen als Fixpunkt fĂŒr die Skalierung des erwarteten Photonenflusses der Röntgenquelle fĂŒr die verfĂŒgbaren AusgangsgrĂ¶ĂŸen am Helmholtz-Zentrum Dresden - Rossendorf. Das Wissen um die rĂ€umliche und spektrale Verteilung der Röntgenstrahlung ist entscheidend fĂŒr die Planung zukĂŒnftiger Experimente sowie zur Anpassung der Quelle an experimentelle BedĂŒrfnisse
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