The local false discovery rate (LFDR) is one of many existing statistical methods that analyze multiple hypothesis testing. As a Bayesian quantity, the LFDR is based on the prior probability of the null hypothesis and a mixture distribution of null and non-null hypothesis. In practice, the LFDR is unknown and needs to be estimated. The empirical Bayes approach can be used to estimate that mixture distribution. Empirical Bayes does not require complete information about the prior and hyper prior distributions as in hierarchical Bayes. When we do not have enough information at the prior level, and instead of placing a distribution at the hyper prior level in the hierarchical Bayes model, empirical Bayes estimates the prior parameters using the data via, often, the marginal distribution. In this research, we developed new Bayesian methods under unknown prior distribution. A set of adequate prior distributions maybe defined using Bayesian model checking by setting a threshold on the posterior predictive p-value, prior predictive p-value, calibrated p-value, Bayes factor, or integrated likelihood. We derive a set of adequate posterior distributions from that set. In order to obtain a single posterior distribution instead of a set of adequate posterior distributions, we used a blended distribution, which minimizes the relative entropy of a set of adequate prior (or posterior) distributions to a "benchmark" prior (or posterior) distribution. We present two approaches to generate a blended posterior distribution, namely, updating-before-blending and blending-before-updating. The blended posterior distribution can be used to estimate the LFDR by considering the nonlocal false discovery rate as a benchmark and the different LFDR estimators as an adequate set. The likelihood ratio can often be misleading in multiple testing, unless it is supplemented by adjusted p-values or posterior probabilities based on sufficiently strong prior distributions. In case of unknown prior distributions, they can be estimated by empirical Bayes methods or blended distributions. We propose a general framework for applying the laws of likelihood to problems involving multiple hypotheses by bringing together multiple statistical models. We have applied the proposed framework to data sets from genomics, COVID-19 and other data.

Despite the extensive body of empirical research, the discussion on whether student employment impedes or improves educational outcomes has not been resolved. Using meta-analytic methods, we conduct a quantitative review of 861 effect estimates collected from 69 studies describing the relationship between student work experience and academic performance. After outlining the theo- retical mechanisms and methodological challenges of estimating the effect, we test whether publication bias permeates the literature concerning educational implications of student employment. We find that researchers report negative estimates more often than they should. However, this negative publication bias is not present in a subset of studies controlling for the endogeneity of student decision to take up employment. Furthermore, after correcting for the negative publication bias, we find that the student employment-education relationship is close to zero. Additionally, we examine heterogeneity of the estimates using Bayesian Model Averaging. Our analysis suggests that employment intensity and controlling for student permanent characteristics are the most important factors in explaining the heterogeneity. In particular, working long hours re- sults in systematically more negative effect estimates than not working at...

Streamflow forecasting is a fundamental component of various water resources management systems, ranging from flood control and mitigation to long-term planning of irrigation and hydropower systems. In the context of floods, a probabilistic forecasting system is required for proper and effective decision-making. Therefore, the primary goal of this research is the development of an advanced ensemble-based streamflow forecasting framework to better quantify the predictive uncertainty and generate enhanced probabilistic forecasts. This research started by comprehensively evaluating the performances of various lumped conceptual models in data-poor watersheds and comparing various Bayesian Model Averaging (BMA) modifications for probabilistic streamflow simulation. Then, using the concept of BMA, two novel probabilistic post-processing approaches were developed to enhance streamflow forecasting performance. The combination of the entropy theory and the BMA method leads to an entropy-based Bayesian Model Averaging (En-BMA) approach for enhanced probabilistic streamflow and precipitation forecasting. Also, the integration of the Hydrologic Uncertainty Processor (HUP) and the BMA methods is proposed for probabilistic post-processing of multi-model streamflow forecasts. Results indicated that the MACHBV and GR4J models are highly competent in simulating hydrological processes within data-scarce watersheds, however, the presence of the lower skill hydrologic models is still beneficial for ensemble-based streamflow forecasting. The comprehensive verification of the BMA approach in terms of streamflow predictions has identified the merits of implementing some of the previously recommended modifications and showed the importance of possessing a mutually exclusive and collectively exhaustive ensemble. By targeting the remaining limitation of the BMA approach, the proposed En-BMA method can improve probabilistic streamflow forecasting, especially under high flow conditions. Also, the proposed HUP-BMA approach has taken advantage of both HUP and BMA methods to better quantify the hydrologic uncertainty. Moreover, the applicability of the modified En-BMA as a more robust post-processing approach for precipitation forecasting, compared to BMA, has been demonstrated. / Thesis / Doctor of Philosophy (PhD) / Possessing a reliable streamflow forecasting framework is of special importance in various fields of operational water resources management, non-structural flood mitigation in particular. Accurate and reliable streamflow forecasts lead to the best possible in-advanced flood control decisions which can significantly reduce its consequent loss of lives and properties. The main objective of this research is to develop an enhanced ensemble-based probabilistic streamflow forecasting approach through proper quantification of predictive uncertainty using an ensemble of streamflow forecasts. The key contributions are: (1) implementing multiple diverse forecasts with full coverage of future possibilities in the Bayesian ensemble-based forecasting method to produce more accurate and reliable forecasts; and (2) developing an ensemble-based Bayesian post-processing approach to enhance the hydrologic uncertainty quantification by taking the advantages of multiple forecasts and initial flow observation. The findings of this study are expected to benefit streamflow forecasting, flood control and mitigation, and water resources management and planning.

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Cette thèse est centralisée sur cette question : comment est-ce que le système visuel peut coder efficacement la position des objets en mouvement, en dépit des diverses sources d'incertitude ? Cette étude déploie une hypothèse sur la connaissance a priori de la cohérence temporelle du mouvement (Burgi et al 2000; Yuille and Grzywacz 1989). Nous avons ici étendu le cadre de modélisation précédemment proposé pour expliquer le problème de l'ouverture (Perrinet and Masson, 2012). C'est un cadre d'estimation de mouvement Bayésien mis en oeuvre par un filtrage particulaire, que l'on appelle la prévision basé sur le mouvement (MBP). Sur cette base, nous avons introduit une théorie du codage de position basée sur le mouvement, et étudié comment les mécanismes neuronaux codant la position instantanée de l'objet en mouvement pourraient être affectés par le signal de mouvement le long d'une trajectoire. Les résultats de cette thèse suggèrent que le codage de la position basé sur le mouvement peut constituer un calcul neuronal générique parmi toutes les étapes du système visuel. Cela peut en partie compenser les effets cumulatifs des délais neuronaux dans le codage de la position. En outre, il peut expliquer des changements de position basés sur le mouvement, comme par example, l'Effect de Saut de Flash. Comme un cas particulier, nous avons introduit le modèle de MBP diagonal et avons reproduit la réponse anticipée de populations de neurones dans l'aire cortical V1. Nos résultats indiquent qu'un codage en position efficace et robuste peut être fortement dépendant de l'intégration le long de la trajectoire. / Coding the position of moving objects is an essential ability of the visual system in fulfilling precise and robust tracking tasks. This thesis is focalized upon this question: How does the visual system efficiently encode the position of moving objects, despite various sources of uncertainty? This study deploys the hypothesis that the visual systems uses prior knowledge on the temporal coherency of motion (Burgi et al 2000; Yuille and Grzywacz 1989). We implemented this prior by extending the modeling framework previously proposed to explain the aperture problem (Perrinet and Masson, 2012), so-called motion-based prediction (MBP). This model is a Bayesian motion estimation framework implemented by particle filtering. Based on that, we have introduced a theory on motion-based position coding, to investigate how neural mechanisms encoding the instantaneous position of moving objects might be affected by motion. Results of this thesis suggest that motion-based position coding might be a generic neural computation among all stages of the visual system. This mechanism might partially compensate the accumulative and restrictive effects of neural delays in position coding. Also it may account for motion-based position shifts as the flash lag effect. As a specific case, results of diagonal MBP model reproduced the anticipatory response of neural populations in the primary visual cortex of macaque monkey. Our results imply that an efficient and robust position coding might be highly dependent on trajectory integration and that it constitutes a key neural signature to study the more general problem of predictive coding in sensory areas.

Le réchauffement climatique entraîne des changements dans la dynamique et la distribution des populations. J'ai utilisé une étude de 19 ans, en Bretagne, sur un limicole longévif et migrateur partiel, l'Avocette élégante, pour quantifier et comparer les paramètres démographiques associés aux différentes stratégies de migration. Les taux de survie et les manifestations de la sénescence associées étaient similaires chez les résidents et les migrateurs, mais les migrateurs montraient un âge de recrutement plus tardif que les résidents. L'investissement reproductif était plus élevé et exempt de sénescence chez les individus recrutés à l'âge d'un an, alors que ceux commençant à se reproduire plus tard subissaient de la sénescence reproductive. La fitness des migrateurs était inférieure à celle des résidents, ce qui explique leur déclin pendant la période étudiée, alors que la population résidente est elle restée stable. La faible productivité, due à la prédation, entraîne le déclin de la population bretonne malgré un taux d'immigration important, ce qui doit absolument être pris en compte lors de la définition des politiques locales de conservation. / Global warming causes changes in the dynamics and distribution of populations. I used a 19-year study, in Brittany, on a long-lived and partial migrant, the Pied Avocet, to quantify and compare the demographic rates associated with different migration strategies. Survival rates and associated senescence patterns were similar in residents and in migrants, but migrants exhibited a delayed recruitment age. Reproductive investment was higher and senescence was absent in individuals recruited at the age of one year, whereas those who began to reproduce later showed reproductive senescence. The fitness of migrants was lower than the fitness of residents, which explained their decline over the study period, while the resident population remained stable. Low productivity, due to predation, caused the Brittany population to decline despite a high immigration rate, which questions local conservation policies.

現今市場競爭愈來愈激烈，迫使廠商紛紛至海外尋求產品消費市場，在跨國銷售的背景之下，需要有更多可以確定國家選擇、預測銷售及估計需求的方法。而其中可以滿足這些需求的方法之中，就是研究產品跨國擴散型態，藉以瞭解後進國家與領先國家中新產品如何擴散且會如何互相影響 (Douglas and Craig, 1992)。 在眾多的跨國產品中，本研究選擇好萊塢電影做為實證分析的對象。 經由集群分析，本研究發現（一）台灣高首週票房且口碑佳的電影，會遇到假日人潮、有很高的美國總票房、以及很高的美國首週票房；（二）美國影片在美國及台灣映演的每週票房趨勢有差異存在；（三）片商沒有做好影片在台灣映演的檔期歸劃；（四）三群電影中，在影片類型沒有明顯地區別。 經由十二個新產品銷售預測模型的建立：對數線性迴歸模式（LN-Regression Model）（不考慮新產品領先國擴散經驗）（以OLS估計）、卜瓦松迴歸模式(Poisson Regression Model) （不考慮新產品領先國擴散經驗）（以MLE估計）、負二項分配迴歸模式(Negative Binomial Distribution Regression Model) （不考慮新產品領先國擴散經驗）（以MLE估計）、Exponential Decay模式（以OLS估計）＋迴歸方程式體系（不考慮新產品領先國擴散經驗）（以SUR估計）、Exponential Decay模式（以OLS估計）＋迴歸方程式體系（考慮新產品領先國擴散經驗）（以SUR估計）、Exponential Decay模式＋層級貝氏迴歸模式（考慮新產品領先國擴散經驗）、Bass連續型擴散模式（以NLS估計）＋迴歸方程式體系（不考慮新產品領先國擴散經驗（以SUR估計）、Bass連續型擴散模式（以NLS估計）＋迴歸方程式體系（考慮新產品領先國擴散經驗（以SUR估計）、Bass離散型擴散模式（以OLS估計）＋迴歸方程式體系（不考慮新產品領先國擴散經驗）（以SUR估計）、Bass離散型擴散模式（以OLS估計）＋迴歸方程式體系（考慮新產品領先國擴散經驗）（以SUR估計）、層級貝氏BASS離散型擴散模式＋迴歸方程式體系（不考慮新產品領先國擴散經驗）（以SUR估計）、層級貝氏BASS離散型擴散模式＋迴歸方程式體系（考慮新產品領先國擴散經驗）（以SUR估計）。本研究發現：（一）在考慮影響後進國的新產品擴散速度時，領先國的擴散經驗為絕對必要的考慮因子；（二）必須使用Bass連續型擴散模式做為建構新產品銷售預測模型的基礎；（三）必須使用Bass連續型擴散模式的NLS估計法估計Bass模型的創新係數p、模仿係數q及市場潛量m。

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This dissertation is composed of four essays that empirically investigate three topics in financial economics; financial stress and its leading indicators, the relationship between bank competition and financial stability, and the link between management board composition and bank risk. In the first essay we examine which variables have predictive power for financial stress in 25 OECD countries, using a recently constructed financial stress index. We find that panel models can hardly explain FSI dynamics. Although better results are achieved in country models, our findings suggest that financial stress is hard to predict out-of- sample despite the reasonably good in-sample performance of the models. The second essay develops an early warning framework for assessing systemic risks and predicting systemic events over two horizons of different length on a panel of 14 countries. We build a financial stress index to identify the starting dates of systemic financial crises and select crisis-leading indicators in a two-step approach; we find relevant prediction horizons for each indicator and employ Bayesian model averaging to identify the most useful predictors. We find superior performance of the long-horizon model for the Czech Republic. The theoretical literature gives conflicting predictions on how bank...

La protection des ressources naturelles marines est un enjeu fort pour les décideurs publics. Le développement récent des aires marines protégées (AMP) contribue à ces enjeux de préservation. Les AMP ont pour objectifs de conserver les écosystèmes marins et côtiers tout en favorisant les activités humaines. La complexité de ces objectifs les rend difficiles à atteindre. L’objectif de cette thèse est de mener une analyse ex ante d’un projet d’une AMP aux îles Kuriat (Tunisie). Cette analyse représente une aide aux décideurs pour une meilleure gouvernance en intégrant les acteurs impliqués (pêcheur, visiteur, plaisancier) dans le processus de gestion. Pour ce faire, nous appliquons la méthode d’évaluation contingente (MEC) à des échantillons des pêcheurs et des visiteurs aux îles Kuriat. Nous nous intéressons au traitement des biais de sélection et d’échantillonnage et à l’incertitude sur la spécification des modèles économétriques lors de la mise en œuvre de la MEC. Nous faisons appel au modèle HeckitBMA,qui est une combinaison du modèle de Heckman (1979) et de l’inférence bayésienne, pour calculer le consentement à recevoir des pêcheurs. Nous utilisons aussi le modèle Zero inflated ordered probit (ZIOP), qui est une combinaison d’un probit binaire avec un probit ordonné, pour calculer le consentement à payer des visiteurs après avoir corrigé l’échantillon par imputation multiple. Nos résultats montrent que les groupes d’acteurs se distinguent par leur activité et leur situation économique ce qui les amène à avoir des perceptions différentes. Cela permet aux décideurs d’élaborer une politique de compensation permettant d’indemniser les acteurs ayant subi un préjudice. / The protection of marine natural resources is a major challenge for policy makers. The recent development of marine protected areas (MPAs) contributes to the preservation issues. MPAs are aimed to preserve the marine and coastal ecosystems while promoting human activities. The complexity of these objectives makes them difficult to reach. The purpose of this work is to conduct an ex-ante analysis of a proposed MPA to Kuriat Islands (Tunisia). This analysis is an aid to decision makers for better governance by integrating the actors involved (fisherman, visitor, boater) in the management process. To do this, we use the contingent valuation method (CVM) to samples of fishermen and visitors to the islands Kuriat. We are interested in the treatment of selection and sampling bias and uncertainty about specifying econometric models during the implementation of the CVM. We use the model HeckitBMA, which is a combination of the Heckman model (1979) and Bayesian inference, to calculate the willingness to accept of fishermen. We also use the model Zero inflated ordered probit (ZIOP), which is a combination of a binary probit with an ordered probit, to calculate the willingness to pay of visitors after correcting the sample by multiple imputation. Our results show that groups of actors are distinguished by their activity and economic conditions that cause them to have different perceptions. This allows policy makers to develop a policy of compensation to compensate the players who have been harmed.