Improving Convergence of the HastingsMetropolis Algorithm with an Adaptive Proposal

The HastingsMetropolis algorithm is a general MCMC method for sampling from a density known up to a constant. Geometric convergence of this algorithm has been proved under conditions relative to the instrumental (or proposal) distribution. We present an inhomogeneous HastingsMetropolis algorithm for which the proposal density approximates the target density, as the number of iterations increases. The proposal density at the n th step is a non-parametric estimate of the density of the algorithm, and uses an increasing number of i.i.d. copies of the Markov chain. The resulting algorithm converges (in n ) geometrically faster than a HastingsMetropolis algorithm with any fixed proposal distribution. The case of a strictly positive density with compact support is presented first, then an extension to more general densities is given. We conclude by proposing a practical way of implementation for the algorithm, and illustrate it over simulated examples.     

Design and implementation methodology based on Petri net formalism of flexible manufacturing systems control

This paper presents an aided design methodology of flexible manufacturing system control with a view to industrial implementation. The approach considered through a modelling phase, the a validation phase by simulation and finally a distributed implementation phase. In the modelling phase, based on the Petri net formalism, we demonstrate the hierarchical aspect which separates the part flow control and the product resource control. In addition, we emphasize generic aspects which allow us to use an object-oriented approach. These aspects and the set of modelled objects are directly used in the simulation and production phases after an automatic translation in an implementation language (ADA in our case). In consequence, the distributed location for those two phases is well facilitated from the viewpoint of the approach used.     

Taking into account the rescheduling problem during the scheduling phase

The scheduling problem in production management has been studied for a considerable time, and several types of software are used. A problem arises in updating the production planning, or ‘rescheduling’, when an unexpected event occurs in the shop control. Solving this problem is difficult because the implications of such events are usually impossible to forecast. To prevent this problem, we propose to manipulate a set of equivalent schedules during the short time schedule. Then, if an unexpected event prevents realization of a given schedule, it will be possible to find an equivalent one, without full rescheduling. The primary requirement is to find a formal representation of a set of schedules. This has already been explored using CPM graphs with nodes associated to a set of tasks. We propose in this paper to use an extension of such graphs, PQR trees, that represent both precedence and group constraints. We first reiterate the notion of PQR trees. We present methods to take into account date constraints in such a structure, and we give a model for the general job-shop problem.     

MOONLIGHTING OVER THE BUSINESS CYCLE

Using data from the 1979 National Longitudinal Survey of Youth, we examine the cyclicality of moonlighting by gender. We estimate a random-effects Tobit model of moonlighting among working men and women and find that while male moonlighting behavior does not fluctuate significantly with the business cycle, female moonlighting does. The cyclicality of female moonlighting has, nonetheless, varied over the course of the past 35 yr. Female moonlighting seemed to behave countercyclically during much of the 1980s and early 1990s, confirming the popular media belief that moonlighting is more likely to occur during periods of economic distress. Yet, this countercyclical behavior disappears during the 1993–1999 period to become procyclical by the early twentieth century. The recent procyclicality of female moonlighting supports the idea that female workers respond to a need for "just-in-time" employment following the economic upturn of the mid- to late 1990s. ( JEL J2, E32)     

Is More Truly Merrier?: Mentoring and the Practice of Law

Cet article examine deux questions sur le mentorat. D'abord, qui est le plus susceptible de bénéficier de services de mentorat au cours de sa carrière? Ensuite, comment le mentorat influence‐t‐il les carrières des professionnels? En utilisant une enquête longitudinale sur des avocats, les auteures évaluent l'incidence des postes et des aspirations en début de carrière sur les chances de bénéficier de services de mentorat. Elles mesurent les bénéfices du mentorat au moyen des récompenses de carrière intrinsèques et extrinsèques, pour découvrir que le contexte organisationnel et les attributs individuels constituent d'importants prédicteurs de qui bénéficiera de mentorat. Les professionnels ayant de multiples mentors se sont avérés les grands gagnants, en ce qu'ils obtiennent des récompenses de carrière plus importantes et plus diversifiées que ceux n'ayant pas de mentor. This paper addresses two questions regarding mentoring: First, who is most likely to receive mentorship during their career? And second, how does mentorship shape the careers of professionals? Using a longitudinal survey of lawyers, we evaluate the impact of early career positions and aspirations on the chances for mentorship. We assess the benefits of mentorship across extrinsic and intrinsic career rewards. We find organizational context and individual attributes are important predictors of who receives mentorship. Professionals with multiple mentors were the big winners in that they obtain greater and more diverse career rewards over those with one or no mentors.     

Anthropologie économique des communautés indigenes de la Sierra Norte de Puebla (Mexique) 2: Les villages de haute montagne

In a preceding article, the author has shown how Indian communities of the tierra templada have been transformed by a century of coffee-growing. Those of the adjacent highlands, although linked to the latter by language and a long cultural tradition, have known a different evolution. Until a generation ago the absence of any important cash crop has meant little inner social differentiation: the subsistence growing of maize alternating, for most Indians, with migrant wage labour. The typical class structure is here much more complex than in the lower zone, since it opposes the peasant both to the bourgeoisie of the Lowlands, as a migrant farm labourer, and to the petty bourgeoisie of merchants and landowners in the Sierra, as a customer and a share-cropper. The latter opposition reveals itself both in the classical “ethnic” form (mestizo vs. Indians) and as a political opposition between the county town (mestizo) and the Indian villages. For a few decades, diversification of production activities and relations of production linked with these have lead to a far greater structural variation in the villages than is the case in the coffee-growing area. Dans un article précédent l'auteur a montré comment les communautés indigènes de tierra templada s'étaient transformées sous 1'impact de la culture du café. Celles de la haute montagne adjacente, très apparentées aux premières, linguistiquement et culturellement, ont connu une évolution fort différente. Jusqu’à une époque toute récente, l'absence de production commerciale importante s'est traduite par une faible différenciation interne des classes: la culture vivrière du maïs se combinant, pour la majorité des Indiens, avec le travail salarié migratoire à la côte. La structure de classes caractéristique est ici plus complexe qu'en basse montagne puisqu'elle oppose le paysan indien, comme ouvrier agricole saison-nier, à la grande bourgeoisie de la côte et comme metayer/client à la petite bourgeoisie marchande et terrienne de la Sierra. Cette dernière opposition se manifeste, à la fois sous la forme « ethnique » classique (Metis/Indiens) et comme opposition politique entre le chef-lieu métis et les villages indiens. Depuis quelques décennies, la diversification des activités productives et des rapports de production qui s'y rattachent, entraine une variation beaucoup plus grande dans les structures sociales villageoises qu'en basse montagne.     

Work Hard,Play Hard?: A Comparison of Male and Female Lawyers' Time in Paid and Unpaid Work and Participation in Leisure Activities

Les auteures tentent de déterminer le temps que les professionnels, hommes et femmes, passent à effectuer du travail rémunéré ou non, et la façon dont cela influe sur leur participation à différentes activités de loisirs. Elles se fondent sur des données provenant d'avocats professant dans différents milieux juridiques. Elles constatent que les hommes rapportent consacrer plus de temps au travail rémunéré et aux loisirs, alors que les femmes accordent plus de temps aux travaux ménagers ainsi qu'aux soins des enfants. Les résultats semblent démontrer que les occasions dans l'ensemble plus importantes de loisirs chez les hommes comparées à celles des femmes seraient attribuables à des relations inattendues entre la participation des hommes aux travaux domestiques et aux soins des enfants, et leurs activités de loisirs. Les auteures présentent différentes explications à ces résultats. There has been a considerable amount of research that documents how women and men spend their time in different work and home tasks. We examine how much time professional women and men spend in paid and unpaid work and how this relates to their participation in different leisure activities. We also explore whether time in paid and unpaid work has gender‐specific effects on leisure participation. In examining these issues, we rely on data from lawyers working in different legal settings. Our results show that, as hypothesized, men report more time in paid work and leisure whereas women devote more time to housework and childcare. An unexpected finding is that the time men spend in housework or childcare is either unrelated or positively related to their leisure participation. These results suggest that men's greater overall opportunities for leisure compared with women's appear to stem from the unanticipated relationships between men's involvement in housework and childcare and their leisure activities. We raise several possible explanations for these findings.     

A Non‐Parametric Estimator of the Spectral Density of a Continuous‐Time Gaussian Process Observed at Random Times

Abstract. In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a non‐parametric estimator of the spectral density of a Gaussian process with stationary increments (or a stationary Gaussian process) from the observation of one path at random discrete times. For every positive frequency, this estimator is proved to satisfy a central limit theorem with a convergence rate depending on the roughness of the process and the moment of random durations between successive observations. In the case of stationary Gaussian processes, one can compare this estimator with estimators based on the empirical periodogram. Both estimators reach the same optimal rate of convergence, but the estimator based on wavelet analysis converges for a different class of random times. Simulation examples and an application to biological data are also provided.