modelos estocásticos e aplicações - dia 19 de junho - UFRJ - colóquio interinstitucional

["Maria Eulalia Vares" <eulalia@im.ufrj.br>]

Caros colegas, 

Estamos reenviando a mensagem anterior como lembrete e para confirmar a
próxima edição do colóquio COLMEA, quarta-feira, dia 19, no Bloco C do CT, no
Fundão. 
Sds,
os organizadores 

---------- Forwarded Message -----------
From: "Maria Eulalia Vares" <eulalia@im.ufrj.br>
To: abe-l@ime.usp.br
Cc: Evaldo Curado <evaldo@cbpf.br>, Leonardo Rolla <leorolla@impa.br>, Mariane
Branco Alves <mariane@im.ufrj.br>, Valentin Sisko <valentin33@gmail.com>,
Vladas Sidoravicius <vladas@impa.br>
Sent: Tue, 28 May 2013 11:53:15 -0200
Subject: modelos estocásticos e aplicações - dia 19 de junho - UFRJ - colóquio
interinstitucional

Caros colegas,

O colóquio interinstitucional "Modelos Estocásticos e Aplicações" terá
seu próximo encontro no dia 19 de junho, na UFRJ, com a seguinte
programação: (resumos no final da mensagem)

14:00h - 15:20h - Carlos Alberto de Bragança Pereira (USP)
Nested hypotheses: an example in Genetics

15:40h -17:00h - Serguei Popov (UNICAMP)
Soft local times and decoupling of random interlacements

17:00h - Discussão e lanche

Local: Centro de Tecnologia - bloco C - sala C-116, Cidade Universitária -
Ilha do Fundão

Um cartaz de divulgação encontra-se  no endereço abaixo:

http://www.im.ufrj.br/~coloquiomea/cartaz/2013_06.pdf

Informações completas sobre os colóquios anteriores podem ser encontradas em

http://www.im.ufrj.br/~coloquiomea/

Todos são bem vindos. Agradecemos também pela divulgação.

Atenciosamente,

O Comitê organizador: Evaldo M.F. Curado (CBPF), Leonardo T. Rolla (IMPA),
Maria Eulalia Vares, Mariane Branco Alves (UFRJ), Valentin Sisko (UFF), Vladas
Sidoravicius (IMPA)

RESUMOS  DAS PALESTRAS:

Nested hypotheses: an example in Genetics
Carlos Alberto de Bragança Pereira (USP)

Initial Comment: Treating nested hypotheses is an old important
challenge to statisticians. To dramatize the motivation we have chosen
an important and common problem in population and human genetics. This
talk is based on the article by R. Izbicki, V. Fossaluza, A. G.
Hounie, E. Y. Nakano, C. A. Pereira (2011), Testing allele
homogeneity: The problem of nested hypotheses, BMC Genetics 13:103.
Conclusions: The allelic and genotypic homogeneity test usually
described in the literature shows undesirable inconsistencies on its
results. We show that even when using a proper frequentist procedure
to test allelic homogeneity these inconsistencies still occur. There
are no flaws when e-values are used instead. A routine that performs
all tests considered in this paper in R Software can be downloaded on
www.ime.usp.br/~cpereira/programs/nested.r.
Keywords: Homogeneity test, FBST, Allele homogeneity, Chi-squared
test, Bayesian Methods

Soft local times and decoupling of random interlacements
Serguei Popov (UNICAMP)

We establish a decoupling feature of the random interlacement process
I^u in Z^d, at level u, for d \geq 3. Roughly speaking, we show that
observations of I^u restricted to two disjoint subsets A_1 and A_2 of
Z^d are approximately independent, once we add a sprinkling to the
process I^u by slightly increasing the parameter u. Our results differ
from previous ones in that we allow the mutual distance between the
sets A_1 and A_2 to be much smaller than their diameters. We then
provide an important application of this decoupling for which such
flexibility is crucial. More precisely, we prove that, above a certain
critical threshold u**, the probability of having long paths that
avoid I^u is exponentially small, with logarithmic corrections for
d=3. To obtain the above decoupling, we first develop a general method
for comparing the trace left by two Markov chains on the same state
space. This method is based in what we call the soft local time of a
chain. In another crucial step towards our main result, we also prove
that any discrete set can be "smoothened" into a slightly enlarged
discrete set, for which its equilibrium measure behaves in a regular
way. This is a joint work with Augusto Teixeira.