Anúncios · Seminário de Investigação em Probabilidades e Estatística II
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/sumarios/announcement
Anúncios · Seminário de Investigação em Probabilidades e Estatística II
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Research Seminar in Probability and Statistics II  #3
<p><b>Behind the myth of Option Trading</b></p>
<p><b>Christopher Claude </b>(BNP Paribas, Lisbon)</p>
<p><b>March 16 </b>(Wed.), <b>16:00</b>  Room <b><a href="https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/seminarroom">P3.10</a></b> (Math. Building, IST, Av. Rovisco Pais, 1049001 Lisboa)</p>
<p>Starting from the basics of derivative products, you will learn more about financial markets, how they are organized, what products are traded, by who and why. But we won’t stop there, and you will also have to properly put yourself into traders’ shoes and realize why derivatives lay where mathematics meet finance. We will go through some notions (Derivatives, tangible assets, financial contracts, Call/Put options, European/American options, option pricing, maxima…) focusing in the pratical application of pricing models like B&S formula limit & reality, new statistical models studied, etc.</p>
<p><a href="http://math.tecnico.ulisboa.pt/seminars/pe/">http://math.tecnico.ulisboa.pt/seminars/pe/</a></p><br />
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii3
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii3#1970874592798721
Anúncios
Wed, 24 Feb 2016 08:54:09 +0000

Research Seminar in Probability and Statistics II  #10
<p><b>I) Statistical Applications in Climatology. II) Predicting the weather for the next week, outlook of the climate for the XXIst century</b></p>
<p><b>I) Vanda Pires. II) Pedro Viterbo </b>(IPMA, Instituto Português do Mar e da Atmosfera)</p>
<p><b>May 18 </b>(Wed.), <b>16:00</b>  Room <b><a href="https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/seminarroom">P3.10</a></b> (Math. Building, IST, Av. Rovisco Pais, 1049001 Lisboa)</p>
<p>I) The study of Climatology is based on the analysis and interpretation of weather data collected over many years. To analyze such data, knowledge of basic techniques and statistical methods is required. The climate analysis uses principles and techniques of meteorological analysis, numerical and statistical. </p>
<p>Applied climatology makes the maximum use of meteorological and climatological knowledge and information for solving practical social, economic, and environmental problems. </p>
<p>Assessments of the effects of climate variability and climate change on human activities, as well as the effects of human activities on climate, are major factors in local, national, and global economic development, social programmes, and resource management.</p>
<p>The main focus of this presentation is to show statistical applications in climatology that are used at IPMA, for example, climatic normals, climatic indicators, trends, return periods and others.</p>
<p>II) Current state of the art of weather forecasts has skill until day 6 to day 8. Nevertheless, it is possible to have reliable evolutions of the climate of the XXIst century; this apparent paradox will be explained in the presentation. Scenarios for the evolution of greenhouse gases throughout the century will be reviewed, as well as the climate impacts of each scenario. A climate portal (www.portaldoclima.pt, or www.portaldoclima.pt/en/) is being finalized: a rich source of information for students, research, private and public sector, especially designed for guiding multidecadal strategic decisions.</p>
<p><a href="https://math.tecnico.ulisboa.pt/seminars/open/">https://math.tecnico.ulisboa.pt/seminars/open/</a></p>
<p><a href="http://math.tecnico.ulisboa.pt/seminars/pe/">http://math.tecnico.ulisboa.pt/seminars/pe/</a></p><br />
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii10
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii10#1689399616083047
Anúncios
Sat, 07 May 2016 10:09:13 +0100

Research Seminar in Probability and Statistics II  #9
<p><b>On Eigenvalues of the Transition Matrix of some Count Data Markov Chains</b></p><p><b>Christian Weiss </b>(Dept. of Mathematics and Statistics, Helmut Schmidt Universität)</p><p><b>May 11 </b>(Wed.), <b>16:00</b>  Room <b><a href="https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/seminarroom">P3.10</a></b> (Math. Building, IST, Av. Rovisco Pais, 1049001 Lisboa)</p><p>A stationary Markov chain is uniquely determined by its transition matrix, the eigenvalues of which play an important role for characterizing the stochastic properties of a Markov chain. Here, we consider the case where the monitored observations are counts, i.e., having values in either the full set of nonnegative integers, or in a finite set of the form {0,...,n} with a prespecified upper bound n. Examples of count data time series as well as a brief survey of some basic count data time series models is provided.</p><p>Then we analyze the eigenstructure of count data Markov chains. Our main focus is on socalled CLAR(1) models, which are characterized by having a linear conditional mean, and also on the case of a finite range, where the second largest eigenvalue determines the speed of convergence of the forecasting distributions. We derive a lower bound for the second largest eigenvalue, which often (but not always) even equals this eigenvalue. This becomes clear by deriving the complete set of eigenvalues for several specific cases of CLAR(1) models. Our method relies on the computation of appropriate conditional (factorial) moments.</p><p><a href="https://math.tecnico.ulisboa.pt/seminars/open/">https://math.tecnico.ulisboa.pt/seminars/open/</a></p><p><a href="http://math.tecnico.ulisboa.pt/seminars/pe/">http://math.tecnico.ulisboa.pt/seminars/pe/</a></p>
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii9
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii9#1689399616082536
Anúncios
Wed, 04 May 2016 17:03:46 +0100

Research Seminar in Probability and Statistics II  #4 (POSTPONED)
<p><b>Statistical Modeling of Integervalued Time Series: An Introduction</b></p>
<p><b>Manuel Scotto </b>(CEMAT and DMIST, Univ. de Lisboa)</p>
<p><b>March 30 </b>(Wed.), <b>16:00</b>  Room <b><a href="https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/seminarroom">P3.10</a></b> (Math. Building, IST, Av. Rovisco Pais, 1049001 Lisboa)</p>
<p><span style="lineheight:1.42857143">Modeling and predicting the temporal dependence and evolution of low integervalued time series have attracted a lot of attention over the last years. This is partially due to the increasing availability of relevant highquality data sets in various fields of applications ranging from finance and economy to medicine and ecology. It is important to stress, however, that there is no a unifying approach applicable to modeling all integervalued time series and, consequently, the analysis of such time series has to be restricted to special classes of integervalued models. A useful division of these models can be made as being either observationdriven or parameterdriven models. A suitable class of observationdriven models is the one including models based on thinning operators. Models belonging to this class are obtained by replacing the multiplication in the conventional time series models by an appropriate thinning operator, along with considering a discrete distribution for the sequence of innovations in order to preserve the discreteness of the counts.</span><br /></p>
<p>This talk aims at providing an overview of recent developments in thinningbased time series models paying particular attention to models obtained as discrete counterparts of conventional univariate and multivariate autoregressive moving average models, with either finite or infinite support. Finally, we also outline and discuss likely directions of future research.</p>
<p><a href="http://math.tecnico.ulisboa.pt/seminars/pe/">http://math.tecnico.ulisboa.pt/seminars/pe/</a></p><br />
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii4
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii4#563499709265304
Anúncios
Wed, 09 Mar 2016 21:39:26 +0000

Research Seminar in Probability and Statistics II  #2
<p><b>Symbolic Covariance Matrices and Principal Component Analysis for Interval Data</b></p>
<p><b>M. Rosário Oliveira </b><span style="lineheight:1.42857143">(CEMAT and DMIST, Univ. de Lisboa)</span></p>
<p><b>March 2 </b>(Wedn.), <b>16:00 </b> Room <b><a href="https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/seminarroom">P3.10</a></b> (Math. Building, IST, Av. Rovisco Pais, 1049001 Lisboa)</p>
<p><span style="lineheight:1.42857143">Recent years witnessed a huge breakthrough of technology which enables the storage of a massive amounts of information. Additionally, the nature of the information collected is also changing. Besides the traditional format of recording single values for each observation, we have now the possibility to record lists, intervals, histograms or even distributions to characterize an observation. However, conventional data analysis is not prepared for neither of these challenges, and does not have the necessary or appropriate means to treat extremely large databases or data with a more complex structure. As an answer to these challenges Symbolic Data Analysis, introduced in the late 1980s by Edwin Diday, extends classical data analysis to deal with more complex data by taking into account inner data variability and structure.</span><br /></p>
<p>Principal component analysis is one of the most popular statistical methods to analyse real data. Therefore, there have been several proposals to extend this methodology to the symbolic data analysis framework, in particular to intervalvalued data.</p>
<p>In this talk, we discuss the concepts and properties of symbolic variance and covariance of an intervalvalued variable. Based on these, we develop population formulations for four symbolic principal component estimation methods. This formulation introduces simplifications, additional insight and unification of the discussed methods. Additionally, an explicit and straightforward formula that defines the scores of the symbolic principal components, equivalent to the representation by Maximum Covering Area Rectangle, is also presented.</p>
<p>Joint work with António Pacheco (CEMAT and DMIST, Univ. de Lisboa), Paulo Salvador (IT, Univ. Aveiro), Rui Valadas (IT, Univ. de Lisboa), and Margarida Vilela (CEMAT).</p>
<p><a href="http://math.tecnico.ulisboa.pt/seminars/pe/">http://math.tecnico.ulisboa.pt/seminars/pe/</a></p><br />
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii2
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii2#563499709261552
Anúncios
Tue, 23 Feb 2016 15:01:28 +0000

Research Seminar in Probability and Statistics  #1
<p><b>On ARLunbiased ccharts for i.i.d. and INAR(1) Poisson counts</b></p>
<p><b>Manuel Cabral Morais </b>(CEMATIST)</p>
<p><b>February 17 </b>(Wedn.), <b>11:00  </b>Room <b><a href="https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/seminarroom">P3.10</a></b> (Math. Building, IST, Av. Rovisco Pais, 1049001 Lisboa)</p>
<p>In Statistical Process Control (SPC) it is usual to assume that counts have a Poisson distribution. The nonnegative, discrete and asymmetrical character of a control statistic with such distribution and the value of its target mean may prevent the quality control practitioner to deal with a cchart with:</p>
<p>a) a positive lower control limit and the ability to control not only increases but also decreases in the mean of those counts in a timely fashion;</p>
<p>b) a prespecified incontrol average run length (ARL).</p>
<p>Furthermore, as far as we have investigated, the ccharts proposed in the SPC literature tend not to be ARLunbiased. (The term ARLunbiased is used here to coin any control chart for which all outofcontrol ARL values are smaller than the incontrol ARL.)</p>
<p>In this talk, we explore the notions of unbiased, randomized and uniformly most powerful unbiased tests (resp. randomization of the emission of a signal and a nested secant rule search procedure) to:</p>
<p>a) eliminate the bias of the ARL function of the cchart for the mean of i.i.d. (resp. firstorder integervalued autoregressive, INAR(1)) Poisson counts;</p>
<p>b) bring the incontrol ARL exactly to a prespecified and desired value.</p>
<p>We use the R statistical software to provide striking illustrations of the resulting ARLunbiased ccharts.</p><p>(Joint work with Sofia Paulino and Sven Knoth.)</p>
<p><a href="http://math.tecnico.ulisboa.pt/seminars/pe/">http://math.tecnico.ulisboa.pt/seminars/pe/</a></p><br />
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsi1
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsi1#563499709257449
Anúncios
Mon, 08 Feb 2016 11:19:49 +0000

Research Seminar in Probability and Statistics II  #11
<p><b>The Block Maxima and POT methods and, an extension of POT to integrated stochastic processes</b></p>
<p><b>Ana Ferreira </b>(DMIST; CEAUL & CEMAT)</p>
<p><b>May 25 </b>(Wed.), <b>16:00</b>  Room <b>4.35</b> (Math. Building, IST, Av. Rovisco Pais, 1049001 Lisboa)</p>
<p>We shall review the classical maximum domain of attraction condition underlying BM and POT, two fundamental methods in Extreme Value Theory. A theoretical comparison between the methods will be presented.</p>
<p>Afterwards, the maximum domain of attraction condition to spatial context will be discussed. Then a POTtype result for the integral of a stochastic process verifying the maximum domain of attraction condition will be obtained.</p>
<p><a href="http://math.tecnico.ulisboa.pt/seminars/pe/">http://math.tecnico.ulisboa.pt/seminars/pe/</a></p><br />
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii11
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii11#282024733200745
Anúncios
Thu, 19 May 2016 10:58:49 +0100

Research Seminar in Probability and Statistics II  #8
<p><b>From Softmax to Sparsemax: A Sparse Model of Attention and MultiLabel Classification</b></p>
<p><b>André Martins</b><b> </b>(Unbabel and Instituto de Telecomunicações)</p>
<p><b>May 4 </b>(Wed.), <b>16:00</b>  Room <b><a href="https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/seminarroom">P3.10</a></b> (Math. Building, IST, Av. Rovisco Pais, 1049001 Lisboa)</p>
<p>The softmax transformation is a key component of several statistical learning models, encompassing multinomial logistic regression, action selection in reinforcement learning, and neural networks for multiclass classification. Recently, it has also been used to design attention mechanisms in neural networks, with important achievements in machine translation, image caption generation, speech recognition, and various tasks in natural language understanding and computation learning. In this talk, I will describe sparsemax, a new activation function similar to the traditional softmax, but able to output sparse probabilities. After deriving its properties, I will show how its Jacobian can be efficiently computed, enabling its use in a neural network trained with backpropagation. Then, I will propose a new smooth and convex loss function which is the sparsemax analogue of the logistic loss. An unexpected connection between this new loss and the Huber classification loss will be revealed. We obtained promising empirical results in multilabel classification problems and in attentionbased neural networks for natural language inference. For the latter, we achieved a similar performance as the traditional softmax, but with a selective, more compact, attention focus.</p>
<p><a href="http://math.tecnico.ulisboa.pt/seminars/pe/">http://math.tecnico.ulisboa.pt/seminars/pe/</a><br /></p><br />
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii8
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii8#282024733196577
Anúncios
Wed, 27 Apr 2016 13:12:35 +0100

Research Seminar in Probability and Statistics II  #7
<p><b>Geostatistical History Matching with Ensemble Updating</b></p>
<p><b>Maria João Quintão </b>(CERENA, IST, Univ. de Lisboa)</p>
<p><b>April 27 </b>(Wed.), <b>16:00</b>  Room <b><a href="https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/seminarroom">P3.10</a></b> (Math. Building, IST, Av. Rovisco Pais, 1049001 Lisboa)</p>
<p>In this work, a new history matching methodology is proposed, coupling within the same framework the advantages of using geostatistical sequential simulation and the principles of ensemble Kalman filters: history matching based on ensemble updating. The main idea of this procedure is to use simultaneously the relationship between the petrophysical properties of interest and the dynamical results to update the static properties at each iteration, and to define areas of influence for each well. This relation is established through the experimental nonstationary covariances, computed from the ensemble of realizations. A set of petrophysical properties of interest is generated through stochastic sequential simulation. For each simulated model, we obtain its dynamic responses at the wells locations by running a fluid flow simulator over each single model. Considering the normalized absolute deviation between the dynamic responses and the real</p>
<p>dynamic response in each well as state variables, we compute the correlation coefficients of the deviations with each grid cell through the ensemble of realizations. Areas of high correlation coefficients are those where the permeability is more likely to play a key role for the production of that given well. Using a local estimation of the response of the deviations, through a simple kriging process, we update the subsurface property of interest at a given localization.</p>
<p><a href="http://math.tecnico.ulisboa.pt/seminars/pe/">http://math.tecnico.ulisboa.pt/seminars/pe/</a></p><br />
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii7
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii7#282024733195124
Anúncios
Tue, 19 Apr 2016 09:19:32 +0100

Research Seminar in Probability and Statistics II  #6
<p><b>Statistical Modeling of Integervalued Time Series: An Introduction</b></p>
<p><b>Manuel Scotto </b>(CEMAT and DMIST, Univ. de Lisboa)</p>
<p><b>April 20 </b>(Wed.), <b>16:00</b>  Room <b><a href="https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/seminarroom">P3.10</a></b> (Math. Building, IST, Av. Rovisco Pais, 1049001 Lisboa)</p>
<p>Modeling and predicting the temporal dependence and evolution of low integervalued time series have attracted a lot of attention over the last years. This is partially due to the increasing availability of relevant highquality data sets in various fields of applications ranging from finance and economy to medicine and ecology. It is important to stress, however, that there is no a unifying approach applicable to modeling all integervalued time series and, consequently, the analysis of such time series has to be restricted to special classes of integervalued models. A useful division of these models can be made as being either observationdriven or parameterdriven models. A suitable class of observationdriven models is the one including models based on thinning operators. Models belonging to this class are obtained by replacing the multiplication in the conventional time series models by an appropriate thinning operator, along with considering a discrete distribution for the sequence of innovations in order to preserve the discreteness of the counts.</p>
<p>This talk aims at providing an overview of recent developments in thinningbased time series models paying particular attention to models obtained as discrete counterparts of conventional univariate and multivariate autoregressive moving average models, with either finite or infinite support. Finally, we also outline and discuss likely directions of future research.</p>
<p><a href="http://math.tecnico.ulisboa.pt/seminars/pe/">http://math.tecnico.ulisboa.pt/seminars/pe/</a></p>
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii6
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii6#282024733194201
Anúncios
Wed, 13 Apr 2016 18:49:05 +0100

Research Seminar in Probability and Statistics II  #5
<p><b>Robust heritability and predictive accuracy estimation in plant breeding</b></p>
<p><b>Vanda M. Lourenço </b>(FCT, Universidade Nova de Lisboa; CEMATIST)</p>
<p><b>April 13 </b>(Wed.), <b>16:00</b>  Room <b><a href="https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/seminarroom">P3.10</a></b> (Math. Building, IST, Av. Rovisco Pais, 1049001 Lisboa)</p>
<p>Genomic prediction is used in plant breeding to help find the best genotypes for selection. Here, the accurate estimation of predictive accuracy (PA) and heritability (H) is essential for genomic selection (GS). As in other applications, field data are analyzed via regression models, which are known to lead to biased estimation when the normality premise is violated, biases that may translate into inaccurate H and PA estimates and negatively impact GS. Therefore, a robust analogue of a method from the literature used for H and PA estimation is presented. Both techniques are then compared through simulation.</p>
<p>(Joint work with HansPeter Piepho & Joseph O. Ogutu, Bioinformatics Unit, Institute of Crop Science, University of Hohenheim, Stuttgart, Germany)</p>
<p><a href="http://math.tecnico.ulisboa.pt/seminars/pe/">http://math.tecnico.ulisboa.pt/seminars/pe/</a></p><br />
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii5
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii5#282024733191961
Anúncios
Thu, 31 Mar 2016 17:35:42 +0100

Research Seminar in Probability and Statistics II  #4
<p><b>On stochastic ordering and control charts for the traffic intensity</b></p>
<p><b>Manuel Cabral Morais </b>(CEMAT and DMIST, Univ. de Lisboa)</p>
<p><b style="lineheight:1.42857143">March 30 </b><span style="lineheight:1.42857143">(Wed.), </span><b style="lineheight:1.42857143">16:00</b><span style="lineheight:1.42857143">  Room <b><a href="https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/seminarroom">P3.10</a></b> (Math. Building, IST, Av. Rovisco Pais, 1049001 Lisboa)</span></p>
<p>The traffic intensity is a crucial parameter of a queueing system since it is a measure of the average occupancy of a server. Expectedly, an increase in the traffic intensity must be detected quickly so that appropriate corrective actions are taken.</p>
<p>In this talk, we:</p>
<p> briefly review existing procedures used to monitor the traffic intensity of M/G/1, GI/M/1 and a few other queues;</p>
<p> focus on control charts to detect increases in traffic intensity whose control statistics are integervalued and/or can be (approximately) modelled by discrete time Markov chains;</p>
<p> investigate the stochastic monotonicity properties of the associated probability transition matrices;</p>
<p> explore the implications of these properties to provide insights on the performance of such control charts.</p>
<p>(Joint work with António Pacheco)</p>
<p><a href="http://math.tecnico.ulisboa.pt/seminars/pe/">http://math.tecnico.ulisboa.pt/seminars/pe/</a></p>
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii4cc8
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/researchseminarinprobabilityandstatisticsii4cc8#282024733191420
Anúncios
Mon, 28 Mar 2016 22:02:47 +0100

1st. Probability and Statistics Seminar
<p>To be announced.</p>
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/1stprobabilityandstatisticsseminar
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/1stprobabilityandstatisticsseminar#282024733191211
Anúncios
Mon, 01 Feb 2016 08:27:11 +0000

Assessment method
Please refer to <a href="https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/generalinfo">General Info</a>.
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/assessmentmethod
maj@math.ist.utl.pt (Manuel Cabral Morais)
https://fenix.tecnico.ulisboa.pt/disciplinas/SIPE13/20152016/2semestre/verpost/assessmentmethod#282024733191209
Anúncios
Mon, 01 Feb 2016 08:21:27 +0000