Strategic Project - UI 6 - 2014

Publications

Searching for the corner seismic moment in worldwide data

Publication . Felgueiras, Miguel; Santos, Rui; Oliveira Martins, João Paulo

In this paper the existence of the corner frequency value for the seismic moment distribution is investigated, analysing worldwide data. Pareto based distributions, usually considered as the most suitable to this type of data, are fitted to the most recent data, available in a global earthquake catalog. Despite the undeniable finite nature of the seismic moment data, we conclude that no corner frequency can be established considering the available data set. © 2015 AIP Publishing LLC.

2015-12Conference paper

Open access

Three-dimensional array-based group testing algorithms with one-stage

Publication . Oliveira Martins, João Paulo; Felgueiras, Miguel; Santos, Rui

The use of three-dimensional array-based testing algorithms is more efficient and accurate in some situations than other more commonly used algorithms to protocol pooled samples testing. We evaluate the advantages of using of this complex pooling schemes with only one stage in the problem of estimation of the prevalence rate of some disease. Using simulation work, we show that it does not seem to exist any advantage in using three or even higher-dimensional arrays for this type of problem.

2015-12Conference paper

Restricted access

Gaussian Scale Mixtures

Publication . Felgueiras, Miguel Martins; Martins, João Paulo; Santos, Rui Filipe; European Society of Computational Methods in Sciences and Engineering (ESCMSE)

In this paper we present a parsimonious approximation of a Gaussian mixture when its components share a common mean value, i.e. a scale mixture. We show that a shifted and scaled Student’s t -distribution can be approximated to this type of mixture, and use the result to develop a hypothesis test for the equality of the components mean value. A simulation study to check the quality of the approximation is also provided, together with an application to logarithmic daily returns.

2017-02Research article

Open access

A Maximum Likelihood Estimator for the Prevalence Rate Using Pooled Sample Tests

Publication . Martins, João Paulo; Santos, Rui; Felgueiras, Miguel

Since Dorfman’s seminal work, research on methodologies involving pooled sample tests has increased significantly.Moreover, the use of pooled samples refers not only to the classification problem (identifying all the infected individuals in a population), but also refers to the problem of estimating the prevalence rate p, as Sobel and Elashoff stated. The use of compound tests is not restricted to hierarchical algorithms where the most common example is Dorfman’s two-stage procedure. Matrix schemes such as the square array algorithm or multidimensional matrices schemes in certain cases outperform Dorfman’s procedure. Maximum likelihood estimates are quite difficult to compute when a procedure does not classify all individuals. This paper presents two innovative methods to compute maximum likelihood estimates in both type of procedures.

2015-01Book part

Open access

Keywords

Extreme Value Theory,Parametric and semi parametric inference,Bayesian Analysis,Space time models, Exact sciences ,Exact sciences/Mathematics

Funding agency

Fundação para a Ciência e a Tecnologia, I.P.
Fundação para a Ciência e a Tecnologia, I.P.

Funding programme

6817 - DCRRNI ID
Financiamento de Projectos de IC&DT Estratégicos e de Interesse Público promovidos por Laboratórios Associados e Unidades de I&D - 2014 - OE

Funding Award Number

PEst-OE/MAT/UI0006/2014