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Programació del Seminari: Any 2011

  • Dimecres, 21 de desembre 2011, Hora: 12:30
    Nonparametric and Semiparametric Methods for Multivariate Panel Count Data
    KyungMann Kim, Department of Biostatistics & Medical Informatics, University of Wisconsin-Madison.
  • Divendres, 16 de desembre 2011, Hora: 12:30
    Practical statistics consulting from ISRU: Newcastle University's statistics outreach unit
    Shirley Coleman, Chool of Mathematics and Statistics, Newcastle Univeristy, Newcastle upon Tyne, U.K.
  • Dijous, 15 de desembre 2011, Hora: 12:30
    Vehicle Routing and Emissions/ Risk minimization
    Irina Gribkovskaia/Oyvind Halskau, Molde University College, Noruega
  • Divendres, 18 de novembre de 2011, Hora: 12:30
    Data Shuffling
    Krish Muralidhar, Gatton College of Business & Economics, University of Kentucky.
  • Divendres, 7 d'octubre de 2011, Hora: 12:30
    Quadratic minimisation Problems in Statistics — Applications
    John Gower, Department of Mathematics and Statistics, The Open University, WaltonHall, Milton Keynes MK7 6AA, U.K.
  • Dilluns, 12 de setembre de 2011, Hora: 12:30
    An statistician at NICE
    Mike Campbell, Health Services Research, ScHARR. The University of Sheffield.
  • Dimecres, 22 de juny de 2011, Hora: 12:30
    The stable set polytope of claw-free graphs with stability number greater than 3
    Claudio Gentile, Instituto di Analisi dei Sistemi ed Informatica "Antonio Ruberti" Consiglio Nazionale delle Ricerche, Itàlia.
  • Dijous, 9 de juny de 2011, Hora: 12:30 
    Algunas experiencias en la colaboración de un estadístico con las industiras de acero para la construcción
    Rafael Romero Villafranca, Departamento de Estadística e Investigación Operativa Aplicadas y Calidad, Universidad Politécnica de Valencia.
  • Dilluns, 6 de juny de 2011, Hora: 12:30
    Balancedness of homogeneous of degree one games with applications to cooperative queueing games with outsourcing. 
    Shoshana Anily, Leon Racanati Graduate School of Business Administration of Tel Aviv University, Israel
  • Divendres, 27 de maig de 2011, Hora: 12:30
    An Iterated Local Search for a Multiobjective Vehicle Routing Problem
    Helena Ramalhinho Lourenço, Universitat Pompeu Fabra, Barcelona.
  • Divendres, 13 de maig de 2011, Hora: 12:30
    APLICACIONES DE LA ESTADÍSTICA A MATERIALES INGENIERILES
    Salvador Naya Fernández, Grupo de Investigación MODES, Departamento de Matemáticas, Universidad de A Coruña.
  • Divendres, 8 d'abril de 2011, Hora: 12:30
    Han mort les metaheurístiques?: Visquin les matheurístiques!
    Albert Corominas, Institut d'Organització i Control de Sistemes Industrials, Departament d'Organització d'Empreses, UPC
  • Divendres, 1 d'abril de 2011, Hora: 12:30
    Solving the Single vehicle routing problem with variable capacity
    François Louveaux, Département des Méthodes Quantitatives, Facultés Universitaires Notre Dame de la Paix, Namur.
  • Divendres, 11 de març de 2011, Hora: 12:30
    ESTIMATION OF SURVIVAL CURVES IN THE CASE OF "TIME VARYING TREATMENT"
    Urania Dafni, Department of Nursing, Laboratory of Biostatistics, University of Athens.
  • Divendres, 4 de març de 2011, Hora: 12:30
    STATISTICAL ASPECTS IN FORENSIC AND PATERNITY TESTING
    Francesc Calafell, Institut de Biologia Evolutiva (CSIC-UPF), Universitat Pompeu Fabra, Barcelona.
  • Divendres, 14 de gener de 2011, Hora: 12:30
    Optimal Contract Pricing of Distributed Generation in Distribution Networks.
    Javier Contreras, Departamento de Ingeniería Eléctrica, Universidad de Castilla- La Mancha.


    Nonparametric and Semiparametric Methods for Multivariate Panel Count Data
    CONVIDAT: KyungMann Kim

    IDIOMA: Anglès.

    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)

    DATA: Dimecres, 21 de Desembre de 2011, Hora: 12:30

    RESUM: Panel count data consist of event counts that occur at unknown time points, but are recorded at regular intervals. While various methods for analysis of univariate panel count data have been developed previously, there is a deficit in the method for analysis of multivariate panel count data which arise when there are multiple event types of interest. We propose nonparametric and semiparametric methods for analysis of multivariate panel count data. This work was motivated by a chemoprevention trial of difluoromethylornithine in patients with a history of skin cancer for its effectiveness in preventing non-melanoma skin cancer, conducted at the University of Wisconsin Comprehensive Cancer Center. Both methods are based on the isotonic regression models for the mean functions of the counting processes and the maximum pseudolikelihood estimation as proposed in Sun and Kalbfleisch (1995) and Wellner and Zhang (2000). The dependence among the counting processes is modeled by a frailty parameter which takes into account the subject heterogeneity and the correlation among different event types. Semiparametric methods provide model-based inference of the covariates as well as the baseline mean functions. The proposed methods will be illustrated with the analysis of the data from the skin cancer chemoprevention trial.
    El ponent:
    clicar aquí per més informació sobre les linies d'investigació de Kyungmann Kim.



    Inici

    Practical statistics consulting from ISRU: Newcastle University’s statistics outreach unit
    CONVIDAT: Shirley Coleman

    IDIOMA: Anglès.

    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)

    DATA: Divendres, 16 de Desembre de 2011, Hora: 12:30

    RESUM: British Universities like to make an important contribution to business and society. ISRU has been supported by Newcastle University and valued for over 25 years. Working as a consultant within ISRU is extremely interesting and varied. We have obtained support funding to help local companies repair the damage of years of statistics-avoidance and to make use of statistics to improve their profitability. Much of ISRU’s work is devoted to training and we realise the value of good teaching skills. As companies try to save money, they often downsize staff numbers. ISRU provides statistical expertise where companies do not have suitably qualified staff. We have encountered many situations where statistical theory needs to be carefully adapted to provide practical conclusions and guidelines to help companies make important decisions. The talk will describe ISRU’s role and work and give illustrative examples of recent assignments.
    El ponent:
    clicar aquí per més informació sobre les linies d'investigació de la Shirley Coleman.


    Inici


    Vehicle Routing and Emissions/ Risk minimization
    CONVIDAT: Irina Gribkovskaia/Oyvind Halskau. Molde University College, Noruega

    IDIOMA: Anglès.

    LLOC: Edifici C6, Aula 003 , Campus Nord, UPC (veure mapa)

    DATA: Dijous, 15 de Desembre de 2011, Hora: 12:30

    RESUM: In the offshore petroleum industry, employees are transported to and from the offshore installations by helicopter, which represents a major risk. In this talk we analyze how to improve transportation safety by solving the helicopter routing problem with a risk objective expressed in terms of expected number of fatalities. Three routing policies are considered: a direct routing policy, a Hamiltonian routing policy, and a general routing policy. We present and comment the results of a computational study conducted in order to assess and compare these policies under a travel time, a passenger risk and a combined passenger and pilot risk  objective. In particular, our results show that passenger transportation risk can be reduced by increasing  travel time at the expense of pilot risk. This can be achieved through a reduction  of the average number of passengers on board by applying either a Hamiltonian or a general routing policy. Our methodology can also be used to derive an  equitable distribution of risk between passengers and pilots, considering that pilots fly much more frequently than passengers.

    ***************

    The travelling salesman problem is a well known combinatorial problem. Today we know enough to solve big instances to optimality with the help of different techniques. But still the problem belongs to the NP-complete problems. In this small talk I will present two statistical moments for the said problem, that under certain conditions can give some insights into the probability distribution for the TSP. Chebyshevs inequality will be applied in this context.
    Els ponents:

    Irina Gribkovskaia is a Professor in Quantitative Logisitics from Molder University College, Specialized University in Logistics. Her background is in theory of optimal control and mathematical programming. She has a PhD degree in differential equations. During the last decade she has been conducting research in quantitative logistics with particular focus on operations research and combinatorial optimization. Her field of research is formulation of mathematical programming models and development of algorithms that can be used for the solution of many practical optimization problems of industrial logistics, in such areas as distribution, vehicle routing and fleet sizing, scheduling and production planning

     


    Oyvind Halskau is an assistant professor at Molde university college from 1988 and associate professor from 2000. He has a major in mathematics from the University of Oslo and a PhD in economy from the Norwegian School of business and Administration in Bergen. His main research has been within Vehicle Routing and inventory management.

    clicar aquí per més informació sobre el grup de recerca dels ponents


    Inici
    Data Shuffling
    CONVIDAT: Krish Muralidhar

    IDIOMA: Anglès.

    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)

    DATA: Divendres, 18 de Novembre de 2011, Hora: 12:30

    RESUM: En aquest treball s'estudia un nou procediment per ocultar dades numèriques confidencials, anomenat "Data Shuffling". En aquest mètode, els valors de les variables confidencials es "mesclen" entre observacions. Les dates mesclades proporcionen una gran utilitat i a la vegada minimitzen el risc de desemmascarament. Des d'un punt de vista pràctic, aquest mètode evita les reserves que solen provocar els mètodes de perturbació o modificació de dades, ja que manté totes les propietats desitjables dels mètodes de perturbació i té un comportamet superior a altres tècniques d'emmascarament tant pel que fa a la utilitat de les dades com al risc de desemmascarament. A més, aquest mètode es pot implmentar utilitzant només dades de tipus ordinal, i per tant proporciona un mètode no paramètric d'ocultació de dades. Il·lustrarem l'aplicabilitat d'aquest mètode per conjunts de dades grans i petits.
    El ponent:
    clicar aquí per més informació sobre les linies d'investigació de Krish Muralidhar


    Inici


    Quadratic Minimisation Problems in Statistics — Applications
    CONVIDAT: John Gower

    IDIOMA: Anglès.

    LLOC: FME, Edifici U, Aula: Sala d'Actes, Campus Sud, UPC, Pau Gargallo, 5, 02028 Barcelona (veure mapa)

    DATA: Divendres, 7 d'Octubre de 2011, Hora: 12:30

    RESUM: The problem minx(x-t)'A(x-t) subject to x'Bx+2b'x=k where A is positive definite or positive semi-definite commonly occurs in statistics. This problem will be discussed within the framework of a general unifying methodology which will be outlined. The generalization may be considered to give an extension to familiar eigenvalue formulations (t = 0, b = 0, A is pd and B is psd). Variants include non-trivial considerations that arise when (i) A and/or B are not of full rank and (ii) t takes special forms (especially t = 0 and (iii) when B is not definite. Geometrical interpretations give insight and will be provided. Applications discussed will include Canonical analysis (possibly in reduced rank form), optimal scaling, Oblique Procrustes analysis, Missing values in Procrustes analysis, quadratic forms, splines, Constrained regression, Hardy-Weinberg estimation, ALSCAL.
    El ponent:
    clicar aquí per més informació sobre les linies d'investigació d'en John Gower.


    Inici


    An statistician at NICE
    CONVIDAT: Mike Campbell, National Institute for Health and Clinical Excellence (NICE)

    IDIOMA: Anglès.

    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)

    DATA: Dilluns, 12 de setembre de 2011, Hora: 12:30

    RESUM: NICE és l'organisme britànic que decideix quins tractaments mèdics han de ser pagats perl servei nacional de salut. Part de la seva missió consisteix a avaluar l'eficàcia i la rendibilitat de noves tecnologies. L'orador ha format part d'un comitè d'avaluació de NICE com a estadístic durant 10 anys i parlarà sobre com NICE pren les seves decisions. Es destacaran algunes de les qüestions interessants que han sorgit al llarg dels anys, en particular, l'anàlisi de subgrups i la rellevància de la significació estadística.
    El ponent:
    clicar aquí per accedir a la página personal de Mike Campbell.


    Inici


    THE  STABLE SET POLYTOPE OF CLAW - FREE GRAPHS WITH STABILITY NUMBER GREATER THAN 3

    CONVIDAT: Claudio Gentile, Instituto di Analisi dei Sistemi ed Informatica "Antonio Ruberti" Consiglio Nazionale delle Ricerche, Itàlia

    IDIOMA: Anglès.

    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)

    DATA: Dimecres, 22 de Juny de 2011, Hora: 12:30

    RESUM: In 1965 Edmonds provided the first complete description of the polyhedron associated with a combinatorial optimization problem: the matching polytope. As the matching problem is equivalent to the stable set problem over line graphs, many researchers tried to generalize Edmonds' result by considering the stable set problem over a super class of line graphs: the claw-free graphs. However, as testified also by Grötschel, Lovasz, and Schrijver in 1988 ``in spite of considerable efforts, no decent system of inequalities describing STAB(G) for claw-free graphs is known''.

    In this work we provide an explicit linear description of the stable set polytope of claw-free graphs with stability number at least four and with no 1-join.

    El ponent:

    clicar aquí per accedir a la página personal de Claudio Gentile.


    Inici



    ALGUNAS EXPERIENCIAS EN LA COLABORACIÓN DE UN ESTADÍSTICO CON LAS INDUSTRIAS DE ACERO
    PARA LA CONSTRUCCIÓN
    CONVIDAT: Rafael Romero Villafranca, Departamento de Estadística e Investigación Operativa Aplicadas y Calidad, Universidad Politécnica de Valencia.
    IDIOMA: Castellà.
    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)
    DATA: Dijous, 9 de Juny de 2011, Hora: 12:30
    RESUM: Desde hace 7 años vengo colaborando estrechamente con las industrias españolas y portuguesas de acero para la construcción, un sector cuya facturación anual es del orden de 5.000 millones de euros. En la charla comentaré algunos aspectos de esa colaboración, resaltando dos de ellos que han exigido el desarrollo de planteamientos originales e, incluso, alguna aportación novedosa de carácter metodológico. Por una parte me centraré en el tema de la estimación de los valores característicos a largo plazo para las propiedades mecánicas de los aceros para armaduras, una cuestión para la que las Normas aceptadas internacionalmente proponen una solución errónea y para la que tuve que desarrollar un procedimiento alternativo estadísticamente correcto. En segundo lugar comentaré el tema de la estimación de dichos valores característicos a corto plazo a nivel de coladas, una cuestión de cierta relevancia y para la que, en el desarrollo del Reglamento de la marca N de Aenor para acero corrugado, hemos desarrollado una solución original basada en un enfoque bayesiano del problema. Espero que podamos dedicar algún tiempo a intercambiar opiniones sobre el papel del consultor estadístico en las empresas y sobre el perfil humano y la formación adecuada para desarrollar esa labor.
    El ponent: clicar aquí per accedir a la página personal de Rafael Romero.
    Inici


    BALANCEDNESS OF HOMOGENEOUS OF DEGREE ONE GAMES WITH APPLICATIONS TO COOPERATIVE QUEUEING GAMES WITH OUTSOURCING
    CONVIDADA: Shoshana Anily, Leon Recanati Graduate School of Business Administration of Tel Aviv University, Israel
    IDIOMA: Anglès.
    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)
    DATA: Dilluns, 6 de Juny de 2011, Hora: 12:30
    RESUM: We consider a cooperative game with transferable utility, defined on a set of players N, whose characteristic function V depends only on a vector of some quantitative properties of the players, and is otherwise independent of their identity. As a result, the game can be defined on any virtual coalition of players, not necessarily subsets of N, as long as each player is associated with a vector of properties. We call such games regular games. Many games considered in the literature are regular. We assume that the characteristic function of the game is sub-additive, i.e., the cost of two disjoint coalitions is at least as large as the cost of their union, implying economies of scope. Sub-additivity implies that a natural outcome of any bargaining process is the formation of a single coalition N called the grand coalition. A central question in cooperative games is how to fairly allocate the cost V(N) among the players of N. The literature refers to a few concepts of fairness. Here we focus on the known concept of the core: core allocations guarantee that no coalition has an incentive to quit the grand coalition. A fundamental problem is that the core may be empty. The literature describes just a couple of methods for proving the nonemptiness of the core. In this talk we present what we believe is a novel condition that guarantees the non-emptiness of the core. We refer to a property called homogeneity of degree one, which means that when k coalitions, associated with exactly the same set of vectors of properties, cooperate, the resulting cost is k times the cost of a single coalition. Homogeneity of degree one implies lack of economies of scale. We prove that if the characteristic function of a regular game is sub-additive and homogeneous of degree one, then the core of the game is non-empty. We then present a few examples for such games which naturally emerge when servers in queuing systems cooperate in order to outsource some of the activities, while the rest of the activities are optimally assigned to the servers in the system. The existing conditions for showing the non-emptiness of the core fail here, while the conditions stated above are satisfied, proving that the cores of these games are non-empty.
    This is a joint work with prof. Moshe Haviv from the Hebrew University of Jerusalem
    La ponent:
    Shoshana Anily holds her Ph.D. in Management Science from the Columbia Business School, an MA degree is statistics and B.Sc. degree in mathematics, both from Tel Aviv University. Upon graduation she joined the University of British Columbia, and in 1989 she returned to her home country and joined Tel Aviv University. She is a professor of decisions and Operations Research at the Leon Recanati Graduate School of Business Administration of Tel Aviv University, Israel. Her research interests include performance analysis of heuristics, routing problems, inventory control, production, scheduling, and cost allocation problems in a supply chains. She spent some periods as a visiting professor at Columbia University, EPFL and the CRT at the University of Montreal
    Clicar aquí per accedir a la página personal de Shoshana Anily.
    Inici
    An Iterated Local Search for a Multiobjective Vehicle Routing Problem
    a la página personal de Rafael Romero.


    Inici

    An Iterated Local Search for a Multiobjective Vehicle Routing Problem

     

    CONVIDAT: Helena Ramalhinho Lourenço.

    IDIOMA: .

    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)

    DATA: Divendres, 27 de Maig de 2011, Hora: 12:30

    RESUM: Problems arising in distribution of retailing industries are complex and involve several departments and decision levels. One of the most important decisions is the design of the routes to distribute the products to the stores in an efficient and inexpensive way but also satisfying marketing and logistics objectives. This leads to a multiobjective problem since the marketing and logistics objective when designing the routes can be conflicting. This chapter explores three different distribution routing strategies and proposes an Iterated Local Search (ILS) to solve the Multiobjective Vehicle Routing Problem. The first strategy corresponds to the classical vehicle routing problem where total distance or cost is minimized. The second strategy is a master route strategy with daily adaptations where customer loyalty is maximized, which is one of the objectives of the Marketing department. The third strategy takes into account the cross-functional planning between Logistics and Marketing department through a multi-objective model. The ILS is based on a local search for the TSP problem and extended to the VRP with more than one objective. An analysis and comparison of the three strategies is presented through a computational experiment. The cross-functional planning strategy leads to solutions that put in practice the coordination between the two functional areas of Marketing and Logistics and better meet business objectives in general.

    This is a joint work with Antonio Ladrón de Guebarra and Rita Ribeiro.

    El ponent:

    clicar aquí per accedir a la web d'Helena Ramalhinho



    Inici

    APLICACIONES DE LA ESTADÍSTICA A MATERIALES INGENIERILES

    CONVIDAT: Salvador Naya Fernández, Grupo de Investigación MODES, Departamento de Matemáticas, Universidad de A Coruña.

    IDIOMA: Castellà.

    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)

    DATA: Divendres, 13 de Maig de 2011, Hora: 12:30

    RESUM: La estadística moderna se está enfrentando a problemas con estructuras de datos complejas que demandan el uso de métodos sofisticados y frecuentemente computacionalmente intensivos. En este contexto, el objeto de esta charla es mostrar algunos ejemplos de colaboración interdisciplinar, presentando una selección de aplicaciones recientes de nuevos métodos estadísticos a problemas surgidos en el ámbito de la ciencia de los materiales. Entre ellos, se expondrá cómo modelizar, mediantes técnicas de regresión tanto paramétricas como no paramétricas, distintas situaciones asociadas al proceso de degradación de materiales mediante pruebas de laboratorio y sus aplicaciones en distintos problemas ingenieriles. Concretamente se analizará un modelo de mezcla de funciones logísticas como alternativa al clásico modelo de Arrhenius para la modelización de la pérdida de masa de un material al variar su temperatura (curvas TGA) y su aplicación al recubrimiento de los depósitos de combustible del transbordador Challenger [1,2]. En esta misma línea de modelización de curvas termogravimétricas, se propondrá un nuevo contraste de hipótesis que permite verificar el ajuste de estos nuevos modelos [3].

    Además de presentar el desarrollo de nuevos métodos estadísticos a partir de los resultados metodológicos recientes, también se analizará la aplicación de otros métodos recientemente propuestos, a diversos problemas relevantes en este campo de la ciencia de los materiales. Concretamente se expondrán las ventajas que aporta el tratamiento del estudio de los datos funcionales para estimar propiedades físicas de materiales compuestos. Mediante esta herramienta estadística se presentará la aplicación de un diseño de experimentos usando el modelo del ANOVA funcional, para estudiar la influencia que tiene la adición de una mezcla de nano y micro partículas de humo de sílice, subproducto de la industria del silicio, en la degradación térmica de una resina epoxi [4]. Finalmente, se presentará una aplicación dentro del campo de reconocimiento de imágenes, la intención es ver cómo mediante técnicas estadísticas de clasificación, como el clásico análisis discriminante o técnicas más recientes como las SVM (Support Vector Machines) es posible diferenciar distintas especies de madera en base a imágenes obtenidas por microscopía SEM (Scanning Electron Microscopy) [5].

    Referencias

    1. Naya, S., Cao, R., López-de-Ullibarri, I., Artiaga, R., Barbadillo, F. y García, A. Logistic mixture model vs Arrhenius for kinetic study of degradation of materials by dynamic thermogravimetric analysis. Journal of Chemometrics, 20, 158-163. 2006.

    2. Naya, S, Martínez-Vilariño, S. y Artiaga. R. Effects of thermal cycling on permeability and thermal properties of nanoclay-epoxy composites. DYNA (www.revistadyna.com). 84, 2. 151-156. 2009.

    3. Cao, R. y Naya, S. Nonlinear regression checking via local polynomial smoothing with applications to thermogravimetric analysis. Journal of Chemometrics. 23, 6, 275- 282. 2009.

    4. Tarrío, J., Naya, S., Francisco-Fernández, M., Artiaga, R y López-Beceiro, J. Application of functional ANOVA to the study of thermal stability of micro-nano silica epoxy composites. Chemometrics and Intelligent Laboratory Systems 105, 114-124. 2011,

    5. Tarrío, J., Naya, S., Francisco-Fernández, M., Artiaga, R y López-Beceiro, J. Functional nonparametric classification of wood species from thermal data. Journal of Thermal Analysis and Calorimetry. Publicado online 8 diciembre 2010. DOI10.1007/s10973-010-1157-2.


    Inici

    Han mort les metaheurístiques?: Visquin les matheurístiques!

    CONVIDAT: Albert Corominas, Institut d'Organització i Control de Sistemes Industrials, Departament d'Organització d'Empreses, UPC

    IDIOMA: Català

    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)

    DATA: Divendres, 8 d'Abril de 2011, Hora: 12:30

    RESUM: En aquesta sessió del seminari es tractarà de donar respostes a les preguntes següents:

    • Amb quins criteris hem de decidir com abordar la resolució d'un problema d'optimització combinatòria?
    • Si un problema és "dur", hem de renunciar d'entrada a resoldre'l òptimament?
    • Està justificat l'ús quasi sistemàtic de metaheurístiques sofisticades?
    • Si els procediments exactes fallen, hem d'abandonar les matemàtiques o és millor recórrer a les matheurístiques?
    • Què són i quines són les més significatives?

    El ponent: clicar aquí per accedir a la web d'Albert Corominas


    Inici

    Solving the Single vehicle routing problem with variable capacity

    CONVIDAT: François Louveaux, Département des Méthodes Quantitatives, Facultés Universitaires Notre Dame de la Paix, Namur.

    IDIOMA: Anglès.

    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)

    DATA: Divendres, 1 d'Abril de 2011, Hora: 12:30

    RESUM: In the capacitated vehicle routing problem (VRP), the objective is to find a set of delivery routes, starting and ending at the depot, of minimal total length. Customers have a known demand and the total demand on each route may not exceed a given capacity Q. As a consequence, the vehicle may have to return a few times to the depot in order to unload and resume its trip. Alternatively, several vehicles are needed. In the stochastic version (SVRP), some customer’s demands are stochastic with a known distribution; the actual value is revealed only when the vehicle arrives at the customer. When some customer is visited, the vehicle may be unable to deliver the demand. Such a situation is called a failure and requires some recourse action (e.g., returning to the depot to reload the vehicle). All these versions assume a vehicle with given size. In the VRP, selecting a vehicle with a larger size may reduce the number of returns to the depot (or the number of vehicles). Similarly, a larger vehicle size in the stochastic SVRP may reduce the risk of failure. It is clear however that larger vehicles are more costly, both to acquire as to operate. Thinking in terms of cost minimization (and thus not only in terms of distance minimization), a trade-off is clearly desirable there. In this paper, we propose formulations for this problem, linearization of the capacity constraints and solution methods. We also provide some computational results

    This is a joint work with Juan José Salazar-González

    El ponent:

    clicar aquí per accedir a la web de François Louveaux 


    Inici

    ESTIMATION OF SURVIVAL CURVES IN THE CASE OF "TIME VARYING TREATMENT"

    CONVIDAT: Urania Dafni, Department of Nursing, Laboratory of Biostatistics, University of Athens.

    IDIOMA: Anglès.

    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)

    DATA: Divendres, 11 de Març de 2011, Hora: 12:30

    RESUM: Estimating survival curves in a non-parametric way via the use of Kaplan-Meyer probabilities is common practice. In the clinical trial setting, in the case of randomized treatments, this approach is widely applied and its properties are well understood. In cases where the treatment varies across time (e.g. switching to another therapy) attempts have been made based on the classical Kaplan-Meyer to estimate the survival curve for the group of patients that changed treatment.

    For these cases the time varying Cox model can estimate efficiently and without bias the treatment effect, but no information about the survival curves is given. The aim of this work is to fill the gap by considering an appropriate estimate for the survival curve in this case.

    An alternative estimate for the survival curve based on similar conditional arguments as in the typical Kaplan-Meyer but taking into account the survival and treatment history of the patients, is developed. Properties of the proposed estimator are discussed. Simulation evidence is also provided. The proposed survival estimates allow the extraction of information on the treatment effect for those that changed treatment and hence provide an improved estimate for the differential treatment benefit. The usage of these curves is exploited for deriving more accurate information on the effects of two initially randomized treatments, making use of the whole history of the patients.

    The relationship of the new estimator with the Cox time varying model approach will be discussed. The proposed estimator can supplement the time varying Cox model as it allows its proper visualization.

    Real data examples will be discussed as well as the potential of the new approach for improving the design of trials when switching treatment is possible. In this case the existing design ignoring this aspect leads to reduced power at the end of the study.

    References

    1. Simon, R. and Makuch, R.W. (1984) A non-parametric graphical interpretation of the relationship between survival and the occurrence of an event: application to responder and non-responder bias. Statistics in Medicine, 3, 35-44

    2. Snapinn, S.M, Jiang, Q. and Iglewitz, B. (2005) Illustrating the impact of time varying covariate with an extended Kaplan-Meier estimator. The American Statistician, 59, 301-307


    Inici

    STATISTICAL ASPECTS IN FORENSIC AND PATERNITY TESTING

    CONVIDAT: Francesc Calafell, Institut de Biologia Evolutiva (CSIC-UPF), Universitat Pompeu Fabra, Barcelona.

    IDIOMA: Anglès.

    LLOC: Edifici C5, Aula: C5016, Campus Nord, UPC (veure mapa)

    DATA: Divendres, 4 de Març de 2011, Hora: 12:30

    RESUM: We often hear in the news that a DNA test has been performed to determine a paternity or to solve a crime. In this seminar, we will discuss what are the biological bases for forensic genetic tests, and, more importantly, we will deal with what CSI (Crime Scene Investigation) most often gets wrong: the statistical analysis behind the tests. We will present how the evidence is given, usually in a likelihood ratio framework, and we will see how the LR is computed and applied in different situations.


    Inici

    Optimal Contract Pricing of Distributed Generation in Distribution Networks.

    CONVIDAT: Javier Contreras, Departamento de Ingeniería Eléctrica, Universidad de Castilla- La Mancha..

    IDIOMA: Espanyol

    LLOC: Aula: C4002-Aula amfiteatre, Campus Nord, UPC (veure mapa) <--- Compte : lloc no habitual

    DATA: Divendres, 14 de gener de 2011, Hora: 12:30

    RESUM: This paper proposes a bilevel programming approach to determine the optimal contract price of dispatchable distributed generation (DG) units in distribution systems. Two different agents are considered in the model, namely, the distribution company (DisCo) and the owner of the DG. The former seeks the minimization of the payments incurred in attending the forecasted demand, while the latter seeks the maximization of his profit. To meet the expected demand, the DisCo has the option to purchase energy from any DG unit within its network and directly from the wholesale electricity market. A traditional distribution utility model with no competition among DG units is considered. The proposed model positions the DG owner in the outer optimization level and the DisCo in the inner one. This last optimization problem is substituted by its Karush-Kuhn-Tucker optimality conditions, turning the bilevel programming problem into an equivalent single-level nonlinear programming problem which is solved using commercially available software. Tests are performed in a modified IEEE 34-bus distribution network.

    El ponent:

    clicar aquí per accedir a la web de Javier Contreras.


    Inici