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Julio Michael Stern [67]Johannes Stern [2]J. M. Stern [1]
  1. (1 other version)Color-Coded Epistemic Modes in a Jungian Hexagon of Opposition.Julio Michael Stern - 2022 - In Jean-Yves Beziau & Ioannis Vandoulakis (eds.), The Exoteric Square of Opposition. Birkhauser.
    This article considers distinct ways of understanding the world, referred to in psychology as Functions of Consciousness or as Cognitive Modes, having as the scope of interest epistemology and natural sciences. Inspired by C.G. Jung's Simile of the Spectrum, we consider three basic cognitive modes associated to: (R) embodied instinct, experience, and action; (G) reality perception and learning; and (B) concept abstraction, rational thinking, and language. RGB stand for the primary colors: red, green, and blue. Accordingly, a conceptual map between (...)
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  2. Symmetry, Invariance and Ontology in Physics and Statistics.Julio Michael Stern - 2011 - Symmetry 3 (3):611-635.
    This paper has three main objectives: (a) Discuss the formal analogy between some important symmetry-invariance arguments used in physics, probability and statistics. Specifically, we will focus on Noether’s theorem in physics, the maximum entropy principle in probability theory, and de Finetti-type theorems in Bayesian statistics; (b) Discuss the epistemological and ontological implications of these theorems, as they are interpreted in physics and statistics. Specifically, we will focus on the positivist (in physics) or subjective (in statistics) interpretations vs. objective interpretations that (...)
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  3. Verstehen (causal/interpretative understanding), Erklaeren (law-governed description/prediction), and Empirical Legal Studies.Julio Michael Stern - 2018 - Journal of Institutional and Theoretical Economics 174:105-114.
    Comments presented at the 35th International Seminar on the -- New Institutional Economics -- Empirical Methods for the Law; Syracuse, 2018.
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  4. Logically-consistent hypothesis testing and the hexagon of oppositions.Julio Michael Stern, Rafael Izbicki, Luis Gustavo Esteves & Rafael Bassi Stern - 2017 - Logic Journal of the IGPL 25 (5):741-757.
    Although logical consistency is desirable in scientific research, standard statistical hypothesis tests are typically logically inconsistent. To address this issue, previous work introduced agnostic hypothesis tests and proved that they can be logically consistent while retaining statistical optimality properties. This article characterizes the credal modalities in agnostic hypothesis tests and uses the hexagon of oppositions to explain the logical relations between these modalities. Geometric solids that are composed of hexagons of oppositions illustrate the conditions for these modalities to be logically (...)
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  5. A sharper image: the quest of science and recursive production of objective realities.Julio Michael Stern - 2020 - Principia: An International Journal of Epistemology 24 (2):255-297.
    This article explores the metaphor of Science as provider of sharp images of our environment, using the epistemological framework of Objective Cognitive Constructivism. These sharp images are conveyed by precise scientific hypotheses that, in turn, are encoded by mathematical equations. Furthermore, this article describes how such knowledge is pro-duced by a cyclic and recursive development, perfection and reinforcement process, leading to the emergence of eigen-solutions characterized by the four essential properties of precision, stability, separability and composability. Finally, this article discusses (...)
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  6. (1 other version)Jacob’s Ladder: Logics of Magic, Metaphor and Metaphysics.Julio Michael Stern - 2020 - Sophia 59 (2):365-385.
    In this article, we discuss some issues concerning magical thinking—forms of thought and association mechanisms characteristic of early stages of mental development. We also examine good reasons for having an ambivalent attitude concerning the later permanence in life of these archaic forms of association, and the coexistence of such intuitive but informal thinking with logical and rigorous reasoning. At the one hand, magical thinking seems to serve the creative mind, working as a natural vehicle for new ideas and innovative insights, (...)
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  7. Continuous versions of Haack’s puzzles: equilibria, eigen-states and ontologies.Julio Michael Stern - 2017 - Logic Journal of the IGPL 25 (4):604-631.
    This article discusses some continuous limit cases of Susan Haack’s crossword puzzle metaphor for the coherent development and foundation of science. The main objective of this discussion is to build a bridge between Haack’s foundherentism and the epistemological framework of objective cognitive constructivism, including its key metaphor of objects as tokens for eigen-solutions. The historical development of chemical affinity tables is used to illustrate our arguments.
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  8. The Rules of Logic Composition for the Bayesian Epistemic e-Values.Wagner Borges & Julio Michael Stern - 2007 - Logic Journal of the IGPL 15 (5-6):401-420.
    In this paper, the relationship between the e-value of a complex hypothesis, H, and those of its constituent elementary hypotheses, Hj, j = 1… k, is analyzed, in the independent setup. The e-value of a hypothesis H, ev, is a Bayesian epistemic, credibility or truth value defined under the Full Bayesian Significance Testing mathematical apparatus. The questions addressed concern the important issue of how the truth value of H, and the truth function of the corresponding FBST structure M, relate to (...)
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  9. Jacob's Ladder and Scientific Ontologies.Julio Michael Stern - 2014 - Cybernetics and Human Knowing 21 (3):9-43.
    The main goal of this article is to use the epistemological framework of a specific version of Cognitive Constructivism to address Piaget’s central problem of knowledge construction, namely, the re-equilibration of cognitive structures. The distinctive objective character of this constructivist framework is supported by formal inference methods of Bayesian statistics, and is based on Heinz von Foerster’s fundamental metaphor of objects as tokens for eigen-solutions. This epistemological perspective is illustrated using some episodes in the history of chemistry concerning the definition (...)
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  10. Cognitive Constructivism, Eigen-Solutions, and Sharp Statistical Hypotheses.Julio Michael Stern - 2007 - Cybernetics and Human Knowing 14 (1):9-36.
    In this paper epistemological, ontological and sociological questions concerning the statistical significance of sharp hypotheses in scientific research are investigated within the framework provided by Cognitive Constructivism and the FBST (Full Bayesian Significance Test). The constructivist framework is contrasted with the traditional epistemological settings for orthodox Bayesian and frequentist statistics provided by Decision Theory and Falsificationism.
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  11. Constructive Verification, Empirical Induction, and Falibilist Deduction: A Threefold Contrast.Julio Michael Stern - 2011 - Information 2 (4):635-650.
    This article explores some open questions related to the problem of verification of theories in the context of empirical sciences by contrasting three epistemological frameworks. Each of these epistemological frameworks is based on a corresponding central metaphor, namely: (a) Neo-empiricism and the gambling metaphor; (b) Popperian falsificationism and the scientific tribunal metaphor; (c) Cognitive constructivism and the object as eigen-solution metaphor. Each of one of these epistemological frameworks has also historically co-evolved with a certain statistical theory and method for testing (...)
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  12. The Logical Consistency of Simultaneous Agnostic Hypothesis Tests.Julio Michael Stern - 2016 - Entropy 8 (256):1-22.
    Simultaneous hypothesis tests can fail to provide results that meet logical requirements. For example, if A and B are two statements such that A implies B, there exist tests that, based on the same data, reject B but not A. Such outcomes are generally inconvenient to statisticians (who want to communicate the results to practitioners in a simple fashion) and non-statisticians (confused by conflicting pieces of information). Based on this inconvenience, one might want to use tests that satisfy logical requirements. (...)
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  13. Pragmatic Hypotheses in the Evolution of Science.Julio Michael Stern, Luis Gustavo Esteves, Rafael Izbicki & Rafael Stern - 2019 - Entropy 21 (9):1-17.
    This paper introduces pragmatic hypotheses and relates this concept to the spiral of scientific evolution. Previous works determined a characterization of logically consistent statistical hypothesis tests and showed that the modal operators obtained from this test can be represented in the hexagon of oppositions. However, despite the importance of precise hypothesis in science, they cannot be accepted by logically consistent tests. Here, we show that this dilemma can be overcome by the use of pragmatic versions of precise hypotheses. These pragmatic (...)
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  14. Bayesian Evidence Test for Precise Hypotheses.Julio Michael Stern - 2003 - Journal of Statistical Planning and Inference 117 (2):185-198.
    The full Bayesian signi/cance test (FBST) for precise hypotheses is presented, with some illustrative applications. In the FBST we compute the evidence against the precise hypothesis. We discuss some of the theoretical properties of the FBST, and provide an invariant formulation for coordinate transformations, provided a reference density has been established. This evidence is the probability of the highest relative surprise set, “tangential” to the sub-manifold (of the parameter space) that defines the null hypothesis.
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  15. Bayesian epistemic values: focus on surprise, measure probability!J. M. Stern & C. A. De Braganca Pereira - 2014 - Logic Journal of the IGPL 22 (2):236-254.
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  16. Decoupling, Sparsity, Randomization, and Objective Bayesian Inference.Julio Michael Stern - 2008 - Cybernetics and Human Knowing 15 (2):49-68..
    Decoupling is a general principle that allows us to separate simple components in a complex system. In statistics, decoupling is often expressed as independence, no association, or zero covariance relations. These relations are sharp statistical hypotheses, that can be tested using the FBST - Full Bayesian Significance Test. Decoupling relations can also be introduced by some techniques of Design of Statistical Experiments, DSEs, like randomization. This article discusses the concepts of decoupling, randomization and sparsely connected statistical models in the epistemological (...)
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  17. Language and the Self-Reference Paradox.Julio Michael Stern - 2007 - Cybernetics and Human Knowing 14 (4):71-92.
    Heinz Von Forester characterizes the objects “known” by an autopoietic system as eigen-solutions, that is, as discrete, separable, stable and composable states of the interaction of the system with its environment. Previous articles have presented the FBST, Full Bayesian Significance Test, as a mathematical formalism specifically designed to access the support for sharp statistical hypotheses, and have shown that these hypotheses correspond, from a constructivist perspective, to systemic eigen-solutions in the practice of science. In this article several issues related to (...)
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  18. Paraconsistent Sensitivity Analysis for Bayesian Significance Tests.Julio Michael Stern - 2004 - Lecture Notes in Artificial Intelligence 3171:134-143.
    In this paper, the notion of degree of inconsistency is introduced as a tool to evaluate the sensitivity of the Full Bayesian Significance Test (FBST) value of evidence with respect to changes in the prior or reference density. For that, both the definition of the FBST, a possibilistic approach to hypothesis testing based on Bayesian probability procedures, and the use of bilattice structures, as introduced by Ginsberg and Fitting, in paraconsistent logics, are reviewed. The computational and theoretical advantages of using (...)
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  19. Testing the Independence of Poisson Variates under the Holgate Bivariate Distribution: The Power of a New Evidence Test.Julio Michael Stern & Shelemyahu Zacks - 2002 - Statistics and Probability Letters 60:313-320.
    A new Evidence Test is applied to the problem of testing whether two Poisson random variables are dependent. The dependence structure is that of Holgate’s bivariate distribution. These bivariate distribution depends on three parameters, 0 < theta_1, theta_2 < infty, and 0 < theta_3 < min(theta_1, theta_2). The Evidence Test was originally developed as a Bayesian test, but in the present paper it is compared to the best known test of the hypothesis of independence in a frequentist framework. It is (...)
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  20. Optimization Models for Reaction Networks: Information Divergence, Quadratic Programming and Kirchhoff’s Laws.Julio Michael Stern - 2014 - Axioms 109:109-118.
    This article presents a simple derivation of optimization models for reaction networks leading to a generalized form of the mass-action law, and compares the formal structure of Minimum Information Divergence, Quadratic Programming and Kirchhoff type network models. These optimization models are used in related articles to develop and illustrate the operation of ontology alignment algorithms and to discuss closely connected issues concerning the epistemological and statistical significance of sharp or precise hypotheses in empirical science.
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  21. Assessing Randomness in Case Assignment: The Case Study of the Brazilian Supreme Court.Julio Michael Stern, Diego Marcondes & Claudia Peixoto - 2019 - Law, Probability and Risk 18 (2/3):97-114.
    Sortition, i.e. random appointment for public duty, has been employed by societies throughout the years as a firewall designated to prevent illegitimate interference between parties in a legal case and agents of the legal system. In judicial systems of modern western countries, random procedures are mainly employed to select the jury, the court and/or the judge in charge of judging a legal case. Therefore, these random procedures play an important role in the course of a case, and should comply with (...)
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  22. Significance Tests, Belief Calculi, and Burden of Proof in Legal and Scientific Discourse.Julio Michael Stern - 2003 - Frontiers in Artificial Intelligence and Applications 101:139-147.
    We review the definition of the Full Bayesian Significance Test (FBST), and summarize its main statistical and epistemological characteristics. We review also the Abstract Belief Calculus (ABC) of Darwiche and Ginsberg, and use it to analyze the FBST’s value of evidence. This analysis helps us understand the FBST properties and interpretation. The definition of value of evidence against a sharp hypothesis, in the FBST setup, was motivated by applications of Bayesian statistical reasoning to legal matters where the sharp hypotheses were (...)
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  23. Otimizacao e Processos Estocasticos Aplicados a Economia e Financas.Julio Michael Stern - manuscript
    Optimization and Stochastic Processes Applied to Economy and Finance. Textbook for the BM&F-USP (Brazilian Mercantile and Futures Exchange - University of Sao Paulo) Master's degree program in Finance.
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  24. Discurso de Julio Michael Stern por Ocasiao da Posse da cadeira 18 da Academia Brasileira de Filosofia.Julio Michael Stern - 2023 - In Edgard Leite (ed.), 200 Anos de Independencia e 33 mos de Academia Brasileira de Filosofia. FAPERJ. pp. 211-224.
    Inauguration speech at chair number 18 of the Brasilian Academy of Philosophy.
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  25. Spencer-Brown vs. Probability and Statistics: Entropy’s Testimony on Subjective and Objective Randomness.Julio Michael Stern - 2011 - Information 2 (2):277-301.
    This article analyzes the role of entropy in Bayesian statistics, focusing on its use as a tool for detection, recognition and validation of eigen-solutions. “Objects as eigen-solutions” is a key metaphor of the cognitive constructivism epistemological framework developed by the philosopher Heinz von Foerster. Special attention is given to some objections to the concepts of probability, statistics and randomization posed by George Spencer-Brown, a figure of great influence in the field of radical constructivism.
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  26. Emergent Semiotics in Genetic Programming and the Self-Adaptive Semantic Crossover.Julio Michael Stern & Rafael Inhasz - 2010 - Studies in Computational Intelligence 314:381-392.
    We present SASC, Self-Adaptive Semantic Crossover, a new class of crossover operators for genetic programming. SASC operators are designed to induce the emergence and then preserve good building-blocks, using metacontrol techniques based on semantic compatibility measures. SASC performance is tested in a case study concerning the replication of investment funds.
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  27. Auditable Blockchain Randomization Tool.Julio Michael Stern & Olivia Saa - 2019 - Proceedings 33 (17):1-6.
    Randomization is an integral part of well-designed statistical trials, and is also a required procedure in legal systems. Implementation of honest, unbiased, understandable, secure, traceable, auditable and collusion resistant randomization procedures is a mater of great legal, social and political importance. Given the juridical and social importance of randomization, it is important to develop procedures in full compliance with the following desiderata: (a) Statistical soundness and computational efficiency; (b) Procedural, cryptographical and computational security; (c) Complete auditability and traceability; (d) Any (...)
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  28. Karl Pearson and the Logic of Science: Renouncing Causal Understanding (the Bride) and Inverted Spinozism.Julio Michael Stern - 2018 - South American Journal of Logic 4 (1):219-252.
    Karl Pearson is the leading figure of XX century statistics. He and his co-workers crafted the core of the theory, methods and language of frequentist or classical statistics – the prevalent inductive logic of contemporary science. However, before working in statistics, K. Pearson had other interests in life, namely, in this order, philosophy, physics, and biological heredity. Key concepts of his philosophical and epistemological system of anti-Spinozism (a form of transcendental idealism) are carried over to his subsequent works on the (...)
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  29. Simulated Annealing with a Temperature Dependent Penalty Function.Julio Michael Stern - 1992 - ORSA Journal on Computing 4:311-319.
    We formulate the problem of permuting a matrix to block angular form as the combinatorial minimization of an objective function. We motivate the use of simulated annealing (SA) as an optimization tool. We then introduce a heuristic temperature dependent penalty function in the simulated annealing cost function, to be used instead of the real objective function being minimized. Finally we show that this temperature dependent penalty function version of simulated annealing consistently outperforms the standard simulated annealing approach, producing, with smaller (...)
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  30. A Straightforward Multiallelic Significance Test for the Hardy-Weinberg Equilibrium Law.Julio Michael Stern, Marcelo de Souza Lauretto, Fabio Nakano, Silvio Rodrigues Faria & Carlos Alberto de Braganca Pereira - 2009 - Genetics and Molecular Biology 32 (3):619-625.
    Much forensic inference based upon DNA evidence is made assuming Hardy-Weinberg Equilibrium (HWE) for the genetic loci being used. Several statistical tests to detect and measure deviation from HWE have been devised, and their limitations become more obvious when testing for deviation within multiallelic DNA loci. The most popular methods-Chi-square and Likelihood-ratio tests-are based on asymptotic results and cannot guarantee a good performance in the presence of low frequency genotypes. Since the parameter space dimension increases at a quadratic rate on (...)
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  31. Can a Significance Test Be Genuinely Bayesian?Julio Michael Stern, Carlos Alberto de Braganca Pereira & Sergio Wechsler - 2008 - Bayesian Analysis 3 (1):79-100.
    The Full Bayesian Significance Test, FBST, is extensively reviewed. Its test statistic, a genuine Bayesian measure of evidence, is discussed in detail. Its behavior in some problems of statistical inference like testing for independence in contingency tables is discussed.
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  32. Combining Optimization and Randomization Approaches for the Design of Clinical Trials.Julio Michael Stern, Victor Fossaluza, Marcelo de Souza Lauretto & Carlos Alberto de Braganca Pereira - 2015 - Springer Proceedings in Mathematics and Statistics 118:173-184.
    t Intentional sampling methods are non-randomized procedures that select a group of individuals for a sample with the purpose of meeting specific prescribed criteria. In this paper we extend previous works related to intentional sampling, and address the problem of sequential allocation for clinical trials with few patients. Roughly speaking, patients are enrolled sequentially, according to the order in which they start the treatment at the clinic or hospital. The allocation problem consists in assigning each new patient to one, and (...)
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  33. FBST for a Generalized Poisson Distribution.Julio Michael Stern, Paulo do Canto Hubert & Marcelo de Souza Lauretto - 2009 - AIP Conference Proceedings 1193:210-217.
    The Generalized Poisson Distribution (GPD) adds an extra parameter to the usual Poisson distribution. This parameter induces a loss of homogeneity in the stochastic processes modeled by the distribution. Thus, the generalized distribution becomes an useful model for counting processes where the occurrence of events is not homogeneous. This model creates the need for an inferential procedure, to test for the value of this extra parameter. The FBST (Full Bayesian Significance Test) is a Bayesian hypotheses test procedure, capable of providing (...)
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  34. Bayesian Test of Significance for Conditional Independence: The Multinomial Model.Julio Michael Stern, Pablo de Morais Andrade & Carlos Alberto de Braganca Pereira - 2014 - Entropy 16:1376-1395.
    Conditional independence tests have received special attention lately in machine learning and computational intelligence related literature as an important indicator of the relationship among the variables used by their models. In the field of probabilistic graphical models, which includes Bayesian network models, conditional independence tests are especially important for the task of learning the probabilistic graphical model structure from data. In this paper, we propose the full Bayesian significance test for tests of conditional independence for discrete datasets. The full Bayesian (...)
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  35. Methodological deflationism and metaphysical grounding: from because via truth to ground.Johannes Stern - forthcoming - Inquiry: An Interdisciplinary Journal of Philosophy.
    The paper proposes a strategy for understanding metaphysical grounding in deflationary terms and, more generally, proposes a form of methodological deflationism with respect to the notions of ground. The idea is to define a deflationary is grounded in-predicate by appeal to the two-place non-causal connective ‘because’ and a deflationary truth predicate. To this end, we discuss the explanatory role of the truth-predicate in non-causal explanations and develop a theory of truth for the language of the ‘because’-connective. We argue that at (...)
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  36. Estimation and Model Selection in Dirichlet Regression.Julio Michael Stern - 2012 - AIP Conference Proceedings 1443:206-213.
    We study Compositional Models based on Dirichlet Regression where, given a (vector) covariate x, one considers the response variable, y, to be a positive vector with a conditional Dirichlet distribution, y | X We introduce a new method for estimating the parameters of the Dirichlet Covariate Model given a linear model on X, and also propose a Bayesian model selection approach. We present some numerical results which suggest that our proposals are more stable and robust than traditional approaches.
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  37. Full Bayesian Significance Test Applied to Multivariate Normal Structure Models.Marcelo de Souza Lauretto, Carlos Alberto de Braganca Pereira, Julio Michael Stern & Shelemiahu Zacks - 2003 - Brazilian Journal of Probability and Statistics 17:147-168.
    Abstract: The Pull Bayesian Significance Test (FBST) for precise hy- potheses is applied to a Multivariate Normal Structure (MNS) model. In the FBST we compute the evidence against the precise hypothesis. This evi- dence is the probability of the Highest Relative Surprise Set (HRSS) tangent to the sub-manifold (of the parameter space) that defines the null hypothesis. The MNS model we present appears when testing equivalence conditions for genetic expression measurements, using micro-array technology.
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  38. Intentional Sampling by Goal Optimization with Decoupling by Stochastic Perturbation.Julio Michael Stern, Marcelo de Souza Lauretto, Fabio Nakano & Carlos Alberto de Braganca Pereira - 2012 - AIP Conference Proceedings 1490:189-201.
    Intentional sampling methods are non-probabilistic procedures that select a group of individuals for a sample with the purpose of meeting specific prescribed criteria. Intentional sampling methods are intended for exploratory research or pilot studies where tight budget constraints preclude the use of traditional randomized representative sampling. The possibility of subsequently generalize statistically from such deterministic samples to the general population has been the issue of long standing arguments and debates. Nevertheless, the intentional sampling techniques developed in this paper explore pragmatic (...)
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  39. Evidence and Credibility: Full Bayesian Significance Test for Precise Hypotheses.Julio Michael Stern & Carlos Alberto de Braganca Pereira - 1999 - Entropy 1 (1):69-80.
    A Bayesian measure of evidence for precise hypotheses is presented. The intention is to give a Bayesian alternative to significance tests or, equivalently, to p-values. In fact, a set is defined in the parameter space and the posterior probability, its credibility, is evaluated. This set is the “Highest Posterior Density Region” that is “tangent” to the set that defines the null hypothesis. Our measure of evidence is the complement of the credibility of the “tangent” region.
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  40. A Weibull Wearout Test: Full Bayesian Approach.Julio Michael Stern, Telba Zalkind Irony, Marcelo de Souza Lauretto & Carlos Alberto de Braganca Pereira - 2001 - Reliability and Engineering Statistics 5:287-300.
    The Full Bayesian Significance Test (FBST) for precise hypotheses is presented, with some applications relevant to reliability theory. The FBST is an alternative to significance tests or, equivalently, to p-ualue.s. In the FBST we compute the evidence of the precise hypothesis. This evidence is the probability of the complement of a credible set "tangent" to the sub-manifold (of the para,rreter space) that defines the null hypothesis. We use the FBST in an application requiring a quality control of used components, based (...)
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  41. Non-Arbitrage In Financial Markets: A Bayesian Approach for Verification.Julio Michael Stern & Fernando Valvano Cerezetti - 2012 - AIP Conference Proceedings 1490:87-96.
    The concept of non-arbitrage plays an essential role in finance theory. Under certain regularity conditions, the Fundamental Theorem of Asset Pricing states that, in non-arbitrage markets, prices of financial instruments are martingale processes. In this theoretical framework, the analysis of the statistical distributions of financial assets can assist in understanding how participants behave in the markets, and may or may not engender arbitrage conditions. Assuming an underlying Variance Gamma statistical model, this study aims to test, using the FBST - Full (...)
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  42. Hierarchical Forecasting with Polynomial Nets.Julio Michael Stern, Fabio Nakano, Marcelo de Souza Lauretto & Carlos Alberto de Braganca Pereira - 2009 - Studies in Computational Intelligence 199:305-315.
    This article presents a two level hierarchical forecasting model developed in a consulting project for a Brazilian magazine publishing company. The first level uses a VARMA model and considers econometric variables. The second level takes into account qualitative aspects of each publication issue, and is based on polynomial networks generated by Genetic Programming (GP).
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  43. TORC3: Token-Ring Clearing Heuristic for Currency Circulation.Julio Michael Stern, Carlos Humes, Marcelo de Souza Lauretto, Fabio Nakano, Carlos Alberto de Braganca Pereira & Guilherme Frederico Gazineu Rafare - 2012 - AIP Conference Proceedings 1490:179-188.
    Clearing algorithms are at the core of modern payment systems, facilitating the settling of multilateral credit messages with (near) minimum transfers of currency. Traditional clearing procedures use batch processing based on MILP - mixed-integer linear programming algorithms. The MILP approach demands intensive computational resources; moreover, it is also vulnerable to operational risks generated by possible defaults during the inter-batch period. This paper presents TORC3 - the Token-Ring Clearing Algorithm for Currency Circulation. In contrast to the MILP approach, TORC3 is a (...)
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  44. Generalized Line Criterion for Gauss-Seidel Method.Julio Michael Stern, Manuel Valentim de Pera Garcia & Carlos Humes - 2003 - Computational and Applied Mathematics 22 (1):91-97.
    We present a module based criterion, i.e. a sufficient condition based on the absolute value of the matrix coefficients, for the convergence of Gauss–Seidel method (GSM) for a square system of linear algebraic equations, the Generalized Line Criterion (GLC). We prove GLC to be the “most general” module based criterion and derive, as GLC corollaries, some previously know and also some new criteria for GSM convergence. Although far more general than the previously known results, the proof of GLC is simpler. (...)
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  45. Unit Roots: Bayesian Significance Test.Julio Michael Stern, Marcio Alves Diniz & Carlos Alberto de Braganca Pereira - 2011 - Communications in Statistics 40 (23):4200-4213.
    The unit root problem plays a central role in empirical applications in the time series econometric literature. However, significance tests developed under the frequentist tradition present various conceptual problems that jeopardize the power of these tests, especially for small samples. Bayesian alternatives, although having interesting interpretations and being precisely defined, experience problems due to the fact that that the hypothesis of interest in this case is sharp or precise. The Bayesian significance test used in this article, for the unit root (...)
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  46. Factorization of Sparse Bayesian Networks.Julio Michael Stern & Ernesto Coutinho Colla - 2009 - Studies in Computational Intelligence 199:275-285.
    This paper shows how an efficient and parallel algorithm for inference in Bayesian Networks (BNs) can be built and implemented combining sparse matrix factorization methods with variable elimination algorithms for BNs. This entails a complete separation between a first symbolic phase, and a second numerical phase.
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  47. FBST for Mixture Model Selection.Julio Michael Stern & Marcelo de Souza Lauretto - 2005 - AIP Conference Proceedings 803:121-128.
    The Fully Bayesian Significance Test (FBST) is a coherent Bayesian significance test for sharp hypotheses. This paper proposes the FBST as a model selection tool for general mixture models, and compares its performance with Mclust, a model-based clustering software. The FBST robust performance strongly encourages further developments and investigations.
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  48. Enviromental genotoxicity evaluation: Bayesian approach for a mixture statistical model.Julio Michael Stern, Angela Maria de Souza Bueno, Carlos Alberto de Braganca Pereira & Maria Nazareth Rabello-Gay - 2002 - Stochastic Environmental Research and Risk Assessment 16:267–278.
    The data analyzed in this paper are part of the results described in Bueno et al. (2000). Three cytogenetics endpoints were analyzed in three populations of a species of wild rodent – Akodon montensis – living in an industrial, an agricultural, and a preservation area at the Itajaí Valley, State of Santa Catarina, Brazil. The polychromatic/normochromatic ratio, the mitotic index, and the frequency of micronucleated polychromatic erythrocites were used in an attempt to establish a genotoxic profile of each area. It (...)
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  49. A Dynamic Software Certification and Verification Procedure.Julio Michael Stern & Carlos Alberto de Braganca Pereira - 1998 - SCI’99 Proceedings 2:426-435.
    in Oct-14-1998 ordinance INDESP-IO4 established the federal software certification and verification requirements for gaming machines in Brazil. The authors present the rationale behind these criteria, whose basic principles can find applications in several other software authentication applications.
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  50. Cointegration: Bayesian Significance Test Communications in Statistics.Julio Michael Stern, Marcio Alves Diniz & Carlos Alberto de Braganca Pereira - 2012 - Communications in Statistics 41 (19):3562-3574.
    To estimate causal relationships, time series econometricians must be aware of spurious correlation, a problem first mentioned by Yule (1926). To deal with this problem, one can work either with differenced series or multivariate models: VAR (VEC or VECM) models. These models usually include at least one cointegration relation. Although the Bayesian literature on VAR/VEC is quite advanced, Bauwens et al. (1999) highlighted that “the topic of selecting the cointegrating rank has not yet given very useful and convincing results”. The (...)
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