Efficient Monte Carlo simulation via the generalized splitting method

We describe a new Monte Carlo algorithm for the consistent and unbiased estimation of multidimensional integrals and the efficient sampling from multidimensional densities. The algorithm is inspired by the classical splitting method and can be applied to general static simulation models. We provide examples from rare-event probability estimation, counting, and sampling, demonstrating that the proposed method can outperform existing Markov chain sampling methods in terms of convergence speed and accuracy.     

Improved cross-entropy method for estimation

The cross-entropy (CE) method is an adaptive importance sampling procedure that has been successfully applied to a diverse range of complicated simulation problems. However, recent research has shown that in some high-dimensional settings, the likelihood ratio degeneracy problem becomes severe and the importance sampling estimator obtained from the CE algorithm becomes unreliable. We consider a variation of the CE method whose performance does not deteriorate as the dimension of the problem increases. We then illustrate the algorithm via a high-dimensional estimation problem in risk management.     

Dashed Hopes,Dashed Selves? A Sociometer Perspective on Self‐esteem Change Across the Transition to Secondary School

The transition from primary to secondary school challenges children's psychological well‐being. A cross‐transitional longitudinal study (N = 306; mean age = 12.2 years) examined why some children's self‐esteem decreases across the transition whereas other children's self‐esteem does not. Children's expected social acceptance in secondary school was measured before the transition; their actually perceived social acceptance was measured after the transition. Self‐esteem and Big Five personality traits were measured both pre‐ and posttransition. Self‐esteem changed as a function of the discrepancy between children's expected and actually perceived social acceptance. Furthermore, neuroticism magnified self‐esteem decreases when children's ‘hopes were dashed'—when they experienced disappointing levels of social acceptance. These findings provide longitudinal support for sociometer theory across the critical transition to secondary school.     

An Ecological Model for Quantitative Risk Assessment for Schistosomiasis: The Case of a Patchy Environment in the Coastal Tropical Area of Northeastern Brazil

We developed a stochastic model for quantitative risk assessment for the Schistosoma mansoni (SM) parasite, which causes an endemic disease of public concern. The model provides answers in a useful format for public health decisions, uses data and expert opinion, and can be applied to any landscape where the snail Biomphalaria glabrata is the main intermediate host (South and Central America, the Caribbean, and Africa). It incorporates several realistic and case‐specific features: stage‐structured parasite populations, periodic praziquantel (PZQ) drug treatment for humans, density dependence, extreme events (prolonged rainfall), site‐specific sanitation quality, environmental stochasticity, monthly rainfall variation, uncertainty in parameters, and spatial dynamics. We parameterize the model through a real‐world application in the district of Porto de Galinhas (PG), one of the main touristic destinations in Brazil, where previous studies identified four parasite populations within the metapopulation. The results provide a good approximation of the dynamics of the system and are in agreement with our field observations, i.e., the lack of basic infrastructure (sanitation level and health programs) makes PG a suitable habitat for the persistence and growth of a parasite metapopulation. We quantify the risk of SM metapopulation explosion and quasi‐extinction and the time to metapopulation explosion and quasi‐extinction. We evaluate the sensitivity of the results under varying scenarios of future periodic PZQ treatment (based on the Brazilian Ministry of Health's plan) and sanitation quality. We conclude that the plan might be useful to slow SM metapopulation growth but not to control it. Additional investments in better sanitation are necessary.     

Society without the social: the Spanish labour movement and the rise of the social, 1840–1880

Focusing on the Spanish case, this article addresses two fundamental questions: why were many unionized workers sceptical about state intervention in labour issues throughout the nineteenth century, and why did this attitude begin to change from the 1860s onwards? Its main thesis is that workers’ attitudes derived ultimately from different historical notions of ‘society’ that shaped their perceptions and experiences of labour relations and their attitude toward the role of the state. Thus, a notion of society as an aggregation of individuals shaped unionized Spanish workers’ hostility toward state intervention since the creation of the first unions in the 1840s. From the 1860s onward, a new conception of collective relations, namely ‘the social’, began to transform some workers’ expectations of the role of the state in labour conflicts. The main factor that explains this change, it is argued, lies in the relationship between the workers’ imaginary, their actions, and their expectations about these actions.     

Caloric restriction minimizes aging effects on the femoral medial condyle

This study aimed to analyze the effects of caloric restriction on aged femoral articular cartilage of Wistar rats. Three groups of eight animals each were considered: young (YC) and old (OC) control groups fed with a normal diet and old caloric restriction group (OCR) composed of 18-month-old animals fed with a 31% less caloric diet from 6-months of age. Articular cartilage was studied through morphometry and immunohistochemistry. Body mass was 12% less in the OCR group than in the OC group. The articular cartilage from OC rats show thinner medial condyles, fewer chondrocytes, smaller chondrocytes nuclear volume and, in both condyles, a predominance of collagen type II and less collagen density compared to both YC and OCR groups (p?p?相似文献   

Percentile Related Bounds and Estimator for the Mean of the Negative Binomial Distribution

Upper and lower bounds are obtained for the mean of the negative binomial distribution. These bounds are simple functions of a percentile determined by the shape parameter. The result is then used to obtain a robust estimate of the mean when the shape parameter is known.     

Unraveling quantity discounts

We consider the situation in which a buying organization deals with a discrete quantity discount schedule offered by a selling organization. Furthermore, the buying organization can negotiate with the selling organization about the lot size and purchase price, but does not know the underlying function that was used by the selling organization to determine the quantity discount schedule. In this paper, we provide an analytical and empirical basis for one general quantity discount function (QDF) that can be used to describe the underlying function of almost all different quantity discount types. We first develop such a QDF analytically. Among other things, this QDF enables buying organizations to calculate detailed prices for a large number of quantities. We subsequently show that the QDF fits very well with 66 discount schedules found in practice. We discuss that the QDF and related indicators can be a useful tool in supplier selection and negotiation processes. It can also be used for competitive analyses, multiple sourcing decisions, and allocating savings for purchasing groups. Additionally, the QDF can be included in research models incorporating quantity discounts. We conclude the paper with an outlook on further QDF research regarding the characterization of commodity markets from a demand elasticity point of view.