Thesis (Ph. D.)--University of California, San Diego, 2004. / Vita. Includes bibliographical references.

Thesis (Ph. D.)--University of California, San Diego, 2007. / Title from first page of PDF file (viewed June 21, 2007). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references.

We describe a state-space tracking approach based on a Conditional Random Field(CRF) model, where the observation potentials are \emph{learned} from data. Wefind functions that embed both state and observation into a space wheresimilarity corresponds to $L_1$ distance, and define an observation potentialbased on distance in this space. This potential is extremely fast to compute and in conjunction with a grid-filtering framework can be used to reduce acontinuous state estimation problem to a discrete one. We show how a statetemporal prior in the grid-filter can be computed in a manner similar to asparse HMM, resulting in real-time system performance. The resulting system isused for human pose tracking in video sequences.

This paper surveys various statistical methods that have been proposed for the examination of the efficiency of financial markets and proposes a novel procedure for testing the predictability of a time series. For illustration, this procedure is applied to Austrian stock return series.

Creation and destruction of jobs in Peru’s manufacturing sector: 2002-2007By way of a set of productive factors from a sample of manufacturing firms that created and destroyed jobs in Peru’s formal manufacturing sector for the period 2002-2007, this paper estimates the conditional labor demand equation under three interpretations. The results of these assessments suggest that job creation and destruction were statistically related to positive and negative changes of real output respectively. However, the rates of change of these job flows were lower than those of the real output value. On the other hand, job flows were positively associated with firms’ degrees of processing. Other minor factors associated with job flows were the size of firms and the capital-labor ratio. / Mediante una serie de factores productivos de una muestra de empresas manufactureras formales peruanas que crearon y destruyeron empleo en el periodo 2002-2007, este trabajo estima la ecuación de demanda condicional de mano de obra en sus tres interpretaciones. Los resultados de estas estimaciones señalan que la creación y destrucción de empleos estuvieron asociadas a los cambios positivos y negativos,  respectivamente, de la producción. Sin embargo, los cambios porcentuales del empleo fueron en general de menor magnitud que los respectivos de la producción.De otro lado, el nivel y la creación de empleo se incrementan con un mayor grado de procesamiento de los productos elaborados por las firmas manufactureras. El tamaño de las empresas y la intensidad de uso del capital relativo a la mano de obra inciden también, aunque con menor grado de fortaleza estadística, sobre las variaciones del empleo.

Between 1% and 1.4% of people who engage in gambling behaviors lead to disordered or pathological gambling (Whiting & Dixon, 2015), while 44% of all money spent on legal gambling is done so with slot machines (Choliz, 2010). Various behavioral concepts have been theorized as a possible source of gambling addition; losses disguised as wins (LDWs), near-miss, gamblers’ fallacy, illusions of control, and verbally constructed self-rules related to these topics. The current study sought to extend the previous research on condition discrimination in altering slot machine preference while also analyzing the effects of vocalized self-rules during slot machine selection. Conclusions are drawn regarding results comparing cumulative selection to various vocal statement categories. Limitations are expressed and future research is suggested.

The models for volatility, autoregressive conditional heteroscedastic (ARCH) and generalized autoregressive conditional heteroscedastic (GARCH) are discussed. Stationarity condition and forecasting for simple ARCH(1) and GARCH(1,1) models are given. The model for discrete time series is proposed to be negative binomial integer-valued GARCH model, which is a generalization of the Poisson INGARCH model. The stationarity conditions and the autocorrelation function are given. For parameter estimation, three methodologies are presented with a focus on maximum likelihood approach. Simulation study on a sample size of 100 and 500 are carried out and the results are presented. An application of the model to a real time series with numerical example is given indicating that the proposed methodology performs better than the Poisson and double Poisson model-based methods.

Dividend payments to shareholders can create conflicts between debt and equity investors as these payments can expropriate wealth from bondholders to shareholders. However, dividend payments can also serve as a signal regarding firms' future earnings. Utilizing both improved bond event study techniques as well as a conditional event study model to control for self-selection and the presence of confounding earnings announcements, I find that, on net, dividend increases represent a transfer of wealth from debtholders to shareholders. Nevertheless, bondholders react more favorably to larger dividend changes consistent with the presence of a positive signaling effect. The conditional event study approach also provides the ability to test whether managerial hesitancy in cutting dividends may represent an additional source of expropriation. My results indicate that while bondholders are clearly harmed by these implicit dividend increases, evidence in support of shareholders' gains is mixed.

Simulação geoestatística compreende uma variedade de técnicas que permitem gerar cenários que reproduzem a continuidade espacial e o histograma do fenômeno de interesse. Essas técnicas podem ser usadas para ajudar nas tomadas de decisões, permitindo um acesso à incerteza nas funções de resposta (que dependem dos cenários simulados), geralmente por meio de uma relação não-linear (retorno financeiro, recuperação geometalúrgica...). No entanto, uma de suas limitações é que as simulações podem demandar um tempo considerável para serem executadas em grandes depósitos. E a motivação dessa dissertação se concentra justamente nesse fato, buscando uma alternativa para acelerar o processamento computacional dessas simulações. A opção escolhida para isso foi desenvolver a Simulação via Múltiplos Passeios Aleatórios, que é uma nova abordagem para se realizar simulações geoestatística. Ela combina a krigagem com a simulação de passeios aleatórios independentes, de modo a gerar cenários simulados de uma maneira mais rápida que os algoritmos tradicionais. Essa dissertação apresenta detalhes do método e importantes contribuições desenvolvidas para melhorar o desempenho e a qualidade dos resultados gerados com o método. Foi também desenvolvido um software específico para possibilitar um uso simples, prático e rápido da técnica em qualquer situação (2D ou 3D). Estudos de caso foram feitos para checar a validade das simulações, que demonstraram boa reprodução dos histogramas e variogramas, além de um ganho de velocidade considerável, alcançando uma aceleração de até 5,65 x (em comparação com a Simulação por Bandas Rotativas) na simulação de um depósito de ferro em 3D, desempenho que pode ser melhor ainda à medida que mais dados amostrais estão disponíveis. / Geostatistical simulation comprises a variety of techniques, which allow the generation of multiple scenarios reproducing the spatial continuity and the histogram of the desired phenomenon (grades for instance). These methods can be used in the decision making process, allowing the assess to the uncertainty of functions responses (which depend on the simulated inputs) commonly through a non-linear relationship (net present value, interest tax return, ore geometallurgical recovery…). However, one of their limitations is that running simulation can take a considerable processing time to be executed in large deposits or large grids. Therefore, the motivation of this dissertation focuses on this fact, leading to the main goal, i.e. investigating an alternative to accelerate the simulation process. The option chosen is based on the development and adaptation of the Multiple Random Walk Simulation, which is algorithm to build geostatistical simulations. It combines kriging with the simulation of independent random walks in order to generate simulated scenarios faster than via traditional simulation algorithms. This dissertation presents details of the method and new important contributions developed to improve its performance and statistics reproduction. An algorithm and software was also presented in order to allow a simple, practical and fast use of the method in any condition (2D or 3D). Case studies were developed to check the validity of the simulations, which showed good reproduction of histogram and variograms, in addition to a considerable speed gain, achieving an acceleration up to 5.65 x (in comparison with Turning Bands Simulation) in the simulation of a 3D iron deposit, performance that can be enhanced as more conditioning samples are available.

Simulação geoestatística compreende uma variedade de técnicas que permitem gerar cenários que reproduzem a continuidade espacial e o histograma do fenômeno de interesse. Essas técnicas podem ser usadas para ajudar nas tomadas de decisões, permitindo um acesso à incerteza nas funções de resposta (que dependem dos cenários simulados), geralmente por meio de uma relação não-linear (retorno financeiro, recuperação geometalúrgica...). No entanto, uma de suas limitações é que as simulações podem demandar um tempo considerável para serem executadas em grandes depósitos. E a motivação dessa dissertação se concentra justamente nesse fato, buscando uma alternativa para acelerar o processamento computacional dessas simulações. A opção escolhida para isso foi desenvolver a Simulação via Múltiplos Passeios Aleatórios, que é uma nova abordagem para se realizar simulações geoestatística. Ela combina a krigagem com a simulação de passeios aleatórios independentes, de modo a gerar cenários simulados de uma maneira mais rápida que os algoritmos tradicionais. Essa dissertação apresenta detalhes do método e importantes contribuições desenvolvidas para melhorar o desempenho e a qualidade dos resultados gerados com o método. Foi também desenvolvido um software específico para possibilitar um uso simples, prático e rápido da técnica em qualquer situação (2D ou 3D). Estudos de caso foram feitos para checar a validade das simulações, que demonstraram boa reprodução dos histogramas e variogramas, além de um ganho de velocidade considerável, alcançando uma aceleração de até 5,65 x (em comparação com a Simulação por Bandas Rotativas) na simulação de um depósito de ferro em 3D, desempenho que pode ser melhor ainda à medida que mais dados amostrais estão disponíveis. / Geostatistical simulation comprises a variety of techniques, which allow the generation of multiple scenarios reproducing the spatial continuity and the histogram of the desired phenomenon (grades for instance). These methods can be used in the decision making process, allowing the assess to the uncertainty of functions responses (which depend on the simulated inputs) commonly through a non-linear relationship (net present value, interest tax return, ore geometallurgical recovery…). However, one of their limitations is that running simulation can take a considerable processing time to be executed in large deposits or large grids. Therefore, the motivation of this dissertation focuses on this fact, leading to the main goal, i.e. investigating an alternative to accelerate the simulation process. The option chosen is based on the development and adaptation of the Multiple Random Walk Simulation, which is algorithm to build geostatistical simulations. It combines kriging with the simulation of independent random walks in order to generate simulated scenarios faster than via traditional simulation algorithms. This dissertation presents details of the method and new important contributions developed to improve its performance and statistics reproduction. An algorithm and software was also presented in order to allow a simple, practical and fast use of the method in any condition (2D or 3D). Case studies were developed to check the validity of the simulations, which showed good reproduction of histogram and variograms, in addition to a considerable speed gain, achieving an acceleration up to 5.65 x (in comparison with Turning Bands Simulation) in the simulation of a 3D iron deposit, performance that can be enhanced as more conditioning samples are available.