2,805 research outputs found
Marriage record of Barone, Andrea and Bozzetta, Teresa
No full textMarriage license for Andrea Barone and Teresa Bozzetta. L. Leblanc was the officiant
Marriage record of Barone, Andrea Leto and Pullaro, Elia
No full textMarriage license for Andrea Leto Barone and Elia Pullaro. John Grimaldi was the Notary Public
Toward a General Yet Effective Computational Approach for Diffusive Problems: Variable Diffusion Tensor and DVR Solution of the Smoluchowski Equation along a General One-Dimensional Coordinate
No full textA generalization to arbitrary large amplitude motions of a recent approach to the evaluation of diffusion tensors [ J. Comput. Chem. , 2009 , 30 , 2 - 13 ] is presented and implemented in a widely available package for electronic structure computations. A fully black-box tool is obtained, which, starting from the generation of geometric structures along different kinds of paths, proceeds toward the evaluation of an effective diffusion tensor and to the solution of one-dimensional Smoluchowski equations by a robust numerical approach rooted in the discrete variable representation (DVR). Application to a number of case studies shows that the results issuing from our approach are identical to those delivered by previous software (in particular DiTe) for rigid scans along a dihedral angle, but can be improved by employing relaxed scans (i.e., constrained geometry optimizations) or even more general large amplitude paths. The theoretical and numerical background is robust and general enough to allow quite straightforward extensions in several directions (e.g., inclusion of reactive paths, solution of Fokker-Planck or stochastic Liouville equations, multidimensional problems, free-energy rather than electronic-energy driven processes)
Barone di Munchhausen. Un ufficiale che volava sulle palle dei cannoni
No full textvoce relativa al personaggio del Barone di Munchhausen, creato dall'omonimo Barone, scrittore per ragazz
Bayesian inference for discretely observed continuous time multi-state models
No full textMulti-state models are frequently applied to represent processes evolving through a discrete set of states. Important classes of multi-state models arise when transi- tions between states may depend on the time passed since entry into the current state or on the time elapsed from the start of the process. The former models are called semi-Markov while the latter are known as inhomogeneous Markov models. Infer- ence for both the models presents computational difficulties when the process is only observed at discrete time points with no additional information about the state tran- sitions. In fact, in both the cases, the likelihood function is not available in closed form. To obtain Bayesian inference under these two classes of models we recon- struct the entire unobserved trajectories conditioned on the observed points via a Metropolis-Hastings algorithm. As proposal density we use that given by the nested Markov models whose conditioned trajectories can easily be drawn with the uni- formization technique. The resulting inference is illustrated via simulation studies and the analysis of two benchmark data sets for multi-state models
An assessment of financial sector rescue programmes
No full textWe analyse the wide array of rescue programmes adopted in several countries, following Lehman Brothers’ default in September 2008, in order to support banks and other financial institutions. We first provide an overview of the programmes, comparing their characteristics, magnitudes and participation rates across countries. We then consider the effects of the programmes on banks’ risk and valuation, looking at the behaviour of CDS premia and stock prices. We then proceed to analyse the issuance of government guaranteed bonds by banks, examining their impact on banks’ funding and highlighting undesired effects and distortions. Finally, we briefly review the recent evolution of bank lending to the private sector. We draw policy implications, in particular as regards the way of mitigating the distortions implied by such programmes and the need for an exit strategy.bank asset guarantees, capital injection, banks, financial sector, financial crisis, bank consolidation, bank mergers and acquisitions, event studies, government guaranteed bonds, credit crunch, exit strategy
Bayesian mixtures of semi-Markov models
No full textIn this paper we propose a clustering technique for continuous-time semi- Markov models in order to take account of groups of individuals having similar process realizations. In fact fitting standard parametric models in presence of het- erogeneity between population groups may produce biased inferences for relevant process feautres. To model individual heterogeneity we consider a Dirichlet process mixture (DPM) of semi-Markov continuous-time models. We also consider the case of discretely observed trajectories of continuous time processes, providing an algo- rithm which clusterize the observations after having reconstructed the continuous- time paths between the observed points. Full MCMC inference is performed with an application to a real dataset
Bayesian mixtures of discretely observed multi-state models
No full textIn this paper we propose a clustering technique for discretely ob- served continuous-time models in order to take account of groups of individuals having similar process realizations. In fact, fitting standard parametric models in presence of heterogeneity between population groups may produce biased infer- ences for relevant process features. To model individual heterogeneity we consider both finite mixtures and Dirichlet process mixture (DPM) of different multi-state models. We base our algorithms on the whole reconstructed trajectories with the reconstruction step conducted by the uniformization technique usually employed for the generation of Markovian multi-state processes. We present MCMC in- ference for Markov, semi-Markov and in-homogeneous Markov models with an application to a real dataset
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