Este trabalho apresenta as principais causas para a mortalidade das empresas paulistas criadas entre 2003 e 2007 a partir de base de dados cedida pelo SEBRAE-SP para o desenvolvimento dessa pesquisa. A amostra final, construída a partir de dados disponibilizados pela primeira vez para estudos desta natureza, contou com 662 empresas e 33 variáveis coletadas por meio de questionário aplicado diretamente às próprias empresas. A análise consistiu no teste de modelos econométricos, baseados na literatura dos modelos de duração, de forma a traduzir quais fatores são mais críticos para a sobrevivência das empresas a ponto de distingui-las em dois grupos: o das empresas vencedoras, cuja longevidade está pautada em ações que promovem ganhos de produtividade e eficiência, e aquelas desprovidas dessas ações e que muito provavelmente deixarão o mercado. Os três tipos de modelos abordados neste trabalho - não paramétrico, semi-paramétrico (riscos proporcionais) e paramétrico - apresentaram resultados similares, sendo que na abordagem de riscos proporcionais os resultados foram segmentados por tamanho e setor de atuação das empresas. Para as micro empresas, a idade do empreendedor e a iniciativa em investir na qualificação da mão de obra dos funcionários mostraram-se importantes mitigadores do risco de falha desse grupo de empresa, enquanto que para as pequenas empresas, a inovação em processos e a elaboração de um plano de negócios se destacaram dentre o conjunto de variáveis. Entre empresas dos setores de comércio e serviços, as empresas do primeiro grupo que faziam o acompanhamento das finanças (fluxo de caixa) apresentaram menor risco de falhar. Para aquelas do setor de serviços, a idade do empreendedor, o investimento em qualificação dos funcionários e o tamanho da empresa ao nascer foram importantes para reduzir o risco de falha no tempo. Outro resultado encontrado, por meio do modelo paramétrico utilizando distribuição Weibull, foi que o risco de a empresa deixar o mercado mostrou-se crescente, pelo menos nos cinco primeiros anos de existência da empresa. Entretanto, esse resultado não deve ser generalizado para períodos de tempo maiores que cinco anos. / This thesis presents the main results that determined the bankruptcy of enterprises located in the São Paulo State from 2003 to 2007. The models used in this work were possible due to the partnership with SEBRAE, Small Business Service Supporting, located in the State of São Paulo. This institution provided the data basis for this research and its final version was compound by 662 enterprises and 33 variables, which were collected from a survey done by SEBRAE and the related enterprise. For first time available for research like this The research was supported by econometrics models, more precisely duration models, which identified the most important factors regarding enterprises survival. Two enterprise groups were distinguished: that one that will survive and grow and another will fail. In this work, three models were used: parametric, non-parametric and proportional risk with all of them presenting similar results. The proportional risk approach was applied for economic sectors and enterprises size. For the micro size business, the entrepreneurship\'s age and the resources applied on the employee\'s qualification were important to reduce the risk to fail in the time, whereas for small enterprises, variables like innovation and business plan building were the most important variables. For the commerce and service sectors, the enterprises related to the first one, the enterprises which kept attention on financial results (cash flow) presented lower risk to fail. For service sector, variables such as: entrepreneur\'s age, investment on the employee\'s qualification and enterprise\'s size were the most important variables to explain the difference the risk to fail between the enterprises. Another result presented was the risk to fail, which indicates the likelihood of an enterprise to leave its business activity. In this case, the parametric model using Weibull distribution concluded that the risk grows in the first five years. However, this result must be carefully evaluated since it would be necessary a longer term data to ensure this result.

A maioria dos cursos universitários tem, em seu currículo, uma disciplina básica obrigatória de elementos de probabilidade e estatística. Além dos procedimentos de natureza descritiva, associados a análise de dados, fazem parte da ementa dessas disciplinas procedimentos inferenciais, geralmente apresentados dentro da teoria clássica(ou frequentista) de Neyman-Pearson. Não é costume nesta disciplina nem discutir aspectos epistemológicos ligados à inferência estatística e nem incluir a apresentação da escola Bayesiana, como uma possível alternativa. Sabidamente, tal disciplina é um entrave na vida escolar, tanto do aluno como do professor. Do aluno, porque este se depara, em boa parte das vezes, com um oferecimento mecânico da disciplina, sem motivação de natureza aplicada e sem vínculo aparente com sua realidade próxima curricular. Do professor, porque encontra geralmente alunos, além de despreparados com relação aos conceitos primários de incerteza e variabilidade, também com predisposição negativa, devido ao tabu associado à disciplina. Com o intuito de discutir a necessidade do oferecimento das primeiras noções inferenciais nessa disciplina, bem como responder a pergunta qual a inferência que deve ser ensinada numa disciplina básica de um curso universitário? buscamos caracterizar, ao longo de trabalho, as relações da estatística com: criação científica em geral e racionalismo e empirismo em particular; a existência ou não de um método científico; o objetivismo e o subjetivismo; os paradigmas das escolas clássica e Bayesiana; aprendizagem e cognição. Foram analisadas e comparadas as abordagens inferenciais feitas segundo cada escola, bem como apresentados alguns exemplos. A sugestão deste trabalho é de que o programa de uma primeira disciplina inclua os aspectos epistemológicos ligados à inferência, bem como a apresentação do tópico inferência estatística segundo as duas abordagens: clássica e Bayesiana. Isto eliminaria, pelo menos nos primeiros contatos do aluno com a área, a proposta de rompimento com a escola clássica preconizada por muitos adeptos da escola Bayesiana, bem como a proposta de resistência (manutenção do status quo), defendida por muitos elementos da escola clássica. Na verdade, a proposta preconiza a coexistência entre as duas escolas numa apresentação de curso básico, pois entendemos que o dever do professor é mostrar o estado da arte da área a seus alunos, deixando a opção (se isto fizer sentido) para uma etapa futura, seja acadêmica ou profissional. / In general most of the undergraduate courses in Brazil offer a basic discipline on probability and statistics. Beyond the descriptive procedures, associated with data analysis, these courses present to the students some inferential techniques, usually linked to the classical (frequentist) Neyman-Pearson school. It is not common to present the inferential aspects from the Bayesian point of view. Everybody knows that both student and teacher have problems with this basic discipline. The student, because he/she receives, in general, a mechanical course, without motivation, with no links to their other disciplines, and the teacher, because he/she usulally teaches to very naïve students concerning concept like uncertainty and variability. Added to that, students seem to have some fear towards the discipline (taboo). In order to discuss the first inferential notions presented in this discipline, and to answer the question which inference should we teach in a basic discipline of statistics to undergraduate students? we have tried, in this work, to characterise the relationship between statistics and the following aspects: scientific creation in general and empirism and rationalism in particular; the existence or not of a scientific method; objectivism and subjectivism; the paradigms associated to the classical and to the Bayesian schools; learning and some cognitive aspects. We have compared the inferential approaches, and some examples have been presented. This work suggests that the first program of a basic discipline of probability and statistics should include some epistemological inferential aspects as well as the introduction of inferential statistics by means of both approaches: classical and Bayesian. This action will prevent, at least at the first contact, the members of the Bayesian school from proposing the rupture with the classical, and also the members of the classical one from maintaining the status quo. In fact, the proposal is of coexistence of both schools in a first level, because we think it is a teachers duty to show the state of art to his/her students, giving the possibility of option (if necessary) for a following step.

Dentre os diversos aspectos geralmente observados na caracterização genética de populações naturais, a avaliação do grau de estruturação da variabilidade genética entre e dentro dos indivíduos e a obtenção de estimativas de parâmetros genéticos indicadores do sistema reprodutivo da espécie assumem grande importância. Os parâmetros de maior interesse neste caso são o índice de fixação intrapopulacional (f) e a taxa de fecundação cruzada (t). Pelo uso de simulações computacionais, este trabalho demonstra o caráter dinâmico do índice de fixação intrapopulacional em diferentes locos ao longo das gerações em decorrência do caráter finito da população e de variação nas taxas médias de fecundação cruzada entre gerações. Sugere-se que este caráter dinâmico representa uma explicação para a elevada variação, comumente reportada na literatura, das estimativas de f obtidas com locos diferentes avaliados em uma mesma população. Utilizando a abordagem Bayesiana, um modelo hierárquico de análise é proposto para a estimação de f, incorporando as informações obtidas de múltiplos locos não ligados, levando-se em conta a condicionalidade do processo de estimação ao polimorfismo dos locos utilizados. O modelo proposto incorpora o caráter dinâmico de f para diferentes locos e permite a estimação do número efetivo de indivíduos reprodutivamente ativos em uma população. Propõe-se ainda um modelo Bayesiano para a estimação da taxa de fecundação cruzada com base na informação de múltiplos locos, admitindo-se a possibilidade de ocorrência de apomixia. Os modelos propostos são avaliados por simulação e exemplos de aplicação a dados reais de marcadores moleculares codominantes são discutidos. Os resultados obtidos demonstram a aplicabilidade das metodologias propostas e o elevado potencial de aplicação da estatística Bayesiana em estudos de genética de populações. / Among the various aspects generally considered in the genetic characterization of natural populations of plant species, the evaluation of the degree of genetic structure within and among individuals and the estimation of parameters related to the species mating system are of great importance. In general, considerable effort is focused on the estimation of the intrapopulation fixation index (f) and the outcrossing rate (t). Using computer simulated data, the dynamic nature of f for different loci along generations is illustrated. The dynamic nature of f is shown to result from the finite condition of populations and from the variation in the mean values of the outcrossing rates among generations. It is suggested that this dynamic behavior explains the inconsistency, commonly reported in the literature, of f estimates obtained for different loci in a given population. Using a Bayesian approach, we propose a hierarchical model for the estimation of f, incorporating information obtained from different unlinked loci and considering the conditionality of the estimation process to genetic polymorphism. The proposed model incorporates the dynamic nature of f values for different loci and allows the estimation of the effective number of reproductively active individuals in a given population. Using a similar approach, a Bayesian model is also proposed for estimating the outcrossing rate using multiple loci information and incorporating the possibility of apomixis. The models proposed are evaluated by computer simulations and examples using real data from codominant molecular markers are presented. Results obtained illustrate the applicability of the proposed methods and reveal the great potential of use of Bayesian statistics in population genetic studies.

O problema de Inferência sobre uma proporção, amplamente divulgado na literatura estatística, ocupa papel central no desenvolvimento das várias teorias de Inferência Estatística e, invariavelmente, é objeto de investigação e discussão em estudos comparativos entre as diferentes escolas de Inferência. Ademais, a estimação de proporções, bem como teste de hipóteses para proporções, é de grande importância para as diversas áreas do conhecimento, constituindo um método quantitativo simples e universal. Nesse trabalho, é feito um estudo comparativo entre as abordagens clássica e bayesiana do problema de testar as hipóteses de ocorrência ou não de 2º turno em um cenário típico de eleição majoritária (maioria absoluta) em dois turnos no Brasil. / The problem of inference about a proportion, widely explored in the statistical literature, plays a key role in the development of several theories of statistical inference and, invariably, is the object of investigation and discussion in comparative studies among different schools of inference. In addition, the estimation of proportions, as well as test of hypothesis for proportions, is very important in many areas of knowledge as it constitutes a simple and universal quantitative method. In this work a comparative study between the Classical and Bayesian approaches to the problem of testing the hypothesis of occurrence of second round (or not) in a typical scenario of a majoritarian election (absolute majority) in two rounds in Brazil is developed.

The overall purpose of this study is to illuminate the changeover process experienced by individuals who as adults acquired a traumatic brain injury (TBI), to increase the knowledge and the understanding of this process, and describe the meaning of support in every day life. Persons who acquired a TBI as adults were administered a semi-structured interview covering six areas: consequences of TBI, family and social networks, working life and occupation, life-changes, support from society and everyday life. The interviews were qualitative and in-depth. A total of 15 informants participated, aged between 19-53 years when injured. Data were structured and underwent two phases of analysis. In the first phase, data underwent latent content analysis, underpinned by a hermeneutic approach, and in the subsequent phase, reanalysed within a framework derived from the theory of social recognition. Findings from the first phase of inductive analysis elicited key themes: (i) the meaning of care, a question of formal and/or informal support; (ii) the meaning of action, a question of activity versus inactivity; (iii) autonomy, a question of dependence versus independence; (iv) social interaction, a question of encounter and/or treatment; (v) the theme of changes, a question of process versus stagnation; and (vi) emotions, an oscillation between hope versus hopelessness. After the construction of the six themes each of them were, through a discursive analysis, connected with theories, earlier studies in the field of brain injuries and important interview quotations from the empirical material. During this phase, an interest developed to study the material from a new theoretical point of view. The second phase of analysis therefore involved the development of a framework derived from Honneth’s (1995) theory of social recognition. The central construct of ‘recognition’ was analysed from three different dimensions proposed by Honneth: the individual dimension, the legal dimension, the value dimension. Using this framework, the data were reanalysed. The scientific term for this process of re-contextualisation and re-description of data is abduction inference. Reported consequences were negative as well as positive. Significant others (e.g. next of kin) had an important function as a driving force for training and preparation for life-situation after injury. A majority of the informants were satisfied with support from society, such as hospital-care, rehabilitation and community support. Such support, initially, proceeded without problems but as time passed, the responsibility shifted to the person with TBI to take the initiative in arranging longer-term services. Long-term support which addresses physical, cognitive as well as psychosocial consequences of the TBI is important for outcomes. The majority of the informants had difficulties in returning to working life after the injury. The outcomes and recovery seemed to be a prolonged process, probably never ending, but which gradually over time becomes integrated as a part of life. The informants gave varying accounts of the extent to which they experienced social recognition.

Il est bien établit théoriquement et observationnellement que les amas de galaxies ne sont pas des objets sphèriques, et qu'ils sont beaucoup mieux décrits par la géométrie triaxiale. Malgré cela, les travaux sur la forme tri-dimensionnelle des amas de galaxies sont encore trés rares. L'objet de cette thèse est de contribuer à cette problématique naissante. L'originalité de ce travail est d'aborder ce sujet théoriquement et observationnellement. J'ai mesuré la forme d'amas de galaxies simulés, proposant des prédictions sur la forme des haloes de matière noire. J'ai ensuite développé un algorithme qui se propose de combiner des données en lentilles gravitationnelles et en rayons X afin de contraindre un modèle de haloe triaxial. L'algorithme est testé sur des données simulées. Finalement, je présente l'analyse en rayons X de Abell 1703, qui, combinée avec l'analyse en lentilles gravitationnelles, permettra de déterminer la forme de Abell 1703. / It is well established both theoretically and observationally that galaxy clusters are not spherical objects and that they are much better approximated as triaxial objects. This thesis focusses on the three dimencional shape of galaxy clusters. The originality of my approach is to tackle the problem both theoretically and observationally. First, I have measured the shape of dark matter haloes in the Millenium XXL and Sbarbine simulations, providing predictions for dark matter halo shape over 5 order in magnitude in mass. Then, I have developed an algorithm aimed at fitting simultaneously lensing and X-ray data in order to constrain a triaxial mass distribution. The algorithm is tested and characterized on mock data sets. It is found to be able to recover the input parameters. Finally, I present the X-ray analysis of galaxy cluster Abell 1703, which will be combined with the existing lensing analysis in order to investigate its shape.

We study how to perform effective Bayesian inference in high-dimensional sparse Factor Analysis models with a zero-norm, sparsity-inducing prior on the model parameters. Such priors represent a methodological ideal, but Bayesian inference in such models is usually regarded as impractical. We test this view. After empirically characterising the properties of existing algorithmic approaches, we use techniques from statistical mechanics to derive a theory of optimal learning in the restricted setting of sparse PCA with a single factor. Finally, we describe a novel `Dense Message Passing' algorithm (DMP) which achieves near-optimal performance on synthetic data generated from this model.DMP exploits properties of high-dimensional problems to operate successfully on a densely connected graphical model. Similar algorithms have been developed in the statistical physics community and previously applied to inference problems in coding and sparse classification. We demonstrate that DMP out-performs both a newly proposed variational hybrid algorithm and two other recently published algorithms (SPCA and emPCA) on synthetic data while it explains at least the same amount of variance, for a given level of sparsity, in two gene expression datasets used in previous studies of sparse PCA.A significant potential advantage of DMP is that it provides an estimate of the marginal likelihood which can be used for hyperparameter optimisation. We show that, for the single factor case, this estimate exhibits good qualitative agreement both with theoretical predictions and with the hyperparameter posterior inferred by a collapsed Gibbs sampler. Preliminary work on an extension to inference of multiple factors indicates its potential for selecting an optimal model from amongst candidates which differ both in numbers of factors and their levels of sparsity.

Orientador: Caio Lucidius Naberezny Azevedo / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-26T19:30:15Z (GMT). No. of bitstreams: 1 Silva_AnaRobertadosSantos_M.pdf: 4052475 bytes, checksum: 08fb6f3f7b4ed838df4eea2dbcf06a29 (MD5) Previous issue date: 2015 / Resumo: Neste trabalho desenvolvemos a distribuição beta retangular aumentada em zero e um, bem como um correspondente modelo de regressão beta retangular aumentado em zero e um para analisar dados limitados-aumentados (representados por variáveis aleatórias mistas com suporte limitado), que apresentam valores discrepantes. Desenvolvemos ferramentas de inferência sob as abordagens bayesiana e frequentista. No que diz respeito à inferência bayesiana, devido à impossibilidade de obtenção analítica das posteriores de interesse, utilizou-se algoritmos MCMC. Com relação à estimação frequentista, utilizamos o algoritmo EM. Desenvolvemos técnicas de análise de resíduos, utilizando o resíduo quantil aleatorizado, tanto sob o enfoque frequentista quanto bayesiano. Desenvolvemos, também, medidas de influência, somente sob o enfoque bayesiano, utilizando a medida de Kullback Leibler. Além disso, adaptamos métodos de checagem preditiva à posteriori existentes na literatura, ao nosso modelo, utilizando medidas de discrepância apropriadas. Para a comparação de modelos, utilizamos os critérios usuais na literatura, como AIC, BIC e DIC. Realizamos diversos estudos de simulação, considerando algumas situações de interesse prático, com o intuito de comparar as estimativas bayesianas com as frequentistas, bem como avaliar o comportamento das ferramentas de diagnóstico desenvolvidas. Um conjunto de dados da área psicométrica foi analisado para ilustrar o potencial do ferramental desenvolvido / Abstract: In this work we developed the zero-one augmented rectangular beta distribution, as well as a correspondent zero-one augmented rectangular beta regression model to analyze limited-augmented data (represented by mixed random variables with limited support), which present outliers. We develop inference tools under the Bayesian and frequentist approaches. Regarding to the Bayesian inference, due the impossibility of obtaining analytically the posterior distributions of interest, we used MCMC algorithms. Concerning the frequentist estimation, we use the EM algorithm. We develop techniques of residual analysis, by using the randomized quantile residuals, under both frequentist and Bayesian approaches. We also developed influence measures, only under the Bayesian approach, by using the measure of Kullback Leibler. In addition, we adapt methods of posterior predictive checking available in the literature, to our model, using appropriate discrepancy measures. For model selection, we use the criteria commonly employed in the literature, such as AIC, BIC and DIC. We performed several simulation studies, considering some situations of practical interest, in order to compare the Bayesian and frequentist estimates, as well as to evaluate the behavior of the developed diagnostic tools. A psychometric real data set was analyzed to illustrate the performance of the developed tools / Mestrado / Estatistica / Mestra em Estatística

Nesta dissertação estudou-se o modelo GARMA para modelar séries temporais de dados de contagem com as distribuições condicionais de Poisson, binomial e binomial negativa. A principal finalidade foi analisar no contexto clássico e bayesiano, o desempenho e a qualidade do ajuste dos modelos de interesse, bem como o desempenho dos percentis de cobertura dos intervalos de confiança dos parâmetros para os modelos adotados. Para atingir tal finalidade considerou-se a análise dos estimadores pontuais bayesianos e foram analisados intervalos de credibilidade. Neste estudo é proposta uma distribuição a priori conjugada para os parâmetros dos modelos e busca-se a distribuição a posteriori, a qual associada a certas funções de perda permite encontrar estimativas bayesianas para os parâmetros. Na abordagem clássica foram calculados estimadores de máxima verossimilhança, usandose o método de score de Fisher e verificou-se por meio de simulação a consistência dos mesmos. Com os estudos desenvolvidos pode-se observar que, tanto a inferência clássica quanto a inferência bayesiana para os parâmetros dos modelos em questão, apresentou boas propriedades analisadas por meio das propriedades dos estimadores pontuais. A última etapa do trabalho consiste na análise de um conjunto de dados reais, sendo uma série real correspondente ao número de internações por causa da dengue em Campina Grande. Estes resultados mostram que tanto o estudo clássico, quanto o bayesiano, são capazes de descrever bem o comportamento da série / In this work, it was studied the GARMA model to model time series count data with Poisson, binomial and negative binomial discrete conditional distributions. The main goal is to analyze, in the bayesian and classic context, the performance and the quality of fit of the corresponding models, as well as the coverage percentages performance to these models. To achieve this purpose we considered the analysis of Bayesian estimators and credible intervals were analyzed. To the Bayesian study it was proposed a priori distribution joined to the models parameters and sought a posteriori distribution, which one associate with to certain loss functions allows finding out Bayesian estimates to the parameters. In the classical approach, it was calculated the maximum likelihood estimators using the method of Fisher scoring, whose interest was to verify, by simulation, the consistence. With the studies developed we can notice that, both classical and inference Bayesian inference for the parameters of those models, presented good properties analysed through the properties of the punctual estimators. The last stage of the work consisted of the analysis of one real data set, being a real serie corresponding to the admission number because of dengue in the city of Campina Grande. These results show that both the classic and the Bayesian studies are able to describe well the behavior of the serie

The main objective of my diploma thesis is to analyze and evaluate the Political Movement ANO positioning within the political parties system of the Czech Republic by using a methodological framework approach. The thesis provides an analysis of electorate shifting and selected political parties manifestos as well as their comparison with the Political Movement ANO. Timewise, my focus is on the period prior to the election to the Chamber of Deputies of the Parliament of the Czech Republic in 2017. As for analytical purposes, the Hierarchical Bayesian Modeling has been used. This statistical model helps to get the respective values and to show the electoral vote changes between the last two parliament elections (to Chamber of Deputies). The author uses quantitative and qualitative research for comparison and analysis of programmatical convergency as defined in the election manifestos of various political parties. For manifestos quantification a coding scheme by a Comparative manifesto project group has been applied. The reason for using the above mentioned scheme is that it provides a structured methodology to quantify the domains that the political parties do focus the most in their manifestos. The aim of the analytical part of the thesis is to define how and especially from where the Movement ANO...