Bayesian inference in Markovian queues

This paper is concerned with the Bayesian analysis of general queues with Poisson input and exponential service times. Joint posterior distribution of the arrival rate and the individual service rate is obtained from a sample consisting inn observations of the interarrival process andm complete service times. Posterior distribution of traffic intensity inM/M/c is also obtained and the statistical analysis of the ergodic condition from a decision point of view is discussed.     

Inference and prediction in bulk arrival queues and queues with service in stages

This paper deals with the statistical analysis from a Bayesian point of view, of bulk arrival queues where the batch size is considered as a fixed constant. The focus is on prediction of the usual measures of performance of the system in the steady state. The probability generating function of the posterior predictive distribution of the number of customers in the system and the Laplace transform of the posterior predictive distribution of the waiting time in the system are obtained. Numerical inversion of these transforms is considered. Inference and prediction of its equivalent single queue with service in stages is also discussed. © 1998 John Wiley & Sons, Ltd.     

Propagating fronts in reaction–diffusion systems

Propagating reaction–diffusion fronts constitute one of the paradigms in the realm of the nonlinear chemical phenomena. In this paper different situations are considered. Firstly, we discuss the problem of front propagation in a two‐variable chemical system exhibiting multiple stationary states. Emphasis is put on the question of velocity selection. In section 3 of our contribution, the question of front propagating in spatially modulated and noisy media is addressed. Finally, we also briefly comment on the problem of reaction–diffusion fronts in non‐quiescent media. In this particular scenario we simply aim at introducing the two basic propagation modes, i.e., thin versus distributed reaction fronts, that are identified in our numerical simulations. This revised version was published online in July 2006 with corrections to the Cover Date.     

Two-Stage Bayesian Approach for GWAS With Known Genealogy

Genome-wide association studies (GWAS) aim to assess relationships between single nucleotide polymorphisms (SNPs) and diseases. They are one of the most popular problems in genetics, and have some peculiarities given the large number of SNPs compared to the number of subjects in the study. Individuals might not be independent, especially in animal breeding studies or genetic diseases in isolated populations with highly inbred individuals. We propose a family-based GWAS model in a two-stage approach comprising a dimension reduction and a subsequent model selection. The first stage, in which the genetic relatedness between the subjects is taken into account, selects the promising SNPs. The second stage uses Bayes factors for comparison among all candidate models and a random search strategy for exploring the space of all the regression models in a fully Bayesian approach. A simulation study shows that our approach is superior to Bayesian lasso for model selection in this setting. We also illustrate its performance in a study on Beta-thalassemia disorder in an isolated population from Sardinia. Supplementary Material describing the implementation of the method proposed in this article is available online.     

Direct Dual‐Template Synthesis of MWW Zeolite Monolayers

A two‐dimensional zeolite with the topology of MWW sheets has been obtained by direct synthesis with a combination of two organic structure‐directing agents. The resultant material consists of approximately 70 % single and double layers and displays a well‐structured external surface area of about 300 m² g^?1. The delaminated zeolite prepared by means of this single‐step synthetic route has a high delamination degree, and the structural integrity of the MWW layers is well preserved. The new zeolite material displayed excellent activity, selectivity, and stability when used as a catalyst for the alkylation of benzene with propylene and found to be superior to the catalysts that are currently used for producing cumene.     

Prediction in Markovian bulk arrival queues

This paper deals with the statistical analysis of bulk arrival queues from a Bayesian point of view. The focus is on prediction of the usual measures of performance of the system in equilibrium. Posterior predictive distribution of the number of customers in the system is obtained through its probability generating function. Posterior distribution of the waiting time, in the queue and in the system, of the first customer of an arriving group is expressed in terms of their Laplace and Laplace–Stieltjes transform. Discussion of numerical inversion of these transforms is addressed.     

Sensitivity analysis of efficiency and Malmquist productivity indices: An application to Spanish savings banks

Hypothesis testing and statistical precision in the context of non-parametric efficiency and productivity measurement have been investigated since the early 1990s. Recent contributions focus on this matter through the use of resampling methods—i.e., bootstrapping techniques. However, empirical evidence is still practically non-existent. This gap is more noticeable in the case of banking efficiency studies, where the literature is immense. In this work, we explore productivity growth and productive efficiency for Spanish savings banks over the (initial) post-deregulation period 1992–1998 using Data Envelopment Analysis (DEA) and bootstrapping techniques. Results show that productivity growth has occurred, mainly due to improvement in production possibilities, and that mean efficiency has remained fairly constant over time. The bootstrap analysis yields further evidence, as for many firms productivity growth, or decline, is not statistically significant. With regard to efficiency measurement, the bootstrap reveals that the disparities in the original efficiency scores of some firms are lessened to a great extent.