Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC
International Nuclear Information System (INIS)
Peplow, Douglas E.; Blakeman, Edward D; Wagner, John C
2007-01-01
More often than in the past, Monte Carlo methods are being used to compute fluxes or doses over large areas using mesh tallies (a set of region tallies defined on a mesh that overlays the geometry). For problems that demand that the uncertainty in each mesh cell be less than some set maximum, computation time is controlled by the cell with the largest uncertainty. This issue becomes quite troublesome in deep-penetration problems, and advanced variance reduction techniques are required to obtain reasonable uncertainties over large areas. The CADIS (Consistent Adjoint Driven Importance Sampling) methodology has been shown to very efficiently optimize the calculation of a response (flux or dose) for a single point or a small region using weight windows and a biased source based on the adjoint of that response. This has been incorporated into codes such as ADVANTG (based on MCNP) and the new sequence MAVRIC, which will be available in the next release of SCALE. In an effort to compute lower uncertainties everywhere in the problem, Larsen's group has also developed several methods to help distribute particles more evenly, based on forward estimates of flux. This paper focuses on the use of a forward estimate to weight the placement of the source in the adjoint calculation used by CADIS, which we refer to as a forward-weighted CADIS (FW-CADIS)
MCNP variance reduction overview
International Nuclear Information System (INIS)
Hendricks, J.S.; Booth, T.E.
1985-01-01
The MCNP code is rich in variance reduction features. Standard variance reduction methods found in most Monte Carlo codes are available as well as a number of methods unique to MCNP. We discuss the variance reduction features presently in MCNP as well as new ones under study for possible inclusion in future versions of the code
International Nuclear Information System (INIS)
Biondo, Elliott D.; Davis, Andrew; Wilson, Paul P.H.
2016-01-01
Highlights: • A CAD-based shutdown dose rate analysis workflow has been implemented. • Cartesian and superimposed tetrahedral mesh are fully supported. • Biased and unbiased photon source sampling options are available. • Hybrid Monte Carlo/deterministic techniques accelerate photon transport. • The workflow has been validated with the FNG-ITER benchmark problem. - Abstract: In fusion energy systems (FES) high-energy neutrons born from burning plasma activate system components to form radionuclides. The biological dose rate that results from photons emitted by these radionuclides after shutdown—the shutdown dose rate (SDR)—must be quantified for maintenance planning. This can be done using the Rigorous Two-Step (R2S) method, which involves separate neutron and photon transport calculations, coupled by a nuclear inventory analysis code. The geometric complexity and highly attenuating configuration of FES motivates the use of CAD geometry and advanced variance reduction for this analysis. An R2S workflow has been created with the new capability of performing SDR analysis directly from CAD geometry with Cartesian or tetrahedral meshes and with biased photon source sampling, enabling the use of the Consistent Adjoint Driven Importance Sampling (CADIS) variance reduction technique. This workflow has been validated with the Frascati Neutron Generator (FNG)-ITER SDR benchmark using both Cartesian and tetrahedral meshes and both unbiased and biased photon source sampling. All results are within 20.4% of experimental values, which constitutes satisfactory agreement. Photon transport using CADIS is demonstrated to yield speedups as high as 8.5·10"5 for problems using the FNG geometry.
Advanced Variance Reduction for Global k-Eigenvalue Simulations in MCNP
Energy Technology Data Exchange (ETDEWEB)
Edward W. Larsen
2008-06-01
The "criticality" or k-eigenvalue of a nuclear system determines whether the system is critical (k=1), or the extent to which it is subcritical (k<1) or supercritical (k>1). Calculations of k are frequently performed at nuclear facilities to determine the criticality of nuclear reactor cores, spent nuclear fuel storage casks, and other fissile systems. These calculations can be expensive, and current Monte Carlo methods have certain well-known deficiencies. In this project, we have developed and tested a new "functional Monte Carlo" (FMC) method that overcomes several of these deficiencies. The current state-of-the-art Monte Carlo k-eigenvalue method estimates the fission source for a sequence of fission generations (cycles), during each of which M particles per cycle are processed. After a series of "inactive" cycles during which the fission source "converges," a series of "active" cycles are performed. For each active cycle, the eigenvalue and eigenfunction are estimated; after N >> 1 active cycles are performed, the results are averaged to obtain estimates of the eigenvalue and eigenfunction and their standard deviations. This method has several disadvantages: (i) the estimate of k depends on the number M of particles per cycle, (iii) for optically thick systems, the eigenfunction estimate may not converge due to undersampling of the fission source, and (iii) since the fission source in any cycle depends on the estimated fission source from the previous cycle (the fission sources in different cycles are correlated), the estimated variance in k is smaller than the real variance. For an acceptably large number M of particles per cycle, the estimate of k is nearly independent of M; this essentially takes care of item (i). Item (ii) can be addressed by taking M sufficiently large, but for optically thick systems a sufficiently large M can easily be unrealistic. Item (iii) cannot be accounted for by taking M or N sufficiently large; it is an inherent deficiency due
Variance Reduction Techniques in Monte Carlo Methods
Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.
2010-01-01
Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the
Discussion on variance reduction technique for shielding
Energy Technology Data Exchange (ETDEWEB)
Maekawa, Fujio [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
1998-03-01
As the task of the engineering design activity of the international thermonuclear fusion experimental reactor (ITER), on 316 type stainless steel (SS316) and the compound system of SS316 and water, the shielding experiment using the D-T neutron source of FNS in Japan Atomic Energy Research Institute has been carried out. However, in these analyses, enormous working time and computing time were required for determining the Weight Window parameter. Limitation or complication was felt when the variance reduction by Weight Window method of MCNP code was carried out. For the purpose of avoiding this difficulty, investigation was performed on the effectiveness of the variance reduction by cell importance method. The conditions of calculation in all cases are shown. As the results, the distribution of fractional standard deviation (FSD) related to neutrons and gamma-ray flux in the direction of shield depth is reported. There is the optimal importance change, and when importance was increased at the same rate as that of the attenuation of neutron or gamma-ray flux, the optimal variance reduction can be done. (K.I.)
Markov bridges, bisection and variance reduction
DEFF Research Database (Denmark)
Asmussen, Søren; Hobolth, Asger
. In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented......Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints...
Hybrid biasing approaches for global variance reduction
International Nuclear Information System (INIS)
Wu, Zeyun; Abdel-Khalik, Hany S.
2013-01-01
A new variant of Monte Carlo—deterministic (DT) hybrid variance reduction approach based on Gaussian process theory is presented for accelerating convergence of Monte Carlo simulation and compared with Forward-Weighted Consistent Adjoint Driven Importance Sampling (FW-CADIS) approach implemented in the SCALE package from Oak Ridge National Laboratory. The new approach, denoted the Gaussian process approach, treats the responses of interest as normally distributed random processes. The Gaussian process approach improves the selection of the weight windows of simulated particles by identifying a subspace that captures the dominant sources of statistical response variations. Like the FW-CADIS approach, the Gaussian process approach utilizes particle importance maps obtained from deterministic adjoint models to derive weight window biasing. In contrast to the FW-CADIS approach, the Gaussian process approach identifies the response correlations (via a covariance matrix) and employs them to reduce the computational overhead required for global variance reduction (GVR) purpose. The effective rank of the covariance matrix identifies the minimum number of uncorrelated pseudo responses, which are employed to bias simulated particles. Numerical experiments, serving as a proof of principle, are presented to compare the Gaussian process and FW-CADIS approaches in terms of the global reduction in standard deviation of the estimated responses. - Highlights: ► Hybrid Monte Carlo Deterministic Method based on Gaussian Process Model is introduced. ► Method employs deterministic model to calculate responses correlations. ► Method employs correlations to bias Monte Carlo transport. ► Method compared to FW-CADIS methodology in SCALE code. ► An order of magnitude speed up is achieved for a PWR core model.
Some variance reduction methods for numerical stochastic homogenization.
Blanc, X; Le Bris, C; Legoll, F
2016-04-28
We give an overview of a series of recent studies devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires that a set of problems is solved at the microscale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behaviour. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts in the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here. © 2016 The Author(s).
Monte Carlo variance reduction approaches for non-Boltzmann tallies
International Nuclear Information System (INIS)
Booth, T.E.
1992-12-01
Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed
A zero-variance-based scheme for variance reduction in Monte Carlo criticality
Energy Technology Data Exchange (ETDEWEB)
Christoforou, S.; Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)
2006-07-01
A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)
A zero-variance-based scheme for variance reduction in Monte Carlo criticality
International Nuclear Information System (INIS)
Christoforou, S.; Hoogenboom, J. E.
2006-01-01
A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)
Heritability, variance components and genetic advance of some ...
African Journals Online (AJOL)
Heritability, variance components and genetic advance of some yield and yield related traits in Ethiopian ... African Journal of Biotechnology ... randomized complete block design at Adet Agricultural Research Station in 2008 cropping season.
Variance reduction methods applied to deep-penetration problems
International Nuclear Information System (INIS)
Cramer, S.N.
1984-01-01
All deep-penetration Monte Carlo calculations require variance reduction methods. Before beginning with a detailed approach to these methods, several general comments concerning deep-penetration calculations by Monte Carlo, the associated variance reduction, and the similarities and differences of these with regard to non-deep-penetration problems will be addressed. The experienced practitioner of Monte Carlo methods will easily find exceptions to any of these generalities, but it is felt that these comments will aid the novice in understanding some of the basic ideas and nomenclature. Also, from a practical point of view, the discussions and developments presented are oriented toward use of the computer codes which are presented in segments of this Monte Carlo course
Fringe biasing: A variance reduction technique for optically thick meshes
Energy Technology Data Exchange (ETDEWEB)
Smedley-Stevenson, R. P. [AWE PLC, Aldermaston Reading, Berkshire, RG7 4PR (United Kingdom)
2013-07-01
Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)
Fringe biasing: A variance reduction technique for optically thick meshes
International Nuclear Information System (INIS)
Smedley-Stevenson, R. P.
2013-01-01
Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)
Variational Variance Reduction for Monte Carlo Criticality Calculations
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Larsen, Edward W.
2001-01-01
A new variational variance reduction (VVR) method for Monte Carlo criticality calculations was developed. This method employs (a) a variational functional that is more accurate than the standard direct functional, (b) a representation of the deterministically obtained adjoint flux that is especially accurate for optically thick problems with high scattering ratios, and (c) estimates of the forward flux obtained by Monte Carlo. The VVR method requires no nonanalog Monte Carlo biasing, but it may be used in conjunction with Monte Carlo biasing schemes. Some results are presented from a class of criticality calculations involving alternating arrays of fuel and moderator regions
A general transform for variance reduction in Monte Carlo simulations
International Nuclear Information System (INIS)
Becker, T.L.; Larsen, E.W.
2011-01-01
This paper describes a general transform to reduce the variance of the Monte Carlo estimate of some desired solution, such as flux or biological dose. This transform implicitly includes many standard variance reduction techniques, including source biasing, collision biasing, the exponential transform for path-length stretching, and weight windows. Rather than optimizing each of these techniques separately or choosing semi-empirical biasing parameters based on the experience of a seasoned Monte Carlo practitioner, this General Transform unites all these variance techniques to achieve one objective: a distribution of Monte Carlo particles that attempts to optimize the desired solution. Specifically, this transform allows Monte Carlo particles to be distributed according to the user's specification by using information obtained from a computationally inexpensive deterministic simulation of the problem. For this reason, we consider the General Transform to be a hybrid Monte Carlo/Deterministic method. The numerical results con rm that the General Transform distributes particles according to the user-specified distribution and generally provide reasonable results for shielding applications. (author)
Improving computational efficiency of Monte Carlo simulations with variance reduction
International Nuclear Information System (INIS)
Turner, A.; Davis, A.
2013-01-01
CCFE perform Monte-Carlo transport simulations on large and complex tokamak models such as ITER. Such simulations are challenging since streaming and deep penetration effects are equally important. In order to make such simulations tractable, both variance reduction (VR) techniques and parallel computing are used. It has been found that the application of VR techniques in such models significantly reduces the efficiency of parallel computation due to 'long histories'. VR in MCNP can be accomplished using energy-dependent weight windows. The weight window represents an 'average behaviour' of particles, and large deviations in the arriving weight of a particle give rise to extreme amounts of splitting being performed and a long history. When running on parallel clusters, a long history can have a detrimental effect on the parallel efficiency - if one process is computing the long history, the other CPUs complete their batch of histories and wait idle. Furthermore some long histories have been found to be effectively intractable. To combat this effect, CCFE has developed an adaptation of MCNP which dynamically adjusts the WW where a large weight deviation is encountered. The method effectively 'de-optimises' the WW, reducing the VR performance but this is offset by a significant increase in parallel efficiency. Testing with a simple geometry has shown the method does not bias the result. This 'long history method' has enabled CCFE to significantly improve the performance of MCNP calculations for ITER on parallel clusters, and will be beneficial for any geometry combining streaming and deep penetration effects. (authors)
Problems of variance reduction in the simulation of random variables
International Nuclear Information System (INIS)
Lessi, O.
1987-01-01
The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced
Variance reduction techniques in the simulation of Markov processes
International Nuclear Information System (INIS)
Lessi, O.
1987-01-01
We study a functional r of the stationary distribution of a homogeneous Markov chain. It is often difficult or impossible to perform the analytical calculation of r and so it is reasonable to estimate r by a simulation process. A consistent estimator r(n) of r is obtained with respect to a chain with a countable state space. Suitably modifying the estimator r(n) of r one obtains a new consistent estimator which has a smaller variance than r(n). The same is obtained in the case of finite state space
Advanced methods of analysis variance on scenarios of nuclear prospective
International Nuclear Information System (INIS)
Blazquez, J.; Montalvo, C.; Balbas, M.; Garcia-Berrocal, A.
2011-01-01
Traditional techniques of propagation of variance are not very reliable, because there are uncertainties of 100% relative value, for this so use less conventional methods, such as Beta distribution, Fuzzy Logic and the Monte Carlo Method.
Maucec, M
2005-01-01
Monte Carlo simulations for nuclear logging applications are considered to be highly demanding transport problems. In this paper, the implementation of weight-window variance reduction schemes in a 'manual' fashion to improve the efficiency of calculations for a neutron logging tool is presented.
Logistics Reduction: Advanced Clothing System (ACS)
National Aeronautics and Space Administration — The goal of the Advanced Exploration System (AES) Logistics Reduction (LR) project's Advanced Clothing System (ACS) is to use advanced commercial off-the-shelf...
International Nuclear Information System (INIS)
Murthy, K.P.N.; Indira, R.
1986-01-01
An analytical formulation is presented for calculating the mean and variance of transmission for a model deep-penetration problem. With this formulation, the variance reduction characteristics of two biased Monte Carlo schemes are studied. The first is the usual exponential biasing wherein it is shown that the optimal biasing parameter depends sensitively on the scattering properties of the shielding medium. The second is a scheme that couples exponential biasing to the scattering angle biasing proposed recently. It is demonstrated that the coupled scheme performs better than exponential biasing
Automatic variance reduction for Monte Carlo simulations via the local importance function transform
International Nuclear Information System (INIS)
Turner, S.A.
1996-02-01
The author derives a transformed transport problem that can be solved theoretically by analog Monte Carlo with zero variance. However, the Monte Carlo simulation of this transformed problem cannot be implemented in practice, so he develops a method for approximating it. The approximation to the zero variance method consists of replacing the continuous adjoint transport solution in the transformed transport problem by a piecewise continuous approximation containing local biasing parameters obtained from a deterministic calculation. He uses the transport and collision processes of the transformed problem to bias distance-to-collision and selection of post-collision energy groups and trajectories in a traditional Monte Carlo simulation of ''real'' particles. He refers to the resulting variance reduction method as the Local Importance Function Transform (LIFI) method. He demonstrates the efficiency of the LIFT method for several 3-D, linearly anisotropic scattering, one-group, and multigroup problems. In these problems the LIFT method is shown to be more efficient than the AVATAR scheme, which is one of the best variance reduction techniques currently available in a state-of-the-art Monte Carlo code. For most of the problems considered, the LIFT method produces higher figures of merit than AVATAR, even when the LIFT method is used as a ''black box''. There are some problems that cause trouble for most variance reduction techniques, and the LIFT method is no exception. For example, the author demonstrates that problems with voids, or low density regions, can cause a reduction in the efficiency of the LIFT method. However, the LIFT method still performs better than survival biasing and AVATAR in these difficult cases
Reduction of variance in spectral estimates for correction of ultrasonic aberration.
Astheimer, Jeffrey P; Pilkington, Wayne C; Waag, Robert C
2006-01-01
A variance reduction factor is defined to describe the rate of convergence and accuracy of spectra estimated from overlapping ultrasonic scattering volumes when the scattering is from a spatially uncorrelated medium. Assuming that the individual volumes are localized by a spherically symmetric Gaussian window and that centers of the volumes are located on orbits of an icosahedral rotation group, the factor is minimized by adjusting the weight and radius of each orbit. Conditions necessary for the application of the variance reduction method, particularly for statistical estimation of aberration, are examined. The smallest possible value of the factor is found by allowing an unlimited number of centers constrained only to be within a ball rather than on icosahedral orbits. Computations using orbits formed by icosahedral vertices, face centers, and edge midpoints with a constraint radius limited to a small multiple of the Gaussian width show that a significant reduction of variance can be achieved from a small number of centers in the confined volume and that this reduction is nearly the maximum obtainable from an unlimited number of centers in the same volume.
Sharma, Diksha; Sempau, Josep; Badano, Aldo
2018-02-01
Monte Carlo simulations require large number of histories to obtain reliable estimates of the quantity of interest and its associated statistical uncertainty. Numerous variance reduction techniques (VRTs) have been employed to increase computational efficiency by reducing the statistical uncertainty. We investigate the effect of two VRTs for optical transport methods on accuracy and computing time for the estimation of variance (noise) in x-ray imaging detectors. We describe two VRTs. In the first, we preferentially alter the direction of the optical photons to increase detection probability. In the second, we follow only a fraction of the total optical photons generated. In both techniques, the statistical weight of photons is altered to maintain the signal mean. We use fastdetect2, an open-source, freely available optical transport routine from the hybridmantis package. We simulate VRTs for a variety of detector models and energy sources. The imaging data from the VRT simulations are then compared to the analog case (no VRT) using pulse height spectra, Swank factor, and the variance of the Swank estimate. We analyze the effect of VRTs on the statistical uncertainty associated with Swank factors. VRTs increased the relative efficiency by as much as a factor of 9. We demonstrate that we can achieve the same variance of the Swank factor with less computing time. With this approach, the simulations can be stopped when the variance of the variance estimates reaches the desired level of uncertainty. We implemented analytic estimates of the variance of Swank factor and demonstrated the effect of VRTs on image quality calculations. Our findings indicate that the Swank factor is dominated by the x-ray interaction profile as compared to the additional uncertainty introduced in the optical transport by the use of VRTs. For simulation experiments that aim at reducing the uncertainty in the Swank factor estimate, any of the proposed VRT can be used for increasing the relative
Energy Technology Data Exchange (ETDEWEB)
Christoforou, Stavros, E-mail: stavros.christoforou@gmail.com [Kirinthou 17, 34100, Chalkida (Greece); Hoogenboom, J. Eduard, E-mail: j.e.hoogenboom@tudelft.nl [Department of Applied Sciences, Delft University of Technology (Netherlands)
2011-07-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k{sub eff} estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
International Nuclear Information System (INIS)
Christoforou, Stavros; Hoogenboom, J. Eduard
2011-01-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k_e_f_f estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
PWR Facility Dose Modeling Using MCNP5 and the CADIS/ADVANTG Variance-Reduction Methodology
Energy Technology Data Exchange (ETDEWEB)
Blakeman, Edward D [ORNL; Peplow, Douglas E. [ORNL; Wagner, John C [ORNL; Murphy, Brian D [ORNL; Mueller, Don [ORNL
2007-09-01
The feasibility of modeling a pressurized-water-reactor (PWR) facility and calculating dose rates at all locations within the containment and adjoining structures using MCNP5 with mesh tallies is presented. Calculations of dose rates resulting from neutron and photon sources from the reactor (operating and shut down for various periods) and the spent fuel pool, as well as for the photon source from the primary coolant loop, were all of interest. Identification of the PWR facility, development of the MCNP-based model and automation of the run process, calculation of the various sources, and development of methods for visually examining mesh tally files and extracting dose rates were all a significant part of the project. Advanced variance reduction, which was required because of the size of the model and the large amount of shielding, was performed via the CADIS/ADVANTG approach. This methodology uses an automatically generated three-dimensional discrete ordinates model to calculate adjoint fluxes from which MCNP weight windows and source bias parameters are generated. Investigative calculations were performed using a simple block model and a simplified full-scale model of the PWR containment, in which the adjoint source was placed in various regions. In general, it was shown that placement of the adjoint source on the periphery of the model provided adequate results for regions reasonably close to the source (e.g., within the containment structure for the reactor source). A modification to the CADIS/ADVANTG methodology was also studied in which a global adjoint source is weighted by the reciprocal of the dose response calculated by an earlier forward discrete ordinates calculation. This method showed improved results over those using the standard CADIS/ADVANTG approach, and its further investigation is recommended for future efforts.
PWR Facility Dose Modeling Using MCNP5 and the CADIS/ADVANTG Variance-Reduction Methodology
International Nuclear Information System (INIS)
Blakeman, Edward D.; Peplow, Douglas E.; Wagner, John C.; Murphy, Brian D.; Mueller, Don
2007-01-01
The feasibility of modeling a pressurized-water-reactor (PWR) facility and calculating dose rates at all locations within the containment and adjoining structures using MCNP5 with mesh tallies is presented. Calculations of dose rates resulting from neutron and photon sources from the reactor (operating and shut down for various periods) and the spent fuel pool, as well as for the photon source from the primary coolant loop, were all of interest. Identification of the PWR facility, development of the MCNP-based model and automation of the run process, calculation of the various sources, and development of methods for visually examining mesh tally files and extracting dose rates were all a significant part of the project. Advanced variance reduction, which was required because of the size of the model and the large amount of shielding, was performed via the CADIS/ADVANTG approach. This methodology uses an automatically generated three-dimensional discrete ordinates model to calculate adjoint fluxes from which MCNP weight windows and source bias parameters are generated. Investigative calculations were performed using a simple block model and a simplified full-scale model of the PWR containment, in which the adjoint source was placed in various regions. In general, it was shown that placement of the adjoint source on the periphery of the model provided adequate results for regions reasonably close to the source (e.g., within the containment structure for the reactor source). A modification to the CADIS/ADVANTG methodology was also studied in which a global adjoint source is weighted by the reciprocal of the dose response calculated by an earlier forward discrete ordinates calculation. This method showed improved results over those using the standard CADIS/ADVANTG approach, and its further investigation is recommended for future efforts
Use experiences of MCNP in nuclear energy study. 2. Review of variance reduction techniques
Energy Technology Data Exchange (ETDEWEB)
Sakurai, Kiyoshi; Yamamoto, Toshihiro [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment; eds.
1998-03-01
`MCNP Use Experience` Working Group was established in 1996 under the Special Committee on Nuclear Code Evaluation. This year`s main activity of the working group has been focused on the review of variance reduction techniques of Monte Carlo calculations. This working group dealt with the variance reduction techniques of (1) neutron and gamma ray transport calculation of fusion reactor system, (2) concept design of nuclear transmutation system using accelerator, (3) JMTR core calculation, (4) calculation of prompt neutron decay constant, (5) neutron and gamma ray transport calculation for exposure evaluation, (6) neutron and gamma ray transport calculation of shielding system, etc. Furthermore, this working group started an activity to compile `Guideline of Monte Carlo Calculation` which will be a standard in the future. The appendices of this report include this `Guideline`, the use experience of MCNP 4B and examples of Monte Carlo calculations of high energy charged particles. The 11 papers are indexed individually. (J.P.N.)
Use experiences of MCNP in nuclear energy study. 2. Review of variance reduction techniques
International Nuclear Information System (INIS)
Sakurai, Kiyoshi; Yamamoto, Toshihiro
1998-03-01
''MCNP Use Experience'' Working Group was established in 1996 under the Special Committee on Nuclear Code Evaluation. This year''s main activity of the working group has been focused on the review of variance reduction techniques of Monte Carlo calculations. This working group dealt with the variance reduction techniques of (1) neutron and gamma ray transport calculation of fusion reactor system, (2) concept design of nuclear transmutation system using accelerator, (3) JMTR core calculation, (4) calculation of prompt neutron decay constant, (5) neutron and gamma ray transport calculation for exposure evaluation, (6) neutron and gamma ray transport calculation of shielding system, etc. Furthermore, this working group started an activity to compile ''Guideline of Monte Carlo Calculation'' which will be a standard in the future. The appendices of this report include this ''Guideline'', the use experience of MCNP 4B and examples of Monte Carlo calculations of high energy charged particles. The 11 papers are indexed individually. (J.P.N.)
International Nuclear Information System (INIS)
Vidal-Codina, F.; Nguyen, N.C.; Giles, M.B.; Peraire, J.
2015-01-01
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method
Analysis of inconsistent source sampling in monte carlo weight-window variance reduction methods
Directory of Open Access Journals (Sweden)
David P. Griesheimer
2017-09-01
Full Text Available The application of Monte Carlo (MC to large-scale fixed-source problems has recently become possible with new hybrid methods that automate generation of parameters for variance reduction techniques. Two common variance reduction techniques, weight windows and source biasing, have been automated and popularized by the consistent adjoint-driven importance sampling (CADIS method. This method uses the adjoint solution from an inexpensive deterministic calculation to define a consistent set of weight windows and source particles for a subsequent MC calculation. One of the motivations for source consistency is to avoid the splitting or rouletting of particles at birth, which requires computational resources. However, it is not always possible or desirable to implement such consistency, which results in inconsistent source biasing. This paper develops an original framework that mathematically expresses the coupling of the weight window and source biasing techniques, allowing the authors to explore the impact of inconsistent source sampling on the variance of MC results. A numerical experiment supports this new framework and suggests that certain classes of problems may be relatively insensitive to inconsistent source sampling schemes with moderate levels of splitting and rouletting.
International Nuclear Information System (INIS)
DeVeaux, J.C.; Miley, G.H.
1982-01-01
A variance-reduction technique involving use of exponential transform and angular-biasing methods has been developed. Its purpose is to minimize the variance and computer time involved in estimating the mean fusion product (fp) energy deposited in a hot, multi-region plasma under the influence of small-energy transfer Coulomb collisions and large-energy transfer nuclear elastic scattering (NES) events. This technique is applicable to high-temperature D- 3 He, Cat. D and D-T plasmas which have highly energetic fps capable of undergoing NES. A first application of this technique is made to a D- 3 He Field Reversed Mirror (FRM) where the Larmor radius of the 14.7 MeV protons are typically comparable to the plasma radius (plasma radius approx. 2 fp gyroradii) and the optimistic fp confinement (approx. 45% of 14.7 MeV protons) previously predicted is vulnerable to large orbit perturbations induced by NES. In the FRM problem, this variance reduction technique is used to estimate the fractional difference in the average fp energy deposited in the closed-field region, E/sub cf/, with and without NES collisions
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Larsen, Edward W.
2001-01-01
Recently, it has been shown that the figure of merit (FOM) of Monte Carlo source-detector problems can be enhanced by using a variational rather than a direct functional to estimate the detector response. The direct functional, which is traditionally employed in Monte Carlo simulations, requires an estimate of the solution of the forward problem within the detector region. The variational functional is theoretically more accurate than the direct functional, but it requires estimates of the solutions of the forward and adjoint source-detector problems over the entire phase-space of the problem. In recent work, we have performed Monte Carlo simulations using the variational functional by (a) approximating the adjoint solution deterministically and representing this solution as a function in phase-space and (b) estimating the forward solution using Monte Carlo. We have called this general procedure variational variance reduction (VVR). The VVR method is more computationally expensive per history than traditional Monte Carlo because extra information must be tallied and processed. However, the variational functional yields a more accurate estimate of the detector response. Our simulations have shown that the VVR reduction in variance usually outweighs the increase in cost, resulting in an increased FOM. In recent work on source-detector problems, we have calculated the adjoint solution deterministically and represented this solution as a linear-in-angle, histogram-in-space function. This procedure has several advantages over previous implementations: (a) it requires much less adjoint information to be stored and (b) it is highly efficient for diffusive problems, due to the accurate linear-in-angle representation of the adjoint solution. (Traditional variance-reduction methods perform poorly for diffusive problems.) Here, we extend this VVR method to Monte Carlo criticality calculations, which are often diffusive and difficult for traditional variance-reduction methods
International Nuclear Information System (INIS)
Wagner, J.C.; Haghighat, A.
1998-01-01
Although the Monte Carlo method is considered to be the most accurate method available for solving radiation transport problems, its applicability is limited by its computational expense. Thus, biasing techniques, which require intuition, guesswork, and iterations involving manual adjustments, are employed to make reactor shielding calculations feasible. To overcome this difficulty, the authors have developed a method for using the S N adjoint function for automated variance reduction of Monte Carlo calculations through source biasing and consistent transport biasing with the weight window technique. They describe the implementation of this method into the standard production Monte Carlo code MCNP and its application to a realistic calculation, namely, the reactor cavity dosimetry calculation. The computational effectiveness of the method, as demonstrated through the increase in calculational efficiency, is demonstrated and quantified. Important issues associated with this method and its efficient use are addressed and analyzed. Additional benefits in terms of the reduction in time and effort required of the user are difficult to quantify but are possibly as important as the computational efficiency. In general, the automated variance reduction method presented is capable of increases in computational performance on the order of thousands, while at the same time significantly reducing the current requirements for user experience, time, and effort. Therefore, this method can substantially increase the applicability and reliability of Monte Carlo for large, real-world shielding applications
Adjoint-based global variance reduction approach for reactor analysis problems
International Nuclear Information System (INIS)
Zhang, Qiong; Abdel-Khalik, Hany S.
2011-01-01
A new variant of a hybrid Monte Carlo-Deterministic approach for simulating particle transport problems is presented and compared to the SCALE FW-CADIS approach. The new approach, denoted by the Subspace approach, optimizes the selection of the weight windows for reactor analysis problems where detailed properties of all fuel assemblies are required everywhere in the reactor core. Like the FW-CADIS approach, the Subspace approach utilizes importance maps obtained from deterministic adjoint models to derive automatic weight-window biasing. In contrast to FW-CADIS, the Subspace approach identifies the correlations between weight window maps to minimize the computational time required for global variance reduction, i.e., when the solution is required everywhere in the phase space. The correlations are employed to reduce the number of maps required to achieve the same level of variance reduction that would be obtained with single-response maps. Numerical experiments, serving as proof of principle, are presented to compare the Subspace and FW-CADIS approaches in terms of the global reduction in standard deviation. (author)
Application of a CADIS-like variance reduction technique to electron transport
International Nuclear Information System (INIS)
Dionne, B.; Haghighat, A.
2004-01-01
This paper studies the use of approximate deterministic importance functions to calculate the lower-weight bounds of the MCNP5 weight-window variance reduction technique when applied to electron transport simulations. This approach follows the CADIS (Consistent Adjoint Driven Importance Sampling) methodology developed for neutral particles shielding calculations. The importance functions are calculated using the one-dimensional CEPXS/ONELD code package. Considering a simple 1-D problem, this paper shows that our methodology can produce speedups up to ∼82 using an approximate electron importance function distributions computed in ∼8 seconds. (author)
Breen, H J; Rogers, P; Johnson, N W; Slaney, R
1999-08-01
Clinical periodontal measurement is plagued by many sources of error which result in aberrant values (outliers). This study sets out to compare probeable crevice depth measurements (PCD) selected by the option-4 algorithm against those recorded with a conventional double-pass method and to quantify any reduction in site-specific PCD variances. A single clinician recorded full-mouth PCD at 1 visit in 32 subjects (mean age 45.5 years) with moderately advanced chronic adult periodontitis. PCD was recorded over 2 passes at 6 sites per tooth with the Florida Pocket Depth Probes, a 3rd generation probe. The option-4 algorithm compared the 1st pass site-specific PCD value (PCD1) to the 2nd pass site-specific PCD value (PCD2) and, if the difference between these values was >1.00 mm, allowed the recording of a maximum of 2 further measurements (3rd and 4th pass measurements PCD3 and PCD4): 4 site-specific measure-meets were considered to be the maximum subject and tissue tolerance. The algorithm selected the 1st 2 measurements whose difference was difference Y) (Y=[(A-B)/A]X 100) and a 75% reduction in the median site-specific variance of PCD1/PCD2.
Planar and SPECT Monte Carlo acceleration using a variance reduction technique in I131imaging
International Nuclear Information System (INIS)
Khosravi, H. R.; Sarkar, S.; Takavar, A.; Saghari, M.; Shahriari, M.
2007-01-01
Various variance reduction techniques such as forced detection (FD) have been implemented in Monte Carlo (MC) simulation of nuclear medicine in an effort to decrease the simulation time while keeping accuracy. However most of these techniques still result in very long MC simulation times for being implemented into routine use. Materials and Methods: Convolution-based forced detection (CFD) method as a variance reduction technique was implemented into the well known SlMlND MC photon simulation software. A variety of simulations including point and extended sources in uniform and non-uniform attenuation media, were performed to compare differences between FD and CFD versions of SlMlND modeling for I 131 radionuclide and camera configurations. Experimental measurement of system response function was compared to FD and CFD simulation data. Results: Different simulations using the CFD method agree very well with experimental measurements as well as FD version. CFD simulations of system response function and larger sources in uniform and non-uniform attenuated phantoms also agree well with FD version of SIMIND. Conclusion: CFD has been modeled into the SlMlND MC program and validated. With the current implementation of CFD, simulation times were approximately 10-15 times shorter with similar accuracy and image quality compared with FD MC
Directory of Open Access Journals (Sweden)
Vincenza Di Stefano
2009-11-01
Full Text Available The Multicomb variance reduction technique has been introduced in the Direct Monte Carlo Simulation for submicrometric semiconductor devices. The method has been implemented in bulk silicon. The simulations show that the statistical variance of hot electrons is reduced with some computational cost. The method is efficient and easy to implement in existing device simulators.
Energy Technology Data Exchange (ETDEWEB)
Garcia-Pareja, S. [Servicio de Radiofisica Hospitalaria, Hospital Regional Universitario ' Carlos Haya' , Avda. Carlos Haya, s/n, E-29010 Malaga (Spain)], E-mail: garciapareja@gmail.com; Vilches, M. [Servicio de Fisica y Proteccion Radiologica, Hospital Regional Universitario ' Virgen de las Nieves' , Avda. de las Fuerzas Armadas, 2, E-18014 Granada (Spain); Lallena, A.M. [Departamento de Fisica Atomica, Molecular y Nuclear, Universidad de Granada, E-18071 Granada (Spain)
2007-09-21
The ant colony method is used to control the application of variance reduction techniques to the simulation of clinical electron linear accelerators of use in cancer therapy. In particular, splitting and Russian roulette, two standard variance reduction methods, are considered. The approach can be applied to any accelerator in a straightforward way and permits, in addition, to investigate the 'hot' regions of the accelerator, an information which is basic to develop a source model for this therapy tool.
International Nuclear Information System (INIS)
Garcia-Pareja, S.; Vilches, M.; Lallena, A.M.
2007-01-01
The ant colony method is used to control the application of variance reduction techniques to the simulation of clinical electron linear accelerators of use in cancer therapy. In particular, splitting and Russian roulette, two standard variance reduction methods, are considered. The approach can be applied to any accelerator in a straightforward way and permits, in addition, to investigate the 'hot' regions of the accelerator, an information which is basic to develop a source model for this therapy tool
Variance reduction techniques for 14 MeV neutron streaming problem in rectangular annular bent duct
Energy Technology Data Exchange (ETDEWEB)
Ueki, Kotaro [Ship Research Inst., Mitaka, Tokyo (Japan)
1998-03-01
Monte Carlo method is the powerful technique for solving wide range of radiation transport problems. Its features are that it can solve the Boltzmann`s transport equation almost without approximation, and that the complexity of the systems to be treated rarely becomes a problem. However, the Monte Carlo calculation is always accompanied by statistical errors called variance. In shielding calculation, standard deviation or fractional standard deviation (FSD) is used frequently. The expression of the FSD is shown. Radiation shielding problems are roughly divided into transmission through deep layer and streaming problem. In the streaming problem, the large difference in the weight depending on the history of particles makes the FSD of Monte Carlo calculation worse. The streaming experiment in the 14 MeV neutron rectangular annular bent duct, which is the typical streaming bench mark experiment carried out of the OKTAVIAN of Osaka University, was analyzed by MCNP 4B, and the reduction of variance or FSD was attempted. The experimental system is shown. The analysis model by MCNP 4B, the input data and the results of analysis are reported, and the comparison with the experimental results was examined. (K.I.)
FOCUS: a non-multigroup adjoint Monte Carlo code with improved variance reduction
International Nuclear Information System (INIS)
Hoogenboom, J.E.
1974-01-01
A description is given of the selection mechanism in the adjoint Monte Carlo code FOCUS in which the energy is treated as a continuous variable. The method of Kalos who introduced the idea of adjoint cross sections is followed to derive a sampling scheme for the adjoint equation solved in FOCUS which is in most aspects analogous to the normal Monte Carlo game. The disadvantages of the use of these adjoint cross sections are removed to some extent by introduction of a new definition for the adjoint cross sections resulting in appreciable variance reduction. At the cost of introducing a weight factor slightly different from unity, the direction and energy are selected in a simple way without the need of two-dimensional probability tables. Finally the handling of geometry and cross section in FOCUS is briefly discussed. 6 references. (U.S.)
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Larsen, Edward W.
2003-01-01
The Variational Variance Reduction (VVR) method is an effective technique for increasing the efficiency of Monte Carlo simulations [Ann. Nucl. Energy 28 (2001) 457; Nucl. Sci. Eng., in press]. This method uses a variational functional, which employs first-order estimates of forward and adjoint fluxes, to yield a second-order estimate of a desired system characteristic - which, in this paper, is the criticality eigenvalue k. If Monte Carlo estimates of the forward and adjoint fluxes are used, each having global 'first-order' errors of O(1/√N), where N is the number of histories used in the Monte Carlo simulation, then the statistical error in the VVR estimation of k will in principle be O(1/N). In this paper, we develop this theoretical possibility and demonstrate with numerical examples that implementations of the VVR method for criticality problems can approximate O(1/N) convergence for significantly large values of N
International Nuclear Information System (INIS)
Rawat, K.K.; Subbaiah, K.V.
1996-01-01
General purpose Monte Carlo code MCNP is being widely employed for solving deep penetration problems by applying variance reduction techniques. These techniques depend on the nature and type of the problem being solved. Application of geometry splitting and implicit capture method are examined to study the deep penetration problems of neutron, gamma and coupled neutron-gamma in thick shielding materials. The typical problems chosen are: i) point isotropic monoenergetic gamma ray source of 1 MeV energy in nearly infinite water medium, ii) 252 Cf spontaneous source at the centre of 140 cm thick water and concrete and iii) 14 MeV fast neutrons incident on the axis of 100 cm thick concrete disk. (author). 7 refs., 5 figs
Optimisation of 12 MeV electron beam simulation using variance reduction technique
International Nuclear Information System (INIS)
Jayamani, J; Aziz, M Z Abdul; Termizi, N A S Mohd; Kamarulzaman, F N Mohd
2017-01-01
Monte Carlo (MC) simulation for electron beam radiotherapy consumes a long computation time. An algorithm called variance reduction technique (VRT) in MC was implemented to speed up this duration. This work focused on optimisation of VRT parameter which refers to electron range rejection and particle history. EGSnrc MC source code was used to simulate (BEAMnrc code) and validate (DOSXYZnrc code) the Siemens Primus linear accelerator model with the non-VRT parameter. The validated MC model simulation was repeated by applying VRT parameter (electron range rejection) that controlled by global electron cut-off energy 1,2 and 5 MeV using 20 × 10 7 particle history. 5 MeV range rejection generated the fastest MC simulation with 50% reduction in computation time compared to non-VRT simulation. Thus, 5 MeV electron range rejection utilized in particle history analysis ranged from 7.5 × 10 7 to 20 × 10 7 . In this study, 5 MeV electron cut-off with 10 × 10 7 particle history, the simulation was four times faster than non-VRT calculation with 1% deviation. Proper understanding and use of VRT can significantly reduce MC electron beam calculation duration at the same time preserving its accuracy. (paper)
International Nuclear Information System (INIS)
Makgae, R.
2008-01-01
A private company, Citrus Research International (CIR) is intending to construct an insect irradiation facility for the irradiation of insect for pest management in south western region of South Africa. The facility will employ a Co-60 cylindrical source in the chamber. An adequate thickness for the concrete shielding walls and the ability of the labyrinth leading to the irradiation chamber, to attenuate radiation to dose rates that are acceptably low, were determined. Two methods of MCNP variance reduction techniques were applied to accommodate the two pathways of deep penetration to evaluate the radiological impact outside the 150 cm concrete walls and steaming of gamma photons through the labyrinth. The point-kernel based MicroShield software was used in the deep penetration calculations for the walls around the source room to test its accuracy and the results obtained are in good agreement with about 15-20% difference. The dose rate mapping due to radiation Streaming along the labyrinth to the facility entrance is also to be validated with the Attila code, which is a deterministic code that solves the Discrete Ordinates approximation. This file provides a template for writing papers for the conference. (authors)
Energy Technology Data Exchange (ETDEWEB)
Makgae, R. [Pebble Bed Modular Reactor (PBMR), P.O. Box 9396, Centurion (South Africa)
2008-07-01
A private company, Citrus Research International (CIR) is intending to construct an insect irradiation facility for the irradiation of insect for pest management in south western region of South Africa. The facility will employ a Co-60 cylindrical source in the chamber. An adequate thickness for the concrete shielding walls and the ability of the labyrinth leading to the irradiation chamber, to attenuate radiation to dose rates that are acceptably low, were determined. Two methods of MCNP variance reduction techniques were applied to accommodate the two pathways of deep penetration to evaluate the radiological impact outside the 150 cm concrete walls and steaming of gamma photons through the labyrinth. The point-kernel based MicroShield software was used in the deep penetration calculations for the walls around the source room to test its accuracy and the results obtained are in good agreement with about 15-20% difference. The dose rate mapping due to radiation Streaming along the labyrinth to the facility entrance is also to be validated with the Attila code, which is a deterministic code that solves the Discrete Ordinates approximation. This file provides a template for writing papers for the conference. (authors)
A practical look at Monte Carlo variance reduction methods in radiation shielding
Energy Technology Data Exchange (ETDEWEB)
Olsher, Richard H. [Los Alamos National Laboratory, Los Alamos (United States)
2006-04-15
With the advent of inexpensive computing power over the past two decades, applications of Monte Carlo radiation transport techniques have proliferated dramatically. At Los Alamos, the Monte Carlo codes MCNP5 and MCNPX are used routinely on personal computer platforms for radiation shielding analysis and dosimetry calculations. These codes feature a rich palette of Variance Reduction (VR) techniques. The motivation of VR is to exchange user efficiency for computational efficiency. It has been said that a few hours of user time often reduces computational time by several orders of magnitude. Unfortunately, user time can stretch into the many hours as most VR techniques require significant user experience and intervention for proper optimization. It is the purpose of this paper to outline VR strategies, tested in practice, optimized for several common radiation shielding tasks, with the hope of reducing user setup time for similar problems. A strategy is defined in this context to mean a collection of MCNP radiation transport physics options and VR techniques that work synergistically to optimize a particular shielding task. Examples are offered the areas of source definition, skyshine, streaming, and transmission.
Validation of variance reduction techniques in Mediso (SPIRIT DH-V) SPECT system by Monte Carlo
International Nuclear Information System (INIS)
Rodriguez Marrero, J. P.; Diaz Garcia, A.; Gomez Facenda, A.
2015-01-01
Monte Carlo simulation of nuclear medical imaging systems is a widely used method for reproducing their operation in a real clinical environment, There are several Single Photon Emission Tomography (SPECT) systems in Cuba. For this reason it is clearly necessary to introduce a reliable and fast simulation platform in order to obtain consistent image data. This data will reproduce the original measurements conditions. In order to fulfill these requirements Monte Carlo platform GAMOS (Geant4 Medicine Oriented Architecture for Applications) have been used. Due to the very size and complex configuration of parallel hole collimators in real clinical SPECT systems, Monte Carlo simulation usually consumes excessively high time and computing resources. main goal of the present work is to optimize the efficiency of calculation by means of new GAMOS functionality. There were developed and validated two GAMOS variance reduction techniques to speed up calculations. These procedures focus and limit transport of gamma quanta inside the collimator. The obtained results were asses experimentally in Mediso (SPIRIT DH-V) SPECT system. Main quality control parameters, such as sensitivity and spatial resolution were determined. Differences of 4.6% sensitivity and 8.7% spatial resolution were reported against manufacturer values. Simulation time was decreased up to 650 times. Using these techniques it was possible to perform several studies in almost 8 hours each. (Author)
Application of variance reduction technique to nuclear transmutation system driven by accelerator
Energy Technology Data Exchange (ETDEWEB)
Sasa, Toshinobu [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
1998-03-01
In Japan, it is the basic policy to dispose the high level radioactive waste arising from spent nuclear fuel in stable deep strata after glass solidification. If the useful elements in the waste can be separated and utilized, resources are effectively used, and it can be expected to guarantee high economical efficiency and safety in the disposal in strata. Japan Atomic Energy Research Institute proposed the hybrid type transmutation system, in which high intensity proton accelerator and subcritical fast core are combined, or the nuclear reactor which is optimized for the exclusive use for transmutation. The tungsten target, minor actinide nitride fuel transmutation system and the melted minor actinide chloride salt target fuel transmutation system are outlined. The conceptual figures of both systems are shown. As the method of analysis, Version 2.70 of Lahet Code System which was developed by Los Alamos National Laboratory in USA was adopted. In case of carrying out the analysis of accelerator-driven subcritical core in the energy range below 20 MeV, variance reduction technique must be applied. (K.I.)
A practical look at Monte Carlo variance reduction methods in radiation shielding
International Nuclear Information System (INIS)
Olsher, Richard H.
2006-01-01
With the advent of inexpensive computing power over the past two decades, applications of Monte Carlo radiation transport techniques have proliferated dramatically. At Los Alamos, the Monte Carlo codes MCNP5 and MCNPX are used routinely on personal computer platforms for radiation shielding analysis and dosimetry calculations. These codes feature a rich palette of Variance Reduction (VR) techniques. The motivation of VR is to exchange user efficiency for computational efficiency. It has been said that a few hours of user time often reduces computational time by several orders of magnitude. Unfortunately, user time can stretch into the many hours as most VR techniques require significant user experience and intervention for proper optimization. It is the purpose of this paper to outline VR strategies, tested in practice, optimized for several common radiation shielding tasks, with the hope of reducing user setup time for similar problems. A strategy is defined in this context to mean a collection of MCNP radiation transport physics options and VR techniques that work synergistically to optimize a particular shielding task. Examples are offered the areas of source definition, skyshine, streaming, and transmission
partnering, poverty reduction and rural enterprise advancement
African Journals Online (AJOL)
p2333147
establishment of the Rural Enterprise Advancement Programme (REAP) and its ... poverty, enabling food security and managing natural resources in a sustainable ... Extending the area under sustainable land management and .... the challenges facing the implementation of poverty reduction .... perceived “most beneficial.
Advanced digital signal processing and noise reduction
Vaseghi, Saeed V
2008-01-01
Digital signal processing plays a central role in the development of modern communication and information processing systems. The theory and application of signal processing is concerned with the identification, modelling and utilisation of patterns and structures in a signal process. The observation signals are often distorted, incomplete and noisy and therefore noise reduction, the removal of channel distortion, and replacement of lost samples are important parts of a signal processing system. The fourth edition of Advanced Digital Signal Processing and Noise Reduction updates an
Forward-Weighted CADIS Method for Variance Reduction of Monte Carlo Reactor Analyses
International Nuclear Information System (INIS)
Wagner, John C.; Mosher, Scott W.
2010-01-01
Current state-of-the-art tools and methods used to perform 'real' commercial reactor analyses use high-fidelity transport codes to produce few-group parameters at the assembly level for use in low-order methods applied at the core level. Monte Carlo (MC) methods, which allow detailed and accurate modeling of the full geometry and energy details and are considered the 'gold standard' for radiation transport solutions, are playing an ever-increasing role in correcting and/or verifying the several-decade-old methodology used in current practice. However, the prohibitive computational requirements associated with obtaining fully converged system-wide solutions restrict the role of MC to benchmarking deterministic results at a limited number of state-points for a limited number of relevant quantities. A goal of current research at Oak Ridge National Laboratory (ORNL) is to change this paradigm by enabling the direct use of MC for full-core reactor analyses. The most significant of the many technical challenges that must be overcome is the slow non-uniform convergence of system-wide MC estimates and the memory requirements associated with detailed solutions throughout a reactor (problems involving hundreds of millions of different material and tally regions due to fuel irradiation, temperature distributions, and the needs associated with multi-physics code coupling). To address these challenges, research has focused on development in the following two areas: (1) a hybrid deterministic/MC method for determining high-precision fluxes throughout the problem space in k-eigenvalue problems and (2) an efficient MC domain-decomposition algorithm that partitions the problem phase space onto multiple processors for massively parallel systems, with statistical uncertainty estimation. The focus of this paper is limited to the first area mentioned above. It describes the FW-CADIS method applied to variance reduction of MC reactor analyses and provides initial results for calculating
Ramos-Méndez, José; Schuemann, Jan; Incerti, Sebastien; Paganetti, Harald; Schulte, Reinhard; Faddegon, Bruce
2017-08-01
deviations) for endpoints (1) and (2), within 2% (1 standard deviation) for endpoint (3). In conclusion, standard particle splitting variance reduction techniques can be successfully implemented in Monte Carlo track structure codes.
Reduction of treatment delivery variances with a computer-controlled treatment delivery system
International Nuclear Information System (INIS)
Fraass, B.A.; Lash, K.L.; Matrone, G.M.; Lichter, A.S.
1997-01-01
Purpose: To analyze treatment delivery variances for 3-D conformal therapy performed at various levels of treatment delivery automation, ranging from manual field setup to virtually complete computer-controlled treatment delivery using a computer-controlled conformal radiotherapy system. Materials and Methods: All external beam treatments performed in our department during six months of 1996 were analyzed to study treatment delivery variances versus treatment complexity. Treatments for 505 patients (40,641 individual treatment ports) on four treatment machines were studied. All treatment variances noted by treatment therapists or quality assurance reviews (39 in all) were analyzed. Machines 'M1' (CLinac (6(100))) and 'M2' (CLinac 1800) were operated in a standard manual setup mode, with no record and verify system (R/V). Machines 'M3' (CLinac 2100CD/MLC) and ''M4'' (MM50 racetrack microtron system with MLC) treated patients under the control of a computer-controlled conformal radiotherapy system (CCRS) which 1) downloads the treatment delivery plan from the planning system, 2) performs some (or all) of the machine set-up and treatment delivery for each field, 3) monitors treatment delivery, 4) records all treatment parameters, and 5) notes exceptions to the electronically-prescribed plan. Complete external computer control is not available on M3, so it uses as many CCRS features as possible, while M4 operates completely under CCRS control and performs semi-automated and automated multi-segment intensity modulated treatments. Analysis of treatment complexity was based on numbers of fields, individual segments (ports), non-axial and non-coplanar plans, multi-segment intensity modulation, and pseudo-isocentric treatments (and other plans with computer-controlled table motions). Treatment delivery time was obtained from the computerized scheduling system (for manual treatments) or from CCRS system logs. Treatment therapists rotate among the machines, so this analysis
Energy Technology Data Exchange (ETDEWEB)
Sampson, Andrew; Le Yi; Williamson, Jeffrey F. [Department of Radiation Oncology, Virginia Commonwealth University, Richmond, Virginia 23298 (United States)
2012-02-15
heterogeneous doses. On an AMD 1090T processor, computing times of 38 and 21 sec were required to achieve an average statistical uncertainty of 2% within the prostate (1 x 1 x 1 mm{sup 3}) and breast (0.67 x 0.67 x 0.8 mm{sup 3}) CTVs, respectively. Conclusions: CMC supports an additional average 38-60 fold improvement in average efficiency relative to conventional uncorrelated MC techniques, although some voxels experience no gain or even efficiency losses. However, for the two investigated case studies, the maximum variance within clinically significant structures was always reduced (on average by a factor of 6) in the therapeutic dose range generally. CMC takes only seconds to produce an accurate, high-resolution, low-uncertainly dose distribution for the low-energy PSB implants investigated in this study.
[Advances in microbial genome reduction and modification].
Wang, Jianli; Wang, Xiaoyuan
2013-08-01
Microbial genome reduction and modification are important strategies for constructing cellular chassis used for synthetic biology. This article summarized the essential genes and the methods to identify them in microorganisms, compared various strategies for microbial genome reduction, and analyzed the characteristics of some microorganisms with the minimized genome. This review shows the important role of genome reduction in constructing cellular chassis.
International Nuclear Information System (INIS)
Hashimoto, Kengo; Mouri, Tomoaki; Ohtani, Nobuo
1999-01-01
The difference-filtering correlation analysis was applied to time-sequence neutron count data measured in a slightly subcritical assembly, where the Feynman-α analysis suffered from large contribution of delayed neutron to the variance-to-mean ratio of counts. The prompt-neutron decay constant inferred from the present filtering analysis agreed very closely with that by pulsed neutron experiment, and no dependence on the gate-time range specified could be observed. The 1st-order filtering was sufficient for the reduction of the delayed-neutron contribution. While the conventional method requires a choice of analysis formula appropriate to a gate-time range, the present method is applicable to a wide variety of gate-time ranges. (author)
International Nuclear Information System (INIS)
Yang Jinan; Mihara, Takatsugu
1998-12-01
This report presents a variance reduction technique to estimate the reliability and availability of highly complex systems during phased mission time using the Monte Carlo simulation. In this study, we introduced the variance reduction technique with a concept of distance between the present system state and the cut set configurations. Using this technique, it becomes possible to bias the transition from the operating states to the failed states of components towards the closest cut set. Therefore a component failure can drive the system towards a cut set configuration more effectively. JNC developed the PHAMMON (Phased Mission Analysis Program with Monte Carlo Method) code which involved the two kinds of variance reduction techniques: (1) forced transition, and (2) failure biasing. However, these techniques did not guarantee an effective reduction in variance. For further improvement, a variance reduction technique incorporating the distance concept was introduced to the PHAMMON code and the numerical calculation was carried out for the different design cases of decay heat removal system in a large fast breeder reactor. Our results indicate that the technique addition of this incorporating distance concept is an effective means of further reducing the variance. (author)
Current status and future potential for advanced volume reduction technologies
International Nuclear Information System (INIS)
Rutland, L.; Naughton, M.D.; Papaiya, N.C.
1984-01-01
With escalating costs for disposal of low-level radioactive waste (LLW) from nuclear power plants, and the possibility of unavailability of disposal space, some nuclear power utilities responded by commiting to implementing advanced volume reduction (VR) systems. This paper presents recent experience to implement advanced volume reduction technologies; their performance and typical operating and capital costs. This experience in the light of current economic conditions may enable us to predict the direction that future advanced VR technology commitments is taking
Partnering, poverty reduction and rural enterprise advancement ...
African Journals Online (AJOL)
Given this scenario, the University of Fort Hare (UFH) has, through its establishment of the Rural Enterprise Advancement Programme (REAP) and its implementation through the Nguni Cattle Project and the Agri-Park Business Training Programme, restructured its agricultural research, training and community partnering ...
International Nuclear Information System (INIS)
Ezzati, A.O.; Sohrabpour, M.
2013-01-01
In this study, azimuthal particle redistribution (APR), and azimuthal particle rotational splitting (APRS) methods are implemented in MCNPX2.4 source code. First of all, the efficiency of these methods was compared to two tallying methods. The APRS is more efficient than the APR method in track length estimator tallies. However in the energy deposition tally, both methods have nearly the same efficiency. Latent variance reduction factors were obtained for 6, 10 and 18 MV photons as well. The APRS relative efficiency contours were obtained. These obtained contours reveal that by increasing the photon energies, the contours depth and the surrounding areas were further increased. The relative efficiency contours indicated that the variance reduction factor is position and energy dependent. The out of field voxels relative efficiency contours showed that latent variance reduction methods increased the Monte Carlo (MC) simulation efficiency in the out of field voxels. The APR and APRS average variance reduction factors had differences less than 0.6% for splitting number of 1000. -- Highlights: ► The efficiency of APR and APRS methods was compared to two tallying methods. ► The APRS is more efficient than the APR method in track length estimator tallies. ► In the energy deposition tally, both methods have nearly the same efficiency. ► Variance reduction factors of these methods are position and energy dependent.
Golosio, Bruno; Schoonjans, Tom; Brunetti, Antonio; Oliva, Piernicola; Masala, Giovanni Luca
2014-03-01
The simulation of X-ray imaging experiments is often performed using deterministic codes, which can be relatively fast and easy to use. However, such codes are generally not suitable for the simulation of even slightly more complex experimental conditions, involving, for instance, first-order or higher-order scattering, X-ray fluorescence emissions, or more complex geometries, particularly for experiments that combine spatial resolution with spectral information. In such cases, simulations are often performed using codes based on the Monte Carlo method. In a simple Monte Carlo approach, the interaction position of an X-ray photon and the state of the photon after an interaction are obtained simply according to the theoretical probability distributions. This approach may be quite inefficient because the final channels of interest may include only a limited region of space or photons produced by a rare interaction, e.g., fluorescent emission from elements with very low concentrations. In the field of X-ray fluorescence spectroscopy, this problem has been solved by combining the Monte Carlo method with variance reduction techniques, which can reduce the computation time by several orders of magnitude. In this work, we present a C++ code for the general simulation of X-ray imaging and spectroscopy experiments, based on the application of the Monte Carlo method in combination with variance reduction techniques, with a description of sample geometry based on quadric surfaces. We describe the benefits of the object-oriented approach in terms of code maintenance, the flexibility of the program for the simulation of different experimental conditions and the possibility of easily adding new modules. Sample applications in the fields of X-ray imaging and X-ray spectroscopy are discussed. Catalogue identifier: AERO_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AERO_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland
Lim, Sanghyeok; Kim, Seung Hyun; Kim, Yongsoo; Cho, Young Seo; Kim, Tae Yeob; Jeong, Woo Kyoung; Sohn, Joo Hyun
2018-02-01
To compare the diagnostic performance for advanced hepatic fibrosis measured by 2D shear-wave elastography (SWE), using either the coefficient of variance (CV) or the interquartile range divided by the median value (IQR/M) as quality criteria. In this retrospective study, from January 2011 to December 2013, 96 patients, who underwent both liver stiffness measurement by 2D SWE and liver biopsy for hepatic fibrosis grading, were enrolled. The diagnostic performances of the CV and the IQR/M were analyzed using receiver operating characteristic curves with areas under the curves (AUCs) and were compared by Fisher's Z test, based on matching the cutoff points in an interactive dot diagram. All P values less than 0.05 were considered significant. When using the cutoff value IQR/M of 0.21, the matched cutoff point of CV was 20%. When a cutoff value of CV of 20% was used, the diagnostic performance for advanced hepatic fibrosis ( ≥ F3 grade) with CV of less than 20% was better than that in the group with CV greater than or equal to 20% (AUC 0.967 versus 0.786, z statistic = 2.23, P = .025), whereas when the matched cutoff value IQR/M of 0.21 showed no difference (AUC 0.918 versus 0.927, z statistic = -0.178, P = .859). The validity of liver stiffness measurements made by 2D SWE for assessing advanced hepatic fibrosis may be judged using CVs, and when the CV is less than 20% it can be considered "more reliable" than using IQR/M of less than 0.21. © 2017 by the American Institute of Ultrasound in Medicine.
International Nuclear Information System (INIS)
Oliver Gao, H.; Stasko, Timon H.
2009-01-01
Modern portfolio theory is applied to the problem of selecting which vehicle technologies and fuels to use in the next generation of vehicles. Selecting vehicles with the lowest lifetime cost is complicated by the fact that future prices are uncertain, just as selecting securities for an investment portfolio is complicated by the fact that future returns are uncertain. A quadratic program is developed based on modern portfolio theory, with the objective of minimizing the expected lifetime cost of the 'vehicle portfolio'. Constraints limit greenhouse gas emissions, as well as the variance of the cost. A case study is performed for light-duty passenger vehicles in the United States, drawing emissions and usage data from the US Environmental Protection Agency's MOVES and Department of Energy's GREET models, among other sources. Four vehicle technologies are considered: conventional gasoline, conventional diesel, grid-independent (non-plug-in) gasoline-electric hybrid, and flex fuel using E85. Results indicate that much of the uncertainty surrounding cost stems from fuel price fluctuations, and that fuel efficient vehicles can lower cost variance. Hybrids exhibit the lowest cost variances of the technologies considered, making them an arguably financially conservative choice.
Energy Technology Data Exchange (ETDEWEB)
Oliver Gao, H.; Stasko, Timon H. [School of Civil and Environmental Engineering, Cornell University, Ithaca, NY 14853 (United States)
2009-12-15
Modern portfolio theory is applied to the problem of selecting which vehicle technologies and fuels to use in the next generation of vehicles. Selecting vehicles with the lowest lifetime cost is complicated by the fact that future prices are uncertain, just as selecting securities for an investment portfolio is complicated by the fact that future returns are uncertain. A quadratic program is developed based on modern portfolio theory, with the objective of minimizing the expected lifetime cost of the 'vehicle portfolio'. Constraints limit greenhouse gas emissions, as well as the variance of the cost. A case study is performed for light-duty passenger vehicles in the United States, drawing emissions and usage data from the US Environmental Protection Agency's MOVES and Department of Energy's GREET models, among other sources. Four vehicle technologies are considered: conventional gasoline, conventional diesel, grid-independent (non-plug-in) gasoline-electric hybrid, and flex fuel using E85. Results indicate that much of the uncertainty surrounding cost stems from fuel price fluctuations, and that fuel efficient vehicles can lower cost variance. Hybrids exhibit the lowest cost variances of the technologies considered, making them an arguably financially conservative choice. (author)
Directory of Open Access Journals (Sweden)
Daniel Bartz
Full Text Available Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation.
Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W; Müller, Klaus-Robert; Lemm, Steven
2013-01-01
Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation.
Mendenhall, Marcus H.; Weller, Robert A.
2011-01-01
In Monte Carlo particle transport codes, it is often important to adjust reaction cross sections to reduce the variance of calculations of relatively rare events, in a technique known as non-analogous Monte Carlo. We present the theory and sample code for a Geant4 process which allows the cross section of a G4VDiscreteProcess to be scaled, while adjusting track weights so as to mitigate the effects of altered primary beam depletion induced by the cross section change. This makes it possible t...
Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W.; Müller, Klaus-Robert; Lemm, Steven
2013-01-01
Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation. PMID:23844016
An advanced purex process based on salt-free reductants
Energy Technology Data Exchange (ETDEWEB)
He, Hui; Ye, Guoan; Tang, Hongbin; Zheng, Weifang; Li, Gaoliang; Lin, Rushan [China Institute of Atomic Energy, Beijing (China). Dept. of Radiochemistry
2014-04-01
An advanced plutonium and uranium recovery process has been established based on two organic reductants, N,N-dimethylhydroxylamine (DMHAN) and methylhydrazine (MH), as U/Pu separation reagents. This Advanced Purex process based on Organic Reductants (APOR) is composed of three cycles, including U/Pu co-decontamination/separation cycle, uranium purification cycle and plutonium purification cycle. Using DMHAN and MH as plutonium stripping reagents in the U/Pu co-decontamination/separation cycle and plutonium purification cycle, the APOR process exhibits high performance with following highlights: (1) the process is much simpler because of the elimination of Tc scrubbing operation and the supplement extraction operation, (2) high efficiency of U/Pu separation can be achieved in the first cycle, (3) plutonium product solution of high concentration can be obtained in the Pu purification cycle with a simple extraction operation instead of circumfluent extraction or evaporation of the plutonium solution. (orig.)
Energy Technology Data Exchange (ETDEWEB)
Mendenhall, Marcus H., E-mail: marcus.h.mendenhall@vanderbilt.edu [Vanderbilt University, Department of Electrical Engineering, P.O. Box 351824B, Nashville, TN 37235 (United States); Weller, Robert A., E-mail: robert.a.weller@vanderbilt.edu [Vanderbilt University, Department of Electrical Engineering, P.O. Box 351824B, Nashville, TN 37235 (United States)
2012-03-01
In Monte Carlo particle transport codes, it is often important to adjust reaction cross-sections to reduce the variance of calculations of relatively rare events, in a technique known as non-analog Monte Carlo. We present the theory and sample code for a Geant4 process which allows the cross-section of a G4VDiscreteProcess to be scaled, while adjusting track weights so as to mitigate the effects of altered primary beam depletion induced by the cross-section change. This makes it possible to increase the cross-section of nuclear reactions by factors exceeding 10{sup 4} (in appropriate cases), without distorting the results of energy deposition calculations or coincidence rates. The procedure is also valid for bias factors less than unity, which is useful in problems that involve the computation of particle penetration deep into a target (e.g. atmospheric showers or shielding studies).
International Nuclear Information System (INIS)
Mendenhall, Marcus H.; Weller, Robert A.
2012-01-01
In Monte Carlo particle transport codes, it is often important to adjust reaction cross-sections to reduce the variance of calculations of relatively rare events, in a technique known as non-analog Monte Carlo. We present the theory and sample code for a Geant4 process which allows the cross-section of a G4VDiscreteProcess to be scaled, while adjusting track weights so as to mitigate the effects of altered primary beam depletion induced by the cross-section change. This makes it possible to increase the cross-section of nuclear reactions by factors exceeding 10 4 (in appropriate cases), without distorting the results of energy deposition calculations or coincidence rates. The procedure is also valid for bias factors less than unity, which is useful in problems that involve the computation of particle penetration deep into a target (e.g. atmospheric showers or shielding studies).
Advances in Photocatalytic CO2 Reduction with Water: A Review
Directory of Open Access Journals (Sweden)
Samsun Nahar
2017-06-01
Full Text Available In recent years, the increasing level of CO2 in the atmosphere has not only contributed to global warming but has also triggered considerable interest in photocatalytic reduction of CO2. The reduction of CO2 with H2O using sunlight is an innovative way to solve the current growing environmental challenges. This paper reviews the basic principles of photocatalysis and photocatalytic CO2 reduction, discusses the measures of the photocatalytic efficiency and summarizes current advances in the exploration of this technology using different types of semiconductor photocatalysts, such as TiO2 and modified TiO2, layered-perovskite Ag/ALa4Ti4O15 (A = Ca, Ba, Sr, ferroelectric LiNbO3, and plasmonic photocatalysts. Visible light harvesting, novel plasmonic photocatalysts offer potential solutions for some of the main drawbacks in this reduction process. Effective plasmonic photocatalysts that have shown reduction activities towards CO2 with H2O are highlighted here. Although this technology is still at an embryonic stage, further studies with standard theoretical and comprehensive format are suggested to develop photocatalysts with high production rates and selectivity. Based on the collected results, the immense prospects and opportunities that exist in this technique are also reviewed here.
Fluid Mechanics, Drag Reduction and Advanced Configuration Aeronautics
Bushnell, Dennis M.
2000-01-01
This paper discusses Advanced Aircraft configurational approaches across the speed range, which are either enabled, or greatly enhanced, by clever Flow Control. Configurations considered include Channel Wings with circulation control for VTOL (but non-hovering) operation with high cruise speed, strut-braced CTOL transports with wingtip engines and extensive ('natural') laminar flow control, a midwing double fuselage CTOL approach utilizing several synergistic methods for drag-due-to-lift reduction, a supersonic strut-braced configuration with order of twice the L/D of current approaches and a very advanced, highly engine flow-path-integrated hypersonic cruise machine. This paper indicates both the promise of synergistic flow control approaches as enablers for 'Revolutions' in aircraft performance and fluid mechanic 'areas of ignorance' which impede their realization and provide 'target-rich' opportunities for Fluids Research.
Cycle update : advanced fuels and technologies for emissions reduction
Energy Technology Data Exchange (ETDEWEB)
Smallwood, G. [National Research Council of Canada, Ottawa, ON (Canada)
2009-07-01
This paper provided a summary of key achievements of the Program of Energy Research and Development advanced fuels and technologies for emissions reduction (AFTER) program over the funding cycle from fiscal year 2005/2006 to 2008/2009. The purpose of the paper was to inform interested parties of recent advances in knowledge and in science and technology capacities in a concise manner. The paper discussed the high level research and development themes of the AFTER program through the following 4 overarching questions: how could advanced fuels and internal combustion engine designs influence emissions; how could emissions be reduced through the use of engine hardware including aftertreatment devices; how do real-world duty cycles and advanced technology vehicles operating on Canadian fuels compare with existing technologies, models and estimates; and what are the health risks associated with transportation-related emissions. It was concluded that the main issues regarding the use of biodiesel blends in current technology diesel engines are the lack of consistency in product quality; shorter shelf life of biodiesel due to poorer oxidative stability; and a need to develop characterization methods for the final oxygenated product because most standard methods are developed for hydrocarbons and are therefore inadequate. 2 tabs., 13 figs.
Recent advances in the kinetics of oxygen reduction
Energy Technology Data Exchange (ETDEWEB)
Adzic, R.
1996-07-01
Oxygen reduction is considered an important electrocatalytic reaction; the most notable need remains improvement of the catalytic activity of existing metal electrocatalysts and development of new ones. A review is given of new advances in the understanding of reaction kinetics and improvements of the electrocatalytic properties of some surfaces, with focus on recent studies of relationship of the surface properties to its activity and reaction kinetics. The urgent need is to improve catalytic activity of Pt and synthesize new, possibly non- noble metal catalysts. New experimental techniques for obtaining new level of information include various {ital in situ} spectroscopies and scanning probes, some involving synchrotron radiation. 138 refs, 18 figs, 2 tabs.
Advanced MMIS Toward Substantial Reduction in Human Errors in NPPs
Energy Technology Data Exchange (ETDEWEB)
Seong, Poong Hyun; Kang, Hyun Gook [Korea Advanced Institute of Science and Technology, Daejeon (Korea, Republic of); Na, Man Gyun [Chosun Univ., Gwangju (Korea, Republic of); Kim, Jong Hyun [KEPCO International Nuclear Graduate School, Ulsan (Korea, Republic of); Heo, Gyunyoung [Kyung Hee Univ., Yongin (Korea, Republic of); Jung, Yoensub [Korea Hydro and Nuclear Power Co., Ltd., Daejeon (Korea, Republic of)
2013-04-15
This paper aims to give an overview of the methods to inherently prevent human errors and to effectively mitigate the consequences of such errors by securing defense-in-depth during plant management through the advanced man-machine interface system (MMIS). It is needless to stress the significance of human error reduction during an accident in nuclear power plants (NPPs). Unexpected shutdowns caused by human errors not only threaten nuclear safety but also make public acceptance of nuclear power extremely lower. We have to recognize there must be the possibility of human errors occurring since humans are not essentially perfect particularly under stressful conditions. However, we have the opportunity to improve such a situation through advanced information and communication technologies on the basis of lessons learned from our experiences. As important lessons, authors explained key issues associated with automation, man-machine interface, operator support systems, and procedures. Upon this investigation, we outlined the concept and technical factors to develop advanced automation, operation and maintenance support systems, and computer-based procedures using wired/wireless technology. It should be noted that the ultimate responsibility of nuclear safety obviously belongs to humans not to machines. Therefore, safety culture including education and training, which is a kind of organizational factor, should be emphasized as well. In regard to safety culture for human error reduction, several issues that we are facing these days were described. We expect the ideas of the advanced MMIS proposed in this paper to lead in the future direction of related researches and finally supplement the safety of NPPs.
Advanced MMIS Toward Substantial Reduction in Human Errors in NPPs
International Nuclear Information System (INIS)
Seong, Poong Hyun; Kang, Hyun Gook; Na, Man Gyun; Kim, Jong Hyun; Heo, Gyunyoung; Jung, Yoensub
2013-01-01
This paper aims to give an overview of the methods to inherently prevent human errors and to effectively mitigate the consequences of such errors by securing defense-in-depth during plant management through the advanced man-machine interface system (MMIS). It is needless to stress the significance of human error reduction during an accident in nuclear power plants (NPPs). Unexpected shutdowns caused by human errors not only threaten nuclear safety but also make public acceptance of nuclear power extremely lower. We have to recognize there must be the possibility of human errors occurring since humans are not essentially perfect particularly under stressful conditions. However, we have the opportunity to improve such a situation through advanced information and communication technologies on the basis of lessons learned from our experiences. As important lessons, authors explained key issues associated with automation, man-machine interface, operator support systems, and procedures. Upon this investigation, we outlined the concept and technical factors to develop advanced automation, operation and maintenance support systems, and computer-based procedures using wired/wireless technology. It should be noted that the ultimate responsibility of nuclear safety obviously belongs to humans not to machines. Therefore, safety culture including education and training, which is a kind of organizational factor, should be emphasized as well. In regard to safety culture for human error reduction, several issues that we are facing these days were described. We expect the ideas of the advanced MMIS proposed in this paper to lead in the future direction of related researches and finally supplement the safety of NPPs
ADVANCED MMIS TOWARD SUBSTANTIAL REDUCTION IN HUMAN ERRORS IN NPPS
Directory of Open Access Journals (Sweden)
POONG HYUN SEONG
2013-04-01
Full Text Available This paper aims to give an overview of the methods to inherently prevent human errors and to effectively mitigate the consequences of such errors by securing defense-in-depth during plant management through the advanced man-machine interface system (MMIS. It is needless to stress the significance of human error reduction during an accident in nuclear power plants (NPPs. Unexpected shutdowns caused by human errors not only threaten nuclear safety but also make public acceptance of nuclear power extremely lower. We have to recognize there must be the possibility of human errors occurring since humans are not essentially perfect particularly under stressful conditions. However, we have the opportunity to improve such a situation through advanced information and communication technologies on the basis of lessons learned from our experiences. As important lessons, authors explained key issues associated with automation, man-machine interface, operator support systems, and procedures. Upon this investigation, we outlined the concept and technical factors to develop advanced automation, operation and maintenance support systems, and computer-based procedures using wired/wireless technology. It should be noted that the ultimate responsibility of nuclear safety obviously belongs to humans not to machines. Therefore, safety culture including education and training, which is a kind of organizational factor, should be emphasized as well. In regard to safety culture for human error reduction, several issues that we are facing these days were described. We expect the ideas of the advanced MMIS proposed in this paper to lead in the future direction of related researches and finally supplement the safety of NPPs.
Potential for Landing Gear Noise Reduction on Advanced Aircraft Configurations
Thomas, Russell H.; Nickol, Craig L.; Burley, Casey L.; Guo, Yueping
2016-01-01
The potential of significantly reducing aircraft landing gear noise is explored for aircraft configurations with engines installed above the wings or the fuselage. An innovative concept is studied that does not alter the main gear assembly itself but does shorten the main strut and integrates the gear in pods whose interior surfaces are treated with acoustic liner. The concept is meant to achieve maximum noise reduction so that main landing gears can be eliminated as a major source of airframe noise. By applying this concept to an aircraft configuration with 2025 entry-into-service technology levels, it is shown that compared to noise levels of current technology, the main gear noise can be reduced by 10 EPNL dB, bringing the main gear noise close to a floor established by other components such as the nose gear. The assessment of the noise reduction potential accounts for design features for the advanced aircraft configuration and includes the effects of local flow velocity in and around the pods, gear noise reflection from the airframe, and reflection and attenuation from acoustic liner treatment on pod surfaces and doors. A technical roadmap for maturing this concept is discussed, and the possible drag increase at cruise due to the addition of the pods is identified as a challenge, which needs to be quantified and minimized possibly with the combination of detailed design and application of drag reduction technologies.
Directory of Open Access Journals (Sweden)
Amin Asadi
2017-10-01
Full Text Available Purpose: To study the benefits of Directional Bremsstrahlung Splitting (DBS dose variance reduction technique in BEAMnrc Monte Carlo (MC code for Oncor® linac at 6MV and 18MV energies. Materials and Method: A MC model of Oncor® linac was built using BEAMnrc MC Code and verified by the measured data for 6MV and 18MV energies of various field sizes. Then Oncor® machine was modeled running DBS technique, and the efficiency of total fluence and spatial fluence for electron and photon, the efficiency of dose variance reduction of MC calculations for PDD on the central beam axis and lateral dose profile across the nominal field was measured and compared. Result: With applying DBS technique, the total fluence of electron and photon increased in turn 626.8 (6MV and 983.4 (6MV, and 285.6 (18MV and 737.8 (18MV, the spatial fluence of electron and photon improved in turn 308.6±1.35% (6MV and 480.38±0.43% (6MV, and 153±0.9% (18MV and 462.6±0.27% (18MV. Moreover, by running DBS technique, the efficiency of dose variance reduction for PDD MC dose calculations before maximum dose point and after dose maximum point enhanced 187.8±0.68% (6MV and 184.6±0.65% (6MV, 156±0.43% (18MV and 153±0.37% (18MV, respectively, and the efficiency of MC calculations for lateral dose profile remarkably on the central beam axis and across the treatment field raised in turn 197±0.66% (6MV and 214.6±0.73% (6MV, 175±0.36% (18MV and 181.4±0.45% (18MV. Conclusion: Applying dose variance reduction technique of DBS for modeling Oncor® linac with using BEAMnrc MC Code surprisingly improved the fluence of electron and photon, and it therefore enhanced the efficiency of dose variance reduction for MC calculations. As a result, running DBS in different kinds of MC simulation Codes might be beneficent in reducing the uncertainty of MC calculations.
Active Vibration Reduction of the Advanced Stirling Convertor
Wilson, Scott D.; Metscher, Jonathan F.; Schifer, Nicholas A.
2016-01-01
Stirling Radioisotope Power Systems (RPS) are being developed as an option to provide power on future space science missions where robotic spacecraft will orbit, flyby, land or rove. A Stirling Radioisotope Generator (SRG) could offer space missions a more efficient power system that uses one fourth of the nuclear fuel and decreases the thermal footprint compared to the current state of the art. The Stirling Cycle Technology Development (SCTD) Project is funded by the RPS Program to developing Stirling-based subsystems, including convertors and controller maturation efforts that have resulted in high fidelity hardware like the Advanced Stirling Radioisotope Generator (ASRG), Advanced Stirling Convertor (ASC), and ASC Controller Unit (ACU). The SCTD Project also performs research to develop less mature technologies with a wide variety of objectives, including increasing temperature capability to enable new environments, improving system reliability or fault tolerance, reducing mass or size, and developing advanced concepts that are mission enabling. Active vibration reduction systems (AVRS), or "balancers", have historically been developed and characterized to provide fault tolerance for generator designs that incorporate dual-opposed Stirling convertors or enable single convertor, or small RPS, missions. Balancers reduce the dynamic disturbance forces created by the power piston and displacer internal moving components of a single operating convertor to meet spacecraft requirements for induced disturbance force. To improve fault tolerance for dual-opposed configurations and enable single convertor configurations, a breadboard AVRS was implemented on the Advanced Stirling Convertor (ASC). The AVRS included a linear motor, a motor mount, and a closed-loop controller able to balance out the transmitted peak dynamic disturbance using acceleration feedback. Test objectives included quantifying power and mass penalty and reduction in transmitted force over a range of ASC
Targeted reduction of advanced glycation improves renal function in obesity
DEFF Research Database (Denmark)
Harcourt, Brooke E; Sourris, Karly C; Coughlan, Melinda T
2011-01-01
-lowering pharmaceutical, alagebrium, and mice in which the receptor for AGE (RAGE) was deleted. Obesity, resulting from a diet high in both fat and AGE, caused renal impairment; however, treatment of the RAGE knockout mice with alagebrium improved urinary albumin excretion, creatinine clearance, the inflammatory profile...... if treatments that lower tissue AGE burden in patients and mice would improve obesity-related renal dysfunction. Overweight and obese individuals (body mass index (BMI) 26-39¿kg/m(2)) were recruited to a randomized, crossover clinical trial involving 2 weeks each on a low- and a high-AGE-containing diet. Renal......, and renal oxidative stress. Alagebrium treatment, however, resulted in decreased weight gain and improved glycemic control compared with wild-type mice on a high-fat Western diet. Thus, targeted reduction of the advanced glycation pathway improved renal function in obesity....
International Nuclear Information System (INIS)
Dumonteil, E.
2009-01-01
Various variance-reduction techniques are used in Monte Carlo particle transport. Most of them rely either on a hypothesis made by the user (parameters of the exponential biasing, mesh and weight bounds for weight windows, etc.) or on a previous calculation of the system with, for example, a deterministic solver. This paper deals with a new acceleration technique, namely, auto-adaptative neural network biasing. Indeed, instead of using any a priori knowledge of the system, it is possible, at a given point in a simulation, to use the Monte Carlo histories previously simulated to train a neural network, which, in return, should be able to provide an estimation of the adjoint flux, used then for biasing the simulation. We will describe this method, detail its implementation in the Monte Carlo code Tripoli4, and discuss its results on two test cases. (author)
Advancing the research agenda for diagnostic error reduction.
Zwaan, Laura; Schiff, Gordon D; Singh, Hardeep
2013-10-01
Diagnostic errors remain an underemphasised and understudied area of patient safety research. We briefly summarise the methods that have been used to conduct research on epidemiology, contributing factors and interventions related to diagnostic error and outline directions for future research. Research methods that have studied epidemiology of diagnostic error provide some estimate on diagnostic error rates. However, there appears to be a large variability in the reported rates due to the heterogeneity of definitions and study methods used. Thus, future methods should focus on obtaining more precise estimates in different settings of care. This would lay the foundation for measuring error rates over time to evaluate improvements. Research methods have studied contributing factors for diagnostic error in both naturalistic and experimental settings. Both approaches have revealed important and complementary information. Newer conceptual models from outside healthcare are needed to advance the depth and rigour of analysis of systems and cognitive insights of causes of error. While the literature has suggested many potentially fruitful interventions for reducing diagnostic errors, most have not been systematically evaluated and/or widely implemented in practice. Research is needed to study promising intervention areas such as enhanced patient involvement in diagnosis, improving diagnosis through the use of electronic tools and identification and reduction of specific diagnostic process 'pitfalls' (eg, failure to conduct appropriate diagnostic evaluation of a breast lump after a 'normal' mammogram). The last decade of research on diagnostic error has made promising steps and laid a foundation for more rigorous methods to advance the field.
Advances in volcano monitoring and risk reduction in Latin America
McCausland, W. A.; White, R. A.; Lockhart, A. B.; Marso, J. N.; Assitance Program, V. D.; Volcano Observatories, L. A.
2014-12-01
We describe results of cooperative work that advanced volcanic monitoring and risk reduction. The USGS-USAID Volcano Disaster Assistance Program (VDAP) was initiated in 1986 after disastrous lahars during the 1985 eruption of Nevado del Ruiz dramatizedthe need to advance international capabilities in volcanic monitoring, eruption forecasting and hazard communication. For the past 28 years, VDAP has worked with our partners to improve observatories, strengthen monitoring networks, and train observatory personnel. We highlight a few of the many accomplishments by Latin American volcano observatories. Advances in monitoring, assessment and communication, and lessons learned from the lahars of the 1985 Nevado del Ruiz eruption and the 1994 Paez earthquake enabled the Servicio Geológico Colombiano to issue timely, life-saving warnings for 3 large syn-eruptive lahars at Nevado del Huila in 2007 and 2008. In Chile, the 2008 eruption of Chaitén prompted SERNAGEOMIN to complete a national volcanic vulnerability assessment that led to a major increase in volcano monitoring. Throughout Latin America improved seismic networks now telemeter data to observatories where the decades-long background rates and types of seismicity have been characterized at over 50 volcanoes. Standardization of the Earthworm data acquisition system has enabled data sharing across international boundaries, of paramount importance during both regional tectonic earthquakes and during volcanic crises when vulnerabilities cross international borders. Sharing of seismic forecasting methods led to the formation of the international organization of Latin American Volcano Seismologists (LAVAS). LAVAS courses and other VDAP training sessions have led to international sharing of methods to forecast eruptions through recognition of precursors and to reduce vulnerabilities from all volcano hazards (flows, falls, surges, gas) through hazard assessment, mapping and modeling. Satellite remote sensing data
Low cost biological lung volume reduction therapy for advanced emphysema
Directory of Open Access Journals (Sweden)
Bakeer M
2016-08-01
Full Text Available Mostafa Bakeer,1 Taha Taha Abdelgawad,1 Raed El-Metwaly,1 Ahmed El-Morsi,1 Mohammad Khairy El-Badrawy,1 Solafa El-Sharawy2 1Chest Medicine Department, 2Clinical Pathology Department, Faculty of Medicine, Mansoura University, Mansoura, Egypt Background: Bronchoscopic lung volume reduction (BLVR, using biological agents, is one of the new alternatives to lung volume reduction surgery.Objectives: To evaluate efficacy and safety of biological BLVR using low cost agents including autologous blood and fibrin glue.Methods: Enrolled patients were divided into two groups: group A (seven patients in which autologous blood was used and group B (eight patients in which fibrin glue was used. The agents were injected through a triple lumen balloon catheter via fiberoptic bronchoscope. Changes in high resolution computerized tomography (HRCT volumetry, pulmonary function tests, symptoms, and exercise capacity were evaluated at 12 weeks postprocedure as well as for complications.Results: In group A, at 12 weeks postprocedure, there was significant improvement in the mean value of HRCT volumetry and residual volume/total lung capacity (% predicted (P-value: <0.001 and 0.038, respectively. In group B, there was significant improvement in the mean value of HRCT volumetry and (residual volume/total lung capacity % predicted (P-value: 0.005 and 0.004, respectively. All patients tolerated the procedure with no mortality.Conclusion: BLVR using autologous blood and locally prepared fibrin glue is a promising method for therapy of advanced emphysema in term of efficacy, safety as well as cost effectiveness. Keywords: BLVR, bronchoscopy, COPD, interventional pulmonology
Reduction of repository heat load using advanced fuel cycles
International Nuclear Information System (INIS)
Preston, Jeff; Miller, L.F.
2008-01-01
With the geologic repository at Yucca Mountain already nearing capacity full before opening, advanced fuel cycles that introduce reprocessing, fast reactors, and temporary storage sites have the potential to allow the repository to support the current reactor fleet and future expansion. An uncertainty analysis methodology that combines Monte Carlo distribution sampling, reactor physics data simulation, and neural network interpolation methods enable investigation into the factor reduction of heat capacity by using the hybrid fuel cycle. Using a Super PRISM fast reactor with a conversion ratio of 0.75, burn ups reach up to 200 MWd/t that decrease the plutonium inventory by about 5 metric tons every 12 years. Using the long burn up allows the footprint of 1 single core loading of FR fuel to have an integral decay heat of about 2.5x10 5 MW*yr over a 1500 year period that replaces the footprint of about 6 full core loadings of LWR fuel for the number of years required to fuel the FR, which have an integral decay heat of about.3 MW*yr for the same time integral. This results in an increase of a factor of 4 in repository support capacity from implementing a single fast reactor in an equilibrium cycle. (authors)
Energy Technology Data Exchange (ETDEWEB)
Sharma, D; Badano, A [Division of Imaging, Diagnostics and Software Reliability, OSEL/CDRH, Food & Drug Administration, MD (United States); Sempau, J [Technical University of Catalonia, Barcelona (Spain)
2016-06-15
Purpose: Variance reduction techniques (VRTs) are employed in Monte Carlo simulations to obtain estimates with reduced statistical uncertainty for a given simulation time. In this work, we study the bias and efficiency of a VRT for estimating the response of imaging detectors. Methods: We implemented Directed Sampling (DS), preferentially directing a fraction of emitted optical photons directly towards the detector by altering the isotropic model. The weight of each optical photon is appropriately modified to maintain simulation estimates unbiased. We use a Monte Carlo tool called fastDETECT2 (part of the hybridMANTIS open-source package) for optical transport, modified for VRT. The weight of each photon is calculated as the ratio of original probability (no VRT) and the new probability for a particular direction. For our analysis of bias and efficiency, we use pulse height spectra, point response functions, and Swank factors. We obtain results for a variety of cases including analog (no VRT, isotropic distribution), and DS with 0.2 and 0.8 optical photons directed towards the sensor plane. We used 10,000, 25-keV primaries. Results: The Swank factor for all cases in our simplified model converged fast (within the first 100 primaries) to a stable value of 0.9. The root mean square error per pixel for DS VRT for the point response function between analog and VRT cases was approximately 5e-4. Conclusion: Our preliminary results suggest that DS VRT does not affect the estimate of the mean for the Swank factor. Our findings indicate that it may be possible to design VRTs for imaging detector simulations to increase computational efficiency without introducing bias.
Advanced supersonic propulsion study. [with emphasis on noise level reduction
Sabatella, J. A. (Editor)
1974-01-01
A study was conducted to determine the promising propulsion systems for advanced supersonic transport application, and to identify the critical propulsion technology requirements. It is shown that noise constraints have a major effect on the selection of the various engine types and cycle parameters. Several promising advanced propulsion systems were identified which show the potential of achieving lower levels of sideline jet noise than the first generation supersonic transport systems. The non-afterburning turbojet engine, utilizing a very high level of jet suppression, shows the potential to achieve FAR 36 noise level. The duct-heating turbofan with a low level of jet suppression is the most attractive engine for noise levels from FAR 36 to FAR 36 minus 5 EPNdb, and some series/parallel variable cycle engines show the potential of achieving noise levels down to FAR 36 minus 10 EPNdb with moderate additional penalty. The study also shows that an advanced supersonic commercial transport would benefit appreciably from advanced propulsion technology. The critical propulsion technology needed for a viable supersonic propulsion system, and the required specific propulsion technology programs are outlined.
Seismic snubber reduction on advanced gas-cooled reactor pipework
International Nuclear Information System (INIS)
Kennedy, P.A.; Harkin, N.J.
1989-01-01
Recent advances in pipework dynamic analysis procedures have enabled a more realistic approach to be taken to the design of pipework under earthquake loadings. In particular, it is proving possible to reduce the number of seismic snubbers employed to limit pipework displacements. This paper presents the background to, and outcome of, a snubber optimisation study performed for the main steam pipework system at Torness Nuclear Power Station. (author)
Energy Technology Data Exchange (ETDEWEB)
Blazquez, J.; Montalvo, C.; Balbas, M.; Garcia-Berrocal, A.
2011-07-01
Traditional techniques of propagation of variance are not very reliable, because there are uncertainties of 100% relative value, for this so use less conventional methods, such as Beta distribution, Fuzzy Logic and the Monte Carlo Method.
Byrne, Vicky; Orndoff, Evelyne; Poritz, Darwin; Schlesinger, Thilini
2013-01-01
All human space missions require significant logistical mass and volume that will become an excessive burden for long duration missions beyond low Earth orbit. The goal of the Advanced Exploration Systems (AES) Logistics Reduction & Repurposing (LRR) project is to bring new ideas and technologies that will enable human presence in farther regions of space. The LRR project has five tasks: 1) Advanced Clothing System (ACS) to reduce clothing mass and volume, 2) Logistics to Living (L2L) to repurpose existing cargo, 3) Heat Melt Compactor (HMC) to reprocess materials in space, 4) Trash to Gas (TTG) to extract useful gases from trash, and 5) Systems Engineering and Integration (SE&I) to integrate these logistical components. The current International Space Station (ISS) crew wardrobe has already evolved not only to reduce some of the logistical burden but also to address crew preference. The ACS task is to find ways to further reduce this logistical burden while examining human response to different types of clothes. The ACS task has been broken into a series of studies on length of wear of various garments: 1) three small studies conducted through other NASA projects (MMSEV, DSH, HI-SEAS) focusing on length of wear of garments treated with an antimicrobial finish; 2) a ground study, which is the subject of this report, addressing both length of wear and subject perception of various types of garments worn during aerobic exercise; and 3) an ISS study replicating the ground study, and including every day clothing to collect information on perception in reduced gravity in which humans experience physiological changes. The goal of the ground study is first to measure how long people can wear the same exercise garment, depending on the type of fabric and the presence of antimicrobial treatment, and second to learn why. Human factors considerations included in the study consist of the Institutional Review Board approval, test protocol and participants' training, and a web
Downside Variance Risk Premium
Feunou, Bruno; Jahan-Parvar, Mohammad; Okou, Cedric
2015-01-01
We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk premium is a priced factor with significant prediction power for aggregate excess returns. Our empirical investigation highlights the positive and s...
Prieve, Kurt; Rice, Amanda; Raynor, Peter C
2017-08-01
The aims of this study were to evaluate sound levels produced by compressed air guns in research and development (R&D) environments, replace conventional air gun models with advanced noise-reducing air nozzles, and measure changes in sound levels to assess the effectiveness of the advanced nozzles as engineering controls for noise. Ten different R&D manufacturing areas that used compressed air guns were identified and included in the study. A-weighted sound level and Z-weighted octave band measurements were taken simultaneously using a single instrument. In each area, three sets of measurements, each lasting for 20 sec, were taken 1 m away and perpendicular to the air stream of the conventional air gun while a worker simulated typical air gun work use. Two different advanced noise-reducing air nozzles were then installed. Sound level and octave band data were collected for each of these nozzles using the same methods as for the original air guns. Both of the advanced nozzles provided sound level reductions of about 7 dBA, on average. The highest noise reductions measured were 17.2 dBA for one model and 17.7 dBA for the other. In two areas, the advanced nozzles yielded no sound level reduction, or they produced small increases in sound level. The octave band data showed strong similarities in sound level among all air gun nozzles within the 10-1,000 Hz frequency range. However, the advanced air nozzles generally had lower noise contributions in the 1,000-20,000 Hz range. The observed decreases at these higher frequencies caused the overall sound level reductions that were measured. Installing new advanced noise-reducing air nozzles can provide large sound level reductions in comparison to existing conventional nozzles, which has direct benefit for hearing conservation efforts.
Application of advanced data reduction methods to gas turbine dynamic analysis
International Nuclear Information System (INIS)
Juhl, P.B.
1978-01-01
This paper discusses the application of advanced data reduction methods to the evaluation of dynamic data from gas turbines and turbine components. The use of the Fast Fourier Transform and of real-time spectrum analyzers is discussed. The use of power spectral density and probability density functions for analyzing random data is discussed. Examples of the application of these modern techniques to gas turbine testing are presented. The use of the computer to automate the data reduction procedures is discussed. (orig.) [de
International Nuclear Information System (INIS)
Abbasi, F.; Nabbi, R.; Thomauske, B.; Ulrich, J.
2014-01-01
For the decommissioning of nuclear facilities, activity and dose rate atlases (ADAs) are required to create and manage a decommissioning plan and optimize the radiation protection measures. By the example of the research reactor FRJ-2, a detailed MCNP model for Monte-Carlo neutron and radiation transport calculations based on a full scale outer core CAD-model was generated. To cope with the inadequacies of the MCNP code for the simulation of a large and complex system like FRJ-2, the FW-CADIS method was embedded in the MCNP simulation runs to optimise particle sampling and weighting. The MAVRIC sequence of the SCALE6 program package, capable of generating importance maps, was applied for this purpose. The application resulted in a significant increase in efficiency and performance of the whole simulation method and in optimised utilization of the computer resources. As a result, the distribution of the neutron flux in the entire reactor structures - as a basis for the generation of the detailed activity atlas - was produced with a low level of variance and a high level of spatial, numerical and statistical precision.
Energy Technology Data Exchange (ETDEWEB)
Abbasi, F.; Nabbi, R.; Thomauske, B.; Ulrich, J. [RWTH Aachen Univ. (Germany). Inst. of Nuclear Engineering and Technology
2014-11-15
For the decommissioning of nuclear facilities, activity and dose rate atlases (ADAs) are required to create and manage a decommissioning plan and optimize the radiation protection measures. By the example of the research reactor FRJ-2, a detailed MCNP model for Monte-Carlo neutron and radiation transport calculations based on a full scale outer core CAD-model was generated. To cope with the inadequacies of the MCNP code for the simulation of a large and complex system like FRJ-2, the FW-CADIS method was embedded in the MCNP simulation runs to optimise particle sampling and weighting. The MAVRIC sequence of the SCALE6 program package, capable of generating importance maps, was applied for this purpose. The application resulted in a significant increase in efficiency and performance of the whole simulation method and in optimised utilization of the computer resources. As a result, the distribution of the neutron flux in the entire reactor structures - as a basis for the generation of the detailed activity atlas - was produced with a low level of variance and a high level of spatial, numerical and statistical precision.
Estimation of measurement variances
International Nuclear Information System (INIS)
Anon.
1981-01-01
In the previous two sessions, it was assumed that the measurement error variances were known quantities when the variances of the safeguards indices were calculated. These known quantities are actually estimates based on historical data and on data generated by the measurement program. Session 34 discusses how measurement error parameters are estimated for different situations. The various error types are considered. The purpose of the session is to enable participants to: (1) estimate systematic error variances from standard data; (2) estimate random error variances from data as replicate measurement data; (3) perform a simple analysis of variances to characterize the measurement error structure when biases vary over time
Trial operation of the advanced volume reduction facilities for LLW at JAEA
International Nuclear Information System (INIS)
Nakashio, Nobuyuki; Higuchi, Hidekazu; Momma, Toshiyuki; Kozawa, Kazushige; Touhei, Toshio; Sudou, Tomoyuki; Mitsuda, Motoyuki; Kurosawa, Shigenobu; Hemmi, Kou; Ishikawa, Joji; Kato, Mitsugu; Sato, Motoaki
2007-01-01
The Japan Atomic Energy Agency (JAEA) constructed the Advanced Volume Reduction Facilities (AVRF), in which volume reduction techniques are applied and achieved high volume reduction ratio, homogenization and stabilization by means of melting or super compaction processes for low level radioactive solid wastes. It will be able to produce waste packages for final disposal and to reduce the volume of stored wastes by operating the AVRF. The AVRF consist of the Waste Size Reduction and Storage Facilities (WSRSF) and the Waste Volume Reduction Facilities (WVRF); the former has cutting installations for large size wastes and the latter has melting units and a super compactor. Cutting installations in the WSRSF have been operating since July 1999. Radioactive wastes treated so far amount to 750 m 3 and the volume reduction ratio is from 1.7 to 3.7. The WVRF has been operating with non-radioactive wastes since February 2003 for the training and the homogeneity investigation in the melting processes. The operation of the pretreatment system in the WVRF with radioactive wastes has partly started in FY2005. (author)
System of the advanced volume reduction facilities for LLW at JAERI
International Nuclear Information System (INIS)
Higuchi, Hidekazu; Monma, Toshiyuki; Nakashio, Nobuyuki; Kozawa, Kazushige; Touhei, Toshio; Sudou, Tomoyuki; Mitsuda, Motoyuki; Kurosawa, Shigenobu; Henmi, Kou; Ishikawa, Joji; Kato, Mitsugu; Sato, Motoaki
2005-01-01
The Japan Atomic Energy Research Institute (JAERI) constructed the Advanced Volume Reduction Facilities (AVRF), in which volume reduction techniques are applied and achieved high volume reduction ratio, homogenization and stabilization by means of melting or super compaction processes for low level solid wastes. It will be able to produce waste packages for final disposal and to reduce the amount of the wastes by operating the AVRF. The AVRF consist of the Waste Size Reduction and Storage Facilities (WSRSF) and the Waste Volume Reduction Facilities (WVRF); the former have cutting installations for large size wastes and the latter have melting units and a super compactor. Cutting installations in the WSRSF have been operating since June 1999. Radioactive wastes treated so far amount to 600 m 3 and the volume reduction ratio is from 1/2 to 1/3. The WVRF have been operating with non-radioactive wastes since February 2003 for the training and the homogeneity investigation in the melting processes. The operation with radioactive wastes will start in FY2005. (author)
International Nuclear Information System (INIS)
Saito, Takeshi; Ichikawa, Koji; Ishimaru, Hiroshi; Aizawa, Motohiro; Sato, Yoshiteru; Morita, Shoichi
2012-09-01
Operating experiences of the advanced boiling water reactor (ABWR) have been accumulated in Japan since the first ABWRs Kashiwazaki-Kariwa NPS unit 6 and 7 came into service. Shika NPS unit 2 (Shika-2) of Hokuriku Electric Power Co. is the fourth ABWR plant in Japan. Since ABWRs have no piping of the reactor recirculation system (RRS), which is the largest source of radiation in conventional BWRs, carbon steel piping of the reactor water cleanup system (RWCU) and residual heat removal system (RHR) are the largest source in ABWRs. Therefore we have focused on reduction methods of radioactive material on carbon steel surface in order to reduce the quantity of occupational exposure in Shika-2. In Shika-2 the following methods have been adopted. Before fuel loading, alkaline pre-filming process was applied to the RWCU piping during plant startup testing. After start of operation, the feed water iron concentration control (or nickel/iron ratio control) method was applied. Furthermore, during shutdown operation the RHR system was operated when the reactor water temperature was dropped to 120 degree C with the use of condenser heat sink cooling operation. These dose rate reduction methods worked well in Shika-2 as expected. The quantity of occupational exposure at the 3 rd outage in Shika-2 was approximately 0.35 person-Sv. On the basis of the results obtained thus far, the occupational dose expected at the outage after deposition amount of radioactivity reaching the equilibrium state has been estimated to be around 0.5 person-Sv. This value is considered to be in low level compared with the worldwide statistics. (authors)
Institute of Scientific and Technical Information of China (English)
ZAYAS Pérez Teresa; GEISSLER Gunther; HERNANDEZ Fernando
2007-01-01
The removal of the natural organic matter present in coffee processing wastewater through chemical coagulation-flocculatio and advanced oxidation processes(AOP)had been studied.The effectiveness of the removal of natural organic matter using commercial flocculants and UV/H202,UVO3 and UV/H-H202/O3 processes was determined under acidic conditions.For each of these processes,different operational conditions were explored to optimize the treatment efficiency of the coffee wastewater.Coffee wastewater is characterized by a high chemical oxygen demand(COD)and low total suspended solids.The outcomes of coffee wastewater reeatment using coagulation-flocculation and photodegradation processes were assessed in terms of reduction of COD,color,and turbidity.It was found that a reductiOn in COD of 67%could be realized when the coffee wastewater was treated by chemical coagulation-flocculatlon witll lime and coagulant T-1.When coffee wastewater was treated by coagulation-flocculation in combination with UV/H202,a COD reduction of 86%was achieved,although only after prolonged UV irradiation.Of the three advanced oxidation processes considered,UV/H202,uv/03 and UV/H202/03,we found that the treatment with UV/H2O2/O3 was the most effective,with an efficiency of color,turbidity and further COD removal of 87%,when applied to the flocculated coffee wastewater.
Estimation of measurement variances
International Nuclear Information System (INIS)
Jaech, J.L.
1984-01-01
The estimation of measurement error parameters in safeguards systems is discussed. Both systematic and random errors are considered. A simple analysis of variances to characterize the measurement error structure with biases varying over time is presented
International Nuclear Information System (INIS)
Moster, Benjamin P.; Rix, Hans-Walter; Somerville, Rachel S.; Newman, Jeffrey A.
2011-01-01
Deep pencil beam surveys ( 2 ) are of fundamental importance for studying the high-redshift universe. However, inferences about galaxy population properties (e.g., the abundance of objects) are in practice limited by 'cosmic variance'. This is the uncertainty in observational estimates of the number density of galaxies arising from the underlying large-scale density fluctuations. This source of uncertainty can be significant, especially for surveys which cover only small areas and for massive high-redshift galaxies. Cosmic variance for a given galaxy population can be determined using predictions from cold dark matter theory and the galaxy bias. In this paper, we provide tools for experiment design and interpretation. For a given survey geometry, we present the cosmic variance of dark matter as a function of mean redshift z-bar and redshift bin size Δz. Using a halo occupation model to predict galaxy clustering, we derive the galaxy bias as a function of mean redshift for galaxy samples of a given stellar mass range. In the linear regime, the cosmic variance of these galaxy samples is the product of the galaxy bias and the dark matter cosmic variance. We present a simple recipe using a fitting function to compute cosmic variance as a function of the angular dimensions of the field, z-bar , Δz, and stellar mass m * . We also provide tabulated values and a software tool. The accuracy of the resulting cosmic variance estimates (δσ v /σ v ) is shown to be better than 20%. We find that for GOODS at z-bar =2 and with Δz = 0.5, the relative cosmic variance of galaxies with m * >10 11 M sun is ∼38%, while it is ∼27% for GEMS and ∼12% for COSMOS. For galaxies of m * ∼ 10 10 M sun , the relative cosmic variance is ∼19% for GOODS, ∼13% for GEMS, and ∼6% for COSMOS. This implies that cosmic variance is a significant source of uncertainty at z-bar =2 for small fields and massive galaxies, while for larger fields and intermediate mass galaxies, cosmic
Regulatory Risk Reduction for Advanced Reactor Technologies - FY2016 Status and Work Plan Summary
International Nuclear Information System (INIS)
Moe, Wayne Leland
2016-01-01
Millions of public and private sector dollars have been invested over recent decades to realize greater efficiency, reliability, and the inherent and passive safety offered by advanced nuclear reactor technologies. However, a major challenge in experiencing those benefits resides in the existing U.S. regulatory framework. This framework governs all commercial nuclear plant construction, operations, and safety issues and is highly large light water reactor (LWR) technology centric. The framework must be modernized to effectively deal with non-LWR advanced designs if those designs are to become part of the U.S energy supply. The U.S. Department of Energy's (DOE) Advanced Reactor Technologies (ART) Regulatory Risk Reduction (RRR) initiative, managed by the Regulatory Affairs Department at the Idaho National Laboratory (INL), is establishing a capability that can systematically retire extraneous licensing risks associated with regulatory framework incompatibilities. This capability proposes to rely heavily on the perspectives of the affected regulated community (i.e., commercial advanced reactor designers/vendors and prospective owner/operators) yet remain tuned to assuring public safety and acceptability by regulators responsible for license issuance. The extent to which broad industry perspectives are being incorporated into the proposed framework makes this initiative unique and of potential benefit to all future domestic non-LWR applicants
Regulatory Risk Reduction for Advanced Reactor Technologies – FY2016 Status and Work Plan Summary
Energy Technology Data Exchange (ETDEWEB)
Moe, Wayne Leland [Idaho National Lab. (INL), Idaho Falls, ID (United States)
2016-08-01
Millions of public and private sector dollars have been invested over recent decades to realize greater efficiency, reliability, and the inherent and passive safety offered by advanced nuclear reactor technologies. However, a major challenge in experiencing those benefits resides in the existing U.S. regulatory framework. This framework governs all commercial nuclear plant construction, operations, and safety issues and is highly large light water reactor (LWR) technology centric. The framework must be modernized to effectively deal with non-LWR advanced designs if those designs are to become part of the U.S energy supply. The U.S. Department of Energy’s (DOE) Advanced Reactor Technologies (ART) Regulatory Risk Reduction (RRR) initiative, managed by the Regulatory Affairs Department at the Idaho National Laboratory (INL), is establishing a capability that can systematically retire extraneous licensing risks associated with regulatory framework incompatibilities. This capability proposes to rely heavily on the perspectives of the affected regulated community (i.e., commercial advanced reactor designers/vendors and prospective owner/operators) yet remain tuned to assuring public safety and acceptability by regulators responsible for license issuance. The extent to which broad industry perspectives are being incorporated into the proposed framework makes this initiative unique and of potential benefit to all future domestic non-LWR applicants
Update on Risk Reduction Activities for a Liquid Advanced Booster for NASA's Space Launch System
Crocker, Andrew M.; Greene, William D.
2017-01-01
The stated goals of NASA's Research Announcement for the Space Launch System (SLS) Advanced Booster Engineering Demonstration and/or Risk Reduction (ABEDRR) are to reduce risks leading to an affordable Advanced Booster that meets the evolved capabilities of SLS and enable competition by mitigating targeted Advanced Booster risks to enhance SLS affordability. Dynetics, Inc. and Aerojet Rocketdyne (AR) formed a team to offer a wide-ranging set of risk reduction activities and full-scale, system-level demonstrations that support NASA's ABEDRR goals. During the ABEDRR effort, the Dynetics Team has modified flight-proven Apollo-Saturn F-1 engine components and subsystems to improve affordability and reliability (e.g., reduce parts counts, touch labor, or use lower cost manufacturing processes and materials). The team has built hardware to validate production costs and completed tests to demonstrate it can meet performance requirements. State-of-the-art manufacturing and processing techniques have been applied to the heritage F-1, resulting in a low recurring cost engine while retaining the benefits of Apollo-era experience. NASA test facilities have been used to perform low-cost risk-reduction engine testing. In early 2014, NASA and the Dynetics Team agreed to move additional large liquid oxygen/kerosene engine work under Dynetics' ABEDRR contract. Also led by AR, the objectives of this work are to demonstrate combustion stability and measure performance of a 500,000 lbf class Oxidizer-Rich Staged Combustion (ORSC) cycle main injector. A trade study was completed to investigate the feasibility, cost effectiveness, and technical maturity of a domestically-produced engine that could potentially both replace the RD-180 on Atlas V and satisfy NASA SLS payload-to-orbit requirements via an advanced booster application. Engine physical dimensions and performance parameters resulting from this study provide the system level requirements for the ORSC risk reduction test article
Energy Technology Data Exchange (ETDEWEB)
Moussavi, Gholamreza, E-mail: moussavi@modares.ac.ir; Shekoohiyan, Sakine
2016-11-15
Highlights: • Simultaneous advanced oxidation and reduction processes were explored in VUV system. • Complete reduction of nitrate to N{sub 2} was achieved at the presence of acetaminophen. • Complete degradation of acetaminophen was achieved at the presence of nitrate. • Over 95% of acetaminophen was mineralized in the VUV photoreactor. • VUV is a chemical-less advanced process for treating water emerging contaminants. - Abstract: This work was aimed at investigating the performance of the continuous-flow VUV photoreactor as a novel chemical-less advanced process for simultaneously oxidizing acetaminophen (ACT) as a model of pharmaceuticals and reducing nitrate in a single reactor. Solution pH was an important parameter affecting the performance of VUV; the highest ACT oxidation and nitrate reduction attained at solution pH between 6 and 8. The ACT was oxidized mainly by HO· while the aqueous electrons were the main working agents in the reduction of nitrate. The performance of VUV photoreactor improved with the increase of hydraulic retention time (HRT); the complete degradation of ACT and ∼99% reduction of nitrate with 100% N{sub 2} selectivity achieved at HRT of 80 min. The VUV effluent concentrations of nitrite and ammonium at HRT of 80 min were below the drinking water standards. The real water sample contaminated with the ACT and nitrate was efficiently treated in the VUV photoreactor. Therefore, the VUV photoreactor is a chemical-less advanced process in which both advanced oxidation and advanced reduction reactions are accomplished. This unique feature possesses VUV photoreactor as a promising method of treating water contaminated with both pharmaceutical and nitrate.
International Nuclear Information System (INIS)
Moussavi, Gholamreza; Shekoohiyan, Sakine
2016-01-01
Highlights: • Simultaneous advanced oxidation and reduction processes were explored in VUV system. • Complete reduction of nitrate to N_2 was achieved at the presence of acetaminophen. • Complete degradation of acetaminophen was achieved at the presence of nitrate. • Over 95% of acetaminophen was mineralized in the VUV photoreactor. • VUV is a chemical-less advanced process for treating water emerging contaminants. - Abstract: This work was aimed at investigating the performance of the continuous-flow VUV photoreactor as a novel chemical-less advanced process for simultaneously oxidizing acetaminophen (ACT) as a model of pharmaceuticals and reducing nitrate in a single reactor. Solution pH was an important parameter affecting the performance of VUV; the highest ACT oxidation and nitrate reduction attained at solution pH between 6 and 8. The ACT was oxidized mainly by HO· while the aqueous electrons were the main working agents in the reduction of nitrate. The performance of VUV photoreactor improved with the increase of hydraulic retention time (HRT); the complete degradation of ACT and ∼99% reduction of nitrate with 100% N_2 selectivity achieved at HRT of 80 min. The VUV effluent concentrations of nitrite and ammonium at HRT of 80 min were below the drinking water standards. The real water sample contaminated with the ACT and nitrate was efficiently treated in the VUV photoreactor. Therefore, the VUV photoreactor is a chemical-less advanced process in which both advanced oxidation and advanced reduction reactions are accomplished. This unique feature possesses VUV photoreactor as a promising method of treating water contaminated with both pharmaceutical and nitrate.
Energy Technology Data Exchange (ETDEWEB)
Yeo, Seung-Gu [Center for Colorectal Cancer, Research Institute and Hospital, National Cancer Center, Goyang (Korea, Republic of); Department of Radiation Oncology, Soonchunhyang University College of Medicine, Cheonan (Korea, Republic of); Kim, Dae Yong, E-mail: radiopiakim@hanmail.net [Center for Colorectal Cancer, Research Institute and Hospital, National Cancer Center, Goyang (Korea, Republic of); Park, Ji Won; Oh, Jae Hwan; Kim, Sun Young; Chang, Hee Jin; Kim, Tae Hyun; Kim, Byung Chang; Sohn, Dae Kyung; Kim, Min Ju [Center for Colorectal Cancer, Research Institute and Hospital, National Cancer Center, Goyang (Korea, Republic of)
2012-02-01
Purpose: To investigate the prognostic significance of tumor volume reduction rate (TVRR) after preoperative chemoradiotherapy (CRT) in locally advanced rectal cancer (LARC). Methods and Materials: In total, 430 primary LARC (cT3-4) patients who were treated with preoperative CRT and curative radical surgery between May 2002 and March 2008 were analyzed retrospectively. Pre- and post-CRT tumor volumes were measured using three-dimensional region-of-interest MR volumetry. Tumor volume reduction rate was determined using the equation TVRR (%) = (pre-CRT tumor volume - post-CRT tumor volume) Multiplication-Sign 100/pre-CRT tumor volume. The median follow-up period was 64 months (range, 27-99 months) for survivors. Endpoints were disease-free survival (DFS) and overall survival (OS). Results: The median TVRR was 70.2% (mean, 64.7% {+-} 22.6%; range, 0-100%). Downstaging (ypT0-2N0M0) occurred in 183 patients (42.6%). The 5-year DFS and OS rates were 77.7% and 86.3%, respectively. In the analysis that included pre-CRT and post-CRT tumor volumes and TVRR as continuous variables, only TVRR was an independent prognostic factor. Tumor volume reduction rate was categorized according to a cutoff value of 45% and included with clinicopathologic factors in the multivariate analysis; ypN status, circumferential resection margin, and TVRR were significant prognostic factors for both DFS and OS. Conclusions: Tumor volume reduction rate was a significant prognostic factor in LARC patients receiving preoperative CRT. Tumor volume reduction rate data may be useful for tailoring surgery and postoperative adjuvant therapy after preoperative CRT.
Restricted Variance Interaction Effects
DEFF Research Database (Denmark)
Cortina, Jose M.; Köhler, Tine; Keeler, Kathleen R.
2018-01-01
Although interaction hypotheses are increasingly common in our field, many recent articles point out that authors often have difficulty justifying them. The purpose of this article is to describe a particular type of interaction: the restricted variance (RV) interaction. The essence of the RV int...
Update on Risk Reduction Activities for a Liquid Advanced Booster for NASA's Space Launch System
Crocker, Andrew M.; Doering, Kimberly B; Meadows, Robert G.; Lariviere, Brian W.; Graham, Jerry B.
2015-01-01
The stated goals of NASA's Research Announcement for the Space Launch System (SLS) Advanced Booster Engineering Demonstration and/or Risk Reduction (ABEDRR) are to reduce risks leading to an affordable Advanced Booster that meets the evolved capabilities of SLS; and enable competition by mitigating targeted Advanced Booster risks to enhance SLS affordability. Dynetics, Inc. and Aerojet Rocketdyne (AR) formed a team to offer a wide-ranging set of risk reduction activities and full-scale, system-level demonstrations that support NASA's ABEDRR goals. For NASA's SLS ABEDRR procurement, Dynetics and AR formed a team to offer a series of full-scale risk mitigation hardware demonstrations for an affordable booster approach that meets the evolved capabilities of the SLS. To establish a basis for the risk reduction activities, the Dynetics Team developed a booster design that takes advantage of the flight-proven Apollo-Saturn F-1. Using NASA's vehicle assumptions for the SLS Block 2, a two-engine, F-1-based booster design delivers 150 mT (331 klbm) payload to LEO, 20 mT (44 klbm) above NASA's requirements. This enables a low-cost, robust approach to structural design. During the ABEDRR effort, the Dynetics Team has modified proven Apollo-Saturn components and subsystems to improve affordability and reliability (e.g., reduce parts counts, touch labor, or use lower cost manufacturing processes and materials). The team has built hardware to validate production costs and completed tests to demonstrate it can meet performance requirements. State-of-the-art manufacturing and processing techniques have been applied to the heritage F-1, resulting in a low recurring cost engine while retaining the benefits of Apollo-era experience. NASA test facilities have been used to perform low-cost risk-reduction engine testing. In early 2014, NASA and the Dynetics Team agreed to move additional large liquid oxygen/kerosene engine work under Dynetics' ABEDRR contract. Also led by AR, the
Moussavi, Gholamreza; Shekoohiyan, Sakine
2016-11-15
This work was aimed at investigating the performance of the continuous-flow VUV photoreactor as a novel chemical-less advanced process for simultaneously oxidizing acetaminophen (ACT) as a model of pharmaceuticals and reducing nitrate in a single reactor. Solution pH was an important parameter affecting the performance of VUV; the highest ACT oxidation and nitrate reduction attained at solution pH between 6 and 8. The ACT was oxidized mainly by HO while the aqueous electrons were the main working agents in the reduction of nitrate. The performance of VUV photoreactor improved with the increase of hydraulic retention time (HRT); the complete degradation of ACT and ∼99% reduction of nitrate with 100% N2 selectivity achieved at HRT of 80min. The VUV effluent concentrations of nitrite and ammonium at HRT of 80min were below the drinking water standards. The real water sample contaminated with the ACT and nitrate was efficiently treated in the VUV photoreactor. Therefore, the VUV photoreactor is a chemical-less advanced process in which both advanced oxidation and advanced reduction reactions are accomplished. This unique feature possesses VUV photoreactor as a promising method of treating water contaminated with both pharmaceutical and nitrate. Copyright © 2016 Elsevier B.V. All rights reserved.
Energy Technology Data Exchange (ETDEWEB)
Dobschinski, Jan; Wessel, Arne; Lange, Bernhard; Bremen, Lueder von [Fraunhofer Institut fuer Windenergie und Energiesystemtechnik (IWES), Kassel (Germany)
2009-07-01
In electricity systems with large penetration of wind power, the limited predictability of the wind power generation leads to an increase in reserve and balancing requirements. At first the present study concentrates on the capability of dynamic day-ahead prediction intervals to reduce the wind power induced reserve and balancing requirements. Alternatively the reduction of large forecast errors of the German wind power generation by using advanced shortest-term predictions has been evaluated in a second approach. With focus on the allocation of minute reserve power the aim is to estimate the maximal remaining uncertainty after trading activities on the intraday market. Finally both approaches were used in a case study concerning the reserve requirements induced by the total German wind power expansion in 2007. (orig.)
Directory of Open Access Journals (Sweden)
Da-Ming Feng
2017-12-01
Full Text Available Global climate change and increasing demands for clean energy have brought intensive interest in the search for proper electrocatalysts in order to reduce carbon dioxide (CO2 to higher value carbon products such as hydrocarbons. Recently, transition-metal-centered molecules or organic frameworks have been reported to show outstanding electrocatalytic activity in the liquid phase. Their d-orbital electrons are believed to be one of the key factors to capture and convert CO2 molecules to value-added low-carbon fuels. In this review, recent advances in electrocatalytic CO2 reduction have been summarized based on the targeted products, ranging from homogeneous reactions to heterogeneous ones. Their advantages and fallbacks have been pointed out and the existing challenges, especially with respect to the practical and industrial application are addressed.
Feng, Da-Ming
2017-12-01
Global climate change and increasing demands for clean energy have brought intensive interest in the search for proper electrocatalysts in order to reduce carbon dioxide (CO2) to higher value carbon products such as hydrocarbons. Recently, transition-metal-centered molecules or organic frameworks have been reported to show outstanding electrocatalytic activity in the liquid phase. Their d-orbital electrons are believed to be one of the key factors to capture and convert CO2 molecules to value-added low-carbon fuels. In this review, recent advances in electrocatalytic CO2 reduction have been summarized based on the targeted products, ranging from homogeneous reactions to heterogeneous ones. Their advantages and fallbacks have been pointed out and the existing challenges, especially with respect to the practical and industrial application are addressed.
Advancing Development and Greenhouse Gas Reductions in Vietnam's Wind Sector
Energy Technology Data Exchange (ETDEWEB)
Bilello, D.; Katz, J.; Esterly, S.; Ogonowski, M.
2014-09-01
Clean energy development is a key component of Vietnam's Green Growth Strategy, which establishes a target to reduce greenhouse gas (GHG) emissions from domestic energy activities by 20-30 percent by 2030 relative to a business-as-usual scenario. Vietnam has significant wind energy resources, which, if developed, could help the country reach this target while providing ancillary economic, social, and environmental benefits. Given Vietnam's ambitious clean energy goals and the relatively nascent state of wind energy development in the country, this paper seeks to fulfill two primary objectives: to distill timely and useful information to provincial-level planners, analysts, and project developers as they evaluate opportunities to develop local wind resources; and, to provide insights to policymakers on how coordinated efforts may help advance large-scale wind development, deliver near-term GHG emission reductions, and promote national objectives in the context of a low emission development framework.
DEMONSTRATION OF AN ADVANCED INTEGRATED CONTROL SYSTEM FOR SIMULTANEOUS EMISSIONS REDUCTION
Energy Technology Data Exchange (ETDEWEB)
Suzanne Shea; Randhir Sehgal; Ilga Celmins; Andrew Maxson
2002-02-01
The primary objective of the project titled ''Demonstration of an Advanced Integrated Control System for Simultaneous Emissions Reduction'' was to demonstrate at proof-of-concept scale the use of an online software package, the ''Plant Environmental and Cost Optimization System'' (PECOS), to optimize the operation of coal-fired power plants by economically controlling all emissions simultaneously. It combines physical models, neural networks, and fuzzy logic control to provide both optimal least-cost boiler setpoints to the boiler operators in the control room, as well as optimal coal blending recommendations designed to reduce fuel costs and fuel-related derates. The goal of the project was to demonstrate that use of PECOS would enable coal-fired power plants to make more economic use of U.S. coals while reducing emissions.
Materials selection of surface coatings in an advanced size reduction facility
International Nuclear Information System (INIS)
Briggs, J.L.; Younger, A.F.
1980-01-01
A materials selection test program was conducted to characterize optimum interior surface coatings for an advanced size reduction facility. The equipment to be processed by this facility consists of stainless steel apparatus (e.g., glove boxes, piping, and tanks) used for the chemical recovery of plutonium. Test results showed that a primary requirement for a satisfactory coating is ease of decontamination. A closely related concern is the resistance of paint films to nitric acid - plutonium environments. A vinyl copolymer base paint was the only coating, of eight paints tested, with properties that permitted satisfactory decontamination of plutonium and also performed equal to or better than the other paints in the chemical resistance, radiation stability, and impact tests
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.Th; Verburg, T.G.
2001-01-01
The present study was undertaken to explore possibilities to judge survey quality on basis of a limited and restricted number of a-priori observations. Here, quality is defined as the ratio between survey and local variance (signal-to-noise ratio). The results indicate that the presented surveys do not permit such judgement; the discussion also suggests that the 5-fold local sampling strategies do not merit any sound judgement. As it stands, uncertainties in local determinations may largely obscure possibilities to judge survey quality. The results further imply that surveys will benefit from procedures, controls and approaches in sampling and sample handling, to assess both average, variance and the nature of the distribution of elemental concentrations in local sites. This reasoning is compatible with the idea of the site as a basic homogeneous survey unit, which is implicitly and conceptually underlying any survey performed. (author)
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.T.
1999-01-01
The present study deals with the (larger-scaled) biomonitoring survey and specifically focuses on the sampling site. In most surveys, the sampling site is simply selected or defined as a spot of (geographical) dimensions which is small relative to the dimensions of the total survey area. Implicitly it is assumed that the sampling site is essentially homogeneous with respect to the investigated variation in survey parameters. As such, the sampling site is mostly regarded as 'the basic unit' of the survey. As a logical consequence, the local (sampling site) variance should also be seen as a basic and important characteristic of the survey. During the study, work is carried out to gain more knowledge of the local variance. Multiple sampling is carried out at a specific site (tree bark, mosses, soils), multi-elemental analyses are carried out by NAA, and local variances are investigated by conventional statistics, factor analytical techniques, and bootstrapping. Consequences of the outcomes are discussed in the context of sampling, sample handling and survey quality. (author)
Boyages, John; Kastanias, Katrina; Koelmeyer, Louise A; Winch, Caleb J; Lam, Thomas C; Sherman, Kerry A; Munnoch, David Alex; Brorson, Håkan; Ngo, Quan D; Heydon-White, Asha; Magnussen, John S; Mackie, Helen
2015-12-01
This research describes and evaluates a liposuction surgery and multidisciplinary rehabilitation approach for advanced lymphedema of the upper and lower extremities. A prospective clinical study was conducted at an Advanced Lymphedema Assessment Clinic (ALAC) comprised of specialists in plastic surgery, rehabilitation, imaging, oncology, and allied health, at Macquarie University, Australia. Between May 2012 and 31 May 2014, a total of 104 patients attended the ALAC. Eligibility criteria for liposuction included (i) unilateral, non-pitting, International Society of Lymphology stage II/III lymphedema; (ii) limb volume difference greater than 25 %; and (iii) previously ineffective conservative therapies. Of 55 eligible patients, 21 underwent liposuction (15 arm, 6 leg) and had at least 3 months postsurgical follow-up (85.7 % cancer-related lymphedema). Liposuction was performed under general anesthesia using a published technique, and compression garments were applied intraoperatively and advised to be worn continuously thereafter. Limb volume differences, bioimpedance spectroscopy (L-Dex), and symptom and functional measurements (using the Patient-Specific Functional Scale) were taken presurgery and 4 weeks postsurgery, and then at 3, 6, 9, and 12 months postsurgery. Mean presurgical limb volume difference was 45.1 % (arm 44.2 %; leg 47.3 %). This difference reduced to 3.8 % (arm 3.6 %; leg 4.3 %) by 6 months postsurgery, a mean percentage volume reduction of 89.6 % (arm 90.2 %; leg 88.2 %) [p multidisciplinary team is essential.
Treatment of Aqueous Bromate by Superparamagnetic BiOCl-Mediated Advanced Reduction Process
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Xiaowei Liu
2017-05-01
Full Text Available Bromate ( BrO 3 − contamination in drinking water is a growing concern. Advanced reduction processes (ARPs are reportedly promising in relieving this concern. In this work, UV/superparamagnetic BiOCl (BiOCl loaded onto superparamagnetic hydroxyapatite assisted with small molecule carboxylic acid (formate, citrate, and acetate, a carboxyl anion radical ( CO 2 • − -based ARP, was proposed to eliminate aqueous BrO 3 − . Formate and citrate were found to be ideal CO 2 • − precursor, and the latter was found to be safe for practical use. BrO 3 − (10 μg·L−1, WHO guideline for drinking water can be completely degraded within 3 min under oxygen-free conditions. In this process, BrO 3 − degradation was realized by the reduction of CO 2 • − (major role and formyloxyl radical (minor role in bulk solution. The formation mechanism of radicals and the transformation pathway of BrO 3 − were proposed based on data on electron paramagnetic resonance monitoring, competitive kinetics, and degradation product analysis. The process provided a sustainable decontamination performance (<5% deterioration for 10 cycles and appeared to be more resistant to common electron acceptors (O2, NO 3 − , and Fe3+ than hydrated electron based-ARPs. Phosphate based-superparamagnetic hydroxyapatite, used to support BiOCl in this work, was believed to be applicable for resolving the recycling problem of other metal-containing catalyst.
EPA RREL's mobile volume reduction unit advances soil washing at four Superfund sites
International Nuclear Information System (INIS)
Gaire, R.; Borst, M.
1994-01-01
Research testing of the US. Environmental Protection Agency (EPA) Risk Reduction Engineering Laboratory's (RREL) Volume Reduction Unit (VRU), produced data helping advance soil washing as a remedial technology for contaminated soils. Based on research at four Superfund sites, each with a different matrix of organic contaminants, EPA evaluated the soil technology and provided information to forecast realistic, full-scale remediation costs. Primarily a research tool, the VRU is RREL's mobile test unit for investigating the breadth of this technology. During a Superfund Innovative Technology Evaluation (SITE) Demonstration at Escambia Wood Treating Company Site, Pensacola, FL, the VRU treated soil contaminated with pentachlorophenol (PCP) and polynuclear aromatic hydrocarbon-laden creosote (PAH). At Montana Pole and Treatment Plant Site, Butte, MT, the VRU treated soil containing PCP mixed with diesel oil (measured as total petroleum hydrocarbons) and a trace of dioxin. At Dover Air Force Base Site, Dover, DE, the VRU treated soil containing JP-4 jet fuel, measured as TPHC. At Sand Creek Site, Commerce City, CO, the feed soil at this site was contaminated with two pesticides: heptachlor and dieldrin. Less than 10 percent of these pesticides remained in the treated coarse soil fractions
Oberaigner, W; Geiger-Gritsch, Sabine; Edlinger, M; Daniaux, M; Knapp, R; Hubalek, M; Siebert, U; Marth, C; Buchberger, W
2017-06-01
We analysed all female breast cancer (BC) cases in Tyrol/Austria regarding the shift in cancer characteristics, especially the shift in advanced BC, for the group exposed to screening as compared to the group unexposed to screening. The analysis was based on all BC cases diagnosed in women aged 40-69 years, resident in Tyrol, and diagnosed between 2009 and 2013. The data were linked to the Tyrolean mammography screening programme database to classify BC cases as "exposed to screening" or "unexposed to screening". Age-adjusted relative risks (RR) were estimated by relating the exposed to the unexposed group. In a total of about 145,000 women aged 40-69 years living in Tyrol during the study period, 1475 invasive BC cases were registered. We estimated an age-adjusted relative risk (RR) for tumour size ≥ 21 mm of 0.72 (95% confidence interval (CI) 0.60 to 0.86), for metastatic BC of 0.27 (95% CI 0.17 to 0.46) and for advanced BC of 0.83 (95% CI 0.71 to 0.96), each comparing those exposed to those unexposed to screening, respectively. In our population-based registry analysis we observed that participation in the mammography screening programme in Tyrol is associated with a 28% decrease in risk for BC cases with tumour size ≥ 21 mm and a 17% decrease in risk for advanced BC. We therefore expect the Tyrolean mammography programme to show a reduction in BC mortality. Copyright © 2017 Elsevier Ltd. All rights reserved.
Spectral Ambiguity of Allan Variance
Greenhall, C. A.
1996-01-01
We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.
Directory of Open Access Journals (Sweden)
Christelle Pau Ping Wong
2015-10-01
Full Text Available Textile industries consume large volumes of water for dye processing, leading to undesirable toxic dyes in water bodies. Dyestuffs are harmful to human health and aquatic life, and such illnesses as cholera, dysentery, hepatitis A, and hinder the photosynthetic activity of aquatic plants. To overcome this environmental problem, the advanced oxidation process is a promising technique to mineralize a wide range of dyes in water systems. In this work, reduced graphene oxide (rGO was prepared via an advanced chemical reduction route, and its photocatalytic activity was tested by photodegrading Reactive Black 5 (RB5 dye in aqueous solution. rGO was synthesized by dispersing the graphite oxide into the water to form a graphene oxide (GO solution followed by the addition of hydrazine. Graphite oxide was prepared using a modified Hummers’ method by using potassium permanganate and concentrated sulphuric acid. The resulted rGO nanoparticles were characterized using ultraviolet-visible spectrophotometry (UV-Vis, X-ray powder diffraction (XRD, Raman, and Scanning Electron Microscopy (SEM to further investigate their chemical properties. A characteristic peak of rGO-48 h (275 cm−1 was observed in the UV spectrum. Further, the appearance of a broad peak (002, centred at 2θ = 24.1°, in XRD showing that graphene oxide was reduced to rGO. Based on our results, it was found that the resulted rGO-48 h nanoparticles achieved 49% photodecolorization of RB5 under UV irradiation at pH 3 in 60 min. This was attributed to the high and efficient electron transport behaviors of rGO between aromatic regions of rGO and RB5 molecules.
Energy reduction for a dual circuit cooling water system using advanced regulatory control
International Nuclear Information System (INIS)
Muller, C.J.; Craig, I.K.
2016-01-01
Highlights: • Potentially reduce energy required by a dual circuit cooling water system by 30%. • Accomplished using an advanced regulatory control and switching strategy. • No formal process model is required. • Can be implemented on control system hardware commonly used in industry. - Abstract: Various process utilities are used in the petrochemical industry as auxiliary variables to facilitate the addition/removal of energy to/from the process, power process equipment and inhibit unwanted reaction. Optimisation activities usually focus on the process itself or on the utility consumption though the generation and distribution of these utilities are often overlooked in this regard. Many utilities are prepared or generated far from the process plant and have to be transported or transmitted, giving rise to more losses and potential inefficiencies. To illustrate the potential benefit of utility optimisation, this paper explores the control of a dual circuit cooling water system with focus on energy reduction subject process constraints. This is accomplished through the development of an advanced regulatory control (ARC) and switching strategy which does not require the development of a system model, only rudimentary knowledge of the behaviour of the process and system constraints. The novelty of this manuscript lies in the fact that it demonstrates that significant energy savings can be obtained by applying ARC to a process utility containing both discrete and continuous dynamics. Furthermore, the proposed ARC strategy does not require a plant model, uses only existing plant equipment, and can be implemented on control system hardware commonly used in industry. The simulation results indicate energy saving potential in the region of 30% on the system under investigation.
Biologic lung volume reduction in advanced upper lobe emphysema: phase 2 results.
Criner, Gerard J; Pinto-Plata, Victor; Strange, Charlie; Dransfield, Mark; Gotfried, Mark; Leeds, William; McLennan, Geoffrey; Refaely, Yael; Tewari, Sanjiv; Krasna, Mark; Celli, Bartolome
2009-05-01
Biologic lung volume reduction (BioLVR) is a new endobronchial treatment for advanced emphysema that reduces lung volume through tissue remodeling. Assess the safety and therapeutic dose of BioLVR hydrogel in upper lobe predominant emphysema. Open-labeled, multicenter phase 2 dose-ranging studies were performed with BioLVR hydrogel administered to eight subsegmental sites (four in each upper lobe) involving: (1) low-dose treatment (n = 28) with 10 ml per site (LD); and (2) high-dose treatment (n = 22) with 20 ml per site (HD). Safety was assessed by the incidence of serious medical complications. Efficacy was assessed by change from baseline in pulmonary function tests, dyspnea score, 6-minute walk distance, and health-related quality of life. After treatment there were no deaths and four serious treatment-related complications. A reduction in residual volume to TLC ratio at 12 weeks (primary efficacy outcome) was achieved with both LD (-6.4 +/- 9.3%; P = 0.002) and HD (-5.5 +/- 9.4%; P = 0.028) treatments. Improvements in pulmonary function in HD (6 mo: DeltaFEV(1) = +15.6%; P = 0.002; DeltaFVC = +9.1%; P = 0.034) were greater than in LD patients (6 mo: DeltaFEV(1) = +6.7%; P = 0.021; DeltaFVC = +5.1%; P = 0.139). LD- and HD-treated groups both demonstrated improved symptom scores and health-related quality of life. BioLVR improves physiology and functional outcomes up to 6 months with an acceptable safety profile in upper lobe predominant emphysema. Overall improvement was greater and responses more durable with 20 ml per site than 10 ml per site dosing. Clinical trial registered with www.clinicaltrials.gov (NCT 00435253 and NCT 00515164).
Energy Technology Data Exchange (ETDEWEB)
Zhang, Yingying; Zhuang, Yao; Geng, Jinju, E-mail: jjgeng@nju.edu.cn; Ren, Hongqiang; Xu, Ke; Ding, Lili
2016-04-15
This study investigated the reduction of antibiotic resistance genes (ARGs), intI1 and 16S rRNA genes, by advanced oxidation processes (AOPs), namely Fenton oxidation (Fe{sup 2+}/H{sub 2}O{sub 2}) and UV/H{sub 2}O{sub 2} process. The ARGs include sul1, tetX, and tetG from municipal wastewater effluent. The results indicated that the Fenton oxidation and UV/H{sub 2}O{sub 2} process could reduce selected ARGs effectively. Oxidation by the Fenton process was slightly better than that of the UV/H{sub 2}O{sub 2} method. Particularly, for the Fenton oxidation, under the optimal condition wherein Fe{sup 2+}/H{sub 2}O{sub 2} had a molar ratio of 0.1 and a H{sub 2}O{sub 2} concentration of 0.01 mol L{sup −1} with a pH of 3.0 and reaction time of 2 h, 2.58–3.79 logs of target genes were removed. Under the initial effluent pH condition (pH = 7.0), the removal was 2.26–3.35 logs. For the UV/H{sub 2}O{sub 2} process, when the pH was 3.5 with a H{sub 2}O{sub 2} concentration of 0.01 mol L{sup −1} accompanied by 30 min of UV irradiation, all ARGs could achieve a reduction of 2.8–3.5 logs, and 1.55–2.32 logs at a pH of 7.0. The Fenton oxidation and UV/H{sub 2}O{sub 2} process followed the first-order reaction kinetic model. The removal of target genes was affected by many parameters, including initial Fe{sup 2+}/H{sub 2}O{sub 2} molar ratios, H{sub 2}O{sub 2} concentration, solution pH, and reaction time. Among these factors, reagent concentrations and pH values are the most important factors during AOPs. - Highlights: • AOPs including Fenton oxidation and UV/H{sub 2}O{sub 2} process could reduce ARGs effectively. • Fenton oxidation is slightly more effective than UV/H{sub 2}O{sub 2} process in ARG reduction. • Removal of ARGs by AOPs follows the first-order reaction kinetic model. • Selected ARGs and 16S rRNA genes exhibit similar change trends during AOPs.
International Nuclear Information System (INIS)
Zhang, Yingying; Zhuang, Yao; Geng, Jinju; Ren, Hongqiang; Xu, Ke; Ding, Lili
2016-01-01
This study investigated the reduction of antibiotic resistance genes (ARGs), intI1 and 16S rRNA genes, by advanced oxidation processes (AOPs), namely Fenton oxidation (Fe"2"+/H_2O_2) and UV/H_2O_2 process. The ARGs include sul1, tetX, and tetG from municipal wastewater effluent. The results indicated that the Fenton oxidation and UV/H_2O_2 process could reduce selected ARGs effectively. Oxidation by the Fenton process was slightly better than that of the UV/H_2O_2 method. Particularly, for the Fenton oxidation, under the optimal condition wherein Fe"2"+/H_2O_2 had a molar ratio of 0.1 and a H_2O_2 concentration of 0.01 mol L"−"1 with a pH of 3.0 and reaction time of 2 h, 2.58–3.79 logs of target genes were removed. Under the initial effluent pH condition (pH = 7.0), the removal was 2.26–3.35 logs. For the UV/H_2O_2 process, when the pH was 3.5 with a H_2O_2 concentration of 0.01 mol L"−"1 accompanied by 30 min of UV irradiation, all ARGs could achieve a reduction of 2.8–3.5 logs, and 1.55–2.32 logs at a pH of 7.0. The Fenton oxidation and UV/H_2O_2 process followed the first-order reaction kinetic model. The removal of target genes was affected by many parameters, including initial Fe"2"+/H_2O_2 molar ratios, H_2O_2 concentration, solution pH, and reaction time. Among these factors, reagent concentrations and pH values are the most important factors during AOPs. - Highlights: • AOPs including Fenton oxidation and UV/H_2O_2 process could reduce ARGs effectively. • Fenton oxidation is slightly more effective than UV/H_2O_2 process in ARG reduction. • Removal of ARGs by AOPs follows the first-order reaction kinetic model. • Selected ARGs and 16S rRNA genes exhibit similar change trends during AOPs.
Toxicity Reduction of Reactive Red Dye-238 Using Advanced Oxidation Process by Solar Energy
Directory of Open Access Journals (Sweden)
Riyad Al-Anbari
2017-09-01
Full Text Available Decolorization of red azo dye (Cibacron Red FN-R from synthetic wastewater has been investigated as a function of solar advanced oxidation process. The photocatalytic activity using ZnO as a photocatalysis has been estimated. Different parameters affected the removal efficiency, including pH of the solution, initial dye concentration and H2O2 concentration were evaluated to find out the optimum value of these parameters. The results proved that the optimal pH value was 8 and the most efficient H2O2 concentration was 100mg/L. Toxicity reduction percent for effluent solution was also monitored to assess the degradation process. This treatment method was able to strongly reduce the color and toxicity of reactive red dye-238 to about (99 and 80 % respectively. It can be concluded, from these experiments, that the using of ZnO as a photocatalysis was exhibited as economical and efficient treatment method to remove reactive red dye-238 from aqueous solution.
Introduction to variance estimation
Wolter, Kirk M
2007-01-01
We live in the information age. Statistical surveys are used every day to determine or evaluate public policy and to make important business decisions. Correct methods for computing the precision of the survey data and for making inferences to the target population are absolutely essential to sound decision making. Now in its second edition, Introduction to Variance Estimation has for more than twenty years provided the definitive account of the theory and methods for correct precision calculations and inference, including examples of modern, complex surveys in which the methods have been used successfully. The book provides instruction on the methods that are vital to data-driven decision making in business, government, and academe. It will appeal to survey statisticians and other scientists engaged in the planning and conduct of survey research, and to those analyzing survey data and charged with extracting compelling information from such data. It will appeal to graduate students and university faculty who...
International Nuclear Information System (INIS)
Longatte, E.; Baj, F.; Hoarau, Y.; Braza, M.; Ruiz, D.; Canteneur, C.
2013-01-01
Highlights: ► Proposal of hybrid computational methods for investigating dynamical system stability. ► Modeling turbulence disequilibrium due to interaction with moving solid boundaries. ► Providing computational procedure for large size system solution approximation through model reduction. -- Abstract: This article proposes a review of recent and current developments in the modeling and advanced numerical methods used to simulate large-size systems involving multi-physics in the field of mechanics. It addresses the complex issue of stability analysis of dynamical systems submitted to external turbulent flows and aims to establish accurate stability maps applicable to heat exchanger design. The purpose is to provide dimensionless stability limit modeling that is suitable for a variety of configurations and is as accurate as possible in spite of the large scale of the systems to be considered. The challenge lies in predicting local effects that may impact global systems. A combination of several strategies that are suited concurrently to multi-physics, multi-scale and large-size system computation is therefore required. Based on empirical concepts, the heuristic models currently used in the framework of standard stability analysis suffer from a lack of predictive capabilities. On the other hand, numerical approaches based on fully-coupled fluid–solid dynamics system computation remain expensive due to the multi-physics patterns of physics and the large number of degrees of freedom involved. In this context, since experimentation cannot be achieved and numerical simulation is unavoidable but prohibitive, a hybrid strategy is proposed in order to take advantage of both numerical local solutions and empirical global solutions
Directory of Open Access Journals (Sweden)
Park TS
2015-07-01
Full Text Available Tai Sun Park,1 Yoonki Hong,2 Jae Seung Lee,1 Sang Young Oh,3 Sang Min Lee,3 Namkug Kim,3 Joon Beom Seo,3 Yeon-Mok Oh,1 Sang-Do Lee,1 Sei Won Lee1 1Department of Pulmonary and Critical Care Medicine and Clinical Research Center for Chronic Obstructive Airway Diseases, Asan Medical Center, University of Ulsan College of Medicine, Seoul, Korea; 2Department of Internal Medicine, College of Medicine, Kangwon National University, Chuncheon, Korea; 3Department of Radiology and Research Institute of Radiology, Asan Medical Center, University of Ulsan College of Medicine, Seoul, Korea Purpose: Endobronchial valve (EBV therapy is increasingly being seen as a therapeutic option for advanced emphysema, but its clinical utility in Asian populations, who may have different phenotypes to other ethnic populations, has not been assessed.Patients and methods: This prospective open-label single-arm clinical trial examined the clinical efficacy and the safety of EBV in 43 consecutive patients (mean age 68.4±7.5, forced expiratory volume in 1 second [FEV1] 24.5%±10.7% predicted, residual volume 208.7%±47.9% predicted with severe emphysema with complete fissure and no collateral ventilation in a tertiary referral hospital in Korea.Results: Compared to baseline, the patients exhibited significant improvements 6 months after EBV therapy in terms of FEV1 (from 0.68±0.26 L to 0.92±0.40 L; P<0.001, 6-minute walk distance (from 233.5±114.8 m to 299.6±87.5 m; P=0.012, modified Medical Research Council dyspnea scale (from 3.7±0.6 to 2.4±1.2; P<0.001, and St George’s Respiratory Questionnaire (from 65.59±13.07 to 53.76±11.40; P=0.028. Nine patients (20.9% had a tuberculosis scar, but these scars did not affect target lobe volume reduction or pneumothorax frequency. Thirteen patients had adverse events, ten (23.3% developed pneumothorax, which included one death due to tension pneumothorax.Conclusion: EBV therapy was as effective and safe in Korean
Propulsion Noise Reduction Research in the NASA Advanced Air Transport Technology Project
Van Zante, Dale; Nark, Douglas; Fernandez, Hamilton
2017-01-01
The Aircraft Noise Reduction (ANR) sub-project is focused on the generation, development, and testing of component noise reduction technologies progressing toward the NASA far term noise goals while providing associated near and mid-term benefits. The ANR sub-project has efforts in airframe noise reduction, propulsion (including fan and core) noise reduction, acoustic liner technology, and propulsion airframe aeroacoustics for candidate conventional and unconventional aircraft configurations. The current suite of propulsion specific noise research areas is reviewed along with emerging facility and measurement capabilities. In the longer term, the changes in engine and aircraft configuration will influence the suite of technologies necessary to reduce noise in next generation systems.
Approximation errors during variance propagation
International Nuclear Information System (INIS)
Dinsmore, Stephen
1986-01-01
Risk and reliability analyses are often performed by constructing and quantifying large fault trees. The inputs to these models are component failure events whose probability of occuring are best represented as random variables. This paper examines the errors inherent in two approximation techniques used to calculate the top event's variance from the inputs' variance. Two sample fault trees are evaluated and several three dimensional plots illustrating the magnitude of the error over a wide range of input means and variances are given
Yoon, Jihyung; Xie, Yibo; Zhang, Rui
2018-03-01
The purpose of this study was to evaluate a methodology to reduce scatter and leakage radiations to patients' surface and shallow depths during conventional and advanced external beam radiotherapy. Superflab boluses of different thicknesses were placed on top of a stack of solid water phantoms, and the bolus effect on surface and shallow depth doses for both open and intensity-modulated radiotherapy (IMRT) beams was evaluated using thermoluminescent dosimeters and ion chamber measurements. Contralateral breast dose reduction caused by the bolus was evaluated by delivering clinical postmastectomy radiotherapy (PMRT) plans to an anthropomorphic phantom. For the solid water phantom measurements, surface dose reduction caused by the Superflab bolus was achieved only in out-of-field area and on the incident side of the beam, and the dose reduction increased with bolus thickness. The dose reduction caused by the bolus was more significant at closer distances from the beam. Most of the dose reductions occurred in the first 2-cm depth and stopped at 4-cm depth. For clinical PMRT treatment plans, surface dose reductions using a 1-cm Superflab bolus were up to 31% and 62% for volumetric-modulated arc therapy and 4-field IMRT, respectively, but there was no dose reduction for Tomotherapy. A Superflab bolus can be used to reduce surface and shallow depth doses during external beam radiotherapy when it is placed out of the beam and on the incident side of the beam. Although we only validated this dose reduction strategy for PMRT treatments, it is applicable to any external beam radiotherapy and can potentially reduce patients' risk of developing radiation-induced side effects. © 2018 The Authors. Journal of Applied Clinical Medical Physics published by Wiley Periodicals, Inc. on behalf of American Association of Physicists in Medicine.
Advanced airflow distribution methods for reduction of personal exposure to indoor pollutants
DEFF Research Database (Denmark)
Cao, Guangyu; Kosonen, Risto; Melikov, Arsen
2016-01-01
The main objective of this study is to recognize possible airflow distribution methods to protect the occupants from exposure to various indoor pollutants. The fact of the increasing exposure of occupants to various indoor pollutants shows that there is an urgent need to develop advanced airflow ...... distribution methods to reduce indoor exposure to various indoor pollutants. This article presents some of the latest development of advanced airflow distribution methods to reduce indoor exposure in various types of buildings.......The main objective of this study is to recognize possible airflow distribution methods to protect the occupants from exposure to various indoor pollutants. The fact of the increasing exposure of occupants to various indoor pollutants shows that there is an urgent need to develop advanced airflow...
Advanced RF-KO slow-extraction method for the reduction of spill ripple
Noda, K; Shibuya, S; Uesugi, T; Muramatsu, M; Kanazawa, M; Takada, E; Yamada, S
2002-01-01
Two advanced RF-knockout (RF-KO) slow-extraction methods have been developed at HIMAC in order to reduce the spill ripple for accurate heavy-ion cancer therapy: the dual frequency modulation (FM) method and the separated function method. As a result of simulations and experiments, it was verified that the spill ripple could be considerably reduced using these advanced methods, compared with the ordinary RF-KO method. The dual FM method and the separated function method bring about a low spill ripple within standard deviations of around 25% and of 15% during beam extraction within around 2 s, respectively, which are in good agreement with the simulation results.
de Souza Pinto, Raphael; Castilho, Gabriela; Paim, Bruno Alves; Machado-Lima, Adriana; Inada, Natalia M; Nakandakare, Edna Regina; Vercesi, Aníbal Eugênio; Passarelli, Marisa
2012-05-01
We investigated the role of aminoguanidine and benfotiamine on the inhibition of reactive oxygen species (ROS) generation in macrophages induced by advanced glycated albumin (AGE-albumin) and its relationship with cell cholesterol homeostasis, emphasizing the expression of the ATP binding cassette transporter A-1 (ABCA-1). AGE-albumin was made by incubating fatty acid-free albumin with 10 mM glycolaldehyde. ROS production and ABCA-1 protein level were determined by flow cytometry in J774 macrophages treated along time with control (C) or AGE-albumin alone or in the presence of aminoguanidine or benfotiamine. Mitochondrial function was evaluated by oxygraphy. Compared to C-albumin, AGE-albumin increased ROS production in macrophages, which was ascribed to the activities of NADPH oxidase and of the mitochondrial system. Mitochondrial respiratory chain activity was reduced in cells incubated with AGE-albumin. ROS generation along time was associated with the reduction in macrophage ABCA-1 protein level. Aminoguanidine prevented ROS elevation and restored the ABCA-1 content in macrophages; on the other hand, benfotiamine that promoted a lesser reduction in ROS generation was not able to restore ABCA-1 levels. Inhibition of oxidative stress induced by AGE-albumin prevents disturbances in reverse cholesterol transport by curbing the reduction of ABCA-1 elicited by advanced glycation in macrophages and therefore may contribute to the prevention of atherosclerosis in diabetes mellitus.
The economic impact of regional waste disposal on advanced volume reduction technologies
International Nuclear Information System (INIS)
McArthur, W.C.; Kniazewycz, B.G.
1983-01-01
Waste volume reduction has received increased emphasis over the past decade as annual operating costs have risen from $250,000/year to $3,500,000 for 1983. Emphasis has been given to developing and designing into new nuclear plants process and DAW volume reduction technologies such as fluidized-bed dryers incinerators, and evaporative-solidification systems. The basis for these systems was originally the correct perception that a crisis would be reached with the, then available, shallow land disposal sites which would increase costs substantially and possible jeopardize power plant operations. With the passage of the Low-Level Waste Policy Act of 1980 and increased emphasis on interim on-site storage of low-level waste, the ''economics of volume reduction'' are susceptible to increased uncertainties. This paper reviews some previous volume reduction economic analyses and evaluates the revised economics based upon the development of regional waste disposal sites, improved waste generation and processing practices, and the increased use of interim on-site storage. Several case studies are presented
International Nuclear Information System (INIS)
Igarashi, Chinami; Kobayashi, Kaoru; Yuasa, Masao; Imanaka, Masahiro; Yamamoto, Akira
2005-01-01
This study was designed to evaluate the suggestion that the clinical findings and MR image findings of anterior disc displacement with reduction cases could not reduce the disc displacement within the follow-up period. We selected 26 joints without remarkable bone changes in the condylar head or glenoid fossa in which reduction disappeared during follow-up. Clinical evaluation focused on temporomandibular pain, trismus, and joint sound. MR imaging was targeted for configuration of articular disc, degree of disc displacement, and condylar head position. Clinical signs observed with progression of the condition were disappearance of joint sound in 12/26 joints (46.1%), temporomandibular pain in 15/26 joints (57.6%), and decreased distance of opening mouth in 19/26 joints (73%). MR image findings were disc configuration changes in 12/26 joints (46.1%), increased degree of anterior displacement of disc in 20/26 joints (76.9%), and condylar head position changes in 9/26 joints (34.6%). It is suggested that the advanced stage of internal derangement is closely associated with the degree of disc displacement. (author)
Means and Variances without Calculus
Kinney, John J.
2005-01-01
This article gives a method of finding discrete approximations to continuous probability density functions and shows examples of its use, allowing students without calculus access to the calculation of means and variances.
Advancement in solar evaporation techniques for volume reduction of chemical effluents
Energy Technology Data Exchange (ETDEWEB)
Parakasamurthy, K S [Nuclear Fuel Complex, Hyderabad (India); Pande, D P [Process Engineering and Systems Development Division, Bhabha Atomic Research Centre, Mumbai (India)
1994-06-01
A typical example of advancement of a unit operation for the given requirement is described. The solar evaporation ponds (SEP) have technical and economic advantages compared to other evaporation methods for concentrating chemical effluents. The operation of SEP is strongly dependent on the environmental and site conditions. Tropical conditions with high solar incidence, good wind speed along with hot and dry weather provide suitable climate for efficient operation of solar evaporation ponds. The particular site selected for the ponds at Nuclear Fuel Complex (NFC) has a rocky terrain with murrum over sheet with very low water table and small velocity of groundwater. During the past twenty five years extensive theoretical and experimental investigations have been carried out for advancement of solar evaporation technique. (author). 7 refs.
Advancement in solar evaporation techniques for volume reduction of chemical effluents
International Nuclear Information System (INIS)
Parakasamurthy, K.S.; Pande, D.P.
1994-01-01
A typical example of advancement of a unit operation for the given requirement is described. The solar evaporation ponds (SEP) have technical and economic advantages compared to other evaporation methods for concentrating chemical effluents. The operation of SEP is strongly dependent on the environmental and site conditions. Tropical conditions with high solar incidence, good wind speed along with hot and dry weather provide suitable climate for efficient operation of solar evaporation ponds. The particular site selected for the ponds at Nuclear Fuel Complex (NFC) has a rocky terrain with murrum over sheet with very low water table and small velocity of groundwater. During the past twenty five years extensive theoretical and experimental investigations have been carried out for advancement of solar evaporation technique. (author)
External Magnetic Field Reduction Techniques for the Advanced Stirling Radioisotope Generator
Niedra, Janis M.; Geng, Steven M.
2013-01-01
Linear alternators coupled to high efficiency Stirling engines are strong candidates for thermal-to-electric power conversion in space. However, the magnetic field emissions, both AC and DC, of these permanent magnet excited alternators can interfere with sensitive instrumentation onboard a spacecraft. Effective methods to mitigate the AC and DC electromagnetic interference (EMI) from solenoidal type linear alternators (like that used in the Advanced Stirling Convertor) have been developed for potential use in the Advanced Stirling Radioisotope Generator. The methods developed avoid the complexity and extra mass inherent in data extraction from multiple sensors or the use of shielding. This paper discusses these methods, and also provides experimental data obtained during breadboard testing of both AC and DC external magnetic field devices.
Hughes, Christoper E.; Gazzaniga, John A.
2013-01-01
A wind tunnel experiment was conducted in the NASA Glenn Research Center anechoic 9- by 15-Foot Low-Speed Wind Tunnel to investigate two new advanced noise reduction technologies in support of the NASA Fundamental Aeronautics Program Subsonic Fixed Wing Project. The goal of the experiment was to demonstrate the noise reduction potential and effect on fan model performance of the two noise reduction technologies in a scale model Ultra-High Bypass turbofan at simulated takeoff and approach aircraft flight speeds. The two novel noise reduction technologies are called Over-the-Rotor acoustic treatment and Soft Vanes. Both technologies were aimed at modifying the local noise source mechanisms of the fan tip vortex/fan case interaction and the rotor wake-stator interaction. For the Over-the-Rotor acoustic treatment, two noise reduction configurations were investigated. The results showed that the two noise reduction technologies, Over-the-Rotor and Soft Vanes, were able to reduce the noise level of the fan model, but the Over-the-Rotor configurations had a significant negative impact on the fan aerodynamic performance; the loss in fan aerodynamic efficiency was between 2.75 to 8.75 percent, depending on configuration, compared to the conventional solid baseline fan case rubstrip also tested. Performance results with the Soft Vanes showed that there was no measurable change in the corrected fan thrust and a 1.8 percent loss in corrected stator vane thrust, which resulted in a total net thrust loss of approximately 0.5 percent compared with the baseline reference stator vane set.
Reduction of toroidal magnetic field ripple in the advanced material tokamak experiment on JFT-2M
International Nuclear Information System (INIS)
Sato, M.; Miura, Y.; Kimura, H.; Yamamoto, M.; Koike, T.; Nakayama, T.; Hasegawa, M.; Urata, K.
1998-01-01
In order to reduce fast ion losses due to the toroidal field ripple, the reduction of ripple amplitude (δ) by inserting ferritic steel is studied, taking its toroidal mode number into account. The guideline of the design for reduction is wider and thicker ferritic board (FB) is located at further position from VV. The δ depends on the toroidal magnetic field. The value of B r21 /B t in the case of displacement of few cm is about 1 x 10 -5 which is one order smaller than the critical value. The offsetting of FB is not a problem for locked mode. Preliminary experiments with insertion of one or two FB's indicate no adverse effect on global plasma parameters. (author)
Reduction of toroidal magnetic field ripple in the advanced material tokamak experiment on JFT-2M
Energy Technology Data Exchange (ETDEWEB)
Sato, M.; Miura, Y.; Kimura, H.; Yamamoto, M.; Koike, T. [Japan Atomic Energy Research Inst. (Japan); Nakayama, T. [Hitachi Ltd. (Japan); Hasegawa, M. [Mitsubishi Electric Corp. (Japan); Urata, K. [Mitsubishi Heavy Industries Ltd. (Japan)
1998-07-01
In order to reduce fast ion losses due to the toroidal field ripple, the reduction of ripple amplitude ({delta}) by inserting ferritic steel is studied, taking its toroidal mode number into account. The guideline of the design for reduction is wider and thicker ferritic board (FB) is located at further position from VV. The {delta} depends on the toroidal magnetic field. The value of B{sub r21} /B{sub t} in the case of displacement of few cm is about 1 x 10{sup -5} which is one order smaller than the critical value. The offsetting of FB is not a problem for locked mode. Preliminary experiments with insertion of one or two FB's indicate no adverse effect on global plasma parameters. (author)
Development of Head-end Pyrochemical Reduction Process for Advanced Oxide Fuels
International Nuclear Information System (INIS)
Park, B. H.; Seo, C. S.; Hur, J. M.; Jeong, S. M.; Hong, S. S.; Choi, I. K.; Choung, W. M.; Kwon, K. C.; Lee, I. W.
2008-12-01
The development of an electrolytic reduction technology for spent fuels in the form of oxide is of essence to introduce LWR SFs to a pyroprocessing. In this research, the technology was investigated to scale a reactor up, the electrochemical behaviors of FPs were studied to understand the process and a reaction rate data by using U 3 O 8 was obtained with a bench scale reactor. In a scale of 20 kgHM/batch reactor, U 3 O 8 and Simfuel were successfully reduced into metals. Electrochemical characteristics of LiBr, LiI and Li 2 Se were measured in a bench scale reactor and an electrolytic reduction cell was modeled by a computational tool
Development of Head-end Pyrochemical Reduction Process for Advanced Oxide Fuels
Energy Technology Data Exchange (ETDEWEB)
Park, B. H.; Seo, C. S.; Hur, J. M.; Jeong, S. M.; Hong, S. S.; Choi, I. K.; Choung, W. M.; Kwon, K. C.; Lee, I. W. [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)
2008-12-15
The development of an electrolytic reduction technology for spent fuels in the form of oxide is of essence to introduce LWR SFs to a pyroprocessing. In this research, the technology was investigated to scale a reactor up, the electrochemical behaviors of FPs were studied to understand the process and a reaction rate data by using U{sub 3}O{sub 8} was obtained with a bench scale reactor. In a scale of 20 kgHM/batch reactor, U{sub 3}O{sub 8} and Simfuel were successfully reduced into metals. Electrochemical characteristics of LiBr, LiI and Li{sub 2}Se were measured in a bench scale reactor and an electrolytic reduction cell was modeled by a computational tool.
Possibility of pain reduction by dietary intervention in patients with advanced cancer.
Kapała, Aleksandra; Lange, Ewa
2013-01-01
Pain in advanced cancer can have many causes, and they are not necessarily associated with the presence of cancer. Invalid daily food rations in terms of energy, nutritional value, and cooking techniques used can significantly impair quality of life, increase patients' pain and other somatic symptoms and aggravate malnutrition and cachexia. Basic dietary factors affecting the quality of life and severity of somatic symptoms are the nutritional value of the diet, the frequency of meals and their consistency, the presence of fiber, fat, sugars, lactose, gluten and nutraceuticals. Extremely important is the role of a team of specialists, that offers professional nutritional advice to the patients and their carers.
Armor Possibilities and Radiographic Blur Reduction for The Advanced Hydrotest Facility
International Nuclear Information System (INIS)
Hackett, M
2001-01-01
Currently at Lawrence Livermore National Laboratory (LLNL) a composite firing vessel is under development for the Advanced Hydrotest Facility (AHF) to study high explosives. This vessel requires a shrapnel mitigating layer to protect the vessel during experiments. The primary purpose of this layer is to protect the vessel, yet the material must be transparent to proton radiographs. Presented here are methods available to collect data needed before selection, along with a comparison tool developed to aid in choosing a material that offers the best of ballistic protection while allowing for clear radiographs
Marked reduction of cerebral oxygen metabolism in patients with advanced cirrhosis
International Nuclear Information System (INIS)
Kawatoko, Toshiharu; Murai, Koichiro; Ibayashi, Setsurou; Tsuji, Hiroshi; Nomiyama, Kensuke; Sadoshima, Seizo; Eujishima, Masatoshi; Kuwabara, Yasuo; Ichiya, Yuichi
1992-01-01
Regional cerebral blood flow (rCBF), cerebral metabolic rate of oxygen (rCMRO 2 ), and oxygen extraction fraction (rOEF) were measured using positron emission tomography (PET) in four patients with cirrhosis (two males and two females, aged 57 to 69 years) in comparison with those in five age matched controls with previous transient global amnesia. PET studies were carried out when the patients were fully alert and oriented after the episodes of encephalopathy. In the patients, rCBF tended to be lower, while rCMRO 2 was significantly lowered in almost all hemisphere cortices, more markedly in the frontal cortex. Our results suggest that the brain oxygen metabolism is diffusely impaired in patients with advanced cirrhosis, and the frontal cortex seems to be more susceptible to the systemic metabolic derangements induced by chronic liver disease. (author)
High-resolution Self-Organizing Maps for advanced visualization and dimension reduction.
Saraswati, Ayu; Nguyen, Van Tuc; Hagenbuchner, Markus; Tsoi, Ah Chung
2018-05-04
Kohonen's Self Organizing feature Map (SOM) provides an effective way to project high dimensional input features onto a low dimensional display space while preserving the topological relationships among the input features. Recent advances in algorithms that take advantages of modern computing hardware introduced the concept of high resolution SOMs (HRSOMs). This paper investigates the capabilities and applicability of the HRSOM as a visualization tool for cluster analysis and its suitabilities to serve as a pre-processor in ensemble learning models. The evaluation is conducted on a number of established benchmarks and real-world learning problems, namely, the policeman benchmark, two web spam detection problems, a network intrusion detection problem, and a malware detection problem. It is found that the visualization resulted from an HRSOM provides new insights concerning these learning problems. It is furthermore shown empirically that broad benefits from the use of HRSOMs in both clustering and classification problems can be expected. Copyright © 2018 Elsevier Ltd. All rights reserved.
Energy Technology Data Exchange (ETDEWEB)
Kawatoko, Toshiharu; Murai, Koichiro; Ibayashi, Setsurou; Tsuji, Hiroshi; Nomiyama, Kensuke; Sadoshima, Seizo; Eujishima, Masatoshi; Kuwabara, Yasuo; Ichiya, Yuichi (Kyushu Univ., Fukuoka (Japan). Faculty of Medicine)
1992-01-01
Regional cerebral blood flow (rCBF), cerebral metabolic rate of oxygen (rCMRO{sub 2}), and oxygen extraction fraction (rOEF) were measured using positron emission tomography (PET) in four patients with cirrhosis (two males and two females, aged 57 to 69 years) in comparison with those in five age matched controls with previous transient global amnesia. PET studies were carried out when the patients were fully alert and oriented after the episodes of encephalopathy. In the patients, rCBF tended to be lower, while rCMRO{sub 2} was significantly lowered in almost all hemisphere cortices, more markedly in the frontal cortex. Our results suggest that the brain oxygen metabolism is diffusely impaired in patients with advanced cirrhosis, and the frontal cortex seems to be more susceptible to the systemic metabolic derangements induced by chronic liver disease. (author).
Revision: Variance Inflation in Regression
Directory of Open Access Journals (Sweden)
D. R. Jensen
2013-01-01
the intercept; and (iv variance deflation may occur, where ill-conditioned data yield smaller variances than their orthogonal surrogates. Conventional VIFs have all regressors linked, or none, often untenable in practice. Beyond these, our models enable the unlinking of regressors that can be unlinked, while preserving dependence among those intrinsically linked. Moreover, known collinearity indices are extended to encompass angles between subspaces of regressors. To reaccess ill-conditioned data, we consider case studies ranging from elementary examples to data from the literature.
ADVANCED BYPRODUCT RECOVERY: DIRECT CATALYTIC REDUCTION OF SO2 TO ELEMENTAL SULFUR; FINAL
International Nuclear Information System (INIS)
Robert S. Weber
1999-01-01
Arthur D. Little, Inc., together with its commercialization partner, Engelhard Corporation, and its university partner Tufts, investigated a single-step process for direct, catalytic reduction of sulfur dioxide from regenerable flue gas desulfurization processes to the more valuable elemental sulfur by-product. This development built on recently demonstrated SO(sub 2)-reduction catalyst performance at Tufts University on a DOE-sponsored program and is, in principle, applicable to processing of regenerator off-gases from all regenerable SO(sub 2)-control processes. In this program, laboratory-scale catalyst optimization work at Tufts was combined with supported catalyst formulation work at Engelhard, bench-scale supported catalyst testing at Arthur D. Little and market assessments, also by Arthur D. Little. Objectives included identification and performance evaluation of a catalyst which is robust and flexible with regard to choice of reducing gas. The catalyst formulation was improved significantly over the course of this work owing to the identification of a number of underlying phenomena that tended to reduce catalyst selectivity. The most promising catalysts discovered in the bench-scale tests at Tufts were transformed into monolith-supported catalysts at Engelhard. These catalyst samples were tested at larger scale at Arthur D. Little, where the laboratory-scale results were confirmed, namely that the catalysts do effectively reduce sulfur dioxide to elemental sulfur when operated under appropriate levels of conversion and in conditions that do not contain too much water or hydrogen. Ways to overcome those limitations were suggested by the laboratory results. Nonetheless, at the end of Phase I, the catalysts did not exhibit the very stringent levels of activity or selectivity that would have permitted ready scale-up to pilot or commercial operation. Therefore, we chose not to pursue Phase II of this work which would have included further bench-scale testing
ADVANCED BYPRODUCT RECOVERY: DIRECT CATALYTIC REDUCTION OF SO2 TO ELEMENTAL SULFUR
Energy Technology Data Exchange (ETDEWEB)
Robert S. Weber
1999-05-01
Arthur D. Little, Inc., together with its commercialization partner, Engelhard Corporation, and its university partner Tufts, investigated a single-step process for direct, catalytic reduction of sulfur dioxide from regenerable flue gas desulfurization processes to the more valuable elemental sulfur by-product. This development built on recently demonstrated SO{sub 2}-reduction catalyst performance at Tufts University on a DOE-sponsored program and is, in principle, applicable to processing of regenerator off-gases from all regenerable SO{sub 2}-control processes. In this program, laboratory-scale catalyst optimization work at Tufts was combined with supported catalyst formulation work at Engelhard, bench-scale supported catalyst testing at Arthur D. Little and market assessments, also by Arthur D. Little. Objectives included identification and performance evaluation of a catalyst which is robust and flexible with regard to choice of reducing gas. The catalyst formulation was improved significantly over the course of this work owing to the identification of a number of underlying phenomena that tended to reduce catalyst selectivity. The most promising catalysts discovered in the bench-scale tests at Tufts were transformed into monolith-supported catalysts at Engelhard. These catalyst samples were tested at larger scale at Arthur D. Little, where the laboratory-scale results were confirmed, namely that the catalysts do effectively reduce sulfur dioxide to elemental sulfur when operated under appropriate levels of conversion and in conditions that do not contain too much water or hydrogen. Ways to overcome those limitations were suggested by the laboratory results. Nonetheless, at the end of Phase I, the catalysts did not exhibit the very stringent levels of activity or selectivity that would have permitted ready scale-up to pilot or commercial operation. Therefore, we chose not to pursue Phase II of this work which would have included further bench-scale testing
International Nuclear Information System (INIS)
Yoon, Sang H.; Lee, Jong G.; Suh, Kune Y.
2006-01-01
Multidimensional thermal hydraulics in the APR1400 (Advanced Power Reactor 1400 MWe) downcomer during a large-break loss-of-coolant accident (LBLOCA) plays a pivotal role in determining the capability of the safety injection system. APR1400 adopts the direct vessel injection (DVI) method for more effective core penetration of the emergency core cooling (ECC) water than the cold leg injection (CLI) method in the OPR1000 (Optimized Power Reactor 1000 MWe). The DVI method turned out to be prone to occasionally lack in efficacious delivery of ECC to the reactor core during the reflood phase of a LBLOCA, however. This study intends to demonstrate a direct vessel inclined injection (DVII) method, one of various ideas with which to maximize the ECC core penetration and to minimize the direct bypass through the break during the reflood phase of a LBLOCA. The 1/7 scaled down THETA (Transient Hydrodynamics Engineering Test Apparatus) tests show that a vertical inclined nozzle angle of the DVII system increases the downward momentum of the injected ECC water by reducing the degree of impingement on the reactor downcomer, whereby lessening the extent of the direct bypass through the break. The proposed method may be combined with other innovative measures with which to ensure an enough thermal margin in the core during the course of a LBLOCA in APR1400
Directory of Open Access Journals (Sweden)
Peigang Ning
Full Text Available OBJECTIVE: This work aims to explore the effects of adaptive statistical iterative reconstruction (ASiR and model-based iterative reconstruction (MBIR algorithms in reducing computed tomography (CT radiation dosages in abdominal imaging. METHODS: CT scans on a standard male phantom were performed at different tube currents. Images at the different tube currents were reconstructed with the filtered back-projection (FBP, 50% ASiR and MBIR algorithms and compared. The CT value, image noise and contrast-to-noise ratios (CNRs of the reconstructed abdominal images were measured. Volumetric CT dose indexes (CTDIvol were recorded. RESULTS: At different tube currents, 50% ASiR and MBIR significantly reduced image noise and increased the CNR when compared with FBP. The minimal tube current values required by FBP, 50% ASiR, and MBIR to achieve acceptable image quality using this phantom were 200, 140, and 80 mA, respectively. At the identical image quality, 50% ASiR and MBIR reduced the radiation dose by 35.9% and 59.9% respectively when compared with FBP. CONCLUSIONS: Advanced iterative reconstruction techniques are able to reduce image noise and increase image CNRs. Compared with FBP, 50% ASiR and MBIR reduced radiation doses by 35.9% and 59.9%, respectively.
Advanced oxidation and reduction processes: Closed-loop applications for mixed waste
International Nuclear Information System (INIS)
Coogan, J.J.; Tennant, R.A.; Rosocha, L.A.; Wantuck, P.J.
1993-01-01
At Los Alamos we are engaged in applying innovative oxidation and reduction technologies to the destruction of hazardous organics. Non thermal plasmas and relativistic electron-beams both involve the generation of free radicals and are applicable to a wide variety of mixed waste as closed-loop designs can be easily engineered. Silent discharge plasmas (SDP), long used for the generation of ozone, have been demonstrated in the laboratory to be effective in destroying hazardous organic compounds and offer an altemative to existing post-incineration and off-gas treatments. SDP generates very energetic electrons which efficiently create reactive free radicals, without adding the enthalpy associated with very high gas temperatures. A SDP cell has been used as a second stage to a LANL designed, packed-bed reactor (PBR) and has demonstrated DREs as high as 99.9999% for a variety of combustible liquid and gas-based waste streams containing scintillation fluids, nitrates, PCB surrogates, and both chlorinated and fluorinated solvents. Radiolytic treatment of waste using electron-beams and/or bremsstrahlung can be applied to a wide range of waste media (liquids, sludges, and solids). The efficacy and economy of these systems has been demonstrated for aqueous waste through both laboratory and pilot scale studies. We win present recent experimental and theoretical results for systems using stand alone SDP, combined PBR/SDP, and electron-beam treatment methods
Modelling volatility by variance decomposition
DEFF Research Database (Denmark)
Amado, Cristina; Teräsvirta, Timo
In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the variance of the model to have a smooth time-varying structure of either additive or multiplicative type. The suggested parameterisations describe both nonlinearity and structural change in the condit...
Gini estimation under infinite variance
A. Fontanari (Andrea); N.N. Taleb (Nassim Nicholas); P. Cirillo (Pasquale)
2018-01-01
textabstractWe study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α∈(1,2)). We show that, in such a case, the Gini coefficient
Reduction of serum advanced glycation end-products with a low calorie Mediterranean diet.
Rodríguez, Juan Manuel; Leiva Balich, Laura; Concha, M J; Mizón, C; Bunout Barnett, Daniel; Barrera Acevedo, Gladys; Hirsch Birn, Sandra; Jiménez Jaime, Teresa; Henríquez, Sandra; Uribarri, Jaime; de la Maza Cave, María Pía
2015-06-01
Dietary intake of advanced glycation end-products (AGEs) increases circulating and tissue levels of these substances, contributing to a state of increased oxidative stress and inflammation. A low dietary AGE intervention has been shown to reduce body AGE content. Mediterranean diets (MD) are theoretically considered low in AGEs, but the specific effects of a MD on AGEs serum levels has not been tested. Forty-seven overweight and obese premenopausal women underwent a three-month calorie restriction treatment (20 kcal/kg initial weight) with a Mediterranean-type diet that excluded wine intake. The adherence to the MD was assessed before and at the end of treatment using an on-line questionnaire, which scores from 0 to 14 (minimal to maximal adherence). Body composition, insulin resistance, lipoproteins and carboxymethyl-lisine (CML) serum levels were measured at both time periods. Serum CML was assessed through ELISA (enzyme-linked immunosorbent assay). Compliance to calorie restriction was assessed according to weight loss ( 5% initial weight). Mean body weight, body fat, waist circumference, total cholesterol, triglycerides and serum CML fell significantly, together with an increase in the Mediterranean score, although none of the patients reached the highest score. Significant changes in CML and insulin resistance were observed in 17 women classified as compliant to caloric restriction, but not in the 27 participants who were considered adherent to the MD (according to improvement of the Mediterranean Score). CML serum levels can be reduced through calorie restricted-Mediterranean-type diet. We could not reach a high enough MD score, so we cannot conclude whether the MD itself has an additive effect to caloric restriction. Copyright AULA MEDICA EDICIONES 2014. Published by AULA MEDICA. All rights reserved.
Hui, Chee-Kin; Zhang, Hai-Ying; Lee, Nikki P; Chan, Weng; Yueng, Yui-Hung; Leung, Kar-Wai; Lu, Lei; Leung, Nancy; Lo, Chung-Mau; Fan, Sheung-Tat; Luk, John M; Xu, Aimin; Lam, Karen S; Kwong, Yok-Lam; Lau, George K K
2007-08-01
Despite the possible role of adiponectin in the pathogenesis of liver cirrhosis, few data have been collected from patients in different stages of liver fibrosis. We studied the role of adiponectin in 2 chronic hepatitis B (CHB)-patient cohorts. Serum adiponectin was quantified by enzyme-linked immunosorbent assay. One-hundred liver biopsy specimens from CHB patients with different stages of fibrosis and 38 paired liver biopsies from hepatitis B e antigen-positive patients randomized to lamivudine (n=15), pegylated interferon alfa-2a (n=15) or pegylated interferon alfa-2a plus lamivudine (n=8) therapy for 48 weeks were assessed. Serum adiponectin was detected at levels ranging over fourfold magnitude with advancing fibrosis stage and correlated positively with fibrosis stage [r=0.45, p<0.001]. CHB patients with stage 0-1 fibrosis had higher composition of high molecular weight (HMW) form of adiponectin when compared with CHB patients with liver cirrhosis [mean+/-SEM 51.2+/-2.1% vs. 40.9+/-1.7%, respectively, p=0.001]. After antiviral therapy, patients with fibrosis reduction had marked decline in serum adiponectin level and increase in HMW form of adiponectin [mean+/-SEM 43.5+/-1.2% vs. 37.0+/-3.0%, respectively, p=0.04]. Serum adiponectin may have a role in fibrosis progression in CHB infection. A marked decline in serum adiponectin after antiviral therapy is associated with fibrosis reduction.
Xiao, Qian; Yu, Shuili; Li, Lei; Wang, Ting; Liao, Xinlei; Ye, Yubing
2017-02-15
Bromate (BrO 3 - ) is a possible human carcinogen regulated at a strict standard of 10μg/L in drinking water. Various techniques to eliminate BrO 3 - usually fall into three main categories: reducing bromide (Br - ) prior to formation of BrO 3 - , minimizing BrO 3 - formation during the ozonation process, and removing BrO 3 - from post-ozonation waters. However, the first two approaches exhibit low degradation efficiency and high treatment cost. The third workaround has obvious advantages, such as high reduction efficiency, more stable performance and easier combination with UV disinfection, and has therefore been widely implemented in water treatment. Recently, advanced reduction processes (ARPs), the photocatalysis of BrO 3 - , have attracted much attention due to improved performance. To increase the feasibility of photocatalytic systems, the focus of this work concerns new technological developments, followed by a summary of reducing agents, activation methods, operational parameters, and applications. The reaction mechanisms of two typical processes involving UV/sulfite homogeneous photocatalysis and UV/titanium dioxide heterogeneous photocatalysis are further summarized. The future research needs for ARPs to reach full-scale potential in drinking water treatment are suggested accordingly. Copyright © 2016. Published by Elsevier B.V.
Variance based OFDM frame synchronization
Directory of Open Access Journals (Sweden)
Z. Fedra
2012-04-01
Full Text Available The paper deals with a new frame synchronization scheme for OFDM systems and calculates the complexity of this scheme. The scheme is based on the computing of the detection window variance. The variance is computed in two delayed times, so a modified Early-Late loop is used for the frame position detection. The proposed algorithm deals with different variants of OFDM parameters including guard interval, cyclic prefix, and has good properties regarding the choice of the algorithm's parameters since the parameters may be chosen within a wide range without having a high influence on system performance. The verification of the proposed algorithm functionality has been performed on a development environment using universal software radio peripheral (USRP hardware.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Li, Yang; Pirvu, Traian A
2011-01-01
This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma approximation is employed to overcome it. Thus, the optimization problem is reduced to a well posed quadratic program. The methodology developed in this paper can be also applied to pricing and hedging in incomplete markets.
Confidence Interval Approximation For Treatment Variance In ...
African Journals Online (AJOL)
In a random effects model with a single factor, variation is partitioned into two as residual error variance and treatment variance. While a confidence interval can be imposed on the residual error variance, it is not possible to construct an exact confidence interval for the treatment variance. This is because the treatment ...
Energy Technology Data Exchange (ETDEWEB)
Sorge, J.N.; Larrimore, C.L.; Slatsky, M.D.; Menzies, W.R.; Smouse, S.M.; Stallings, J.W.
1997-12-31
This paper discusses the technical progress of a US Department of Energy Innovative Clean Coal Technology project demonstrating advanced wall-fired combustion techniques for the reduction of nitrogen oxide (NOx) emissions from coal-fired boilers. The primary objectives of the demonstration is to determine the long-term NOx reduction performance of advanced overfire air (AOFA), low NOx burners (LNB), and advanced digital control optimization methodologies applied in a stepwise fashion to a 500 MW boiler. The focus of this paper is to report (1) on the installation of three on-line carbon-in-ash monitors and (2) the design and results to date from the advanced digital control/optimization phase of the project.
International Nuclear Information System (INIS)
Luo, Yun; Alonso-Vante, Nicolas
2015-01-01
Graphical abstract: TOC: This mini-review summarizes advanced Pt catalysts towards enhanced ORR activity and stability. Tunable ORR activity and stability can be achieved in tailoring Pt active center, depending on nature of supporting materials. - Highlights: • Substrate effect leads to ORR activity and stability enhancement of catalyst centers. • Carbon-based materials and oxide-carbon composite influences favorably the Pt electronic environment. • Pt surface modification induced via ligand effect, geometric effect, metal-substrate strong interaction, and interaction of rare earth oxide and Pt surface atoms. • Sources for enhancement of ORR activity and stability were identified. - Abstract: This work summarizes the advanced materials developed by various research groups for improving the stability of platinum (Pt), and Pt-based catalysts center toward the oxygen reduction reaction (ORR) in acid medium. The ORR stability enhancement of Pt catalytic center can be classified according to the different nature of the supporting materials, namely, carbon-, oxide-based-, and oxide-carbon composites. The enhancement and stability of a catalytic center can be related to either its electronic modification induced by a strong interaction with the support, another metal (alloy), or to geometric effects. In addition, other parameters come into play, the size, the morphology of the catalytic center, the temperature, the dispersion, and mass loading, along with the measuring methods. This mini-review mainly focusses on the stability improvement, depending on the substrate nature. This latter can be further modified via functionalization or by the chemical interaction nature between the substrate and catalyst.
Minimum variance Monte Carlo importance sampling with parametric dependence
International Nuclear Information System (INIS)
Ragheb, M.M.H.; Halton, J.; Maynard, C.W.
1981-01-01
An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de
Decomposition of Some Well-Known Variance Reduction Techniques. Revision.
1985-05-01
34use a family of transformatlom to convert given samples into samples conditioned on a given characteristic (p. 04)." Dub and Horowitz (1979), Granovsky ...34Antithetic Varlates Revisited," Commun. ACM 26, 11, 064-971. Granovsky , B.L. (1981), "Optimal Formulae of the Conditional Monte Carlo," SIAM J. Alg
ADVANTG An Automated Variance Reduction Parameter Generator, Rev. 1
Energy Technology Data Exchange (ETDEWEB)
Mosher, Scott W. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Johnson, Seth R. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Bevill, Aaron M. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Ibrahim, Ahmad M. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Daily, Charles R. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Evans, Thomas M. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Wagner, John C. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Johnson, Jeffrey O. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Grove, Robert E. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States)
2015-08-01
The primary objective of ADVANTG is to reduce both the user effort and the computational time required to obtain accurate and precise tally estimates across a broad range of challenging transport applications. ADVANTG has been applied to simulations of real-world radiation shielding, detection, and neutron activation problems. Examples of shielding applications include material damage and dose rate analyses of the Oak Ridge National Laboratory (ORNL) Spallation Neutron Source and High Flux Isotope Reactor (Risner and Blakeman 2013) and the ITER Tokamak (Ibrahim et al. 2011). ADVANTG has been applied to a suite of radiation detection, safeguards, and special nuclear material movement detection test problems (Shaver et al. 2011). ADVANTG has also been used in the prediction of activation rates within light water reactor facilities (Pantelias and Mosher 2013). In these projects, ADVANTG was demonstrated to significantly increase the tally figure of merit (FOM) relative to an analog MCNP simulation. The ADVANTG-generated parameters were also shown to be more effective than manually generated geometry splitting parameters.
Vertical velocity variances and Reynold stresses at Brookhaven
DEFF Research Database (Denmark)
Busch, Niels E.; Brown, R.M.; Frizzola, J.A.
1970-01-01
Results of wind tunnel tests of the Brookhaven annular bivane are presented. The energy transfer functions describing the instrument response and the numerical filter employed in the data reduction process have been used to obtain corrected values of the normalized variance of the vertical wind v...
Approximate zero-variance Monte Carlo estimation of Markovian unreliability
International Nuclear Information System (INIS)
Delcoux, J.L.; Labeau, P.E.; Devooght, J.
1997-01-01
Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)
Levine's guide to SPSS for analysis of variance
Braver, Sanford L; Page, Melanie
2003-01-01
A greatly expanded and heavily revised second edition, this popular guide provides instructions and clear examples for running analyses of variance (ANOVA) and several other related statistical tests of significance with SPSS. No other guide offers the program statements required for the more advanced tests in analysis of variance. All of the programs in the book can be run using any version of SPSS, including versions 11 and 11.5. A table at the end of the preface indicates where each type of analysis (e.g., simple comparisons) can be found for each type of design (e.g., mixed two-factor desi
Speed Variance and Its Influence on Accidents.
Garber, Nicholas J.; Gadirau, Ravi
A study was conducted to investigate the traffic engineering factors that influence speed variance and to determine to what extent speed variance affects accident rates. Detailed analyses were carried out to relate speed variance with posted speed limit, design speeds, and other traffic variables. The major factor identified was the difference…
Variance function estimation for immunoassays
International Nuclear Information System (INIS)
Raab, G.M.; Thompson, R.; McKenzie, I.
1980-01-01
A computer program is described which implements a recently described, modified likelihood method of determining an appropriate weighting function to use when fitting immunoassay dose-response curves. The relationship between the variance of the response and its mean value is assumed to have an exponential form, and the best fit to this model is determined from the within-set variability of many small sets of repeated measurements. The program estimates the parameter of the exponential function with its estimated standard error, and tests the fit of the experimental data to the proposed model. Output options include a list of the actual and fitted standard deviation of the set of responses, a plot of actual and fitted standard deviation against the mean response, and an ordered list of the 10 sets of data with the largest ratios of actual to fitted standard deviation. The program has been designed for a laboratory user without computing or statistical expertise. The test-of-fit has proved valuable for identifying outlying responses, which may be excluded from further analysis by being set to negative values in the input file. (Auth.)
Variance risk premia in CO_2 markets: A political perspective
International Nuclear Information System (INIS)
Reckling, Dennis
2016-01-01
The European Commission discusses the change of free allocation plans to guarantee a stable market equilibrium. Selling over-allocated contracts effectively depreciates prices and negates the effect intended by the regulator to establish a stable price mechanism for CO_2 assets. Our paper investigates mispricing and allocation issues by quantitatively analyzing variance risk premia of CO_2 markets over the course of changing regimes (Phase I-III) for three different assets (European Union Allowances, Certified Emissions Reductions and European Reduction Units). The research paper gives recommendations to regulatory bodies in order to most effectively cap the overall carbon dioxide emissions. The analysis of an enriched dataset, comprising not only of additional CO_2 assets, but also containing data from the European Energy Exchange, shows that variance risk premia are equal to a sample average of 0.69 for European Union Allowances (EUA), 0.17 for Certified Emissions Reductions (CER) and 0.81 for European Reduction Units (ERU). We identify the existence of a common risk factor across different assets that justifies the presence of risk premia. Various policy implications with regards to gaining investors’ confidence in the market are being reviewed. Consequently, we recommend the implementation of a price collar approach to support stable prices for emission allowances. - Highlights: •Enriched dataset covering all three political phases of the CO_2 markets. •Clear policy implications for regulators to most effectively cap the overall CO_2 emissions pool. •Applying a cross-asset benchmark index for variance beta estimation. •CER contracts have been analyzed with respect to variance risk premia for the first time. •Increased forecasting accuracy for CO_2 asset returns by using variance risk premia.
Evolution of Genetic Variance during Adaptive Radiation.
Walter, Greg M; Aguirre, J David; Blows, Mark W; Ortiz-Barrientos, Daniel
2018-04-01
Genetic correlations between traits can concentrate genetic variance into fewer phenotypic dimensions that can bias evolutionary trajectories along the axis of greatest genetic variance and away from optimal phenotypes, constraining the rate of evolution. If genetic correlations limit adaptation, rapid adaptive divergence between multiple contrasting environments may be difficult. However, if natural selection increases the frequency of rare alleles after colonization of new environments, an increase in genetic variance in the direction of selection can accelerate adaptive divergence. Here, we explored adaptive divergence of an Australian native wildflower by examining the alignment between divergence in phenotype mean and divergence in genetic variance among four contrasting ecotypes. We found divergence in mean multivariate phenotype along two major axes represented by different combinations of plant architecture and leaf traits. Ecotypes also showed divergence in the level of genetic variance in individual traits and the multivariate distribution of genetic variance among traits. Divergence in multivariate phenotypic mean aligned with divergence in genetic variance, with much of the divergence in phenotype among ecotypes associated with changes in trait combinations containing substantial levels of genetic variance. Overall, our results suggest that natural selection can alter the distribution of genetic variance underlying phenotypic traits, increasing the amount of genetic variance in the direction of natural selection and potentially facilitating rapid adaptive divergence during an adaptive radiation.
Solomon, Justin; Mileto, Achille; Ramirez-Giraldo, Juan Carlos; Samei, Ehsan
2015-06-01
To assess the effect of radiation dose reduction on low-contrast detectability by using an advanced modeled iterative reconstruction (ADMIRE; Siemens Healthcare, Forchheim, Germany) algorithm in a contrast-detail phantom with a third-generation dual-source multidetector computed tomography (CT) scanner. A proprietary phantom with a range of low-contrast cylindrical objects, representing five contrast levels (range, 5-20 HU) and three sizes (range, 2-6 mm) was fabricated with a three-dimensional printer and imaged with a third-generation dual-source CT scanner at various radiation dose index levels (range, 0.74-5.8 mGy). Image data sets were reconstructed by using different section thicknesses (range, 0.6-5.0 mm) and reconstruction algorithms (filtered back projection [FBP] and ADMIRE with a strength range of three to five). Eleven independent readers blinded to technique and reconstruction method assessed all data sets in two reading sessions by measuring detection accuracy with a two-alternative forced choice approach (first session) and by scoring the total number of visible object groups (second session). Dose reduction potentials based on both reading sessions were estimated. Results between FBP and ADMIRE were compared by using both paired t tests and analysis of variance tests at the 95% significance level. During the first session, detection accuracy increased with increasing contrast, size, and dose index (diagnostic accuracy range, 50%-87%; interobserver variability, ±7%). When compared with FBP, ADMIRE improved detection accuracy by 5.2% on average across the investigated variables (P material is available for this article. RSNA, 2015
Influence of Family Structure on Variance Decomposition
DEFF Research Database (Denmark)
Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter
Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained ge...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...
Efficient Cardinality/Mean-Variance Portfolios
Brito, R. Pedro; Vicente, Luís Nunes
2014-01-01
International audience; We propose a novel approach to handle cardinality in portfolio selection, by means of a biobjective cardinality/mean-variance problem, allowing the investor to analyze the efficient tradeoff between return-risk and number of active positions. Recent progress in multiobjective optimization without derivatives allow us to robustly compute (in-sample) the whole cardinality/mean-variance efficient frontier, for a variety of data sets and mean-variance models. Our results s...
The phenotypic variance gradient - a novel concept.
Pertoldi, Cino; Bundgaard, Jørgen; Loeschcke, Volker; Barker, James Stuart Flinton
2014-11-01
Evolutionary ecologists commonly use reaction norms, which show the range of phenotypes produced by a set of genotypes exposed to different environments, to quantify the degree of phenotypic variance and the magnitude of plasticity of morphometric and life-history traits. Significant differences among the values of the slopes of the reaction norms are interpreted as significant differences in phenotypic plasticity, whereas significant differences among phenotypic variances (variance or coefficient of variation) are interpreted as differences in the degree of developmental instability or canalization. We highlight some potential problems with this approach to quantifying phenotypic variance and suggest a novel and more informative way to plot reaction norms: namely "a plot of log (variance) on the y-axis versus log (mean) on the x-axis, with a reference line added". This approach gives an immediate impression of how the degree of phenotypic variance varies across an environmental gradient, taking into account the consequences of the scaling effect of the variance with the mean. The evolutionary implications of the variation in the degree of phenotypic variance, which we call a "phenotypic variance gradient", are discussed together with its potential interactions with variation in the degree of phenotypic plasticity and canalization.
Least-squares variance component estimation
Teunissen, P.J.G.; Amiri-Simkooei, A.R.
2007-01-01
Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight
Expected Stock Returns and Variance Risk Premia
DEFF Research Database (Denmark)
Bollerslev, Tim; Zhou, Hao
risk premium with the P/E ratio results in an R2 for the quarterly returns of more than twenty-five percent. The results depend crucially on the use of "model-free", as opposed to standard Black-Scholes, implied variances, and realized variances constructed from high-frequency intraday, as opposed...
Nonlinear Epigenetic Variance: Review and Simulations
Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.
2010-01-01
We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…
Variance estimation for generalized Cavalieri estimators
Johanna Ziegel; Eva B. Vedel Jensen; Karl-Anton Dorph-Petersen
2011-01-01
The precision of stereological estimators based on systematic sampling is of great practical importance. This paper presents methods of data-based variance estimation for generalized Cavalieri estimators where errors in sampling positions may occur. Variance estimators are derived under perturbed systematic sampling, systematic sampling with cumulative errors and systematic sampling with random dropouts. Copyright 2011, Oxford University Press.
Validation of consistency of Mendelian sampling variance.
Tyrisevä, A-M; Fikse, W F; Mäntysaari, E A; Jakobsen, J; Aamand, G P; Dürr, J; Lidauer, M H
2018-03-01
Experiences from international sire evaluation indicate that the multiple-trait across-country evaluation method is sensitive to changes in genetic variance over time. Top bulls from birth year classes with inflated genetic variance will benefit, hampering reliable ranking of bulls. However, none of the methods available today enable countries to validate their national evaluation models for heterogeneity of genetic variance. We describe a new validation method to fill this gap comprising the following steps: estimating within-year genetic variances using Mendelian sampling and its prediction error variance, fitting a weighted linear regression between the estimates and the years under study, identifying possible outliers, and defining a 95% empirical confidence interval for a possible trend in the estimates. We tested the specificity and sensitivity of the proposed validation method with simulated data using a real data structure. Moderate (M) and small (S) size populations were simulated under 3 scenarios: a control with homogeneous variance and 2 scenarios with yearly increases in phenotypic variance of 2 and 10%, respectively. Results showed that the new method was able to estimate genetic variance accurately enough to detect bias in genetic variance. Under the control scenario, the trend in genetic variance was practically zero in setting M. Testing cows with an average birth year class size of more than 43,000 in setting M showed that tolerance values are needed for both the trend and the outlier tests to detect only cases with a practical effect in larger data sets. Regardless of the magnitude (yearly increases in phenotypic variance of 2 or 10%) of the generated trend, it deviated statistically significantly from zero in all data replicates for both cows and bulls in setting M. In setting S with a mean of 27 bulls in a year class, the sampling error and thus the probability of a false-positive result clearly increased. Still, overall estimated genetic
Portfolio optimization with mean-variance model
Hoe, Lam Weng; Siew, Lam Weng
2016-06-01
Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.
Portfolio optimization using median-variance approach
Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli
2013-04-01
Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.
Variance components for body weight in Japanese quails (Coturnix japonica
Directory of Open Access Journals (Sweden)
RO Resende
2005-03-01
Full Text Available The objective of this study was to estimate the variance components for body weight in Japanese quails by Bayesian procedures. The body weight at hatch (BWH and at 7 (BW07, 14 (BW14, 21 (BW21 and 28 days of age (BW28 of 3,520 quails was recorded from August 2001 to June 2002. A multiple-trait animal model with additive genetic, maternal environment and residual effects was implemented by Gibbs sampling methodology. A single Gibbs sampling with 80,000 rounds was generated by the program MTGSAM (Multiple Trait Gibbs Sampling in Animal Model. Normal and inverted Wishart distributions were used as prior distributions for the random effects and the variance components, respectively. Variance components were estimated based on the 500 samples that were left after elimination of 30,000 rounds in the burn-in period and 100 rounds of each thinning interval. The posterior means of additive genetic variance components were 0.15; 4.18; 14.62; 27.18 and 32.68; the posterior means of maternal environment variance components were 0.23; 1.29; 2.76; 4.12 and 5.16; and the posterior means of residual variance components were 0.084; 6.43; 22.66; 31.21 and 30.85, at hatch, 7, 14, 21 and 28 days old, respectively. The posterior means of heritability were 0.33; 0.35; 0.36; 0.43 and 0.47 at hatch, 7, 14, 21 and 28 days old, respectively. These results indicate that heritability increased with age. On the other hand, after hatch there was a marked reduction in the maternal environment variance proportion of the phenotypic variance, whose estimates were 0.50; 0.11; 0.07; 0.07 and 0.08 for BWH, BW07, BW14, BW21 and BW28, respectively. The genetic correlation between weights at different ages was high, except for those estimates between BWH and weight at other ages. Changes in body weight of quails can be efficiently achieved by selection.
International Nuclear Information System (INIS)
Diab, H.M.; Abd-El Hafeez, A.I.
2011-01-01
The spatial variation of radon concentration within the building of the preparatory year located in Riyadh was studied. Nuclear track detectors (CR-39) were used to measure radon concentration for two consecutive six month periods in more than 40 rooms of the surveyed building. Coefficient of variation (CV) was calculated as a measure of relative variation of radon concentration between floors and between rooms on the same floor. Floor mean ratios, with ground floor as a reference level, were calculated also in order to study the correlation between radon concentration and floor levels in case of using advanced Italian granite building material. All the results of this study were investigated and compared with usual Indian granite building material and it was found that the k nowledgement building i s a healthy work place which may be due to uses of advanced building materials.
Giebner, Sabrina; Ostermann, Sina; Straskraba, Susanne; Oetken, Matthias; Oehlmann, Jörg; Wagner, Martin
2018-02-01
Conventional wastewater treatment plants (WWTPs) have a limited capacity to eliminate micropollutants. One option to improve this is tertiary treatment. Accordingly, the WWTP Eriskirch at the German river Schussen has been upgraded with different combinations of ozonation, sand, and granulated activated carbon filtration. In this study, the removal of endocrine and genotoxic effects in vitro and reproductive toxicity in vivo was assessed in a 2-year long-term monitoring. All experiments were performed with aqueous and solid-phase extracted water samples. Untreated wastewater affected several endocrine endpoints in reporter gene assays. The conventional treatment removed the estrogenic and androgenic activity by 77 and 95 %, respectively. Nevertheless, high anti-estrogenic activities and reproductive toxicity persisted. All advanced treatment technologies further reduced the estrogenic activities by additional 69-86 % compared to conventional treatment, resulting in a complete removal of up to 97 %. In the Ames assay, we detected an ozone-induced mutagenicity, which was removed by subsequent filtration. This demonstrates that a post treatment to ozonation is needed to minimize toxic oxidative transformation products. In the reproduction test with the mudsnail Potamopyrgus antipodarum, a decreased number of embryos was observed for all wastewater samples. This indicates that reproductive toxicants were eliminated by neither the conventional nor the advanced treatment. Furthermore, aqueous samples showed higher anti-estrogenic and reproductive toxicity than extracted samples, indicating that the causative compounds are not extractable or were lost during extraction. This underlines the importance of the adequate handling of wastewater samples. Taken together, this study demonstrates that combinations of multiple advanced technologies reduce endocrine effects in vitro. However, they did not remove in vitro anti-estrogenicity and in vivo reproductive toxicity. This
Grammatical and lexical variance in English
Quirk, Randolph
2014-01-01
Written by one of Britain's most distinguished linguists, this book is concerned with the phenomenon of variance in English grammar and vocabulary across regional, social, stylistic and temporal space.
A Mean variance analysis of arbitrage portfolios
Fang, Shuhong
2007-03-01
Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.
Dynamic Mean-Variance Asset Allocation
Basak, Suleyman; Chabakauri, Georgy
2009-01-01
Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...
Genetic variants influencing phenotypic variance heterogeneity.
Ek, Weronica E; Rask-Andersen, Mathias; Karlsson, Torgny; Enroth, Stefan; Gyllensten, Ulf; Johansson, Åsa
2018-03-01
Most genetic studies identify genetic variants associated with disease risk or with the mean value of a quantitative trait. More rarely, genetic variants associated with variance heterogeneity are considered. In this study, we have identified such variance single-nucleotide polymorphisms (vSNPs) and examined if these represent biological gene × gene or gene × environment interactions or statistical artifacts caused by multiple linked genetic variants influencing the same phenotype. We have performed a genome-wide study, to identify vSNPs associated with variance heterogeneity in DNA methylation levels. Genotype data from over 10 million single-nucleotide polymorphisms (SNPs), and DNA methylation levels at over 430 000 CpG sites, were analyzed in 729 individuals. We identified vSNPs for 7195 CpG sites (P mean DNA methylation levels. We further showed that variance heterogeneity between genotypes mainly represents additional, often rare, SNPs in linkage disequilibrium (LD) with the respective vSNP and for some vSNPs, multiple low frequency variants co-segregating with one of the vSNP alleles. Therefore, our results suggest that variance heterogeneity of DNA methylation mainly represents phenotypic effects by multiple SNPs, rather than biological interactions. Such effects may also be important for interpreting variance heterogeneity of more complex clinical phenotypes.
The Variance Composition of Firm Growth Rates
Directory of Open Access Journals (Sweden)
Luiz Artur Ledur Brito
2009-04-01
Full Text Available Firms exhibit a wide variability in growth rates. This can be seen as another manifestation of the fact that firms are different from one another in several respects. This study investigated this variability using the variance components technique previously used to decompose the variance of financial performance. The main source of variation in growth rates, responsible for more than 40% of total variance, corresponds to individual, idiosyncratic firm aspects and not to industry, country, or macroeconomic conditions prevailing in specific years. Firm growth, similar to financial performance, is mostly unique to specific firms and not an industry or country related phenomenon. This finding also justifies using growth as an alternative outcome of superior firm resources and as a complementary dimension of competitive advantage. This also links this research with the resource-based view of strategy. Country was the second source of variation with around 10% of total variance. The analysis was done using the Compustat Global database with 80,320 observations, comprising 13,221 companies in 47 countries, covering the years of 1994 to 2002. It also compared the variance structure of growth to the variance structure of financial performance in the same sample.
International Nuclear Information System (INIS)
Bai, Fo; Huang, Hao; Tan, Yanlei; Hou, Changmin; Zhang, Ping
2015-01-01
Graphical abstract: N-doped graphene/Co nanocomposites were synthesized through one-step pyrolysis process and the product exhibits high performance for ORR and excellent stability in alkaline medium. - Highlights: • N-doped graphene/Co nano-composite is directly synthesized by a one-step method from Co(NO3)2∙6H2O, glucose and dicyandiamide (DCDA). • The electrocatalytic performance of as-prepared NG/Co-0.5 shows the peak potential positively shifts about 10 mV than commercial Pt/C electrode. • The material shows an excellent stability and tolerance to methanol poisoning effects in alkaline medium. - Abstract: N-doped graphene/Co nanocomposites (NG/Co NPs) have been prepared by a simple one-step pyrolysis of Co(NO 3 ) 2 ∙6H 2 O, glucose and dicyandiamide (DCDA). The products with nitrogen doped and suitable graphitic degree perform high electrocatalytic activity (with the reduction peak at −0.099 V vs Ag/AgCl) and near four-electron selectivity for the oxygen reduction reaction (ORR), with excellent stability and durability in alkaline medium comparable to a commercial Pt/C catalyst. Owing to the superb ORR performance, low cost and facile preparation, the catalysts of NG/Co NPs have great potential applications in fuel cells, metal-air batteries and ORR-related electrochemical industries
International Nuclear Information System (INIS)
Minato, Kazuo; Kikuchi, Hironobu; Fukuda, Kousaku; Tobita, Tsutomu; Yoshimuta, Sigeharu; Suzuki, Nobuyuki; Tomimoto, Hiroshi; Nishimura, Kazuhisa; Oda, Takafumi
1998-11-01
The advanced fabrication technology for high-temperature gas-cooled reactor fuel has been developed to reduce the coating failure fraction of the fuel particles, which leads to an improvement of the reactor safety. The present report reviews the results of the relevant work. The mechanisms of the coating failure of the fuel particles during coating and compaction processes of the fuel fabrication were studied to determine a way to reduce the coating failure fraction of the fuel. The coating process was improved by optimizing the mode of the particle fluidization and by developing the process without unloading and loading of the particles at intermediate coating process. The compaction process was improved by optimizing the combination of the pressing temperature and the pressing speed of the overcoated particles. Through these modifications of the fabrication process, the quality of the fuel was improved outstandingly. (author)
Energy Technology Data Exchange (ETDEWEB)
O' Connor, Patrick [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Rugani, Kelsey [Kearns & West, Inc., San Francisco, CA (United States); West, Anna [Kearns & West, Inc., San Francisco, CA (United States)
2016-03-01
On behalf of the U.S. Department of Energy (DOE) Wind and Water Power Technology Office (WWPTO), Oak Ridge National Laboratory (ORNL), hosted a day and half long workshop on November 5 and 6, 2015 in the Washington, D.C. metro area to discuss cost reduction opportunities in the development of hydropower projects. The workshop had a further targeted focus on the costs of small, low-head1 facilities at both non-powered dams (NPDs) and along undeveloped stream reaches (also known as New Stream-Reach Development or “NSD”). Workshop participants included a cross-section of seasoned experts, including project owners and developers, engineering and construction experts, conventional and next-generation equipment manufacturers, and others to identify the most promising ways to reduce costs and achieve improvements for hydropower projects.
DEFF Research Database (Denmark)
Pitkänen, Timo; Mäntysaari, Esa A; Nielsen, Ulrik Sander
2013-01-01
of variance correction is developed for the same observations. As automated milking systems are becoming more popular the current evaluation model needs to be enhanced to account for the different measurement error variances of observations from automated milking systems. In this simulation study different...... models and different approaches to account for heterogeneous variance when observations have different measurement error variances were investigated. Based on the results we propose to upgrade the currently applied models and to calibrate the heterogeneous variance adjustment method to yield same genetic......The Nordic Holstein yield evaluation model describes all available milk, protein and fat test-day yields from Denmark, Finland and Sweden. In its current form all variance components are estimated from observations recorded under conventional milking systems. Also the model for heterogeneity...
Scofield, Megan E; Liu, Haiqing; Wong, Stanislaus S
2015-08-21
The rising interest in fuel cell vehicle technology (FCV) has engendered a growing need and realization to develop rational chemical strategies to create highly efficient, durable, and cost-effective fuel cells. Specifically, technical limitations associated with the major constituent components of the basic proton exchange membrane fuel cell (PEMFC), namely the cathode catalyst and the proton exchange membrane (PEM), have proven to be particularly demanding to overcome. Therefore, research trends within the community in recent years have focused on (i) accelerating the sluggish kinetics of the catalyst at the cathode and (ii) minimizing overall Pt content, while simultaneously (a) maximizing activity and durability as well as (b) increasing membrane proton conductivity without causing any concomitant loss in either stability or as a result of damage due to flooding. In this light, as an example, high temperature PEMFCs offer a promising avenue to improve the overall efficiency and marketability of fuel cell technology. In this Critical Review, recent advances in optimizing both cathode materials and PEMs as well as the future and peculiar challenges associated with each of these systems will be discussed.
International Nuclear Information System (INIS)
Mitchell, I.
2016-01-01
Full text: The nuclear industry is knowledge-intensive and includes a diverse number of stakeholders. Much of this knowledge is at risk as engineers, technicians and project professionals retire, leaving a widening skills and information gap. This knowledge is critical in an increasingly complex environment with information from past projects often buried in decades-old, non-integrated systems enterprise. Engineers can spend 40% or more of their time searching for answers across the enterprise instead of solving problems. The inability to access trusted industry knowledge results in increased risk and expense. Advanced knowledge discovery technologies slash research times by as much as 75% and accelerate innovation and problem solving by giving technical professionals access to the information they need, in the context of the problems they are trying to solve. Unlike traditional knowledge management approaches, knowledge discovery tools powered by semantic search technologies are adept at uncovering answers in unstructured data and require no tagging, organization or moving of data, meaning a smaller IT footprint and faster time-to-knowledge. This session will highlight best-in-class knowledge discovery technologies, content, and strategies to give nuclear industry organizations the ability to leverage the corpus of enterprise knowledge into the future. (author
Estimating Predictive Variance for Statistical Gas Distribution Modelling
International Nuclear Information System (INIS)
Lilienthal, Achim J.; Asadi, Sahar; Reggente, Matteo
2009-01-01
Recent publications in statistical gas distribution modelling have proposed algorithms that model mean and variance of a distribution. This paper argues that estimating the predictive concentration variance entails not only a gradual improvement but is rather a significant step to advance the field. This is, first, since the models much better fit the particular structure of gas distributions, which exhibit strong fluctuations with considerable spatial variations as a result of the intermittent character of gas dispersal. Second, because estimating the predictive variance allows to evaluate the model quality in terms of the data likelihood. This offers a solution to the problem of ground truth evaluation, which has always been a critical issue for gas distribution modelling. It also enables solid comparisons of different modelling approaches, and provides the means to learn meta parameters of the model, to determine when the model should be updated or re-initialised, or to suggest new measurement locations based on the current model. We also point out directions of related ongoing or potential future research work.
Modality-Driven Classification and Visualization of Ensemble Variance
Energy Technology Data Exchange (ETDEWEB)
Bensema, Kevin; Gosink, Luke; Obermaier, Harald; Joy, Kenneth I.
2016-10-01
Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space. While this approach helps address conceptual and parametric uncertainties, the ensemble datasets produced by this technique present a special challenge to visualization researchers as the ensemble dataset records a distribution of possible values for each location in the domain. Contemporary visualization approaches that rely solely on summary statistics (e.g., mean and variance) cannot convey the detailed information encoded in ensemble distributions that are paramount to ensemble analysis; summary statistics provide no information about modality classification and modality persistence. To address this problem, we propose a novel technique that classifies high-variance locations based on the modality of the distribution of ensemble predictions. Additionally, we develop a set of confidence metrics to inform the end-user of the quality of fit between the distribution at a given location and its assigned class. We apply a similar method to time-varying ensembles to illustrate the relationship between peak variance and bimodal or multimodal behavior. These classification schemes enable a deeper understanding of the behavior of the ensemble members by distinguishing between distributions that can be described by a single tendency and distributions which reflect divergent trends in the ensemble.
Integrating Variances into an Analytical Database
Sanchez, Carlos
2010-01-01
For this project, I enrolled in numerous SATERN courses that taught the basics of database programming. These include: Basic Access 2007 Forms, Introduction to Database Systems, Overview of Database Design, and others. My main job was to create an analytical database that can handle many stored forms and make it easy to interpret and organize. Additionally, I helped improve an existing database and populate it with information. These databases were designed to be used with data from Safety Variances and DCR forms. The research consisted of analyzing the database and comparing the data to find out which entries were repeated the most. If an entry happened to be repeated several times in the database, that would mean that the rule or requirement targeted by that variance has been bypassed many times already and so the requirement may not really be needed, but rather should be changed to allow the variance's conditions permanently. This project did not only restrict itself to the design and development of the database system, but also worked on exporting the data from the database to a different format (e.g. Excel or Word) so it could be analyzed in a simpler fashion. Thanks to the change in format, the data was organized in a spreadsheet that made it possible to sort the data by categories or types and helped speed up searches. Once my work with the database was done, the records of variances could be arranged so that they were displayed in numerical order, or one could search for a specific document targeted by the variances and restrict the search to only include variances that modified a specific requirement. A great part that contributed to my learning was SATERN, NASA's resource for education. Thanks to the SATERN online courses I took over the summer, I was able to learn many new things about computers and databases and also go more in depth into topics I already knew about.
Decomposition of Variance for Spatial Cox Processes.
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-03-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.
Variance in binary stellar population synthesis
Breivik, Katelyn; Larson, Shane L.
2016-03-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations in less than a week, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Estimating quadratic variation using realized variance
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Shephard, N.
2002-01-01
with a rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....
Energy Technology Data Exchange (ETDEWEB)
NONE
1997-12-31
The team of Arthur D. Little, Tufts University and Engelhard Corporation are conducting Phase 1 of a four and a half year, two-phase effort to develop and scale-up an advanced byproduct recovery technology that is a direct, single-stage, catalytic process for converting sulfur dioxide to elemental sulfur. This catalytic process reduces SO{sub 2} over a fluorite-type oxide (such as ceria and zirconia). The catalytic activity can be significantly promoted by active transition metals, such as copper. More than 95% elemental sulfur yield, corresponding to almost complete sulfur dioxide conversion, was obtained over a Cu-Ce-O oxide catalyst as part of an on-going DOE-sponsored, University Coal Research Program. This type of mixed metal oxide catalyst has stable activity, high selectivity for sulfur production, and is resistant to water and carbon dioxide poisoning. Tests with CO and CH{sub 4} reducing gases indicate that the catalyst has the potential for flexibility with regard to the composition of the reducing gas, making it attractive for utility use. The performance of the catalyst is consistently good over a range of SO{sub 2} inlet concentration (0.1 to 10%) indicating its flexibility in treating SO{sub 2} tail gases as well as high concentration streams. The principal objective of the Phase 1 program is to identify and evaluate the performance of a catalyst which is robust and flexible with regard to choice of reducing gas. In order to achieve this goal, the authors have planned a structured program including: Market/process/cost/evaluation; Lab-scale catalyst preparation/optimization studies; Lab-scale, bulk/supported catalyst kinetic studies; Bench-scale catalyst/process studies; and Utility review. Progress is reported from all three organizations.
International Nuclear Information System (INIS)
Campanelli, Mark; Kacker, Raghu; Kessel, Rüdiger
2013-01-01
A novel variance-based measure for global sensitivity analysis, termed a variance gradient (VG), is presented for constructing uncertainty budgets under the Guide to the Expression of Uncertainty in Measurement (GUM) framework for nonlinear measurement functions with independent inputs. The motivation behind VGs is the desire of metrologists to understand which inputs' variance reductions would most effectively reduce the variance of the measurand. VGs are particularly useful when the application of the first supplement to the GUM is indicated because of the inadequacy of measurement function linearization. However, VGs reduce to a commonly understood variance decomposition in the case of a linear(ized) measurement function with independent inputs for which the original GUM readily applies. The usefulness of VGs is illustrated by application to an example from the first supplement to the GUM, as well as to the benchmark Ishigami function. A comparison of VGs to other available sensitivity measures is made. (paper)
Investigating the minimum achievable variance in a Monte Carlo criticality calculation
Energy Technology Data Exchange (ETDEWEB)
Christoforou, Stavros; Eduard Hoogenboom, J. [Delft University of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)
2008-07-01
The sources of variance in a Monte Carlo criticality calculation are identified and their contributions analyzed. A zero-variance configuration is initially simulated using analytically calculated adjoint functions for biasing. From there, the various sources are analyzed. It is shown that the minimum threshold comes from the fact that the fission source is approximated. In addition, the merits of a simple variance reduction method, such as implicit capture, are shown when compared to an analog simulation. Finally, it is shown that when non-exact adjoint functions are used for biasing, the variance reduction is rather insensitive to the quality of the adjoints, suggesting that the generation of the adjoints should have as low CPU cost as possible, in order to o et the CPU cost in the implementation of the biasing of a simulation. (authors)
Tabak, Henry H; Govind, Rakesh
2003-12-01
Several biotreatmemt techniques for sulfate conversion by the sulfate reducing bacteria (SRB) have been proposed in the past, however few of them have been practically applied to treat sulfate containing acid mine drainage (AMD). This research deals with development of an innovative polypropylene hollow fiber membrane bioreactor system for the treatment of acid mine water from the Berkeley Pit, Butte, MT, using hydrogen consuming SRB biofilms. The advantages of using the membrane bioreactor over the conventional tall liquid phase sparged gas bioreactor systems are: large microporous membrane surface to the liquid phase; formation of hydrogen sulfide outside the membrane, preventing the mixing with the pressurized hydrogen gas inside the membrane; no requirement of gas recycle compressor; membrane surface is suitable for immobilization of active SRB, resulting in the formation of biofilms, thus preventing washout problems associated with suspended culture reactors; and lower operating costs in membrane bioreactors, eliminating gas recompression and gas recycle costs. Information is provided on sulfate reduction rate studies and on biokinetic tests with suspended SRB in anaerobic digester sludge and sediment master culture reactors and with SRB biofilms in bench-scale SRB membrane bioreactors. Biokinetic parameters have been determined using biokinetic models for the master culture and membrane bioreactor systems. Data are presented on the effect of acid mine water sulfate loading at 25, 50, 75 and 100 ml/min in scale-up SRB membrane units, under varied temperatures (25, 35 and 40 degrees C) to determine and optimize sulfate conversions for an effective AMD biotreatment. Pilot-scale studies have generated data on the effect of flow rates of acid mine water (MGD) and varied inlet sulfate concentrations in the influents on the resultant outlet sulfate concentration in the effluents and on the number of SRB membrane modules needed for the desired sulfate conversion in
International Nuclear Information System (INIS)
Fritz, Jan; Thawait, Gaurav K.; Fritz, Benjamin; Raithel, Esther; Nittka, Mathias; Gilson, Wesley D.; Mont, Michael A.
2016-01-01
Compressed sensing (CS) acceleration has been theorized for slice encoding for metal artifact correction (SEMAC), but has not been shown to be feasible. Therefore, we tested the hypothesis that CS-SEMAC is feasible for MRI of metal-on-metal hip resurfacing implants. Following prospective institutional review board approval, 22 subjects with metal-on-metal hip resurfacing implants underwent 1.5 T MRI. We compared CS-SEMAC prototype, high-bandwidth TSE, and SEMAC sequences with acquisition times of 4-5, 4-5 and 10-12 min, respectively. Outcome measures included bone-implant interfaces, image quality, periprosthetic structures, artifact size, and signal- and contrast-to-noise ratios (SNR and CNR). Using Friedman, repeated measures analysis of variances, and Cohen's weighted kappa tests, Bonferroni-corrected p-values of 0.005 and less were considered statistically significant. There was no statistical difference of outcomes measures of SEMAC and CS-SEMAC images. Visibility of implant-bone interfaces and pseudocapsule as well as fat suppression and metal reduction were ''adequate'' to ''good'' on CS-SEMAC and ''non-diagnostic'' to ''adequate'' on high-BW TSE (p < 0.001, respectively). SEMAC and CS-SEMAC showed mild blur and ripple artifacts. The metal artifact size was 63 % larger for high-BW TSE as compared to SEMAC and CS-SEMAC (p < 0.0001, respectively). CNRs were sufficiently high and statistically similar, with the exception of CNR of fluid and muscle and CNR of fluid and tendon, which were higher on intermediate-weighted high-BW TSE (p < 0.005, respectively). Compressed sensing acceleration enables the time-neutral use of SEMAC for MRI of metal-on-metal hip resurfacing implants when compared to high-BW TSE and image quality similar to conventional SEMAC. (orig.)
Energy Technology Data Exchange (ETDEWEB)
Fritz, Jan; Thawait, Gaurav K. [Johns Hopkins University School of Medicine, Russell H. Morgan Department of Radiology and Radiological Science, Section of Musculoskeletal Radiology, Baltimore, MD (United States); Fritz, Benjamin [University of Freiburg, Department of Radiology, Freiburg im Breisgau (Germany); Raithel, Esther; Nittka, Mathias [Siemens Healthcare GmbH, Erlangen (Germany); Gilson, Wesley D. [Siemens Healthcare USA, Inc., Baltimore, MD (United States); Mont, Michael A. [Cleveland Clinic Foundation, Department of Orthopedic Surgery, Cleveland, OH (United States)
2016-10-15
Compressed sensing (CS) acceleration has been theorized for slice encoding for metal artifact correction (SEMAC), but has not been shown to be feasible. Therefore, we tested the hypothesis that CS-SEMAC is feasible for MRI of metal-on-metal hip resurfacing implants. Following prospective institutional review board approval, 22 subjects with metal-on-metal hip resurfacing implants underwent 1.5 T MRI. We compared CS-SEMAC prototype, high-bandwidth TSE, and SEMAC sequences with acquisition times of 4-5, 4-5 and 10-12 min, respectively. Outcome measures included bone-implant interfaces, image quality, periprosthetic structures, artifact size, and signal- and contrast-to-noise ratios (SNR and CNR). Using Friedman, repeated measures analysis of variances, and Cohen's weighted kappa tests, Bonferroni-corrected p-values of 0.005 and less were considered statistically significant. There was no statistical difference of outcomes measures of SEMAC and CS-SEMAC images. Visibility of implant-bone interfaces and pseudocapsule as well as fat suppression and metal reduction were ''adequate'' to ''good'' on CS-SEMAC and ''non-diagnostic'' to ''adequate'' on high-BW TSE (p < 0.001, respectively). SEMAC and CS-SEMAC showed mild blur and ripple artifacts. The metal artifact size was 63 % larger for high-BW TSE as compared to SEMAC and CS-SEMAC (p < 0.0001, respectively). CNRs were sufficiently high and statistically similar, with the exception of CNR of fluid and muscle and CNR of fluid and tendon, which were higher on intermediate-weighted high-BW TSE (p < 0.005, respectively). Compressed sensing acceleration enables the time-neutral use of SEMAC for MRI of metal-on-metal hip resurfacing implants when compared to high-BW TSE and image quality similar to conventional SEMAC. (orig.)
2010-07-01
...) PROCEDURE FOR VARIATIONS FROM SAFETY AND HEALTH REGULATIONS UNDER THE LONGSHOREMEN'S AND HARBOR WORKERS...) or 6(d) of the Williams-Steiger Occupational Safety and Health Act of 1970 (29 U.S.C. 655). The... under the Williams-Steiger Occupational Safety and Health Act of 1970, and any variance from §§ 1910.13...
78 FR 14122 - Revocation of Permanent Variances
2013-03-04
... Douglas Fir planking had to have at least a 1,900 fiber stress and 1,900,000 modulus of elasticity, while the Yellow Pine planking had to have at least 2,500 fiber stress and 2,000,000 modulus of elasticity... the permanent variances, and affected employees, to submit written data, views, and arguments...
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
Investors in fixed income markets are willing to pay a very large premium to be hedged against shocks in expected volatility and the size of this premium can be studied through variance swaps. Using thirty years of option and high-frequency data, we document the following novel stylized facts...
Biological Variance in Agricultural Products. Theoretical Considerations
Tijskens, L.M.M.; Konopacki, P.
2003-01-01
The food that we eat is uniform neither in shape or appearance nor in internal composition or content. Since technology became increasingly important, the presence of biological variance in our food became more and more of a nuisance. Techniques and procedures (statistical, technical) were
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-01-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introducea general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive...
Variance Swap Replication: Discrete or Continuous?
Directory of Open Access Journals (Sweden)
Fabien Le Floc’h
2018-02-01
Full Text Available The popular replication formula to price variance swaps assumes continuity of traded option strikes. In practice, however, there is only a discrete set of option strikes traded on the market. We present here different discrete replication strategies and explain why the continuous replication price is more relevant.
Zero-intelligence realized variance estimation
Gatheral, J.; Oomen, R.C.A.
2010-01-01
Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and
Kalman filtering techniques for reducing variance of digital speckle displacement measurement noise
Institute of Scientific and Technical Information of China (English)
Donghui Li; Li Guo
2006-01-01
@@ Target dynamics are assumed to be known in measuring digital speckle displacement. Use is made of a simple measurement equation, where measurement noise represents the effect of disturbances introduced in measurement process. From these assumptions, Kalman filter can be designed to reduce variance of measurement noise. An optical and analysis system was set up, by which object motion with constant displacement and constant velocity is experimented with to verify validity of Kalman filtering techniques for reduction of measurement noise variance.
DEFF Research Database (Denmark)
Casas, Isabel; Mao, Xiuping; Veiga, Helena
This study explores the predictive power of new estimators of the equity variance risk premium and conditional variance for future excess stock market returns, economic activity, and financial instability, both during and after the last global financial crisis. These estimators are obtained from...... time-varying coefficient models are the ones showing considerably higher predictive power for stock market returns and financial instability during the financial crisis, suggesting that an extreme volatility period requires models that can adapt quickly to turmoil........ Moreover, a comparison of the overall results reveals that the conditional variance gains predictive power during the global financial crisis period. Furthermore, both the variance risk premium and conditional variance are determined to be predictors of future financial instability, whereas conditional...
R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization.
Dazard, Jean-Eudes; Xu, Hua; Rao, J Sunil
2011-01-01
We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets ( p ≫ n paradigm), such as in 'omics'-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real 'omics' test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR ('Mean-Variance Regularization'), downloadable from the CRAN.
Realized Variance and Market Microstructure Noise
DEFF Research Database (Denmark)
Hansen, Peter R.; Lunde, Asger
2006-01-01
We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel......-based estimator dominates the RV for the estimation of integrated variance (IV). An empirical analysis of the Dow Jones Industrial Average stocks reveals that market microstructure noise its time-dependent and correlated with increments in the efficient price. This has important implications for volatility...... estimation based on high-frequency data. Finally, we apply cointegration techniques to decompose transaction prices and bid-ask quotes into an estimate of the efficient price and noise. This framework enables us to study the dynamic effects on transaction prices and quotes caused by changes in the efficient...
DEFF Research Database (Denmark)
Hughes, A L; Buitenhuis, A J
2010-01-01
among populations with respect to mean expression scores, but numerous transcripts showed reduced variance in expression scores in the high FP population in comparison to control and low FP populations. The reduction in variance in the high FP population generally involved transcripts whose expression...
The Theory of Variances in Equilibrium Reconstruction
International Nuclear Information System (INIS)
Zakharov, Leonid E.; Lewandowski, Jerome; Foley, Elizabeth L.; Levinton, Fred M.; Yuh, Howard Y.; Drozdov, Vladimir; McDonald, Darren
2008-01-01
The theory of variances of equilibrium reconstruction is presented. It complements existing practices with information regarding what kind of plasma profiles can be reconstructed, how accurately, and what remains beyond the abilities of diagnostic systems. The σ-curves, introduced by the present theory, give a quantitative assessment of quality of effectiveness of diagnostic systems in constraining equilibrium reconstructions. The theory also suggests a method for aligning the accuracy of measurements of different physical nature
Fundamentals of exploratory analysis of variance
Hoaglin, David C; Tukey, John W
2009-01-01
The analysis of variance is presented as an exploratory component of data analysis, while retaining the customary least squares fitting methods. Balanced data layouts are used to reveal key ideas and techniques for exploration. The approach emphasizes both the individual observations and the separate parts that the analysis produces. Most chapters include exercises and the appendices give selected percentage points of the Gaussian, t, F chi-squared and studentized range distributions.
Variance analysis refines overhead cost control.
Cooper, J C; Suver, J D
1992-02-01
Many healthcare organizations may not fully realize the benefits of standard cost accounting techniques because they fail to routinely report volume variances in their internal reports. If overhead allocation is routinely reported on internal reports, managers can determine whether billing remains current or lost charges occur. Healthcare organizations' use of standard costing techniques can lead to more realistic performance measurements and information system improvements that alert management to losses from unrecovered overhead in time for corrective action.
The Genealogical Consequences of Fecundity Variance Polymorphism
Taylor, Jesse E.
2009-01-01
The genealogical consequences of within-generation fecundity variance polymorphism are studied using coalescent processes structured by genetic backgrounds. I show that these processes have three distinctive features. The first is that the coalescent rates within backgrounds are not jointly proportional to the infinitesimal variance, but instead depend only on the frequencies and traits of genotypes containing each allele. Second, the coalescent processes at unlinked loci are correlated with the genealogy at the selected locus; i.e., fecundity variance polymorphism has a genomewide impact on genealogies. Third, in diploid models, there are infinitely many combinations of fecundity distributions that have the same diffusion approximation but distinct coalescent processes; i.e., in this class of models, ancestral processes and allele frequency dynamics are not in one-to-one correspondence. Similar properties are expected to hold in models that allow for heritable variation in other traits that affect the coalescent effective population size, such as sex ratio or fecundity and survival schedules. PMID:19433628
Minimum variance and variance of outgoing quality limit MDS-1(c1, c2) plans
Raju, C.; Vidya, R.
2016-06-01
In this article, the outgoing quality (OQ) and total inspection (TI) of multiple deferred state sampling plans MDS-1(c1,c2) are studied. It is assumed that the inspection is rejection rectification. Procedures for designing MDS-1(c1,c2) sampling plans with minimum variance of OQ and TI are developed. A procedure for obtaining a plan for a designated upper limit for the variance of the OQ (VOQL) is outlined.
Visual SLAM Using Variance Grid Maps
Howard, Andrew B.; Marks, Tim K.
2011-01-01
An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance
The value of travel time variance
Fosgerau, Mogens; Engelson, Leonid
2010-01-01
This paper considers the value of travel time variability under scheduling preferences that are de�fined in terms of linearly time-varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can free...
Williams, Hants; Simmons, Leigh Ann; Tanabe, Paula
2015-09-01
The aim of this article is to discuss how advanced practice nurses (APNs) can incorporate mindfulness-based stress reduction (MBSR) as a nonpharmacologic clinical tool in their practice. Over the last 30 years, patients and providers have increasingly used complementary and holistic therapies for the nonpharmacologic management of acute and chronic diseases. Mindfulness-based interventions, specifically MBSR, have been tested and applied within a variety of patient populations. There is strong evidence to support that the use of MBSR can improve a range of biological and psychological outcomes in a variety of medical illnesses, including acute and chronic pain, hypertension, and disease prevention. This article will review the many ways APNs can incorporate MBSR approaches for health promotion and disease/symptom management into their practice. We conclude with a discussion of how nurses can obtain training and certification in MBSR. Given the significant and growing literature supporting the use of MBSR in the prevention and treatment of chronic disease, increased attention on how APNs can incorporate MBSR into clinical practice is necessary. © The Author(s) 2015.
Variance-based Salt Body Reconstruction
Ovcharenko, Oleg
2017-05-26
Seismic inversions of salt bodies are challenging when updating velocity models based on Born approximation- inspired gradient methods. We propose a variance-based method for velocity model reconstruction in regions complicated by massive salt bodies. The novel idea lies in retrieving useful information from simultaneous updates corresponding to different single frequencies. Instead of the commonly used averaging of single-iteration monofrequency gradients, our algorithm iteratively reconstructs salt bodies in an outer loop based on updates from a set of multiple frequencies after a few iterations of full-waveform inversion. The variance among these updates is used to identify areas where considerable cycle-skipping occurs. In such areas, we update velocities by interpolating maximum velocities within a certain region. The result of several recursive interpolations is later used as a new starting model to improve results of conventional full-waveform inversion. An application on part of the BP 2004 model highlights the evolution of the proposed approach and demonstrates its effectiveness.
Genetic variance for uniformity of harvest weight in Nile tilapia (Oreochromis niloticus)
Khaw, H.L.; Ponzoni, R.W.; Yee, H.Y.; Aziz, M.A.; Mulder, H.A.; Marjanovic, J.; Bijma, P.
2016-01-01
Competition for resources is common in aquaculture, which inflates the variability of fish body weight. Selective breeding is one of the effective approaches that may enable a reduction of size variability (or increase in uniformity) for body weight by genetic means. The genetic variance of
Power Estimation in Multivariate Analysis of Variance
Directory of Open Access Journals (Sweden)
Jean François Allaire
2007-09-01
Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.
Analysis of Variance in Statistical Image Processing
Kurz, Ludwik; Hafed Benteftifa, M.
1997-04-01
A key problem in practical image processing is the detection of specific features in a noisy image. Analysis of variance (ANOVA) techniques can be very effective in such situations, and this book gives a detailed account of the use of ANOVA in statistical image processing. The book begins by describing the statistical representation of images in the various ANOVA models. The authors present a number of computationally efficient algorithms and techniques to deal with such problems as line, edge, and object detection, as well as image restoration and enhancement. By describing the basic principles of these techniques, and showing their use in specific situations, the book will facilitate the design of new algorithms for particular applications. It will be of great interest to graduate students and engineers in the field of image processing and pattern recognition.
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...
The value of travel time variance
DEFF Research Database (Denmark)
Fosgerau, Mogens; Engelson, Leonid
2011-01-01
This paper considers the value of travel time variability under scheduling preferences that are defined in terms of linearly time varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability...... that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can freely choose departure time and to travellers who use a scheduled service with fixed headway. Depending...... on parameters, travellers may be risk averse or risk seeking and the value of travel time may increase or decrease in the mean travel time....
Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.
Dazard, Jean-Eudes; Rao, J Sunil
2012-07-01
The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.
76 FR 78698 - Proposed Revocation of Permanent Variances
2011-12-19
... Administration (``OSHA'' or ``the Agency'') granted permanent variances to 24 companies engaged in the... DEPARTMENT OF LABOR Occupational Safety and Health Administration [Docket No. OSHA-2011-0054] Proposed Revocation of Permanent Variances AGENCY: Occupational Safety and Health Administration (OSHA...
variance components and genetic parameters for live weight
African Journals Online (AJOL)
admin
Against this background the present study estimated the (co)variance .... Starting values for the (co)variance components of two-trait models were ..... Estimates of genetic parameters for weaning weight of beef accounting for direct-maternal.
The Distribution of the Sample Minimum-Variance Frontier
Raymond Kan; Daniel R. Smith
2008-01-01
In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us t...
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability
DEFF Research Database (Denmark)
Rombouts, Jerome V.K.; Stentoft, Lars; Violante, Francesco
We develop a joint framework linking the physical variance and its risk neutral expectation implying variance risk premia that are persistent, appropriately reacting to changes in level and variability of the variance and naturally satisfying the sign constraint. Using option market data and real...... events and only marginally by the premium associated with normal price fluctuations....
[Perimetric changes in advanced glaucoma].
Feraru, Crenguta Ioana; Pantalon, Anca
2011-01-01
The evaluation of various perimetric aspects in advanced glaucoma stages correlated to morpho-functional changes. MATHERIAL AND METHOD: Retrospective clinical trial over a 10 months time period that included patients with advanced glaucoma stages, for which there have been recorded several computerised visual field tests (central 24-2 strategy, 10-2 strategy with either III or V--Goldman stimulus spot size) along with other morpho-funtional ocular paramaters: VA, lOP optic disk analysis. We included in our study 56 eyes from 45 patients. In most cases 89% it was an open angle glaucoma (either primary or secondary) Mean visual acuity was 0.45 +/- 0.28. Regarding the perimetric deficit 83% had advanced deficit, 9% moderate and 8% early visual changes. As perimetric type of defect we found a majority with general reduction of sensitivity (33 eyes) + ring shape scotoma. In 6 eyes (10.7%) having left only a central isle of vision we performed the central 10-2 strategy with III or V Goldmann stimulus spot size. Statistic analysis showed scarce correlation between the visual acuity and the quantitative perimetric parameters (MD and PSD), and variance analysis found present a multiple correlation parameter p = 0.07 that proves there is no liniary correspondence between the morpho-functional parameters: VA-MD(PSD) and C/D ratio. In advanced glaucoma stages, the perimetric changes are mostly severe. Perimetric evaluation is essential in these stages and needs to be individualised.
Gene set analysis using variance component tests.
Huang, Yen-Tsung; Lin, Xihong
2013-06-28
Gene set analyses have become increasingly important in genomic research, as many complex diseases are contributed jointly by alterations of numerous genes. Genes often coordinate together as a functional repertoire, e.g., a biological pathway/network and are highly correlated. However, most of the existing gene set analysis methods do not fully account for the correlation among the genes. Here we propose to tackle this important feature of a gene set to improve statistical power in gene set analyses. We propose to model the effects of an independent variable, e.g., exposure/biological status (yes/no), on multiple gene expression values in a gene set using a multivariate linear regression model, where the correlation among the genes is explicitly modeled using a working covariance matrix. We develop TEGS (Test for the Effect of a Gene Set), a variance component test for the gene set effects by assuming a common distribution for regression coefficients in multivariate linear regression models, and calculate the p-values using permutation and a scaled chi-square approximation. We show using simulations that type I error is protected under different choices of working covariance matrices and power is improved as the working covariance approaches the true covariance. The global test is a special case of TEGS when correlation among genes in a gene set is ignored. Using both simulation data and a published diabetes dataset, we show that our test outperforms the commonly used approaches, the global test and gene set enrichment analysis (GSEA). We develop a gene set analyses method (TEGS) under the multivariate regression framework, which directly models the interdependence of the expression values in a gene set using a working covariance. TEGS outperforms two widely used methods, GSEA and global test in both simulation and a diabetes microarray data.
Sensitivity analysis using contribution to sample variance plot: Application to a water hammer model
International Nuclear Information System (INIS)
Tarantola, S.; Kopustinskas, V.; Bolado-Lavin, R.; Kaliatka, A.; Ušpuras, E.; Vaišnoras, M.
2012-01-01
This paper presents “contribution to sample variance plot”, a natural extension of the “contribution to the sample mean plot”, which is a graphical tool for global sensitivity analysis originally proposed by Sinclair. These graphical tools have a great potential to display graphically sensitivity information given a generic input sample and its related model realizations. The contribution to the sample variance can be obtained at no extra computational cost, i.e. from the same points used for deriving the contribution to the sample mean and/or scatter-plots. The proposed approach effectively instructs the analyst on how to achieve a targeted reduction of the variance, by operating on the extremes of the input parameters' ranges. The approach is tested against a known benchmark for sensitivity studies, the Ishigami test function, and a numerical model simulating the behaviour of a water hammer effect in a piping system.
Regional sensitivity analysis using revised mean and variance ratio functions
International Nuclear Information System (INIS)
Wei, Pengfei; Lu, Zhenzhou; Ruan, Wenbin; Song, Jingwen
2014-01-01
The variance ratio function, derived from the contribution to sample variance (CSV) plot, is a regional sensitivity index for studying how much the output deviates from the original mean of model output when the distribution range of one input is reduced and to measure the contribution of different distribution ranges of each input to the variance of model output. In this paper, the revised mean and variance ratio functions are developed for quantifying the actual change of the model output mean and variance, respectively, when one reduces the range of one input. The connection between the revised variance ratio function and the original one is derived and discussed. It is shown that compared with the classical variance ratio function, the revised one is more suitable to the evaluation of model output variance due to reduced ranges of model inputs. A Monte Carlo procedure, which needs only a set of samples for implementing it, is developed for efficiently computing the revised mean and variance ratio functions. The revised mean and variance ratio functions are compared with the classical ones by using the Ishigami function. At last, they are applied to a planar 10-bar structure
Estimating the encounter rate variance in distance sampling
Fewster, R.M.; Buckland, S.T.; Burnham, K.P.; Borchers, D.L.; Jupp, P.E.; Laake, J.L.; Thomas, L.
2009-01-01
The dominant source of variance in line transect sampling is usually the encounter rate variance. Systematic survey designs are often used to reduce the true variability among different realizations of the design, but estimating the variance is difficult and estimators typically approximate the variance by treating the design as a simple random sample of lines. We explore the properties of different encounter rate variance estimators under random and systematic designs. We show that a design-based variance estimator improves upon the model-based estimator of Buckland et al. (2001, Introduction to Distance Sampling. Oxford: Oxford University Press, p. 79) when transects are positioned at random. However, if populations exhibit strong spatial trends, both estimators can have substantial positive bias under systematic designs. We show that poststratification is effective in reducing this bias. ?? 2008, The International Biometric Society.
Logistics Reduction: Heat Melt Compactor
National Aeronautics and Space Administration — The Advanced Exploration Systems (AES) Logistics Reduction (LR) project Heat Melt Compactor (HMC) technology is a waste management technology. Currently, there are...
Variance swap payoffs, risk premia and extreme market conditions
DEFF Research Database (Denmark)
Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco
This paper estimates the Variance Risk Premium (VRP) directly from synthetic variance swap payoffs. Since variance swap payoffs are highly volatile, we extract the VRP by using signal extraction techniques based on a state-space representation of our model in combination with a simple economic....... The latter variables and the VRP generate different return predictability on the major US indices. A factor model is proposed to extract a market VRP which turns out to be priced when considering Fama and French portfolios....
Towards a mathematical foundation of minimum-variance theory
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [COGS, Sussex University, Brighton (United Kingdom); Zhang Kewei [SMS, Sussex University, Brighton (United Kingdom); Wei Gang [Mathematical Department, Baptist University, Hong Kong (China)
2002-08-30
The minimum-variance theory which accounts for arm and eye movements with noise signal inputs was proposed by Harris and Wolpert (1998 Nature 394 780-4). Here we present a detailed theoretical analysis of the theory and analytical solutions of the theory are obtained. Furthermore, we propose a new version of the minimum-variance theory, which is more realistic for a biological system. For the new version we show numerically that the variance is considerably reduced. (author)
RR-Interval variance of electrocardiogram for atrial fibrillation detection
Nuryani, N.; Solikhah, M.; Nugoho, A. S.; Afdala, A.; Anzihory, E.
2016-11-01
Atrial fibrillation is a serious heart problem originated from the upper chamber of the heart. The common indication of atrial fibrillation is irregularity of R peak-to-R-peak time interval, which is shortly called RR interval. The irregularity could be represented using variance or spread of RR interval. This article presents a system to detect atrial fibrillation using variances. Using clinical data of patients with atrial fibrillation attack, it is shown that the variance of electrocardiographic RR interval are higher during atrial fibrillation, compared to the normal one. Utilizing a simple detection technique and variances of RR intervals, we find a good performance of atrial fibrillation detection.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
Energy Technology Data Exchange (ETDEWEB)
Ankirchner, Stefan, E-mail: ankirchner@hcm.uni-bonn.de [Rheinische Friedrich-Wilhelms-Universitaet Bonn, Institut fuer Angewandte Mathematik, Hausdorff Center for Mathematics (Germany); Dermoune, Azzouz, E-mail: Azzouz.Dermoune@math.univ-lille1.fr [Universite des Sciences et Technologies de Lille, Laboratoire Paul Painleve UMR CNRS 8524 (France)
2011-08-15
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Network Structure and Biased Variance Estimation in Respondent Driven Sampling.
Verdery, Ashton M; Mouw, Ted; Bauldry, Shawn; Mucha, Peter J
2015-01-01
This paper explores bias in the estimation of sampling variance in Respondent Driven Sampling (RDS). Prior methodological work on RDS has focused on its problematic assumptions and the biases and inefficiencies of its estimators of the population mean. Nonetheless, researchers have given only slight attention to the topic of estimating sampling variance in RDS, despite the importance of variance estimation for the construction of confidence intervals and hypothesis tests. In this paper, we show that the estimators of RDS sampling variance rely on a critical assumption that the network is First Order Markov (FOM) with respect to the dependent variable of interest. We demonstrate, through intuitive examples, mathematical generalizations, and computational experiments that current RDS variance estimators will always underestimate the population sampling variance of RDS in empirical networks that do not conform to the FOM assumption. Analysis of 215 observed university and school networks from Facebook and Add Health indicates that the FOM assumption is violated in every empirical network we analyze, and that these violations lead to substantially biased RDS estimators of sampling variance. We propose and test two alternative variance estimators that show some promise for reducing biases, but which also illustrate the limits of estimating sampling variance with only partial information on the underlying population social network.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
International Nuclear Information System (INIS)
Ankirchner, Stefan; Dermoune, Azzouz
2011-01-01
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Discrete time and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
International Nuclear Information System (INIS)
Roden, Eric E.
2001-01-01
Considering the broad influence that microbial Fe(III) oxide reduction can have on subsurface metal/organic contaminant biogeochemistry, understanding the mechanisms that control this process is critical for predicting the behavior and fate of these contaminants in anaerobic subsurface environments. Knowledge of the factors that influence the rates of growth and activity of Fe(III) oxide-reducing bacteria is critical for predicting (i.e., modeling) the long-term influence of these organisms on the fate of contaminants in the subsurface, and for effectively utilizing Fe(III) oxide reduction and associated geochemical affects for the purpose of subsurface metal/organic contamination bioremediation. This research project will refine existing models for microbiological and geochemical controls on Fe(III) oxide reduction, using laboratory reactor systems that mimic, to varying degrees, the physical and chemical conditions of the subsurface. Novel experimental methods for studying the kinetics of microbial Fe(III) oxide reduction and measuring growth rates of Fe(III) oxide-reducing bacteria will be developed. These new methodologies will be directly applicable to studies on subsurface contaminant transformations directly coupled to or influenced by microbial Fe(III) oxide reduction
Czech Academy of Sciences Publication Activity Database
Kaštánek, František; Maléterová, Ywetta; Kaštánek, P.
2007-01-01
Roč. 42, 7 (2007) , s. 1613-1625 ISSN 0149-6395 R&D Projects: GA MPO FI-IM3/050 Institutional research plan: CEZ:AV0Z40720504 Keywords : advanced oxidation * fenton reaction * consecutive aerobic biodegradation Subject RIV: CI - Industrial Chemistry, Chemical Engineering Impact factor: 1.048, year: 2007
ANALISIS PORTOFOLIO RESAMPLED EFFICIENT FRONTIER BERDASARKAN OPTIMASI MEAN-VARIANCE
Abdurakhman, Abdurakhman
2008-01-01
Keputusan alokasi asset yang tepat pada investasi portofolio dapat memaksimalkan keuntungan dan atau meminimalkan risiko. Metode yang sering dipakai dalam optimasi portofolio adalah metode Mean-Variance Markowitz. Dalam prakteknya, metode ini mempunyai kelemahan tidak terlalu stabil. Sedikit perubahan dalam estimasi parameter input menyebabkan perubahan besar pada komposisi portofolio. Untuk itu dikembangkan metode optimasi portofolio yang dapat mengatasi ketidakstabilan metode Mean-Variance ...
Capturing option anomalies with a variance-dependent pricing kernel
Christoffersen, P.; Heston, S.; Jacobs, K.
2013-01-01
We develop a GARCH option model with a variance premium by combining the Heston-Nandi (2000) dynamic with a new pricing kernel that nests Rubinstein (1976) and Brennan (1979). While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is
Realized range-based estimation of integrated variance
DEFF Research Database (Denmark)
Christensen, Kim; Podolskij, Mark
2007-01-01
We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is a...
Diagnostic checking in linear processes with infinit variance
Krämer, Walter; Runde, Ralf
1998-01-01
We consider empirical autocorrelations of residuals from infinite variance autoregressive processes. Unlike the finite-variance case, it emerges that the limiting distribution, after suitable normalization, is not always more concentrated around zero when residuals rather than true innovations are employed.
Evaluation of Mean and Variance Integrals without Integration
Joarder, A. H.; Omar, M. H.
2007-01-01
The mean and variance of some continuous distributions, in particular the exponentially decreasing probability distribution and the normal distribution, are considered. Since they involve integration by parts, many students do not feel comfortable. In this note, a technique is demonstrated for deriving mean and variance through differential…
Adjustment of heterogenous variances and a calving year effect in ...
African Journals Online (AJOL)
Data at the beginning and at the end of lactation period, have higher variances than tests in the middle of the lactation. Furthermore, first lactations have lower mean and variances compared to second and third lactations. This is a deviation from the basic assumptions required for the application of repeatability models.
Direct encoding of orientation variance in the visual system.
Norman, Liam J; Heywood, Charles A; Kentridge, Robert W
2015-01-01
Our perception of regional irregularity, an example of which is orientation variance, seems effortless when we view two patches of texture that differ in this attribute. Little is understood, however, of how the visual system encodes a regional statistic like orientation variance, but there is some evidence to suggest that it is directly encoded by populations of neurons tuned broadly to high or low levels. The present study shows that selective adaptation to low or high levels of variance results in a perceptual aftereffect that shifts the perceived level of variance of a subsequently viewed texture in the direction away from that of the adapting stimulus (Experiments 1 and 2). Importantly, the effect is durable across changes in mean orientation, suggesting that the encoding of orientation variance is independent of global first moment orientation statistics (i.e., mean orientation). In Experiment 3 it was shown that the variance-specific aftereffect did not show signs of being encoded in a spatiotopic reference frame, similar to the equivalent aftereffect of adaptation to the first moment orientation statistic (the tilt aftereffect), which is represented in the primary visual cortex and exists only in retinotopic coordinates. Experiment 4 shows that a neuropsychological patient with damage to ventral areas of the cortex but spared intact early areas retains sensitivity to orientation variance. Together these results suggest that orientation variance is encoded directly by the visual system and possibly at an early cortical stage.
Beyond the Mean: Sensitivities of the Variance of Population Growth.
Trotter, Meredith V; Krishna-Kumar, Siddharth; Tuljapurkar, Shripad
2013-03-01
Populations in variable environments are described by both a mean growth rate and a variance of stochastic population growth. Increasing variance will increase the width of confidence bounds around estimates of population size, growth, probability of and time to quasi-extinction. However, traditional sensitivity analyses of stochastic matrix models only consider the sensitivity of the mean growth rate. We derive an exact method for calculating the sensitivity of the variance in population growth to changes in demographic parameters. Sensitivities of the variance also allow a new sensitivity calculation for the cumulative probability of quasi-extinction. We apply this new analysis tool to an empirical dataset on at-risk polar bears to demonstrate its utility in conservation biology We find that in many cases a change in life history parameters will increase both the mean and variance of population growth of polar bears. This counterintuitive behaviour of the variance complicates predictions about overall population impacts of management interventions. Sensitivity calculations for cumulative extinction risk factor in changes to both mean and variance, providing a highly useful quantitative tool for conservation management. The mean stochastic growth rate and its sensitivities do not fully describe the dynamics of population growth. The use of variance sensitivities gives a more complete understanding of population dynamics and facilitates the calculation of new sensitivities for extinction processes.
Genotypic-specific variance in Caenorhabditis elegans lifetime fecundity.
Diaz, S Anaid; Viney, Mark
2014-06-01
Organisms live in heterogeneous environments, so strategies that maximze fitness in such environments will evolve. Variation in traits is important because it is the raw material on which natural selection acts during evolution. Phenotypic variation is usually thought to be due to genetic variation and/or environmentally induced effects. Therefore, genetically identical individuals in a constant environment should have invariant traits. Clearly, genetically identical individuals do differ phenotypically, usually thought to be due to stochastic processes. It is now becoming clear, especially from studies of unicellular species, that phenotypic variance among genetically identical individuals in a constant environment can be genetically controlled and that therefore, in principle, this can be subject to selection. However, there has been little investigation of these phenomena in multicellular species. Here, we have studied the mean lifetime fecundity (thus a trait likely to be relevant to reproductive success), and variance in lifetime fecundity, in recently-wild isolates of the model nematode Caenorhabditis elegans. We found that these genotypes differed in their variance in lifetime fecundity: some had high variance in fecundity, others very low variance. We find that this variance in lifetime fecundity was negatively related to the mean lifetime fecundity of the lines, and that the variance of the lines was positively correlated between environments. We suggest that the variance in lifetime fecundity may be a bet-hedging strategy used by this species.
On the Endogeneity of the Mean-Variance Efficient Frontier.
Somerville, R. A.; O'Connell, Paul G. J.
2002-01-01
Explains that the endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in portfolio selection literature and in widely used textbooks. Demonstrates endogeneity and discusses the impact of parameter changes on the mean-variance efficient frontier and on the beta coefficients of individual…
42 CFR 456.522 - Content of request for variance.
2010-10-01
... 42 Public Health 4 2010-10-01 2010-10-01 false Content of request for variance. 456.522 Section 456.522 Public Health CENTERS FOR MEDICARE & MEDICAID SERVICES, DEPARTMENT OF HEALTH AND HUMAN... perform UR within the time requirements for which the variance is requested and its good faith efforts to...
29 CFR 1905.5 - Effect of variances.
2010-07-01
...-STEIGER OCCUPATIONAL SAFETY AND HEALTH ACT OF 1970 General § 1905.5 Effect of variances. All variances... Regulations Relating to Labor (Continued) OCCUPATIONAL SAFETY AND HEALTH ADMINISTRATION, DEPARTMENT OF LABOR... concerning a proposed penalty or period of abatement is pending before the Occupational Safety and Health...
29 CFR 1904.38 - Variances from the recordkeeping rule.
2010-07-01
..., DEPARTMENT OF LABOR RECORDING AND REPORTING OCCUPATIONAL INJURIES AND ILLNESSES Other OSHA Injury and Illness... he or she finds appropriate. (iv) If the Assistant Secretary grants your variance petition, OSHA will... Secretary is reviewing your variance petition. (4) If I have already been cited by OSHA for not following...
Gender Variance and Educational Psychology: Implications for Practice
Yavuz, Carrie
2016-01-01
The area of gender variance appears to be more visible in both the media and everyday life. Within educational psychology literature gender variance remains underrepresented. The positioning of educational psychologists working across the three levels of child and family, school or establishment and education authority/council, means that they are…
Minimum Variance Portfolios in the Brazilian Equity Market
Directory of Open Access Journals (Sweden)
Alexandre Rubesam
2013-03-01
Full Text Available We investigate minimum variance portfolios in the Brazilian equity market using different methods to estimate the covariance matrix, from the simple model of using the sample covariance to multivariate GARCH models. We compare the performance of the minimum variance portfolios to those of the following benchmarks: (i the IBOVESPA equity index, (ii an equally-weighted portfolio, (iii the maximum Sharpe ratio portfolio and (iv the maximum growth portfolio. Our results show that the minimum variance portfolio has higher returns with lower risk compared to the benchmarks. We also consider long-short 130/30 minimum variance portfolios and obtain similar results. The minimum variance portfolio invests in relatively few stocks with low βs measured with respect to the IBOVESPA index, being easily replicable by individual and institutional investors alike.
Integrating mean and variance heterogeneities to identify differentially expressed genes.
Ouyang, Weiwei; An, Qiang; Zhao, Jinying; Qin, Huaizhen
2016-12-06
In functional genomics studies, tests on mean heterogeneity have been widely employed to identify differentially expressed genes with distinct mean expression levels under different experimental conditions. Variance heterogeneity (aka, the difference between condition-specific variances) of gene expression levels is simply neglected or calibrated for as an impediment. The mean heterogeneity in the expression level of a gene reflects one aspect of its distribution alteration; and variance heterogeneity induced by condition change may reflect another aspect. Change in condition may alter both mean and some higher-order characteristics of the distributions of expression levels of susceptible genes. In this report, we put forth a conception of mean-variance differentially expressed (MVDE) genes, whose expression means and variances are sensitive to the change in experimental condition. We mathematically proved the null independence of existent mean heterogeneity tests and variance heterogeneity tests. Based on the independence, we proposed an integrative mean-variance test (IMVT) to combine gene-wise mean heterogeneity and variance heterogeneity induced by condition change. The IMVT outperformed its competitors under comprehensive simulations of normality and Laplace settings. For moderate samples, the IMVT well controlled type I error rates, and so did existent mean heterogeneity test (i.e., the Welch t test (WT), the moderated Welch t test (MWT)) and the procedure of separate tests on mean and variance heterogeneities (SMVT), but the likelihood ratio test (LRT) severely inflated type I error rates. In presence of variance heterogeneity, the IMVT appeared noticeably more powerful than all the valid mean heterogeneity tests. Application to the gene profiles of peripheral circulating B raised solid evidence of informative variance heterogeneity. After adjusting for background data structure, the IMVT replicated previous discoveries and identified novel experiment
Comparing estimates of genetic variance across different relationship models.
Legarra, Andres
2016-02-01
Use of relationships between individuals to estimate genetic variances and heritabilities via mixed models is standard practice in human, plant and livestock genetics. Different models or information for relationships may give different estimates of genetic variances. However, comparing these estimates across different relationship models is not straightforward as the implied base populations differ between relationship models. In this work, I present a method to compare estimates of variance components across different relationship models. I suggest referring genetic variances obtained using different relationship models to the same reference population, usually a set of individuals in the population. Expected genetic variance of this population is the estimated variance component from the mixed model times a statistic, Dk, which is the average self-relationship minus the average (self- and across-) relationship. For most typical models of relationships, Dk is close to 1. However, this is not true for very deep pedigrees, for identity-by-state relationships, or for non-parametric kernels, which tend to overestimate the genetic variance and the heritability. Using mice data, I show that heritabilities from identity-by-state and kernel-based relationships are overestimated. Weighting these estimates by Dk scales them to a base comparable to genomic or pedigree relationships, avoiding wrong comparisons, for instance, "missing heritabilities". Copyright © 2015 Elsevier Inc. All rights reserved.
Variance computations for functional of absolute risk estimates.
Pfeiffer, R M; Petracci, E
2011-07-01
We present a simple influence function based approach to compute the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.
Estimating High-Frequency Based (Co-) Variances: A Unified Approach
DEFF Research Database (Denmark)
Voev, Valeri; Nolte, Ingmar
We propose a unified framework for estimating integrated variances and covariances based on simple OLS regressions, allowing for a general market microstructure noise specification. We show that our estimators can outperform, in terms of the root mean squared error criterion, the most recent...... and commonly applied estimators, such as the realized kernels of Barndorff-Nielsen, Hansen, Lunde & Shephard (2006), the two-scales realized variance of Zhang, Mykland & Aït-Sahalia (2005), the Hayashi & Yoshida (2005) covariance estimator, and the realized variance and covariance with the optimal sampling...
Meta-analysis of SNPs involved in variance heterogeneity using Levene's test for equal variances
Deng, Wei Q; Asma, Senay; Paré, Guillaume
2014-01-01
Meta-analysis is a commonly used approach to increase the sample size for genome-wide association searches when individual studies are otherwise underpowered. Here, we present a meta-analysis procedure to estimate the heterogeneity of the quantitative trait variance attributable to genetic variants using Levene's test without needing to exchange individual-level data. The meta-analysis of Levene's test offers the opportunity to combine the considerable sample size of a genome-wide meta-analysis to identify the genetic basis of phenotypic variability and to prioritize single-nucleotide polymorphisms (SNPs) for gene–gene and gene–environment interactions. The use of Levene's test has several advantages, including robustness to departure from the normality assumption, freedom from the influence of the main effects of SNPs, and no assumption of an additive genetic model. We conducted a meta-analysis of the log-transformed body mass index of 5892 individuals and identified a variant with a highly suggestive Levene's test P-value of 4.28E-06 near the NEGR1 locus known to be associated with extreme obesity. PMID:23921533
Comparison of variance estimators for metaanalysis of instrumental variable estimates
Schmidt, A. F.; Hingorani, A. D.; Jefferis, B. J.; White, J.; Groenwold, R. H H; Dudbridge, F.; Ben-Shlomo, Y.; Chaturvedi, N.; Engmann, J.; Hughes, A.; Humphries, S.; Hypponen, E.; Kivimaki, M.; Kuh, D.; Kumari, M.; Menon, U.; Morris, R.; Power, C.; Price, J.; Wannamethee, G.; Whincup, P.
2016-01-01
Background: Mendelian randomization studies perform instrumental variable (IV) analysis using genetic IVs. Results of individual Mendelian randomization studies can be pooled through meta-analysis. We explored how different variance estimators influence the meta-analysed IV estimate. Methods: Two
Capturing Option Anomalies with a Variance-Dependent Pricing Kernel
DEFF Research Database (Denmark)
Christoffersen, Peter; Heston, Steven; Jacobs, Kris
2013-01-01
We develop a GARCH option model with a new pricing kernel allowing for a variance premium. While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is nonmonotonic. A negative variance premium makes it U shaped. We present new semiparametric...... evidence to confirm this U-shaped relationship between the risk-neutral and physical probability densities. The new pricing kernel substantially improves our ability to reconcile the time-series properties of stock returns with the cross-section of option prices. It provides a unified explanation...... for the implied volatility puzzle, the overreaction of long-term options to changes in short-term variance, and the fat tails of the risk-neutral return distribution relative to the physical distribution....
Phenotypic variance explained by local ancestry in admixed African Americans.
Shriner, Daniel; Bentley, Amy R; Doumatey, Ayo P; Chen, Guanjie; Zhou, Jie; Adeyemo, Adebowale; Rotimi, Charles N
2015-01-01
We surveyed 26 quantitative traits and disease outcomes to understand the proportion of phenotypic variance explained by local ancestry in admixed African Americans. After inferring local ancestry as the number of African-ancestry chromosomes at hundreds of thousands of genotyped loci across all autosomes, we used a linear mixed effects model to estimate the variance explained by local ancestry in two large independent samples of unrelated African Americans. We found that local ancestry at major and polygenic effect genes can explain up to 20 and 8% of phenotypic variance, respectively. These findings provide evidence that most but not all additive genetic variance is explained by genetic markers undifferentiated by ancestry. These results also inform the proportion of health disparities due to genetic risk factors and the magnitude of error in association studies not controlling for local ancestry.
Allowable variance set on left ventricular function parameter
International Nuclear Information System (INIS)
Zhou Li'na; Qi Zhongzhi; Zeng Yu; Ou Xiaohong; Li Lin
2010-01-01
Purpose: To evaluate the influence of allowable Variance settings on left ventricular function parameter of the arrhythmia patients during gated myocardial perfusion imaging. Method: 42 patients with evident arrhythmia underwent myocardial perfusion SPECT, 3 different allowable variance with 20%, 60%, 100% would be set before acquisition for every patients,and they will be acquired simultaneously. After reconstruction by Astonish, end-diastole volume(EDV) and end-systolic volume (ESV) and left ventricular ejection fraction (LVEF) would be computed with Quantitative Gated SPECT(QGS). Using SPSS software EDV, ESV, EF values of analysis of variance. Result: there is no statistical difference between three groups. Conclusion: arrhythmia patients undergo Gated myocardial perfusion imaging, Allowable Variance settings on EDV, ESV, EF value does not have a statistical meaning. (authors)
Host nutrition alters the variance in parasite transmission potential.
Vale, Pedro F; Choisy, Marc; Little, Tom J
2013-04-23
The environmental conditions experienced by hosts are known to affect their mean parasite transmission potential. How different conditions may affect the variance of transmission potential has received less attention, but is an important question for disease management, especially if specific ecological contexts are more likely to foster a few extremely infectious hosts. Using the obligate-killing bacterium Pasteuria ramosa and its crustacean host Daphnia magna, we analysed how host nutrition affected the variance of individual parasite loads, and, therefore, transmission potential. Under low food, individual parasite loads showed similar mean and variance, following a Poisson distribution. By contrast, among well-nourished hosts, parasite loads were right-skewed and overdispersed, following a negative binomial distribution. Abundant food may, therefore, yield individuals causing potentially more transmission than the population average. Measuring both the mean and variance of individual parasite loads in controlled experimental infections may offer a useful way of revealing risk factors for potential highly infectious hosts.
Variance Function Partially Linear Single-Index Models1.
Lian, Heng; Liang, Hua; Carroll, Raymond J
2015-01-01
We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.
Variance estimation in the analysis of microarray data
Wang, Yuedong; Ma, Yanyuan; Carroll, Raymond J.
2009-01-01
Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing
Röring, Johan
2017-01-01
Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...
ASYMMETRY OF MARKET RETURNS AND THE MEAN VARIANCE FRONTIER
SENGUPTA, Jati K.; PARK, Hyung S.
1994-01-01
The hypothesis that the skewness and asymmetry have no significant impact on the mean variance frontier is found to be strongly violated by monthly U.S. data over the period January 1965 through December 1974. This result raises serious doubts whether the common market portifolios such as SP 500, value weighted and equal weighted returns can serve as suitable proxies for meanvariance efficient portfolios in the CAPM framework. A new test for assessing the impact of skewness on the variance fr...
Towards the ultimate variance-conserving convection scheme
International Nuclear Information System (INIS)
Os, J.J.A.M. van; Uittenbogaard, R.E.
2004-01-01
In the past various arguments have been used for applying kinetic energy-conserving advection schemes in numerical simulations of incompressible fluid flows. One argument is obeying the programmed dissipation by viscous stresses or by sub-grid stresses in Direct Numerical Simulation and Large Eddy Simulation, see e.g. [Phys. Fluids A 3 (7) (1991) 1766]. Another argument is that, according to e.g. [J. Comput. Phys. 6 (1970) 392; 1 (1966) 119], energy-conserving convection schemes are more stable i.e. by prohibiting a spurious blow-up of volume-integrated energy in a closed volume without external energy sources. In the above-mentioned references it is stated that nonlinear instability is due to spatial truncation rather than to time truncation and therefore these papers are mainly concerned with the spatial integration. In this paper we demonstrate that discretized temporal integration of a spatially variance-conserving convection scheme can induce non-energy conserving solutions. In this paper the conservation of the variance of a scalar property is taken as a simple model for the conservation of kinetic energy. In addition, the derivation and testing of a variance-conserving scheme allows for a clear definition of kinetic energy-conserving advection schemes for solving the Navier-Stokes equations. Consequently, we first derive and test a strictly variance-conserving space-time discretization for the convection term in the convection-diffusion equation. Our starting point is the variance-conserving spatial discretization of the convection operator presented by Piacsek and Williams [J. Comput. Phys. 6 (1970) 392]. In terms of its conservation properties, our variance-conserving scheme is compared to other spatially variance-conserving schemes as well as with the non-variance-conserving schemes applied in our shallow-water solver, see e.g. [Direct and Large-eddy Simulation Workshop IV, ERCOFTAC Series, Kluwer Academic Publishers, 2001, pp. 409-287
Cumulative prospect theory and mean variance analysis. A rigorous comparison
Hens, Thorsten; Mayer, Janos
2012-01-01
We compare asset allocations derived for cumulative prospect theory(CPT) based on two different methods: Maximizing CPT along the mean–variance efficient frontier and maximizing it without that restriction. We find that with normally distributed returns the difference is negligible. However, using standard asset allocation data of pension funds the difference is considerable. Moreover, with derivatives like call options the restriction to the mean-variance efficient frontier results in a siza...
Global Variance Risk Premium and Forex Return Predictability
Aloosh, Arash
2014-01-01
In a long-run risk model with stochastic volatility and frictionless markets, I express expected forex returns as a function of consumption growth variances and stock variance risk premiums (VRPs)—the difference between the risk-neutral and statistical expectations of market return variation. This provides a motivation for using the forward-looking information available in stock market volatility indices to predict forex returns. Empirically, I find that stock VRPs predict forex returns at a ...
Global Gravity Wave Variances from Aura MLS: Characteristics and Interpretation
2008-12-01
slight longitudinal variations, with secondary high- latitude peaks occurring over Greenland and Europe . As the QBO changes to the westerly phase, the...equatorial GW temperature variances from suborbital data (e.g., Eck- ermann et al. 1995). The extratropical wave variances are generally larger in the...emanating from tropopause altitudes, presumably radiated from tropospheric jet stream in- stabilities associated with baroclinic storm systems that
Temperature variance study in Monte-Carlo photon transport theory
International Nuclear Information System (INIS)
Giorla, J.
1985-10-01
We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case [fr
Mean-Variance Optimization in Markov Decision Processes
Mannor, Shie; Tsitsiklis, John N.
2011-01-01
We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomized or history-based policies can improve performance. We prove that the complexity of computing a policy that maximizes the mean reward under a variance constraint is NP-hard for some cases, and strongly NP-hard for others. We finally offer pseudo-polynomial exact and approximation algorithms.
The asymptotic variance of departures in critically loaded queues
Al Hanbali, Ahmad; Mandjes, M.R.H.; Nazarathy, Y.; Whitt, W.
2011-01-01
We consider the asymptotic variance of the departure counting process D(t) of the GI/G/1 queue; D(t) denotes the number of departures up to time t. We focus on the case where the system load ϱ equals 1, and prove that the asymptotic variance rate satisfies limt→∞varD(t) / t = λ(1 - 2 / π)(ca2 +
Variance and covariance calculations for nuclear materials accounting using ''MAVARIC''
International Nuclear Information System (INIS)
Nasseri, K.K.
1987-07-01
Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined
Variance estimation in the analysis of microarray data
Wang, Yuedong
2009-04-01
Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing to the small number of replications. Various methods have been proposed in the literature to overcome this lack of degrees of freedom problem. In this context, it is commonly observed that the variance increases proportionally with the intensity level, which has led many researchers to assume that the variance is a function of the mean. Here we concentrate on estimation of the variance as a function of an unknown mean in two models: the constant coefficient of variation model and the quadratic variance-mean model. Because the means are unknown and estimated with few degrees of freedom, naive methods that use the sample mean in place of the true mean are generally biased because of the errors-in-variables phenomenon. We propose three methods for overcoming this bias. The first two are variations on the theme of the so-called heteroscedastic simulation-extrapolation estimator, modified to estimate the variance function consistently. The third class of estimators is entirely different, being based on semiparametric information calculations. Simulations show the power of our methods and their lack of bias compared with the naive method that ignores the measurement error. The methodology is illustrated by using microarray data from leukaemia patients.
Why risk is not variance: an expository note.
Cox, Louis Anthony Tony
2008-08-01
Variance (or standard deviation) of return is widely used as a measure of risk in financial investment risk analysis applications, where mean-variance analysis is applied to calculate efficient frontiers and undominated portfolios. Why, then, do health, safety, and environmental (HS&E) and reliability engineering risk analysts insist on defining risk more flexibly, as being determined by probabilities and consequences, rather than simply by variances? This note suggests an answer by providing a simple proof that mean-variance decision making violates the principle that a rational decisionmaker should prefer higher to lower probabilities of receiving a fixed gain, all else being equal. Indeed, simply hypothesizing a continuous increasing indifference curve for mean-variance combinations at the origin is enough to imply that a decisionmaker must find unacceptable some prospects that offer a positive probability of gain and zero probability of loss. Unlike some previous analyses of limitations of variance as a risk metric, this expository note uses only simple mathematics and does not require the additional framework of von Neumann Morgenstern utility theory.
A versatile omnibus test for detecting mean and variance heterogeneity.
Cao, Ying; Wei, Peng; Bailey, Matthew; Kauwe, John S K; Maxwell, Taylor J
2014-01-01
Recent research has revealed loci that display variance heterogeneity through various means such as biological disruption, linkage disequilibrium (LD), gene-by-gene (G × G), or gene-by-environment interaction. We propose a versatile likelihood ratio test that allows joint testing for mean and variance heterogeneity (LRT(MV)) or either effect alone (LRT(M) or LRT(V)) in the presence of covariates. Using extensive simulations for our method and others, we found that all parametric tests were sensitive to nonnormality regardless of any trait transformations. Coupling our test with the parametric bootstrap solves this issue. Using simulations and empirical data from a known mean-only functional variant, we demonstrate how LD can produce variance-heterogeneity loci (vQTL) in a predictable fashion based on differential allele frequencies, high D', and relatively low r² values. We propose that a joint test for mean and variance heterogeneity is more powerful than a variance-only test for detecting vQTL. This takes advantage of loci that also have mean effects without sacrificing much power to detect variance only effects. We discuss using vQTL as an approach to detect G × G interactions and also how vQTL are related to relationship loci, and how both can create prior hypothesis for each other and reveal the relationships between traits and possibly between components of a composite trait.
Variance-based sensitivity indices for models with dependent inputs
International Nuclear Information System (INIS)
Mara, Thierry A.; Tarantola, Stefano
2012-01-01
Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and a univocal set of variance-based sensitivity indices is defined. In the present work, we propose a set of variance-based sensitivity indices to perform sensitivity analysis of models with dependent inputs. These measures allow us to distinguish between the mutual dependent contribution and the independent contribution of an input to the model response variance. Their definition relies on a specific orthogonalisation of the inputs and ANOVA-representations of the model output. In the applications, we show the interest of the new sensitivity indices for model simplification setting. - Highlights: ► Uncertainty and sensitivity analyses are of great help in engineering. ► Several methods exist to perform variance-based sensitivity analysis of model output with independent inputs. ► We define a set of variance-based sensitivity indices for models with dependent inputs. ► Inputs mutual contributions are distinguished from their independent contributions. ► Analytical and computational tests are performed and discussed.
Variance and covariance calculations for nuclear materials accounting using 'MAVARIC'
International Nuclear Information System (INIS)
Nasseri, K.K.
1987-01-01
Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined
Energy Technology Data Exchange (ETDEWEB)
NONE
1998-01-01
This report presents the results of a U.S. Department of Energy (DOE) Innovative Clean Coal Technology (ICCT) project demonstrating advanced wall-fired combustion techniques for the reduction of nitrogen oxide (NOx) emissions from coal-fired boilers. The project was conducted at Georgia Power Company`s Plant Hammond Unit 4 located near Rome, Georgia. The technologies demonstrated at this site include Foster Wheeler Energy Corporation`s advanced overfire air system and Controlled Flow/Split Flame low NOx burner. The primary objective of the demonstration at Hammond Unit 4 was to determine the long-term effects of commercially available wall-fired low NOx combustion technologies on NOx emissions and boiler performance. Short-term tests of each technology were also performed to provide engineering information about emissions and performance trends. A target of achieving fifty percent NOx reduction using combustion modifications was established for the project. Short-term and long-term baseline testing was conducted in an {open_quotes}as-found{close_quotes} condition from November 1989 through March 1990. Following retrofit of the AOFA system during a four-week outage in spring 1990, the AOFA configuration was tested from August 1990 through March 1991. The FWEC CF/SF low NOx burners were then installed during a seven-week outage starting on March 8, 1991 and continuing to May 5, 1991. Following optimization of the LNBs and ancillary combustion equipment by FWEC personnel, LNB testing commenced during July 1991 and continued until January 1992. Testing in the LNB+AOFA configuration was completed during August 1993. This report provides documentation on the design criteria used in the performance of this project as it pertains to the scope involved with the low NOx burners and advanced overfire systems.
Energy Technology Data Exchange (ETDEWEB)
Forney, M.; Ramaley, D. [Westinghouse Electric Company, Cranberry Township, PA (United States); Bryant, W. [Luminant Energy, Comanche Peak Nuclear Power Plant, Dallas, TX (United States)
2015-07-01
Advance Scale Conditioning Agent (ASCA) technology has been applied more than forty times worldwide since its inception in 2000. This technology has continually grown in popularity since its development due to the combination of several process benefits and minimal outage impacts. Comanche Peak Unit 2 applied a Top of Tubesheet (TTS) ASCA in 2014 for partial dissolution and softening of consolidated TTS collars. In addition to the ASCA application, a Consolidated Deposit Extraction (CODE) step was applied to the TTS. CODE is a chemical treatment technology that effectively targets and dissolves 'binding species' such as those containing aluminum and silicon from steam generator deposits. Since magnetite dissolution technologies are not wholly effective in removing consolidated TTS 'collars' CODE technology was developed to address this need in the industry. This paper will discuss both the Westinghouse and utility perspective on TTS ASCA/CODE application planning, site execution, and process results. (author)
CMB-S4 and the hemispherical variance anomaly
O'Dwyer, Márcio; Copi, Craig J.; Knox, Lloyd; Starkman, Glenn D.
2017-09-01
Cosmic microwave background (CMB) full-sky temperature data show a hemispherical asymmetry in power nearly aligned with the Ecliptic. In real space, this anomaly can be quantified by the temperature variance in the Northern and Southern Ecliptic hemispheres, with the Northern hemisphere displaying an anomalously low variance while the Southern hemisphere appears unremarkable [consistent with expectations from the best-fitting theory, Lambda Cold Dark Matter (ΛCDM)]. While this is a well-established result in temperature, the low signal-to-noise ratio in current polarization data prevents a similar comparison. This will change with a proposed ground-based CMB experiment, CMB-S4. With that in mind, we generate realizations of polarization maps constrained by the temperature data and predict the distribution of the hemispherical variance in polarization considering two different sky coverage scenarios possible in CMB-S4: full Ecliptic north coverage and just the portion of the North that can be observed from a ground-based telescope at the high Chilean Atacama plateau. We find that even in the set of realizations constrained by the temperature data, the low Northern hemisphere variance observed in temperature is not expected in polarization. Therefore, observing an anomalously low variance in polarization would make the hypothesis that the temperature anomaly is simply a statistical fluke more unlikely and thus increase the motivation for physical explanations. We show, within ΛCDM, how variance measurements in both sky coverage scenarios are related. We find that the variance makes for a good statistic in cases where the sky coverage is limited, however, full northern coverage is still preferable.
Directory of Open Access Journals (Sweden)
Richard Kones
2010-08-01
Full Text Available Richard KonesThe Cardiometabolic Research Institute, Houston, Texas, USAAbstract: The objectives in treating angina are relief of pain and prevention of disease progression through risk reduction. Mechanisms, indications, clinical forms, doses, and side effects of the traditional antianginal agents – nitrates, ß-blockers, and calcium channel blockers – are reviewed. A number of patients have contraindications or remain unrelieved from anginal discomfort with these drugs. Among newer alternatives, ranolazine, recently approved in the United States, indirectly prevents the intracellular calcium overload involved in cardiac ischemia and is a welcome addition to available treatments. None, however, are disease-modifying agents. Two options for refractory angina, enhanced external counterpulsation and spinal cord stimulation (SCS, are presented in detail. They are both well-studied and are effective means of treating at least some patients with this perplexing form of angina. Traditional modifiable risk factors for coronary artery disease (CAD – smoking, hypertension, dyslipidemia, diabetes, and obesity – account for most of the population-attributable risk. Individual therapy of high-risk patients differs from population-wide efforts to prevent risk factors from appearing or reducing their severity, in order to lower the national burden of disease. Current American College of Cardiology/American Heart Association guidelines to lower risk in patients with chronic angina are reviewed. The Clinical Outcomes Utilizing Revascularization and Aggressive Drug Evaluation (COURAGE trial showed that in patients with stable angina, optimal medical therapy alone and percutaneous coronary intervention (PCI with medical therapy were equal in preventing myocardial infarction and death. The integration of COURAGE results into current practice is discussed. For patients who are unstable, with very high risk, with left main coronary artery lesions, in
Directory of Open Access Journals (Sweden)
Bobrowska Alicja
2015-09-01
Full Text Available In constructions, the usefulness of modern technical diagnostics of stone as a raw material requires predicting the effects of long-term environmental impact of its qualities and geomechanical properties. The paper presents geomechanical research enabling presentation of the factors for strength loss of the stone and forecasting the rate of development of destructive phenomena on the stone structure on a long-time basis. As research material Turkish travertines were selected from the Denizli-Kaklık Basin (Pamukkale and Hierapolis quarries, which have been commonly used for centuries in global architecture. The rock material was subjected to testing of the impact of various environmental factors, as well as European standards recommended by the author of the research program. Their resistance to the crystallization of salts from aqueous solutions and the effects of SO2, as well as the effect of frost and high temperatures are presented. The studies allowed establishing the following quantitative indicators: the ultrasonic waves index (IVp and the strength reduction index (IRc. Reflections on the assessment of deterioration effects indicate that the most active factors decreasing travertine resistance in the aging process include frost and sulphur dioxide (SO2. Their negative influence is particularly intense when the stone material is already strongly weathered.
Genetic Variance in Homophobia: Evidence from Self- and Peer Reports.
Zapko-Willmes, Alexandra; Kandler, Christian
2018-01-01
The present twin study combined self- and peer assessments of twins' general homophobia targeting gay men in order to replicate previous behavior genetic findings across different rater perspectives and to disentangle self-rater-specific variance from common variance in self- and peer-reported homophobia (i.e., rater-consistent variance). We hypothesized rater-consistent variance in homophobia to be attributable to genetic and nonshared environmental effects, and self-rater-specific variance to be partially accounted for by genetic influences. A sample of 869 twins and 1329 peer raters completed a seven item scale containing cognitive, affective, and discriminatory homophobic tendencies. After correction for age and sex differences, we found most of the genetic contributions (62%) and significant nonshared environmental contributions (16%) to individual differences in self-reports on homophobia to be also reflected in peer-reported homophobia. A significant genetic component, however, was self-report-specific (38%), suggesting that self-assessments alone produce inflated heritability estimates to some degree. Different explanations are discussed.
How does variance in fertility change over the demographic transition?
Hruschka, Daniel J; Burger, Oskar
2016-04-19
Most work on the human fertility transition has focused on declines in mean fertility. However, understanding changes in the variance of reproductive outcomes can be equally important for evolutionary questions about the heritability of fertility, individual determinants of fertility and changing patterns of reproductive skew. Here, we document how variance in completed fertility among women (45-49 years) differs across 200 surveys in 72 low- to middle-income countries where fertility transitions are currently in progress at various stages. Nearly all (91%) of samples exhibit variance consistent with a Poisson process of fertility, which places systematic, and often severe, theoretical upper bounds on the proportion of variance that can be attributed to individual differences. In contrast to the pattern of total variance, these upper bounds increase from high- to mid-fertility samples, then decline again as samples move from mid to low fertility. Notably, the lowest fertility samples often deviate from a Poisson process. This suggests that as populations move to low fertility their reproduction shifts from a rate-based process to a focus on an ideal number of children. We discuss the implications of these findings for predicting completed fertility from individual-level variables. © 2016 The Author(s).
Energy Technology Data Exchange (ETDEWEB)
Chen, Jiangyao [State Key Laboratory of Organic Geochemistry and Guangdong Key Laboratory of Environmental Protection and Resources Utilization, Guangzhou Institute of Geochemistry, Chinese Academy of Sciences, Guangzhou 510640 (China); Huang, Yong [State Key Laboratory of Organic Geochemistry and Guangdong Key Laboratory of Environmental Protection and Resources Utilization, Guangzhou Institute of Geochemistry, Chinese Academy of Sciences, Guangzhou 510640 (China); University of Chinese Academy of Sciences, Beijing 100049 (China); Li, Guiying [State Key Laboratory of Organic Geochemistry and Guangdong Key Laboratory of Environmental Protection and Resources Utilization, Guangzhou Institute of Geochemistry, Chinese Academy of Sciences, Guangzhou 510640 (China); An, Taicheng, E-mail: antc99@gig.ac.cn [State Key Laboratory of Organic Geochemistry and Guangdong Key Laboratory of Environmental Protection and Resources Utilization, Guangzhou Institute of Geochemistry, Chinese Academy of Sciences, Guangzhou 510640 (China); Hu, Yunkun; Li, Yunlu [Guangzhou Longest Environmental Science and Technology Co., Ltd., Guangzhou 510660 (China)
2016-01-25
Highlights: • Pilot-scale investigation of VOCs removal during e-waste dismantling process. • EP-PC-ozonation integrated reactor show high and stable removal ability to VOCs. • Health risks of target VOCs decrease significantly after the treatment. - Abstract: Volatile organic compounds (VOCs) emitted during the electronic waste dismantling process (EWDP) were treated at a pilot scale, using integrated electrostatic precipitation (EP)-advanced oxidation technologies (AOTs, subsequent photocatalysis (PC) and ozonation). Although no obvious alteration was seen in VOC concentration and composition, EP technology removed 47.2% of total suspended particles, greatly reducing the negative effect of particles on subsequent AOTs. After the AOT treatment, average removal efficiencies of 95.7%, 95.4%, 87.4%, and 97.5% were achieved for aromatic hydrocarbons, aliphatic hydrocarbons, halogenated hydrocarbons, as well as nitrogen- and oxygen-containing compounds, respectively, over 60-day treatment period. Furthermore, high elimination capacities were also seen using hybrid technique of PC with ozonation; this was due to the PC unit’s high loading rates and excellent pre-treatment abilities, and the ozonation unit’s high elimination capacity. In addition, the non-cancer and cancer risks, as well as the occupational exposure cancer risk, for workers exposed to emitted VOCs in workshop were reduced dramatically after the integrated technique treatment. Results demonstrated that the integrated technique led to highly efficient and stable VOC removal from EWDP emissions at a pilot scale. This study points to an efficient approach for atmospheric purification and improving human health in e-waste recycling regions.
DEFF Research Database (Denmark)
Niebuhr, Oliver
2016-01-01
Managing and, ideally, explaining phonetic variation has ever since been a key issue in the speech sciences. In this context, the major contribution of Lindblom's H&H theory was to replace the futile search for invariance by an explainable variance based on the tug-of-war metaphor. Recent empiric...
Impact of Damping Uncertainty on SEA Model Response Variance
Schiller, Noah; Cabell, Randolph; Grosveld, Ferdinand
2010-01-01
Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.
Genetic and environmental variance in content dimensions of the MMPI.
Rose, R J
1988-08-01
To evaluate genetic and environmental variance in the Minnesota Multiphasic Personality Inventory (MMPI), I studied nine factor scales identified in the first item factor analysis of normal adult MMPIs in a sample of 820 adolescent and young adult co-twins. Conventional twin comparisons documented heritable variance in six of the nine MMPI factors (Neuroticism, Psychoticism, Extraversion, Somatic Complaints, Inadequacy, and Cynicism), whereas significant influence from shared environmental experience was found for four factors (Masculinity versus Femininity, Extraversion, Religious Orthodoxy, and Intellectual Interests). Genetic variance in the nine factors was more evident in results from twin sisters than those of twin brothers, and a developmental-genetic analysis, using hierarchical multiple regressions of double-entry matrixes of the twins' raw data, revealed that in four MMPI factor scales, genetic effects were significantly modulated by age or gender or their interaction during the developmental period from early adolescence to early adulthood.
A new variance stabilizing transformation for gene expression data analysis.
Kelmansky, Diana M; Martínez, Elena J; Leiva, Víctor
2013-12-01
In this paper, we introduce a new family of power transformations, which has the generalized logarithm as one of its members, in the same manner as the usual logarithm belongs to the family of Box-Cox power transformations. Although the new family has been developed for analyzing gene expression data, it allows a wider scope of mean-variance related data to be reached. We study the analytical properties of the new family of transformations, as well as the mean-variance relationships that are stabilized by using its members. We propose a methodology based on this new family, which includes a simple strategy for selecting the family member adequate for a data set. We evaluate the finite sample behavior of different classical and robust estimators based on this strategy by Monte Carlo simulations. We analyze real genomic data by using the proposed transformation to empirically show how the new methodology allows the variance of these data to be stabilized.
Pricing perpetual American options under multiscale stochastic elasticity of variance
International Nuclear Information System (INIS)
Yoon, Ji-Hun
2015-01-01
Highlights: • We study the effects of the stochastic elasticity of variance on perpetual American option. • Our SEV model consists of a fast mean-reverting factor and a slow mean-revering factor. • A slow scale factor has a very significant impact on the option price. • We analyze option price structures through the market prices of elasticity risk. - Abstract: This paper studies pricing the perpetual American options under a constant elasticity of variance type of underlying asset price model where the constant elasticity is replaced by a fast mean-reverting Ornstein–Ulenbeck process and a slowly varying diffusion process. By using a multiscale asymptotic analysis, we find the impact of the stochastic elasticity of variance on the option prices and the optimal exercise prices with respect to model parameters. Our results enhance the existing option price structures in view of flexibility and applicability through the market prices of elasticity risk
The mean and variance of phylogenetic diversity under rarefaction.
Nipperess, David A; Matsen, Frederick A
2013-06-01
Phylogenetic diversity (PD) depends on sampling depth, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD.We have derived exact formulae for the mean and variance of PD under rarefaction. We confirm that these formulae are correct by comparing exact solution mean and variance to that calculated by repeated random (Monte Carlo) subsampling of a dataset of stem counts of woody shrubs of Toohey Forest, Queensland, Australia. We also demonstrate the application of the method using two examples: identifying hotspots of mammalian diversity in Australasian ecoregions, and characterising the human vaginal microbiome.There is a very high degree of correspondence between the analytical and random subsampling methods for calculating mean and variance of PD under rarefaction, although the Monte Carlo method requires a large number of random draws to converge on the exact solution for the variance.Rarefaction of mammalian PD of ecoregions in Australasia to a common standard of 25 species reveals very different rank orderings of ecoregions, indicating quite different hotspots of diversity than those obtained for unrarefied PD. The application of these methods to the vaginal microbiome shows that a classical score used to quantify bacterial vaginosis is correlated with the shape of the rarefaction curve.The analytical formulae for the mean and variance of PD under rarefaction are both exact and more efficient than repeated subsampling. Rarefaction of PD allows for many applications where comparisons of samples of different depth is required.
Directory of Open Access Journals (Sweden)
Zinn Manfred
2011-04-01
Full Text Available Abstract Background The substitution of plastics based on fossil raw material by biodegradable plastics produced from renewable resources is of crucial importance in a context of oil scarcity and overflowing plastic landfills. One of the most promising organisms for the manufacturing of medium-chain-length polyhydroxyalkanoates (mcl-PHA is Pseudomonas putida KT2440 which can accumulate large amounts of polymer from cheap substrates such as glucose. Current research focuses on enhancing the strain production capacity and synthesizing polymers with novel material properties. Many of the corresponding protocols for strain engineering rely on the rifampicin-resistant variant, P. putida KT2442. However, it remains unclear whether these two strains can be treated as equivalent in terms of mcl-PHA production, as the underlying antibiotic resistance mechanism involves a modification in the RNA polymerase and thus has ample potential for interfering with global transcription. Results To assess PHA production in P. putida KT2440 and KT2442, we characterized the growth and PHA accumulation on three categories of substrate: PHA-related (octanoate, PHA-unrelated (gluconate and poor PHA substrate (citrate. The strains showed clear differences of growth rate on gluconate and citrate (reduction for KT2442 > 3-fold and > 1.5-fold, respectively but not on octanoate. In addition, P. putida KT2442 PHA-free biomass significantly decreased after nitrogen depletion on gluconate. In an attempt to narrow down the range of possible reasons for this different behavior, the uptake of gluconate and extracellular release of the oxidized product 2-ketogluconate were measured. The results suggested that the reason has to be an inefficient transport or metabolization of 2-ketogluconate while an alteration of gluconate uptake and conversion to 2-ketogluconate could be excluded. Conclusions The study illustrates that the recruitment of a pleiotropic mutation, whose effects might
Energy Technology Data Exchange (ETDEWEB)
Noam Lior; Stuart W. Churchill
2003-10-01
the Gordon Conference on Modern Development in Thermodynamics. The results obtained are very encouraging for the development of the RCSC as a commercial burner for significant reduction of NO{sub x} emissions, and highly warrants further study and development.
Variance estimation for sensitivity analysis of poverty and inequality measures
Directory of Open Access Journals (Sweden)
Christian Dudel
2017-04-01
Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.
Studying Variance in the Galactic Ultra-compact Binary Population
Larson, Shane; Breivik, Katelyn
2017-01-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations on week-long timescales, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Variance of a product with application to uranium estimation
International Nuclear Information System (INIS)
Lowe, V.W.; Waterman, M.S.
1976-01-01
The U in a container can either be determined directly by NDA or by estimating the weight of material in the container and the concentration of U in this material. It is important to examine the statistical properties of estimating the amount of U by multiplying the estimates of weight and concentration. The variance of the product determines the accuracy of the estimate of the amount of uranium. This paper examines the properties of estimates of the variance of the product of two random variables
Variance squeezing and entanglement of the XX central spin model
International Nuclear Information System (INIS)
El-Orany, Faisal A A; Abdalla, M Sebawe
2011-01-01
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
Asymptotic variance of grey-scale surface area estimators
DEFF Research Database (Denmark)
Svane, Anne Marie
Grey-scale local algorithms have been suggested as a fast way of estimating surface area from grey-scale digital images. Their asymptotic mean has already been described. In this paper, the asymptotic behaviour of the variance is studied in isotropic and sufficiently smooth settings, resulting...... in a general asymptotic bound. For compact convex sets with nowhere vanishing Gaussian curvature, the asymptotics can be described more explicitly. As in the case of volume estimators, the variance is decomposed into a lattice sum and an oscillating term of at most the same magnitude....
Variance squeezing and entanglement of the XX central spin model
Energy Technology Data Exchange (ETDEWEB)
El-Orany, Faisal A A [Department of Mathematics and Computer Science, Faculty of Science, Suez Canal University, Ismailia (Egypt); Abdalla, M Sebawe, E-mail: m.sebaweh@physics.org [Mathematics Department, College of Science, King Saud University PO Box 2455, Riyadh 11451 (Saudi Arabia)
2011-01-21
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
Shapiro, Lawrence
2018-04-01
Putnam's criticisms of the identity theory attack a straw man. Fodor's criticisms of reduction attack a straw man. Properly interpreted, Nagel offered a conception of reduction that captures everything a physicalist could want. I update Nagel, introducing the idea of overlap, and show why multiple realization poses no challenge to reduction so construed. Copyright © 2017 Elsevier Ltd. All rights reserved.
Models of Postural Control: Shared Variance in Joint and COM Motions.
Directory of Open Access Journals (Sweden)
Melissa C Kilby
Full Text Available This paper investigated the organization of the postural control system in human upright stance. To this aim the shared variance between joint and 3D total body center of mass (COM motions was analyzed using multivariate canonical correlation analysis (CCA. The CCA was performed as a function of established models of postural control that varied in their joint degrees of freedom (DOF, namely, an inverted pendulum ankle model (2DOF, ankle-hip model (4DOF, ankle-knee-hip model (5DOF, and ankle-knee-hip-neck model (7DOF. Healthy young adults performed various postural tasks (two-leg and one-leg quiet stances, voluntary AP and ML sway on a foam and rigid surface of support. Based on CCA model selection procedures, the amount of shared variance between joint and 3D COM motions and the cross-loading patterns we provide direct evidence of the contribution of multi-DOF postural control mechanisms to human balance. The direct model fitting of CCA showed that incrementing the DOFs in the model through to 7DOF was associated with progressively enhanced shared variance with COM motion. In the 7DOF model, the first canonical function revealed more active involvement of all joints during more challenging one leg stances and dynamic posture tasks. Furthermore, the shared variance was enhanced during the dynamic posture conditions, consistent with a reduction of dimension. This set of outcomes shows directly the degeneracy of multivariate joint regulation in postural control that is influenced by stance and surface of support conditions.
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
2014-01-01
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...
Analysis of Variance: What Is Your Statistical Software Actually Doing?
Li, Jian; Lomax, Richard G.
2011-01-01
Users assume statistical software packages produce accurate results. In this article, the authors systematically examined Statistical Package for the Social Sciences (SPSS) and Statistical Analysis System (SAS) for 3 analysis of variance (ANOVA) designs, mixed-effects ANOVA, fixed-effects analysis of covariance (ANCOVA), and nested ANOVA. For each…
Genetic variance components for residual feed intake and feed ...
African Journals Online (AJOL)
Feeding costs of animals is a major determinant of profitability in livestock production enterprises. Genetic selection to improve feed efficiency aims to reduce feeding cost in beef cattle and thereby improve profitability. This study estimated genetic (co)variances between weaning weight and other production, reproduction ...
Cumulative Prospect Theory, Option Returns, and the Variance Premium
Baele, Lieven; Driessen, Joost; Ebert, Sebastian; Londono Yarce, J.M.; Spalt, Oliver
The variance premium and the pricing of out-of-the-money (OTM) equity index options are major challenges to standard asset pricing models. We develop a tractable equilibrium model with Cumulative Prospect Theory (CPT) preferences that can overcome both challenges. The key insight is that the
Hydrograph variances over different timescales in hydropower production networks
Zmijewski, Nicholas; Wörman, Anders
2016-08-01
The operation of water reservoirs involves a spectrum of timescales based on the distribution of stream flow travel times between reservoirs, as well as the technical, environmental, and social constraints imposed on the operation. In this research, a hydrodynamically based description of the flow between hydropower stations was implemented to study the relative importance of wave diffusion on the spectrum of hydrograph variance in a regulated watershed. Using spectral decomposition of the effluence hydrograph of a watershed, an exact expression of the variance in the outflow response was derived, as a function of the trends of hydraulic and geomorphologic dispersion and management of production and reservoirs. We show that the power spectra of involved time-series follow nearly fractal patterns, which facilitates examination of the relative importance of wave diffusion and possible changes in production demand on the outflow spectrum. The exact spectral solution can also identify statistical bounds of future demand patterns due to limitations in storage capacity. The impact of the hydraulic description of the stream flow on the reservoir discharge was examined for a given power demand in River Dalälven, Sweden, as function of a stream flow Peclet number. The regulation of hydropower production on the River Dalälven generally increased the short-term variance in the effluence hydrograph, whereas wave diffusion decreased the short-term variance over periods of white noise) as a result of current production objectives.
Gravity interpretation of dipping faults using the variance analysis method
International Nuclear Information System (INIS)
Essa, Khalid S
2013-01-01
A new algorithm is developed to estimate simultaneously the depth and the dip angle of a buried fault from the normalized gravity gradient data. This algorithm utilizes numerical first horizontal derivatives computed from the observed gravity anomaly, using filters of successive window lengths to estimate the depth and the dip angle of a buried dipping fault structure. For a fixed window length, the depth is estimated using a least-squares sense for each dip angle. The method is based on computing the variance of the depths determined from all horizontal gradient anomaly profiles using the least-squares method for each dip angle. The minimum variance is used as a criterion for determining the correct dip angle and depth of the buried structure. When the correct dip angle is used, the variance of the depths is always less than the variances computed using wrong dip angles. The technique can be applied not only to the true residuals, but also to the measured Bouguer gravity data. The method is applied to synthetic data with and without random errors and two field examples from Egypt and Scotland. In all cases examined, the estimated depths and other model parameters are found to be in good agreement with the actual values. (paper)
Bounds for Tail Probabilities of the Sample Variance
Directory of Open Access Journals (Sweden)
Van Zuijlen M
2009-01-01
Full Text Available We provide bounds for tail probabilities of the sample variance. The bounds are expressed in terms of Hoeffding functions and are the sharpest known. They are designed having in mind applications in auditing as well as in processing data related to environment.
Robust estimation of the noise variance from background MR data
Sijbers, J.; Den Dekker, A.J.; Poot, D.; Bos, R.; Verhoye, M.; Van Camp, N.; Van der Linden, A.
2006-01-01
In the literature, many methods are available for estimation of the variance of the noise in magnetic resonance (MR) images. A commonly used method, based on the maximum of the background mode of the histogram, is revisited and a new, robust, and easy to use method is presented based on maximum
Stable limits for sums of dependent infinite variance random variables
DEFF Research Database (Denmark)
Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas
2011-01-01
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to hold are known in the literature. However, most of these...
Computing the Expected Value and Variance of Geometric Measures
DEFF Research Database (Denmark)
Staals, Frank; Tsirogiannis, Constantinos
2017-01-01
distance (MPD), the squared Euclidean distance from the centroid, and the diameter of the minimum enclosing disk. We also describe an efficient (1-e)-approximation algorithm for computing the mean and variance of the mean pairwise distance. We implemented three of our algorithms and we show that our...
Estimation of the additive and dominance variances in South African ...
African Journals Online (AJOL)
The objective of this study was to estimate dominance variance for number born alive (NBA), 21- day litter weight (LWT21) and interval between parities (FI) in South African Landrace pigs. A total of 26223 NBA, 21335 LWT21 and 16370 FI records were analysed. Bayesian analysis via Gibbs sampling was used to estimate ...
A note on minimum-variance theory and beyond
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [Department of Informatics, Sussex University, Brighton, BN1 9QH (United Kingdom); Tartaglia, Giangaetano [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy); Tirozzi, Brunello [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy)
2004-04-30
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons.
A Visual Model for the Variance and Standard Deviation
Orris, J. B.
2011-01-01
This paper shows how the variance and standard deviation can be represented graphically by looking at each squared deviation as a graphical object--in particular, as a square. A series of displays show how the standard deviation is the size of the average square.
Multidimensional adaptive testing with a minimum error-variance criterion
van der Linden, Willem J.
1997-01-01
The case of adaptive testing under a multidimensional logistic response model is addressed. An adaptive algorithm is proposed that minimizes the (asymptotic) variance of the maximum-likelihood (ML) estimator of a linear combination of abilities of interest. The item selection criterion is a simple
Asymptotics of variance of the lattice point count
Czech Academy of Sciences Publication Activity Database
Janáček, Jiří
2008-01-01
Roč. 58, č. 3 (2008), s. 751-758 ISSN 0011-4642 R&D Projects: GA AV ČR(CZ) IAA100110502 Institutional research plan: CEZ:AV0Z50110509 Keywords : point lattice * variance Subject RIV: BA - General Mathematics Impact factor: 0.210, year: 2008
Estimates of variance components for postweaning feed intake and ...
African Journals Online (AJOL)
Mike
2013-03-09
Mar 9, 2013 ... transformation of RFIp and RDGp to z-scores (mean = 0.0, variance = 1.0) and then ... generation pedigree (n = 9 653) used for this analysis. ..... Nkrumah, J.D., Basarab, J.A., Wang, Z., Li, C., Price, M.A., Okine, E.K., Crews Jr., ...
An observation on the variance of a predicted response in ...
African Journals Online (AJOL)
... these properties and computational simplicity. To avoid over fitting, along with the obvious advantage of having a simpler equation, it is shown that the addition of a variable to a regression equation does not reduce the variance of a predicted response. Key words: Linear regression; Partitioned matrix; Predicted response ...
An entropy approach to size and variance heterogeneity
Balasubramanyan, L.; Stefanou, S.E.; Stokes, J.R.
2012-01-01
In this paper, we investigate the effect of bank size differences on cost efficiency heterogeneity using a heteroskedastic stochastic frontier model. This model is implemented by using an information theoretic maximum entropy approach. We explicitly model both bank size and variance heterogeneity
The Threat of Common Method Variance Bias to Theory Building
Reio, Thomas G., Jr.
2010-01-01
The need for more theory building scholarship remains one of the pressing issues in the field of HRD. Researchers can employ quantitative, qualitative, and/or mixed methods to support vital theory-building efforts, understanding however that each approach has its limitations. The purpose of this article is to explore common method variance bias as…
Variance in parametric images: direct estimation from parametric projections
International Nuclear Information System (INIS)
Maguire, R.P.; Leenders, K.L.; Spyrou, N.M.
2000-01-01
Recent work has shown that it is possible to apply linear kinetic models to dynamic projection data in PET in order to calculate parameter projections. These can subsequently be back-projected to form parametric images - maps of parameters of physiological interest. Critical to the application of these maps, to test for significant changes between normal and pathophysiology, is an assessment of the statistical uncertainty. In this context, parametric images also include simple integral images from, e.g., [O-15]-water used to calculate statistical parametric maps (SPMs). This paper revisits the concept of parameter projections and presents a more general formulation of the parameter projection derivation as well as a method to estimate parameter variance in projection space, showing which analysis methods (models) can be used. Using simulated pharmacokinetic image data we show that a method based on an analysis in projection space inherently calculates the mathematically rigorous pixel variance. This results in an estimation which is as accurate as either estimating variance in image space during model fitting, or estimation by comparison across sets of parametric images - as might be done between individuals in a group pharmacokinetic PET study. The method based on projections has, however, a higher computational efficiency, and is also shown to be more precise, as reflected in smooth variance distribution images when compared to the other methods. (author)
40 CFR 268.44 - Variance from a treatment standard.
2010-07-01
... complete petition may be requested as needed to send to affected states and Regional Offices. (e) The... provide an opportunity for public comment. The final decision on a variance from a treatment standard will... than) the concentrations necessary to minimize short- and long-term threats to human health and the...
Application of effective variance method for contamination monitor calibration
International Nuclear Information System (INIS)
Goncalez, O.L.; Freitas, I.S.M. de.
1990-01-01
In this report, the calibration of a thin window Geiger-Muller type monitor for alpha superficial contamination is presented. The calibration curve is obtained by the method of the least-squares fitting with effective variance. The method and the approach for the calculation are briefly discussed. (author)
The VIX, the Variance Premium, and Expected Returns
DEFF Research Database (Denmark)
Osterrieder, Daniela Maria; Ventosa-Santaulària, Daniel; Vera-Valdés, Eduardo
2018-01-01
. These problems are eliminated if risk is captured by the variance premium (VP) instead; it is unobservable, however. We propose a 2SLS estimator that produces consistent estimates without observing the VP. Using this method, we find a positive risk–return trade-off and long-run return predictability. Our...
Some asymptotic theory for variance function smoothing | Kibua ...
African Journals Online (AJOL)
Simple selection of the smoothing parameter is suggested. Both homoscedastic and heteroscedastic regression models are considered. Keywords: Asymptotic, Smoothing, Kernel, Bandwidth, Bias, Variance, Mean squared error, Homoscedastic, Heteroscedastic. > East African Journal of Statistics Vol. 1 (1) 2005: pp. 9-22 ...
Variance-optimal hedging for processes with stationary independent increments
DEFF Research Database (Denmark)
Hubalek, Friedrich; Kallsen, J.; Krawczyk, L.
We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward recursion or backward stochastic differential equation, we...
Adaptive Nonparametric Variance Estimation for a Ratio Estimator ...
African Journals Online (AJOL)
Kernel estimators for smooth curves require modifications when estimating near end points of the support, both for practical and asymptotic reasons. The construction of such boundary kernels as solutions of variational problem is a difficult exercise. For estimating the error variance of a ratio estimator, we suggest an ...
A note on minimum-variance theory and beyond
International Nuclear Information System (INIS)
Feng Jianfeng; Tartaglia, Giangaetano; Tirozzi, Brunello
2004-01-01
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons
Handling nonnormality and variance heterogeneity for quantitative sublethal toxicity tests.
Ritz, Christian; Van der Vliet, Leana
2009-09-01
The advantages of using regression-based techniques to derive endpoints from environmental toxicity data are clear, and slowly, this superior analytical technique is gaining acceptance. As use of regression-based analysis becomes more widespread, some of the associated nuances and potential problems come into sharper focus. Looking at data sets that cover a broad spectrum of standard test species, we noticed that some model fits to data failed to meet two key assumptions-variance homogeneity and normality-that are necessary for correct statistical analysis via regression-based techniques. Failure to meet these assumptions often is caused by reduced variance at the concentrations showing severe adverse effects. Although commonly used with linear regression analysis, transformation of the response variable only is not appropriate when fitting data using nonlinear regression techniques. Through analysis of sample data sets, including Lemna minor, Eisenia andrei (terrestrial earthworm), and algae, we show that both the so-called Box-Cox transformation and use of the Poisson distribution can help to correct variance heterogeneity and nonnormality and so allow nonlinear regression analysis to be implemented. Both the Box-Cox transformation and the Poisson distribution can be readily implemented into existing protocols for statistical analysis. By correcting for nonnormality and variance heterogeneity, these two statistical tools can be used to encourage the transition to regression-based analysis and the depreciation of less-desirable and less-flexible analytical techniques, such as linear interpolation.
Molecular variance of the Tunisian almond germplasm assessed by ...
African Journals Online (AJOL)
The genetic variance analysis of 82 almond (Prunus dulcis Mill.) genotypes was performed using ten genomic simple sequence repeats (SSRs). A total of 50 genotypes from Tunisia including local landraces identified while prospecting the different sites of Bizerte and Sidi Bouzid (Northern and central parts) which are the ...
Starting design for use in variance exchange algorithms | Iwundu ...
African Journals Online (AJOL)
A new method of constructing the initial design for use in variance exchange algorithms is presented. The method chooses support points to go into the design as measures of distances of the support points from the centre of the geometric region and of permutation-invariant sets. The initial design is as close as possible to ...
Decomposition of variance in terms of conditional means
Directory of Open Access Journals (Sweden)
Alessandro Figà Talamanca
2013-05-01
Full Text Available Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables. We suggest that this approach be used to complement other existing techniques to study the interdependence of the variables involved. According to our method, the variance is expressed as a sum of orthogonal components, obtained as differences of conditional means, with respect to the qualitative characters. The resulting expression for the variance depends on the ordering in which the characters are considered. We suggest an algorithm which leads to an ordering which is deemed natural. The first set of data concerns the score achieved by a population of students on an entrance examination based on a multiple choice test with 30 questions. In this case the qualitative characters are dyadic and correspond to correct or incorrect answer to each question. The second set of data concerns the delay to obtain the degree for a population of graduates of Italian universities. The variance in this case is analyzed with respect to a set of seven specific qualitative characters of the population studied (gender, previous education, working condition, parent's educational level, field of study, etc..
A Hold-out method to correct PCA variance inflation
DEFF Research Database (Denmark)
Garcia-Moreno, Pablo; Artes-Rodriguez, Antonio; Hansen, Lars Kai
2012-01-01
In this paper we analyze the problem of variance inflation experienced by the PCA algorithm when working in an ill-posed scenario where the dimensionality of the training set is larger than its sample size. In an earlier article a correction method based on a Leave-One-Out (LOO) procedure...
Heterogeneity of variance and its implications on dairy cattle breeding
African Journals Online (AJOL)
Milk yield data (n = 12307) from 116 Holstein-Friesian herds were grouped into three production environments based on mean and standard deviation of herd 305-day milk yield and evaluated for within herd variation using univariate animal model procedures. Variance components were estimated by derivative free REML ...
Effects of Diversification of Assets on Mean and Variance | Jayeola ...
African Journals Online (AJOL)
Diversification is a means of minimizing risk and maximizing returns by investing in a variety of assets of the portfolio. This paper is written to determine the effects of diversification of three types of Assets; uncorrelated, perfectly correlated and perfectly negatively correlated assets on mean and variance. To go about this, ...
Perspective projection for variance pose face recognition from camera calibration
Fakhir, M. M.; Woo, W. L.; Chambers, J. A.; Dlay, S. S.
2016-04-01
Variance pose is an important research topic in face recognition. The alteration of distance parameters across variance pose face features is a challenging. We provide a solution for this problem using perspective projection for variance pose face recognition. Our method infers intrinsic camera parameters of the image which enable the projection of the image plane into 3D. After this, face box tracking and centre of eyes detection can be identified using our novel technique to verify the virtual face feature measurements. The coordinate system of the perspective projection for face tracking allows the holistic dimensions for the face to be fixed in different orientations. The training of frontal images and the rest of the poses on FERET database determine the distance from the centre of eyes to the corner of box face. The recognition system compares the gallery of images against different poses. The system initially utilises information on position of both eyes then focuses principally on closest eye in order to gather data with greater reliability. Differentiation between the distances and position of the right and left eyes is a unique feature of our work with our algorithm outperforming other state of the art algorithms thus enabling stable measurement in variance pose for each individual.
On zero variance Monte Carlo path-stretching schemes
International Nuclear Information System (INIS)
Lux, I.
1983-01-01
A zero variance path-stretching biasing scheme proposed for a special case by Dwivedi is derived in full generality. The procedure turns out to be the generalization of the exponential transform. It is shown that the biased game can be interpreted as an analog simulation procedure, thus saving some computational effort in comparison with the corresponding nonanalog game
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation
Hedging with stock index futures: downside risk versus the variance
Brouwer, F.; Nat, van der M.
1995-01-01
In this paper we investigate hedging a stock portfolio with stock index futures.Instead of defining the hedge ratio as the minimum variance hedge ratio, we considerseveral measures of downside risk: the semivariance according to Markowitz [ 19591 andthe various lower partial moments according to
The variance quadtree algorithm: use for spatial sampling design
Minasny, B.; McBratney, A.B.; Walvoort, D.J.J.
2007-01-01
Spatial sampling schemes are mainly developed to determine sampling locations that can cover the variation of environmental properties in the area of interest. Here we proposed the variance quadtree algorithm for sampling in an area with prior information represented as ancillary or secondary
Properties of realized variance under alternative sampling schemes
Oomen, R.C.A.
2006-01-01
This paper investigates the statistical properties of the realized variance estimator in the presence of market microstructure noise. Different from the existing literature, the analysis relies on a pure jump process for high frequency security prices and explicitly distinguishes among alternative
Variance component and heritability estimates of early growth traits ...
African Journals Online (AJOL)
as selection criteria for meat production in sheep (Anon, 1970; Olson et ai., 1976;. Lasslo et ai., 1985; Badenhorst et ai., 1991). If these traits are to be included in a breeding programme, accurate estimates of breeding values will be needed to optimize selection programmes. This requires a knowledge of variance and co-.
Variances in consumers prices of selected food Items among ...
African Journals Online (AJOL)
The study focused on the determination of variances among consumer prices of rice (local white), beans (white) and garri (yellow) in Watts, Okurikang and 8 Miles markets in southern zone of Cross River State. Completely randomized design was used to test the research hypothesis. Comparing the consumer prices of rice, ...
Age Differences in the Variance of Personality Characteristics
Czech Academy of Sciences Publication Activity Database
Mottus, R.; Allik, J.; Hřebíčková, Martina; Kööts-Ausmees, L.; Realo, A.
2016-01-01
Roč. 30, č. 1 (2016), s. 4-11 ISSN 0890-2070 R&D Projects: GA ČR GA13-25656S Institutional support: RVO:68081740 Keywords : variance * individual differences * personality * five-factor model Subject RIV: AN - Psychology Impact factor: 3.707, year: 2016
Variance in exposed perturbations impairs retention of visuomotor adaptation.
Canaveral, Cesar Augusto; Danion, Frédéric; Berrigan, Félix; Bernier, Pierre-Michel
2017-11-01
Sensorimotor control requires an accurate estimate of the state of the body. The brain optimizes state estimation by combining sensory signals with predictions of the sensory consequences of motor commands using a forward model. Given that both sensory signals and predictions are uncertain (i.e., noisy), the brain optimally weights the relative reliance on each source of information during adaptation. In support, it is known that uncertainty in the sensory predictions influences the rate and generalization of visuomotor adaptation. We investigated whether uncertainty in the sensory predictions affects the retention of a new visuomotor relationship. This was done by exposing three separate groups to a visuomotor rotation whose mean was common at 15° counterclockwise but whose variance around the mean differed (i.e., SD of 0°, 3.2°, or 4.5°). Retention was assessed by measuring the persistence of the adapted behavior in a no-vision phase. Results revealed that mean reach direction late in adaptation was similar across groups, suggesting it depended mainly on the mean of exposed rotations and was robust to differences in variance. However, retention differed across groups, with higher levels of variance being associated with a more rapid reversion toward nonadapted behavior. A control experiment ruled out the possibility that differences in retention were accounted for by differences in success rates. Exposure to variable rotations may have increased the uncertainty in sensory predictions, making the adapted forward model more labile and susceptible to change or decay. NEW & NOTEWORTHY The brain predicts the sensory consequences of motor commands through a forward model. These predictions are subject to uncertainty. We use visuomotor adaptation and modulate uncertainty in the sensory predictions by manipulating the variance in exposed rotations. Results reveal that variance does not influence the final extent of adaptation but selectively impairs the retention of
Some advances in importance sampling of reliability models based on zero variance approximation
Reijsbergen, D.P.; de Boer, Pieter-Tjerk; Scheinhardt, Willem R.W.; Juneja, Sandeep
We are interested in estimating, through simulation, the probability of entering a rare failure state before a regeneration state. Since this probability is typically small, we apply importance sampling. The method that we use is based on finding the most likely paths to failure. We present an
Adaptation to Variance of Stimuli in Drosophila Larva Navigation
Wolk, Jason; Gepner, Ruben; Gershow, Marc
In order to respond to stimuli that vary over orders of magnitude while also being capable of sensing very small changes, neural systems must be capable of rapidly adapting to the variance of stimuli. We study this adaptation in Drosophila larvae responding to varying visual signals and optogenetically induced fictitious odors using an infrared illuminated arena and custom computer vision software. Larval navigational decisions (when to turn) are modeled as the output a linear-nonlinear Poisson process. The development of the nonlinear turn rate in response to changes in variance is tracked using an adaptive point process filter determining the rate of adaptation to different stimulus profiles. Supported by NIH Grant 1DP2EB022359 and NSF Grant PHY-1455015.
PORTFOLIO COMPOSITION WITH MINIMUM VARIANCE: COMPARISON WITH MARKET BENCHMARKS
Directory of Open Access Journals (Sweden)
Daniel Menezes Cavalcante
2016-07-01
Full Text Available Portfolio optimization strategies are advocated as being able to allow the composition of stocks portfolios that provide returns above market benchmarks. This study aims to determine whether, in fact, portfolios based on the minimum variance strategy, optimized by the Modern Portfolio Theory, are able to achieve earnings above market benchmarks in Brazil. Time series of 36 securities traded on the BM&FBOVESPA have been analyzed in a long period of time (1999-2012, with sample windows of 12, 36, 60 and 120 monthly observations. The results indicated that the minimum variance portfolio performance is superior to market benchmarks (CDI and IBOVESPA in terms of return and risk-adjusted return, especially in medium and long-term investment horizons.
Compounding approach for univariate time series with nonstationary variances
Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich
2015-12-01
A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.
Variance inflation in high dimensional Support Vector Machines
DEFF Research Database (Denmark)
Abrahamsen, Trine Julie; Hansen, Lars Kai
2013-01-01
Many important machine learning models, supervised and unsupervised, are based on simple Euclidean distance or orthogonal projection in a high dimensional feature space. When estimating such models from small training sets we face the problem that the span of the training data set input vectors...... the case of Support Vector Machines (SVMS) and we propose a non-parametric scheme to restore proper generalizability. We illustrate the algorithm and its ability to restore performance on a wide range of benchmark data sets....... follow a different probability law with less variance. While the problem and basic means to reconstruct and deflate are well understood in unsupervised learning, the case of supervised learning is less well understood. We here investigate the effect of variance inflation in supervised learning including...
Robust LOD scores for variance component-based linkage analysis.
Blangero, J; Williams, J T; Almasy, L
2000-01-01
The variance component method is now widely used for linkage analysis of quantitative traits. Although this approach offers many advantages, the importance of the underlying assumption of multivariate normality of the trait distribution within pedigrees has not been studied extensively. Simulation studies have shown that traits with leptokurtic distributions yield linkage test statistics that exhibit excessive Type I error when analyzed naively. We derive analytical formulae relating the deviation from the expected asymptotic distribution of the lod score to the kurtosis and total heritability of the quantitative trait. A simple correction constant yields a robust lod score for any deviation from normality and for any pedigree structure, and effectively eliminates the problem of inflated Type I error due to misspecification of the underlying probability model in variance component-based linkage analysis.
Response variance in functional maps: neural darwinism revisited.
Directory of Open Access Journals (Sweden)
Hirokazu Takahashi
Full Text Available The mechanisms by which functional maps and map plasticity contribute to cortical computation remain controversial. Recent studies have revisited the theory of neural Darwinism to interpret the learning-induced map plasticity and neuronal heterogeneity observed in the cortex. Here, we hypothesize that the Darwinian principle provides a substrate to explain the relationship between neuron heterogeneity and cortical functional maps. We demonstrate in the rat auditory cortex that the degree of response variance is closely correlated with the size of its representational area. Further, we show that the response variance within a given population is altered through training. These results suggest that larger representational areas may help to accommodate heterogeneous populations of neurons. Thus, functional maps and map plasticity are likely to play essential roles in Darwinian computation, serving as effective, but not absolutely necessary, structures to generate diverse response properties within a neural population.
Response variance in functional maps: neural darwinism revisited.
Takahashi, Hirokazu; Yokota, Ryo; Kanzaki, Ryohei
2013-01-01
The mechanisms by which functional maps and map plasticity contribute to cortical computation remain controversial. Recent studies have revisited the theory of neural Darwinism to interpret the learning-induced map plasticity and neuronal heterogeneity observed in the cortex. Here, we hypothesize that the Darwinian principle provides a substrate to explain the relationship between neuron heterogeneity and cortical functional maps. We demonstrate in the rat auditory cortex that the degree of response variance is closely correlated with the size of its representational area. Further, we show that the response variance within a given population is altered through training. These results suggest that larger representational areas may help to accommodate heterogeneous populations of neurons. Thus, functional maps and map plasticity are likely to play essential roles in Darwinian computation, serving as effective, but not absolutely necessary, structures to generate diverse response properties within a neural population.
Replica approach to mean-variance portfolio optimization
Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre
2016-12-01
We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r = N/T optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.
Aircraft Noise Reduction Subproject Overview
Fernandez, Hamilton; Nark, Douglas M.; Van Zante, Dale E.
2016-01-01
The material presents highlights of propulsion and airframe noise research being completed for the Advanced Air Transport Technology Project. The basis of noise reduction plans along with representative work for the airframe, propulsion, and propulsion-airframe integration is discussed for the Aircraft Noise reduction Subproject.
Spatial analysis based on variance of moving window averages
Wu, B M; Subbarao, K V; Ferrandino, F J; Hao, J J
2006-01-01
A new method for analysing spatial patterns was designed based on the variance of moving window averages (VMWA), which can be directly calculated in geographical information systems or a spreadsheet program (e.g. MS Excel). Different types of artificial data were generated to test the method. Regardless of data types, the VMWA method correctly determined the mean cluster sizes. This method was also employed to assess spatial patterns in historical plant disease survey data encompassing both a...
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...
Efficient Scores, Variance Decompositions and Monte Carlo Swindles.
1984-08-28
to ;r Then a version .of Pythagoras ’ theorem gives the variance decomposition (6.1) varT var S var o(T-S) P P0 0 0 One way to see this is to note...complete sufficient statistics for (B, a) , and that the standard- ized residuals a(y - XB) 6 are ancillary. Basu’s sufficiency- ancillarity theorem
Variance-based sensitivity analysis for wastewater treatment plant modelling.
Cosenza, Alida; Mannina, Giorgio; Vanrolleghem, Peter A; Neumann, Marc B
2014-02-01
Global sensitivity analysis (GSA) is a valuable tool to support the use of mathematical models that characterise technical or natural systems. In the field of wastewater modelling, most of the recent applications of GSA use either regression-based methods, which require close to linear relationships between the model outputs and model factors, or screening methods, which only yield qualitative results. However, due to the characteristics of membrane bioreactors (MBR) (non-linear kinetics, complexity, etc.) there is an interest to adequately quantify the effects of non-linearity and interactions. This can be achieved with variance-based sensitivity analysis methods. In this paper, the Extended Fourier Amplitude Sensitivity Testing (Extended-FAST) method is applied to an integrated activated sludge model (ASM2d) for an MBR system including microbial product formation and physical separation processes. Twenty-one model outputs located throughout the different sections of the bioreactor and 79 model factors are considered. Significant interactions among the model factors are found. Contrary to previous GSA studies for ASM models, we find the relationship between variables and factors to be non-linear and non-additive. By analysing the pattern of the variance decomposition along the plant, the model factors having the highest variance contributions were identified. This study demonstrates the usefulness of variance-based methods in membrane bioreactor modelling where, due to the presence of membranes and different operating conditions than those typically found in conventional activated sludge systems, several highly non-linear effects are present. Further, the obtained results highlight the relevant role played by the modelling approach for MBR taking into account simultaneously biological and physical processes. © 2013.
The mean and variance of phylogenetic diversity under rarefaction
Nipperess, David A.; Matsen, Frederick A.
2013-01-01
Phylogenetic diversity (PD) depends on sampling intensity, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD. We have derived exact formulae for t...
On mean reward variance in semi-Markov processes
Czech Academy of Sciences Publication Activity Database
Sladký, Karel
2005-01-01
Roč. 62, č. 3 (2005), s. 387-397 ISSN 1432-2994 R&D Projects: GA ČR(CZ) GA402/05/0115; GA ČR(CZ) GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : Markov and semi-Markov processes with rewards * variance of cumulative reward * asymptotic behaviour Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.259, year: 2005
Mean-Variance Analysis in a Multiperiod Setting
Frauendorfer, Karl; Siede, Heiko
1997-01-01
Similar to the classical Markowitz approach it is possible to apply a mean-variance criterion to a multiperiod setting to obtain efficient portfolios. To represent the stochastic dynamic characteristics necessary for modelling returns a process of asset returns is discretized with respect to time and space and summarized in a scenario tree. The resulting optimization problem is solved by means of stochastic multistage programming. The optimal solutions show equivalent structural properties as...
Analytic solution to variance optimization with no short positions
Kondor, Imre; Papp, Gábor; Caccioli, Fabio
2017-12-01
We consider the variance portfolio optimization problem with a ban on short selling. We provide an analytical solution by means of the replica method for the case of a portfolio of independent, but not identically distributed, assets. We study the behavior of the solution as a function of the ratio r between the number N of assets and the length T of the time series of returns used to estimate risk. The no-short-selling constraint acts as an asymmetric \
The Reduction of Advanced Military Aircraft Noise
2011-12-01
presence of a mean velocity deficit, generated by the wake of the turbine center body, and the influence of the cooling flow that is introduced on t he...ntensities i n s ubsonic a nd s upersonic jets,” AGARD-CP-131, 1974, pp. 4.1–4.10. 19. Laufer, J ., Schlinker, R., and Kaplan , R . E . “Experiments on
Improved estimation of the variance in Monte Carlo criticality calculations
International Nuclear Information System (INIS)
Hoogenboom, J. Eduard
2008-01-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k eff results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k eff will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k eff are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
Improved estimation of the variance in Monte Carlo criticality calculations
Energy Technology Data Exchange (ETDEWEB)
Hoogenboom, J. Eduard [Delft University of Technology, Delft (Netherlands)
2008-07-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k{sub eff} results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k{sub eff} will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k{sub eff} are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
Institute of Scientific and Technical Information of China (English)
唐伟椿; 成守礼
1983-01-01
From Nov.,1975 to July,1982,80 cases(51 males and 29 females)of intussusceotion were operated on.Among them,31 rectal inflation reduction failed.49 cases were advanced intussusdeption including some small intestinal intussusception.66 cases were primary.62 children were aged under one.Most of them had either enlarged regional mesenteric lymph node or mobile cecum.14 had secondary intussusceptions,13 of whom aged over one.There were 5 cases of Meckel's diverticulum,4 polyps,4 ileal duplications and one allergic purpura complicated with hematoma in the anterior wall of the cecum.Manual reductions were accomplished in 58 patients,together with simultaneous appendectomy.No plication of the cecum was attempted nor relapse noted.Intestinal resection followed by anastomosis was performed in 22 cases for intestinal gangrene.While rectal inflation on two patients with intestinal perforation was not successful,surgical repair was performed immediately.Only one death due to preoperative pneumonia and chickenpox was recorded.Thus mortality rate was 1.25%.%@@ 肠套迭是婴儿常见的急腹症,自从应用空气灌肠治疗以来,早期肠套迭的整复治疗取得了肯定的疗效,显著地降低了手术率.但对于复杂型和晚期肠套迭的病例使用空气灌肠,不但难以奏效,而且往往发生危险,而仍需手术治疗.
A proxy for variance in dense matching over homogeneous terrain
Altena, Bas; Cockx, Liesbet; Goedemé, Toon
2014-05-01
Automation in photogrammetry and avionics have brought highly autonomous UAV mapping solutions on the market. These systems have great potential for geophysical research, due to their mobility and simplicity of work. Flight planning can be done on site and orientation parameters are estimated automatically. However, one major drawback is still present: if contrast is lacking, stereoscopy fails. Consequently, topographic information cannot be obtained precisely through photogrammetry for areas with low contrast. Even though more robustness is added in the estimation through multi-view geometry, a precise product is still lacking. For the greater part, interpolation is applied over these regions, where the estimation is constrained by uniqueness, its epipolar line and smoothness. Consequently, digital surface models are generated with an estimate of the topography, without holes but also without an indication of its variance. Every dense matching algorithm is based on a similarity measure. Our methodology uses this property to support the idea that if only noise is present, no correspondence can be detected. Therefore, the noise level is estimated in respect to the intensity signal of the topography (SNR) and this ratio serves as a quality indicator for the automatically generated product. To demonstrate this variance indicator, two different case studies were elaborated. The first study is situated at an open sand mine near the village of Kiezegem, Belgium. Two different UAV systems flew over the site. One system had automatic intensity regulation, and resulted in low contrast over the sandy interior of the mine. That dataset was used to identify the weak estimations of the topography and was compared with the data from the other UAV flight. In the second study a flight campaign with the X100 system was conducted along the coast near Wenduine, Belgium. The obtained images were processed through structure-from-motion software. Although the beach had a very low
Estimation of noise-free variance to measure heterogeneity.
Directory of Open Access Journals (Sweden)
Tilo Winkler
Full Text Available Variance is a statistical parameter used to characterize heterogeneity or variability in data sets. However, measurements commonly include noise, as random errors superimposed to the actual value, which may substantially increase the variance compared to a noise-free data set. Our aim was to develop and validate a method to estimate noise-free spatial heterogeneity of pulmonary perfusion using dynamic positron emission tomography (PET scans. On theoretical grounds, we demonstrate a linear relationship between the total variance of a data set derived from averages of n multiple measurements, and the reciprocal of n. Using multiple measurements with varying n yields estimates of the linear relationship including the noise-free variance as the constant parameter. In PET images, n is proportional to the number of registered decay events, and the variance of the image is typically normalized by the square of its mean value yielding a coefficient of variation squared (CV(2. The method was evaluated with a Jaszczak phantom as reference spatial heterogeneity (CV(r(2 for comparison with our estimate of noise-free or 'true' heterogeneity (CV(t(2. We found that CV(t(2 was only 5.4% higher than CV(r2. Additional evaluations were conducted on 38 PET scans of pulmonary perfusion using (13NN-saline injection. The mean CV(t(2 was 0.10 (range: 0.03-0.30, while the mean CV(2 including noise was 0.24 (range: 0.10-0.59. CV(t(2 was in average 41.5% of the CV(2 measured including noise (range: 17.8-71.2%. The reproducibility of CV(t(2 was evaluated using three repeated PET scans from five subjects. Individual CV(t(2 were within 16% of each subject's mean and paired t-tests revealed no difference among the results from the three consecutive PET scans. In conclusion, our method provides reliable noise-free estimates of CV(t(2 in PET scans, and may be useful for similar statistical problems in experimental data.
On the noise variance of a digital mammography system
International Nuclear Information System (INIS)
Burgess, Arthur
2004-01-01
A recent paper by Cooper et al. [Med. Phys. 30, 2614-2621 (2003)] contains some apparently anomalous results concerning the relationship between pixel variance and x-ray exposure for a digital mammography system. They found an unexpected peak in a display domain pixel variance plot as a function of 1/mAs (their Fig. 5) with a decrease in the range corresponding to high display data values, corresponding to low x-ray exposures. As they pointed out, if the detector response is linear in exposure and the transformation from raw to display data scales is logarithmic, then pixel variance should be a monotonically increasing function in the figure. They concluded that the total system transfer curve, between input exposure and display image data values, is not logarithmic over the full exposure range. They separated data analysis into two regions and plotted the logarithm of display image pixel variance as a function of the logarithm of the mAs used to produce the phantom images. They found a slope of minus one for high mAs values and concluded that the transfer function is logarithmic in this region. They found a slope of 0.6 for the low mAs region and concluded that the transfer curve was neither linear nor logarithmic for low exposure values. It is known that the digital mammography system investigated by Cooper et al. has a linear relationship between exposure and raw data values [Vedantham et al., Med. Phys. 27, 558-567 (2000)]. The purpose of this paper is to show that the variance effect found by Cooper et al. (their Fig. 5) arises because the transformation from the raw data scale (14 bits) to the display scale (12 bits), for the digital mammography system they investigated, is not logarithmic for raw data values less than about 300 (display data values greater than about 3300). At low raw data values the transformation is linear and prevents over-ranging of the display data scale. Parametric models for the two transformations will be presented. Results of pixel
Mulder, H A; Crump, R E; Calus, M P L; Veerkamp, R F
2013-01-01
In recent years, it has been shown that not only is the phenotype under genetic control, but also the environmental variance. Very little, however, is known about the genetic architecture of environmental variance. The main objective of this study was to unravel the genetic architecture of the mean and environmental variance of somatic cell score (SCS) by identifying genome-wide associations for mean and environmental variance of SCS in dairy cows and by quantifying the accuracy of genome-wide breeding values. Somatic cell score was used because previous research has shown that the environmental variance of SCS is partly under genetic control and reduction of the variance of SCS by selection is desirable. In this study, we used 37,590 single nucleotide polymorphism (SNP) genotypes and 46,353 test-day records of 1,642 cows at experimental research farms in 4 countries in Europe. We used a genomic relationship matrix in a double hierarchical generalized linear model to estimate genome-wide breeding values and genetic parameters. The estimated mean and environmental variance per cow was used in a Bayesian multi-locus model to identify SNP associated with either the mean or the environmental variance of SCS. Based on the obtained accuracy of genome-wide breeding values, 985 and 541 independent chromosome segments affecting the mean and environmental variance of SCS, respectively, were identified. Using a genomic relationship matrix increased the accuracy of breeding values relative to using a pedigree relationship matrix. In total, 43 SNP were significantly associated with either the mean (22) or the environmental variance of SCS (21). The SNP with the highest Bayes factor was on chromosome 9 (Hapmap31053-BTA-111664) explaining approximately 3% of the genetic variance of the environmental variance of SCS. Other significant SNP explained less than 1% of the genetic variance. It can be concluded that fewer genomic regions affect the environmental variance of SCS than the
Individual differences in personality traits reflect structural variance in specific brain regions.
Gardini, Simona; Cloninger, C Robert; Venneri, Annalena
2009-06-30
Personality dimensions such as novelty seeking (NS), harm avoidance (HA), reward dependence (RD) and persistence (PER) are said to be heritable, stable across time and dependent on genetic and neurobiological factors. Recently a better understanding of the relationship between personality traits and brain structures/systems has become possible due to advances in neuroimaging techniques. This Magnetic Resonance Imaging (MRI) study investigated if individual differences in these personality traits reflected structural variance in specific brain regions. A large sample of eighty five young adult participants completed the Three-dimensional Personality Questionnaire (TPQ) and had their brain imaged with MRI. A voxel-based correlation analysis was carried out between individuals' personality trait scores and grey matter volume values extracted from 3D brain scans. NS correlated positively with grey matter volume in frontal and posterior cingulate regions. HA showed a negative correlation with grey matter volume in orbito-frontal, occipital and parietal structures. RD was negatively correlated with grey matter volume in the caudate nucleus and in the rectal frontal gyrus. PER showed a positive correlation with grey matter volume in the precuneus, paracentral lobule and parahippocampal gyrus. These results indicate that individual differences in the main personality dimensions of NS, HA, RD and PER, may reflect structural variance in specific brain areas.
Female scarcity reduces women's marital ages and increases variance in men's marital ages.
Kruger, Daniel J; Fitzgerald, Carey J; Peterson, Tom
2010-08-05
When women are scarce in a population relative to men, they have greater bargaining power in romantic relationships and thus may be able to secure male commitment at earlier ages. Male motivation for long-term relationship commitment may also be higher, in conjunction with the motivation to secure a prospective partner before another male retains her. However, men may also need to acquire greater social status and resources to be considered marriageable. This could increase the variance in male marital age, as well as the average male marital age. We calculated the Operational Sex Ratio, and means, medians, and standard deviations in marital ages for women and men for the 50 largest Metropolitan Statistical Areas in the United States with 2000 U.S Census data. As predicted, where women are scarce they marry earlier on average. However, there was no significant relationship with mean male marital ages. The variance in male marital age increased with higher female scarcity, contrasting with a non-significant inverse trend for female marital age variation. These findings advance the understanding of the relationship between the OSR and marital patterns. We believe that these results are best accounted for by sex specific attributes of reproductive value and associated mate selection criteria, demonstrating the power of an evolutionary framework for understanding human relationships and demographic patterns.
Female Scarcity Reduces Women's Marital Ages and Increases Variance in Men's Marital Ages
Directory of Open Access Journals (Sweden)
Daniel J. Kruger
2010-07-01
Full Text Available When women are scarce in a population relative to men, they have greater bargaining power in romantic relationships and thus may be able to secure male commitment at earlier ages. Male motivation for long-term relationship commitment may also be higher, in conjunction with the motivation to secure a prospective partner before another male retains her. However, men may also need to acquire greater social status and resources to be considered marriageable. This could increase the variance in male marital age, as well as the average male marital age. We calculated the Operational Sex Ratio, and means, medians, and standard deviations in marital ages for women and men for the 50 largest Metropolitan Statistical Areas in the United States with 2000 U.S Census data. As predicted, where women are scarce they marry earlier on average. However, there was no significant relationship with mean male marital ages. The variance in male marital age increased with higher female scarcity, contrasting with a non-significant inverse trend for female marital age variation. These findings advance the understanding of the relationship between the OSR and marital patterns. We believe that these results are best accounted for by sex specific attributes of reproductive value and associated mate selection criteria, demonstrating the power of an evolutionary framework for understanding human relationships and demographic patterns.
An Empirical Temperature Variance Source Model in Heated Jets
Khavaran, Abbas; Bridges, James
2012-01-01
An acoustic analogy approach is implemented that models the sources of jet noise in heated jets. The equivalent sources of turbulent mixing noise are recognized as the differences between the fluctuating and Favre-averaged Reynolds stresses and enthalpy fluxes. While in a conventional acoustic analogy only Reynolds stress components are scrutinized for their noise generation properties, it is now accepted that a comprehensive source model should include the additional entropy source term. Following Goldstein s generalized acoustic analogy, the set of Euler equations are divided into two sets of equations that govern a non-radiating base flow plus its residual components. When the base flow is considered as a locally parallel mean flow, the residual equations may be rearranged to form an inhomogeneous third-order wave equation. A general solution is written subsequently using a Green s function method while all non-linear terms are treated as the equivalent sources of aerodynamic sound and are modeled accordingly. In a previous study, a specialized Reynolds-averaged Navier-Stokes (RANS) solver was implemented to compute the variance of thermal fluctuations that determine the enthalpy flux source strength. The main objective here is to present an empirical model capable of providing a reasonable estimate of the stagnation temperature variance in a jet. Such a model is parameterized as a function of the mean stagnation temperature gradient in the jet, and is evaluated using commonly available RANS solvers. The ensuing thermal source distribution is compared with measurements as well as computational result from a dedicated RANS solver that employs an enthalpy variance and dissipation rate model. Turbulent mixing noise predictions are presented for a wide range of jet temperature ratios from 1.0 to 3.20.
Double Minimum Variance Beamforming Method to Enhance Photoacoustic Imaging
Paridar, Roya; Mozaffarzadeh, Moein; Nasiriavanaki, Mohammadreza; Orooji, Mahdi
2018-01-01
One of the common algorithms used to reconstruct photoacoustic (PA) images is the non-adaptive Delay-and-Sum (DAS) beamformer. However, the quality of the reconstructed PA images obtained by DAS is not satisfying due to its high level of sidelobes and wide mainlobe. In contrast, adaptive beamformers, such as minimum variance (MV), result in an improved image compared to DAS. In this paper, a novel beamforming method, called Double MV (D-MV) is proposed to enhance the image quality compared to...
A Note on the Kinks at the Mean Variance Frontier
Vörös, J.; Kriens, J.; Strijbosch, L.W.G.
1997-01-01
In this paper the standard portfolio case with short sales restrictions is analyzed.Dybvig pointed out that if there is a kink at a risky portfolio on the efficient frontier, then the securities in this portfolio have equal expected return and the converse of this statement is false.For the existence of kinks at the efficient frontier the sufficient condition is given here and a new procedure is used to derive the efficient frontier, i.e. the characteristics of the mean variance frontier.
A guide to SPSS for analysis of variance
Levine, Gustav
2013-01-01
This book offers examples of programs designed for analysis of variance and related statistical tests of significance that can be run with SPSS. The reader may copy these programs directly, changing only the names or numbers of levels of factors according to individual needs. Ways of altering command specifications to fit situations with larger numbers of factors are discussed and illustrated, as are ways of combining program statements to request a variety of analyses in the same program. The first two chapters provide an introduction to the use of SPSS, Versions 3 and 4. General rules conce
Diffusion-Based Trajectory Observers with Variance Constraints
DEFF Research Database (Denmark)
Alcocer, Alex; Jouffroy, Jerome; Oliveira, Paulo
Diffusion-based trajectory observers have been recently proposed as a simple and efficient framework to solve diverse smoothing problems in underwater navigation. For instance, to obtain estimates of the trajectories of an underwater vehicle given position fixes from an acoustic positioning system...... of smoothing and is determined by resorting to trial and error. This paper presents a methodology to choose the observer gain by taking into account a priori information on the variance of the position measurement errors. Experimental results with data from an acoustic positioning system are presented...
A Fay-Herriot Model with Different Random Effect Variances
Czech Academy of Sciences Publication Activity Database
Hobza, Tomáš; Morales, D.; Herrador, M.; Esteban, M.D.
2011-01-01
Roč. 40, č. 5 (2011), s. 785-797 ISSN 0361-0926 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : small area estimation * Fay-Herriot model * Linear mixed model * Labor Force Survey Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.274, year: 2011 http://library.utia.cas.cz/separaty/2011/SI/hobza-a%20fay-herriot%20model%20with%20different%20random%20effect%20variances.pdf
Variance as a Leading Indicator of Regime Shift in Ecosystem Services
Directory of Open Access Journals (Sweden)
William A. Brock
2006-12-01
Full Text Available Many environmental conflicts involve pollutants such as greenhouse gas emissions that are dispersed through space and cause losses of ecosystem services. As pollutant emissions rise in one place, a spatial cascade of declining ecosystem services can spread across a larger landscape because of the dispersion of the pollutant. This paper considers the problem of anticipating such spatial regime shifts by monitoring time series of the pollutant or associated ecosystem services. Using such data, it is possible to construct indicators that rise sharply in advance of regime shifts. Specifically, the maximum eigenvalue of the variance-covariance matrix of the multivariate time series of pollutants and ecosystem services rises prior to the regime shift. No specific knowledge of the mechanisms underlying the regime shift is needed to construct the indicator. Such leading indicators of regime shifts could provide useful signals to management agencies or to investors in ecosystem service markets.
Mölder, Anna; Drury, Sarah; Costen, Nicholas; Hartshorne, Geraldine M; Czanner, Silvester
2015-02-01
Embryo selection in in vitro fertilization (IVF) treatment has traditionally been done manually using microscopy at intermittent time points during embryo development. Novel technique has made it possible to monitor embryos using time lapse for long periods of time and together with the reduced cost of data storage, this has opened the door to long-term time-lapse monitoring, and large amounts of image material is now routinely gathered. However, the analysis is still to a large extent performed manually, and images are mostly used as qualitative reference. To make full use of the increased amount of microscopic image material, (semi)automated computer-aided tools are needed. An additional benefit of automation is the establishment of standardization tools for embryo selection and transfer, making decisions more transparent and less subjective. Another is the possibility to gather and analyze data in a high-throughput manner, gathering data from multiple clinics and increasing our knowledge of early human embryo development. In this study, the extraction of data to automatically select and track spatio-temporal events and features from sets of embryo images has been achieved using localized variance based on the distribution of image grey scale levels. A retrospective cohort study was performed using time-lapse imaging data derived from 39 human embryos from seven couples, covering the time from fertilization up to 6.3 days. The profile of localized variance has been used to characterize syngamy, mitotic division and stages of cleavage, compaction, and blastocoel formation. Prior to analysis, focal plane and embryo location were automatically detected, limiting precomputational user interaction to a calibration step and usable for automatic detection of region of interest (ROI) regardless of the method of analysis. The results were validated against the opinion of clinical experts. © 2015 International Society for Advancement of Cytometry. © 2015 International
Parameter uncertainty effects on variance-based sensitivity analysis
International Nuclear Information System (INIS)
Yu, W.; Harris, T.J.
2009-01-01
In the past several years there has been considerable commercial and academic interest in methods for variance-based sensitivity analysis. The industrial focus is motivated by the importance of attributing variance contributions to input factors. A more complete understanding of these relationships enables companies to achieve goals related to quality, safety and asset utilization. In a number of applications, it is possible to distinguish between two types of input variables-regressive variables and model parameters. Regressive variables are those that can be influenced by process design or by a control strategy. With model parameters, there are typically no opportunities to directly influence their variability. In this paper, we propose a new method to perform sensitivity analysis through a partitioning of the input variables into these two groupings: regressive variables and model parameters. A sequential analysis is proposed, where first an sensitivity analysis is performed with respect to the regressive variables. In the second step, the uncertainty effects arising from the model parameters are included. This strategy can be quite useful in understanding process variability and in developing strategies to reduce overall variability. When this method is used for nonlinear models which are linear in the parameters, analytical solutions can be utilized. In the more general case of models that are nonlinear in both the regressive variables and the parameters, either first order approximations can be used, or numerically intensive methods must be used
Variance of indoor radon concentration: Major influencing factors
Energy Technology Data Exchange (ETDEWEB)
Yarmoshenko, I., E-mail: ivy@ecko.uran.ru [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation); Vasilyev, A.; Malinovsky, G. [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation); Bossew, P. [German Federal Office for Radiation Protection (BfS), Berlin (Germany); Žunić, Z.S. [Institute of Nuclear Sciences “Vinca”, University of Belgrade (Serbia); Onischenko, A.; Zhukovsky, M. [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation)
2016-01-15
Variance of radon concentration in dwelling atmosphere is analysed with regard to geogenic and anthropogenic influencing factors. Analysis includes review of 81 national and regional indoor radon surveys with varying sampling pattern, sample size and duration of measurements and detailed consideration of two regional surveys (Sverdlovsk oblast, Russia and Niška Banja, Serbia). The analysis of the geometric standard deviation revealed that main factors influencing the dispersion of indoor radon concentration over the territory are as follows: area of territory, sample size, characteristics of measurements technique, the radon geogenic potential, building construction characteristics and living habits. As shown for Sverdlovsk oblast and Niška Banja town the dispersion as quantified by GSD is reduced by restricting to certain levels of control factors. Application of the developed approach to characterization of the world population radon exposure is discussed. - Highlights: • Influence of lithosphere and anthroposphere on variance of indoor radon is found. • Level-by-level analysis reduces GSD by a factor of 1.9. • Worldwide GSD is underestimated.
Variance Component Selection With Applications to Microbiome Taxonomic Data
Directory of Open Access Journals (Sweden)
Jing Zhai
2018-03-01
Full Text Available High-throughput sequencing technology has enabled population-based studies of the role of the human microbiome in disease etiology and exposure response. Microbiome data are summarized as counts or composition of the bacterial taxa at different taxonomic levels. An important problem is to identify the bacterial taxa that are associated with a response. One method is to test the association of specific taxon with phenotypes in a linear mixed effect model, which incorporates phylogenetic information among bacterial communities. Another type of approaches consider all taxa in a joint model and achieves selection via penalization method, which ignores phylogenetic information. In this paper, we consider regression analysis by treating bacterial taxa at different level as multiple random effects. For each taxon, a kernel matrix is calculated based on distance measures in the phylogenetic tree and acts as one variance component in the joint model. Then taxonomic selection is achieved by the lasso (least absolute shrinkage and selection operator penalty on variance components. Our method integrates biological information into the variable selection problem and greatly improves selection accuracies. Simulation studies demonstrate the superiority of our methods versus existing methods, for example, group-lasso. Finally, we apply our method to a longitudinal microbiome study of Human Immunodeficiency Virus (HIV infected patients. We implement our method using the high performance computing language Julia. Software and detailed documentation are freely available at https://github.com/JingZhai63/VCselection.
Worldwide variance in the potential utilization of Gamma Knife radiosurgery.
Hamilton, Travis; Dade Lunsford, L
2016-12-01
OBJECTIVE The role of Gamma Knife radiosurgery (GKRS) has expanded worldwide during the past 3 decades. The authors sought to evaluate whether experienced users vary in their estimate of its potential use. METHODS Sixty-six current Gamma Knife users from 24 countries responded to an electronic survey. They estimated the potential role of GKRS for benign and malignant tumors, vascular malformations, and functional disorders. These estimates were compared with published disease epidemiological statistics and the 2014 use reports provided by the Leksell Gamma Knife Society (16,750 cases). RESULTS Respondents reported no significant variation in the estimated use in many conditions for which GKRS is performed: meningiomas, vestibular schwannomas, and arteriovenous malformations. Significant variance in the estimated use of GKRS was noted for pituitary tumors, craniopharyngiomas, and cavernous malformations. For many current indications, the authors found significant variance in GKRS users based in the Americas, Europe, and Asia. Experts estimated that GKRS was used in only 8.5% of the 196,000 eligible cases in 2014. CONCLUSIONS Although there was a general worldwide consensus regarding many major indications for GKRS, significant variability was noted for several more controversial roles. This expert opinion survey also suggested that GKRS is significantly underutilized for many current diagnoses, especially in the Americas. Future studies should be conducted to investigate health care barriers to GKRS for many patients.
Hidden temporal order unveiled in stock market volatility variance
Directory of Open Access Journals (Sweden)
Y. Shapira
2011-06-01
Full Text Available When analyzed by standard statistical methods, the time series of the daily return of financial indices appear to behave as Markov random series with no apparent temporal order or memory. This empirical result seems to be counter intuitive since investor are influenced by both short and long term past market behaviors. Consequently much effort has been devoted to unveil hidden temporal order in the market dynamics. Here we show that temporal order is hidden in the series of the variance of the stocks volatility. First we show that the correlation between the variances of the daily returns and means of segments of these time series is very large and thus cannot be the output of random series, unless it has some temporal order in it. Next we show that while the temporal order does not show in the series of the daily return, rather in the variation of the corresponding volatility series. More specifically, we found that the behavior of the shuffled time series is equivalent to that of a random time series, while that of the original time series have large deviations from the expected random behavior, which is the result of temporal structure. We found the same generic behavior in 10 different stock markets from 7 different countries. We also present analysis of specially constructed sequences in order to better understand the origin of the observed temporal order in the market sequences. Each sequence was constructed from segments with equal number of elements taken from algebraic distributions of three different slopes.
Waste Isolation Pilot Plant no-migration variance petition
International Nuclear Information System (INIS)
1990-01-01
Section 3004 of RCRA allows EPA to grant a variance from the land disposal restrictions when a demonstration can be made that, to a reasonable degree of certainty, there will be no migration of hazardous constituents from the disposal unit for as long as the waste remains hazardous. Specific requirements for making this demonstration are found in 40 CFR 268.6, and EPA has published a draft guidance document to assist petitioners in preparing a variance request. Throughout the course of preparing this petition, technical staff from DOE, EPA, and their contractors have met frequently to discuss and attempt to resolve issues specific to radioactive mixed waste and the WIPP facility. The DOE believes it meets or exceeds all requirements set forth for making a successful ''no-migration'' demonstration. The petition presents information under five general headings: (1) waste information; (2) site characterization; (3) facility information; (4) assessment of environmental impacts, including the results of waste mobility modeling; and (5) analysis of uncertainties. Additional background and supporting documentation is contained in the 15 appendices to the petition, as well as in an extensive addendum published in October 1989
Deterministic mean-variance-optimal consumption and investment
DEFF Research Database (Denmark)
Christiansen, Marcus; Steffensen, Mogens
2013-01-01
In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature that the consum......In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature...... that the consumption rate and the investment proportion are constrained to be deterministic processes. As a result we get rid of a series of unwanted features of the stochastic solution including diffusive consumption, satisfaction points and consistency problems. Deterministic strategies typically appear in unit......-linked life insurance contracts, where the life-cycle investment strategy is age dependent but wealth independent. We explain how optimal deterministic strategies can be found numerically and present an example from life insurance where we compare the optimal solution with suboptimal deterministic strategies...
MENENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL CONDITIONAL MEAN VARIANCE
Directory of Open Access Journals (Sweden)
I GEDE ERY NISCAHYANA
2016-08-01
Full Text Available When the returns of stock prices show the existence of autocorrelation and heteroscedasticity, then conditional mean variance models are suitable method to model the behavior of the stocks. In this thesis, the implementation of the conditional mean variance model to the autocorrelated and heteroscedastic return was discussed. The aim of this thesis was to assess the effect of the autocorrelated and heteroscedastic returns to the optimal solution of a portfolio. The margin of four stocks, Fortune Mate Indonesia Tbk (FMII.JK, Bank Permata Tbk (BNLI.JK, Suryamas Dutamakmur Tbk (SMDM.JK dan Semen Gresik Indonesia Tbk (SMGR.JK were estimated by GARCH(1,1 model with standard innovations following the standard normal distribution and the t-distribution. The estimations were used to construct a portfolio. The portfolio optimal was found when the standard innovation used was t-distribution with the standard deviation of 1.4532 and the mean of 0.8023 consisting of 0.9429 (94% of FMII stock, 0.0473 (5% of BNLI stock, 0% of SMDM stock, 1% of SMGR stock.
Variance decomposition-based sensitivity analysis via neural networks
International Nuclear Information System (INIS)
Marseguerra, Marzio; Masini, Riccardo; Zio, Enrico; Cojazzi, Giacomo
2003-01-01
This paper illustrates a method for efficiently performing multiparametric sensitivity analyses of the reliability model of a given system. These analyses are of great importance for the identification of critical components in highly hazardous plants, such as the nuclear or chemical ones, thus providing significant insights for their risk-based design and management. The technique used to quantify the importance of a component parameter with respect to the system model is based on a classical decomposition of the variance. When the model of the system is realistically complicated (e.g. by aging, stand-by, maintenance, etc.), its analytical evaluation soon becomes impractical and one is better off resorting to Monte Carlo simulation techniques which, however, could be computationally burdensome. Therefore, since the variance decomposition method requires a large number of system evaluations, each one to be performed by Monte Carlo, the need arises for possibly substituting the Monte Carlo simulation model with a fast, approximated, algorithm. Here we investigate an approach which makes use of neural networks appropriately trained on the results of a Monte Carlo system reliability/availability evaluation to quickly provide with reasonable approximation, the values of the quantities of interest for the sensitivity analyses. The work was a joint effort between the Department of Nuclear Engineering of the Polytechnic of Milan, Italy, and the Institute for Systems, Informatics and Safety, Nuclear Safety Unit of the Joint Research Centre in Ispra, Italy which sponsored the project
Concentration variance decay during magma mixing: a volcanic chronometer.
Perugini, Diego; De Campos, Cristina P; Petrelli, Maurizio; Dingwell, Donald B
2015-09-21
The mixing of magmas is a common phenomenon in explosive eruptions. Concentration variance is a useful metric of this process and its decay (CVD) with time is an inevitable consequence during the progress of magma mixing. In order to calibrate this petrological/volcanological clock we have performed a time-series of high temperature experiments of magma mixing. The results of these experiments demonstrate that compositional variance decays exponentially with time. With this calibration the CVD rate (CVD-R) becomes a new geochronometer for the time lapse from initiation of mixing to eruption. The resultant novel technique is fully independent of the typically unknown advective history of mixing - a notorious uncertainty which plagues the application of many diffusional analyses of magmatic history. Using the calibrated CVD-R technique we have obtained mingling-to-eruption times for three explosive volcanic eruptions from Campi Flegrei (Italy) in the range of tens of minutes. These in turn imply ascent velocities of 5-8 meters per second. We anticipate the routine application of the CVD-R geochronometer to the eruptive products of active volcanoes in future in order to constrain typical "mixing to eruption" time lapses such that monitoring activities can be targeted at relevant timescales and signals during volcanic unrest.
Mean-Variance-Validation Technique for Sequential Kriging Metamodels
International Nuclear Information System (INIS)
Lee, Tae Hee; Kim, Ho Sung
2010-01-01
The rigorous validation of the accuracy of metamodels is an important topic in research on metamodel techniques. Although a leave-k-out cross-validation technique involves a considerably high computational cost, it cannot be used to measure the fidelity of metamodels. Recently, the mean 0 validation technique has been proposed to quantitatively determine the accuracy of metamodels. However, the use of mean 0 validation criterion may lead to premature termination of a sampling process even if the kriging model is inaccurate. In this study, we propose a new validation technique based on the mean and variance of the response evaluated when sequential sampling method, such as maximum entropy sampling, is used. The proposed validation technique is more efficient and accurate than the leave-k-out cross-validation technique, because instead of performing numerical integration, the kriging model is explicitly integrated to accurately evaluate the mean and variance of the response evaluated. The error in the proposed validation technique resembles a root mean squared error, thus it can be used to determine a stop criterion for sequential sampling of metamodels
PET image reconstruction: mean, variance, and optimal minimax criterion
International Nuclear Information System (INIS)
Liu, Huafeng; Guo, Min; Gao, Fei; Shi, Pengcheng; Xue, Liying; Nie, Jing
2015-01-01
Given the noise nature of positron emission tomography (PET) measurements, it is critical to know the image quality and reliability as well as expected radioactivity map (mean image) for both qualitative interpretation and quantitative analysis. While existing efforts have often been devoted to providing only the reconstructed mean image, we present a unified framework for joint estimation of the mean and corresponding variance of the radioactivity map based on an efficient optimal min–max criterion. The proposed framework formulates the PET image reconstruction problem to be a transformation from system uncertainties to estimation errors, where the minimax criterion is adopted to minimize the estimation errors with possibly maximized system uncertainties. The estimation errors, in the form of a covariance matrix, express the measurement uncertainties in a complete way. The framework is then optimized by ∞-norm optimization and solved with the corresponding H ∞ filter. Unlike conventional statistical reconstruction algorithms, that rely on the statistical modeling methods of the measurement data or noise, the proposed joint estimation stands from the point of view of signal energies and can handle from imperfect statistical assumptions to even no a priori statistical assumptions. The performance and accuracy of reconstructed mean and variance images are validated using Monte Carlo simulations. Experiments on phantom scans with a small animal PET scanner and real patient scans are also conducted for assessment of clinical potential. (paper)
Argentine Population Genetic Structure: Large Variance in Amerindian Contribution
Seldin, Michael F.; Tian, Chao; Shigeta, Russell; Scherbarth, Hugo R.; Silva, Gabriel; Belmont, John W.; Kittles, Rick; Gamron, Susana; Allevi, Alberto; Palatnik, Simon A.; Alvarellos, Alejandro; Paira, Sergio; Caprarulo, Cesar; Guillerón, Carolina; Catoggio, Luis J.; Prigione, Cristina; Berbotto, Guillermo A.; García, Mercedes A.; Perandones, Carlos E.; Pons-Estel, Bernardo A.; Alarcon-Riquelme, Marta E.
2011-01-01
Argentine population genetic structure was examined using a set of 78 ancestry informative markers (AIMs) to assess the contributions of European, Amerindian, and African ancestry in 94 individuals members of this population. Using the Bayesian clustering algorithm STRUCTURE, the mean European contribution was 78%, the Amerindian contribution was 19.4%, and the African contribution was 2.5%. Similar results were found using weighted least mean square method: European, 80.2%; Amerindian, 18.1%; and African, 1.7%. Consistent with previous studies the current results showed very few individuals (four of 94) with greater than 10% African admixture. Notably, when individual admixture was examined, the Amerindian and European admixture showed a very large variance and individual Amerindian contribution ranged from 1.5 to 84.5% in the 94 individual Argentine subjects. These results indicate that admixture must be considered when clinical epidemiology or case control genetic analyses are studied in this population. Moreover, the current study provides a set of informative SNPs that can be used to ascertain or control for this potentially hidden stratification. In addition, the large variance in admixture proportions in individual Argentine subjects shown by this study suggests that this population is appropriate for future admixture mapping studies. PMID:17177183
Modality-Driven Classification and Visualization of Ensemble Variance
Energy Technology Data Exchange (ETDEWEB)
Bensema, Kevin; Gosink, Luke; Obermaier, Harald; Joy, Kenneth I.
2016-10-01
Paper for the IEEE Visualization Conference Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space.
Hakky, Tariq S; Martinez, Daniel; Yang, Christopher; Carrion, Rafael E
2015-01-01
Here we present the first video demonstration of reduction corporoplasty in the management of phallic disfigurement in a 17 year old man with a history sickle cell disease and priapism. Surgical management of aneurysmal dilation of the corpora has yet to be defined in the literature. We preformed bilateral elliptical incisions over the lateral corpora as management of aneurysmal dilation of the corpora to correct phallic disfigurement. The patient tolerated the procedure well and has resolution of his corporal disfigurement. Reduction corporoplasty using bilateral lateral elliptical incisions in the management of aneurysmal dilation of the corpora is a safe an feasible operation in the management of phallic disfigurement.
Energy Technology Data Exchange (ETDEWEB)
1993-08-17
This report presents results from the third phase of an Innovative Clean Coal Technology (ICC-1) project demonstrating advanced tangentially-fired combustion techniques for the reduction of nitrogen oxide (NO{sub x}) emissions from a coal-fired boiler. The purpose of this project was to study the NO{sub x} emissions characteristics of ABB Combustion Engineering`s (ABB CE) Low NO{sub x} Concentric Firing System (LNCFS) Levels I, II, and III. These technologies were installed and tested in a stepwise fashion at Gulf Power Company`s Plant Lansing Smith Unit 2. The objective of this report is to provide the results from Phase III. During that phase, Levels I and III of the ABB C-E Services Low NO{sub x} Concentric Firing System were tested. The LNCFS Level III technology includes separated overfire air, close coupled overfire air, clustered coal nozzles, flame attachment coal nozzle tips, and concentric firing. The LNCFS Level I was simulated by closing the separated overfire air nozzles of the LNCFS Level III system. Based upon long-term data, LNCFS Level HI reduced NO{sub x} emissions by 45 percent at full load. LOI levels with LNCFS Level III increased slightly, however, tests showed that LOI levels with LNCFS Level III were highly dependent upon coal fineness. After correcting for leakage air through the separated overfire air system, the simulated LNCFS Level I reduced NO{sub x} emissions by 37 percent. There was no increase in LOI with LNCFS Level I.
Henneberg, Anja; Triebskorn, Rita
2015-01-01
Endocrine effects in the aquatic environment are in the focus of scientists and media along with debates on the necessity of further steps in wastewater treatment. In the present study VTG responses were compared to evaluate upgrades at wastewater treatment plants (WWTPs). We investigated several advanced sewage treatment technologies at two WWTPs connected to the Schussen, a tributary of Lake Constance, for the reduction of hormonal activity: (1) a powdered activated charcoal filter at the WWTP Langwiese; and (2) a combination of ozonation, sand filter, and granulated activated carbon filter at the WWTP Eriskirch. Rainbow trout and brown trout were either directly exposed to the effluents in aquaria or cages, or in a bypass system flown through by surface water of the Schussen. As a reference, trout were kept in bypass aquaria at the Argen River, which is less influenced by micropollutants. As a biomarker for estrogenicity, we analyzed the yolk precursor protein vitellogenin in immature rainbow trout and brown trout and in trout larvae (100 days post-fertilization) prior to and after the upgrade with the new technologies. Trout of different ages and species were used to detect differences in their sensitivity. At both bypass stations, larvae of brown trout showed significantly higher vitellogenin levels prior to the upgrade compared to negative control levels. Female brown trout exposed at the bypass station downstream of the WWTP showed decreased vitellogenin levels after the upgrade. In 1-year-old immature trout directly exposed to the respective effluents, no significant effects of the upgrades on vitellogenin levels were found. In general, larger effects were observed in brown trout than in rainbow trout, indicating that they are more sensitive test organisms.
Spatially tuned normalization explains attention modulation variance within neurons.
Ni, Amy M; Maunsell, John H R
2017-09-01
Spatial attention improves perception of attended parts of a scene, a behavioral enhancement accompanied by modulations of neuronal firing rates. These modulations vary in size across neurons in the same brain area. Models of normalization explain much of this variance in attention modulation with differences in tuned normalization across neurons (Lee J, Maunsell JHR. PLoS One 4: e4651, 2009; Ni AM, Ray S, Maunsell JHR. Neuron 73: 803-813, 2012). However, recent studies suggest that normalization tuning varies with spatial location both across and within neurons (Ruff DA, Alberts JJ, Cohen MR. J Neurophysiol 116: 1375-1386, 2016; Verhoef BE, Maunsell JHR. eLife 5: e17256, 2016). Here we show directly that attention modulation and normalization tuning do in fact covary within individual neurons, in addition to across neurons as previously demonstrated. We recorded the activity of isolated neurons in the middle temporal area of two rhesus monkeys as they performed a change-detection task that controlled the focus of spatial attention. Using the same two drifting Gabor stimuli and the same two receptive field locations for each neuron, we found that switching which stimulus was presented at which location affected both attention modulation and normalization in a correlated way within neurons. We present an equal-maximum-suppression spatially tuned normalization model that explains this covariance both across and within neurons: each stimulus generates equally strong suppression of its own excitatory drive, but its suppression of distant stimuli is typically less. This new model specifies how the tuned normalization associated with each stimulus location varies across space both within and across neurons, changing our understanding of the normalization mechanism and how attention modulations depend on this mechanism. NEW & NOTEWORTHY Tuned normalization studies have demonstrated that the variance in attention modulation size seen across neurons from the same cortical
Kriging with Unknown Variance Components for Regional Ionospheric Reconstruction
Directory of Open Access Journals (Sweden)
Ling Huang
2017-02-01
Full Text Available Ionospheric delay effect is a critical issue that limits the accuracy of precise Global Navigation Satellite System (GNSS positioning and navigation for single-frequency users, especially in mid- and low-latitude regions where variations in the ionosphere are larger. Kriging spatial interpolation techniques have been recently introduced to model the spatial correlation and variability of ionosphere, which intrinsically assume that the ionosphere field is stochastically stationary but does not take the random observational errors into account. In this paper, by treating the spatial statistical information on ionosphere as prior knowledge and based on Total Electron Content (TEC semivariogram analysis, we use Kriging techniques to spatially interpolate TEC values. By assuming that the stochastic models of both the ionospheric signals and measurement errors are only known up to some unknown factors, we propose a new Kriging spatial interpolation method with unknown variance components for both the signals of ionosphere and TEC measurements. Variance component estimation has been integrated with Kriging to reconstruct regional ionospheric delays. The method has been applied to data from the Crustal Movement Observation Network of China (CMONOC and compared with the ordinary Kriging and polynomial interpolations with spherical cap harmonic functions, polynomial functions and low-degree spherical harmonic functions. The statistics of results indicate that the daily ionospheric variations during the experimental period characterized by the proposed approach have good agreement with the other methods, ranging from 10 to 80 TEC Unit (TECU, 1 TECU = 1 × 1016 electrons/m2 with an overall mean of 28.2 TECU. The proposed method can produce more appropriate estimations whose general TEC level is as smooth as the ordinary Kriging but with a smaller standard deviation around 3 TECU than others. The residual results show that the interpolation precision of the
Budde, M.E.; Tappan, G.; Rowland, James; Lewis, J.; Tieszen, L.L.
2004-01-01
The researchers calculated seasonal integrated normalized difference vegetation index (NDVI) for each of 7 years using a time-series of 1-km data from the Advanced Very High Resolution Radiometer (AVHRR) (1992-93, 1995) and SPOT Vegetation (1998-2001) sensors. We used a local variance technique to identify each pixel as normal or either positively or negatively anomalous when compared to its surroundings. We then summarized the number of years that a given pixel was identified as an anomaly. The resulting anomaly maps were analysed using Landsat TM imagery and extensive ground knowledge to assess the results. This technique identified anomalies that can be linked to numerous anthropogenic impacts including agricultural and urban expansion, maintenance of protected areas and increased fallow. Local variance analysis is a reliable method for assessing vegetation degradation resulting from human pressures or increased land productivity from natural resource management practices. ?? 2004 Published by Elsevier Ltd.
Estimation of measurement variance in the context of environment statistics
Maiti, Pulakesh
2015-02-01
The object of environment statistics is for providing information on the environment, on its most important changes over time, across locations and identifying the main factors that influence them. Ultimately environment statistics would be required to produce higher quality statistical information. For this timely, reliable and comparable data are needed. Lack of proper and uniform definitions, unambiguous classifications pose serious problems to procure qualitative data. These cause measurement errors. We consider the problem of estimating measurement variance so that some measures may be adopted to improve upon the quality of data on environmental goods and services and on value statement in economic terms. The measurement technique considered here is that of employing personal interviewers and the sampling considered here is that of two-stage sampling.
Risk Management - Variance Minimization or Lower Tail Outcome Elimination
DEFF Research Database (Denmark)
Aabo, Tom
2002-01-01
on future cash flows (the budget), while risk managers concerned about costly lower tail outcomes will hedge (considerably) less depending on the level of uncertainty. A risk management strategy of lower tail outcome elimination is in line with theoretical recommendations in a corporate value......This paper illustrates the profound difference between a risk management strategy of variance minimization and a risk management strategy of lower tail outcome elimination. Risk managers concerned about the variability of cash flows will tend to center their hedge decisions on their best guess......-adding perspective. A cross-case study of blue-chip industrial companies partly supports the empirical use of a risk management strategy of lower tail outcome elimination but does not exclude other factors from (co-)driving the observations....
Draft no-migration variance petition. Volume 1
International Nuclear Information System (INIS)
1995-01-01
The Department of Energy is responsible for the disposition of transuranic (TRU) waste generated by national defense-related activities. Approximately 2,6 million cubic feet of these waste have been generated and are stored at various facilities across the country. The Waste Isolation Pilot Plant (WIPP), was sited and constructed to meet stringent disposal requirements. In order to permanently dispose of TRU waste, the DOE has elected to petition the US EPA for a variance from the Land Disposal Restrictions of RCRA. This document fulfills the reporting requirements for the petition. This report is Volume 1 which discusses the regulatory frame work, site characterization, facility description, waste description, environmental impact analysis, monitoring, quality assurance, long-term compliance analysis, and regulatory compliance assessment
Static models, recursive estimators and the zero-variance approach
Rubino, Gerardo
2016-01-07
When evaluating dependability aspects of complex systems, most models belong to the static world, where time is not an explicit variable. These models suffer from the same problems than dynamic ones (stochastic processes), such as the frequent combinatorial explosion of the state spaces. In the Monte Carlo domain, on of the most significant difficulties is the rare event situation. In this talk, we describe this context and a recent technique that appears to be at the top performance level in the area, where we combined ideas that lead to very fast estimation procedures with another approach called zero-variance approximation. Both ideas produced a very efficient method that has the right theoretical property concerning robustness, the Bounded Relative Error one. Some examples illustrate the results.
Batch variation between branchial cell cultures: An analysis of variance
DEFF Research Database (Denmark)
Hansen, Heinz Johs. Max; Grosell, M.; Kristensen, L.
2003-01-01
We present in detail how a statistical analysis of variance (ANOVA) is used to sort out the effect of an unexpected batch-to-batch variation between cell cultures. Two separate cultures of rainbow trout branchial cells were grown on permeable filtersupports ("inserts"). They were supposed...... and introducing the observed difference between batches as one of the factors in an expanded three-dimensional ANOVA, we were able to overcome an otherwisecrucial lack of sufficiently reproducible duplicate values. We could thereby show that the effect of changing the apical medium was much more marked when...... the radioactive lipid precursors were added on the apical, rather than on the basolateral, side. Theinsert cell cultures were obviously polarized. We argue that it is not reasonable to reject troublesome experimental results, when we do not know a priori that something went wrong. The ANOVA is a very useful...
Interdependence of NAFTA capital markets: A minimum variance portfolio approach
Directory of Open Access Journals (Sweden)
López-Herrera Francisco
2014-01-01
Full Text Available We estimate the long-run relationships among NAFTA capital market returns and then calculate the weights of a “time-varying minimum variance portfolio” that includes the Canadian, Mexican, and USA capital markets between March 2007 and March 2009, a period of intense turbulence in international markets. Our results suggest that the behavior of NAFTA market investors is not consistent with that of a theoretical “risk-averse” agent during periods of high uncertainty and may be either considered as irrational or attributed to a possible “home country bias”. This finding represents valuable information for portfolio managers and contributes to a better understanding of the nature of the markets in which they invest. It also has practical implications in the design of international portfolio investment policies.
Ant Colony Optimization for Markowitz Mean-Variance Portfolio Model
Deng, Guang-Feng; Lin, Woo-Tsong
This work presents Ant Colony Optimization (ACO), which was initially developed to be a meta-heuristic for combinatorial optimization, for solving the cardinality constraints Markowitz mean-variance portfolio model (nonlinear mixed quadratic programming problem). To our knowledge, an efficient algorithmic solution for this problem has not been proposed until now. Using heuristic algorithms in this case is imperative. Numerical solutions are obtained for five analyses of weekly price data for the following indices for the period March, 1992 to September, 1997: Hang Seng 31 in Hong Kong, DAX 100 in Germany, FTSE 100 in UK, S&P 100 in USA and Nikkei 225 in Japan. The test results indicate that the ACO is much more robust and effective than Particle swarm optimization (PSO), especially for low-risk investment portfolios.
Minimum variance linear unbiased estimators of loss and inventory
International Nuclear Information System (INIS)
Stewart, K.B.
1977-01-01
The article illustrates a number of approaches for estimating the material balance inventory and a constant loss amount from the accountability data from a sequence of accountability periods. The approaches all lead to linear estimates that have minimum variance. Techniques are shown whereby ordinary least squares, weighted least squares and generalized least squares computer programs can be used. Two approaches are recursive in nature and lend themselves to small specialized computer programs. Another approach is developed that is easy to program; could be used with a desk calculator and can be used in a recursive way from accountability period to accountability period. Some previous results are also reviewed that are very similar in approach to the present ones and vary only in the way net throughput measurements are statistically modeled. 5 refs
Cosmic variance in inflation with two light scalars
Energy Technology Data Exchange (ETDEWEB)
Bonga, Béatrice; Brahma, Suddhasattwa; Deutsch, Anne-Sylvie; Shandera, Sarah, E-mail: bpb165@psu.edu, E-mail: suddhasattwa.brahma@gmail.com, E-mail: asdeutsch@psu.edu, E-mail: shandera@gravity.psu.edu [Institute for Gravitation and the Cosmos and Physics Department, The Pennsylvania State University, University Park, PA, 16802 (United States)
2016-05-01
We examine the squeezed limit of the bispectrum when a light scalar with arbitrary non-derivative self-interactions is coupled to the inflaton. We find that when the hidden sector scalar is sufficiently light ( m ∼< 0.1 H ), the coupling between long and short wavelength modes from the series of higher order correlation functions (from arbitrary order contact diagrams) causes the statistics of the fluctuations to vary in sub-volumes. This means that observations of primordial non-Gaussianity cannot be used to uniquely reconstruct the potential of the hidden field. However, the local bispectrum induced by mode-coupling from these diagrams always has the same squeezed limit, so the field's locally determined mass is not affected by this cosmic variance.
Directory of Open Access Journals (Sweden)
G. R. Pasha
2006-07-01
Full Text Available In this paper, we present that how much the variances of the classical estimators, namely, maximum likelihood estimator and moment estimator deviate from the minimum variance bound while estimating for the Maxwell distribution. We also sketch this difference for the negative integer moment estimator. We note the poor performance of the negative integer moment estimator in the said consideration while maximum likelihood estimator attains minimum variance bound and becomes an attractive choice.
Energy Technology Data Exchange (ETDEWEB)
Shrivastava, Manish [Pacific Northwest National Laboratory, Richland Washington USA; Zhao, Chun [Pacific Northwest National Laboratory, Richland Washington USA; Easter, Richard C. [Pacific Northwest National Laboratory, Richland Washington USA; Qian, Yun [Pacific Northwest National Laboratory, Richland Washington USA; Zelenyuk, Alla [Pacific Northwest National Laboratory, Richland Washington USA; Fast, Jerome D. [Pacific Northwest National Laboratory, Richland Washington USA; Liu, Ying [Pacific Northwest National Laboratory, Richland Washington USA; Zhang, Qi [Department of Environmental Toxicology, University of California Davis, California USA; Guenther, Alex [Department of Earth System Science, University of California, Irvine California USA
2016-04-08
We investigate the sensitivity of secondary organic aerosol (SOA) loadings simulated by a regional chemical transport model to 7 selected tunable model parameters: 4 involving emissions of anthropogenic and biogenic volatile organic compounds, anthropogenic semi-volatile and intermediate volatility organics (SIVOCs), and NOx, 2 involving dry deposition of SOA precursor gases, and one involving particle-phase transformation of SOA to low volatility. We adopt a quasi-Monte Carlo sampling approach to effectively sample the high-dimensional parameter space, and perform a 250 member ensemble of simulations using a regional model, accounting for some of the latest advances in SOA treatments based on our recent work. We then conduct a variance-based sensitivity analysis using the generalized linear model method to study the responses of simulated SOA loadings to the tunable parameters. Analysis of SOA variance from all 250 simulations shows that the volatility transformation parameter, which controls whether particle-phase transformation of SOA from semi-volatile SOA to non-volatile is on or off, is the dominant contributor to variance of simulated surface-level daytime SOA (65% domain average contribution). We also split the simulations into 2 subsets of 125 each, depending on whether the volatility transformation is turned on/off. For each subset, the SOA variances are dominated by the parameters involving biogenic VOC and anthropogenic SIVOC emissions. Furthermore, biogenic VOC emissions have a larger contribution to SOA variance when the SOA transformation to non-volatile is on, while anthropogenic SIVOC emissions have a larger contribution when the transformation is off. NOx contributes less than 4.3% to SOA variance, and this low contribution is mainly attributed to dominance of intermediate to high NOx conditions throughout the simulated domain. The two parameters related to dry deposition of SOA precursor gases also have very low contributions to SOA variance
Directory of Open Access Journals (Sweden)
Tariq S. Hakky
2015-04-01
Full Text Available Objective Here we present the first video demonstration of reduction corporoplasty in the management of phallic disfigurement in a 17 year old man with a history sickle cell disease and priapism. Introduction Surgical management of aneurysmal dilation of the corpora has yet to be defined in the literature. Materials and Methods: We preformed bilateral elliptical incisions over the lateral corpora as management of aneurysmal dilation of the corpora to correct phallic disfigurement. Results The patient tolerated the procedure well and has resolution of his corporal disfigurement. Conclusions Reduction corporoplasty using bilateral lateral elliptical incisions in the management of aneurysmal dilation of the corpora is a safe an feasible operation in the management of phallic disfigurement.
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Ma, Hui-qiang
2014-01-01
We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance effici...
Genetic variability, heritability and genetic advance of quantitative ...
African Journals Online (AJOL)
ONOS
2010-05-10
May 10, 2010 ... coefficient of variation; h2, heritability; GA, genetic advance;. EMS, ethyl methane ... The analysis of variance (ANOVA) revealed the significance degree among the ... fullest extent. The estimates of range, phenotypic and.
The pricing of long and short run variance and correlation risk in stock returns
Cosemans, M.
2011-01-01
This paper studies the pricing of long and short run variance and correlation risk. The predictive power of the market variance risk premium for returns is driven by the correlation risk premium and the systematic part of individual variance premia. Furthermore, I find that aggregate volatility risk
Spot Variance Path Estimation and its Application to High Frequency Jump Testing
Bos, C.S.; Janus, P.; Koopman, S.J.
2012-01-01
This paper considers spot variance path estimation from datasets of intraday high-frequency asset prices in the presence of diurnal variance patterns, jumps, leverage effects, and microstructure noise. We rely on parametric and nonparametric methods. The estimated spot variance path can be used to
Variance bias analysis for the Gelbard's batch method
Energy Technology Data Exchange (ETDEWEB)
Seo, Jae Uk; Shim, Hyung Jin [Seoul National Univ., Seoul (Korea, Republic of)
2014-05-15
In this paper, variances and the bias will be derived analytically when the Gelbard's batch method is applied. And then, the real variance estimated from this bias will be compared with the real variance calculated from replicas. Variance and the bias were derived analytically when the batch method was applied. If the batch method was applied to calculate the sample variance, covariance terms between tallies which exist in the batch were eliminated from the bias. With the 2 by 2 fission matrix problem, we could calculate real variance regardless of whether or not the batch method was applied. However as batch size got larger, standard deviation of real variance was increased. When we perform a Monte Carlo estimation, we could get a sample variance as the statistical uncertainty of it. However, this value is smaller than the real variance of it because a sample variance is biased. To reduce this bias, Gelbard devised the method which is called the Gelbard's batch method. It has been certificated that a sample variance get closer to the real variance when the batch method is applied. In other words, the bias get reduced. This fact is well known to everyone in the MC field. However, so far, no one has given the analytical interpretation on it.
Aircraft engine pollution reduction.
Rudey, R. A.
1972-01-01
The effect of engine operation on the types and levels of the major aircraft engine pollutants is described and the major factors governing the formation of these pollutants during the burning of hydrocarbon fuel are discussed. Methods which are being explored to reduce these pollutants are discussed and their application to several experimental research programs are pointed out. Results showing significant reductions in the levels of carbon monoxide, unburned hydrocarbons, and oxides of nitrogen obtained from experimental combustion research programs are presented and discussed to point out potential application to aircraft engines. An experimental program designed to develop and demonstrate these and other advanced, low pollution combustor design methods is described. Results that have been obtained to date indicate considerable promise for reducing advanced engine exhaust pollutants to levels significantly below current engines.
Wang, Lu; Zhang, Chunxi; Gao, Shuang; Wang, Tao; Lin, Tie; Li, Xianmu
2016-12-07
The stability of a fiber optic gyroscope (FOG) in measurement while drilling (MWD) could vary with time because of changing temperature, high vibration, and sudden power failure. The dynamic Allan variance (DAVAR) is a sliding version of the Allan variance. It is a practical tool that could represent the non-stationary behavior of the gyroscope signal. Since the normal DAVAR takes too long to deal with long time series, a fast DAVAR algorithm has been developed to accelerate the computation speed. However, both the normal DAVAR algorithm and the fast algorithm become invalid for discontinuous time series. What is worse, the FOG-based MWD underground often keeps working for several days; the gyro data collected aboveground is not only very time-consuming, but also sometimes discontinuous in the timeline. In this article, on the basis of the fast algorithm for DAVAR, we make a further advance in the fast algorithm (improved fast DAVAR) to extend the fast DAVAR to discontinuous time series. The improved fast DAVAR and the normal DAVAR are used to responsively characterize two sets of simulation data. The simulation results show that when the length of the time series is short, the improved fast DAVAR saves 78.93% of calculation time. When the length of the time series is long ( 6 × 10 5 samples), the improved fast DAVAR reduces calculation time by 97.09%. Another set of simulation data with missing data is characterized by the improved fast DAVAR. Its simulation results prove that the improved fast DAVAR could successfully deal with discontinuous data. In the end, a vibration experiment with FOGs-based MWD has been implemented to validate the good performance of the improved fast DAVAR. The results of the experience testify that the improved fast DAVAR not only shortens computation time, but could also analyze discontinuous time series.
Directory of Open Access Journals (Sweden)
Lu Wang
2016-12-01
Full Text Available The stability of a fiber optic gyroscope (FOG in measurement while drilling (MWD could vary with time because of changing temperature, high vibration, and sudden power failure. The dynamic Allan variance (DAVAR is a sliding version of the Allan variance. It is a practical tool that could represent the non-stationary behavior of the gyroscope signal. Since the normal DAVAR takes too long to deal with long time series, a fast DAVAR algorithm has been developed to accelerate the computation speed. However, both the normal DAVAR algorithm and the fast algorithm become invalid for discontinuous time series. What is worse, the FOG-based MWD underground often keeps working for several days; the gyro data collected aboveground is not only very time-consuming, but also sometimes discontinuous in the timeline. In this article, on the basis of the fast algorithm for DAVAR, we make a further advance in the fast algorithm (improved fast DAVAR to extend the fast DAVAR to discontinuous time series. The improved fast DAVAR and the normal DAVAR are used to responsively characterize two sets of simulation data. The simulation results show that when the length of the time series is short, the improved fast DAVAR saves 78.93% of calculation time. When the length of the time series is long ( 6 × 10 5 samples, the improved fast DAVAR reduces calculation time by 97.09%. Another set of simulation data with missing data is characterized by the improved fast DAVAR. Its simulation results prove that the improved fast DAVAR could successfully deal with discontinuous data. In the end, a vibration experiment with FOGs-based MWD has been implemented to validate the good performance of the improved fast DAVAR. The results of the experience testify that the improved fast DAVAR not only shortens computation time, but could also analyze discontinuous time series.
International Nuclear Information System (INIS)
Olson, D.E.; Singh, A.K.
1986-01-01
Many safety-related piping systems in nuclear power plants have been oversupported. Since snubbers make up a large percentage of the pipe supports or restraints used in a plant, a plant's snubber population is much larger than required to adequately restrain the piping. This has resulted in operating problems and unnecessary expenses for maintenance and inservice inspections (ISIs) of snubbers. This paper presents an overview of snubber reduction, including: the incentives for removing snubbers, a historical perspective on how piping became oversupported, why it is possible to remove snubbers, and the costs and benefits of doing so
Waste Isolation Pilot Plant No-Migration Variance Petition
International Nuclear Information System (INIS)
1990-03-01
The purpose of the WIPP No-Migration Variance Petition is to demonstrate, according to the requirements of RCRA section 3004(d) and 40 CFR section 268.6, that to a reasonable degree of certainty, there will be no migration of hazardous constituents from the facility for as long as the wastes remain hazardous. The DOE submitted the petition to the EPA in March 1989. Upon completion of its initial review, the EPA provided to DOE a Notice of Deficiencies (NOD). DOE responded to the EPA's NOD and met with the EPA's reviewers of the petition several times during 1989. In August 1989, EPA requested that DOE submit significant additional information addressing a variety of topics including: waste characterization, ground water hydrology, geology and dissolution features, monitoring programs, the gas generation test program, and other aspects of the project. This additional information was provided to EPA in January 1990 when DOE submitted Revision 1 of the Addendum to the petition. For clarity and ease of review, this document includes all of these submittals, and the information has been updated where appropriate. This document is divided into the following sections: Introduction, 1.0: Facility Description, 2.0: Waste Description, 3.0; Site Characterization, 4.0; Environmental Impact Analysis, 5.0; Prediction and Assessment of Infrequent Events, 6.0; and References, 7.0
Mean-Variance Portfolio Selection with Margin Requirements
Directory of Open Access Journals (Sweden)
Yuan Zhou
2013-01-01
Full Text Available We study the continuous-time mean-variance portfolio selection problem in the situation when investors must pay margin for short selling. The problem is essentially a nonlinear stochastic optimal control problem because the coefficients of positive and negative parts of control variables are different. We can not apply the results of stochastic linearquadratic (LQ problem. Also the solution of corresponding Hamilton-Jacobi-Bellman (HJB equation is not smooth. Li et al. (2002 studied the case when short selling is prohibited; therefore they only need to consider the positive part of control variables, whereas we need to handle both the positive part and the negative part of control variables. The main difficulty is that the positive part and the negative part are not independent. The previous results are not directly applicable. By decomposing the problem into several subproblems we figure out the solutions of HJB equation in two disjoint regions and then prove it is the viscosity solution of HJB equation. Finally we formulate solution of optimal portfolio and the efficient frontier. We also present two examples showing how different margin rates affect the optimal solutions and the efficient frontier.
Beyond the GUM: variance-based sensitivity analysis in metrology
International Nuclear Information System (INIS)
Lira, I
2016-01-01
Variance-based sensitivity analysis is a well established tool for evaluating the contribution of the uncertainties in the inputs to the uncertainty in the output of a general mathematical model. While the literature on this subject is quite extensive, it has not found widespread use in metrological applications. In this article we present a succinct review of the fundamentals of sensitivity analysis, in a form that should be useful to most people familiarized with the Guide to the Expression of Uncertainty in Measurement (GUM). Through two examples, it is shown that in linear measurement models, no new knowledge is gained by using sensitivity analysis that is not already available after the terms in the so-called ‘law of propagation of uncertainties’ have been computed. However, if the model behaves non-linearly in the neighbourhood of the best estimates of the input quantities—and if these quantities are assumed to be statistically independent—sensitivity analysis is definitely advantageous for gaining insight into how they can be ranked according to their importance in establishing the uncertainty of the measurand. (paper)
Scale dependence in species turnover reflects variance in species occupancy.
McGlinn, Daniel J; Hurlbert, Allen H
2012-02-01
Patterns of species turnover may reflect the processes driving community dynamics across scales. While the majority of studies on species turnover have examined pairwise comparison metrics (e.g., the average Jaccard dissimilarity), it has been proposed that the species-area relationship (SAR) also offers insight into patterns of species turnover because these two patterns may be analytically linked. However, these previous links only apply in a special case where turnover is scale invariant, and we demonstrate across three different plant communities that over 90% of the pairwise turnover values are larger than expected based on scale-invariant predictions from the SAR. Furthermore, the degree of scale dependence in turnover was negatively related to the degree of variance in the occupancy frequency distribution (OFD). These findings suggest that species turnover diverges from scale invariance, and as such pairwise turnover and the slope of the SAR are not redundant. Furthermore, models developed to explain the OFD should be linked with those developed to explain species turnover to achieve a more unified understanding of community structure.
A pattern recognition approach to transistor array parameter variance
da F. Costa, Luciano; Silva, Filipi N.; Comin, Cesar H.
2018-06-01
The properties of semiconductor devices, including bipolar junction transistors (BJTs), are known to vary substantially in terms of their parameters. In this work, an experimental approach, including pattern recognition concepts and methods such as principal component analysis (PCA) and linear discriminant analysis (LDA), was used to experimentally investigate the variation among BJTs belonging to integrated circuits known as transistor arrays. It was shown that a good deal of the devices variance can be captured using only two PCA axes. It was also verified that, though substantially small variation of parameters is observed for BJT from the same array, larger variation arises between BJTs from distinct arrays, suggesting the consideration of device characteristics in more critical analog designs. As a consequence of its supervised nature, LDA was able to provide a substantial separation of the BJT into clusters, corresponding to each transistor array. In addition, the LDA mapping into two dimensions revealed a clear relationship between the considered measurements. Interestingly, a specific mapping suggested by the PCA, involving the total harmonic distortion variation expressed in terms of the average voltage gain, yielded an even better separation between the transistor array clusters. All in all, this work yielded interesting results from both semiconductor engineering and pattern recognition perspectives.
How a hurricane disturbance influences extreme CO2 fluxes and variance in a tropical forest
International Nuclear Information System (INIS)
Vargas, Rodrigo
2012-01-01
A current challenge is to understand what are the legacies left by disturbances on ecosystems for predicting response patterns and trajectories. This work focuses on the ecological implications of a major hurricane and analyzes its influence on forest gross primary productivity (GPP; derived from the moderate-resolution imaging spectroradiometer, MODIS) and soil CO 2 efflux. Following the hurricane, there was a reduction of nearly 0.5 kgC m −2 yr −1 , equivalent to ∼15% of the long-term mean GPP (∼3.0 ± 0.2 kgC m −2 yr −1 ; years 2003–8). Annual soil CO 2 emissions for the year following the hurricane were > 3.9 ± 0.5 kgC m −2 yr −1 , whereas for the second year emissions were 1.7 ± 0.4 kgC m −2 yr −1 . Higher annual emissions were associated with higher probabilities of days with extreme soil CO 2 efflux rates ( > 9.7 μmol CO 2 m −2 s −1 ). The variance of GPP was highly variable across years and was substantially increased following the hurricane. Extreme soil CO 2 efflux after the hurricane was associated with deposition of nitrogen-rich fresh organic matter, higher basal soil CO 2 efflux rates and changes in variance of the soil temperature. These results show that CO 2 dynamics are highly variable following hurricanes, but also demonstrate the strong resilience of tropical forests following these events. (letter)
Dominance genetic variance for traits under directional selection in Drosophila serrata.
Sztepanacz, Jacqueline L; Blows, Mark W
2015-05-01
In contrast to our growing understanding of patterns of additive genetic variance in single- and multi-trait combinations, the relative contribution of nonadditive genetic variance, particularly dominance variance, to multivariate phenotypes is largely unknown. While mechanisms for the evolution of dominance genetic variance have been, and to some degree remain, subject to debate, the pervasiveness of dominance is widely recognized and may play a key role in several evolutionary processes. Theoretical and empirical evidence suggests that the contribution of dominance variance to phenotypic variance may increase with the correlation between a trait and fitness; however, direct tests of this hypothesis are few. Using a multigenerational breeding design in an unmanipulated population of Drosophila serrata, we estimated additive and dominance genetic covariance matrices for multivariate wing-shape phenotypes, together with a comprehensive measure of fitness, to determine whether there is an association between directional selection and dominance variance. Fitness, a trait unequivocally under directional selection, had no detectable additive genetic variance, but significant dominance genetic variance contributing 32% of the phenotypic variance. For single and multivariate morphological traits, however, no relationship was observed between trait-fitness correlations and dominance variance. A similar proportion of additive and dominance variance was found to contribute to phenotypic variance for single traits, and double the amount of additive compared to dominance variance was found for the multivariate trait combination under directional selection. These data suggest that for many fitness components a positive association between directional selection and dominance genetic variance may not be expected. Copyright © 2015 by the Genetics Society of America.
Simultaneous estimation of the in-mean and in-variance causal connectomes of the human brain.
Duggento, A; Passamonti, L; Guerrisi, M; Toschi, N
2017-07-01
In recent years, the study of the human connectome (i.e. of statistical relationships between non spatially contiguous neurophysiological events in the human brain) has been enormously fuelled by technological advances in high-field functional magnetic resonance imaging (fMRI) as well as by coordinated world wide data-collection efforts like the Human Connectome Project (HCP). In this context, Granger Causality (GC) approaches have recently been employed to incorporate information about the directionality of the influence exerted by a brain region on another. However, while fluctuations in the Blood Oxygenation Level Dependent (BOLD) signal at rest also contain important information about the physiological processes that underlie neurovascular coupling and associations between disjoint brain regions, so far all connectivity estimation frameworks have focused on central tendencies, hence completely disregarding so-called in-variance causality (i.e. the directed influence of the volatility of one signal on the volatility of another). In this paper, we develop a framework for simultaneous estimation of both in-mean and in-variance causality in complex networks. We validate our approach using synthetic data from complex ensembles of coupled nonlinear oscillators, and successively employ HCP data to provide the very first estimate of the in-variance connectome of the human brain.
Simultaneous Monte Carlo zero-variance estimates of several correlated means
International Nuclear Information System (INIS)
Booth, T.E.
1998-01-01
Zero-variance biasing procedures are normally associated with estimating a single mean or tally. In particular, a zero-variance solution occurs when every sampling is made proportional to the product of the true probability multiplied by the expected score (importance) subsequent to the sampling; i.e., the zero-variance sampling is importance weighted. Because every tally has a different importance function, a zero-variance biasing for one tally cannot be a zero-variance biasing for another tally (unless the tallies are perfectly correlated). The way to optimize the situation when the required tallies have positive correlation is shown
Variance Swaps in BM&F: Pricing and Viability of Hedge
Directory of Open Access Journals (Sweden)
Richard John Brostowicz Junior
2010-07-01
Full Text Available A variance swap can theoretically be priced with an infinite set of vanilla calls and puts options considering that the realized variance follows a purely diffusive process with continuous monitoring. In this article we willanalyze the possible differences in pricing considering discrete monitoring of realized variance. It will analyze the pricing of variance swaps with payoff in dollars, since there is a OTC market that works this way and thatpotentially serve as a hedge for the variance swaps traded in BM&F. Additionally, will be tested the feasibility of hedge of variance swaps when there is liquidity in just a few exercise prices, as is the case of FX optionstraded in BM&F. Thus be assembled portfolios containing variance swaps and their replicating portfolios using the available exercise prices as proposed in (DEMETERFI et al., 1999. With these portfolios, the effectiveness of the hedge was not robust in mostly of tests conducted in this work.
International Nuclear Information System (INIS)
Hamilton, M.A.
1990-01-01
During a radon gas screening program, elevated levels of radon gas were detected in homes on Mackinac Island, Mich. Six homes on foundations with crawl spaces were selected for a research project aimed at reducing radon gas concentrations, which ranged from 12.9 to 82.3 pCi/l. Using isolation and ventilation techniques, and variations thereof, radon concentrations were reduced to less than 1 pCi/l. This paper reports that these reductions were achieved using 3.5 mil cross laminated or 10 mil high density polyethylene plastic as a barrier without sealing to the foundation or support piers, solid and/or perforated plastic pipe and mechanical fans. Wind turbines were found to be ineffective at reducing concentrations to acceptable levels. Homeowners themselves installed all materials
Improving precision in gel electrophoresis by stepwisely decreasing variance components.
Schröder, Simone; Brandmüller, Asita; Deng, Xi; Ahmed, Aftab; Wätzig, Hermann
2009-10-15
Many methods have been developed in order to increase selectivity and sensitivity in proteome research. However, gel electrophoresis (GE) which is one of the major techniques in this area, is still known for its often unsatisfactory precision. Percental relative standard deviations (RSD%) up to 60% have been reported. In this case the improvement of precision and sensitivity is absolutely essential, particularly for the quality control of biopharmaceuticals. Our work reflects the remarkable and completely irregular changes of the background signal from gel to gel. This irregularity was identified as one of the governing error sources. These background changes can be strongly reduced by using a signal detection in the near-infrared (NIR) range. This particular detection method provides the most sensitive approach for conventional CCB (Colloidal Coomassie Blue) stained gels, which is reflected in a total error of just 5% (RSD%). In order to further investigate variance components in GE, an experimental Plackett-Burman screening design was performed. The influence of seven potential factors on the precision was investigated using 10 proteins with different properties analyzed by NIR detection. The results emphasized the individuality of the proteins. Completely different factors were identified to be significant for each protein. However, out of seven investigated parameters, just four showed a significant effect on some proteins, namely the parameters of: destaining time, staining temperature, changes of detergent additives (SDS and LDS) in the sample buffer, and the age of the gels. As a result, precision can only be improved individually for each protein or protein classes. Further understanding of the unique properties of proteins should enable us to improve the precision in gel electrophoresis.
Working Around Cosmic Variance: Remote Quadrupole Measurements of the CMB
Adil, Arsalan; Bunn, Emory
2018-01-01
Anisotropies in the CMB maps continue to revolutionize our understanding of the Cosmos. However, the statistical interpretation of these anisotropies is tainted with a posteriori statistics. The problem is particularly emphasized for lower order multipoles, i.e. in the cosmic variance regime of the power spectrum. Naturally, the solution lies in acquiring a new data set – a rather difficult task given the sample size of the Universe.The CMB temperature, in theory, depends on: the direction of photon propagation, the time at which the photons are observed, and the observer’s location in space. In existing CMB data, only the first parameter varies. However, as first pointed out by Kamionkowski and Loeb, a solution lies in making the so-called “Remote Quadrupole Measurements” by analyzing the secondary polarization produced by incoming CMB photons via the Sunyaev-Zel’dovich (SZ) effect. These observations allow us to measure the projected CMB quadrupole at the location and look-back time of a galaxy cluster.At low redshifts, the remote quadrupole is strongly correlated to the CMB anisotropy from our last scattering surface. We provide here a formalism for computing the covariance and relation matrices for both the two-point correlation function on the last scattering surface of a galaxy cluster and the cross correlation of the remote quadrupole with the local CMB. We then calculate these matrices based on a fiducial model and a non-standard model that suppresses power at large angles for ~104 clusters up to z=2. We anticipate to make a priori predictions of the differences between our expectations for the standard and non-standard models. Such an analysis is timely in the wake of the CMB S4 era which will provide us with an extensive SZ cluster catalogue.
A Variance Distribution Model of Surface EMG Signals Based on Inverse Gamma Distribution.
Hayashi, Hideaki; Furui, Akira; Kurita, Yuichi; Tsuji, Toshio
2017-11-01
Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this variance. Variance distribution estimation based on marginal likelihood maximization is also outlined in this paper. The procedure can be approximated using rectified and smoothed EMG signals, thereby allowing the determination of distribution parameters in real time at low computational cost. Results: A simulation experiment was performed to evaluate the accuracy of distribution estimation using artificially generated EMG signals, with results demonstrating that the proposed model's accuracy is higher than that of maximum-likelihood-based estimation. Analysis of variance distribution using real EMG data also suggested a relationship between variance distribution and signal-dependent noise. Conclusion: The study reported here was conducted to examine the performance of a proposed surface EMG model capable of representing variance distribution and a related distribution parameter estimation method. Experiments using artificial and real EMG data demonstrated the validity of the model. Significance: Variance distribution estimated using the proposed model exhibits potential in the estimation of muscle force. Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this
A comparison between temporal and subband minimum variance adaptive beamforming
Diamantis, Konstantinos; Voxen, Iben H.; Greenaway, Alan H.; Anderson, Tom; Jensen, Jørgen A.; Sboros, Vassilis
2014-03-01
This paper compares the performance between temporal and subband Minimum Variance (MV) beamformers for medical ultrasound imaging. Both adaptive methods provide an optimized set of apodization weights but are implemented in the time and frequency domains respectively. Their performance is evaluated with simulated synthetic aperture data obtained from Field II and is quantified by the Full-Width-Half-Maximum (FWHM), the Peak-Side-Lobe level (PSL) and the contrast level. From a point phantom, a full sequence of 128 emissions with one transducer element transmitting and all 128 elements receiving each time, provides a FWHM of 0.03 mm (0.14λ) for both implementations at a depth of 40 mm. This value is more than 20 times lower than the one achieved by conventional beamforming. The corresponding values of PSL are -58 dB and -63 dB for time and frequency domain MV beamformers, while a value no lower than -50 dB can be obtained from either Boxcar or Hanning weights. Interestingly, a single emission with central element #64 as the transmitting aperture provides results comparable to the full sequence. The values of FWHM are 0.04 mm and 0.03 mm and those of PSL are -42 dB and -46 dB for temporal and subband approaches. From a cyst phantom and for 128 emissions, the contrast level is calculated at -54 dB and -63 dB respectively at the same depth, with the initial shape of the cyst being preserved in contrast to conventional beamforming. The difference between the two adaptive beamformers is less significant in the case of a single emission, with the contrast level being estimated at -42 dB for the time domain and -43 dB for the frequency domain implementation. For the estimation of a single MV weight of a low resolution image formed by a single emission, 0.44 * 109 calculations per second are required for the temporal approach. The same numbers for the subband approach are 0.62 * 109 for the point and 1.33 * 109 for the cyst phantom. The comparison demonstrates similar
Mozaffarzadeh, Moein; Mahloojifar, Ali; Orooji, Mahdi; Kratkiewicz, Karl; Adabi, Saba; Nasiriavanaki, Mohammadreza
2018-02-01
In photoacoustic imaging, delay-and-sum (DAS) beamformer is a common beamforming algorithm having a simple implementation. However, it results in a poor resolution and high sidelobes. To address these challenges, a new algorithm namely delay-multiply-and-sum (DMAS) was introduced having lower sidelobes compared to DAS. To improve the resolution of DMAS, a beamformer is introduced using minimum variance (MV) adaptive beamforming combined with DMAS, so-called minimum variance-based DMAS (MVB-DMAS). It is shown that expanding the DMAS equation results in multiple terms representing a DAS algebra. It is proposed to use the MV adaptive beamformer instead of the existing DAS. MVB-DMAS is evaluated numerically and experimentally. In particular, at the depth of 45 mm MVB-DMAS results in about 31, 18, and 8 dB sidelobes reduction compared to DAS, MV, and DMAS, respectively. The quantitative results of the simulations show that MVB-DMAS leads to improvement in full-width-half-maximum about 96%, 94%, and 45% and signal-to-noise ratio about 89%, 15%, and 35% compared to DAS, DMAS, MV, respectively. In particular, at the depth of 33 mm of the experimental images, MVB-DMAS results in about 20 dB sidelobes reduction in comparison with other beamformers. (2018) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE).
Mozaffarzadeh, Moein; Mahloojifar, Ali; Orooji, Mahdi; Kratkiewicz, Karl; Adabi, Saba; Nasiriavanaki, Mohammadreza
2018-02-01
In photoacoustic imaging, delay-and-sum (DAS) beamformer is a common beamforming algorithm having a simple implementation. However, it results in a poor resolution and high sidelobes. To address these challenges, a new algorithm namely delay-multiply-and-sum (DMAS) was introduced having lower sidelobes compared to DAS. To improve the resolution of DMAS, a beamformer is introduced using minimum variance (MV) adaptive beamforming combined with DMAS, so-called minimum variance-based DMAS (MVB-DMAS). It is shown that expanding the DMAS equation results in multiple terms representing a DAS algebra. It is proposed to use the MV adaptive beamformer instead of the existing DAS. MVB-DMAS is evaluated numerically and experimentally. In particular, at the depth of 45 mm MVB-DMAS results in about 31, 18, and 8 dB sidelobes reduction compared to DAS, MV, and DMAS, respectively. The quantitative results of the simulations show that MVB-DMAS leads to improvement in full-width-half-maximum about 96%, 94%, and 45% and signal-to-noise ratio about 89%, 15%, and 35% compared to DAS, DMAS, MV, respectively. In particular, at the depth of 33 mm of the experimental images, MVB-DMAS results in about 20 dB sidelobes reduction in comparison with other beamformers.
A Mean-Variance Diagnosis of the Financial Crisis: International Diversification and Safe Havens
Directory of Open Access Journals (Sweden)
Alexander Eptas
2010-12-01
Full Text Available We use mean-variance analysis with short selling constraints to diagnose the effects of the recent global financial crisis by evaluating the potential benefits of international diversification in the search for ‘safe havens’. We use stock index data for a sample of developed, advanced-emerging and emerging countries. ‘Text-book’ results are obtained for the pre-crisis analysis with the optimal portfolio for any risk-averse investor being obtained as the tangency portfolio of the All-Country portfolio frontier. During the crisis there is a disjunction between bank lending and stock markets revealed by negative average returns and an absence of any empirical Capital Market Line. Israel and Colombia emerge as the safest havens for any investor during the crisis. For Israel this may reflect the protection afforded by special trade links and diaspora support, while for Colombia we speculate that this reveals the impact on world financial markets of the demand for cocaine.
Lee, Kenneth K C; Mariampillai, Adrian; Yu, Joe X Z; Cadotte, David W; Wilson, Brian C; Standish, Beau A; Yang, Victor X D
2012-07-01
Advances in swept source laser technology continues to increase the imaging speed of swept-source optical coherence tomography (SS-OCT) systems. These fast imaging speeds are ideal for microvascular detection schemes, such as speckle variance (SV), where interframe motion can cause severe imaging artifacts and loss of vascular contrast. However, full utilization of the laser scan speed has been hindered by the computationally intensive signal processing required by SS-OCT and SV calculations. Using a commercial graphics processing unit that has been optimized for parallel data processing, we report a complete high-speed SS-OCT platform capable of real-time data acquisition, processing, display, and saving at 108,000 lines per second. Subpixel image registration of structural images was performed in real-time prior to SV calculations in order to reduce decorrelation from stationary structures induced by the bulk tissue motion. The viability of the system was successfully demonstrated in a high bulk tissue motion scenario of human fingernail root imaging where SV images (512 × 512 pixels, n = 4) were displayed at 54 frames per second.
International Nuclear Information System (INIS)
Wagner, J. C.; Blakeman, E. D.; Peplow, D. E.
2009-01-01
This paper presents a new hybrid (Monte Carlo/deterministic) method for increasing the efficiency of Monte Carlo calculations of distributions, such as flux or dose rate distributions (e.g., mesh tallies), as well as responses at multiple localized detectors and spectra. This method, referred to as Forward-Weighted CADIS (FW-CADIS), is a variation on the Consistent Adjoint Driven Importance Sampling (CADIS) method, which has been used for some time to very effectively improve the efficiency of Monte Carlo calculations of localized quantities, e.g., flux, dose, or reaction rate at a specific location. The basis of this method is the development of an importance function that represents the importance of particles to the objective of uniform Monte Carlo particle density in the desired tally regions. Implementation of this method utilizes the results from a forward deterministic calculation to develop a forward-weighted source for a deterministic adjoint calculation. The resulting adjoint function is then used to generate consistent space- and energy-dependent source biasing parameters and weight windows that are used in a forward Monte Carlo calculation to obtain approximately uniform statistical uncertainties in the desired tally regions. The FW-CADIS method has been implemented in the ADVANTG/MCNP framework and has been fully automated within the MAVRIC sequence of SCALE 6. Results of the application of the method to enabling the calculation of dose rates throughout an entire full-scale pressurized-water reactor facility are presented and discussed. (authors)
1987-09-01
inverse transform method to obtain unit-mean exponential random variables, where Vi is the jth random number in the sequence of a stream of uniform random...numbers. The inverse transform method is discussed in the simulation textbooks listed in the reference section of this thesis. X(b,c,d) = - P(b,c,d...Defender ,C * P(b,c,d) We again use the inverse transform method to obtain the conditions for an interim event to occur and to induce the change in
Energy Technology Data Exchange (ETDEWEB)
Lanore, Jeanne-Marie [Commissariat a l' Energie Atomique - CEA, Centre d' Etudes Nucleaires de Fontenay-aux-Roses, Direction des Piles Atomiques, Departement des Etudes de Piles, Service d' Etudes de Protections de Piles (France)
1969-04-15
One of the main difficulties in Monte Carlo computations is the estimation of the results variance. Generally, only an apparent variance can be observed over a few calculations, often very different from the actual variance. By studying a large number of short calculations, the authors have tried to evaluate the real variance, and then to apply the obtained results to the optimization of the computations. The program used is the Poker one-dimensional Monte Carlo program. Calculations are performed in two types of fictitious environments: a body with constant cross section, without absorption, where all shocks are elastic and isotropic; a body with variable cross section (presenting a very pronounced peak and hole), with an anisotropy for high energy elastic shocks, and with the possibility of inelastic shocks (this body presents all the features that can appear in a real case)
Energy Technology Data Exchange (ETDEWEB)
Westner, Guenther, E-mail: guenther.westner@eon-energie.co [E.ON Energy Projects GmbH, Arnulfstrasse 56, 80335 Munich (Germany); Madlener, Reinhard, E-mail: rmadlener@eonerc.rwth-aachen.d [Institute for Future Energy Consumer Needs and Behavior (FCN), Faculty of Business and Economics/E.ON Energy Research Center, RWTH Aachen University, Mathieustrasse 6, 52074 Aachen (Germany)
2010-12-15
The EU Directive 2004/8/EC, concerning the promotion of cogeneration, established principles on how EU member states can support combined heat and power generation (CHP). Up to now, the implementation of these principles into national law has not been uniform, and has led to the adoption of different promotion schemes for CHP across the EU member states. In this paper, we first give an overview of the promotion schemes for CHP in various European countries. In a next step, we take two standard CHP technologies, combined-cycle gas turbines (CCGT-CHP) and engine-CHP, and apply exemplarily four selected support mechanisms used in the four largest European energy markets: feed-in tariffs in Germany; energy efficiency certificates in Italy; benefits through tax reduction in the UK; and purchase obligations for power from CHP generation in France. For contracting companies, it could be of interest to diversify their investment in new CHP facilities regionally over several countries in order to reduce country and regulatory risk. By applying the Mean-Variance Portfolio (MVP) theory, we derive characteristic return-risk profiles of the selected CHP technologies in different countries. The results show that the returns on CHP investments differ significantly depending on the country, the support scheme, and the selected technology studied. While a regional diversification of investments in CCGT-CHP does not contribute to reducing portfolio risks, a diversification of investments in engine-CHP can decrease the risk exposure. - Research highlights: {yields}Preconditions for CHP investments differ significantly between the EU member states. {yields}Regional diversification of CHP investments can reduce the total portfolio risk. {yields}Risk reduction depends on the chosen CHP technology.
Energy Technology Data Exchange (ETDEWEB)
Bush, B.; Jenkin, T.; Lipowicz, D.; Arent, D. J.; Cooke, R.
2012-01-01
Does large scale penetration of renewable generation such as wind and solar power pose economic and operational burdens on the electricity system? A number of studies have pointed to the potential benefits of renewable generation as a hedge against the volatility and potential escalation of fossil fuel prices. Research also suggests that the lack of correlation of renewable energy costs with fossil fuel prices means that adding large amounts of wind or solar generation may also reduce the volatility of system-wide electricity costs. Such variance reduction of system costs may be of significant value to consumers due to risk aversion. The analysis in this report recognizes that the potential value of risk mitigation associated with wind generation and natural gas generation may depend on whether one considers the consumer's perspective or the investor's perspective and whether the market is regulated or deregulated. We analyze the risk and return trade-offs for wind and natural gas generation for deregulated markets based on hourly prices and load over a 10-year period using historical data in the PJM Interconnection (PJM) from 1999 to 2008. Similar analysis is then simulated and evaluated for regulated markets under certain assumptions.
International Nuclear Information System (INIS)
Westner, Guenther; Madlener, Reinhard
2010-01-01
The EU Directive 2004/8/EC, concerning the promotion of cogeneration, established principles on how EU member states can support combined heat and power generation (CHP). Up to now, the implementation of these principles into national law has not been uniform, and has led to the adoption of different promotion schemes for CHP across the EU member states. In this paper, we first give an overview of the promotion schemes for CHP in various European countries. In a next step, we take two standard CHP technologies, combined-cycle gas turbines (CCGT-CHP) and engine-CHP, and apply exemplarily four selected support mechanisms used in the four largest European energy markets: feed-in tariffs in Germany; energy efficiency certificates in Italy; benefits through tax reduction in the UK; and purchase obligations for power from CHP generation in France. For contracting companies, it could be of interest to diversify their investment in new CHP facilities regionally over several countries in order to reduce country and regulatory risk. By applying the Mean-Variance Portfolio (MVP) theory, we derive characteristic return-risk profiles of the selected CHP technologies in different countries. The results show that the returns on CHP investments differ significantly depending on the country, the support scheme, and the selected technology studied. While a regional diversification of investments in CCGT-CHP does not contribute to reducing portfolio risks, a diversification of investments in engine-CHP can decrease the risk exposure. (author)
Abbas, Ismail; Rovira, Joan; Casanovas, Josep
2006-12-01
To develop and validate a model of a clinical trial that evaluates the changes in cholesterol level as a surrogate marker for lipodystrophy in HIV subjects under alternative antiretroviral regimes, i.e., treatment with Protease Inhibitors vs. a combination of nevirapine and other antiretroviral drugs. Five simulation models were developed based on different assumptions, on treatment variability and pattern of cholesterol reduction over time. The last recorded cholesterol level, the difference from the baseline, the average difference from the baseline and level evolution, are the considered endpoints. Specific validation criteria based on a 10% minus or plus standardized distance in means and variances were used to compare the real and the simulated data. The validity criterion was met by all models for considered endpoints. However, only two models met the validity criterion when all endpoints were considered. The model based on the assumption that within-subjects variability of cholesterol levels changes over time is the one that minimizes the validity criterion, standardized distance equal to or less than 1% minus or plus. Simulation is a useful technique for calibration, estimation, and evaluation of models, which allows us to relax the often overly restrictive assumptions regarding parameters required by analytical approaches. The validity criterion can also be used to select the preferred model for design optimization, until additional data are obtained allowing an external validation of the model.
Energy Technology Data Exchange (ETDEWEB)
Westner, Guenther; Madlener, Reinhard [E.ON Energy Projects GmbH, Arnulfstrasse 56, 80335 Munich (Germany)
2010-12-15
The EU Directive 2004/8/EC, concerning the promotion of cogeneration, established principles on how EU member states can support combined heat and power generation (CHP). Up to now, the implementation of these principles into national law has not been uniform, and has led to the adoption of different promotion schemes for CHP across the EU member states. In this paper, we first give an overview of the promotion schemes for CHP in various European countries. In a next step, we take two standard CHP technologies, combined-cycle gas turbines (CCGT-CHP) and engine-CHP, and apply exemplarily four selected support mechanisms used in the four largest European energy markets: feed-in tariffs in Germany; energy efficiency certificates in Italy; benefits through tax reduction in the UK; and purchase obligations for power from CHP generation in France. For contracting companies, it could be of interest to diversify their investment in new CHP facilities regionally over several countries in order to reduce country and regulatory risk. By applying the Mean-Variance Portfolio (MVP) theory, we derive characteristic return-risk profiles of the selected CHP technologies in different countries. The results show that the returns on CHP investments differ significantly depending on the country, the support scheme, and the selected technology studied. While a regional diversification of investments in CCGT-CHP does not contribute to reducing portfolio risks, a diversification of investments in engine-CHP can decrease the risk exposure. (author)
A Mean-Variance Criterion for Economic Model Predictive Control of Stochastic Linear Systems
DEFF Research Database (Denmark)
Sokoler, Leo Emil; Dammann, Bernd; Madsen, Henrik
2014-01-01
, the tractability of the resulting optimal control problem is addressed. We use a power management case study to compare different variations of the mean-variance strategy with EMPC based on the certainty equivalence principle. The certainty equivalence strategy is much more computationally efficient than the mean......-variance strategies, but it does not account for the variance of the uncertain parameters. Openloop simulations suggest that a single-stage mean-variance approach yields a significantly lower operating cost than the certainty equivalence strategy. In closed-loop, the single-stage formulation is overly conservative...... be modified to perform almost as well as the two-stage mean-variance formulation. Nevertheless, we argue that the mean-variance approach can be used both as a strategy for evaluating less computational demanding methods such as the certainty equivalence method, and as an individual control strategy when...