Relatórios de Pesquisa

35/2004 Probit Regression Model for Spatially Dependent Discrete Choice Data: A Simulation Study
Ricardo Tadashi Takeyama, Emanuel P. Barbosa

This paper is about spatial econometrics in the context of discrete choice models for area data. It is presented here a simulation study of a (very useful) Bayesian econometric model for the probit regression in binary responses with spatially structured random effects in the latent variable.Because of the large number of parameters to be estimated by stochastic simulation and the model complexity itself, in some cases it is not certain the convergence in the Gibbs sampling procedure. With this respect, it is proposed in this paper some modification in the MCMC procedure in order to improve convergence. Also a couple of particular cases of this spatial model, which are more known in the literature, are included in the analysis as reference for comparison.The simulation study considers the spatial structure of the geographical (administrative) region of Campinas, SP, Brazil, composed by 90 counties. The model is simulated according to different settings, with three distinct sample sizes, varying the number of agents in each region, where are generated 150 samples at each area. Also, it is considered six different values for the spatial parameter. In all settings, it is compared the estimation performance of the proposed procedure with the references in the econometric literature and the results are discussed. Also, a short illustration of the main procedures considered is presented involving real data about the 2002 Brazilian presidential election.


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34/2004 Phylogenetic Trees via Hamming Distance Decomposition Tests
Cézar A. F. Anselmo, Aluísio Pinheiro

The paper considers the problem of Phylogenetic tree construction. Our approach to the problem bases itself on a non-parametric paradigma seeking a model free construction and symmetry on Type I and II errors. Trees are constructed through sequential tests using Hamming distance dissimilarity measures, from internal nodes to the tips. The method has some advantages over the traditional methods. It is very fast, computationally efficient, and feasible to be used for very large datasets. Two other novelties are its capacity to deal directly with multiple sequences per group (and built its statistical properties upon this richer information) and that the best tree will not have a predetermined number of tips i.e. the resulting number of tips will be statistically meaningful.We applied the method in a sample of primate mitochondrial DNA sequences, illustrating that it can perform quite well even on very unbalanced design. Computational complexities are also addressed.


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33/2004 Singular Perturbation Problems for Time-Reversible Systems
Cláudio A. Buzzi, Paulo Ricardo da Silva, Marco A. Teixeira

In this paper singularly perturbed reversible vector fields defined in R^2 without normal hyperbolicity conditions are discussed. The main results give conditions for the existence of infinitely many periodic orbits and heteroclinic cycles converging to singular orbits with respect to to the Hausdorff distance. Besides we classify the slow manifolds via exhibition of three normal forms on neighborhoods of non normally hyperbolic points.


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32/2004 O Problema de Apolônio: Aspectos Históricos e Computacionai
Sandra A. Santos, André Luis Trevisan
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31/2004 Complex Hyperbolic Structures on Disc Bundles Over Surfaces
Alexandre Ananin, Carlos H. Grossi, Nikolay Gusevskii

We study oriented disc bundles $M$ over a closed orientable surface $\Sigma$ that arise from certain discrete subgroups in $\PU(2,1)$ generated by reflections in ultraparallel complex lines in the complex hyperbolic plane $\Bbb H_{\Bbb C}^2$. The results obtained allow us to construct the first examples of$\bullet$ Disc bundles $M$ over $\Sigma$ that satisfy the equality $2(\chi+e)=3\tau$,$\bullet$ Disc bundles $M$ over $\Sigma$ that satisfy the inequality $\frac{1}{2}\chi


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30/2004 Condiciones Necesarias y Suficientes en Cálculo Variacional
Juliana Cervelati, Marko A. Rojas-Medar

En los últimos años surgió en la literatura asociada a la programación matemática la noción de función invex y sus generalizaciones, las cuales se han mostrado muy eficientes en la obtención de condiciones suficientes de optimalidad. Nuestro objetivo esencial es mostrar sus usos en problemas de cálculo variacional.


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29/2004 Números de Fibonacci e Partições de Frobenius
I. M. Craveiro, José Plínio O. Santos
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28/2004 A Onda-Imagem em Meios Elipticamente Isotrópicos
Rafael Aleixo, Jörg Schleicher
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27/2004 Completeness Conditions in Certain Weyl Complexes, Combinatorics and Parsimony
Mari Sano

We describe the combinatorial relationship between different completeness theorems in the Buchsbaum-Rota resolutionof Weyl modules. In particular this gives a completely elementary, combinatorial description of the Buchsbaum-Rota construction that shows that it is a resolution.


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26/2004 Fórmula Explícita e Interpretação Combinatória para os Números de Fibonacci
I. M. Craveiro, José Plínio O. Santos
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