LUCAS MONTEIRO CHAVES - Academia.edu (original) (raw)

Papers by LUCAS MONTEIRO CHAVES

TEMA - Tendências em Matemática Aplicada e Computacional, 2012

Resumo. Neste trabalho, é introduzida uma família de distribuições denominada hipergeométrica con... more Resumo. Neste trabalho, é introduzida uma família de distribuições denominada hipergeométrica confluente G que inclui os importantes modelos: beta normal, beta Weibull, beta Gumbel, beta Pareto, entre outros. Novas distribuições são apresentadas como membros dessa família, por exemplo, a distribuição hipergeométrica confluente normal e a distribuição hipergeométrica confluente Weibull. A estimação dos parâmetros dessa nova classe de distribuições generalizadas é estudada utilizando o Método da Máxima Verossimilhança e sua potencialidade é demonstrada na modelagem de um conjunto de dados reais de trinta e cinco crianças com deficiência do hormônio de crescimento. Palavras-chave. Distribuição beta generalizada, distribuição hipergeométrica confluente, Método da Máxima Verossimilhança.

Estimators obtained by shrinking the least squares estimator are becoming widely used since the w... more Estimators obtained by shrinking the least squares estimator are becoming widely used since the work of Stein, in the early 60’s, where it was presented an estimator for the mean of multivariate normal that dominates the sample mean, and the work of Hoerl and Kennard, in the early 70’s, on ridge estimators. In this work we present an approach using Bayesian and empirical Bayesian procedures to obtain some important shrinkage estimators.

Page 1. Camaleão: um Software para Segurança Digital Utilizando Esteganografia ∗ Anderson de Reze... more Page 1. Camaleão: um Software para Segurança Digital Utilizando Esteganografia ∗ Anderson de Rezende Rocha 1 , Heitor Augustus Xavier Costa (Orientador) 2 , Lucas Monteiro Chaves (Co-orientador) 2 1 Instituto de Computação ...

TEMA - Tendências em Matemática Aplicada e Computacional, 2013

Cornell University - arXiv, Oct 31, 2016

a violação da desigualdade de Clauser-Horne-Shimony-Holt na prática. Após realizar o experimento,... more a violação da desigualdade de Clauser-Horne-Shimony-Holt na prática. Após realizar o experimento, usaram os dados na desigualdade e concluíram que a desigualdade, obtida por meio de argumentos probabilísticos, era violada, confirmando as conclusões obtidas por John S. Bell de que não era possível uma teoria de variáveis ocultas nas condições propostas por Einstein, Podolsky e Rosen. O objetivo deste trabalho é observar a validade das fórmulas nas

The problem on estimating a multivariate normal mean N p ( θ ; I ) when the vector mean is bounde... more The problem on estimating a multivariate normal mean N p ( θ ; I ) when the vector mean is bounded awaked interest practical and theoretical. Under such hypothesis it's possible to obtain estimators which dominate the sample mean estimator in relation to square loss. Generalizing previous results obtained, for univariate normal, J.A. Hartigan obtained, for multivariate normal with independent components, a Bayes estimator defined on a bounded closed convex set, with non-empty interior, which dominates the sample mean estimator. In this work, this result is presented in details for the case where the restriction set is a sphere centered at origin. A geometrical interpretation, useful to understand the phenomenon, is presented. Others estimators based on Gatsonis et. al. (1987) are proposed and the risks of all these estimators are compared through simulations, for the cases of dimensions p = 1 and p = 2.

� ABSTRACT: Data are often indexed by a set of labels that reflect certain experimental condition... more � ABSTRACT: Data are often indexed by a set of labels that reflect certain experimental conditions of interest. When these labels have, in addition, some symmetry in their particular structure, the methodology of symmetry studies (Viana, 2008) can be used to facilitate the analysis and interpretation of data. In the present work, the symmetry-related properties derived for the study of data indexed by quaternary sequences in length of three are studied in detail within that context.

Revista Brasileira de Biometria, 2017

The present work aims to achieve a dose with a pre-specified toxicity rate in a target population... more The present work aims to achieve a dose with a pre-specified toxicity rate in a target population. It proposes, using Bayesian methods and isotonic regression, a sequential design to allow the researchers to update prior information. The theory behind the design is not easily assimilated to non-statisticians. What makes such approach attractive is its reduction to four steps of easy manipulation, without the need of computational effort. Simulation procedures confirm the effectiveness of the proposed methodology.

Lifetime Data Analysis, 2021

In this article we extend the factor copula model to deal with right-censored event time data gro... more In this article we extend the factor copula model to deal with right-censored event time data grouped in clusters. The new methodology allows for clusters to have variable sizes ranging from small to large and intracluster dependence to be flexibly modeled by any parametric family of bivariate copulas, thus encompassing a wide range of dependence structures. Incorporation of covariates (possibly time dependent) in the margins is also supported. Three estimation procedures are proposed: both one-and two-stage parametric and a two-stage semiparametric method where marginal survival functions are estimated by using a Cox proportional hazards model. We prove that the estimators are consistent and asymptotically normally distributed, and assess their finite sample behavior with simulation studies. Furthermore, we illustrate the proposed methods on a data set containing the time to first insemination after calving in dairy cattle clustered in herds of different sizes.

A esteganografia, arte e ciência das comunicações secretas, inclui um vasto conjunto de métodos p... more A esteganografia, arte e ciência das comunicações secretas, inclui um vasto conjunto de métodos para comunicações secretas tais como tintas "invisíveis", micro-pontos, arranjo de caracteres (character arrangement) entre outras. Os principais objetivos deste trabalho foram pesquisar as principais técnicas de esteganografia em imagens digitais da atualidade e desenvolver um software capaz de permitir a comunicação segura pela internet.

Ciência Rural, 2017

ABSTRACT: The main application of genomic selection (GS) is the early identification of genetical... more ABSTRACT: The main application of genomic selection (GS) is the early identification of genetically superior animals for traits difficult-to-measure or lately evaluated, such as meat pH (measured after slaughter). Because the number of markers in GS is generally larger than the number of genotyped animals and these markers are highly correlated owing to linkage disequilibrium, statistical methods based on dimensionality reduction have been proposed. Among them, the partial least squares (PLS) technique stands out, because of its simplicity and high predictive accuracy. However, choosing the optimal number of components remains a relevant issue for PLS applications. Thus, we applied PLS (and principal component and traditional multiple regression) techniques to GS for pork pH traits (with pH measured at 45min and 24h after slaughter) and also identified the optimal number of PLS components based on the degree-of-freedom (DoF) and cross-validation (CV) methods. The PLS method out perf...

REVISTA BRASILEIRA DE BIOMETRIA

Three relevant facts about the least absolute shrinkage and selection operator (Lasso) are studie... more Three relevant facts about the least absolute shrinkage and selection operator (Lasso) are studied: The estimatives follows piecewise linear curves in relation to tuning parameter, the number of nonzero selected covariates is an unbiased estimator of its degrees of freedom and when the number of covariates p is greater than the numbers of observations n at most n covariates are selected. These results are well known and described in the literature, but with no simple demonstrations. We present, based on a geometrical approach, simple and intuitive heuristics proofs for these results.

REVISTA BRASILEIRA DE BIOMETRIA

Based on a geometrical interpretation of Ridge estimators a new Rao Ridge type estimator is propo... more Based on a geometrical interpretation of Ridge estimators a new Rao Ridge type estimator is proposed. Its advantage is to reach the optimum value for the shrinkage parameter more quickly. The geometry, the predictive capacity, a computational example, an application to real data and comparison with the usual Ridge estimator are developed.

Journal of Mathematics and Statistics

Cross-Validation is a model validation method widely used by the scientific community. The Genera... more Cross-Validation is a model validation method widely used by the scientific community. The Generalized Cross-Validation (GCV) is an invariant version of the usual Cross-Validation method. This generalization was obtained using the non usual theory of circulant complex matrices. In this work we intend to give a clear and complete exposition concerning the linear algebra assumptions required by the theory. The aim was to make this text accessible to a wide audience of statisticians and non-statisticians who use the Cross-Validation method in their research activities. It is also intended to supply the absence of a basic reference on this topic in the literature.

REVISTA BRASILEIRA DE BIOMETRIA

The theory of model prediction error is presented in details from the point of view of geometric ... more The theory of model prediction error is presented in details from the point of view of geometric constructions. It is expected that this approach can be a possible pedagogical tool in the treatment of the subject. Although the focus is essentially conceptual, all algebraic passages is developed in order to facilitate a greater understanding for the reader. Two elementary examples are presented..

Revista Ceres

The objective of this study was to apply data transformation via isotonic regression in growth cu... more The objective of this study was to apply data transformation via isotonic regression in growth curves studies of Guzerá cattle whose data presented disturbances characterized by decreased body weight in certain age groups. Weight-age data were collected on newly weaned Guzerá males according to the methodology of weight gain tests (WGT) defined by the Brazilian Association of Zebu Breeders (ABCZ). The Logistic, Von Bertalanffy and Gompertz models were fitted to weight-age data using the generalized least squares method for non-linear regression models through the Gauss-Newton algorithm. The proposed transformation based on isotonic regression theory proved to be efficient; and the Logistic model was the best to describe the growth of animals, with a high percentage of convergence (100%) and goodness of fit assessed by the mean squared error (MSE) and the coefficient of determination (R2).

TEMA - Tendências em Matemática Aplicada e Computacional, 2012

Resumo. Neste trabalho, é introduzida uma família de distribuições denominada hipergeométrica con... more Resumo. Neste trabalho, é introduzida uma família de distribuições denominada hipergeométrica confluente G que inclui os importantes modelos: beta normal, beta Weibull, beta Gumbel, beta Pareto, entre outros. Novas distribuições são apresentadas como membros dessa família, por exemplo, a distribuição hipergeométrica confluente normal e a distribuição hipergeométrica confluente Weibull. A estimação dos parâmetros dessa nova classe de distribuições generalizadas é estudada utilizando o Método da Máxima Verossimilhança e sua potencialidade é demonstrada na modelagem de um conjunto de dados reais de trinta e cinco crianças com deficiência do hormônio de crescimento. Palavras-chave. Distribuição beta generalizada, distribuição hipergeométrica confluente, Método da Máxima Verossimilhança.

Estimators obtained by shrinking the least squares estimator are becoming widely used since the w... more Estimators obtained by shrinking the least squares estimator are becoming widely used since the work of Stein, in the early 60’s, where it was presented an estimator for the mean of multivariate normal that dominates the sample mean, and the work of Hoerl and Kennard, in the early 70’s, on ridge estimators. In this work we present an approach using Bayesian and empirical Bayesian procedures to obtain some important shrinkage estimators.

Page 1. Camaleão: um Software para Segurança Digital Utilizando Esteganografia ∗ Anderson de Reze... more Page 1. Camaleão: um Software para Segurança Digital Utilizando Esteganografia ∗ Anderson de Rezende Rocha 1 , Heitor Augustus Xavier Costa (Orientador) 2 , Lucas Monteiro Chaves (Co-orientador) 2 1 Instituto de Computação ...

TEMA - Tendências em Matemática Aplicada e Computacional, 2013

Cornell University - arXiv, Oct 31, 2016

a violação da desigualdade de Clauser-Horne-Shimony-Holt na prática. Após realizar o experimento,... more a violação da desigualdade de Clauser-Horne-Shimony-Holt na prática. Após realizar o experimento, usaram os dados na desigualdade e concluíram que a desigualdade, obtida por meio de argumentos probabilísticos, era violada, confirmando as conclusões obtidas por John S. Bell de que não era possível uma teoria de variáveis ocultas nas condições propostas por Einstein, Podolsky e Rosen. O objetivo deste trabalho é observar a validade das fórmulas nas

The problem on estimating a multivariate normal mean N p ( θ ; I ) when the vector mean is bounde... more The problem on estimating a multivariate normal mean N p ( θ ; I ) when the vector mean is bounded awaked interest practical and theoretical. Under such hypothesis it's possible to obtain estimators which dominate the sample mean estimator in relation to square loss. Generalizing previous results obtained, for univariate normal, J.A. Hartigan obtained, for multivariate normal with independent components, a Bayes estimator defined on a bounded closed convex set, with non-empty interior, which dominates the sample mean estimator. In this work, this result is presented in details for the case where the restriction set is a sphere centered at origin. A geometrical interpretation, useful to understand the phenomenon, is presented. Others estimators based on Gatsonis et. al. (1987) are proposed and the risks of all these estimators are compared through simulations, for the cases of dimensions p = 1 and p = 2.

� ABSTRACT: Data are often indexed by a set of labels that reflect certain experimental condition... more � ABSTRACT: Data are often indexed by a set of labels that reflect certain experimental conditions of interest. When these labels have, in addition, some symmetry in their particular structure, the methodology of symmetry studies (Viana, 2008) can be used to facilitate the analysis and interpretation of data. In the present work, the symmetry-related properties derived for the study of data indexed by quaternary sequences in length of three are studied in detail within that context.

Revista Brasileira de Biometria, 2017

The present work aims to achieve a dose with a pre-specified toxicity rate in a target population... more The present work aims to achieve a dose with a pre-specified toxicity rate in a target population. It proposes, using Bayesian methods and isotonic regression, a sequential design to allow the researchers to update prior information. The theory behind the design is not easily assimilated to non-statisticians. What makes such approach attractive is its reduction to four steps of easy manipulation, without the need of computational effort. Simulation procedures confirm the effectiveness of the proposed methodology.

Lifetime Data Analysis, 2021

In this article we extend the factor copula model to deal with right-censored event time data gro... more In this article we extend the factor copula model to deal with right-censored event time data grouped in clusters. The new methodology allows for clusters to have variable sizes ranging from small to large and intracluster dependence to be flexibly modeled by any parametric family of bivariate copulas, thus encompassing a wide range of dependence structures. Incorporation of covariates (possibly time dependent) in the margins is also supported. Three estimation procedures are proposed: both one-and two-stage parametric and a two-stage semiparametric method where marginal survival functions are estimated by using a Cox proportional hazards model. We prove that the estimators are consistent and asymptotically normally distributed, and assess their finite sample behavior with simulation studies. Furthermore, we illustrate the proposed methods on a data set containing the time to first insemination after calving in dairy cattle clustered in herds of different sizes.

A esteganografia, arte e ciência das comunicações secretas, inclui um vasto conjunto de métodos p... more A esteganografia, arte e ciência das comunicações secretas, inclui um vasto conjunto de métodos para comunicações secretas tais como tintas "invisíveis", micro-pontos, arranjo de caracteres (character arrangement) entre outras. Os principais objetivos deste trabalho foram pesquisar as principais técnicas de esteganografia em imagens digitais da atualidade e desenvolver um software capaz de permitir a comunicação segura pela internet.

Ciência Rural, 2017

ABSTRACT: The main application of genomic selection (GS) is the early identification of genetical... more ABSTRACT: The main application of genomic selection (GS) is the early identification of genetically superior animals for traits difficult-to-measure or lately evaluated, such as meat pH (measured after slaughter). Because the number of markers in GS is generally larger than the number of genotyped animals and these markers are highly correlated owing to linkage disequilibrium, statistical methods based on dimensionality reduction have been proposed. Among them, the partial least squares (PLS) technique stands out, because of its simplicity and high predictive accuracy. However, choosing the optimal number of components remains a relevant issue for PLS applications. Thus, we applied PLS (and principal component and traditional multiple regression) techniques to GS for pork pH traits (with pH measured at 45min and 24h after slaughter) and also identified the optimal number of PLS components based on the degree-of-freedom (DoF) and cross-validation (CV) methods. The PLS method out perf...

REVISTA BRASILEIRA DE BIOMETRIA

Three relevant facts about the least absolute shrinkage and selection operator (Lasso) are studie... more Three relevant facts about the least absolute shrinkage and selection operator (Lasso) are studied: The estimatives follows piecewise linear curves in relation to tuning parameter, the number of nonzero selected covariates is an unbiased estimator of its degrees of freedom and when the number of covariates p is greater than the numbers of observations n at most n covariates are selected. These results are well known and described in the literature, but with no simple demonstrations. We present, based on a geometrical approach, simple and intuitive heuristics proofs for these results.

REVISTA BRASILEIRA DE BIOMETRIA

Based on a geometrical interpretation of Ridge estimators a new Rao Ridge type estimator is propo... more Based on a geometrical interpretation of Ridge estimators a new Rao Ridge type estimator is proposed. Its advantage is to reach the optimum value for the shrinkage parameter more quickly. The geometry, the predictive capacity, a computational example, an application to real data and comparison with the usual Ridge estimator are developed.

Journal of Mathematics and Statistics

Cross-Validation is a model validation method widely used by the scientific community. The Genera... more Cross-Validation is a model validation method widely used by the scientific community. The Generalized Cross-Validation (GCV) is an invariant version of the usual Cross-Validation method. This generalization was obtained using the non usual theory of circulant complex matrices. In this work we intend to give a clear and complete exposition concerning the linear algebra assumptions required by the theory. The aim was to make this text accessible to a wide audience of statisticians and non-statisticians who use the Cross-Validation method in their research activities. It is also intended to supply the absence of a basic reference on this topic in the literature.

REVISTA BRASILEIRA DE BIOMETRIA

The theory of model prediction error is presented in details from the point of view of geometric ... more The theory of model prediction error is presented in details from the point of view of geometric constructions. It is expected that this approach can be a possible pedagogical tool in the treatment of the subject. Although the focus is essentially conceptual, all algebraic passages is developed in order to facilitate a greater understanding for the reader. Two elementary examples are presented..

Revista Ceres

The objective of this study was to apply data transformation via isotonic regression in growth cu... more The objective of this study was to apply data transformation via isotonic regression in growth curves studies of Guzerá cattle whose data presented disturbances characterized by decreased body weight in certain age groups. Weight-age data were collected on newly weaned Guzerá males according to the methodology of weight gain tests (WGT) defined by the Brazilian Association of Zebu Breeders (ABCZ). The Logistic, Von Bertalanffy and Gompertz models were fitted to weight-age data using the generalized least squares method for non-linear regression models through the Gauss-Newton algorithm. The proposed transformation based on isotonic regression theory proved to be efficient; and the Logistic model was the best to describe the growth of animals, with a high percentage of convergence (100%) and goodness of fit assessed by the mean squared error (MSE) and the coefficient of determination (R2).