1 Concursos de Projectos de I&D Calls for R&D Projects Voltar à descrição do projecto Back to project description Imprimir esta página Print this page Visão global da candidatura Application overview Ocultar todos as secções desta candidatura Hide all sections for this application Referência do projecto Project reference PEst-OE/MAT/UI0006/2014 (Lacrado a às 11:31) 1. Identificação do projecto 1. Project description Área científica principal Main Area Matemática Área científica Secundária Secondary area (Vazio) (Void) Título do projecto (em português) Project title (in portuguese) Projecto Estratégico - UI Título do projecto (em inglês) Project title (in english) Strategic Project - UI Financiamento solicitado Requested funding ,00 Palavra-chave 1 Keyword 1 Teoria de Valores Extremos Extreme Value Theory Palavra-chave 2 Keyword 2 Inferência paramétrica e semi paramétrica Parametric and semi parametric inference Palavra-chave 3 Keyword 3 Análise Bayesiana Bayesian Analysis Palavra-chave 4 Keyword 4 Modelos espaço-temporais Space time models Data de início do projecto Starting date Instituições envolvidas 2. Institutions and their roles Duração do projecto em meses Duration in months Instituição Proponente Principal Contractor Fundação da Faculdade de Ciências (FFC/FC/UL) Campo Grande - Edificio C7-1º Piso Lisboa
2 Unidade de Investigação Research Unit Centro de Estatística e Aplicações (CEA/FC/UL) Faculdade de Ciências, BL C2, Piso 2 - Campo Grande Lisboa 3. Componente Científica 3. Scientific Component 3.1. Sumário 3.1 Abstract 3.1.a Em português 3.1.a In Portuguese O CEAUL desempenha um papel central em Portugal como o único centro dedicado exclusivamente à investigação metodológica nas grandes áreas de Probabilidade, Estatística e Processos Estocásticos e suas aplicações. É um centro com actividades multidisciplinares, onde se alia investigação fundamental à investigação aplicada em áreas tão diversas como Ciências da Saúde, Ciências da Terra e da Vida, Risco Financeiro e Risco Ambiental. Mais detalhadamente, realiza-se investigação fundamental em Teoria de Valores Extremos, Estatísticas Ordinais, Teoria do Risco, Estatística Computacional e Simulação, Metodologias de Reamostragem, Controle de Qualidade, Fiabilidade e Planeamento de Experiências, Sistemas Dinâmicos e Teoria do Caos, Amostragem Composta, Meta Análise, Análise de Dados Longitudinais, Componentes Principais, Análise Bayesiana, Séries Temporais, Análise de Sobrevivência, Métodos de Classificação, Estatística Espacial e Temporal, Análise de Dados Categorizados e Dados Omissos, Estatística Ambiental, Estatística em Genómica, Epidemiologia Estatística. As actividades propostas para 2014 seguem como consequência dos principais objectivos do CEAUL, nomeadamente contribuir para o desenvolvimento de novas metodologias úteis para a resolução de problemas reais, contribuir para a divulgação da Estatística e para o seu uso correcto na Sociedade e no meio Académico. Esses objectivos serão atingidos através de actividades interligadas, entre as quais mencionamos a publicação de artigos científicos em revistas de circulação nacional e internacional, participação em conferências, organização de workshops, seminários e cursos avançados, revisão de trabalhos científicos, orientação de teses de doutoramento e mestrado, colaboração com investigadores de outras áreas e apoio à comunidade científica em geral. O CEAUL manterá as actividades que tem vindo a desenvolver ao longo dos anos no intuito de promover a Estatística na Sociedade. Assim, manterá as ligações privilegiadas com o Instituto Nacional de Estatística (INE), Sociedade Portuguesa de Estatística (SPE), Sociedade Portuguesa de Matemática (SPM), Centro Internacional de Matemática (CIM), Universidades e Institutos Politécnicos. Em particular, referimos o apoio editorial dado por membros seniores do CEAUL à REVSTAT Statistical Journal, uma revista internacional na área de Probabilidade e Estatística editada em inglês pelo INE, e como parte das actividades conjuntas com a SPE, a edição do boletim bianual da SPE e a participação no projecto Radical Estatística para estudantes e professores do ensino secundário. A investigação constitui contudo o cerne das actividades do CEAUL. Assim os seus membros estão agrupados, de acordo com os seus interesses, em três grupos de investigação, os quais são liderados por investigadores mais seniores os quais são responsáveis por dar coerência e identidade científica ao grupo e pela definição do programa de actividades respectivo. O tópico principal do grupo G1 é Teoria de Valores Extremos, e os temas de investigação para 2014 são no campo univariado, multivariado e espacial dessa teoria, com especial ênfase nas suas aplicações às ciências da vida, ambiente, avaliação de risco, finanças e biometria. Outros tópicos nas áreas de controlo de qualidade, planeamento de experiências e estatística forense são também temas de investigação de interesse para o grupo. O grupo G2 tem um leque vasto de interesses e o seu programa de investigação envolve trabalho em combinações de valores de prova, estatística em investigação médica e ciência forense, extensões de metodologias em amostragem composta, teoria da distribuição, análise de dados longitudinais discretos, novos resultados associados com a distância de Mahalanobis, estudos de propriedades dinâmicas e de bifurcação, modelos dinâmicos de populações caóticas e teoria de valores extremos, estatística em ambiente e ecologia, História da Probabilidade e Estatística. O grupo G3 divide as suas actividades de investigação para 2014, de acordo com questões metodológicas e questões aplicadas. Do ponto de vista metodológico, os temas de interesse reflectem os tópicos principais de investigação do grupo, nomeadamente, detecção de tendências no espaço e tempo; processos max-estáveis multivariados; análise bayesiana conjunta de dados longitudinais e de sobrevivência, imputação múltipla, modelos de espaço de estados, métodos bayesianos não paramétricos, modelos espaciais em séries temporais, métodos computacionais ABC, modelos de classes latentes, análise de dados categóricos e dados omissos, modelos aditivos generalizados. O espectro das aplicações é vasto, desde a modelação e análise de fogos florestais, até à aplicação de modelos de espaço de estados para estimar a abundância de certas espécies de peixes, passando por aplicações na área da genética, epidemiologia e saúde. 3.1.b Em inglês 3.1.b In English This I&D Unit plays a central role in Portugal as a Research Center in Probability, Statistics and its Applications, developing multidisciplinary activities that aim to carry out research in domains as diverse as Health, Life Sciences and Biology, Financial Risk and hazards posed by nature to the Environment. Together with applied research, fundamental research is carried out on several areas: Probability, Stochastic Processes, Extreme Value Theory, Order Statistics, Outliers, Risk Theory, Computational Statistics and Simulation, Resampling Methodologies, Quality Control, Reliability and Design of Experiments, Dynamical Systems and Chaos, Composite Sampling, Meta Analysis, Longitudinal Data Analysis, Principal Component Analysis, Bayesian Statistics, Time Series, Survival Analysis, Classification Methods, Temporal and Spatial Statistics, Categorical Data Analysis and Missing Data, Environmental Statistics, Statistics in Genomics, Statistics in Epidemiology. The activities proposed for 2014 follow as a consequence of the main objective of CEAUL, which is to contribute to the development of new theoretical framework and methodological issues addressed to applications to real problems, making efforts towards the correct use of Statistics in Society and Schools. Hence, during 2014, these objectives will be attained through different inter-linked activities, among which we mention the scientific publications both in National and International peer review journals, participation in conferences, peer reviewing, organization of workshops, seminars and advanced courses, supervision of Ph.D. and M.Sc students and the collaboration with researchers in other areas. CEAUL will also maintain the activities previously carried out in order to promote Statistics in Society, High Institutions and Schools. Towards that, CEAUL will keep the existing links with the National Institute of Statistics (INE), Portuguese Statistical Society (SPE), Portuguese Mathematical Society (SPM), Center of International Mathematics (CIM), Universities and Polytechnics, among other institutions. In particular we refer to the editorial support given by senior members of CEAUL to REVSTAT Statistical Journal, an International Journal in the area of Probability and Statistics in English, edited by INE and the edition of the SPE newsletter and participation in the project Radical Estatística for students and teachers of Secondary Schools, as part of the joint activities with SPE.
3 Research is the core of the activity of CEAUL. Members are grouped, according to their research interests, in three main research lines, led by senior researchers who define the program of activities in order to give coherence to the group. The objectives of G1 for 2014 are again in the fields of univariate, multivariate, multidimensional and spatial extremes, with special emphasis on their applications to athletics, biometry, environment, finance, insurance, life sciences, outliers and risk assessment. Topics in the areas of design of experiments, forensic statistics, e-learning, reliability and statistical quality control are also of related interest. The team G2 has a wide range of interests and the research program for 2014 involves work on combining p-values, statistics in medical research and in forensic sciences, extension of the composite sampling methodologies, distribution theory, discrete longitudinal data analysis, new results associated with Mahalanobis distances, study of dynamics and bifurcations properties, chaotic population dynamics models and extreme value theory, Statistics in the environment and ecology, History of Probability and Statistics. Team G3 divides their activities for 2014 in methodological and applied research. From a methodological point of view the team will work on a variety of ideas reflecting their main motivating topics, namely block maxima method in extreme value statistics; detection of trend in time and space; multivariate max stable processes; Bayesian joint analysis of longitudinal and spatial survival data, Joint analysis of counts and severity with zero-inflated longitudinal data, multiple imputation based on chained equations in tackling missing data, space state models, Bayesian non-parametric methods, spatial models for macroeconomic and social time-series data, ABC methodology, latent class models, categorical data analysis and missingness, generalized additive models. The spectrum of statistical applications is large, particularly in the fields of environmental and health risks, ranging from the modeling and analysis of forest fire data to the application of state-space models to estimate the total abundance of certain species of fishes, passing through applications to genetics, epidemiology and health Descrição Técnica 3.2 Technical Description Plano e Métodos Plan and Methods As before, the program of activities relative to the strategic project of CEAUL for 2014 is developed along several lines. A) Research activities and Dissemination of research Research in Statistics and Applications is the primary and fundamental activity of CEAUL. The internal organization of CEAUL's team is systematized in 3 Research Groups (GI s), sharing similar scientific interests in Applied Probability, Statistical Inference, Probability Modelling and Data Analysis, but with diverse emphasis in methods and applications according to the planning subproject of each senior Principal Investigator. The groups are: G1: Order Statistics, Extremes and Applications. G2: Probability, Modelling and Data Analysis. G3: Statistical Modelling in Environmental and Life Sciences. The research program is described in detail in the groups planning. Publication in the areas of research of CEAUL takes on average one to two years after the final submission. From 1st submission to final acceptance it can take one year or more, depending on the degree of exigency of the referees. This means that the work published in a certain year is a result of the research carried out several years back. As a result it is very important that researchers in these areas attend conferences, workshops and other type of international meetings, not only to present the work they are developing with the aim to get good feedback from the peers, as well as to be up to date on the state of the art in their subject. As a consequence of this, parallel to research, one of the most important activities of the members of CEAUL is the participation in international events. Some of the events are unique, such as workshops in a specialized field; others on broader fields are periodical events and they should not be missed, since it is there that the state of the art is well documented. It is expected that members of CEAUL attend the following meetings during 2014: ISF th International Symposium on Forecasting, Rotterdam, June 29-2 July. COMPSTAT 2014, Geneva, August 19-22, Second Conference of ISNPS (International Society of Nonparametric Statistics), Cádiz June 12th -16th, th International Conference of Computational Methods in Sciences and Engineering, ICCMSE 2014, 4-7 April, Athens. SMTDA 2014, 3rd Stochastic Modeling Techniques and Data Analysis International Conference, June, Lisbon. The VIII world conference of the Spatial Econometrics Association, Zurich, July Workshop at International Conference on Computational Science and Its Applications (ICCSA 2014) -Guimarães, June 30 July 3, EURO mini-conference on Optimization in the Natural Sciences, Aveiro, 5-9 February 11th International Conference on Computational Management Science, FCUL, de May METMA VII - GRASPA 14, Turim September. GAMLSS in Action, Erasmus MC, Rotterdam, January. International Society for Clinical Biostatistics (ISCB) Conference 2014 International Society for Bayesian Analysis World Meeting, to be held in Cancun - Mexico, July, 14-18, 2014 Annual Meeting of the LSHTM Malaria Centre Retreat 63rd Annual Meeting of the American Society for Tropical Medicine and Hygiene to be held in New Orleans, 2-6 November, B) Organization of events and Advanced Training Members of the center are scientifically involved in the organization, during 2014, of several international events. In particular we refer to those in which members of CEAUL belong to the scientific and/or organizing committee: 8th Worshop on Statistics Mathematics and Computation, Praia, Cabo Verde, March 13-15, Member of the Executive Committee (EC): T.A. Oliveira. E-MATH2014, Barcelona, April 23-25, 2014: Members of the EC: T.A. Oliveira & A. Oliveira The 7th International Conference on Chaotic Modeling and Simulation, CHAOS 2014, Lisbon, June 7-10, Member of the International Scientific Committee (ISC): M.I. Gomes. 3rd Stochastic Modeling Techniques and Data Analysis International onference (SMTDA 2014), Lisbon, June, Member of the ISC: M.I. Gomes. CIRM International Conferences on Extreme Value Theory and Laws of Rare Events, July 14-18, 2014, Marseille. Member of the ISC: M.I. Gomes.
4 1ª Conferência Internacional da Amazônia em Estatística Experimental e Análise do Risco, August 13-15, 2014, Manaus, Brasil: Members of the EC: T.A. Oliveira & A. Oliveira 21st International Conference on Computational Statistics, CompStat 2014, Geneva, August 19-22, 2014: Member of the ISC: M.I. Gomes (also organizer of an invited session). Computer Intensive Methods in Statistics of Extremes: Organizer: M.I. Gomes with Speakers: Frederico Caeiro, Ivette Gomes and Armelle Guillou 21st International Conference on Computational Statistics, CompStat 2014, Geneva, August 19-22, Member of the ISC: M.I. Gomes 14th ICNAAM International Conference of Numerical Analysis and Applied Mathematics, September 22-28, 2014, Rhodes, Greece: T.A. Oliveira is a Session Organizer 4th Polish- Portuguese Workshop on Biometry, Kracow, Poland, September 7-10, Members of the ISC: T.A. Oliveira & A. Oliveira 1st Conference on Experimental Design and Statistical Modelling, Poznan, Poland, September 3-5, 2014.Members of the ISC: T.A. Oliveira & A. Oliveira The 7th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2014), Pisa, Italy, December Member of the ISC: M.I. Gomes. EURO mini-conference on Optimization in the Natural Sciences, Aveiro, 5-9 February Members of the ISC: Isabel Natário & Luzia Gonçalves. 11th International Conference on Computational Management Science, FCUL, May, Member of the EC: Lisete Sousa. Workshop and a short-course, under the auspices of Projeto Exploratório FCT: Desenvolvimento de Extremos no Tempo e no Espaço EXPL/MAT-STA/0622/2013, recently approved by FCT. Organizer: Cláudia Neves Workshop on Spatio-temporal models in Epidemiology and Health, under the auspices of the FCT project PTDC/MAT/118335/2010, September Organized by M. A. Turkman, M Antunes, V Andreozzi, L Sousa, P de Zea Bermudez, G Silva, A L Papoila. Seminars (G. Silva is the responsible for the Seminar program of CEAUL): CEAUL has a regular program of seminars open to the public, given by international and national researchers; the program for 2014 counts with: Vanda Inácio, Dinis Pestana, Sandra Mendonça, João Paulo Martins, Nuno Sepúlveda, Manuela Neves (all members of CEAUL). Maria João Pereira (IST) Susana Vinga (IDMEC/IST/UL) Inês Sousa (CMAT/UMinho) Carla Sousa (IHMT) Entomologia Miguel Amado (FCT-UNL) Miguel Carvalho (Santiago do Chile) David Conesa (Universitat de València) Sillvia Regina Costa (Universidade Federal do Rio Grande do Sul) Kimmo Vehkalahti (University of Helsinki), Samad Hedayat (University of Illinois at Chicago) Christos Kitsos (TEI-ATHENS, Greece) Stanislaw Mejza (Poznan University of Life Sciences, Poland) Luc Anselin (Arizona StateUniversity) Andrea Riebler (NUST, Trondheim) Ian White (MRC Biostatistics Unit, UK) Johan Segers (Université de Louvain) Armelle Guillou (Université de Strassbourg) Stéphane Girard (Université de Grenoble) Advanced Training It is a tradition of CEAUL to organize advanced courses on emerging areas of Statistics for researchers and advanced students from all over the country, as well as courses on more general areas of Statistics, for researchers and Ph.D. students who want to learn more about some specific subject. For 2014 we have programmed the following advanced courses: Bayesian Statistics with INLA (Conceição Ribeiro and Paula Pereira): April Functional data analysis (Jim Ramsay, McGill University) June Modelling with GAMLSS (Antónia Turkman and Ana Luisa Papoila): September D) Internationalization The members of CEAUL are well-recognized internationally in the areas of statistics of extremes, environmental and financial statistics, risk assessment, statistical quality control, experimental design, Bayesian statistics, time series, biostatistics, and they will keep their international contacts during the period corresponding to this strategic project. Apart from those researchers who were invited to give seminars or advanced courses, CEAUL also plans to receive the following visitors Wenceslao Gonzalez Manteiga (Santiago de Compostela), Havard Rue (NUST, Trondheim), Jurg Husler (Bern University), Alan Gelfand (Duke University). E) Multidisciplinary activities and services to Community Scientific collaboration with researchers from other fields will continue. We mention the collaboration with researchers from IGC, IMM, Center of Philosophy of Sciences, Human Genetic Group of UL, Centre for Health Evaluation & Research, IHMT, Forest Research Center, Department of Neurosciences at FMUL, Center for the study of respiratory pathologies at UNL, IPMA, Institute D Luis, Portuguese Quality Institute, BioFIG, IPO, National Institute of Biological Resources. CEAUL will maintain the activities previously carried out in order to promote Statistics in Society and Schools. Towards that, CEAUL will keep the existing links with the National Institute of Statistics (INE), Portuguese Statistical Society (SPE), Portuguese Mathematical Society (SPM), Center of International Mathematics (CIM), Universities and Polytechnics, among other institutions. We mention, in particular the involvement in the project Radical Estatística and in the course on R for teachers of the secondary school in the ambit of the project Radical Estatística promoted by SPE, in September. CEAUL will initiate in 2014 the collaboration with the Commission on Quality and Patient Safety from Centro Hospitalar de Lisboa Central, with the construction, validation and application of questionnaires of patient satisfaction and analysis of the results obtained in these surveys
5 Planeamento de grupos e linhas group planning Grupos e linhas Groups Nome do grupo ou linha Group name Data de início Start date Data de fim End date Duração Duration Order Statistics, Extremes and Applic Planeamento do grupo ou linha Group planning The objectives of the team for 2014 are again in the fields of univariate, multivariate, multidimensional and spatial extremes, with special emphasis on their applications to athletics, biometry, environment, finance, insurance, life sciences, outliers and risk assessment. Topics in the areas of design of experiments, forensic statistics, e-learning, reliability and statistical quality control are also of related interest. We mention: I) Non-parametric, semi-parametric and parametric reliable estimation of first-order parameters of extreme events, under heavytailed frameworks. Different types of max-stability and randomly stopped maxima. Estimation of higher-order parameters. Adaptive estimation through either resampling or heuristic methods. Censoring schemes. Extremes and robustness. Penultimate approximations and reliability of large coherent systems. Bias-correction. The block maxima, POT and PPWM methods revisited. Development of R-packages and submission to CRAN. II) Short, light and exponential tail estimation. Associated bias-corrected methodologies. Estimation in truncated Pareto type models. Endpoint and Weibull-type coefficient estimation. Interval estimation for the endpoint from resampling and asymptotical frameworks. Applications in athletics, biology, climatology and environment. Semi-parametric and parametric testing. Chaotic modeling and simulation. Development of further statistical analysis in health studies (osteoarthritis and diabetes type 2) and biomedical applications. III) The total median and other robust statistics in SQC. Control charts with estimated parameters. Multivariate data analysis and Statis. Robust experimental designs and balanced incomplete block designs with repeated blocks (BIBDR). Forensinc statistics. Metaheuristics and designing of balanced incomplete blocks. Risk analysis, financial statistics and forecasting. Submission of a new package at the R community (Boot.EXPOS), with promising forecasting procedures. Long-term experiences in mathematics e- learning. IV) Spatial statistics and trend detection. Trends in rainfall in time and space. Statistics for dependent frameworks and stochastic processes. Extremal index and tail dependence coefficients estimation. The generalised Pareto, related processes and applications. Generalisation of the semi-parametric estimation of a spatially varying scale parameter. Overall, we expect the publication of around 10 articles in peer-reviewed journals, and twenty publications in books, proceedings and extended abstracts. We are also working in the development of a package, named evt0, related to most of the methodologies introduced by members of our research group in the area of extreme value theory (EVT). We also find probable that the final installation of the R package named evbs, to analyze data from extreme value Birnbaum-Saunders (EVBS), and related to a joint cooperation with a Chilean collegue, Victor Leiva, is ready by the end of The mean time until publication in our area is above one year, and it is thus important the presentation of the new achievements in conferences and workshops. In 2014 there are no specific conferences in the area of EVT, apart from CIRM International Conference on Extreme Value Theory and laws of Rare Events, July The public presentation of the new results will be essentially done at the SMTDA 2014 (see to be held in Lisbon, in June, at COMPSTAT 2014 (see to be held in Geneve, August, and at ERCIM 2014, Pisa, December Indeed, we have recently launched at ERCIM a working group (WG) on Statistical Extremes and Applications (SEA), with more than 30 members, and we, the co-chairs of the SEA WG are motivating the organization of invited sessions among some of the members. There will be also 2 invited organized sessions at the Second Conference of ISNPS (International Society of Nonparametric Statistics), Cádiz, June, with the participation of members of the team. The presentation of results in other areas will be done not only in the aforementioned conferences, but also at the 8th Workshop on Statistics Mathematics and Computation, Cabo Verde, March, E- MATH2014, Barcelona, April, CHAOS 2014, Lisbon, June, ISF2014, Rotterdam, July, ICCMSE2014, Athens, April, 1ª Conferência Internacional da Amazônia em Estatística Experimental e Análise do Risco, Manaus, August, 12th ICNAAM, Rhodes, September, 4th Polish-portuguese Workshop on Biometry, Krakov, September, 1st Conference on Experimental design and Statistical Modelling, Poznan, September. We will go on with services to the community, with the organization of 13 conferences and invited sessions at 2014, as well as seminars and short courses in the areas of research of the team. It is also sensible to mention the scientific cooperation of members of this group, GI1, in regular congresses in Portugal, like CONFMET, JOCLAD and SPE meetings. Most of the members of GI1 have also continuously supervised M.Sc. and Ph.D. Thesis, and in 2014, we expect that at least 2 Ph.D. and 4 M.Sc students will get their degrees. We further mention all services related to refereeing for several international journals, editorial duties at a national journal, Boletim da SPE, and at several international journals, among which we mention journals like Biometrical Letters, The International Journal of Statistical Theory and Practice (IJSTP) and The Chaotic Modeling and Simulation (CMSIM) Journal, as well as Extremes and Revstat, two recent journals included in the ISI Web of Knowledge since Organization of Conferences We will be involved in the organization of 14 Conferences. They are discriminated in the section plans and methods. Nome do grupo ou linha Group name Data de início Start date Data de fim End date Duração Duration Probability, Modelling and Data Analysis Planeamento do grupo ou linha Group planning For 2014 the team G2 research commitments are as follows: I) a) Combining p-values: autoregressive models, pseudo p-values and generalized p-values, and effects of computational sampling augmentation: studies on the estimation of the mixing parameter of the class Xm, combining information from uniforms and extremes of two uniforms. (D. Pestana, M. F. Brilhante, F. Sequeira, P. Semblano) b) Statistics in medical research and in forensic sciences: intelligent data analysis, evidence based medicine, meta analysis in life sciences issues, discrimination in forensic studies (C. Pereira, R. Santos, L. Soares de Almeida, M. S. Cabral, F. Diamantino) c) Extension of the composite sampling methodologies for continuous data and with imperfect sensitivity and specificity, and cost control issues in sampling: research on block sampling, and other methods of sampling costs control. (R. Santos, M. Felgueiras, J.
6 P. Martins) d) Distribution theory, namely in generalized Pareto, general extreme value and beta-related distributions (D. Pestana, M. F. Brilhante, S. Mendonça, F. Sequeira, M. Felgueiras, R. Santos, J. P. Martins) II) a) Impact of missing and dropout in the approaches previously developed to analyze discrete longitudinal data analysis (M. S. Cabral, H. Gonçalves) b) New results associated with Mahalanobis distances and their representation in the space of variables. (J. Cadima) III) a) Study of dynamics and bifurcations properties of continuous-defined one-dimensional maps, in a three parameter space. Big bang bifurcations and the "box-within-a box" structure. Study of different types of couplings and the respective synchronization analysis (J. Leonel Rocha, S. Aleixo) b) Chaotic population dynamics models and extreme value theory (D. Pestana, M. F. Brilhante, F. Sequeira, P. Semblano) IV) Statistics in environmetrics and ecology, namely use of extreme value in the structural analysis of geophysics data from Madeira (S. Mendonça, D. Gouveia-Reis, R. Vasconcelos, M. Salomé Cabral) V) Reinforcement of the collaboration with Team 1, namely: a) Tail index estimation; Mop-estimators (M. F. Brilhante, D. Pestana, P. Semblano) b) Structure of randomly stopped k-order statistics, namely with Panjer general count models subordinators (D. Pestana, S. Mendonça) Continuation of the work in [BGP1] Brilhante, F., Gomes, M.I. and Pestana, D. (2013). A Simple Generalization of the Hill Estimator. Computational Statistics & Data Analysis 57:1, pp [BGP2] Brilhante, F., Gomes, M.I. and Pestana, D. (2013). Multifractals tied to extensions of Panjer's iterative procedures. Chaotic Modelling and Simulation (CMSIM) 3(1), pp URL: /4_Jan_2013_Brilhante_Gomes_Pestana_39-50.pdf VI) a) History of Probability and Statistics, namely the analysis of early portuguese publications on the foundations of Statistics. (Rui Santos, D. Pestana) b) Statistics and the experimental method, and related issues in Philosophy of Science: reinforcement of the collaboration with Centro de Filosofia das Ciências da Universidade de Lisboa, with emphasis on the field of statistical methods inknowledge building. (D. Pestana) c) Documentation for Teaching of Statistics: draft of the second volume of Pestana and Velosa: Introdução à Probabilidade e à Estatística Gulbenkian manual (D. Pestana, Rui Santos and Eugénia Graça Martins) d) Statistics for the layman: conferences and papers on the many beauties and uses of Statistics, with a caveat on the abuse of Statistics. (D. Pestana, S. Mendonça) e) Translation of Statistical texts: preparation of a revised and enlarged on-line edition o [NB1] (D. Pestana, C. Ventura, P. Pestana, with the collaboration of M.I. Gomes). Nome do grupo ou linha Group name Data de início Start date Data de fim End date Duração Duration Statistical Modelling in Environmenta Planeamento do grupo ou linha Group planning The group will continue working towards the main objective of providing relevant methodological contributions to probability and statistical issues in modelling environmental, biological and medical data. The main topics of research for 2014 are: Methodological work: (1) Asymptotic behavior of PWM related to the block maxima in extreme value statistics. (2) Detection of trend in time and space of heavy rainfall and high wind speed in Northern Germany and The Netherlands (3) Studies in multivariate max stable processes. (4) Relationship between the extremes of continuous processes and their discrete versions. Application to the estimation of the parameters of spatial max-stable process. (5) Multivariate non-parametric approach to screening problem. (6) Bayesian non-parametric methods in goodness-of-fit tests. (7) Bayesian analysis of longitudinal and spatial survival data with application to AIDS. (8) Joint analysis of counts and severity with zero-inflated longitudinal data. (9) Detection of infectious disease outbreak by an optimal Bayesian alarm system. (10) ABC techniques in the estimation of bilinear and integer valued time series models. (11) Latent class models and statistical models in diagnostic tests (12) Linear mixed modelling and application to cone production in stone pine in Portugal. (13) Development of multiple testing procedures for hierarchically dependent hypothesis and for conditional, in high-throughput data. Applied work: Applications to Forest Fires: (1) Jointly with Carlos Camara of DEGGE, proposal of an optimal alarms systems for fires as decision support tool for firefighting capacity. (2) Jointly with Jose Pereira from Research Forest Centre, ongoing work on the relationship between observed fire regimes and cultural status of different countries. Spectral analysis of daily observed fire incidences and evidence of a 7day cycle in such series. (3) Modelling the proportion of the burned area on forest fire in Portugal.
7 Application to road safety: (1) Ongoing work with LNEC on dynamic model approach for road safety data. Applications to Immunology and Genetics: (1) Performance of multiple imputation based on chained equations in tackling missing data of the African a3.7-globin deletion in a malaria association study (2) Sample size determination to detecting changes in malaria transmission using reverse catalytic models. (3) Variations in transmission intensity identify human genetic polymorphisms associated with malaria. (4) Kinetics of antibodies in alpha thalassemics in a Tanzanian population (5) Serologically defined variations in malaria endemicity in Pará state. (6) Collaboration with researchers of IMM and BioFIG in the development of statistical methods for the analysis of NGS data. Applications to Fisheries: (1) Continuation of the work on modelling the dynamics of the black scabbardfish in NE Atlantic through a space state model (2) Application of stochastic frontier analysis to fisheries. (3) Start a project for dealing with the ray fishery in the Portuguese continental waters. Applications to Economic and Social studies: (1) Studies on spatial econometrics for developing spatial models to deal with Portuguese macro-economic and social time-series data such as unemployment and poverty. (2) The quality of unemployment data is not very good to estimate quarterly unemployment figures on NUTS III resolution (28 regions in Portugal); small area techniques will be needed to estimates these figures, by using spatial dependence to draw on information coming from adjacent regions. Applications to Medicine and Health: (1) Collaboration with IGC researchers concerning the implementation of a larger study involving patients receiving tumour necrosis factor inhibitor therapies (work in progress; previous work received the 2013 Pfizer award); (2) Continue the analysis and modelling of the data from project REVIVE. (3) Modelling the abundance of Culexpipiens in Portugal. (4) Work on European project PERSSILAA that aims to develop and validate a new service model for older people, to screen for and prevent frailty. (5) Collaboration with ROR-Sul to analyse cancer data using spatio-temporal and survival statistical models. (6) Implementation of mixed Beta regression models and joint models that accommodate a Beta distribution, using data on the evolution of pulse O2 saturation during the first minutes of extra uterine life of term healthy newborn infants. (7) Through the UPHI-STAT project develop sampling strategies, models and analytic strategies in public health that incorporate multiple levels: city, urban areas, neighbourhoods and individuals. Publication of Books and chapter of books: (1) Bayesian Statistics (in Portuguese) revision and 2nd edition. (2) Book chapter on Arrow plot and CA maps for visualizing the effects of background correction and normalization methods on microarray data. In PATTERN RECOGNITION IN MICROARRAYS AND BIOLOGICAL IMAGES, Springer. Contributions for R packages: (1) R package for the analysis of (malaria) seroprevalence data. (2) R package for Arrow plot (3) Development of the help files and examples of the survival analysis INLA package. International collaboration (1) Nuno Sepúlveda: Visit Valentina Mangano of Sapienza University of Rome, to work on manuscripts related to the genetic component of malaria susceptibility in Burkina Faso. (2) Giovani Silva: Visit University of Western Ontario to work with Charmaine Dean on Bayesian modelling of predicting streamflow for ungauged basins and detecting change due to land use or climate variations in Canadian prairie provinces. (3) Daniel Paulino: Visit to Brazilian universities to deliver short courses and talks and develop joint research programs. Advanced training (courses): N. Sepúlveda: Short course on Statistics in the IGC PhD programme January, 2014 L. Sousa and C. Silva: Advanced Biostatistics for Bioinformatics Tool Users - IGC July Referências Bibliográficas 3.3. Bibliographic References Referência Reference Ano Year [BGP1] 2013 [BGP2] 2013 Publicação Publication Brilhante, F., Gomes, M.I. and Pestana, D. (2013). A Simple Generalization of the Hill Estimator. Computational Statistics & Data Analysis 57:1, pp Brilhante, F., Gomes, M.I. and Pestana, D. (2013). Multifractals tied to extensions of Panjer's iterative procedures. Chaotic Modelling and Simulation (CMSIM) 3(1), pp Indicadores previstos 6. Expected indicators
8 Indicadores de realização previstos para o projecto Expected output indicators Descrição Description A - Publicações Publications Livros Books Artigos em revistas internacionais Papers in international journals Artigos em revistas nacionais Papers in national journals B - Comunicações Communications Comunicações em encontros científicos internacionais Communications in international meetings Comunicações em encontros científicos nacionais Communications in national meetings C - Relatórios Reports D - Organização de seminários e conferências Organization of seminars and conferences E - Formação avançada Advanced training Teses de Doutoramento PhD theses Teses de Mestrado Master theses Outras Others F - Modelos Models G - Aplicações computacionais Software H - Instalações piloto Pilot plants I - Protótipos laboratoriais Prototypes J - Patentes Patents L - Outros Other Total Acções de divulgação da actividade científica Scientific activity spreading actions CEAUL intends to give introductory courses on subjects of their specialty for researchers in other areas, seminars of interest for the public in general, seminars for graduate level students. Courses: A course on GAMLSS (Generalized Additive Models for location, scale and shape), a course organized to introduce the main ideas of Generalized additive models and the utilization of the a very powerful package for the analysis of data with dependent and independent variables; this is a course useful for any researcher in other area than statistics which is interested in applying the generalized additive models for the analysis of their data. Bayesian Statistics via R-INLAS; a course organized to introduce the main ideas of Bayesian Statistics and the utilization of the INLA package for the analysis of data using that methodology; this is a course useful statisticians and for any researcher in other area than statistics which is interested in applying the Bayesian methodology in the analysis of their data. Basic programming with R; a course useful for any researcher who wants to learn how to program with R; Specifically the course will be given in association with SPE under the ambit of the project Radical Estatística for secondary school teachers. A cycle of seminars on History of Statistics, Teaching of Statistics and related subjects, usually given by members of group G2. Members of the CEAUL are often invited to participate in cultural events discussing the role of Statistics in Scientific Research, in surveys, in citizenship and welfare, in taming risk, etc. 7. Orçamento 7. Budget Instituição Proponente Principal Contractor Fundação da Faculdade de Ciências Descrição Description Recursos Humanos Human resources Missões Missions Total ,00 0,00 0,00 0,00 0, ,00
9 Consultores Consultants Aquisição de bens e serviços Service procurement and acquisitions Registo de patentes Patent registration Adaptação de edifícios e instalações Adaptation of buildings and facilities Gastos gerais Overheads TOTAL DESPESAS CORRENTES TOTAL CURRENT EXPENSES Equipamento Equipment ,00 0,00 0,00 0,00 0, , ,00 0,00 0,00 0,00 0, , ,00 0,00 0,00 0,00 0, , ,00 0,00 0,00 0,00 0, , ,00 0,00 0,00 0,00 0, ,00 Total ,00 0,00 0,00 0,00 0, ,00 Instituições Participantes Participating Institutions (Não se encontram registadas Instituições Participantes para este projecto) (No Participating Institution has been registered for this project) Orçamento Global Global budget Descrição Description Recursos Humanos Human resources Missões Missions Consultores Consultants Aquisição de bens e serviços Service procurement and acquisitions Registo de patentes Patent registration Adaptação de edifícios e instalações Adaptation of buildings and facilities Gastos gerais Overheads TOTAL DESPESAS CORRENTES TOTAL CURRENT EXPENSES Equipamento Equipment Total ,00 0,00 0,00 0,00 0, , ,00 0,00 0,00 0,00 0, , ,00 0,00 0,00 0,00 0, , ,00 0,00 0,00 0,00 0, , ,00 0,00 0,00 0,00 0, , ,00 0,00 0,00 0,00 0, ,00 Total ,00 0,00 0,00 0,00 0, ,00 Plano de financiamento Finance plan Descrição Description Financiamento solicitado à FCT Requested funding Financiamento próprio Own funding Outro financiamento público Other public-sector funding Outro financiamento privado Other private funding Total do Projecto Total of the project Total ,00 0,00 0,00 0,00 0, , ,00 0,00 0,00 0,00 0, ,00 Comentários e Justificações Comments and Justifications Overheads: The FCUL charges 20% as overheads. Missions: As explained in the research plan and methods, since publication in the areas of research of CEAUL takes more than two years, the work that is published in a certain year is a result of the research carried out several years back. Hence it is very important that researchers in these areas attend conferences, workshops and other type of international meetings, to present the work they are developing and to keep up to date on the state of the art in their subject. As a consequence of this, parallel to research, one of the most important activities of the members of CEAUL is the participation in international events. The average cost of conference registration is 350 Euros and average cost of travel expenses plus accommodation and per diem is calculated at 1481 Euros. We calculate around 35 international missions bringing the cost to Euros. Consultants: According to the plan of seminars and visitors we expect to spend around euros on consultants. This is based on an average cost of 1000 euros per consultant and 10 consultants. It is expected that the expenses of some of the consultants who will give seminars in CEAUL will be partially or totally covered by individual research projects of members of CEAUL, as they will visit them as part of their specific research activities.
10 Services procurement and acquisitions: There are three basic costs involved in this item; (i) CEAUL has a contract with a computer technician who is responsible for assisting its members with technical problems and who maintains the CEAUL webpage. The cost of this technician is Euros, yearly; (ii) CEAUL maintains a library which is used by researchers from all over the country; we expect to spend 5000 in acquisition of books and periodicals which are not in the Bibliotheca on line; (iii) Other type of services, general acquisition of services, acquisition of data, acquisition of perishable goods, such as tonners, stationary goods, etc, which we estimate as Euros. Equipment: Basically CEAUL will purchase computer hardware for its members; Considering the lifetime of desktop computers, laptops, printers, etc, the amount of Euros was calculated on the basis of an average renewal of 7 computers, laptops or printers and the acquisition of these material for new members, pos-docs and Ph.D. students. 9. Ficheiros Anexos 9. Attachments :37:41 Financiado por fundos estruturais da UE e fundos nacionais do MEC