{"id":32633,"date":"1997-01-01T00:00:00","date_gmt":"1997-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/algoritmos-adaptativos-de-gibbs-sampling-para-la-identificacion-de-heterogeneidad-en-regresion-y-series-temporales\/"},"modified":"1997-01-01T00:00:00","modified_gmt":"1997-01-01T00:00:00","slug":"algoritmos-adaptativos-de-gibbs-sampling-para-la-identificacion-de-heterogeneidad-en-regresion-y-series-temporales","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/algoritmos-adaptativos-de-gibbs-sampling-para-la-identificacion-de-heterogeneidad-en-regresion-y-series-temporales\/","title":{"rendered":"Algoritmos adaptativos de gibbs sampling para la identificacion de heterogeneidad en regresion y series temporales."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Justel Eusebio Ana M. <\/strong><\/h2>\n<p>En la tesis doctoral se desarrollan nuevos procedimientos para la deteccion de observaciones atipicas que introducen heterogeneidad en muestras con datos independientes y dependientes. Se proponen dos nuevos algoritmos diferentes para los problemas de regresion y series temporales basados en el algoritmo de gibbs sampling.  se demuestra tambien que la aplicacion estandar de gibbs sampling no proporciona una identificacion correcta de los valores atipicos en problemas que presentan grupos de observaciones atipicas. Para ello la autora exitinde la aplicacion gibbs sampling a la identificacion de observaciones atipicas en regresion con un modelo lineal de contaminacion de escala. Se demuestra que el efecto del \u00abpotencial\u00bb en los modelos de regresion puede provocar una convergencia extremadamente lenta del algoritmo en muestras que contienen grupos atipicos influyentes.  la autora propone dos algoritmos diferentes para los problemas de regresion y series temporales basados en el lagaritmo de gibbs sampling (detectados anteriormente en la identificacion de grupos de observaciones atipicas).  el trabajo se apoya en demostraciones y se acompa\u00f1a de referencias bibliograficas.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Algoritmos adaptativos de gibbs sampling para la identificacion de heterogeneidad en regresion y series temporales.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Algoritmos adaptativos de gibbs sampling para la identificacion de heterogeneidad en regresion y series temporales. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Justel Eusebio Ana M. <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Carlos III de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1997<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Daniel Pe\u00f1a S\u00e1nchez De Rivera<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Antoni Espasa Terrades <\/li>\n<li>Francisco Javier Gir\u00f3n Gonz\u00e1lez-torre (vocal)<\/li>\n<li> Bernardo Herranz Jos\u00e9 Miguel (vocal)<\/li>\n<li> De La Horra Navarro Juli\u00e1n (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Justel Eusebio Ana M. En la tesis doctoral se desarrollan nuevos procedimientos para la deteccion de observaciones [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[18550,52977,6264,126,8166],"tags":[18567,14613,14614,27781,3368,89731],"class_list":["post-32633","post","type-post","status-publish","format-standard","hentry","category-carlos-iii-de-madrid","category-inventarios","category-investigacion-operativa","category-matematicas","category-programacion-no-lineal","tag-antoni-espasa-terrades","tag-bernardo-herranz-jose-miguel","tag-daniel-pena-sanchez-de-rivera","tag-de-la-horra-navarro-julian","tag-francisco-javier-giron-gonzalez-torre","tag-justel-eusebio-ana-m"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/32633","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=32633"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/32633\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=32633"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=32633"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=32633"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}