In this thesis advanced regression methods are applied to discuss and investigate highly relevant research questions in the areas of finance and economics. In the field of credit risk the thesis investigates a hierarchical model which allows to obtain a consensus score, if several ratings are available for each firm. Autoregressive processes and random effects are used to model both a correlation structure between and within the obligors in the sample. The model also allows to validate the raters themselves. The problem of model uncertainty and multicollinearity between the explanatory variables is addressed in the other two applications. Penalized regressions, like bridge regressions, are used to handle multicollinearity while model averaging techniques allow to account for model uncertainty. The second part of the thesis makes use of Bayesian elastic nets and Bayesian Model Averaging (BMA) techniques to discuss long-term economic growth. It identifies variables which are significantly related to long-term growth. Additionally, it illustrates the superiority of this approach in terms of predictive accuracy. Finally, the third part combines ridge regressions with BMA to identify macroeconomic variables which are significantly related to aggregated firm failure rates. The estimated results deliver important insights for e.g., stress-test scenarios. (author's abstract)

Ces travaux de recherche ont pour but de concevoir des ordinateurs baséssur une organisation du calcul mieux adaptée au raisonnement probabiliste.Notre intérêt s’est porté sur le traitement des données incertaines et lescalculs à réaliser sur celles-ci. Pour cela, nous proposons des architectures demachines se soustrayant au modèle Von Neumann, supprimant notammentl’utilisation de l’arithmétique en virgule fixe ou flottante. Les applicationscomme le traitement capteurs ou la robotique en générale sont des exemplesd’utilisation des architectures proposées.Plus spécifiquement, ces travaux décrivent deux types de machines probabilistes, radicalement différentes dans leur conception, dédiées aux problèmesd’inférences bayésiennes et utilisant le calcul stochastique. La première traiteles problèmes d’inférence de faibles dimensions et utilise le calcul stochas-tique pour réaliser les opérations nécessaires au calcul de l’inférence. Cettemachine est basée sur le concept de bus probabiliste et possède un très fortparallélisme. La deuxième machine permet de traiter les problèmes d’infé-rence en grandes dimensions. Elle implémente une méthode MCMC sous laforme d’un algorithme de Gibbs au niveau binaire. Dans ce cas, le calculstochastique est utilisé pour réaliser l’échantillonnage, bit à bit, du modèle.Une importante caractéristique de cette machine est de contourner les pro-blèmes de convergence généralement attribués au calcul stochastique. Nousprésentons en fin de manuscrit une extension de ce second type de machine :une machine générique et programmable permettant de trouver une solutionapprochée à n’importe quel problème d’inférence. / The aim of this research is to design computers best suited to do probabilistic reasoning. The focus of the research is on the processing of uncertain data and on the computation of probabilistic distribution. For this, new machine architectures are presented. The concept they are designed on is different to the one proposed by Von Neumann, without any fixed or floating point arithmetic. These architectures could replace the current processors in sensor processing and robotic fields.In this thesis, two types of probabilistic machines are presented. Their designs are radically different, but both are dedicated to Bayesian inferences and use stochastic computing. The first deals with small-dimension inference problems and uses stochastic computing to perform the necessary operations to calculate the inference. This machine is based on the concept of probabilistic bus and has a strong parallelism.The second machine can deal with intractable inference problems. It implements a particular MCMC method: the Gibbs algorithm at the binary level. In this case, stochastic computing is used for sampling the distribution of interest. An important feature of this machine is the ability to circumvent the convergence problems generally attributed to stochastic computing. Finally, an extension of this second type of machine is presented. It consists of a generic and programmable machine designed to approximate solution to any inference problem.

OBJETIVO: Comparar a eficácia e a tolerabilidade dos fármacos antiepiléticos (FAE) no tratamento em monoterapia de pacientes com epilepsia focal ou generalizada. MÉTODOS: Uma revisão sistemática foi realizada por meio da busca nas bases de dados eletrônicas Pubmed, Scopus, Web of Science e Cochrane Register of Controlled Trials. Foram incluídos os ensaios clínicos controlados com pacientes com epilepsia, em tratamento com FAE, via oral, em monoterapia, e que avaliaram o número de pacientes que atingiram a remissão das crises epilépticas, que interromperam o tratamento devido à ineficácia terapêutica ou à ocorrência de reações adversas (RAM) intoleráveis. Meta-análises de comparação de múltiplos tratamentos foram realizadas por meio do modelo bayesiano de efeitos randômicos que permitiu o cálculo do Odds Ratio meta-analítico para os FAE estudados. Também foi realizado um ranqueamento da probabilidade de cada FAE ser a melhor opção em eficácia e tolerabilidade. RESULTADOS E CONCLUSÕES: A busca identificou 18874 publicações, no entanto apenas 71 estudos foram selecionados, compreendendo 17555 pacientes com epilepsia. Vinte e nove estudos apresentaram os desfechos de eficácia no tratamento de crises focais, 19 em crises generalizadas e 58 apresentaram dados de tolerabilidade. Nesses estudos, 15 FAE foram avaliados. No tratamento das crises focais, os FAE de nova geração levetiracetam (LEV), lamotrigina (LTG), oxcarbazepina, sultiame e topiramato (TPM) demonstraram possuir eficácia equivalente à carbamazepina (CBZ), clobazam e valproato (VPA). No entanto, a CBZ apresentou o pior perfil de tolerabilidade devido à grande probabilidade do paciente abandonar o tratamento devido à RAM intoleráveis. Quanto ao tratamento das crises generalizadas, a LTG, LEV e TPM são tão eficazes quanto o VPA para o tratamento de crises generalizadas tônico-clônicas, tônicas e clônicas. O VPA e a etosuximida constituem as melhores opções para o tratamento de crises de ausências, enquanto que a LTG mostrou-se menos eficaz. Para o tratamento de crises mioclônicas e espasmos infantis mais ensaios clínicos randomizados são necessários para fornecer boas evidências que possam guiar a decisão clínica dos profissionais de saúde. Dentre os FAE com perfil de eficácia adequado, a LTG destacou-se pela menor probabilidade de manifestar RAM intoleráveis. / OBJECTIVE: To compare the efficacy and tolerability of the antiepileptic drugs (AED) in monotherapy of patients with focal or generalized epilepsy. METHODS: A systematic review was in the Medline/Pubmed, Scopus, Web of Science and Cochrane Register of Controlled Trials databases. We included randomized clinical trials of patients with epilepsy treated with oral monotherapy AED, which evaluated number of patients becoming seizure free at the maintenance treatment period; number of patients which withdrawals from the study because of therapeutic inefficacy and number of patients which withdrawals from the study because of intolerable adverse reaction. Network meta-analyses were performed using Bayesian random effects model. We also carried out a ranking of the probability of each AED be the best option in the efficacy and tolerability outcomes. Sensitivity analyses were conducted in order to check the robustness of the results. RESULTS AND CONCLUSIONS: The research identified 18,874 publications, but only 71 studies were selected, comprising 17555 patients with epilepsy.Twenty-nine trials showed the efficacy outcomes in the treatment of focal seizures, 19 in generalized seizures and 58 showed tolerability data. In the treatment of focal seizures, levetiracetam (LEV), lamotrigine (LTG), oxcarbazepine, sultiame and topiramate (TPM) have demonstrated equivalent efficacy to carbamazepine (CBZ), clobazam and valproate (VPA). LTG, LEV and TPM are as effective as the VPA for the treatment of generalized tonic-clonic, tonic and clonic seizures. VPA and ethosuximide are the best options for the treatment of absence seizures, whereas LTG was less effective. For the treatment of myoclonic seizures and infantile spasms, more randomized clinical trials are needed to provide good evidence to guide the clinical decision of health professionals. Among the AED with adequate efficacy profile, LTG stands out as the AED with the best tolerability profile, suggesting it may be the best option for the treatment of patients with epilepsy.

OBJETIVO: Comparar a eficácia e a tolerabilidade dos fármacos antiepiléticos (FAE) no tratamento em monoterapia de pacientes com epilepsia focal ou generalizada. MÉTODOS: Uma revisão sistemática foi realizada por meio da busca nas bases de dados eletrônicas Pubmed, Scopus, Web of Science e Cochrane Register of Controlled Trials. Foram incluídos os ensaios clínicos controlados com pacientes com epilepsia, em tratamento com FAE, via oral, em monoterapia, e que avaliaram o número de pacientes que atingiram a remissão das crises epilépticas, que interromperam o tratamento devido à ineficácia terapêutica ou à ocorrência de reações adversas (RAM) intoleráveis. Meta-análises de comparação de múltiplos tratamentos foram realizadas por meio do modelo bayesiano de efeitos randômicos que permitiu o cálculo do Odds Ratio meta-analítico para os FAE estudados. Também foi realizado um ranqueamento da probabilidade de cada FAE ser a melhor opção em eficácia e tolerabilidade. RESULTADOS E CONCLUSÕES: A busca identificou 18874 publicações, no entanto apenas 71 estudos foram selecionados, compreendendo 17555 pacientes com epilepsia. Vinte e nove estudos apresentaram os desfechos de eficácia no tratamento de crises focais, 19 em crises generalizadas e 58 apresentaram dados de tolerabilidade. Nesses estudos, 15 FAE foram avaliados. No tratamento das crises focais, os FAE de nova geração levetiracetam (LEV), lamotrigina (LTG), oxcarbazepina, sultiame e topiramato (TPM) demonstraram possuir eficácia equivalente à carbamazepina (CBZ), clobazam e valproato (VPA). No entanto, a CBZ apresentou o pior perfil de tolerabilidade devido à grande probabilidade do paciente abandonar o tratamento devido à RAM intoleráveis. Quanto ao tratamento das crises generalizadas, a LTG, LEV e TPM são tão eficazes quanto o VPA para o tratamento de crises generalizadas tônico-clônicas, tônicas e clônicas. O VPA e a etosuximida constituem as melhores opções para o tratamento de crises de ausências, enquanto que a LTG mostrou-se menos eficaz. Para o tratamento de crises mioclônicas e espasmos infantis mais ensaios clínicos randomizados são necessários para fornecer boas evidências que possam guiar a decisão clínica dos profissionais de saúde. Dentre os FAE com perfil de eficácia adequado, a LTG destacou-se pela menor probabilidade de manifestar RAM intoleráveis. / OBJECTIVE: To compare the efficacy and tolerability of the antiepileptic drugs (AED) in monotherapy of patients with focal or generalized epilepsy. METHODS: A systematic review was in the Medline/Pubmed, Scopus, Web of Science and Cochrane Register of Controlled Trials databases. We included randomized clinical trials of patients with epilepsy treated with oral monotherapy AED, which evaluated number of patients becoming seizure free at the maintenance treatment period; number of patients which withdrawals from the study because of therapeutic inefficacy and number of patients which withdrawals from the study because of intolerable adverse reaction. Network meta-analyses were performed using Bayesian random effects model. We also carried out a ranking of the probability of each AED be the best option in the efficacy and tolerability outcomes. Sensitivity analyses were conducted in order to check the robustness of the results. RESULTS AND CONCLUSIONS: The research identified 18,874 publications, but only 71 studies were selected, comprising 17555 patients with epilepsy.Twenty-nine trials showed the efficacy outcomes in the treatment of focal seizures, 19 in generalized seizures and 58 showed tolerability data. In the treatment of focal seizures, levetiracetam (LEV), lamotrigine (LTG), oxcarbazepine, sultiame and topiramate (TPM) have demonstrated equivalent efficacy to carbamazepine (CBZ), clobazam and valproate (VPA). LTG, LEV and TPM are as effective as the VPA for the treatment of generalized tonic-clonic, tonic and clonic seizures. VPA and ethosuximide are the best options for the treatment of absence seizures, whereas LTG was less effective. For the treatment of myoclonic seizures and infantile spasms, more randomized clinical trials are needed to provide good evidence to guide the clinical decision of health professionals. Among the AED with adequate efficacy profile, LTG stands out as the AED with the best tolerability profile, suggesting it may be the best option for the treatment of patients with epilepsy.

Submitted by Renata Lopes (renatasil82@gmail.com) on 2016-02-18T14:22:58Z No. of bitstreams: 1 marcelosoaressalomao.pdf: 5275463 bytes, checksum: bd084577d98f83eca225c7117c8ee332 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2016-02-26T13:31:33Z (GMT) No. of bitstreams: 1 marcelosoaressalomao.pdf: 5275463 bytes, checksum: bd084577d98f83eca225c7117c8ee332 (MD5) / Made available in DSpace on 2016-02-26T13:31:33Z (GMT). No. of bitstreams: 1 marcelosoaressalomao.pdf: 5275463 bytes, checksum: bd084577d98f83eca225c7117c8ee332 (MD5) Previous issue date: 2014-08-16 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Nesse trabalho apresentamos o Paradoxo de Monty Hall e seus aspectos lúdicos como uma oportunidade de cativar o educando para o estudo das probabilidades. Oferecendo assim a oportunidade de trabalhar no universo da educação básica o ensino de probabilidade na sala de aula através de atividades em forma de jogos. Apesar da dificuldade do assunto na Educação Básica, os professores que lerem o trabalho poderão aproveitar algumas dessas ideias e transformá-las em conhecimento aos seus educandos. Primeiramente apresentamos um breve resumo teórico sobre probabilidade, um pouco da história do Monty Hall paradox e algumas soluções formais e experimentais. Para as atividades, há simulações do problema com variantes do números de portas proporcionando desenvolver no aluno as habilidades como: experimentação, abstração, modelagem. Com o intuito de fazer uso de recursos computacionais apresentamos uma sugestão de atividade com a utilização de um software de fácil acesso e manuseio. Isso se sustenta, pois com aumento de cursos tecnológicos e a presença maior da informática no cotidiano do educando é imperativo o emprego dessa interdisciplinaridade. / We present the Monty Hall Paradox and its entertaining aspects as a chance to engage the student to the study of probability. Thus offering the opportunity to work in the world of basic education by teaching probability in the level of classroom through activities in the form of games. Despite of the difficulty of the subject at the Basic Education, it is expected that teachers who read the work will take some of these ideas and turn them into knowledge to their students. First, we present a brief overview of theoretical probability, a little history of the Monty Hall paradox and some formal and experimental solutions. For activities, there are simulations of the problem with varying numbers of ports providing the development of student skills such as experimentation, abstraction, and modeling. In order to make use of computational resources we present a suggested activity with the use of software for easy access and handling. This is sustained, because with increased technological courses and the increased presence of computers in daily life of the student it is imperative the employment of this interdisciplinarity.

A maioria dos textos na literatura de testes de hipóteses trata de critérios de otimalidade para um determinado problema de decisão. No entanto, existem, em menor quantidade, alguns textos sobre os problemas de se realizar testes de hipóteses simultâneos e sobre a concordância lógica de suas soluções ótimas. Algo que se espera de testes de hipóteses simultâneos e que, se uma hipótese H1 implica uma hipótese H0, então é desejável que a rejeição da hipótese H0 necessariamente implique na rejeição da hipótese H1, para uma mesma amostra observada. Essa propriedade é chamada aqui de monotonicidade. A fim de estudar essa propriedade sob um ponto de vista mais geral, neste trabalho é definida a nocão de classe de testes de hipóteses, que estende a funcão de teste para uma sigma-álgebra de possíveis hipóteses nulas, e introduzida uma definição de monotonicidade. Também é mostrado, por meio de alguns exemplos simples, que, para um nível de signicância fixado, a classe de testes Razão de Verossimilhanças Generalizada (RVG) não apresenta monotonicidade, ao contrário de testes formulados sob a perspectiva bayesiana, como o teste de Bayes baseado em probabilidades a posteriori, o teste de Lindley e o FBST. Porém, são verificadas, sob a teoria da decisão, quando possível, quais as condições suficientes para que uma classe de testes de hipóteses tenha monotonicidade. / Most of the texts in the literature of hypothesis testing deal with optimality criteria for a single decision problem. However, there are, to a lesser extent, texts on the problem of simultaneous hypothesis testing and the logical consistency of the optimal solutions of such procedures. For instance, the following property should be observed in simultaneous hypothesis testing: if a hypothesis H implies a hypothesis H0, then, on the basis of the same sample observation, the rejection of the hypothesis H0 necessarily should imply the rejection of the hypothesis H. Here, this property is called monotonicity. To investigate this property under a more general point of view, in this work, it is dened rst the notion of a class of hypothesis testing, which extends the test function to a sigma-eld of possible null hypotheses, and then the concept of monotonicity is introduced properly. It is also shown, through some simple examples, that for a xed signicance level, the class of Generalized Likelihood Ratio tests (GLR) does not meet monotonicity, as opposed to tests developed under the Bayesian perspective, such as Bayes tests based on posterior probabilities, Lindleys tests and Full Bayesian Signicance Tests (FBST). Finally, sucient conditions for a class of hypothesis testing to have monotonicity are determined, when possible, under a decision-theoretic approach.

This thesis is focused on sentiment analysis of unstructured text and its practical application on the real data downloaded from website Yelp.com The objectives of the theoretical part of this thesis is to sum up the information related to history, methods and possible applications of sentiment analysis. A reader is acquainted with important terms and processes of sentiment analysis. Theoretical part is focused on Naive Bayes classifier, that will be used in practical part of this thesis. In practical part there is detailed description of data set, construction and testing of model. At the end there are presented pros and cons of the chosen model and described some possibilities of its usage.

Genervte Nutzer, verunsicherte Admins, panische Mailserver: Die täglich zu Tausenden eintreffenden unerwünschten Mails - Spam - gefährden die Mailinfrastruktur.Der Vortrag wird Vor- und Nachsorgemöglichkeiten für geplagte Nutzer und Administratoren erläutern. Techniken der Spamerkennung werden vorgestellt.

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[pt] Este trabalho se fundamenta teoricamente na importância da inserção, na escola básica, tanto da interdisciplinaridade como da abordagem da resolução de problemas. O principal objetivo é dar significado a conceitos matemáticos fazendo conexões com outras áreas do saber. O conceito matemático aqui desenvolvido é o teorema de Bayes, muito utilizado no campo probabilístico e frequentemente estudado no ensino médio. O produto educacional, fruto dessa pesquisa, consiste numa sequência de atividades que conectam o referido teorema com conteúdos de áreas diversas como Artes, Geografia, Astronomia, História, Música e até mesmo com o jogo de xadrez. Todas as atividades se baseiam na abordagem da resolução de problemas e promovem a interdisciplinaridade, na busca de um estudo de Matemática motivador e carregado de significado na escola básica. / [en] This work is theoretically based on the importance of including, since the beginning of education levels, both interdisciplinarity and a problem-solving approach. The main objective is to give meaning to mathematical concepts by making connections with other areas of knowledge. The mathematical concept developed here is Bayes theorem, widely used in the probabilistic field and frequently studied in high school. The educational product, the result of this research, consists of a sequence of activities that connect the aforementioned theorem with subjects from different areas such as Arts, Geography, Astronomy, History, Music and even the chess game. All activities are based on a problem-solving approach and promote interdisciplinarity, in the search for a motivating and meaningful study of Mathematics in high school.