Cross-covariance based global dynamic sensitivity analysis

Science.gov (United States)

Shi, Yan; Lu, Zhenzhou; Li, Zhao; Wu, Mengmeng

2018-02-01

For identifying the cross-covariance source of dynamic output at each time instant for structural system involving both input random variables and stochastic processes, a global dynamic sensitivity (GDS) technique is proposed. The GDS considers the effect of time history inputs on the dynamic output. In the GDS, the cross-covariance decomposition is firstly developed to measure the contribution of the inputs to the output at different time instant, and an integration of the cross-covariance change over the specific time interval is employed to measure the whole contribution of the input to the cross-covariance of output. Then, the GDS main effect indices and the GDS total effect indices can be easily defined after the integration, and they are effective in identifying the important inputs and the non-influential inputs on the cross-covariance of output at each time instant, respectively. The established GDS analysis model has the same form with the classical ANOVA when it degenerates to the static case. After degeneration, the first order partial effect can reflect the individual effects of inputs to the output variance, and the second order partial effect can reflect the interaction effects to the output variance, which illustrates the consistency of the proposed GDS indices and the classical variance-based sensitivity indices. The MCS procedure and the Kriging surrogate method are developed to solve the proposed GDS indices. Several examples are introduced to illustrate the significance of the proposed GDS analysis technique and the effectiveness of the proposed solution.

Structural and Maturational Covariance in Early Childhood Brain Development.

Science.gov (United States)

Geng, Xiujuan; Li, Gang; Lu, Zhaohua; Gao, Wei; Wang, Li; Shen, Dinggang; Zhu, Hongtu; Gilmore, John H

2017-03-01

Brain structural covariance networks (SCNs) composed of regions with correlated variation are altered in neuropsychiatric disease and change with age. Little is known about the development of SCNs in early childhood, a period of rapid cortical growth. We investigated the development of structural and maturational covariance networks, including default, dorsal attention, primary visual and sensorimotor networks in a longitudinal population of 118 children after birth to 2 years old and compared them with intrinsic functional connectivity networks. We found that structural covariance of all networks exhibit strong correlations mostly limited to their seed regions. By Age 2, default and dorsal attention structural networks are much less distributed compared with their functional maps. The maturational covariance maps, however, revealed significant couplings in rates of change between distributed regions, which partially recapitulate their functional networks. The structural and maturational covariance of the primary visual and sensorimotor networks shows similar patterns to the corresponding functional networks. Results indicate that functional networks are in place prior to structural networks, that correlated structural patterns in adult may arise in part from coordinated cortical maturation, and that regional co-activation in functional networks may guide and refine the maturation of SCNs over childhood development. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Bayesian analysis of finite population sampling in multivariate co-exchangeable structures with separable covariance matric

OpenAIRE

Shaw, Simon C.; Goldstein, Michael

2017-01-01

We explore the effect of finite population sampling in design problems with many variables cross-classified in many ways. In particular, we investigate designs where we wish to sample individuals belonging to different groups for which the underlying covariance matrices are separable between groups and variables. We exploit the generalised conditional independence structure of the model to show how the analysis of the full model can be reduced to an interpretable series of lower dimensional p...

Some remarks on estimating a covariance structure model from a sample correlation matrix

OpenAIRE

Maydeu Olivares, Alberto; Hernández Estrada, Adolfo

2000-01-01

A popular model in structural equation modeling involves a multivariate normal density with a structured covariance matrix that has been categorized according to a set of thresholds. In this setup one may estimate the covariance structure parameters from the sample tetrachoricl polychoric correlations but only if the covariance structure is scale invariant. Doing so when the covariance structure is not scale invariant results in estimating a more restricted covariance structure than the one i...

Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models

OpenAIRE

Liang, Yuli

2015-01-01

This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. We derive two covariance structures under two different invariance restrictions. The obtained covariance structures reflect both circularity and exchangeability present in the data....

Atrophy and structural covariance of the cholinergic basal forebrain in primary progressive aphasia.

Science.gov (United States)

Teipel, Stefan; Raiser, Theresa; Riedl, Lina; Riederer, Isabelle; Schroeter, Matthias L; Bisenius, Sandrine; Schneider, Anja; Kornhuber, Johannes; Fliessbach, Klaus; Spottke, Annika; Grothe, Michel J; Prudlo, Johannes; Kassubek, Jan; Ludolph, Albert; Landwehrmeyer, Bernhard; Straub, Sarah; Otto, Markus; Danek, Adrian

2016-10-01

Primary progressive aphasia (PPA) is characterized by profound destruction of cortical language areas. Anatomical studies suggest an involvement of cholinergic basal forebrain (BF) in PPA syndromes, particularly in the area of the nucleus subputaminalis (NSP). Here we aimed to determine the pattern of atrophy and structural covariance as a proxy of structural connectivity of BF nuclei in PPA variants. We studied 62 prospectively recruited cases with the clinical diagnosis of PPA and 31 healthy older control participants from the cohort study of the German consortium for frontotemporal lobar degeneration (FTLD). We determined cortical and BF atrophy based on high-resolution magnetic resonance imaging (MRI) scans. Patterns of structural covariance of BF with cortical regions were determined using voxel-based partial least square analysis. We found significant atrophy of total BF and BF subregions in PPA patients compared with controls [F(1, 82) = 20.2, p covariance analysis in healthy controls revealed associations of the BF nuclei, particularly the NSP, with left hemispheric predominant prefrontal, lateral temporal, and parietal cortical areas, including Broca's speech area (p covariance of the BF nuclei mostly with right but not with left hemispheric cortical areas (p covariance of the BF with left hemispheric cortical areas in healthy aging towards right hemispheric cortical areas in PPA, possibly reflecting a consequence of the profound and early destruction of cortical language areas in PPA. Copyright © 2016 The Author(s). Published by Elsevier Ltd.. All rights reserved.

Abnormalities in structural covariance of cortical gyrification in schizophrenia.

Science.gov (United States)

Palaniyappan, Lena; Park, Bert; Balain, Vijender; Dangi, Raj; Liddle, Peter

2015-07-01

The highly convoluted shape of the adult human brain results from several well-coordinated maturational events that start from embryonic development and extend through the adult life span. Disturbances in these maturational events can result in various neurological and psychiatric disorders, resulting in abnormal patterns of morphological relationship among cortical structures (structural covariance). Structural covariance can be studied using graph theory-based approaches that evaluate topological properties of brain networks. Covariance-based graph metrics allow cross-sectional study of coordinated maturational relationship among brain regions. Disrupted gyrification of focal brain regions is a consistent feature of schizophrenia. However, it is unclear if these localized disturbances result from a failure of coordinated development of brain regions in schizophrenia. We studied the structural covariance of gyrification in a sample of 41 patients with schizophrenia and 40 healthy controls by constructing gyrification-based networks using a 3-dimensional index. We found that several key regions including anterior insula and dorsolateral prefrontal cortex show increased segregation in schizophrenia, alongside reduced segregation in somato-sensory and occipital regions. Patients also showed a lack of prominence of the distributed covariance (hubness) of cingulate cortex. The abnormal segregated folding pattern in the right peri-sylvian regions (insula and fronto-temporal cortex) was associated with greater severity of illness. The study of structural covariance in cortical folding supports the presence of subtle deviation in the coordinated development of cortical convolutions in schizophrenia. The heterogeneity in the severity of schizophrenia could be explained in part by aberrant trajectories of neurodevelopment.

Abnormalities in structural covariance of cortical gyrification in schizophrenia

OpenAIRE

Palaniyappan, Lena; Park, Bert; Balain, Vijender; Dangi, Raj; Liddle, Peter

2014-01-01

The highly convoluted shape of the adult human brain results from several well-coordinated maturational events that start from embryonic development and extend through the adult life span. Disturbances in these maturational events can result in various neurological and psychiatric disorders, resulting in abnormal patterns of morphological relationship among cortical structures (structural covariance). Structural covariance can be studied using graph theory-based approaches that evaluate topol...

A class of covariate-dependent spatiotemporal covariance functions

Science.gov (United States)

Reich, Brian J; Eidsvik, Jo; Guindani, Michele; Nail, Amy J; Schmidt, Alexandra M.

2014-01-01

In geostatistics, it is common to model spatially distributed phenomena through an underlying stationary and isotropic spatial process. However, these assumptions are often untenable in practice because of the influence of local effects in the correlation structure. Therefore, it has been of prolonged interest in the literature to provide flexible and effective ways to model non-stationarity in the spatial effects. Arguably, due to the local nature of the problem, we might envision that the correlation structure would be highly dependent on local characteristics of the domain of study, namely the latitude, longitude and altitude of the observation sites, as well as other locally defined covariate information. In this work, we provide a flexible and computationally feasible way for allowing the correlation structure of the underlying processes to depend on local covariate information. We discuss the properties of the induced covariance functions and discuss methods to assess its dependence on local covariate information by means of a simulation study and the analysis of data observed at ozone-monitoring stations in the Southeast United States. PMID:24772199

Socio-Cognitive Phenotypes Differentially Modulate Large-Scale Structural Covariance Networks.

Science.gov (United States)

Valk, Sofie L; Bernhardt, Boris C; Böckler, Anne; Trautwein, Fynn-Mathis; Kanske, Philipp; Singer, Tania

2017-02-01

Functional neuroimaging studies have suggested the existence of 2 largely distinct social cognition networks, one for theory of mind (taking others' cognitive perspective) and another for empathy (sharing others' affective states). To address whether these networks can also be dissociated at the level of brain structure, we combined behavioral phenotyping across multiple socio-cognitive tasks with 3-Tesla MRI cortical thickness and structural covariance analysis in 270 healthy adults, recruited across 2 sites. Regional thickness mapping only provided partial support for divergent substrates, highlighting that individual differences in empathy relate to left insular-opercular thickness while no correlation between thickness and mentalizing scores was found. Conversely, structural covariance analysis showed clearly divergent network modulations by socio-cognitive and -affective phenotypes. Specifically, individual differences in theory of mind related to structural integration between temporo-parietal and dorsomedial prefrontal regions while empathy modulated the strength of dorsal anterior insula networks. Findings were robust across both recruitment sites, suggesting generalizability. At the level of structural network embedding, our study provides a double dissociation between empathy and mentalizing. Moreover, our findings suggest that structural substrates of higher-order social cognition are reflected rather in interregional networks than in the the local anatomical markup of specific regions per se. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Language Ability Predicts Cortical Structure and Covariance in Boys with Autism Spectrum Disorder.

Science.gov (United States)

Sharda, Megha; Foster, Nicholas E V; Tryfon, Ana; Doyle-Thomas, Krissy A R; Ouimet, Tia; Anagnostou, Evdokia; Evans, Alan C; Zwaigenbaum, Lonnie; Lerch, Jason P; Lewis, John D; Hyde, Krista L

2017-03-01

There is significant clinical heterogeneity in language and communication abilities of individuals with Autism Spectrum Disorders (ASD). However, no consistent pathology regarding the relationship of these abilities to brain structure has emerged. Recent developments in anatomical correlation-based approaches to map structural covariance networks (SCNs), combined with detailed behavioral characterization, offer an alternative for studying these relationships. In this study, such an approach was used to study the integrity of SCNs of cortical thickness and surface area associated with language and communication, in 46 high-functioning, school-age children with ASD compared with 50 matched, typically developing controls (all males) with IQ > 75. Findings showed that there was alteration of cortical structure and disruption of fronto-temporal cortical covariance in ASD compared with controls. Furthermore, in an analysis of a subset of ASD participants, alterations in both cortical structure and covariance were modulated by structural language ability of the participants, but not communicative function. These findings indicate that structural language abilities are related to altered fronto-temporal cortical covariance in ASD, much more than symptom severity or cognitive ability. They also support the importance of better characterizing ASD samples while studying brain structure and for better understanding individual differences in language and communication abilities in ASD. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Mapping structural covariance networks of facial emotion recognition in early psychosis: A pilot study.

Science.gov (United States)

Buchy, Lisa; Barbato, Mariapaola; Makowski, Carolina; Bray, Signe; MacMaster, Frank P; Deighton, Stephanie; Addington, Jean

2017-11-01

People with psychosis show deficits recognizing facial emotions and disrupted activation in the underlying neural circuitry. We evaluated associations between facial emotion recognition and cortical thickness using a correlation-based approach to map structural covariance networks across the brain. Fifteen people with an early psychosis provided magnetic resonance scans and completed the Penn Emotion Recognition and Differentiation tasks. Fifteen historical controls provided magnetic resonance scans. Cortical thickness was computed using CIVET and analyzed with linear models. Seed-based structural covariance analysis was done using the mapping anatomical correlations across the cerebral cortex methodology. To map structural covariance networks involved in facial emotion recognition, the right somatosensory cortex and bilateral fusiform face areas were selected as seeds. Statistics were run in SurfStat. Findings showed increased cortical covariance between the right fusiform face region seed and right orbitofrontal cortex in controls than early psychosis subjects. Facial emotion recognition scores were not significantly associated with thickness in any region. A negative effect of Penn Differentiation scores on cortical covariance was seen between the left fusiform face area seed and right superior parietal lobule in early psychosis subjects. Results suggest that facial emotion recognition ability is related to covariance in a temporal-parietal network in early psychosis. Copyright © 2017 Elsevier B.V. All rights reserved.

A Phylogenetic Analysis of Shape Covariance Structure in the Anthropoid Skull

OpenAIRE

De Oliveira, Felipe; Marroig, Gabriel; Garcia, Guilherme

2016-01-01

Phenotypic traits evolve in a coordinated manner due to developmental and functional interactions, mediated by the dynamics of natural selection; the dependence between traits arising from these three factors is captured by genetic ( G ) and phenotypic ( P ) covariance matrices. Mammalian skull development produces an intricate pattern of tissue organization and mutual signaling that integrates this structure, although the set of functions it performs is quite disparate. Therefore, the interp...

Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics

OpenAIRE

Ole E. Barndorff-Nielsen; Neil Shephard

2002-01-01

This paper analyses multivariate high frequency financial data using realised covariation. We provide a new asymptotic distribution theory for standard methods such as regression, correlation analysis and covariance. It will be based on a fixed interval of time (e.g. a day or week), allowing the number of high frequency returns during this period to go to infinity. Our analysis allows us to study how high frequency correlations, regressions and covariances change through time. In particular w...

Covariant Theory of Gravitation in the Spacetime with Finsler Structure

OpenAIRE

Huang, Xin-Bing

2007-01-01

The theory of gravitation in the spacetime with Finsler structure is constructed. It is shown that the theory keeps general covariance. Such theory reduces to Einstein's general relativity when the Finsler structure is Riemannian. Therefore, this covariant theory of gravitation is an elegant realization of Einstein's thoughts on gravitation in the spacetime with Finsler structure.

A pilot study of cognitive insight and structural covariance in first-episode psychosis.

Science.gov (United States)

Kuang, Corin; Buchy, Lisa; Barbato, Mariapaola; Makowski, Carolina; MacMaster, Frank P; Bray, Signe; Deighton, Stephanie; Addington, Jean

2017-01-01

Cognitive insight is described as a balance between one's self-reflectiveness (recognition and correction of dysfunctional reasoning), and self-certainty (overconfidence). Neuroimaging studies have linked the ventrolateral prefrontal cortex (VLPFC) to cognitive insight in people with psychosis. However, the relationship between cognitive insight and structural connectivity between the VLPFC and other brain areas is unknown. Here, we investigated the modulation of cognitive insight on structural covariance networks involving the VLPFC in a first-episode psychosis sample. Fifteen patients with a first-episode psychosis provided magnetic resonance (MR) scans and completed the Beck Cognitive Insight Scale (BCIS). MR scans were also available for 15 historical controls. Seed-based analysis of structural covariance was conducted using the Mapping Anatomical Correlations Across the Cerebral Cortex (MACACC) methodology, whereby Pearson correlation coefficients were extracted between seed regions in left and right VLPFC and cortical thickness across the brain. Structural covariance maps between groups were compared at each vertex. In first-episode subjects, we evaluated the modulation of BCIS scores on cortical covariance between VLPFC and every other vertex. Findings showed no significant group difference between first-episode psychosis subjects and controls in thickness covariance seeded from left or right VLPFC. However, in first-episode psychosis subjects, a positive association with self-certainty was found in networks seeded from both left and right VLPFC with thickness in medial frontal cortex and right pars triangularis. No significant associations were found for self-reflectiveness. These results suggest that self-certainty, but not self-reflectiveness, positively modulated cortical covariance in a frontal network in patients with a first-episode psychosis. Copyright © 2016 Elsevier B.V. All rights reserved.

Structural and functional connectivity underlying grey matter covariance: impact of developmental insult.

Science.gov (United States)

Paquola, Casey; Bennett, Maxwell; Lagopoulos, Jim

2018-05-15

Structural covariance networks (SCNs) may offer unique insights into the developmental impact of childhood maltreatment because they are thought to reflect coordinated maturation of distinct grey matter regions. T1-weighted magnetic resonance images were acquired from 121 young people with emerging mental illness. Diffusion weighted and resting state functional imaging was also acquired from a random subset of the participants (n=62). Ten study-specific SCNs were identified using a whole brain grey matter independent component analysis. The effects of childhood maltreatment and age on average grey matter density and the expression of each SCN were calculated. Childhood maltreatment was linked to age-related decreases in grey matter density across a SCN that overlapped with the default mode and fronto-parietal networks. Resting state functional connectivity and structural connectivity were calculated in the study-specific SCN and across the whole brain. Grey matter covariance was significantly correlated with rsFC across the SCN, and rsFC fully mediated the relationship between grey matter covariance and structural connectivity in the non-maltreated group. A unique association of grey matter covariance with structural connectivity was detected amongst individuals with a history of childhood maltreatment. Perturbation of grey matter development across the default mode and fronto-parietal networks following childhood maltreatment may have significant implications for mental well-being, given the networks' roles in self-referential activity. Cross-modal comparisons suggest reduced grey matter following childhood maltreatment could arise from deficient functional activity earlier in life.

Yield response of winter wheat cultivars to environments modeled by different variance-covariance structures in linear mixed models

Energy Technology Data Exchange (ETDEWEB)

Studnicki, M.; Mądry, W.; Noras, K.; Wójcik-Gront, E.; Gacek, E.

2016-11-01

The main objectives of multi-environmental trials (METs) are to assess cultivar adaptation patterns under different environmental conditions and to investigate genotype by environment (G×E) interactions. Linear mixed models (LMMs) with more complex variance-covariance structures have become recognized and widely used for analyzing METs data. Best practice in METs analysis is to carry out a comparison of competing models with different variance-covariance structures. Improperly chosen variance-covariance structures may lead to biased estimation of means resulting in incorrect conclusions. In this work we focused on adaptive response of cultivars on the environments modeled by the LMMs with different variance-covariance structures. We identified possible limitations of inference when using an inadequate variance-covariance structure. In the presented study we used the dataset on grain yield for 63 winter wheat cultivars, evaluated across 18 locations, during three growing seasons (2008/2009-2010/2011) from the Polish Post-registration Variety Testing System. For the evaluation of variance-covariance structures and the description of cultivars adaptation to environments, we calculated adjusted means for the combination of cultivar and location in models with different variance-covariance structures. We concluded that in order to fully describe cultivars adaptive patterns modelers should use the unrestricted variance-covariance structure. The restricted compound symmetry structure may interfere with proper interpretation of cultivars adaptive patterns. We found, that the factor-analytic structure is also a good tool to describe cultivars reaction on environments, and it can be successfully used in METs data after determining the optimal component number for each dataset. (Author)

Structural covariance networks across the life span, from 6 to 94 years of age

Directory of Open Access Journals (Sweden)

Elizabeth DuPre

2017-10-01

Full Text Available Structural covariance examines covariation of gray matter morphology between brain regions and across individuals. Despite significant interest in the influence of age on structural covariance patterns, no study to date has provided a complete life span perspective—bridging childhood with early, middle, and late adulthood—on the development of structural covariance networks. Here, we investigate the life span trajectories of structural covariance in six canonical neurocognitive networks: default, dorsal attention, frontoparietal control, somatomotor, ventral attention, and visual. By combining data from five open-access data sources, we examine the structural covariance trajectories of these networks from 6 to 94 years of age in a sample of 1,580 participants. Using partial least squares, we show that structural covariance patterns across the life span exhibit two significant, age-dependent trends. The first trend is a stable pattern whose integrity declines over the life span. The second trend is an inverted-U that differentiates young adulthood from other age groups. Hub regions, including posterior cingulate cortex and anterior insula, appear particularly influential in the expression of this second age-dependent trend. Overall, our results suggest that structural covariance provides a reliable definition of neurocognitive networks across the life span and reveal both shared and network-specific trajectories. The importance of life span perspectives is increasingly apparent in understanding normative interactions of large-scale neurocognitive networks. Although recent work has made significant strides in understanding the functional and structural connectivity of these networks, there has been comparatively little attention to life span trajectories of structural covariance networks. In this study we examine patterns of structural covariance across the life span for six neurocognitive networks. Our results suggest that networks exhibit

Abnormalities in the structural covariance of emotion regulation networks in major depressive disorder.

Science.gov (United States)

Wu, Huawang; Sun, Hui; Wang, Chao; Yu, Lin; Li, Yilan; Peng, Hongjun; Lu, Xiaobing; Hu, Qingmao; Ning, Yuping; Jiang, Tianzi; Xu, Jinping; Wang, Jiaojian

2017-01-01

Major depressive disorder (MDD) is a common psychiatric disorder that is characterized by cognitive deficits and affective symptoms. To date, an increasing number of neuroimaging studies have focused on emotion regulation and have consistently shown that emotion dysregulation is one of the central features and underlying mechanisms of MDD. Although gray matter morphological abnormalities in regions within emotion regulation networks have been identified in MDD, the interactions and relationships between these gray matter structures remain largely unknown. Thus, in this study, we adopted a structural covariance method based on gray matter volume to investigate the brain morphological abnormalities within the emotion regulation networks in a large cohort of 65 MDD patients and 65 age- and gender-matched healthy controls. A permutation test with p covariance connectivity strengths between MDD patients and healthy controls. The structural covariance analysis revealed an increased correlation strength of gray matter volume between the left angular gyrus and the left amygdala and between the right angular gyrus and the right amygdala, as well as a decreased correlation strength of the gray matter volume between the right angular gyrus and the posterior cingulate cortex in MDD. Our findings support the notion that emotion dysregulation is an underlying mechanism of MDD by revealing disrupted structural covariance patterns in the emotion regulation network. Copyright © 2016 Elsevier Ltd. All rights reserved.

Econometric analysis of realized covariation: high frequency based covariance, regression, and correlation in financial economics

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole Eiler; Shephard, N.

2004-01-01

This paper analyses multivariate high frequency financial data using realized covariation. We provide a new asymptotic distribution theory for standard methods such as regression, correlation analysis, and covariance. It will be based on a fixed interval of time (e.g., a day or week), allowing...... the number of high frequency returns during this period to go to infinity. Our analysis allows us to study how high frequency correlations, regressions, and covariances change through time. In particular we provide confidence intervals for each of these quantities....

Covariance Partition Priors: A Bayesian Approach to Simultaneous Covariance Estimation for Longitudinal Data.

Science.gov (United States)

Gaskins, J T; Daniels, M J

2016-01-02

The estimation of the covariance matrix is a key concern in the analysis of longitudinal data. When data consists of multiple groups, it is often assumed the covariance matrices are either equal across groups or are completely distinct. We seek methodology to allow borrowing of strength across potentially similar groups to improve estimation. To that end, we introduce a covariance partition prior which proposes a partition of the groups at each measurement time. Groups in the same set of the partition share dependence parameters for the distribution of the current measurement given the preceding ones, and the sequence of partitions is modeled as a Markov chain to encourage similar structure at nearby measurement times. This approach additionally encourages a lower-dimensional structure of the covariance matrices by shrinking the parameters of the Cholesky decomposition toward zero. We demonstrate the performance of our model through two simulation studies and the analysis of data from a depression study. This article includes Supplementary Material available online.

Covariance, correlation matrix, and the multiscale community structure of networks.

Science.gov (United States)

Shen, Hua-Wei; Cheng, Xue-Qi; Fang, Bin-Xing

2010-07-01

Empirical studies show that real world networks often exhibit multiple scales of topological descriptions. However, it is still an open problem how to identify the intrinsic multiple scales of networks. In this paper, we consider detecting the multiscale community structure of network from the perspective of dimension reduction. According to this perspective, a covariance matrix of network is defined to uncover the multiscale community structure through the translation and rotation transformations. It is proved that the covariance matrix is the unbiased version of the well-known modularity matrix. We then point out that the translation and rotation transformations fail to deal with the heterogeneous network, which is very common in nature and society. To address this problem, a correlation matrix is proposed through introducing the rescaling transformation into the covariance matrix. Extensive tests on real world and artificial networks demonstrate that the correlation matrix significantly outperforms the covariance matrix, identically the modularity matrix, as regards identifying the multiscale community structure of network. This work provides a novel perspective to the identification of community structure and thus various dimension reduction methods might be used for the identification of community structure. Through introducing the correlation matrix, we further conclude that the rescaling transformation is crucial to identify the multiscale community structure of network, as well as the translation and rotation transformations.

Structural covariance networks across the life span, from 6 to 94 years of age.

Science.gov (United States)

DuPre, Elizabeth; Spreng, R Nathan

2017-10-01

Structural covariance examines covariation of gray matter morphology between brain regions and across individuals. Despite significant interest in the influence of age on structural covariance patterns, no study to date has provided a complete life span perspective-bridging childhood with early, middle, and late adulthood-on the development of structural covariance networks. Here, we investigate the life span trajectories of structural covariance in six canonical neurocognitive networks: default, dorsal attention, frontoparietal control, somatomotor, ventral attention, and visual. By combining data from five open-access data sources, we examine the structural covariance trajectories of these networks from 6 to 94 years of age in a sample of 1,580 participants. Using partial least squares, we show that structural covariance patterns across the life span exhibit two significant, age-dependent trends. The first trend is a stable pattern whose integrity declines over the life span. The second trend is an inverted-U that differentiates young adulthood from other age groups. Hub regions, including posterior cingulate cortex and anterior insula, appear particularly influential in the expression of this second age-dependent trend. Overall, our results suggest that structural covariance provides a reliable definition of neurocognitive networks across the life span and reveal both shared and network-specific trajectories.

Fitting direct covariance structures by the MSTRUCT modeling language of the CALIS procedure.

Science.gov (United States)

Yung, Yiu-Fai; Browne, Michael W; Zhang, Wei

2015-02-01

This paper demonstrates the usefulness and flexibility of the general structural equation modelling (SEM) approach to fitting direct covariance patterns or structures (as opposed to fitting implied covariance structures from functional relationships among variables). In particular, the MSTRUCT modelling language (or syntax) of the CALIS procedure (SAS/STAT version 9.22 or later: SAS Institute, 2010) is used to illustrate the SEM approach. The MSTRUCT modelling language supports a direct covariance pattern specification of each covariance element. It also supports the input of additional independent and dependent parameters. Model tests, fit statistics, estimates, and their standard errors are then produced under the general SEM framework. By using numerical and computational examples, the following tests of basic covariance patterns are illustrated: sphericity, compound symmetry, and multiple-group covariance patterns. Specification and testing of two complex correlation structures, the circumplex pattern and the composite direct product models with or without composite errors and scales, are also illustrated by the MSTRUCT syntax. It is concluded that the SEM approach offers a general and flexible modelling of direct covariance and correlation patterns. In conjunction with the use of SAS macros, the MSTRUCT syntax provides an easy-to-use interface for specifying and fitting complex covariance and correlation structures, even when the number of variables or parameters becomes large. © 2014 The British Psychological Society.

Structural Covariance of Sensory Networks, the Cerebellum, and Amygdala in Autism Spectrum Disorder

Directory of Open Access Journals (Sweden)

Garrett J. Cardon

2017-11-01

Full Text Available Sensory dysfunction is a core symptom of autism spectrum disorder (ASD, and abnormalities with sensory responsivity and processing can be extremely debilitating to ASD patients and their families. However, relatively little is known about the underlying neuroanatomical and neurophysiological factors that lead to sensory abnormalities in ASD. Investigation into these aspects of ASD could lead to significant advancements in our general knowledge about ASD, as well as provide targets for treatment and inform diagnostic procedures. Thus, the current study aimed to measure the covariation of volumes of brain structures (i.e., structural magnetic resonance imaging that may be involved in abnormal sensory processing, in order to infer connectivity of these brain regions. Specifically, we quantified the structural covariation of sensory-related cerebral cortical structures, in addition to the cerebellum and amygdala by computing partial correlations between the structural volumes of these structures. These analyses were performed in participants with ASD (n = 36, as well as typically developing peers (n = 32. Results showed decreased structural covariation between sensory-related cortical structures, especially between the left and right cerebral hemispheres, in participants with ASD. In contrast, these same participants presented with increased structural covariation of structures in the right cerebral hemisphere. Additionally, sensory-related cerebral structures exhibited decreased structural covariation with functionally identified cerebellar networks. Also, the left amygdala showed significantly increased structural covariation with cerebral structures related to visual processing. Taken together, these results may suggest several patterns of altered connectivity both within and between cerebral cortices and other brain structures that may be related to sensory processing.

Structural covariance networks across healthy young adults and their consistency.

Science.gov (United States)

Guo, Xiaojuan; Wang, Yan; Guo, Taomei; Chen, Kewei; Zhang, Jiacai; Li, Ke; Jin, Zhen; Yao, Li

2015-08-01

To investigate structural covariance networks (SCNs) as measured by regional gray matter volumes with structural magnetic resonance imaging (MRI) from healthy young adults, and to examine their consistency and stability. Two independent cohorts were included in this study: Group 1 (82 healthy subjects aged 18-28 years) and Group 2 (109 healthy subjects aged 20-28 years). Structural MRI data were acquired at 3.0T and 1.5T using a magnetization prepared rapid-acquisition gradient echo sequence for these two groups, respectively. We applied independent component analysis (ICA) to construct SCNs and further applied the spatial overlap ratio and correlation coefficient to evaluate the spatial consistency of the SCNs between these two datasets. Seven and six independent components were identified for Group 1 and Group 2, respectively. Moreover, six SCNs including the posterior default mode network, the visual and auditory networks consistently existed across the two datasets. The overlap ratios and correlation coefficients of the visual network reached the maximums of 72% and 0.71. This study demonstrates the existence of consistent SCNs corresponding to general functional networks. These structural covariance findings may provide insight into the underlying organizational principles of brain anatomy. © 2014 Wiley Periodicals, Inc.

Modelling the Covariance Structure in Marginal Multivariate Count Models

DEFF Research Database (Denmark)

Bonat, W. H.; Olivero, J.; Grande-Vega, M.

2017-01-01

The main goal of this article is to present a flexible statistical modelling framework to deal with multivariate count data along with longitudinal and repeated measures structures. The covariance structure for each response variable is defined in terms of a covariance link function combined...... be used to indicate whether there was statistical evidence of a decline in blue duikers and other species hunted during the study period. Determining whether observed drops in the number of animals hunted are indeed true is crucial to assess whether species depletion effects are taking place in exploited...... with a matrix linear predictor involving known matrices. In order to specify the joint covariance matrix for the multivariate response vector, the generalized Kronecker product is employed. We take into account the count nature of the data by means of the power dispersion function associated with the Poisson...

Partial covariance based functional connectivity computation using Ledoit-Wolf covariance regularization.

Science.gov (United States)

Brier, Matthew R; Mitra, Anish; McCarthy, John E; Ances, Beau M; Snyder, Abraham Z

2015-11-01

Functional connectivity refers to shared signals among brain regions and is typically assessed in a task free state. Functional connectivity commonly is quantified between signal pairs using Pearson correlation. However, resting-state fMRI is a multivariate process exhibiting a complicated covariance structure. Partial covariance assesses the unique variance shared between two brain regions excluding any widely shared variance, hence is appropriate for the analysis of multivariate fMRI datasets. However, calculation of partial covariance requires inversion of the covariance matrix, which, in most functional connectivity studies, is not invertible owing to rank deficiency. Here we apply Ledoit-Wolf shrinkage (L2 regularization) to invert the high dimensional BOLD covariance matrix. We investigate the network organization and brain-state dependence of partial covariance-based functional connectivity. Although RSNs are conventionally defined in terms of shared variance, removal of widely shared variance, surprisingly, improved the separation of RSNs in a spring embedded graphical model. This result suggests that pair-wise unique shared variance plays a heretofore unrecognized role in RSN covariance organization. In addition, application of partial correlation to fMRI data acquired in the eyes open vs. eyes closed states revealed focal changes in uniquely shared variance between the thalamus and visual cortices. This result suggests that partial correlation of resting state BOLD time series reflect functional processes in addition to structural connectivity. Copyright © 2015 Elsevier Inc. All rights reserved.

Evaluating measurement models in clinical research: covariance structure analysis of latent variable models of self-conception.

Science.gov (United States)

Hoyle, R H

1991-02-01

Indirect measures of psychological constructs are vital to clinical research. On occasion, however, the meaning of indirect measures of psychological constructs is obfuscated by statistical procedures that do not account for the complex relations between items and latent variables and among latent variables. Covariance structure analysis (CSA) is a statistical procedure for testing hypotheses about the relations among items that indirectly measure a psychological construct and relations among psychological constructs. This article introduces clinical researchers to the strengths and limitations of CSA as a statistical procedure for conceiving and testing structural hypotheses that are not tested adequately with other statistical procedures. The article is organized around two empirical examples that illustrate the use of CSA for evaluating measurement models with correlated error terms, higher-order factors, and measured and latent variables.

Salience Network and Depressive Severities in Parkinson's Disease with Mild Cognitive Impairment: A Structural Covariance Network Analysis.

Science.gov (United States)

Chang, Ya-Ting; Lu, Cheng-Hsien; Wu, Ming-Kung; Hsu, Shih-Wei; Huang, Chi-Wei; Chang, Wen-Neng; Lien, Chia-Yi; Lee, Jun-Jun; Chang, Chiung-Chih

2017-01-01

Purpose: In Parkinson's disease with mild cognitive impairment (PD-MCI), we investigated the clinical significance of salience network (SN) in depression and cognitive performance. Methods: Seventy seven PD-MCI patients that fulfilled multi-domain and non-amnestic subtype were included. Gray matter structural covariance networks were constructed by 3D T1-magnetic resonance imaging and seed based analysis. The patients were divided into two groups by psychiatric interviews and screening of Geriatric Depression Scale (GDS): PD-MCI with depression (PD-MCI-D) or without depression (PD-MCI-ND). The seed or peak cluster volume, or the significant differences in the regression slopes in each seed-peak cluster correlation, were used to evaluate the significance with the neurobehavioral scores. Results: This study is the first to demonstrate that the PD-MCI-ND group presented a larger number of voxels of structural covariance in SN than the PD-MCI-D group. The right fronto-insular seed volumes and the peak cluster of left lingual gyrus showed significant inverse correlation with the Geriatric Depression Scale (GDS; r = -0.231, P = 0.046). Conclusions: This study is the first to validate the clinical significance of the SN in PD-MCI-D. The right insular seed value and the SN correlated with the severity of depression in PD-MCI.

On the algebraic structure of covariant anomalies and covariant Schwinger terms

International Nuclear Information System (INIS)

Kelnhofer, G.

1992-01-01

A cohomological characterization of covariant anomalies and covariant Schwinger terms in an anomalous Yang-Mills theory is formulated and w ill be geometrically interpreted. The BRS and anti-BRS transformations are defined as purely differential geometric objects. Finally the covariant descent equations are formulated within this context. (author)

Generalized Extreme Value model with Cyclic Covariate Structure ...

Indian Academy of Sciences (India)

48

enhances the estimation of the return period; however, its application is ...... Cohn T A and Lins H F 2005 Nature's style: Naturally trendy; GEOPHYSICAL ..... Final non-stationary GEV models with covariate structures shortlisted based on.

Progress on Nuclear Data Covariances: AFCI-1.2 Covariance Library

International Nuclear Information System (INIS)

Oblozinsky, P.; Oblozinsky, P.; Mattoon, C.M.; Herman, M.; Mughabghab, S.F.; Pigni, M.T.; Talou, P.; Hale, G.M.; Kahler, A.C.; Kawano, T.; Little, R.C.; Young, P.G

2009-01-01

Improved neutron cross section covariances were produced for 110 materials including 12 light nuclei (coolants and moderators), 78 structural materials and fission products, and 20 actinides. Improved covariances were organized into AFCI-1.2 covariance library in 33-energy groups, from 10 -5 eV to 19.6 MeV. BNL contributed improved covariance data for the following materials: 23 Na and 55 Mn where more detailed evaluation was done; improvements in major structural materials 52 Cr, 56 Fe and 58 Ni; improved estimates for remaining structural materials and fission products; improved covariances for 14 minor actinides, and estimates of mubar covariances for 23 Na and 56 Fe. LANL contributed improved covariance data for 235 U and 239 Pu including prompt neutron fission spectra and completely new evaluation for 240 Pu. New R-matrix evaluation for 16 O including mubar covariances is under completion. BNL assembled the library and performed basic testing using improved procedures including inspection of uncertainty and correlation plots for each material. The AFCI-1.2 library was released to ANL and INL in August 2009.

application of covariance analysis to feed/ ration experimental data

African Journals Online (AJOL)

Prince Acheampong

ABSTRACT. The use Analysis of Covariance (ANOCOVA) to feed/ration experimental data for birds was examined. Correlation and Regression analyses were used to adjust for the covariate – initial weight of the experimental birds. The Fisher's F statistic for the straight forward Analysis of Variance (ANOVA) showed ...

Theory of Covariance Equivalent ARMAV Models of Civil Engineering Structures

DEFF Research Database (Denmark)

Andersen, P.; Brincker, Rune; Kirkegaard, Poul Henning

1996-01-01

In this paper the theoretical background for using covariance equivalent ARMAV models in modal analysis is discussed. It is shown how to obtain a covariance equivalent ARMA model for a univariate linear second order continous-time system excited by Gaussian white noise. This result is generalized...

Theory of Covariance Equivalent ARMAV Models of Civil Engineering Structures

DEFF Research Database (Denmark)

Andersen, P.; Brincker, Rune; Kirkegaard, Poul Henning

In this paper the theoretical background for using covariance equivalent ARMAV models in modal analysis is discussed. It is shown how to obtain a covariance equivalent ARMA model for a univariate linear second order continuous-time system excited by Gaussian white noise. This result is generalize...

Structural Covariance Networks in Children with Autism or ADHD.

Science.gov (United States)

Bethlehem, R A I; Romero-Garcia, R; Mak, E; Bullmore, E T; Baron-Cohen, S

2017-08-01

While autism and attention-deficit/hyperactivity disorder (ADHD) are considered distinct conditions from a diagnostic perspective, clinically they share some phenotypic features and have high comorbidity. Regardless, most studies have focused on only one condition, with considerable heterogeneity in their results. Taking a dual-condition approach might help elucidate shared and distinct neural characteristics. Graph theory was used to analyse topological properties of structural covariance networks across both conditions and relative to a neurotypical (NT; n = 87) group using data from the ABIDE (autism; n = 62) and ADHD-200 datasets (ADHD; n = 69). Regional cortical thickness was used to construct the structural covariance networks. This was analysed in a theoretical framework examining potential differences in long and short-range connectivity, with a specific focus on relation between central graph measures and cortical thickness. We found convergence between autism and ADHD, where both conditions show an overall decrease in CT covariance with increased Euclidean distance between centroids compared with a NT population. The 2 conditions also show divergence. Namely, there is less modular overlap between the 2 conditions than there is between each condition and the NT group. The ADHD group also showed reduced cortical thickness and lower degree in hub regions than the autism group. Lastly, the ADHD group also showed reduced wiring costs compared with the autism groups. Our results indicate a need for taking an integrated approach when considering highly comorbid conditions such as autism and ADHD. Furthermore, autism and ADHD both showed alterations in the relation between inter-regional covariance and centroid distance, where both groups show a steeper decline in covariance as a function of distance. The 2 groups also diverge on modular organization, cortical thickness of hub regions and wiring cost of the covariance network. Thus, on some network features the

Differential Age-Related Changes in Structural Covariance Networks of Human Anterior and Posterior Hippocampus

Directory of Open Access Journals (Sweden)

Xinwei Li

2018-05-01

Full Text Available The hippocampus plays an important role in memory function relying on information interaction between distributed brain areas. The hippocampus can be divided into the anterior and posterior sections with different structure and function along its long axis. The aim of this study is to investigate the effects of normal aging on the structural covariance of the anterior hippocampus (aHPC and the posterior hippocampus (pHPC. In this study, 240 healthy subjects aged 18–89 years were selected and subdivided into young (18–23 years, middle-aged (30–58 years, and older (61–89 years groups. The aHPC and pHPC was divided based on the location of uncal apex in the MNI space. Then, the structural covariance networks were constructed by examining their covariance in gray matter volumes with other brain regions. Finally, the influence of age on the structural covariance of these hippocampal sections was explored. We found that the aHPC and pHPC had different structural covariance patterns, but both of them were associated with the medial temporal lobe and insula. Moreover, both increased and decreased covariances were found with the aHPC but only increased covariance was found with the pHPC with age (p < 0.05, family-wise error corrected. These decreased connections occurred within the default mode network, while the increased connectivity mainly occurred in other memory systems that differ from the hippocampus. This study reveals different age-related influence on the structural networks of the aHPC and pHPC, providing an essential insight into the mechanisms of the hippocampus in normal aging.

Multivariate covariance generalized linear models

DEFF Research Database (Denmark)

Bonat, W. H.; Jørgensen, Bent

2016-01-01

are fitted by using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of types of response variables and covariance structures, including multivariate extensions......We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link...... function combined with a matrix linear predictor involving known matrices. The method is motivated by three data examples that are not easily handled by existing methods. The first example concerns multivariate count data, the second involves response variables of mixed types, combined with repeated...

Multilevel covariance regression with correlated random effects in the mean and variance structure.

Science.gov (United States)

Quintero, Adrian; Lesaffre, Emmanuel

2017-09-01

Multivariate regression methods generally assume a constant covariance matrix for the observations. In case a heteroscedastic model is needed, the parametric and nonparametric covariance regression approaches can be restrictive in the literature. We propose a multilevel regression model for the mean and covariance structure, including random intercepts in both components and allowing for correlation between them. The implied conditional covariance function can be different across clusters as a result of the random effect in the variance structure. In addition, allowing for correlation between the random intercepts in the mean and covariance makes the model convenient for skewedly distributed responses. Furthermore, it permits us to analyse directly the relation between the mean response level and the variability in each cluster. Parameter estimation is carried out via Gibbs sampling. We compare the performance of our model to other covariance modelling approaches in a simulation study. Finally, the proposed model is applied to the RN4CAST dataset to identify the variables that impact burnout of nurses in Belgium. © 2017 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Salience Network and Depressive Severities in Parkinson’s Disease with Mild Cognitive Impairment: A Structural Covariance Network Analysis

Directory of Open Access Journals (Sweden)

Ya-Ting Chang

2018-01-01

Full Text Available Purpose: In Parkinson’s disease with mild cognitive impairment (PD-MCI, we investigated the clinical significance of salience network (SN in depression and cognitive performance.Methods: Seventy seven PD-MCI patients that fulfilled multi-domain and non-amnestic subtype were included. Gray matter structural covariance networks were constructed by 3D T1-magnetic resonance imaging and seed based analysis. The patients were divided into two groups by psychiatric interviews and screening of Geriatric Depression Scale (GDS: PD-MCI with depression (PD-MCI-D or without depression (PD-MCI-ND. The seed or peak cluster volume, or the significant differences in the regression slopes in each seed-peak cluster correlation, were used to evaluate the significance with the neurobehavioral scores.Results: This study is the first to demonstrate that the PD-MCI-ND group presented a larger number of voxels of structural covariance in SN than the PD-MCI-D group. The right fronto-insular seed volumes and the peak cluster of left lingual gyrus showed significant inverse correlation with the Geriatric Depression Scale (GDS; r = -0.231, P = 0.046.Conclusions: This study is the first to validate the clinical significance of the SN in PD-MCI-D. The right insular seed value and the SN correlated with the severity of depression in PD-MCI.

Salience Network and Depressive Severities in Parkinson’s Disease with Mild Cognitive Impairment: A Structural Covariance Network Analysis

Science.gov (United States)

Chang, Ya-Ting; Lu, Cheng-Hsien; Wu, Ming-Kung; Hsu, Shih-Wei; Huang, Chi-Wei; Chang, Wen-Neng; Lien, Chia-Yi; Lee, Jun-Jun; Chang, Chiung-Chih

2018-01-01

Purpose: In Parkinson’s disease with mild cognitive impairment (PD-MCI), we investigated the clinical significance of salience network (SN) in depression and cognitive performance. Methods: Seventy seven PD-MCI patients that fulfilled multi-domain and non-amnestic subtype were included. Gray matter structural covariance networks were constructed by 3D T1-magnetic resonance imaging and seed based analysis. The patients were divided into two groups by psychiatric interviews and screening of Geriatric Depression Scale (GDS): PD-MCI with depression (PD-MCI-D) or without depression (PD-MCI-ND). The seed or peak cluster volume, or the significant differences in the regression slopes in each seed-peak cluster correlation, were used to evaluate the significance with the neurobehavioral scores. Results: This study is the first to demonstrate that the PD-MCI-ND group presented a larger number of voxels of structural covariance in SN than the PD-MCI-D group. The right fronto-insular seed volumes and the peak cluster of left lingual gyrus showed significant inverse correlation with the Geriatric Depression Scale (GDS; r = -0.231, P = 0.046). Conclusions: This study is the first to validate the clinical significance of the SN in PD-MCI-D. The right insular seed value and the SN correlated with the severity of depression in PD-MCI. PMID:29375361

Validity of covariance models for the analysis of geographical variation

DEFF Research Database (Denmark)

Guillot, Gilles; Schilling, Rene L.; Porcu, Emilio

2014-01-01

1. Due to the availability of large molecular data-sets, covariance models are increasingly used to describe the structure of genetic variation as an alternative to more heavily parametrised biological models. 2. We focus here on a class of parametric covariance models that received sustained att...

Covariance Based Pre-Filters and Screening Criteria for Conjunction Analysis

Science.gov (United States)

George, E., Chan, K.

2012-09-01

Several relationships are developed relating object size, initial covariance and range at closest approach to probability of collision. These relationships address the following questions: - Given the objects' initial covariance and combined hard body size, what is the maximum possible value of the probability of collision (Pc)? - Given the objects' initial covariance, what is the maximum combined hard body radius for which the probability of collision does not exceed the tolerance limit? - Given the objects' initial covariance and the combined hard body radius, what is the minimum miss distance for which the probability of collision does not exceed the tolerance limit? - Given the objects' initial covariance and the miss distance, what is the maximum combined hard body radius for which the probability of collision does not exceed the tolerance limit? The first relationship above allows the elimination of object pairs from conjunction analysis (CA) on the basis of the initial covariance and hard-body sizes of the objects. The application of this pre-filter to present day catalogs with estimated covariance results in the elimination of approximately 35% of object pairs as unable to ever conjunct with a probability of collision exceeding 1x10-6. Because Pc is directly proportional to object size and inversely proportional to covariance size, this pre-filter will have a significantly larger impact on future catalogs, which are expected to contain a much larger fraction of small debris tracked only by a limited subset of available sensors. This relationship also provides a mathematically rigorous basis for eliminating objects from analysis entirely based on element set age or quality - a practice commonly done by rough rules of thumb today. Further, these relations can be used to determine the required geometric screening radius for all objects. This analysis reveals the screening volumes for small objects are much larger than needed, while the screening volumes for

Structural covariance in the hallucinating brain: a voxel-based morphometry study

Science.gov (United States)

Modinos, Gemma; Vercammen, Ans; Mechelli, Andrea; Knegtering, Henderikus; McGuire, Philip K.; Aleman, André

2009-01-01

Background Neuroimaging studies have indicated that a number of cortical regions express altered patterns of structural covariance in schizophrenia. The relation between these alterations and specific psychotic symptoms is yet to be investigated. We used voxel-based morphometry to examine regional grey matter volumes and structural covariance associated with severity of auditory verbal hallucinations. Methods We applied optimized voxel-based morphometry to volumetric magnetic resonance imaging data from 26 patients with medication-resistant auditory verbal hallucinations (AVHs); statistical inferences were made at p < 0.05 after correction for multiple comparisons. Results Grey matter volume in the left inferior frontal gyrus was positively correlated with severity of AVHs. Hallucination severity influenced the pattern of structural covariance between this region and the left superior/middle temporal gyri, the right inferior frontal gyrus and hippocampus, and the insula bilaterally. Limitations The results are based on self-reported severity of auditory hallucinations. Complementing with a clinician-based instrument could have made the findings more compelling. Future studies would benefit from including a measure to control for other symptoms that may covary with AVHs and for the effects of antipsychotic medication. Conclusion The results revealed that overall severity of AVHs modulated cortical intercorrelations between frontotemporal regions involved in language production and verbal monitoring, supporting the critical role of this network in the pathophysiology of hallucinations. PMID:19949723

Altered Integration of Structural Covariance Networks in Young Children With Type 1 Diabetes.

Science.gov (United States)

Hosseini, S M Hadi; Mazaika, Paul; Mauras, Nelly; Buckingham, Bruce; Weinzimer, Stuart A; Tsalikian, Eva; White, Neil H; Reiss, Allan L

2016-11-01

Type 1 diabetes mellitus (T1D), one of the most frequent chronic diseases in children, is associated with glucose dysregulation that contributes to an increased risk for neurocognitive deficits. While there is a bulk of evidence regarding neurocognitive deficits in adults with T1D, little is known about how early-onset T1D affects neural networks in young children. Recent data demonstrated widespread alterations in regional gray matter and white matter associated with T1D in young children. These widespread neuroanatomical changes might impact the organization of large-scale brain networks. In the present study, we applied graph-theoretical analysis to test whether the organization of structural covariance networks in the brain for a cohort of young children with T1D (N = 141) is altered compared to healthy controls (HC; N = 69). While the networks in both groups followed a small world organization-an architecture that is simultaneously highly segregated and integrated-the T1D network showed significantly longer path length compared with HC, suggesting reduced global integration of brain networks in young children with T1D. In addition, network robustness analysis revealed that the T1D network model showed more vulnerability to neural insult compared with HC. These results suggest that early-onset T1D negatively impacts the global organization of structural covariance networks and influences the trajectory of brain development in childhood. This is the first study to examine structural covariance networks in young children with T1D. Improving glycemic control for young children with T1D might help prevent alterations in brain networks in this population. Hum Brain Mapp 37:4034-4046, 2016. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

Survival analysis with functional covariates for partial follow-up studies.

Science.gov (United States)

Fang, Hong-Bin; Wu, Tong Tong; Rapoport, Aaron P; Tan, Ming

2016-12-01

Predictive or prognostic analysis plays an increasingly important role in the era of personalized medicine to identify subsets of patients whom the treatment may benefit the most. Although various time-dependent covariate models are available, such models require that covariates be followed in the whole follow-up period. This article studies a new class of functional survival models where the covariates are only monitored in a time interval that is shorter than the whole follow-up period. This paper is motivated by the analysis of a longitudinal study on advanced myeloma patients who received stem cell transplants and T cell infusions after the transplants. The absolute lymphocyte cell counts were collected serially during hospitalization. Those patients are still followed up if they are alive after hospitalization, while their absolute lymphocyte cell counts cannot be measured after that. Another complication is that absolute lymphocyte cell counts are sparsely and irregularly measured. The conventional method using Cox model with time-varying covariates is not applicable because of the different lengths of observation periods. Analysis based on each single observation obviously underutilizes available information and, more seriously, may yield misleading results. This so-called partial follow-up study design represents increasingly common predictive modeling problem where we have serial multiple biomarkers up to a certain time point, which is shorter than the total length of follow-up. We therefore propose a solution to the partial follow-up design. The new method combines functional principal components analysis and survival analysis with selection of those functional covariates. It also has the advantage of handling sparse and irregularly measured longitudinal observations of covariates and measurement errors. Our analysis based on functional principal components reveals that it is the patterns of the trajectories of absolute lymphocyte cell counts, instead of

Large Covariance Estimation by Thresholding Principal Orthogonal Complements.

Science.gov (United States)

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2013-09-01

This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding (POET) method to explore such an approximate factor structure with sparsity. The POET estimator includes the sample covariance matrix, the factor-based covariance matrix (Fan, Fan, and Lv, 2008), the thresholding estimator (Bickel and Levina, 2008) and the adaptive thresholding estimator (Cai and Liu, 2011) as specific examples. We provide mathematical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data. The rates of convergence of the sparse residual covariance matrix and the conditional sparse covariance matrix are studied under various norms. It is shown that the impact of estimating the unknown factors vanishes as the dimensionality increases. The uniform rates of convergence for the unobserved factors and their factor loadings are derived. The asymptotic results are also verified by extensive simulation studies. Finally, a real data application on portfolio allocation is presented.

A Systematic Approach for Identifying Level-1 Error Covariance Structures in Latent Growth Modeling

Science.gov (United States)

Ding, Cherng G.; Jane, Ten-Der; Wu, Chiu-Hui; Lin, Hang-Rung; Shen, Chih-Kang

2017-01-01

It has been pointed out in the literature that misspecification of the level-1 error covariance structure in latent growth modeling (LGM) has detrimental impacts on the inferences about growth parameters. Since correct covariance structure is difficult to specify by theory, the identification needs to rely on a specification search, which,…

Bayesian Nonparametric Regression Analysis of Data with Random Effects Covariates from Longitudinal Measurements

KAUST Repository

Ryu, Duchwan

2010-09-28

We consider nonparametric regression analysis in a generalized linear model (GLM) framework for data with covariates that are the subject-specific random effects of longitudinal measurements. The usual assumption that the effects of the longitudinal covariate processes are linear in the GLM may be unrealistic and if this happens it can cast doubt on the inference of observed covariate effects. Allowing the regression functions to be unknown, we propose to apply Bayesian nonparametric methods including cubic smoothing splines or P-splines for the possible nonlinearity and use an additive model in this complex setting. To improve computational efficiency, we propose the use of data-augmentation schemes. The approach allows flexible covariance structures for the random effects and within-subject measurement errors of the longitudinal processes. The posterior model space is explored through a Markov chain Monte Carlo (MCMC) sampler. The proposed methods are illustrated and compared to other approaches, the "naive" approach and the regression calibration, via simulations and by an application that investigates the relationship between obesity in adulthood and childhood growth curves. © 2010, The International Biometric Society.

Brain structural covariance network centrality in maltreated youth with PTSD and in maltreated youth resilient to PTSD.

Science.gov (United States)

Sun, Delin; Haswell, Courtney C; Morey, Rajendra A; De Bellis, Michael D

2018-04-10

Child maltreatment is a major cause of pediatric posttraumatic stress disorder (PTSD). Previous studies have not investigated potential differences in network architecture in maltreated youth with PTSD and those resilient to PTSD. High-resolution magnetic resonance imaging brain scans at 3 T were completed in maltreated youth with PTSD (n = 31), without PTSD (n = 32), and nonmaltreated controls (n = 57). Structural covariance network architecture was derived from between-subject intraregional correlations in measures of cortical thickness in 148 cortical regions (nodes). Interregional positive partial correlations controlling for demographic variables were assessed, and those correlations that exceeded specified thresholds constituted connections in cortical brain networks. Four measures of network centrality characterized topology, and the importance of cortical regions (nodes) within the network architecture were calculated for each group. Permutation testing and principle component analysis method were employed to calculate between-group differences. Principle component analysis is a methodological improvement to methods used in previous brain structural covariance network studies. Differences in centrality were observed between groups. Larger centrality was found in maltreated youth with PTSD in the right posterior cingulate cortex; smaller centrality was detected in the right inferior frontal cortex compared to youth resilient to PTSD and controls, demonstrating network characteristics unique to pediatric maltreatment-related PTSD. Larger centrality was detected in right frontal pole in maltreated youth resilient to PTSD compared to youth with PTSD and controls, demonstrating structural covariance network differences in youth resilience to PTSD following maltreatment. Smaller centrality was found in the left posterior cingulate cortex and in the right inferior frontal cortex in maltreated youth compared to controls, demonstrating attributes of structural

Contributions to Large Covariance and Inverse Covariance Matrices Estimation

OpenAIRE

Kang, Xiaoning

2016-01-01

Estimation of covariance matrix and its inverse is of great importance in multivariate statistics with broad applications such as dimension reduction, portfolio optimization, linear discriminant analysis and gene expression analysis. However, accurate estimation of covariance or inverse covariance matrices is challenging due to the positive definiteness constraint and large number of parameters, especially in the high-dimensional cases. In this thesis, I develop several approaches for estimat...

A multivariate multilevel Gaussian model with a mixed effects structure in the mean and covariance part.

Science.gov (United States)

Li, Baoyue; Bruyneel, Luk; Lesaffre, Emmanuel

2014-05-20

A traditional Gaussian hierarchical model assumes a nested multilevel structure for the mean and a constant variance at each level. We propose a Bayesian multivariate multilevel factor model that assumes a multilevel structure for both the mean and the covariance matrix. That is, in addition to a multilevel structure for the mean we also assume that the covariance matrix depends on covariates and random effects. This allows to explore whether the covariance structure depends on the values of the higher levels and as such models heterogeneity in the variances and correlation structure of the multivariate outcome across the higher level values. The approach is applied to the three-dimensional vector of burnout measurements collected on nurses in a large European study to answer the research question whether the covariance matrix of the outcomes depends on recorded system-level features in the organization of nursing care, but also on not-recorded factors that vary with countries, hospitals, and nursing units. Simulations illustrate the performance of our modeling approach. Copyright © 2013 John Wiley & Sons, Ltd.

Structural covariance and cortical reorganisation in schizophrenia: a MRI-based morphometric study.

Science.gov (United States)

Palaniyappan, Lena; Hodgson, Olha; Balain, Vijender; Iwabuchi, Sarina; Gowland, Penny; Liddle, Peter

2018-05-06

In patients with schizophrenia, distributed abnormalities are observed in grey matter volume. A recent hypothesis posits that these distributed changes are indicative of a plastic reorganisation process occurring in response to a functional defect in neuronal information transmission. We investigated the structural covariance across various brain regions in early-stage schizophrenia to determine if indeed the observed patterns of volumetric loss conform to a coordinated pattern of structural reorganisation. Structural magnetic resonance imaging scans were obtained from 40 healthy adults and 41 age, gender and parental socioeconomic status matched patients with schizophrenia. Volumes of grey matter tissue were estimated at the regional level across 90 atlas-based parcellations. Group-level structural covariance was studied using a graph theoretical framework. Patients had distributed reduction in grey matter volume, with high degree of localised covariance (clustering) compared with controls. Patients with schizophrenia had reduced centrality of anterior cingulate and insula but increased centrality of the fusiform cortex, compared with controls. Simulating targeted removal of highly central nodes resulted in significant loss of the overall covariance patterns in patients compared with controls. Regional volumetric deficits in schizophrenia are not a result of random, mutually independent processes. Our observations support the occurrence of a spatially interconnected reorganisation with the systematic de-escalation of conventional 'hub' regions. This raises the question of whether the morphological architecture in schizophrenia is primed for compensatory functions, albeit with a high risk of inefficiency.

Conservative Sample Size Determination for Repeated Measures Analysis of Covariance.

Science.gov (United States)

Morgan, Timothy M; Case, L Douglas

2013-07-05

In the design of a randomized clinical trial with one pre and multiple post randomized assessments of the outcome variable, one needs to account for the repeated measures in determining the appropriate sample size. Unfortunately, one seldom has a good estimate of the variance of the outcome measure, let alone the correlations among the measurements over time. We show how sample sizes can be calculated by making conservative assumptions regarding the correlations for a variety of covariance structures. The most conservative choice for the correlation depends on the covariance structure and the number of repeated measures. In the absence of good estimates of the correlations, the sample size is often based on a two-sample t-test, making the 'ultra' conservative and unrealistic assumption that there are zero correlations between the baseline and follow-up measures while at the same time assuming there are perfect correlations between the follow-up measures. Compared to the case of taking a single measurement, substantial savings in sample size can be realized by accounting for the repeated measures, even with very conservative assumptions regarding the parameters of the assumed correlation matrix. Assuming compound symmetry, the sample size from the two-sample t-test calculation can be reduced at least 44%, 56%, and 61% for repeated measures analysis of covariance by taking 2, 3, and 4 follow-up measures, respectively. The results offer a rational basis for determining a fairly conservative, yet efficient, sample size for clinical trials with repeated measures and a baseline value.

Abnormalities in Structural Covariance of Cortical Gyrification in Parkinson's Disease.

Science.gov (United States)

Xu, Jinping; Zhang, Jiuquan; Zhang, Jinlei; Wang, Yue; Zhang, Yanling; Wang, Jian; Li, Guanglin; Hu, Qingmao; Zhang, Yuanchao

2017-01-01

Although abnormal cortical morphology and connectivity between brain regions (structural covariance) have been reported in Parkinson's disease (PD), the topological organizations of large-scale structural brain networks are still poorly understood. In this study, we investigated large-scale structural brain networks in a sample of 37 PD patients and 34 healthy controls (HC) by assessing the structural covariance of cortical gyrification with local gyrification index (lGI). We demonstrated prominent small-world properties of the structural brain networks for both groups. Compared with the HC group, PD patients showed significantly increased integrated characteristic path length and integrated clustering coefficient, as well as decreased integrated global efficiency in structural brain networks. Distinct distributions of hub regions were identified between the two groups, showing more hub regions in the frontal cortex in PD patients. Moreover, the modular analyses revealed significantly decreased integrated regional efficiency in lateral Fronto-Insula-Temporal module, and increased integrated regional efficiency in Parieto-Temporal module in the PD group as compared to the HC group. In summary, our study demonstrated altered topological properties of structural networks at a global, regional and modular level in PD patients. These findings suggests that the structural networks of PD patients have a suboptimal topological organization, resulting in less effective integration of information between brain regions.

Structural whole-brain covariance of the anterior and posterior hippocampus: Associations with age and memory.

Science.gov (United States)

Nordin, Kristin; Persson, Jonas; Stening, Eva; Herlitz, Agneta; Larsson, Elna-Marie; Söderlund, Hedvig

2018-02-01

The hippocampus (HC) interacts with distributed brain regions to support memory and shows significant volume reductions in aging, but little is known about age effects on hippocampal whole-brain structural covariance. It is also unclear whether the anterior and posterior HC show similar or distinct patterns of whole-brain covariance and to what extent these are related to memory functions organized along the hippocampal longitudinal axis. Using the multivariate approach partial least squares, we assessed structural whole-brain covariance of the HC in addition to regional volume, in young, middle-aged and older adults (n = 221), and assessed associations with episodic and spatial memory. Based on findings of sex differences in both memory and brain aging, we further considered sex as a potential modulating factor of age effects. There were two main covariance patterns: one capturing common anterior and posterior covariance, and one differentiating the two regions by capturing anterior-specific covariance only. These patterns were differentially related to associative memory while unrelated to measures of single-item memory and spatial memory. Although patterns were qualitatively comparable across age groups, participants' expression of both patterns decreased with age, independently of sex. The results suggest that the organization of hippocampal structural whole-brain covariance remains stable across age, but that the integrity of these networks decreases as the brain undergoes age-related alterations. © 2017 Wiley Periodicals, Inc.

Large Covariance Estimation by Thresholding Principal Orthogonal Complements

Science.gov (United States)

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2012-01-01

This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding (POET) method to explore such an approximate factor structure with sparsity. The POET estimator includes the sample covariance matrix, the factor-based covariance matrix (Fan, Fan, and Lv, 2008), the thresholding estimator (Bickel and Levina, 2008) and the adaptive thresholding estimator (Cai and Liu, 2011) as specific examples. We provide mathematical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data. The rates of convergence of the sparse residual covariance matrix and the conditional sparse covariance matrix are studied under various norms. It is shown that the impact of estimating the unknown factors vanishes as the dimensionality increases. The uniform rates of convergence for the unobserved factors and their factor loadings are derived. The asymptotic results are also verified by extensive simulation studies. Finally, a real data application on portfolio allocation is presented. PMID:24348088

Cross-population myelination covariance of human cerebral cortex.

Science.gov (United States)

Ma, Zhiwei; Zhang, Nanyin

2017-09-01

Cross-population covariance of brain morphometric quantities provides a measure of interareal connectivity, as it is believed to be determined by the coordinated neurodevelopment of connected brain regions. Although useful, structural covariance analysis predominantly employed bulky morphological measures with mixed compartments, whereas studies of the structural covariance of any specific subdivisions such as myelin are rare. Characterizing myelination covariance is of interest, as it will reveal connectivity patterns determined by coordinated development of myeloarchitecture between brain regions. Using myelin content MRI maps from the Human Connectome Project, here we showed that the cortical myelination covariance was highly reproducible, and exhibited a brain organization similar to that previously revealed by other connectivity measures. Additionally, the myelination covariance network shared common topological features of human brain networks such as small-worldness. Furthermore, we found that the correlation between myelination covariance and resting-state functional connectivity (RSFC) was uniform within each resting-state network (RSN), but could considerably vary across RSNs. Interestingly, this myelination covariance-RSFC correlation was appreciably stronger in sensory and motor networks than cognitive and polymodal association networks, possibly due to their different circuitry structures. This study has established a new brain connectivity measure specifically related to axons, and this measure can be valuable to investigating coordinated myeloarchitecture development. Hum Brain Mapp 38:4730-4743, 2017. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

Hierarchical multivariate covariance analysis of metabolic connectivity.

Science.gov (United States)

Carbonell, Felix; Charil, Arnaud; Zijdenbos, Alex P; Evans, Alan C; Bedell, Barry J

2014-12-01

Conventional brain connectivity analysis is typically based on the assessment of interregional correlations. Given that correlation coefficients are derived from both covariance and variance, group differences in covariance may be obscured by differences in the variance terms. To facilitate a comprehensive assessment of connectivity, we propose a unified statistical framework that interrogates the individual terms of the correlation coefficient. We have evaluated the utility of this method for metabolic connectivity analysis using [18F]2-fluoro-2-deoxyglucose (FDG) positron emission tomography (PET) data from the Alzheimer's Disease Neuroimaging Initiative (ADNI) study. As an illustrative example of the utility of this approach, we examined metabolic connectivity in angular gyrus and precuneus seed regions of mild cognitive impairment (MCI) subjects with low and high β-amyloid burdens. This new multivariate method allowed us to identify alterations in the metabolic connectome, which would not have been detected using classic seed-based correlation analysis. Ultimately, this novel approach should be extensible to brain network analysis and broadly applicable to other imaging modalities, such as functional magnetic resonance imaging (MRI).

Cortical Thinning and Altered Cortico-Cortical Structural Covariance of the Default Mode Network in Patients with Persistent Insomnia Symptoms.

Science.gov (United States)

Suh, Sooyeon; Kim, Hosung; Dang-Vu, Thien Thanh; Joo, Eunyeon; Shin, Chol

2016-01-01

Recent studies have suggested that structural abnormalities in insomnia may be linked with alterations in the default-mode network (DMN). This study compared cortical thickness and structural connectivity linked to the DMN in patients with persistent insomnia (PI) and good sleepers (GS). The current study used a clinical subsample from the longitudinal community-based Korean Genome and Epidemiology Study (KoGES). Cortical thickness and structural connectivity linked to the DMN in patients with persistent insomnia symptoms (PIS; n = 57) were compared to good sleepers (GS; n = 40). All participants underwent MRI acquisition. Based on literature review, we selected cortical regions corresponding to the DMN. A seed-based structural covariance analysis measured cortical thickness correlation between each seed region of the DMN and other cortical areas. Association of cortical thickness and covariance with sleep quality and neuropsychological assessments were further assessed. Compared to GS, cortical thinning was found in PIS in the anterior cingulate cortex, precentral cortex, and lateral prefrontal cortex. Decreased structural connectivity between anterior and posterior regions of the DMN was observed in the PIS group. Decreased structural covariance within the DMN was associated with higher PSQI scores. Cortical thinning in the lateral frontal lobe was related to poor performance in executive function in PIS. Disrupted structural covariance network in PIS might reflect malfunctioning of antero-posterior disconnection of the DMN during the wake to sleep transition that is commonly found during normal sleep. The observed structural network alteration may further implicate commonly observed sustained sleep difficulties and cognitive impairment in insomnia. © 2016 Associated Professional Sleep Societies, LLC.

Hierarchical matrix approximation of large covariance matrices

KAUST Repository

Litvinenko, Alexander

2015-01-05

We approximate large non-structured covariance matrices in the H-matrix format with a log-linear computational cost and storage O(nlogn). We compute inverse, Cholesky decomposition and determinant in H-format. As an example we consider the class of Matern covariance functions, which are very popular in spatial statistics, geostatistics, machine learning and image analysis. Applications are: kriging and op- timal design.

Hierarchical matrix approximation of large covariance matrices

KAUST Repository

Litvinenko, Alexander; Genton, Marc G.; Sun, Ying; Tempone, Raul

2015-01-01

We approximate large non-structured covariance matrices in the H-matrix format with a log-linear computational cost and storage O(nlogn). We compute inverse, Cholesky decomposition and determinant in H-format. As an example we consider the class of Matern covariance functions, which are very popular in spatial statistics, geostatistics, machine learning and image analysis. Applications are: kriging and op- timal design.

The impact of covariance misspecification in group-based trajectory models for longitudinal data with non-stationary covariance structure.

Science.gov (United States)

Davies, Christopher E; Glonek, Gary Fv; Giles, Lynne C

2017-08-01

One purpose of a longitudinal study is to gain a better understanding of how an outcome of interest changes among a given population over time. In what follows, a trajectory will be taken to mean the series of measurements of the outcome variable for an individual. Group-based trajectory modelling methods seek to identify subgroups of trajectories within a population, such that trajectories that are grouped together are more similar to each other than to trajectories in distinct groups. Group-based trajectory models generally assume a certain structure in the covariances between measurements, for example conditional independence, homogeneous variance between groups or stationary variance over time. Violations of these assumptions could be expected to result in poor model performance. We used simulation to investigate the effect of covariance misspecification on misclassification of trajectories in commonly used models under a range of scenarios. To do this we defined a measure of performance relative to the ideal Bayesian correct classification rate. We found that the more complex models generally performed better over a range of scenarios. In particular, incorrectly specified covariance matrices could significantly bias the results but using models with a correct but more complicated than necessary covariance matrix incurred little cost.

Hydrodynamic Covariant Symplectic Structure from Bilinear Hamiltonian Functions

Directory of Open Access Journals (Sweden)

Capozziello S.

2005-07-01

Full Text Available Starting from generic bilinear Hamiltonians, constructed by covariant vector, bivector or tensor fields, it is possible to derive a general symplectic structure which leads to holonomic and anholonomic formulations of Hamilton equations of motion directly related to a hydrodynamic picture. This feature is gauge free and it seems a deep link common to all interactions, electromagnetism and gravity included. This scheme could lead toward a full canonical quantization.

On the bilinear covariants associated to mass dimension one spinors

Energy Technology Data Exchange (ETDEWEB)

Silva, J.M.H. da; Villalobos, C.H.C.; Rogerio, R.J.B. [DFQ, UNESP, Guaratingueta, SP (Brazil); Scatena, E. [Universidade Federal de Santa Catarina-CEE, Blumenau, SC (Brazil)

2016-10-15

In this paper we approach the issue of Clifford algebra basis deformation, allowing for bilinear covariants associated to Elko spinors which satisfy the Fierz-Pauli-Kofink identities. We present a complete analysis of covariance, taking into account the involved dual structure associated to Elko spinors. Moreover, the possible generalizations to the recently presented new dual structure are performed. (orig.)

Comparing fixed effects and covariance structure estimators for panel data

DEFF Research Database (Denmark)

Ejrnæs, Mette; Holm, Anders

2006-01-01

In this article, the authors compare the traditional econometric fixed effect estimator with the maximum likelihood estimator implied by covariance structure models for panel data. Their findings are that the maximum like lipoid estimator is remarkably robust to certain types of misspecifications...

Hierarchical matrix approximation of large covariance matrices

KAUST Repository

Litvinenko, Alexander

2015-01-07

We approximate large non-structured covariance matrices in the H-matrix format with a log-linear computational cost and storage O(n log n). We compute inverse, Cholesky decomposition and determinant in H-format. As an example we consider the class of Matern covariance functions, which are very popular in spatial statistics, geostatistics, machine learning and image analysis. Applications are: kriging and optimal design

Hierarchical matrix approximation of large covariance matrices

KAUST Repository

Litvinenko, Alexander; Genton, Marc G.; Sun, Ying; Tempone, Raul

2015-01-01

We approximate large non-structured covariance matrices in the H-matrix format with a log-linear computational cost and storage O(n log n). We compute inverse, Cholesky decomposition and determinant in H-format. As an example we consider the class of Matern covariance functions, which are very popular in spatial statistics, geostatistics, machine learning and image analysis. Applications are: kriging and optimal design

Disruption of structural covariance networks for language in autism is modulated by verbal ability.

Science.gov (United States)

Sharda, Megha; Khundrakpam, Budhachandra S; Evans, Alan C; Singh, Nandini C

2016-03-01

The presence of widespread speech and language deficits is a core feature of autism spectrum disorders (ASD). These impairments have often been attributed to altered connections between brain regions. Recent developments in anatomical correlation-based approaches to map structural covariance offer an effective way of studying such connections in vivo. In this study, we employed such a structural covariance network (SCN)-based approach to investigate the integrity of anatomical networks in fronto-temporal brain regions of twenty children with ASD compared to an age and gender-matched control group of twenty-two children. Our findings reflected large-scale disruption of inter and intrahemispheric covariance in left frontal SCNs in the ASD group compared to controls, but no differences in right fronto-temporal SCNs. Interhemispheric covariance in left-seeded networks was further found to be modulated by verbal ability of the participants irrespective of autism diagnosis, suggesting that language function might be related to the strength of interhemispheric structural covariance between frontal regions. Additionally, regional cortical thickening was observed in right frontal and left posterior regions, which was predicted by decreasing symptom severity and increasing verbal ability in ASD. These findings unify reports of regional differences in cortical morphology in ASD. They also suggest that reduced left hemisphere asymmetry and increased frontal growth may not only reflect neurodevelopmental aberrations but also compensatory mechanisms.

LOW-FIDELITY COVARIANCES FOR NEUTRON CROSS SECTIONS ON 57 STRUCTURAL AND 31 HEAVY NUCLEI IN THE FAST REGION

International Nuclear Information System (INIS)

PIGNI, M.T.; HERMAN, M.; OBLOZINSKY, P.

2008-01-01

We produced a large set of neutron cross section covariances in the energy range of 5 keV-20 MeV. The present set of data on 57 structural materials and 31 heavy nuclei follows our earlier work on 219 fission product materials and completes our extensive contribution to the low-fidelity covariance project (307 materials). This project aims to provide initial, low-fidelity yet consistent estimates of covariance data for nuclear criticality safety applications. The evaluation methodology combines the nuclear reaction model code EMPIRE which calculates sensitivity to nuclear reaction model parameters, and the Bayesian code KALMAN that propagates uncertainties of the model parameters to cross sections. Taking into account the large scale of the project, only marginal reference to experimental data was made. The covariances were derived from the perturbation of several key model parameters selected by the sensitivity analysis. These parameters refer to the optical model potential, the level densities and the strength of the pre-equilibrium emission. This work represents the first attempt ever to generate nuclear data covariances on such a large scale

Invariance of Parent Ratings of the ADHD Symptoms in Australian and Malaysian, and North European Australian and Malay Malaysia Children: A Mean and Covariance Structures Analysis Approach

Science.gov (United States)

Gomez, Rapson

2009-01-01

Objective: This study used the mean and covariance structures analysis approach to examine the equality or invariance of ratings of the 18 ADHD symptoms. Method: 783 Australian and 928 Malaysian parents provided ratings for an ADHD rating scale. Invariance was tested across these groups (Comparison 1), and North European Australian (n = 623) and…

Bias-Corrected Estimation of Noncentrality Parameters of Covariance Structure Models

Science.gov (United States)

Raykov, Tenko

2005-01-01

A bias-corrected estimator of noncentrality parameters of covariance structure models is discussed. The approach represents an application of the bootstrap methodology for purposes of bias correction, and utilizes the relation between average of resample conventional noncentrality parameter estimates and their sample counterpart. The…

Loss of integrity and atrophy in cingulate structural covariance networks in Parkinson's disease.

Science.gov (United States)

de Schipper, Laura J; van der Grond, Jeroen; Marinus, Johan; Henselmans, Johanna M L; van Hilten, Jacobus J

2017-01-01

In Parkinson's disease (PD), the relation between cortical brain atrophy on MRI and clinical progression is not straightforward. Determination of changes in structural covariance networks - patterns of covariance in grey matter density - has shown to be a valuable technique to detect subtle grey matter variations. We evaluated how structural network integrity in PD is related to clinical data. 3 Tesla MRI was performed in 159 PD patients. We used nine standardized structural covariance networks identified in 370 healthy subjects as a template in the analysis of the PD data. Clinical assessment comprised motor features (Movement Disorder Society-Unified Parkinson's Disease Rating Scale; MDS-UPDRS motor scale) and predominantly non-dopaminergic features (SEverity of Non-dopaminergic Symptoms in Parkinson's Disease; SENS-PD scale: postural instability and gait difficulty, psychotic symptoms, excessive daytime sleepiness, autonomic dysfunction, cognitive impairment and depressive symptoms). Voxel-based analyses were performed within networks significantly associated with PD. The anterior and posterior cingulate network showed decreased integrity, associated with the SENS-PD score, p = 0.001 (β = - 0.265, η p 2  = 0.070) and p = 0.001 (β = - 0.264, η p 2  = 0.074), respectively. Of the components of the SENS-PD score, cognitive impairment and excessive daytime sleepiness were associated with atrophy within both networks. We identified loss of integrity and atrophy in the anterior and posterior cingulate networks in PD patients. Abnormalities of both networks were associated with predominantly non-dopaminergic features, specifically cognition and excessive daytime sleepiness. Our findings suggest that (components of) the cingulate networks display a specific vulnerability to the pathobiology of PD and may operate as interfaces between networks involved in cognition and alertness.

Covariant constraints for generic massive gravity and analysis of its characteristics

DEFF Research Database (Denmark)

Deser, S.; Sandora, M.; Waldron, A.

2014-01-01

We perform a covariant constraint analysis of massive gravity valid for its entire parameter space, demonstrating that the model generically propagates 5 degrees of freedom; this is also verified by a new and streamlined Hamiltonian description. The constraint's covariant expression permits...

Estimating genetic covariance functions assuming a parametric correlation structure for environmental effects

Directory of Open Access Journals (Sweden)

Meyer Karin

2001-11-01

Full Text Available Abstract A random regression model for the analysis of "repeated" records in animal breeding is described which combines a random regression approach for additive genetic and other random effects with the assumption of a parametric correlation structure for within animal covariances. Both stationary and non-stationary correlation models involving a small number of parameters are considered. Heterogeneity in within animal variances is modelled through polynomial variance functions. Estimation of parameters describing the dispersion structure of such model by restricted maximum likelihood via an "average information" algorithm is outlined. An application to mature weight records of beef cow is given, and results are contrasted to those from analyses fitting sets of random regression coefficients for permanent environmental effects.

Covariant framework for a mass monopole as a field structure in general relativity

International Nuclear Information System (INIS)

Schleifer, N.

1980-01-01

We present a covariant framework for what is usually referred to as a mass monopole, by utilizing certain scalar invariants that are functions of the eigenvalues of the Riemann tensor. We thus bridge one of the theoretical gaps in the Einstein-Infeld-Hoffmann (EIH) derivation of the equations of motion of particles from the field equations: the lack of a covariant characterization of those aspects of a particle's structure which influence its motion. We have succeeded in giving a covariant framework for a mass monopole, which is the particle type assumed by EIH in their derivation. This is accomplished by using only the field outside the mass (singularity) to describe its characteristics, thereby conforming to a pure field description of nature. The utility of the framework has been verified by applying it to two physically relevant situations. The first is that of a Kerr particle, and the second is that of one spherically symmetric mass orbiting another. Our framework does indeed correspond to the intuitively expected results. In addition, our novel use of eigenvalues of the Riemann tensor appears to be a possible avenue of approach to the covariant characterization of other particle structure

Covariate analysis of bivariate survival data

Energy Technology Data Exchange (ETDEWEB)

Bennett, L.E.

1992-01-01

The methods developed are used to analyze the effects of covariates on bivariate survival data when censoring and ties are present. The proposed method provides models for bivariate survival data that include differential covariate effects and censored observations. The proposed models are based on an extension of the univariate Buckley-James estimators which replace censored data points by their expected values, conditional on the censoring time and the covariates. For the bivariate situation, it is necessary to determine the expectation of the failure times for one component conditional on the failure or censoring time of the other component. Two different methods have been developed to estimate these expectations. In the semiparametric approach these expectations are determined from a modification of Burke's estimate of the bivariate empirical survival function. In the parametric approach censored data points are also replaced by their conditional expected values where the expected values are determined from a specified parametric distribution. The model estimation will be based on the revised data set, comprised of uncensored components and expected values for the censored components. The variance-covariance matrix for the estimated covariate parameters has also been derived for both the semiparametric and parametric methods. Data from the Demographic and Health Survey was analyzed by these methods. The two outcome variables are post-partum amenorrhea and breastfeeding; education and parity were used as the covariates. Both the covariate parameter estimates and the variance-covariance estimates for the semiparametric and parametric models will be compared. In addition, a multivariate test statistic was used in the semiparametric model to examine contrasts. The significance of the statistic was determined from a bootstrap distribution of the test statistic.

Using Individualized Brain Network for Analyzing Structural Covariance of the Cerebral Cortex in Alzheimer's Patients.

Science.gov (United States)

Kim, Hee-Jong; Shin, Jeong-Hyeon; Han, Cheol E; Kim, Hee Jin; Na, Duk L; Seo, Sang Won; Seong, Joon-Kyung

2016-01-01

Cortical thinning patterns in Alzheimer's disease (AD) have been widely reported through conventional regional analysis. In addition, the coordinated variance of cortical thickness in different brain regions has been investigated both at the individual and group network levels. In this study, we aim to investigate network architectural characteristics of a structural covariance network (SCN) in AD, and further to show that the structural covariance connectivity becomes disorganized across the brain regions in AD, while the normal control (NC) subjects maintain more clustered and consistent coordination in cortical atrophy variations. We generated SCNs directly from T1-weighted MR images of individual patients using surface-based cortical thickness data, with structural connectivity defined as similarity in cortical thickness within different brain regions. Individual SCNs were constructed using morphometric data from the Samsung Medical Center (SMC) dataset. The structural covariance connectivity showed higher clustering than randomly generated networks, as well as similar minimum path lengths, indicating that the SCNs are "small world." There were significant difference between NC and AD group in characteristic path lengths (z = -2.97, p < 0.01) and small-worldness values (z = 4.05, p < 0.01). Clustering coefficients in AD was smaller than that of NC but there was no significant difference (z = 1.81, not significant). We further observed that the AD patients had significantly disrupted structural connectivity. We also show that the coordinated variance of cortical thickness is distributed more randomly from one region to other regions in AD patients when compared to NC subjects. Our proposed SCN may provide surface-based measures for understanding interaction between two brain regions with co-atrophy of the cerebral cortex due to normal aging or AD. We applied our method to the AD Neuroimaging Initiative (ADNI) data to show consistency in results with the SMC

Genetic effect of MTHFR C677T polymorphism on the structural covariance network and white-matter integrity in Alzheimer's disease.

Science.gov (United States)

Chang, Yu-Tzu; Hsu, Shih-Wei; Tsai, Shih-Jen; Chang, Ya-Ting; Huang, Chi-Wei; Liu, Mu-En; Chen, Nai-Ching; Chang, Wen-Neng; Hsu, Jung-Lung; Lee, Chen-Chang; Chang, Chiung-Chih

2017-06-01

The 677 C to T transition in the MTHFR gene is a genetic determinant for hyperhomocysteinemia. We investigated whether this polymorphism modulates gray matter (GM) structural covariance networks independently of white-matter integrity in patients with Alzheimer's disease (AD). GM structural covariance networks were constructed by 3D T1-magnetic resonance imaging and seed-based analysis. The patients were divided into two genotype groups: C homozygotes (n = 73) and T carriers (n = 62). Using diffusion tensor imaging and white-matter parcellation, 11 fiber bundle integrities were compared between the two genotype groups. Cognitive test scores were the major outcome factors. The T carriers had higher homocysteine levels, lower posterior cingulate cortex GM volume, and more clusters in the dorsal medial lobe subsystem showing stronger covariance strength. Both posterior cingulate cortex seed and interconnected peak cluster volumes predicted cognitive test scores, especially in the T carriers. There were no between-group differences in fiber tract diffusion parameters. The MTHFR 677T polymorphism modulates posterior cingulate cortex-anchored structural covariance strength independently of white matter integrities. Hum Brain Mapp 38:3039-3051, 2017. © 2017 The Authors Human Brain Mapping Published Wiley by Periodicals, Inc. © 2017 The Authors Human Brain Mapping Published Wiley by Periodicals, Inc.

Multiple Imputation of a Randomly Censored Covariate Improves Logistic Regression Analysis.

Science.gov (United States)

Atem, Folefac D; Qian, Jing; Maye, Jacqueline E; Johnson, Keith A; Betensky, Rebecca A

2016-01-01

Randomly censored covariates arise frequently in epidemiologic studies. The most commonly used methods, including complete case and single imputation or substitution, suffer from inefficiency and bias. They make strong parametric assumptions or they consider limit of detection censoring only. We employ multiple imputation, in conjunction with semi-parametric modeling of the censored covariate, to overcome these shortcomings and to facilitate robust estimation. We develop a multiple imputation approach for randomly censored covariates within the framework of a logistic regression model. We use the non-parametric estimate of the covariate distribution or the semiparametric Cox model estimate in the presence of additional covariates in the model. We evaluate this procedure in simulations, and compare its operating characteristics to those from the complete case analysis and a survival regression approach. We apply the procedures to an Alzheimer's study of the association between amyloid positivity and maternal age of onset of dementia. Multiple imputation achieves lower standard errors and higher power than the complete case approach under heavy and moderate censoring and is comparable under light censoring. The survival regression approach achieves the highest power among all procedures, but does not produce interpretable estimates of association. Multiple imputation offers a favorable alternative to complete case analysis and ad hoc substitution methods in the presence of randomly censored covariates within the framework of logistic regression.

Covariate Imbalance and Adjustment for Logistic Regression Analysis of Clinical Trial Data

Science.gov (United States)

Ciolino, Jody D.; Martin, Reneé H.; Zhao, Wenle; Jauch, Edward C.; Hill, Michael D.; Palesch, Yuko Y.

2014-01-01

In logistic regression analysis for binary clinical trial data, adjusted treatment effect estimates are often not equivalent to unadjusted estimates in the presence of influential covariates. This paper uses simulation to quantify the benefit of covariate adjustment in logistic regression. However, International Conference on Harmonization guidelines suggest that covariate adjustment be pre-specified. Unplanned adjusted analyses should be considered secondary. Results suggest that that if adjustment is not possible or unplanned in a logistic setting, balance in continuous covariates can alleviate some (but never all) of the shortcomings of unadjusted analyses. The case of log binomial regression is also explored. PMID:24138438

Testing the equivalence of modern human cranial covariance structure: Implications for bioarchaeological applications.

Science.gov (United States)

von Cramon-Taubadel, Noreen; Schroeder, Lauren

2016-10-01

Estimation of the variance-covariance (V/CV) structure of fragmentary bioarchaeological populations requires the use of proxy extant V/CV parameters. However, it is currently unclear whether extant human populations exhibit equivalent V/CV structures. Random skewers (RS) and hierarchical analyses of common principal components (CPC) were applied to a modern human cranial dataset. Cranial V/CV similarity was assessed globally for samples of individual populations (jackknifed method) and for pairwise population sample contrasts. The results were examined in light of potential explanatory factors for covariance difference, such as geographic region, among-group distance, and sample size. RS analyses showed that population samples exhibited highly correlated multivariate responses to selection, and that differences in RS results were primarily a consequence of differences in sample size. The CPC method yielded mixed results, depending upon the statistical criterion used to evaluate the hierarchy. The hypothesis-testing (step-up) approach was deemed problematic due to sensitivity to low statistical power and elevated Type I errors. In contrast, the model-fitting (lowest AIC) approach suggested that V/CV matrices were proportional and/or shared a large number of CPCs. Pairwise population sample CPC results were correlated with cranial distance, suggesting that population history explains some of the variability in V/CV structure among groups. The results indicate that patterns of covariance in human craniometric samples are broadly similar but not identical. These findings have important implications for choosing extant covariance matrices to use as proxy V/CV parameters in evolutionary analyses of past populations. © 2016 Wiley Periodicals, Inc.

Detection of Differential Item Functioning on the Kirton Adaption-Innovation Inventory Using Multiple-Group Mean and Covariance Structure Analyses.

Science.gov (United States)

Chan, David

2000-01-01

Demonstrates how the mean and covariance structure analysis model of D. Sorbom (1974) can be used to detect uniform and nonuniform differential item functioning (DIF) on polytomous ordered response items assumed to approximate a continuous scale. Uses results from 773 civil service employees administered the Kirton Adaption-Innovation Inventory…

Accounting for covariate measurement error in a Cox model analysis of recurrence of depression.

Science.gov (United States)

Liu, K; Mazumdar, S; Stone, R A; Dew, M A; Houck, P R; Reynolds, C F

2001-01-01

When a covariate measured with error is used as a predictor in a survival analysis using the Cox model, the parameter estimate is usually biased. In clinical research, covariates measured without error such as treatment procedure or sex are often used in conjunction with a covariate measured with error. In a randomized clinical trial of two types of treatments, we account for the measurement error in the covariate, log-transformed total rapid eye movement (REM) activity counts, in a Cox model analysis of the time to recurrence of major depression in an elderly population. Regression calibration and two variants of a likelihood-based approach are used to account for measurement error. The likelihood-based approach is extended to account for the correlation between replicate measures of the covariate. Using the replicate data decreases the standard error of the parameter estimate for log(total REM) counts while maintaining the bias reduction of the estimate. We conclude that covariate measurement error and the correlation between replicates can affect results in a Cox model analysis and should be accounted for. In the depression data, these methods render comparable results that have less bias than the results when measurement error is ignored.

The Power to Detect Sex Differences in IQ Test Scores Using Multi-Group Covariance and Means Structure Analyses

Science.gov (United States)

Molenaar, Dylan; Dolan, Conor V.; Wicherts, Jelle M.

2009-01-01

Research into sex differences in general intelligence, g, has resulted in two opposite views. In the first view, a g-difference is nonexistent, while in the second view, g is associated with a male advantage. Past research using Multi-Group Covariance and Mean Structure Analysis (MG-CMSA) found no sex difference in g. This failure raised the…

The Covariance Adjustment Approaches for Combining Incomparable Cox Regressions Caused by Unbalanced Covariates Adjustment: A Multivariate Meta-Analysis Study

Directory of Open Access Journals (Sweden)

Tania Dehesh

2015-01-01

Full Text Available Background. Univariate meta-analysis (UM procedure, as a technique that provides a single overall result, has become increasingly popular. Neglecting the existence of other concomitant covariates in the models leads to loss of treatment efficiency. Our aim was proposing four new approximation approaches for the covariance matrix of the coefficients, which is not readily available for the multivariate generalized least square (MGLS method as a multivariate meta-analysis approach. Methods. We evaluated the efficiency of four new approaches including zero correlation (ZC, common correlation (CC, estimated correlation (EC, and multivariate multilevel correlation (MMC on the estimation bias, mean square error (MSE, and 95% probability coverage of the confidence interval (CI in the synthesis of Cox proportional hazard models coefficients in a simulation study. Result. Comparing the results of the simulation study on the MSE, bias, and CI of the estimated coefficients indicated that MMC approach was the most accurate procedure compared to EC, CC, and ZC procedures. The precision ranking of the four approaches according to all above settings was MMC ≥ EC ≥ CC ≥ ZC. Conclusion. This study highlights advantages of MGLS meta-analysis on UM approach. The results suggested the use of MMC procedure to overcome the lack of information for having a complete covariance matrix of the coefficients.

The Covariance Adjustment Approaches for Combining Incomparable Cox Regressions Caused by Unbalanced Covariates Adjustment: A Multivariate Meta-Analysis Study.

Science.gov (United States)

Dehesh, Tania; Zare, Najaf; Ayatollahi, Seyyed Mohammad Taghi

2015-01-01

Univariate meta-analysis (UM) procedure, as a technique that provides a single overall result, has become increasingly popular. Neglecting the existence of other concomitant covariates in the models leads to loss of treatment efficiency. Our aim was proposing four new approximation approaches for the covariance matrix of the coefficients, which is not readily available for the multivariate generalized least square (MGLS) method as a multivariate meta-analysis approach. We evaluated the efficiency of four new approaches including zero correlation (ZC), common correlation (CC), estimated correlation (EC), and multivariate multilevel correlation (MMC) on the estimation bias, mean square error (MSE), and 95% probability coverage of the confidence interval (CI) in the synthesis of Cox proportional hazard models coefficients in a simulation study. Comparing the results of the simulation study on the MSE, bias, and CI of the estimated coefficients indicated that MMC approach was the most accurate procedure compared to EC, CC, and ZC procedures. The precision ranking of the four approaches according to all above settings was MMC ≥ EC ≥ CC ≥ ZC. This study highlights advantages of MGLS meta-analysis on UM approach. The results suggested the use of MMC procedure to overcome the lack of information for having a complete covariance matrix of the coefficients.

lme4qtl: linear mixed models with flexible covariance structure for genetic studies of related individuals.

Science.gov (United States)

Ziyatdinov, Andrey; Vázquez-Santiago, Miquel; Brunel, Helena; Martinez-Perez, Angel; Aschard, Hugues; Soria, Jose Manuel

2018-02-27

Quantitative trait locus (QTL) mapping in genetic data often involves analysis of correlated observations, which need to be accounted for to avoid false association signals. This is commonly performed by modeling such correlations as random effects in linear mixed models (LMMs). The R package lme4 is a well-established tool that implements major LMM features using sparse matrix methods; however, it is not fully adapted for QTL mapping association and linkage studies. In particular, two LMM features are lacking in the base version of lme4: the definition of random effects by custom covariance matrices; and parameter constraints, which are essential in advanced QTL models. Apart from applications in linkage studies of related individuals, such functionalities are of high interest for association studies in situations where multiple covariance matrices need to be modeled, a scenario not covered by many genome-wide association study (GWAS) software. To address the aforementioned limitations, we developed a new R package lme4qtl as an extension of lme4. First, lme4qtl contributes new models for genetic studies within a single tool integrated with lme4 and its companion packages. Second, lme4qtl offers a flexible framework for scenarios with multiple levels of relatedness and becomes efficient when covariance matrices are sparse. We showed the value of our package using real family-based data in the Genetic Analysis of Idiopathic Thrombophilia 2 (GAIT2) project. Our software lme4qtl enables QTL mapping models with a versatile structure of random effects and efficient computation for sparse covariances. lme4qtl is available at https://github.com/variani/lme4qtl .

The structural, connectomic and network covariance of the human brain.

Science.gov (United States)

Irimia, Andrei; Van Horn, John D

2013-02-01

Though it is widely appreciated that complex structural, functional and morphological relationships exist between distinct areas of the human cerebral cortex, the extent to which such relationships coincide remains insufficiently appreciated. Here we determine the extent to which correlations between brain regions are modulated by either structural, connectomic or network-theoretic properties using a structural neuroimaging data set of magnetic resonance imaging (MRI) and diffusion tensor imaging (DTI) volumes acquired from N=110 healthy human adults. To identify the linear relationships between all available pairs of regions, we use canonical correlation analysis to test whether a statistically significant correlation exists between each pair of cortical parcels as quantified via structural, connectomic or network-theoretic measures. In addition to this, we investigate (1) how each group of canonical variables (whether structural, connectomic or network-theoretic) contributes to the overall correlation and, additionally, (2) whether each individual variable makes a significant contribution to the test of the omnibus null hypothesis according to which no correlation between regions exists across subjects. We find that, although region-to-region correlations are extensively modulated by structural and connectomic measures, there are appreciable differences in how these two groups of measures drive inter-regional correlation patterns. Additionally, our results indicate that the network-theoretic properties of the cortex are strong modulators of region-to-region covariance. Our findings are useful for understanding the structural and connectomic relationship between various parts of the brain, and can inform theoretical and computational models of cortical information processing. Published by Elsevier Inc.

Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci.

Science.gov (United States)

Yap, John Stephen; Fan, Jianqing; Wu, Rongling

2009-12-01

Estimation of the covariance structure of longitudinal processes is a fundamental prerequisite for the practical deployment of functional mapping designed to study the genetic regulation and network of quantitative variation in dynamic complex traits. We present a nonparametric approach for estimating the covariance structure of a quantitative trait measured repeatedly at a series of time points. Specifically, we adopt Huang et al.'s (2006, Biometrika 93, 85-98) approach of invoking the modified Cholesky decomposition and converting the problem into modeling a sequence of regressions of responses. A regularized covariance estimator is obtained using a normal penalized likelihood with an L(2) penalty. This approach, embedded within a mixture likelihood framework, leads to enhanced accuracy, precision, and flexibility of functional mapping while preserving its biological relevance. Simulation studies are performed to reveal the statistical properties and advantages of the proposed method. A real example from a mouse genome project is analyzed to illustrate the utilization of the methodology. The new method will provide a useful tool for genome-wide scanning for the existence and distribution of quantitative trait loci underlying a dynamic trait important to agriculture, biology, and health sciences.

Structural covariance networks in the mouse brain.

Science.gov (United States)

Pagani, Marco; Bifone, Angelo; Gozzi, Alessandro

2016-04-01

The presence of networks of correlation between regional gray matter volume as measured across subjects in a group of individuals has been consistently described in several human studies, an approach termed structural covariance MRI (scMRI). Complementary to prevalent brain mapping modalities like functional and diffusion-weighted imaging, the approach can provide precious insights into the mutual influence of trophic and plastic processes in health and pathological states. To investigate whether analogous scMRI networks are present in lower mammal species amenable to genetic and experimental manipulation such as the laboratory mouse, we employed high resolution morphoanatomical MRI in a large cohort of genetically-homogeneous wild-type mice (C57Bl6/J) and mapped scMRI networks using a seed-based approach. We show that the mouse brain exhibits robust homotopic scMRI networks in both primary and associative cortices, a finding corroborated by independent component analyses of cortical volumes. Subcortical structures also showed highly symmetric inter-hemispheric correlations, with evidence of distributed antero-posterior networks in diencephalic regions of the thalamus and hypothalamus. Hierarchical cluster analysis revealed six identifiable clusters of cortical and sub-cortical regions corresponding to previously described neuroanatomical systems. Our work documents the presence of homotopic cortical and subcortical scMRI networks in the mouse brain, thus supporting the use of this species to investigate the elusive biological and neuroanatomical underpinnings of scMRI network development and its derangement in neuropathological states. The identification of scMRI networks in genetically homogeneous inbred mice is consistent with the emerging view of a key role of environmental factors in shaping these correlational networks. Copyright © 2016 Elsevier Inc. All rights reserved.

Conflicting relationship between age-dependent disorders, valvular heart disease and coronary artery disease by covariance structure analysis: Possible contribution of natriuretic peptide

Science.gov (United States)

Yoshida, Jun; Inoue, Yasunori; Morimoto, Satoshi; Tanaka, Toshikazu; Ogawa, Takayuki

2017-01-01

Background It is conceivable that contemporary valvular heart disease (VHD) is affected largely by an age-dependent atherosclerotic process, which is similar to that observed in coronary artery disease (CAD). However, a comorbid condition of VHD and CAD has not been precisely examined. The first objective of this study was to examine a possible comorbid condition. Provided that there is no comorbidity, the second objective was to search for the possible reasons by using conventional risk factors and plasma B-type natriuretic peptide (BNP) because BNP has a potentiality to suppress atherosclerotic development. Methods The study population consisted of 3,457 patients consecutively admitted to our institution. The possible comorbid condition of VHD and CAD and the factors that influence the comorbidity were examined by covariance structure analysis and multivariate analysis. Results The distribution of the patients with VHD and those with CAD in the histograms showed that the incidence of VHD and the severity of CAD rose with seniority in appearance. The real statistical analysis was planned by covariance structure analysis. The current path model revealed that aging was associated with VHD and CAD severity (P < 0.001 for each); however, as a notable result, there was an inverse association regarding the comorbid condition between VHD and CAD (Correlation coefficient [β]: -0.121, P < 0.001). As the second objective, to clarify the factors leading to this inverse association, the contribution of conventional risk factors, such as age, gender, hypertension, smoking, diabetes, obesity and dyslipidemia, to VHD and CAD were examined by multivariate analysis. However, these factors did not exert an opposing effect on VHD and CAD, and the inverse association defied explanation. Since different pathological mechanisms may contribute to the formation of VHD and CAD, a differentially proposed path model using plasma BNP revealed that an increase in plasma BNP being drawn by

Conflicting relationship between age-dependent disorders, valvular heart disease and coronary artery disease by covariance structure analysis: Possible contribution of natriuretic peptide.

Science.gov (United States)

Fukumoto, Risa; Kawai, Makoto; Minai, Kosuke; Ogawa, Kazuo; Yoshida, Jun; Inoue, Yasunori; Morimoto, Satoshi; Tanaka, Toshikazu; Nagoshi, Tomohisa; Ogawa, Takayuki; Yoshimura, Michihiro

2017-01-01

It is conceivable that contemporary valvular heart disease (VHD) is affected largely by an age-dependent atherosclerotic process, which is similar to that observed in coronary artery disease (CAD). However, a comorbid condition of VHD and CAD has not been precisely examined. The first objective of this study was to examine a possible comorbid condition. Provided that there is no comorbidity, the second objective was to search for the possible reasons by using conventional risk factors and plasma B-type natriuretic peptide (BNP) because BNP has a potentiality to suppress atherosclerotic development. The study population consisted of 3,457 patients consecutively admitted to our institution. The possible comorbid condition of VHD and CAD and the factors that influence the comorbidity were examined by covariance structure analysis and multivariate analysis. The distribution of the patients with VHD and those with CAD in the histograms showed that the incidence of VHD and the severity of CAD rose with seniority in appearance. The real statistical analysis was planned by covariance structure analysis. The current path model revealed that aging was associated with VHD and CAD severity (P < 0.001 for each); however, as a notable result, there was an inverse association regarding the comorbid condition between VHD and CAD (Correlation coefficient [β]: -0.121, P < 0.001). As the second objective, to clarify the factors leading to this inverse association, the contribution of conventional risk factors, such as age, gender, hypertension, smoking, diabetes, obesity and dyslipidemia, to VHD and CAD were examined by multivariate analysis. However, these factors did not exert an opposing effect on VHD and CAD, and the inverse association defied explanation. Since different pathological mechanisms may contribute to the formation of VHD and CAD, a differentially proposed path model using plasma BNP revealed that an increase in plasma BNP being drawn by VHD suppressed the

Possible increase in insulin resistance and concealed glucose-coupled potassium-lowering mechanisms during acute coronary syndrome documented by covariance structure analysis.

Science.gov (United States)

Ito, Satoshi; Nagoshi, Tomohisa; Minai, Kosuke; Kashiwagi, Yusuke; Sekiyama, Hiroshi; Yoshii, Akira; Kimura, Haruka; Inoue, Yasunori; Ogawa, Kazuo; Tanaka, Toshikazu D; Ogawa, Takayuki; Kawai, Makoto; Yoshimura, Michihiro

2017-01-01

Although glucose-insulin-potassium (GIK) therapy ought to be beneficial for ischemic heart disease in general, variable outcomes in many clinical trials of GIK in acute coronary syndrome (ACS) had a controversial impact. This study was designed to examine whether "insulin resistance" is involved in ACS and to clarify other potential intrinsic compensatory mechanisms for GIK tolerance through highly statistical procedure. We compared the degree of insulin resistance during ACS attack and remission phase after treatment in individual patients (n = 104). During ACS, homeostasis model assessment of insulin resistance (HOMA-IR) values were significantly increased (Pcovariance structure analysis with a strong impact (β: 0.398, P = 0.015). Intriguingly, a higher incidence of myocardial infarction relative to unstable angina pectoris, as well as a longer hospitalization period were observed in patients with larger ΔK, indicating that ΔK also reflects disease severity of ACS. Insulin resistance most likely increases during ACS; however, ΔK was positively correlated with plasma glucose level, which overwhelmed insulin resistance condition. The present study with covariance structure analysis suggests that there are potential endogenous glucose-coupled potassium lowering mechanisms, other than insulin, regulating glucose metabolism during ACS.

Specific patterns of whole-brain structural covariance of the anterior and posterior hippocampus in young APOE ε4 carriers.

Science.gov (United States)

Stening, Eva; Persson, Jonas; Eriksson, Elias; Wahlund, Lars-Olof; Zetterberg, Henrik; Söderlund, Hedvig

2017-05-30

Apolipoprotein E (APOE) ε4 has been associated with smaller hippocampal volumes in healthy aging, while findings in young adults are inconclusive. Previous studies have mostly used univariate methods, and without considering potential anterior/posterior differences. Here, we used a multivariate method, partial least squares, and assessed whole-brain structural covariance of the anterior (aHC) and posterior (pHC) hippocampus in young adults (n=97) as a function of APOE ε4 status and sex. Two significant patterns emerged: (1) specific structural covariance of the aHC with frontal regions, temporal and occipital areas in APOE ε4 women, whereas the volume of both the aHC and pHC in all other groups co-varied with frontal, parietal and cerebellar areas; and (2) opposite structural covariance of the pHC in ε4 carriers compared to the aHC in non-carriers, with the pHC of ε4 carriers covarying with parietal and frontal areas, and the aHC of ε4 non-carriers covarying with motor areas and the middle frontal gyrus. APOE ε4 has in young adults been associated with better episodic and spatial memory, functions involving the aHC and pHC, respectively. We found no associations between structural covariance and performance, suggesting that other factors underlie the performance differences seen between carriers and non-carriers. Our findings indicate that APOE ε4 carriers and non-carriers differ in hippocampal organization and that there are differences as a function of sex and hippocampal segment. They stress the need to consider the hippocampus as a heterogeneous structure, and highlight the benefits of multivariate methods in assessing group differences in the brain. Copyright © 2017 Elsevier B.V. All rights reserved.

Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering.

Science.gov (United States)

Chang, Jinyuan; Zhou, Wen; Zhou, Wen-Xin; Wang, Lan

2017-03-01

Comparing large covariance matrices has important applications in modern genomics, where scientists are often interested in understanding whether relationships (e.g., dependencies or co-regulations) among a large number of genes vary between different biological states. We propose a computationally fast procedure for testing the equality of two large covariance matrices when the dimensions of the covariance matrices are much larger than the sample sizes. A distinguishing feature of the new procedure is that it imposes no structural assumptions on the unknown covariance matrices. Hence, the test is robust with respect to various complex dependence structures that frequently arise in genomics. We prove that the proposed procedure is asymptotically valid under weak moment conditions. As an interesting application, we derive a new gene clustering algorithm which shares the same nice property of avoiding restrictive structural assumptions for high-dimensional genomics data. Using an asthma gene expression dataset, we illustrate how the new test helps compare the covariance matrices of the genes across different gene sets/pathways between the disease group and the control group, and how the gene clustering algorithm provides new insights on the way gene clustering patterns differ between the two groups. The proposed methods have been implemented in an R-package HDtest and are available on CRAN. © 2016, The International Biometric Society.

A comparison of methods to adjust for continuous covariates in the analysis of randomised trials

Directory of Open Access Journals (Sweden)

Brennan C. Kahan

2016-04-01

Full Text Available Abstract Background Although covariate adjustment in the analysis of randomised trials can be beneficial, adjustment for continuous covariates is complicated by the fact that the association between covariate and outcome must be specified. Misspecification of this association can lead to reduced power, and potentially incorrect conclusions regarding treatment efficacy. Methods We compared several methods of adjustment to determine which is best when the association between covariate and outcome is unknown. We assessed (a dichotomisation or categorisation; (b assuming a linear association with outcome; (c using fractional polynomials with one (FP1 or two (FP2 polynomial terms; and (d using restricted cubic splines with 3 or 5 knots. We evaluated each method using simulation and through a re-analysis of trial datasets. Results Methods which kept covariates as continuous typically had higher power than methods which used categorisation. Dichotomisation, categorisation, and assuming a linear association all led to large reductions in power when the true association was non-linear. FP2 models and restricted cubic splines with 3 or 5 knots performed best overall. Conclusions For the analysis of randomised trials we recommend (1 adjusting for continuous covariates even if their association with outcome is unknown; (2 keeping covariates as continuous; and (3 using fractional polynomials with two polynomial terms or restricted cubic splines with 3 to 5 knots when a linear association is in doubt.

Heuristic algorithms for feature selection under Bayesian models with block-diagonal covariance structure.

Science.gov (United States)

Foroughi Pour, Ali; Dalton, Lori A

2018-03-21

Many bioinformatics studies aim to identify markers, or features, that can be used to discriminate between distinct groups. In problems where strong individual markers are not available, or where interactions between gene products are of primary interest, it may be necessary to consider combinations of features as a marker family. To this end, recent work proposes a hierarchical Bayesian framework for feature selection that places a prior on the set of features we wish to select and on the label-conditioned feature distribution. While an analytical posterior under Gaussian models with block covariance structures is available, the optimal feature selection algorithm for this model remains intractable since it requires evaluating the posterior over the space of all possible covariance block structures and feature-block assignments. To address this computational barrier, in prior work we proposed a simple suboptimal algorithm, 2MNC-Robust, with robust performance across the space of block structures. Here, we present three new heuristic feature selection algorithms. The proposed algorithms outperform 2MNC-Robust and many other popular feature selection algorithms on synthetic data. In addition, enrichment analysis on real breast cancer, colon cancer, and Leukemia data indicates they also output many of the genes and pathways linked to the cancers under study. Bayesian feature selection is a promising framework for small-sample high-dimensional data, in particular biomarker discovery applications. When applied to cancer data these algorithms outputted many genes already shown to be involved in cancer as well as potentially new biomarkers. Furthermore, one of the proposed algorithms, SPM, outputs blocks of heavily correlated genes, particularly useful for studying gene interactions and gene networks.

The error and covariance structures of the mean approach model of pooled cross-section and time series data

International Nuclear Information System (INIS)

Nuamah, N.N.N.N.

1991-01-01

This paper postulates the assumptions underlying the Mean Approach model and recasts the re-expressions of the normal equations of this model in partitioned matrices of covariances. These covariance structures have been analysed. (author). 16 refs

Are your covariates under control? How normalization can re-introduce covariate effects.

Science.gov (United States)

Pain, Oliver; Dudbridge, Frank; Ronald, Angelica

2018-04-30

Many statistical tests rely on the assumption that the residuals of a model are normally distributed. Rank-based inverse normal transformation (INT) of the dependent variable is one of the most popular approaches to satisfy the normality assumption. When covariates are included in the analysis, a common approach is to first adjust for the covariates and then normalize the residuals. This study investigated the effect of regressing covariates against the dependent variable and then applying rank-based INT to the residuals. The correlation between the dependent variable and covariates at each stage of processing was assessed. An alternative approach was tested in which rank-based INT was applied to the dependent variable before regressing covariates. Analyses based on both simulated and real data examples demonstrated that applying rank-based INT to the dependent variable residuals after regressing out covariates re-introduces a linear correlation between the dependent variable and covariates, increasing type-I errors and reducing power. On the other hand, when rank-based INT was applied prior to controlling for covariate effects, residuals were normally distributed and linearly uncorrelated with covariates. This latter approach is therefore recommended in situations were normality of the dependent variable is required.

Visualization and assessment of spatio-temporal covariance properties

KAUST Repository

Huang, Huang

2017-11-23

Spatio-temporal covariances are important for describing the spatio-temporal variability of underlying random fields in geostatistical data. For second-order stationary random fields, there exist subclasses of covariance functions that assume a simpler spatio-temporal dependence structure with separability and full symmetry. However, it is challenging to visualize and assess separability and full symmetry from spatio-temporal observations. In this work, we propose a functional data analysis approach that constructs test functions using the cross-covariances from time series observed at each pair of spatial locations. These test functions of temporal lags summarize the properties of separability or symmetry for the given spatial pairs. We use functional boxplots to visualize the functional median and the variability of the test functions, where the extent of departure from zero at all temporal lags indicates the degree of non-separability or asymmetry. We also develop a rank-based nonparametric testing procedure for assessing the significance of the non-separability or asymmetry. Essentially, the proposed methods only require the analysis of temporal covariance functions. Thus, a major advantage over existing approaches is that there is no need to estimate any covariance matrix for selected spatio-temporal lags. The performances of the proposed methods are examined by simulations with various commonly used spatio-temporal covariance models. To illustrate our methods in practical applications, we apply it to real datasets, including weather station data and climate model outputs.

Covariance of dynamic strain responses for structural damage detection

Science.gov (United States)

Li, X. Y.; Wang, L. X.; Law, S. S.; Nie, Z. H.

2017-10-01

A new approach to address the practical problems with condition evaluation/damage detection of structures is proposed based on the distinct features of a new damage index. The covariance of strain response function (CoS) is a function of modal parameters of the structure. A local stiffness reduction in structure would cause monotonous increase in the CoS. Its sensitivity matrix with respect to local damages of structure is negative and narrow-banded. The damage extent can be estimated with an approximation to the sensitivity matrix to decouple the identification equations. The CoS sensitivity can be calibrated in practice from two previous states of measurements to estimate approximately the damage extent of a structure. A seven-storey plane frame structure is numerically studied to illustrate the features of the CoS index and the proposed method. A steel circular arch in the laboratory is tested. Natural frequencies changed due to damage in the arch and the damage occurrence can be judged. However, the proposed CoS method can identify not only damage happening but also location, even damage extent without need of an analytical model. It is promising for structural condition evaluation of selected components.

NParCov3: A SAS/IML Macro for Nonparametric Randomization-Based Analysis of Covariance

Directory of Open Access Journals (Sweden)

Richard C. Zink

2012-07-01

Full Text Available Analysis of covariance serves two important purposes in a randomized clinical trial. First, there is a reduction of variance for the treatment effect which provides more powerful statistical tests and more precise confidence intervals. Second, it provides estimates of the treatment effect which are adjusted for random imbalances of covariates between the treatment groups. The nonparametric analysis of covariance method of Koch, Tangen, Jung, and Amara (1998 defines a very general methodology using weighted least-squares to generate covariate-adjusted treatment effects with minimal assumptions. This methodology is general in its applicability to a variety of outcomes, whether continuous, binary, ordinal, incidence density or time-to-event. Further, its use has been illustrated in many clinical trial settings, such as multi-center, dose-response and non-inferiority trials.NParCov3 is a SAS/IML macro written to conduct the nonparametric randomization-based covariance analyses of Koch et al. (1998. The software can analyze a variety of outcomes and can account for stratification. Data from multiple clinical trials will be used for illustration.

Fast Component Pursuit for Large-Scale Inverse Covariance Estimation.

Science.gov (United States)

Han, Lei; Zhang, Yu; Zhang, Tong

2016-08-01

The maximum likelihood estimation (MLE) for the Gaussian graphical model, which is also known as the inverse covariance estimation problem, has gained increasing interest recently. Most existing works assume that inverse covariance estimators contain sparse structure and then construct models with the ℓ 1 regularization. In this paper, different from existing works, we study the inverse covariance estimation problem from another perspective by efficiently modeling the low-rank structure in the inverse covariance, which is assumed to be a combination of a low-rank part and a diagonal matrix. One motivation for this assumption is that the low-rank structure is common in many applications including the climate and financial analysis, and another one is that such assumption can reduce the computational complexity when computing its inverse. Specifically, we propose an efficient COmponent Pursuit (COP) method to obtain the low-rank part, where each component can be sparse. For optimization, the COP method greedily learns a rank-one component in each iteration by maximizing the log-likelihood. Moreover, the COP algorithm enjoys several appealing properties including the existence of an efficient solution in each iteration and the theoretical guarantee on the convergence of this greedy approach. Experiments on large-scale synthetic and real-world datasets including thousands of millions variables show that the COP method is faster than the state-of-the-art techniques for the inverse covariance estimation problem when achieving comparable log-likelihood on test data.

Linear Covariance Analysis for a Lunar Lander

Science.gov (United States)

Jang, Jiann-Woei; Bhatt, Sagar; Fritz, Matthew; Woffinden, David; May, Darryl; Braden, Ellen; Hannan, Michael

2017-01-01

A next-generation lunar lander Guidance, Navigation, and Control (GNC) system, which includes a state-of-the-art optical sensor suite, is proposed in a concept design cycle. The design goal is to allow the lander to softly land within the prescribed landing precision. The achievement of this precision landing requirement depends on proper selection of the sensor suite. In this paper, a robust sensor selection procedure is demonstrated using a Linear Covariance (LinCov) analysis tool developed by Draper.

Mixed model with spatial variance-covariance structure for accommodating of local stationary trend and its influence on multi-environmental crop variety trial assessment

Energy Technology Data Exchange (ETDEWEB)

Negash, A. W.; Mwambi, H.; Zewotir, T.; Eweke, G.

2014-06-01

The most common procedure for analyzing multi-environmental trials is based on the assumption that the residual error variance is homogenous across all locations considered. However, this may often be unrealistic, and therefore limit the accuracy of variety evaluation or the reliability of variety recommendations. The objectives of this study were to show the advantages of mixed models with spatial variance-covariance structures, and direct implications of model choice on the inference of varietal performance, ranking and testing based on two multi-environmental data sets from realistic national trials. A model comparison with a {chi}{sup 2}-test for the trials in the two data sets (wheat data set BW00RVTI and barley data set BW01RVII) suggested that selected spatial variance-covariance structures fitted the data significantly better than the ANOVA model. The forms of optimally-fitted spatial variance-covariance, ranking and consistency ratio test were not the same from one trial (location) to the other. Linear mixed models with single stage analysis including spatial variance-covariance structure with a group factor of location on the random model also improved the real estimation of genotype effect and their ranking. The model also improved varietal performance estimation because of its capacity to handle additional sources of variation, location and genotype by location (environment) interaction variation and accommodating of local stationary trend. (Author)

Cross-covariance functions for multivariate geostatistics

KAUST Repository

Genton, Marc G.

2015-05-01

Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years, scientists developed models that aimed at capturing the spatial behavior for an individual process; only within the last few decades has it become commonplace to model multiple processes jointly. The key difficulty is in specifying the cross-covariance function, that is, the function responsible for the relationship between distinct variables. Indeed, these cross-covariance functions must be chosen to be consistent with marginal covariance functions in such a way that the second-order structure always yields a nonnegative definite covariance matrix. We review the main approaches to building cross-covariance models, including the linear model of coregionalization, convolution methods, the multivariate Matérn and nonstationary and space-time extensions of these among others. We additionally cover specialized constructions, including those designed for asymmetry, compact support and spherical domains, with a review of physics-constrained models. We illustrate select models on a bivariate regional climate model output example for temperature and pressure, along with a bivariate minimum and maximum temperature observational dataset; we compare models by likelihood value as well as via cross-validation co-kriging studies. The article closes with a discussion of unsolved problems. © Institute of Mathematical Statistics, 2015.

Cross-covariance functions for multivariate geostatistics

KAUST Repository

Genton, Marc G.; Kleiber, William

2015-01-01

Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years, scientists developed models that aimed at capturing the spatial behavior for an individual process; only within the last few decades has it become commonplace to model multiple processes jointly. The key difficulty is in specifying the cross-covariance function, that is, the function responsible for the relationship between distinct variables. Indeed, these cross-covariance functions must be chosen to be consistent with marginal covariance functions in such a way that the second-order structure always yields a nonnegative definite covariance matrix. We review the main approaches to building cross-covariance models, including the linear model of coregionalization, convolution methods, the multivariate Matérn and nonstationary and space-time extensions of these among others. We additionally cover specialized constructions, including those designed for asymmetry, compact support and spherical domains, with a review of physics-constrained models. We illustrate select models on a bivariate regional climate model output example for temperature and pressure, along with a bivariate minimum and maximum temperature observational dataset; we compare models by likelihood value as well as via cross-validation co-kriging studies. The article closes with a discussion of unsolved problems. © Institute of Mathematical Statistics, 2015.

Theory and simulations of covariance mapping in multiple dimensions for data analysis in high-event-rate experiments

Science.gov (United States)

Zhaunerchyk, V.; Frasinski, L. J.; Eland, J. H. D.; Feifel, R.

2014-05-01

Multidimensional covariance analysis and its validity for correlation of processes leading to multiple products are investigated from a theoretical point of view. The need to correct for false correlations induced by experimental parameters which fluctuate from shot to shot, such as the intensity of self-amplified spontaneous emission x-ray free-electron laser pulses, is emphasized. Threefold covariance analysis based on simple extension of the two-variable formulation is shown to be valid for variables exhibiting Poisson statistics. In this case, false correlations arising from fluctuations in an unstable experimental parameter that scale linearly with signals can be eliminated by threefold partial covariance analysis, as defined here. Fourfold covariance based on the same simple extension is found to be invalid in general. Where fluctuations in an unstable parameter induce nonlinear signal variations, a technique of contingent covariance analysis is proposed here to suppress false correlations. In this paper we also show a method to eliminate false correlations associated with fluctuations of several unstable experimental parameters.

Competing risks and time-dependent covariates

DEFF Research Database (Denmark)

Cortese, Giuliana; Andersen, Per K

2010-01-01

Time-dependent covariates are frequently encountered in regression analysis for event history data and competing risks. They are often essential predictors, which cannot be substituted by time-fixed covariates. This study briefly recalls the different types of time-dependent covariates......, as classified by Kalbfleisch and Prentice [The Statistical Analysis of Failure Time Data, Wiley, New York, 2002] with the intent of clarifying their role and emphasizing the limitations in standard survival models and in the competing risks setting. If random (internal) time-dependent covariates...

Activities of covariance utilization working group

International Nuclear Information System (INIS)

Tsujimoto, Kazufumi

2013-01-01

During the past decade, there has been a interest in the calculational uncertainties induced by nuclear data uncertainties in the neutronics design of advanced nuclear system. The covariance nuclear data is absolutely essential for the uncertainty analysis. In the latest version of JENDL, JENDL-4.0, the covariance data for many nuclides, especially actinide nuclides, was substantialy enhanced. The growing interest in the uncertainty analysis and the covariance data has led to the organisation of the working group for covariance utilization under the JENDL committee. (author)

Covariance NMR Processing and Analysis for Protein Assignment.

Science.gov (United States)

Harden, Bradley J; Frueh, Dominique P

2018-01-01

During NMR resonance assignment it is often necessary to relate nuclei to one another indirectly, through their common correlations to other nuclei. Covariance NMR has emerged as a powerful technique to correlate such nuclei without relying on error-prone peak peaking. However, false-positive artifacts in covariance spectra have impeded a general application to proteins. We recently introduced pre- and postprocessing steps to reduce the prevalence of artifacts in covariance spectra, allowing for the calculation of a variety of 4D covariance maps obtained from diverse combinations of pairs of 3D spectra, and we have employed them to assign backbone and sidechain resonances in two large and challenging proteins. In this chapter, we present a detailed protocol describing how to (1) properly prepare existing 3D spectra for covariance, (2) understand and apply our processing script, and (3) navigate and interpret the resulting 4D spectra. We also provide solutions to a number of errors that may occur when using our script, and we offer practical advice when assigning difficult signals. We believe such 4D spectra, and covariance NMR in general, can play an integral role in the assignment of NMR signals.

Measuring covariation in RNA alignments: Physical realism improves information measures

DEFF Research Database (Denmark)

Lindgreen, Stinus; Gardner, Paul Phillip; Krogh, Anders

2006-01-01

Motivation: The importance of non-coding RNAs is becoming increasingly evident, and often the function of these molecules depends on the structure. It is common to use alignments of related RNA sequences to deduce the consensus secondary structure by detecting patterns of co-evolution. A central...... part of such an analysis is to measure covariation between two positions in an alignment. Here, we rank various measures ranging from simple mutual information to more advanced covariation measures. Results: Mutual information is still used for secondary structure prediction, but the results...... of this study indicate which measures are useful. Incorporating more structural information by considering e.g. indels and stacking improves accuracy, suggesting that physically realistic measures yield improved predictions. This can be used to improve both current and future programs for secondary structure...

The application of sparse estimation of covariance matrix to quadratic discriminant analysis

OpenAIRE

Sun, Jiehuan; Zhao, Hongyu

2015-01-01

Background Although Linear Discriminant Analysis (LDA) is commonly used for classification, it may not be directly applied in genomics studies due to the large p, small n problem in these studies. Different versions of sparse LDA have been proposed to address this significant challenge. One implicit assumption of various LDA-based methods is that the covariance matrices are the same across different classes. However, rewiring of genetic networks (therefore different covariance matrices) acros...

Hierarchical matrix approximation of large covariance matrices

KAUST Repository

Litvinenko, Alexander; Genton, Marc G.; Sun, Ying

2015-01-01

We approximate large non-structured Matérn covariance matrices of size n×n in the H-matrix format with a log-linear computational cost and storage O(kn log n), where rank k ≪ n is a small integer. Applications are: spatial statistics, machine learning and image analysis, kriging and optimal design.

Hierarchical matrix approximation of large covariance matrices

KAUST Repository

Litvinenko, Alexander

2015-11-30

We approximate large non-structured Matérn covariance matrices of size n×n in the H-matrix format with a log-linear computational cost and storage O(kn log n), where rank k ≪ n is a small integer. Applications are: spatial statistics, machine learning and image analysis, kriging and optimal design.

Integrable covariant law of energy-momentum conservation for a gravitational field with the absolute parallelism structure

International Nuclear Information System (INIS)

Asanov, G.S.

1979-01-01

It is shown the description of gravitational field in the riemannian space-time by means of the absolute parallelism structure makes it possible to formulate an integrable covariant law of energy-momentum conservation for gravitational field, by imposing on the energy-momentum tensor the condition of vanishing of the covariant divergence (in the sense of the absolute parallelism). As a result of taking into account covariant constraints for the tetrads of the absolute parallelism, the Lagrangian density turns out to be not geometrised anymore and leads to the unambiguous conservation law of the type mentioned in the N-body problem. Covariant field equations imply the existence of the special euclidean coordinates outside of static neighbourhoods of gravitationing bodies. In these coordinates determined by the tetrads of the absolute parallelism, the linear approximation is not connected with any noncovariant assumptions

Dehydroepiandrosterone impacts working memory by shaping cortico-hippocampal structural covariance during development.

Science.gov (United States)

Nguyen, Tuong-Vi; Wu, Mia; Lew, Jimin; Albaugh, Matthew D; Botteron, Kelly N; Hudziak, James J; Fonov, Vladimir S; Collins, D Louis; Campbell, Benjamin C; Booij, Linda; Herba, Catherine; Monnier, Patricia; Ducharme, Simon; McCracken, James T

2017-12-01

Existing studies suggest that dehydroepiandrosterone (DHEA) may be important for human brain development and cognition. For example, molecular studies have hinted at the critical role of DHEA in enhancing brain plasticity. Studies of human brain development also support the notion that DHEA is involved in preserving cortical plasticity. Further, some, though not all, studies show that DHEA administration may lead to improvements in working memory in adults. Yet these findings remain limited by an incomplete understanding of the specific neuroanatomical mechanisms through which DHEA may impact the CNS during development. Here we examined associations between DHEA, cortico-hippocampal structural covariance, and working memory (216 participants [female=123], age range 6-22 years old, mean age: 13.6 +/-3.6 years, each followed for a maximum of 3 visits over the course of 4 years). In addition to administering performance-based, spatial working memory tests to these children, we also collected ecological, parent ratings of working memory in everyday situations. We found that increasingly higher DHEA levels were associated with a shift toward positive insular-hippocampal and occipito-hippocampal structural covariance. In turn, DHEA-related insular-hippocampal covariance was associated with lower spatial working memory but higher overall working memory as measured by the ecological parent ratings. Taken together with previous research, these results support the hypothesis that DHEA may optimize cortical functions related to general attentional and working memory processes, but impair the development of bottom-up, hippocampal-to-cortical connections, resulting in impaired encoding of spatial cues. Copyright © 2017 Elsevier Ltd. All rights reserved.

The application of sparse estimation of covariance matrix to quadratic discriminant analysis.

Science.gov (United States)

Sun, Jiehuan; Zhao, Hongyu

2015-02-18

Although Linear Discriminant Analysis (LDA) is commonly used for classification, it may not be directly applied in genomics studies due to the large p, small n problem in these studies. Different versions of sparse LDA have been proposed to address this significant challenge. One implicit assumption of various LDA-based methods is that the covariance matrices are the same across different classes. However, rewiring of genetic networks (therefore different covariance matrices) across different diseases has been observed in many genomics studies, which suggests that LDA and its variations may be suboptimal for disease classifications. However, it is not clear whether considering differing genetic networks across diseases can improve classification in genomics studies. We propose a sparse version of Quadratic Discriminant Analysis (SQDA) to explicitly consider the differences of the genetic networks across diseases. Both simulation and real data analysis are performed to compare the performance of SQDA with six commonly used classification methods. SQDA provides more accurate classification results than other methods for both simulated and real data. Our method should prove useful for classification in genomics studies and other research settings, where covariances differ among classes.

Covariant effective action for loop quantum cosmology from order reduction

International Nuclear Information System (INIS)

Sotiriou, Thomas P.

2009-01-01

Loop quantum cosmology (LQC) seems to be predicting modified effective Friedmann equations without extra degrees of freedom. A puzzle arises if one decides to seek for a covariant effective action which would lead to the given Friedmann equation: The Einstein-Hilbert action is the only action that leads to second order field equations and, hence, there exists no covariant action which, under metric variation, leads to a modified Friedmann equation without extra degrees of freedom. It is shown that, at least for isotropic models in LQC, this issue is naturally resolved and a covariant effective action can be found if one considers higher order theories of gravity but faithfully follows effective field theory techniques. However, our analysis also raises doubts on whether a covariant description without background structures can be found for anisotropic models.

Linear Covariance Analysis and Epoch State Estimators

Science.gov (United States)

Markley, F. Landis; Carpenter, J. Russell

2014-01-01

This paper extends in two directions the results of prior work on generalized linear covariance analysis of both batch least-squares and sequential estimators. The first is an improved treatment of process noise in the batch, or epoch state, estimator with an epoch time that may be later than some or all of the measurements in the batch. The second is to account for process noise in specifying the gains in the epoch state estimator. We establish the conditions under which the latter estimator is equivalent to the Kalman filter.

Associations of Bcl-2 rs956572 genotype groups in the structural covariance network in early-stage Alzheimer's disease.

Science.gov (United States)

Chang, Chiung-Chih; Chang, Ya-Ting; Huang, Chi-Wei; Tsai, Shih-Jen; Hsu, Shih-Wei; Huang, Shu-Hua; Lee, Chen-Chang; Chang, Wen-Neng; Lui, Chun-Chung; Lien, Chia-Yi

2018-02-08

Alzheimer's disease (AD) is a complex neurodegenerative disease, and genetic differences may mediate neuronal degeneration. In humans, a single-nucleotide polymorphism in the B-cell chronic lymphocytic leukemia/lymphoma-2 (Bcl-2) gene, rs956572, has been found to significantly modulate Bcl-2 protein expression in the brain. The Bcl-2 AA genotype has been associated with reduced Bcl-2 levels and lower gray matter volume in healthy populations. We hypothesized that different Bcl-2 genotype groups may modulate large-scale brain networks that determine neurobehavioral test scores. Gray matter structural covariance networks (SCNs) were constructed in 104 patients with AD using T1-weighted magnetic resonance imaging with seed-based correlation analysis. The patients were stratified into two genotype groups on the basis of Bcl-2 expression (G carriers, n = 76; A homozygotes, n = 28). Four SCNs characteristic of AD were constructed from seeds in the default mode network, salience network, and executive control network, and cognitive test scores served as the major outcome factor. For the G carriers, influences of the SCNs were observed mostly in the default mode network, of which the peak clusters anchored by the posterior cingulate cortex seed determined the cognitive test scores. In contrast, genetic influences in the A homozygotes were found mainly in the executive control network, and both the dorsolateral prefrontal cortex seed and the interconnected peak clusters were correlated with the clinical scores. Despite a small number of cases, the A homozygotes showed greater covariance strength than the G carriers among all four SCNs. Our results suggest that the Bcl-2 rs956572 polymorphism is associated with different strengths of structural covariance in AD that determine clinical outcomes. The greater covariance strength in the four SCNs shown in the A homozygotes suggests that different Bcl-2 polymorphisms play different modulatory roles.

Genetic effect of interleukin-1 beta (C-511T) polymorphism on the structural covariance network and white matter integrity in Alzheimer's disease.

Science.gov (United States)

Huang, Chi-Wei; Hsu, Shih-Wei; Tsai, Shih-Jen; Chen, Nai-Ching; Liu, Mu-En; Lee, Chen-Chang; Huang, Shu-Hua; Chang, Weng-Neng; Chang, Ya-Ting; Tsai, Wan-Chen; Chang, Chiung-Chih

2017-01-18

Inflammatory processes play a pivotal role in the degenerative process of Alzheimer's disease. In humans, a biallelic (C/T) polymorphism in the promoter region (position-511) (rs16944) of the interleukin-1 beta gene has been significantly associated with differences in the secretory capacity of interleukin-1 beta. In this study, we investigated whether this functional polymorphism mediates the brain networks in patients with Alzheimer's disease. We enrolled a total of 135 patients with Alzheimer's disease (65 males, 70 females), and investigated their gray matter structural covariance networks using 3D T1 magnetic resonance imaging and their white matter macro-structural integrities using fractional anisotropy. The patients were classified into two genotype groups: C-carriers (n = 108) and TT-carriers (n = 27), and the structural covariance networks were constructed using seed-based analysis focusing on the default mode network medial temporal or dorsal medial subsystem, salience network and executive control network. Neurobehavioral scores were used as the major outcome factors for clinical correlations. There were no differences between the two genotype groups in the cognitive test scores, seed, or peak cluster volumes and white matter fractional anisotropy. The covariance strength showing C-carriers > TT-carriers was the entorhinal-cingulum axis. There were two peak clusters (Brodmann 6 and 10) in the salience network and four peak clusters (superior prefrontal, precentral, fusiform, and temporal) in the executive control network that showed C-carriers covariance strength. The salience network and executive control network peak clusters in the TT group and the default mode network peak clusters in the C-carriers strongly predicted the cognitive test scores. Interleukin-1 beta C-511 T polymorphism modulates the structural covariance strength on the anterior brain network and entorhinal-interconnected network which were independent of the white

Enhanced brainstem and cortical evoked response amplitudes: single-trial covariance analysis.

Science.gov (United States)

Galbraith, G C

2001-06-01

The purpose of the present study was to develop analytic procedures that improve the definition of sensory evoked response components. Such procedures could benefit all recordings but would especially benefit difficult recordings where many trials are contaminated by muscle and movement artifacts. First, cross-correlation and latency adjustment analyses were applied to the human brainstem frequency-following response and cortical auditory evoked response recorded on the same trials. Lagged cross-correlation functions were computed, for each of 17 subjects, between single-trial data and templates consisting of the sinusoid stimulus waveform for the brainstem response and the subject's own smoothed averaged evoked response P2 component for the cortical response. Trials were considered in the analysis only if the maximum correlation-squared (r2) exceeded .5 (negatively correlated trials were thus included). Identical correlation coefficients may be based on signals with quite different amplitudes, but it is possible to assess amplitude by the nonnormalized covariance function. Next, an algorithm is applied in which each trial with negative covariance is matched to a trial with similar, but positive, covariance and these matched-trial pairs are deleted. When an evoked response signal is present in the data, the majority of trials positively correlate with the template. Thus, a residual of positively correlated trials remains after matched covariance trials are deleted. When these residual trials are averaged, the resulting brainstem and cortical responses show greatly enhanced amplitudes. This result supports the utility of this analysis technique in clarifying and assessing evoked response signals.

Generalized structured component analysis a component-based approach to structural equation modeling

CERN Document Server

Hwang, Heungsun

2014-01-01

Winner of the 2015 Sugiyama Meiko Award (Publication Award) of the Behaviormetric Society of Japan Developed by the authors, generalized structured component analysis is an alternative to two longstanding approaches to structural equation modeling: covariance structure analysis and partial least squares path modeling. Generalized structured component analysis allows researchers to evaluate the adequacy of a model as a whole, compare a model to alternative specifications, and conduct complex analyses in a straightforward manner. Generalized Structured Component Analysis: A Component-Based Approach to Structural Equation Modeling provides a detailed account of this novel statistical methodology and its various extensions. The authors present the theoretical underpinnings of generalized structured component analysis and demonstrate how it can be applied to various empirical examples. The book enables quantitative methodologists, applied researchers, and practitioners to grasp the basic concepts behind this new a...

Nonlinear consider covariance analysis using a sigma-point filter formulation

Science.gov (United States)

Lisano, Michael E.

2006-01-01

The research reported here extends the mathematical formulation of nonlinear, sigma-point estimators to enable consider covariance analysis for dynamical systems. This paper presents a novel sigma-point consider filter algorithm, for consider-parameterized nonlinear estimation, following the unscented Kalman filter (UKF) variation on the sigma-point filter formulation, which requires no partial derivatives of dynamics models or measurement models with respect to the parameter list. It is shown that, consistent with the attributes of sigma-point estimators, a consider-parameterized sigma-point estimator can be developed entirely without requiring the derivation of any partial-derivative matrices related to the dynamical system, the measurements, or the considered parameters, which appears to be an advantage over the formulation of a linear-theory sequential consider estimator. It is also demonstrated that a consider covariance analysis performed with this 'partial-derivative-free' formulation yields equivalent results to the linear-theory consider filter, for purely linear problems.

Sparse reduced-rank regression with covariance estimation

KAUST Repository

Chen, Lisha

2014-12-08

Improving the predicting performance of the multiple response regression compared with separate linear regressions is a challenging question. On the one hand, it is desirable to seek model parsimony when facing a large number of parameters. On the other hand, for certain applications it is necessary to take into account the general covariance structure for the errors of the regression model. We assume a reduced-rank regression model and work with the likelihood function with general error covariance to achieve both objectives. In addition we propose to select relevant variables for reduced-rank regression by using a sparsity-inducing penalty, and to estimate the error covariance matrix simultaneously by using a similar penalty on the precision matrix. We develop a numerical algorithm to solve the penalized regression problem. In a simulation study and real data analysis, the new method is compared with two recent methods for multivariate regression and exhibits competitive performance in prediction and variable selection.

Sparse reduced-rank regression with covariance estimation

KAUST Repository

Chen, Lisha; Huang, Jianhua Z.

2014-01-01

Improving the predicting performance of the multiple response regression compared with separate linear regressions is a challenging question. On the one hand, it is desirable to seek model parsimony when facing a large number of parameters. On the other hand, for certain applications it is necessary to take into account the general covariance structure for the errors of the regression model. We assume a reduced-rank regression model and work with the likelihood function with general error covariance to achieve both objectives. In addition we propose to select relevant variables for reduced-rank regression by using a sparsity-inducing penalty, and to estimate the error covariance matrix simultaneously by using a similar penalty on the precision matrix. We develop a numerical algorithm to solve the penalized regression problem. In a simulation study and real data analysis, the new method is compared with two recent methods for multivariate regression and exhibits competitive performance in prediction and variable selection.

Error estimation for ADS nuclear properties by using nuclear data covariances

International Nuclear Information System (INIS)

Tsujimoto, Kazufumi

2005-01-01

Error for nuclear properties of accelerator-driven subcritical system by the uncertainties of nuclear data was performed. An uncertainty analysis was done using the sensitivity coefficients based on the generalized perturbation theory and the variance matrix data. For major actinides and structural material, the covariance data in JENDL-3.3 library were used. For MA, newly evaluated covariance data was used since there had been no reliable data in all libraries. (author)

Effect of neural connectivity on autocovariance and cross covariance estimates

Directory of Open Access Journals (Sweden)

Stecker Mark M

2007-01-01

Full Text Available Abstract Background Measurements of auto and cross covariance functions are frequently used to investigate neural systems. In interpreting this data, it is commonly assumed that the largest contribution to the recordings comes from sources near the electrode. However, the potential recorded at an electrode represents the superimposition of the potentials generated by large numbers of active neural structures. This creates situations under which the measured auto and cross covariance functions are dominated by the activity in structures far from the electrode and in which the distance dependence of the cross-covariance function differs significantly from that describing the activity in the actual neural structures. Methods Direct application of electrostatics to calculate the theoretical auto and cross covariance functions that would be recorded from electrodes immersed in a large volume filled with active neural structures with specific statistical properties. Results It is demonstrated that the potentials recorded from a monopolar electrode surrounded by dipole sources in a uniform medium are predominantly due to activity in neural structures far from the electrode when neuronal correlations drop more slowly than 1/r3 or when the size of the neural system is much smaller than a known correlation distance. Recordings from quadrupolar sources are strongly dependent on distant neurons when correlations drop more slowly than 1/r or the size of the system is much smaller than the correlation distance. Differences between bipolar and monopolar recordings are discussed. It is also demonstrated that the cross covariance of the recorded in two spatially separated electrodes declines as a power-law function of the distance between them even when the electrical activity from different neuronal structures is uncorrelated. Conclusion When extracellular electrophysiologic recordings are made from systems containing large numbers of neural structures, it is

Functional connectivity and structural covariance between regions of interest can be measured more accurately using multivariate distance correlation.

Science.gov (United States)

Geerligs, Linda; Cam-Can; Henson, Richard N

2016-07-15

Studies of brain-wide functional connectivity or structural covariance typically use measures like the Pearson correlation coefficient, applied to data that have been averaged across voxels within regions of interest (ROIs). However, averaging across voxels may result in biased connectivity estimates when there is inhomogeneity within those ROIs, e.g., sub-regions that exhibit different patterns of functional connectivity or structural covariance. Here, we propose a new measure based on "distance correlation"; a test of multivariate dependence of high dimensional vectors, which allows for both linear and non-linear dependencies. We used simulations to show how distance correlation out-performs Pearson correlation in the face of inhomogeneous ROIs. To evaluate this new measure on real data, we use resting-state fMRI scans and T1 structural scans from 2 sessions on each of 214 participants from the Cambridge Centre for Ageing & Neuroscience (Cam-CAN) project. Pearson correlation and distance correlation showed similar average connectivity patterns, for both functional connectivity and structural covariance. Nevertheless, distance correlation was shown to be 1) more reliable across sessions, 2) more similar across participants, and 3) more robust to different sets of ROIs. Moreover, we found that the similarity between functional connectivity and structural covariance estimates was higher for distance correlation compared to Pearson correlation. We also explored the relative effects of different preprocessing options and motion artefacts on functional connectivity. Because distance correlation is easy to implement and fast to compute, it is a promising alternative to Pearson correlations for investigating ROI-based brain-wide connectivity patterns, for functional as well as structural data. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors

KAUST Repository

Sang, Huiyan

2011-12-01

This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate models. Our method allows for a nonseparable and nonstationary cross-covariance structure. We also present a covariance approximation approach to facilitate the computation in the modeling and analysis of very large multivariate spatial data sets. The covariance approximation consists of two parts: a reduced-rank part to capture the large-scale spatial dependence, and a sparse covariance matrix to correct the small-scale dependence error induced by the reduced rank approximation. We pay special attention to the case that the second part of the approximation has a block-diagonal structure. Simulation results of model fitting and prediction show substantial improvement of the proposed approximation over the predictive process approximation and the independent blocks analysis. We then apply our computational approach to the joint statistical modeling of multiple climate model errors. © 2012 Institute of Mathematical Statistics.

Covariant boost and structure functions of baryons in Gross-Neveu models

International Nuclear Information System (INIS)

Brendel, Wieland; Thies, Michael

2010-01-01

Baryons in the large N limit of two-dimensional Gross-Neveu models are reconsidered. The time-dependent Dirac-Hartree-Fock approach is used to boost a baryon to any inertial frame and shown to yield the covariant energy-momentum relation. Momentum distributions are computed exactly in arbitrary frames and used to interpolate between the rest frame and the infinite momentum frame, where they are related to structure functions. Effects from the Dirac sea depend sensitively on the occupation fraction of the valence level and the bare fermion mass and do not vanish at infinite momentum. In the case of the kink baryon, they even lead to divergent quark and antiquark structure functions at x=0.

Covariant diagrams for one-loop matching

Energy Technology Data Exchange (ETDEWEB)

Zhang, Zhengkang [Michigan Center for Theoretical Physics (MCTP), University of Michigan,450 Church Street, Ann Arbor, MI 48109 (United States); Deutsches Elektronen-Synchrotron (DESY),Notkestraße 85, 22607 Hamburg (Germany)

2017-05-30

We present a diagrammatic formulation of recently-revived covariant functional approaches to one-loop matching from an ultraviolet (UV) theory to a low-energy effective field theory. Various terms following from a covariant derivative expansion (CDE) are represented by diagrams which, unlike conventional Feynman diagrams, involve gauge-covariant quantities and are thus dubbed “covariant diagrams.” The use of covariant diagrams helps organize and simplify one-loop matching calculations, which we illustrate with examples. Of particular interest is the derivation of UV model-independent universal results, which reduce matching calculations of specific UV models to applications of master formulas. We show how such derivation can be done in a more concise manner than the previous literature, and discuss how additional structures that are not directly captured by existing universal results, including mixed heavy-light loops, open covariant derivatives, and mixed statistics, can be easily accounted for.

Covariant diagrams for one-loop matching

International Nuclear Information System (INIS)

Zhang, Zhengkang

2017-01-01

We present a diagrammatic formulation of recently-revived covariant functional approaches to one-loop matching from an ultraviolet (UV) theory to a low-energy effective field theory. Various terms following from a covariant derivative expansion (CDE) are represented by diagrams which, unlike conventional Feynman diagrams, involve gauge-covariant quantities and are thus dubbed “covariant diagrams.” The use of covariant diagrams helps organize and simplify one-loop matching calculations, which we illustrate with examples. Of particular interest is the derivation of UV model-independent universal results, which reduce matching calculations of specific UV models to applications of master formulas. We show how such derivation can be done in a more concise manner than the previous literature, and discuss how additional structures that are not directly captured by existing universal results, including mixed heavy-light loops, open covariant derivatives, and mixed statistics, can be easily accounted for.

Paragrassmann analysis and covariant quantum algebras

International Nuclear Information System (INIS)

Filippov, A.T.; Isaev, A.P.; Kurdikov, A.B.; Pyatov, P.N.

1993-01-01

This report is devoted to the consideration from the algebraic point of view the paragrassmann algebras with one and many paragrassmann generators Θ i , Θ p+1 i = 0. We construct the paragrassmann versions of the Heisenberg algebra. For the special case, this algebra is nothing but the algebra for coordinates and derivatives considered in the context of covariant differential calculus on quantum hyperplane. The parameter of deformation q in our case is (p+1)-root of unity. Our construction is nondegenerate only for even p. Taking bilinear combinations of paragrassmann derivatives and coordinates we realize generators for the covariant quantum algebras as tensor products of (p+1) x (p+1) matrices. (orig./HSI)

Bayes Factor Covariance Testing in Item Response Models.

Science.gov (United States)

Fox, Jean-Paul; Mulder, Joris; Sinharay, Sandip

2017-12-01

Two marginal one-parameter item response theory models are introduced, by integrating out the latent variable or random item parameter. It is shown that both marginal response models are multivariate (probit) models with a compound symmetry covariance structure. Several common hypotheses concerning the underlying covariance structure are evaluated using (fractional) Bayes factor tests. The support for a unidimensional factor (i.e., assumption of local independence) and differential item functioning are evaluated by testing the covariance components. The posterior distribution of common covariance components is obtained in closed form by transforming latent responses with an orthogonal (Helmert) matrix. This posterior distribution is defined as a shifted-inverse-gamma, thereby introducing a default prior and a balanced prior distribution. Based on that, an MCMC algorithm is described to estimate all model parameters and to compute (fractional) Bayes factor tests. Simulation studies are used to show that the (fractional) Bayes factor tests have good properties for testing the underlying covariance structure of binary response data. The method is illustrated with two real data studies.

Different shades of default mode disturbance in schizophrenia: Subnodal covariance estimation in structure and function.

Science.gov (United States)

Lefort-Besnard, Jérémy; Bassett, Danielle S; Smallwood, Jonathan; Margulies, Daniel S; Derntl, Birgit; Gruber, Oliver; Aleman, Andre; Jardri, Renaud; Varoquaux, Gaël; Thirion, Bertrand; Eickhoff, Simon B; Bzdok, Danilo

2018-02-01

Schizophrenia is a devastating mental disease with an apparent disruption in the highly associative default mode network (DMN). Interplay between this canonical network and others probably contributes to goal-directed behavior so its disturbance is a candidate neural fingerprint underlying schizophrenia psychopathology. Previous research has reported both hyperconnectivity and hypoconnectivity within the DMN, and both increased and decreased DMN coupling with the multimodal saliency network (SN) and dorsal attention network (DAN). This study systematically revisited network disruption in patients with schizophrenia using data-derived network atlases and multivariate pattern-learning algorithms in a multisite dataset (n = 325). Resting-state fluctuations in unconstrained brain states were used to estimate functional connectivity, and local volume differences between individuals were used to estimate structural co-occurrence within and between the DMN, SN, and DAN. In brain structure and function, sparse inverse covariance estimates of network coupling were used to characterize healthy participants and patients with schizophrenia, and to identify statistically significant group differences. Evidence did not confirm that the backbone of the DMN was the primary driver of brain dysfunction in schizophrenia. Instead, functional and structural aberrations were frequently located outside of the DMN core, such as in the anterior temporoparietal junction and precuneus. Additionally, functional covariation analyses highlighted dysfunctional DMN-DAN coupling, while structural covariation results highlighted aberrant DMN-SN coupling. Our findings reframe the role of the DMN core and its relation to canonical networks in schizophrenia. We thus underline the importance of large-scale neural interactions as effective biomarkers and indicators of how to tailor psychiatric care to single patients. © 2017 Wiley Periodicals, Inc.

Alcohol advertising, consumption and abuse: a covariance-structural modelling look at Strickland's data.

Science.gov (United States)

Adlaf, E M; Kohn, P M

1989-07-01

Re-analysis employing covariance-structural models was conducted on Strickland's (1983) survey data on 772 drinking students from Grades 7, 9 and 11. These data bear on the relations among alcohol consumption, alcohol abuse, association with drinking peers and exposure to televised alcohol advertising. Whereas Strickland used a just-identified model which, therefore, could not be tested for goodness of fit, our re-analysis tested several alternative models, which could be contradicted by the data. One model did fit his data particularly well. Its major implications are as follows: (1) Symptomatic consumption, negative consequences and self-rated severity of alcohol-related problems apparently reflect a common underlying factor, namely alcohol abuse. (2) Use of alcohol to relieve distress and frequency of intoxication, however, appear not to reflect abuse, although frequent intoxication contributes substantially to it. (3). Alcohol advertising affects consumption directly and abuse indirectly, although peer association has far greater impact on both consumption and abuse. These findings are interpreted as lending little support to further restrictions on advertising.

Development of a Matlab/Simulink tool to facilitate system analysis and simulation via the adjoint and covariance methods

NARCIS (Netherlands)

Bucco, D.; Weiss, M.

2007-01-01

The COVariance and ADjoint Analysis Tool (COVAD) is a specially designed software tool, written for the Matlab/Simulink environment, which allows the user the capability to carry out system analysis and simulation using the adjoint, covariance or Monte Carlo methods. This paper describes phase one

Multimodal Investigation of Network Level Effects Using Intrinsic Functional Connectivity, Anatomical Covariance, and Structure-to-Function Correlations in Unmedicated Major Depressive Disorder.

Science.gov (United States)

Scheinost, Dustin; Holmes, Sophie E; DellaGioia, Nicole; Schleifer, Charlie; Matuskey, David; Abdallah, Chadi G; Hampson, Michelle; Krystal, John H; Anticevic, Alan; Esterlis, Irina

2018-04-01

Converging evidence suggests that major depressive disorder (MDD) affects multiple large-scale brain networks. Analyses of the correlation or covariance of regional brain structure and function applied to structural and functional MRI data may provide insights into systems-level organization and structure-to-function correlations in the brain in MDD. This study applied tensor-based morphometry and intrinsic connectivity distribution to identify regions of altered volume and intrinsic functional connectivity in data from unmedicated individuals with MDD (n=17) and healthy comparison participants (HC, n=20). These regions were then used as seeds for exploratory anatomical covariance and connectivity analyses. Reduction in volume in the anterior cingulate cortex (ACC) and lower structural covariance between the ACC and the cerebellum were observed in the MDD group. Additionally, individuals with MDD had significantly lower whole-brain intrinsic functional connectivity in the medial prefrontal cortex (mPFC). This mPFC region showed altered connectivity to the ventral lateral PFC (vlPFC) and local circuitry in MDD. Global connectivity in the ACC was negatively correlated with reported depressive symptomatology. The mPFC-vlPFC connectivity was positively correlated with depressive symptoms. Finally, we observed increased structure-to-function correlation in the PFC/ACC in the MDD group. Although across all analysis methods and modalities alterations in the PFC/ACC were a common finding, each modality and method detected alterations in subregions belonging to distinct large-scale brain networks. These exploratory results support the hypothesis that MDD is a systems level disorder affecting multiple brain networks located in the PFC and provide new insights into the pathophysiology of this disorder.

Multimodal Investigation of Network Level Effects Using Intrinsic Functional Connectivity, Anatomical Covariance, and Structure-to-Function Correlations in Unmedicated Major Depressive Disorder

Science.gov (United States)

Scheinost, Dustin; Holmes, Sophie E; DellaGioia, Nicole; Schleifer, Charlie; Matuskey, David; Abdallah, Chadi G; Hampson, Michelle; Krystal, John H; Anticevic, Alan; Esterlis, Irina

2018-01-01

Converging evidence suggests that major depressive disorder (MDD) affects multiple large-scale brain networks. Analyses of the correlation or covariance of regional brain structure and function applied to structural and functional MRI data may provide insights into systems-level organization and structure-to-function correlations in the brain in MDD. This study applied tensor-based morphometry and intrinsic connectivity distribution to identify regions of altered volume and intrinsic functional connectivity in data from unmedicated individuals with MDD (n=17) and healthy comparison participants (HC, n=20). These regions were then used as seeds for exploratory anatomical covariance and connectivity analyses. Reduction in volume in the anterior cingulate cortex (ACC) and lower structural covariance between the ACC and the cerebellum were observed in the MDD group. Additionally, individuals with MDD had significantly lower whole-brain intrinsic functional connectivity in the medial prefrontal cortex (mPFC). This mPFC region showed altered connectivity to the ventral lateral PFC (vlPFC) and local circuitry in MDD. Global connectivity in the ACC was negatively correlated with reported depressive symptomatology. The mPFC–vlPFC connectivity was positively correlated with depressive symptoms. Finally, we observed increased structure-to-function correlation in the PFC/ACC in the MDD group. Although across all analysis methods and modalities alterations in the PFC/ACC were a common finding, each modality and method detected alterations in subregions belonging to distinct large-scale brain networks. These exploratory results support the hypothesis that MDD is a systems level disorder affecting multiple brain networks located in the PFC and provide new insights into the pathophysiology of this disorder. PMID:28944772

Flexible Bayesian Dynamic Modeling of Covariance and Correlation Matrices

KAUST Repository

Lan, Shiwei

2017-11-08

Modeling covariance (and correlation) matrices is a challenging problem due to the large dimensionality and positive-definiteness constraint. In this paper, we propose a novel Bayesian framework based on decomposing the covariance matrix into variance and correlation matrices. The highlight is that the correlations are represented as products of vectors on unit spheres. We propose a variety of distributions on spheres (e.g. the squared-Dirichlet distribution) to induce flexible prior distributions for covariance matrices that go beyond the commonly used inverse-Wishart prior. To handle the intractability of the resulting posterior, we introduce the adaptive $\\\\Delta$-Spherical Hamiltonian Monte Carlo. We also extend our structured framework to dynamic cases and introduce unit-vector Gaussian process priors for modeling the evolution of correlation among multiple time series. Using an example of Normal-Inverse-Wishart problem, a simulated periodic process, and an analysis of local field potential data (collected from the hippocampus of rats performing a complex sequence memory task), we demonstrated the validity and effectiveness of our proposed framework for (dynamic) modeling covariance and correlation matrices.

Exploring treatment by covariate interactions using subgroup analysis and meta-regression in cochrane reviews: a review of recent practice.

Directory of Open Access Journals (Sweden)

Sarah Donegan

Full Text Available Treatment by covariate interactions can be explored in reviews using interaction analyses (e.g., subgroup analysis. Such analyses can provide information on how the covariate modifies the treatment effect and is an important methodological approach for personalising medicine. Guidance exists regarding how to apply such analyses but little is known about whether authors follow the guidance.Using published recommendations, we developed criteria to assess how well interaction analyses were designed, applied, interpreted, and reported. The Cochrane Database of Systematic Reviews was searched (8th August 2013. We applied the criteria to the most recently published review, with an accessible protocol, for each Cochrane Review Group. We excluded review updates, diagnostic test accuracy reviews, withdrawn reviews, and overviews of reviews. Data were summarised regarding reviews, covariates, and analyses.Each of the 52 included reviews planned or did interaction analyses; 51 reviews (98% planned analyses and 33 reviews (63% applied analyses. The type of analysis planned and the type subsequently applied (e.g., sensitivity or subgroup analysis was discrepant in 24 reviews (46%. No review reported how or why each covariate had been chosen; 22 reviews (42% did state each covariate a priori in the protocol but no review identified each post-hoc covariate as such. Eleven reviews (21% mentioned five covariates or less. One review reported planning to use a method to detect interactions (i.e., interaction test for each covariate; another review reported applying the method for each covariate. Regarding interpretation, only one review reported whether an interaction was detected for each covariate and no review discussed the importance, or plausibility, of the results, or the possibility of confounding for each covariate.Interaction analyses in Cochrane Reviews can be substantially improved. The proposed criteria can be used to help guide the reporting and

The analysis of covariance and alternatives statistical methods for experiments, quasi-experiments, and single-case studies

CERN Document Server

Huitema, Bradley

2011-01-01

A complete guide to cutting-edge techniques and best practices for applying covariance analysis methods The Second Edition of Analysis of Covariance and Alternatives sheds new light on its topic, offering in-depth discussions of underlying assumptions, comprehensive interpretations of results, and comparisons of distinct approaches. The book has been extensively revised and updated to feature an in-depth review of prerequisites and the latest developments in the field. The author begins with a discussion of essential topics relating to experimental design and analysis

Structure and stability of genetic variance-covariance matrices: A Bayesian sparse factor analysis of transcriptional variation in the three-spined stickleback.

Science.gov (United States)

Siren, J; Ovaskainen, O; Merilä, J

2017-10-01

The genetic variance-covariance matrix (G) is a quantity of central importance in evolutionary biology due to its influence on the rate and direction of multivariate evolution. However, the predictive power of empirically estimated G-matrices is limited for two reasons. First, phenotypes are high-dimensional, whereas traditional statistical methods are tuned to estimate and analyse low-dimensional matrices. Second, the stability of G to environmental effects and over time remains poorly understood. Using Bayesian sparse factor analysis (BSFG) designed to estimate high-dimensional G-matrices, we analysed levels variation and covariation in 10,527 expressed genes in a large (n = 563) half-sib breeding design of three-spined sticklebacks subject to two temperature treatments. We found significant differences in the structure of G between the treatments: heritabilities and evolvabilities were higher in the warm than in the low-temperature treatment, suggesting more and faster opportunity to evolve in warm (stressful) conditions. Furthermore, comparison of G and its phenotypic equivalent P revealed the latter is a poor substitute of the former. Most strikingly, the results suggest that the expected impact of G on evolvability-as well as the similarity among G-matrices-may depend strongly on the number of traits included into analyses. In our results, the inclusion of only few traits in the analyses leads to underestimation in the differences between the G-matrices and their predicted impacts on evolution. While the results highlight the challenges involved in estimating G, they also illustrate that by enabling the estimation of large G-matrices, the BSFG method can improve predicted evolutionary responses to selection. © 2017 John Wiley & Sons Ltd.

Covariance Manipulation for Conjunction Assessment

Science.gov (United States)

Hejduk, M. D.

2016-01-01

The manipulation of space object covariances to try to provide additional or improved information to conjunction risk assessment is not an uncommon practice. Types of manipulation include fabricating a covariance when it is missing or unreliable to force the probability of collision (Pc) to a maximum value ('PcMax'), scaling a covariance to try to improve its realism or see the effect of covariance volatility on the calculated Pc, and constructing the equivalent of an epoch covariance at a convenient future point in the event ('covariance forecasting'). In bringing these methods to bear for Conjunction Assessment (CA) operations, however, some do not remain fully consistent with best practices for conducting risk management, some seem to be of relatively low utility, and some require additional information before they can contribute fully to risk analysis. This study describes some basic principles of modern risk management (following the Kaplan construct) and then examines the PcMax and covariance forecasting paradigms for alignment with these principles; it then further examines the expected utility of these methods in the modern CA framework. Both paradigms are found to be not without utility, but only in situations that are somewhat carefully circumscribed.

ANL Critical Assembly Covariance Matrix Generation - Addendum

Energy Technology Data Exchange (ETDEWEB)

McKnight, Richard D. [Argonne National Lab. (ANL), Argonne, IL (United States); Grimm, Karl N. [Argonne National Lab. (ANL), Argonne, IL (United States)

2014-01-13

In March 2012, a report was issued on covariance matrices for Argonne National Laboratory (ANL) critical experiments. That report detailed the theory behind the calculation of covariance matrices and the methodology used to determine the matrices for a set of 33 ANL experimental set-ups. Since that time, three new experiments have been evaluated and approved. This report essentially updates the previous report by adding in these new experiments to the preceding covariance matrix structure.

Extensive set of low-fidelity cross sections covariances in fast neutron region

International Nuclear Information System (INIS)

Pigni, M.T.; Herman, M.; Oblozinsky, P.

2008-01-01

We produced a large set of neutron cross section covariances in the energy range of 5 keV - 20 MeV. The covariance matrices were calculated for 307 isotopes divided into three major regions: structural materials, fission products, and heavy nuclei. These results have been developed to provide initial, but consistent estimates of covariance data for nuclear criticality safety applications. The methodology for the determination of such covariance matrices is presented. It combines the nuclear reaction model code EMPIRE which calculates sensitivity of cross sections to nuclear reaction model parameters, and the Bayesian code KALMAN that propagates uncertainties of the model parameters to cross sections. Taking into account large number of materials, only marginal reference to experimental data was made. The covariances were derived from the perturbation of several key model parameters selected by the sensitivity analysis. These parameters refer to the optical model potential, the level densities and the strength of the pre-equilibrium emission. This work represents the first try ever to generate nuclear data covariances on such a large scale. (authors)

An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models

DEFF Research Database (Denmark)

Kinnebrock, Silja; Podolskij, Mark

This paper introduces a new estimator to measure the ex-post covariation between high-frequency financial time series under market microstructure noise. We provide an asymptotic limit theory (including feasible central limit theorems) for standard methods such as regression, correlation analysis...... process can be relaxed and how our method can be applied to non-synchronous observations. We also present an empirical study of how high-frequency correlations, regressions and covariances change through time....

The Performance Analysis Based on SAR Sample Covariance Matrix

Directory of Open Access Journals (Sweden)

Esra Erten

2012-03-01

Full Text Available Multi-channel systems appear in several fields of application in science. In the Synthetic Aperture Radar (SAR context, multi-channel systems may refer to different domains, as multi-polarization, multi-interferometric or multi-temporal data, or even a combination of them. Due to the inherent speckle phenomenon present in SAR images, the statistical description of the data is almost mandatory for its utilization. The complex images acquired over natural media present in general zero-mean circular Gaussian characteristics. In this case, second order statistics as the multi-channel covariance matrix fully describe the data. For practical situations however, the covariance matrix has to be estimated using a limited number of samples, and this sample covariance matrix follow the complex Wishart distribution. In this context, the eigendecomposition of the multi-channel covariance matrix has been shown in different areas of high relevance regarding the physical properties of the imaged scene. Specifically, the maximum eigenvalue of the covariance matrix has been frequently used in different applications as target or change detection, estimation of the dominant scattering mechanism in polarimetric data, moving target indication, etc. In this paper, the statistical behavior of the maximum eigenvalue derived from the eigendecomposition of the sample multi-channel covariance matrix in terms of multi-channel SAR images is simplified for SAR community. Validation is performed against simulated data and examples of estimation and detection problems using the analytical expressions are as well given.

Asset allocation with different covariance/correlation estimators

OpenAIRE

Μανταφούνη, Σοφία

2007-01-01

The subject of the study is to test whether the use of different covariance – correlation estimators than the historical covariance matrix that is widely used, would help in portfolio optimization through the mean-variance analysis. In other words, if an investor would like to use the mean-variance analysis in order to invest in assets like stocks or indices, would it be of some help to use more sophisticated estimators for the covariance matrix of the returns of his portfolio? The procedure ...

Automated vessel segmentation using cross-correlation and pooled covariance matrix analysis.

Science.gov (United States)

Du, Jiang; Karimi, Afshin; Wu, Yijing; Korosec, Frank R; Grist, Thomas M; Mistretta, Charles A

2011-04-01

Time-resolved contrast-enhanced magnetic resonance angiography (CE-MRA) provides contrast dynamics in the vasculature and allows vessel segmentation based on temporal correlation analysis. Here we present an automated vessel segmentation algorithm including automated generation of regions of interest (ROIs), cross-correlation and pooled sample covariance matrix analysis. The dynamic images are divided into multiple equal-sized regions. In each region, ROIs for artery, vein and background are generated using an iterative thresholding algorithm based on the contrast arrival time map and contrast enhancement map. Region-specific multi-feature cross-correlation analysis and pooled covariance matrix analysis are performed to calculate the Mahalanobis distances (MDs), which are used to automatically separate arteries from veins. This segmentation algorithm is applied to a dual-phase dynamic imaging acquisition scheme where low-resolution time-resolved images are acquired during the dynamic phase followed by high-frequency data acquisition at the steady-state phase. The segmented low-resolution arterial and venous images are then combined with the high-frequency data in k-space and inverse Fourier transformed to form the final segmented arterial and venous images. Results from volunteer and patient studies demonstrate the advantages of this automated vessel segmentation and dual phase data acquisition technique. Copyright © 2011 Elsevier Inc. All rights reserved.

Covariant diagrams for one-loop matching

International Nuclear Information System (INIS)

Zhang, Zhengkang

2016-10-01

We present a diagrammatic formulation of recently-revived covariant functional approaches to one-loop matching from an ultraviolet (UV) theory to a low-energy effective field theory. Various terms following from a covariant derivative expansion (CDE) are represented by diagrams which, unlike conventional Feynman diagrams, involve gaugecovariant quantities and are thus dubbed ''covariant diagrams.'' The use of covariant diagrams helps organize and simplify one-loop matching calculations, which we illustrate with examples. Of particular interest is the derivation of UV model-independent universal results, which reduce matching calculations of specific UV models to applications of master formulas. We show how such derivation can be done in a more concise manner than the previous literature, and discuss how additional structures that are not directly captured by existing universal results, including mixed heavy-light loops, open covariant derivatives, and mixed statistics, can be easily accounted for.

Covariant diagrams for one-loop matching

Energy Technology Data Exchange (ETDEWEB)

Zhang, Zhengkang [Michigan Univ., Ann Arbor, MI (United States). Michigan Center for Theoretical Physics; Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany)

2016-10-15

We present a diagrammatic formulation of recently-revived covariant functional approaches to one-loop matching from an ultraviolet (UV) theory to a low-energy effective field theory. Various terms following from a covariant derivative expansion (CDE) are represented by diagrams which, unlike conventional Feynman diagrams, involve gaugecovariant quantities and are thus dubbed ''covariant diagrams.'' The use of covariant diagrams helps organize and simplify one-loop matching calculations, which we illustrate with examples. Of particular interest is the derivation of UV model-independent universal results, which reduce matching calculations of specific UV models to applications of master formulas. We show how such derivation can be done in a more concise manner than the previous literature, and discuss how additional structures that are not directly captured by existing universal results, including mixed heavy-light loops, open covariant derivatives, and mixed statistics, can be easily accounted for.

Spatial-temporal-covariance-based modeling, analysis, and simulation of aero-optics wavefront aberrations.

Science.gov (United States)

Vogel, Curtis R; Tyler, Glenn A; Wittich, Donald J

2014-07-01

We introduce a framework for modeling, analysis, and simulation of aero-optics wavefront aberrations that is based on spatial-temporal covariance matrices extracted from wavefront sensor measurements. Within this framework, we present a quasi-homogeneous structure function to analyze nonhomogeneous, mildly anisotropic spatial random processes, and we use this structure function to show that phase aberrations arising in aero-optics are, for an important range of operating parameters, locally Kolmogorov. This strongly suggests that the d5/3 power law for adaptive optics (AO) deformable mirror fitting error, where d denotes actuator separation, holds for certain important aero-optics scenarios. This framework also allows us to compute bounds on AO servo lag error and predictive control error. In addition, it provides us with the means to accurately simulate AO systems for the mitigation of aero-effects, and it may provide insight into underlying physical processes associated with turbulent flow. The techniques introduced here are demonstrated using data obtained from the Airborne Aero-Optics Laboratory.

Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

Science.gov (United States)

Xie, Yanmei; Zhang, Biao

2017-04-20

Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and

Covariance structure in the skull of Catarrhini: a case of pattern stasis and magnitude evolution.

Science.gov (United States)

de Oliveira, Felipe Bandoni; Porto, Arthur; Marroig, Gabriel

2009-04-01

The study of the genetic variance/covariance matrix (G-matrix) is a recent and fruitful approach in evolutionary biology, providing a window of investigating for the evolution of complex characters. Although G-matrix studies were originally conducted for microevolutionary timescales, they could be extrapolated to macroevolution as long as the G-matrix remains relatively constant, or proportional, along the period of interest. A promising approach to investigating the constancy of G-matrices is to compare their phenotypic counterparts (P-matrices) in a large group of related species; if significant similarity is found among several taxa, it is very likely that the underlying G-matrices are also equivalent. Here we study the similarity of covariance and correlation structure in a broad sample of Old World monkeys and apes (Catarrhini). We made phylogenetically structured comparisons of correlation and covariance matrices derived from 39 skull traits, ranging from between species to the superfamily level. We also compared the overall magnitude of integration between skull traits (r2) for all Catarrhini genera. Our results show that P-matrices were not strictly constant among catarrhines, but the amount of divergence observed among taxa was generally low. There was significant and positive correlation between the amount of divergence in correlation and covariance patterns among the 30 genera and their phylogenetic distances derived from a recently proposed phylogenetic hypothesis. Our data demonstrate that the P-matrices remained relatively similar along the evolutionary history of catarrhines, and comparisons with the G-matrix available for a New World monkey genus (Saguinus) suggests that the same holds for all anthropoids. The magnitude of integration, in contrast, varied considerably among genera, indicating that evolution of the magnitude, rather than the pattern of inter-trait correlations, might have played an important role in the diversification of the

Analysis of covariance with pre-treatment measurements in randomized trials under the cases that covariances and post-treatment variances differ between groups.

Science.gov (United States)

Funatogawa, Takashi; Funatogawa, Ikuko; Shyr, Yu

2011-05-01

When primary endpoints of randomized trials are continuous variables, the analysis of covariance (ANCOVA) with pre-treatment measurements as a covariate is often used to compare two treatment groups. In the ANCOVA, equal slopes (coefficients of pre-treatment measurements) and equal residual variances are commonly assumed. However, random allocation guarantees only equal variances of pre-treatment measurements. Unequal covariances and variances of post-treatment measurements indicate unequal slopes and, usually, unequal residual variances. For non-normal data with unequal covariances and variances of post-treatment measurements, it is known that the ANCOVA with equal slopes and equal variances using an ordinary least-squares method provides an asymptotically normal estimator for the treatment effect. However, the asymptotic variance of the estimator differs from the variance estimated from a standard formula, and its property is unclear. Furthermore, the asymptotic properties of the ANCOVA with equal slopes and unequal variances using a generalized least-squares method are unclear. In this paper, we consider non-normal data with unequal covariances and variances of post-treatment measurements, and examine the asymptotic properties of the ANCOVA with equal slopes using the variance estimated from a standard formula. Analytically, we show that the actual type I error rate, thus the coverage, of the ANCOVA with equal variances is asymptotically at a nominal level under equal sample sizes. That of the ANCOVA with unequal variances using a generalized least-squares method is asymptotically at a nominal level, even under unequal sample sizes. In conclusion, the ANCOVA with equal slopes can be asymptotically justified under random allocation. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

A Matérn model of the spatial covariance structure of point rain rates

KAUST Repository

Sun, Ying; Bowman, Kenneth P.; Genton, Marc G.; Tokay, Ali

2014-01-01

It is challenging to model a precipitation field due to its intermittent and highly scale-dependent nature. Many models of point rain rates or areal rainfall observations have been proposed and studied for different time scales. Among them, the spectral model based on a stochastic dynamical equation for the instantaneous point rain rate field is attractive, since it naturally leads to a consistent space–time model. In this paper, we note that the spatial covariance structure of the spectral model is equivalent to the well-known Matérn covariance model. Using high-quality rain gauge data, we estimate the parameters of the Matérn model for different time scales and demonstrate that the Matérn model is superior to an exponential model, particularly at short time scales.

A Matérn model of the spatial covariance structure of point rain rates

KAUST Repository

Sun, Ying

2014-07-15

It is challenging to model a precipitation field due to its intermittent and highly scale-dependent nature. Many models of point rain rates or areal rainfall observations have been proposed and studied for different time scales. Among them, the spectral model based on a stochastic dynamical equation for the instantaneous point rain rate field is attractive, since it naturally leads to a consistent space–time model. In this paper, we note that the spatial covariance structure of the spectral model is equivalent to the well-known Matérn covariance model. Using high-quality rain gauge data, we estimate the parameters of the Matérn model for different time scales and demonstrate that the Matérn model is superior to an exponential model, particularly at short time scales.

Further Evaluation of Covariate Analysis using Empirical Bayes Estimates in Population Pharmacokinetics: the Perception of Shrinkage and Likelihood Ratio Test.

Science.gov (United States)

Xu, Xu Steven; Yuan, Min; Yang, Haitao; Feng, Yan; Xu, Jinfeng; Pinheiro, Jose

2017-01-01

Covariate analysis based on population pharmacokinetics (PPK) is used to identify clinically relevant factors. The likelihood ratio test (LRT) based on nonlinear mixed effect model fits is currently recommended for covariate identification, whereas individual empirical Bayesian estimates (EBEs) are considered unreliable due to the presence of shrinkage. The objectives of this research were to investigate the type I error for LRT and EBE approaches, to confirm the similarity of power between the LRT and EBE approaches from a previous report and to explore the influence of shrinkage on LRT and EBE inferences. Using an oral one-compartment PK model with a single covariate impacting on clearance, we conducted a wide range of simulations according to a two-way factorial design. The results revealed that the EBE-based regression not only provided almost identical power for detecting a covariate effect, but also controlled the false positive rate better than the LRT approach. Shrinkage of EBEs is likely not the root cause for decrease in power or inflated false positive rate although the size of the covariate effect tends to be underestimated at high shrinkage. In summary, contrary to the current recommendations, EBEs may be a better choice for statistical tests in PPK covariate analysis compared to LRT. We proposed a three-step covariate modeling approach for population PK analysis to utilize the advantages of EBEs while overcoming their shortcomings, which allows not only markedly reducing the run time for population PK analysis, but also providing more accurate covariate tests.

Spatiotemporal noise covariance estimation from limited empirical magnetoencephalographic data

International Nuclear Information System (INIS)

Jun, Sung C; Plis, Sergey M; Ranken, Doug M; Schmidt, David M

2006-01-01

The performance of parametric magnetoencephalography (MEG) and electroencephalography (EEG) source localization approaches can be degraded by the use of poor background noise covariance estimates. In general, estimation of the noise covariance for spatiotemporal analysis is difficult mainly due to the limited noise information available. Furthermore, its estimation requires a large amount of storage and a one-time but very large (and sometimes intractable) calculation or its inverse. To overcome these difficulties, noise covariance models consisting of one pair or a sum of multi-pairs of Kronecker products of spatial covariance and temporal covariance have been proposed. However, these approaches cannot be applied when the noise information is very limited, i.e., the amount of noise information is less than the degrees of freedom of the noise covariance models. A common example of this is when only averaged noise data are available for a limited prestimulus region (typically at most a few hundred milliseconds duration). For such cases, a diagonal spatiotemporal noise covariance model consisting of sensor variances with no spatial or temporal correlation has been the common choice for spatiotemporal analysis. In this work, we propose a different noise covariance model which consists of diagonal spatial noise covariance and Toeplitz temporal noise covariance. It can easily be estimated from limited noise information, and no time-consuming optimization and data-processing are required. Thus, it can be used as an alternative choice when one-pair or multi-pair noise covariance models cannot be estimated due to lack of noise information. To verify its capability we used Bayesian inference dipole analysis and a number of simulated and empirical datasets. We compared this covariance model with other existing covariance models such as conventional diagonal covariance, one-pair and multi-pair noise covariance models, when noise information is sufficient to estimate them. We

Precomputing Process Noise Covariance for Onboard Sequential Filters

Science.gov (United States)

Olson, Corwin G.; Russell, Ryan P.; Carpenter, J. Russell

2017-01-01

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis studies is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

Allosteric effects in bacteriophage HK97 procapsids revealed directly from covariance analysis of cryo EM data.

Science.gov (United States)

Xu, Nan; Veesler, David; Doerschuk, Peter C; Johnson, John E

2018-05-01

The information content of cryo EM data sets exceeds that of the electron scattering potential (cryo EM) density initially derived for structure determination. Previously we demonstrated the power of data variance analysis for characterizing regions of cryo EM density that displayed functionally important variance anomalies associated with maturation cleavage events in Nudaurelia Omega Capensis Virus and the presence or absence of a maturation protease in bacteriophage HK97 procapsids. Here we extend the analysis in two ways. First, instead of imposing icosahedral symmetry on every particle in the data set during the variance analysis, we only assume that the data set as a whole has icosahedral symmetry. This change removes artifacts of high variance along icosahedral symmetry axes, but retains all of the features previously reported in the HK97 data set. Second we present a covariance analysis that reveals correlations in structural dynamics (variance) between the interior of the HK97 procapsid with the protease and regions of the exterior (not seen in the absence of the protease). The latter analysis corresponds well with hydrogen deuterium exchange studies previously published that reveal the same correlation. Copyright © 2018 Elsevier Inc. All rights reserved.

Structural Covariance Network of Cortical Gyrification in Benign Childhood Epilepsy with Centrotemporal Spikes

Directory of Open Access Journals (Sweden)

Lin Jiang

2018-02-01

Full Text Available Benign childhood epilepsy with centrotemporal spikes (BECTS is associated with cognitive and language problems. According to recent studies, disruptions in brain structure and function in children with BECTS are beyond a Rolandic focus, suggesting atypical cortical development. However, previous studies utilizing surface-based metrics (e.g., cortical gyrification and their structural covariance networks at high resolution in children with BECTS are limited. Twenty-six children with BECTS (15 males/11 females; 10.35 ± 2.91 years and 26 demographically matched controls (15 males/11 females; 11.35 ± 2.51 years were included in this study and subjected to high-resolution structural brain MRI scans. The gyrification index was calculated, and structural brain networks were reconstructed based on the covariance of the cortical folding. In the BECTS group, significantly increased gyrification was observed in the bilateral Sylvain fissures and the left pars triangularis, temporal, rostral middle frontal, lateral orbitofrontal, and supramarginal areas (cluster-corrected p < 0.05. Global brain network measures were not significantly different between the groups; however, the nodal alterations were most pronounced in the insular, frontal, temporal, and occipital lobes (FDR corrected, p < 0.05. In children with BECTS, brain hubs increased in number and tended to shift to sensorimotor and temporal areas. Furthermore, we observed significantly positive relationships between the gyrification index and age (vertex p < 0.001, cluster-level correction as well as duration of epilepsy (vertex p < 0.001, cluster-level correction. Our results suggest that BECTS may be a condition that features abnormal over-folding of the Sylvian fissures and uncoordinated development of structural wiring, disrupted nodal profiles of centrality, and shifted hub distribution, which potentially represents a neuroanatomical hallmark of BECTS in the

A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures.

Science.gov (United States)

Filipiak, Katarzyna; Klein, Daniel; Roy, Anuradha

2017-01-01

The problem of testing the separability of a covariance matrix against an unstructured variance-covariance matrix is studied in the context of multivariate repeated measures data using Rao's score test (RST). The RST statistic is developed with the first component of the separable structure as a first-order autoregressive (AR(1)) correlation matrix or an unstructured (UN) covariance matrix under the assumption of multivariate normality. It is shown that the distribution of the RST statistic under the null hypothesis of any separability does not depend on the true values of the mean or the unstructured components of the separable structure. A significant advantage of the RST is that it can be performed for small samples, even smaller than the dimension of the data, where the likelihood ratio test (LRT) cannot be used, and it outperforms the standard LRT in a number of contexts. Monte Carlo simulations are then used to study the comparative behavior of the null distribution of the RST statistic, as well as that of the LRT statistic, in terms of sample size considerations, and for the estimation of the empirical percentiles. Our findings are compared with existing results where the first component of the separable structure is a compound symmetry (CS) correlation matrix. It is also shown by simulations that the empirical null distribution of the RST statistic converges faster than the empirical null distribution of the LRT statistic to the limiting χ 2 distribution. The tests are implemented on a real dataset from medical studies. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Covariant solutions of the Bethe-Salpeter equation and an application to the nucleon structure function

International Nuclear Information System (INIS)

Williams, A.G.

1998-01-01

There is a need for covariant solutions of bound state equations in order to construct realistic QCD based models of mesons and baryons. Furthermore, we ideally need to know the structure of these bound states in all kinematical regimes, which makes a direct solution in Minkowski space (without any 3-dimensional reductions) desirable. The Bethe-Salpeter equation (BSE) for bound states in scalar theories is reformulated and solved for arbitrary scattering kernels in terms of a generalized spectral representation directly in Minkowski space. This differs from the conventional Euclidean approach, where the BSE can only be solved in ladder approximation after a Wick rotation. An application of covariant Bethe-Salpeter solutions to a quark-diquark model of the nucleon is also briefly discussed. (orig.)

Covariant Evolutionary Event Analysis for Base Interaction Prediction Using a Relational Database Management System for RNA.

Science.gov (United States)

Xu, Weijia; Ozer, Stuart; Gutell, Robin R

2009-01-01

With an increasingly large amount of sequences properly aligned, comparative sequence analysis can accurately identify not only common structures formed by standard base pairing but also new types of structural elements and constraints. However, traditional methods are too computationally expensive to perform well on large scale alignment and less effective with the sequences from diversified phylogenetic classifications. We propose a new approach that utilizes coevolutional rates among pairs of nucleotide positions using phylogenetic and evolutionary relationships of the organisms of aligned sequences. With a novel data schema to manage relevant information within a relational database, our method, implemented with a Microsoft SQL Server 2005, showed 90% sensitivity in identifying base pair interactions among 16S ribosomal RNA sequences from Bacteria, at a scale 40 times bigger and 50% better sensitivity than a previous study. The results also indicated covariation signals for a few sets of cross-strand base stacking pairs in secondary structure helices, and other subtle constraints in the RNA structure.

P2 : A random effects model with covariates for directed graphs

NARCIS (Netherlands)

van Duijn, M.A.J.; Snijders, T.A.B.; Zijlstra, B.J.H.

A random effects model is proposed for the analysis of binary dyadic data that represent a social network or directed graph, using nodal and/or dyadic attributes as covariates. The network structure is reflected by modeling the dependence between the relations to and from the same actor or node.

More on Estimation of Banded and Banded Toeplitz Covariance Matrices

OpenAIRE

Berntsson, Fredrik; Ohlson, Martin

2017-01-01

In this paper we consider two different linear covariance structures, e.g., banded and bended Toeplitz, and how to estimate them using different methods, e.g., by minimizing different norms. One way to estimate the parameters in a linear covariance structure is to use tapering, which has been shown to be the solution to a universal least squares problem. We know that tapering not always guarantee the positive definite constraints on the estimated covariance matrix and may not be a suitable me...

Efficient estimation of three-dimensional covariance and its application in the analysis of heterogeneous samples in cryo-electron microscopy.

Science.gov (United States)

Liao, Hstau Y; Hashem, Yaser; Frank, Joachim

2015-06-02

Single-particle cryogenic electron microscopy (cryo-EM) is a powerful tool for the study of macromolecular structures at high resolution. Classification allows multiple structural states to be extracted and reconstructed from the same sample. One classification approach is via the covariance matrix, which captures the correlation between every pair of voxels. Earlier approaches employ computing-intensive resampling and estimate only the eigenvectors of the matrix, which are then used in a separate fast classification step. We propose an iterative scheme to explicitly estimate the covariance matrix in its entirety. In our approach, the flexibility in choosing the solution domain allows us to examine a part of the molecule in greater detail. Three-dimensional covariance maps obtained in this way from experimental data (cryo-EM images of the eukaryotic pre-initiation complex) prove to be in excellent agreement with conclusions derived by using traditional approaches, revealing in addition the interdependencies of ligand bindings and structural changes. Copyright © 2015 Elsevier Ltd. All rights reserved.

ARMA Cholesky Factor Models for the Covariance Matrix of Linear Models.

Science.gov (United States)

Lee, Keunbaik; Baek, Changryong; Daniels, Michael J

2017-11-01

In longitudinal studies, serial dependence of repeated outcomes must be taken into account to make correct inferences on covariate effects. As such, care must be taken in modeling the covariance matrix. However, estimation of the covariance matrix is challenging because there are many parameters in the matrix and the estimated covariance matrix should be positive definite. To overcomes these limitations, two Cholesky decomposition approaches have been proposed: modified Cholesky decomposition for autoregressive (AR) structure and moving average Cholesky decomposition for moving average (MA) structure, respectively. However, the correlations of repeated outcomes are often not captured parsimoniously using either approach separately. In this paper, we propose a class of flexible, nonstationary, heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the covariance matrix that we denote as ARMACD. We analyze a recent lung cancer study to illustrate the power of our proposed methods.

Phenotypic covariance at species' borders.

Science.gov (United States)

Caley, M Julian; Cripps, Edward; Game, Edward T

2013-05-28

Understanding the evolution of species limits is important in ecology, evolution, and conservation biology. Despite its likely importance in the evolution of these limits, little is known about phenotypic covariance in geographically marginal populations, and the degree to which it constrains, or facilitates, responses to selection. We investigated phenotypic covariance in morphological traits at species' borders by comparing phenotypic covariance matrices (P), including the degree of shared structure, the distribution of strengths of pair-wise correlations between traits, the degree of morphological integration of traits, and the ranks of matricies, between central and marginal populations of three species-pairs of coral reef fishes. Greater structural differences in P were observed between populations close to range margins and conspecific populations toward range centres, than between pairs of conspecific populations that were both more centrally located within their ranges. Approximately 80% of all pair-wise trait correlations within populations were greater in the north, but these differences were unrelated to the position of the sampled population with respect to the geographic range of the species. Neither the degree of morphological integration, nor ranks of P, indicated greater evolutionary constraint at range edges. Characteristics of P observed here provide no support for constraint contributing to the formation of these species' borders, but may instead reflect structural change in P caused by selection or drift, and their potential to evolve in the future.

High-dimensional covariance estimation with high-dimensional data

CERN Document Server

Pourahmadi, Mohsen

2013-01-01

Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences. High-Dimensional Covariance Estimation provides accessible and comprehensive coverage of the classical and modern approaches for estimating covariance matrices as well as their applications to the rapidly developing areas lying at the intersection of statistics and mac

Impact of water use efficiency on eddy covariance flux partitioning using correlation structure analysis

Science.gov (United States)

Anderson, Ray; Skaggs, Todd; Alfieri, Joseph; Kustas, William; Wang, Dong; Ayars, James

2016-04-01

Partitioned land surfaces fluxes (e.g. evaporation, transpiration, photosynthesis, and ecosystem respiration) are needed as input, calibration, and validation data for numerous hydrological and land surface models. However, one of the most commonly used techniques for measuring land surface fluxes, Eddy Covariance (EC), can directly measure net, combined water and carbon fluxes (evapotranspiration and net ecosystem exchange/productivity). Analysis of the correlation structure of high frequency EC time series (hereafter flux partitioning or FP) has been proposed to directly partition net EC fluxes into their constituent components using leaf-level water use efficiency (WUE) data to separate stomatal and non-stomatal transport processes. FP has significant logistical and spatial representativeness advantages over other partitioning approaches (e.g. isotopic fluxes, sap flow, microlysimeters), but the performance of the FP algorithm is reliant on the accuracy of the intercellular CO2 (ci) concentration used to parameterize WUE for each flux averaging interval. In this study, we tested several parameterizations for ci as a function of atmospheric CO2 (ca), including (1) a constant ci/ca ratio for C3 and C4 photosynthetic pathway plants, (2) species-specific ci/ca-Vapor Pressure Deficit (VPD) relationships (quadratic and linear), and (3) generalized C3 and C4 photosynthetic pathway ci/ca-VPD relationships. We tested these ci parameterizations at three agricultural EC towers from 2011-present in C4 and C3 crops (sugarcane - Saccharum officinarum L. and peach - Prunus persica), and validated again sap-flow sensors installed at the peach site. The peach results show that the species-specific parameterizations driven FP algorithm came to convergence significantly more frequently (~20% more frequently) than the constant ci/ca ratio or generic C3-VPD relationship. The FP algorithm parameterizations with a generic VPD relationship also had slightly higher transpiration (5 Wm-2

Nonlinear fitness-space-structure adaptation and principal component analysis in genetic algorithms: an application to x-ray reflectivity analysis

International Nuclear Information System (INIS)

Tiilikainen, J; Tilli, J-M; Bosund, V; Mattila, M; Hakkarainen, T; Airaksinen, V-M; Lipsanen, H

2007-01-01

Two novel genetic algorithms implementing principal component analysis and an adaptive nonlinear fitness-space-structure technique are presented and compared with conventional algorithms in x-ray reflectivity analysis. Principal component analysis based on Hessian or interparameter covariance matrices is used to rotate a coordinate frame. The nonlinear adaptation applies nonlinear estimates to reshape the probability distribution of the trial parameters. The simulated x-ray reflectivity of a realistic model of a periodic nanolaminate structure was used as a test case for the fitting algorithms. The novel methods had significantly faster convergence and less stagnation than conventional non-adaptive genetic algorithms. The covariance approach needs no additional curve calculations compared with conventional methods, and it had better convergence properties than the computationally expensive Hessian approach. These new algorithms can also be applied to other fitting problems where tight interparameter dependence is present

Structure of Pioncare covariant tensor operators in quantum mechanical models

International Nuclear Information System (INIS)

Polyzou, W.N.; Klink, W.H.

1988-01-01

The structure of operators that transform covariantly in Poincare invariant quantum mechanical models is analyzed. These operators are shown to have an interaction dependence that comes from the geometry of the Poincare group. The operators can be expressed in terms of matrix elements in a complete set of eigenstates of the mass and spin operators associated with the dynamical representation of the Poincare group. The matrix elements are factored into geometrical coefficients (Clebsch--Gordan coefficients for the Poincare group) and invariant matrix elements. The geometrical coefficients are fixed by the transformation properties of the operator and the eigenvalue spectrum of the mass and spin. The invariant matrix elements, which distinguish between different operators with the same transformation properties, are given in terms of a set of invariant form factors. copyright 1988 Academic Press, Inc

Maintainability analysis considering time-dependent and time-independent covariates

International Nuclear Information System (INIS)

Barabadi, Abbas; Barabady, Javad; Markeset, Tore

2011-01-01

Traditional parametric methods for assessing maintainability most often only consider time to repair (TTR) as a single explanatory variable. However, to predict availability more precisely for high availability systems, a better model is needed to quantify the effect of operational environment on maintainability. The proportional repair model (PRM), which is developed based on proportional hazard model (PHM), may be used to analyze maintainability in the present of covariates. In the PRM, the effect of covariates is considered to be time independent. However this assumption may not be valid for some situations. The aim of this paper is to develop the Cox regression model and its extension in the presence of time-dependent covariates for determining maintainability. A simple case study is used to demonstrate how the model can be applied in a real case.

Covariance and correlation estimation in electron-density maps.

Science.gov (United States)

Altomare, Angela; Cuocci, Corrado; Giacovazzo, Carmelo; Moliterni, Anna; Rizzi, Rosanna

2012-03-01

Quite recently two papers have been published [Giacovazzo & Mazzone (2011). Acta Cryst. A67, 210-218; Giacovazzo et al. (2011). Acta Cryst. A67, 368-382] which calculate the variance in any point of an electron-density map at any stage of the phasing process. The main aim of the papers was to associate a standard deviation to each pixel of the map, in order to obtain a better estimate of the map reliability. This paper deals with the covariance estimate between points of an electron-density map in any space group, centrosymmetric or non-centrosymmetric, no matter the correlation between the model and target structures. The aim is as follows: to verify if the electron density in one point of the map is amplified or depressed as an effect of the electron density in one or more other points of the map. High values of the covariances are usually connected with undesired features of the map. The phases are the primitive random variables of our probabilistic model; the covariance changes with the quality of the model and therefore with the quality of the phases. The conclusive formulas show that the covariance is also influenced by the Patterson map. Uncertainty on measurements may influence the covariance, particularly in the final stages of the structure refinement; a general formula is obtained taking into account both phase and measurement uncertainty, valid at any stage of the crystal structure solution.

Covariance as input to and output from resonance analyses

International Nuclear Information System (INIS)

Larson, N.M.

1992-01-01

Accurate data analysis requires understanding of the roles played by both data and parameter covariance matrices. In this paper the entire data reduction/analysis process is examined, for neutron-induced reactions in the resonance region. Interrelationships between data and parameter covariance matrices are examined and alternative reduction/analysis methods discussed

Covariance analysis of n + 7Li data for ENDF/B-VI

International Nuclear Information System (INIS)

Young, P.G.

1988-01-01

A new covariance analysis of n/plus/ 7 Li experimental data has been completed for Version VI of ENDFB. The analysis basically updates our 1981 work for ENDFB-V.2 to include new data that has become available since that time and to incorporate cross correlations between different experiments. The bulk of the new measured data consists of some 10 new (or newly revised) tritium-production measurements involving about 70 new data points. The new analysis results in only small changes in the previous evaluation of the tritium-production cross section but significantly reduces the magnitudes of uncertainties due to the more extensive and accurate data base that was used

Covariant description of Hamiltonian form for field dynamics

International Nuclear Information System (INIS)

Ozaki, Hiroshi

2005-01-01

Hamiltonian form of field dynamics is developed on a space-like hypersurface in space-time. A covariant Poisson bracket on the space-like hypersurface is defined and it plays a key role to describe every algebraic relation into a covariant form. It is shown that the Poisson bracket has the same symplectic structure that was brought in the covariant symplectic approach. An identity invariant under the canonical transformations is obtained. The identity follows a canonical equation in which the interaction Hamiltonian density generates a deformation of the space-like hypersurface. The equation just corresponds to the Yang-Feldman equation in the Heisenberg pictures in quantum field theory. By converting the covariant Poisson bracket on the space-like hypersurface to four-dimensional commutator, we can pass over to quantum field theory in the Heisenberg picture without spoiling the explicit relativistic covariance. As an example the canonical QCD is displayed in a covariant way on a space-like hypersurface

Massive data compression for parameter-dependent covariance matrices

Science.gov (United States)

Heavens, Alan F.; Sellentin, Elena; de Mijolla, Damien; Vianello, Alvise

2017-12-01

We show how the massive data compression algorithm MOPED can be used to reduce, by orders of magnitude, the number of simulated data sets which are required to estimate the covariance matrix required for the analysis of Gaussian-distributed data. This is relevant when the covariance matrix cannot be calculated directly. The compression is especially valuable when the covariance matrix varies with the model parameters. In this case, it may be prohibitively expensive to run enough simulations to estimate the full covariance matrix throughout the parameter space. This compression may be particularly valuable for the next generation of weak lensing surveys, such as proposed for Euclid and Large Synoptic Survey Telescope, for which the number of summary data (such as band power or shear correlation estimates) is very large, ∼104, due to the large number of tomographic redshift bins which the data will be divided into. In the pessimistic case where the covariance matrix is estimated separately for all points in an Monte Carlo Markov Chain analysis, this may require an unfeasible 109 simulations. We show here that MOPED can reduce this number by a factor of 1000, or a factor of ∼106 if some regularity in the covariance matrix is assumed, reducing the number of simulations required to a manageable 103, making an otherwise intractable analysis feasible.

Parameters of the covariance function of galaxies

International Nuclear Information System (INIS)

Fesenko, B.I.; Onuchina, E.V.

1988-01-01

The two-point angular covariance functions for two samples of galaxies are considered using quick methods of analysis. It is concluded that in the previous investigations the amplitude of the covariance function in the Lick counts was overestimated and the rate of decrease of the function underestimated

Missing continuous outcomes under covariate dependent missingness in cluster randomised trials.

Science.gov (United States)

Hossain, Anower; Diaz-Ordaz, Karla; Bartlett, Jonathan W

2017-06-01

Attrition is a common occurrence in cluster randomised trials which leads to missing outcome data. Two approaches for analysing such trials are cluster-level analysis and individual-level analysis. This paper compares the performance of unadjusted cluster-level analysis, baseline covariate adjusted cluster-level analysis and linear mixed model analysis, under baseline covariate dependent missingness in continuous outcomes, in terms of bias, average estimated standard error and coverage probability. The methods of complete records analysis and multiple imputation are used to handle the missing outcome data. We considered four scenarios, with the missingness mechanism and baseline covariate effect on outcome either the same or different between intervention groups. We show that both unadjusted cluster-level analysis and baseline covariate adjusted cluster-level analysis give unbiased estimates of the intervention effect only if both intervention groups have the same missingness mechanisms and there is no interaction between baseline covariate and intervention group. Linear mixed model and multiple imputation give unbiased estimates under all four considered scenarios, provided that an interaction of intervention and baseline covariate is included in the model when appropriate. Cluster mean imputation has been proposed as a valid approach for handling missing outcomes in cluster randomised trials. We show that cluster mean imputation only gives unbiased estimates when missingness mechanism is the same between the intervention groups and there is no interaction between baseline covariate and intervention group. Multiple imputation shows overcoverage for small number of clusters in each intervention group.

Analysis of stock investment selection based on CAPM using covariance and genetic algorithm approach

Science.gov (United States)

Sukono; Susanti, D.; Najmia, M.; Lesmana, E.; Napitupulu, H.; Supian, S.; Putra, A. S.

2018-03-01

Investment is one of the economic growth factors of countries, especially in Indonesia. Stocks is a form of investment, which is liquid. In determining the stock investment decisions which need to be considered by investors is to choose stocks that can generate maximum returns with a minimum risk level. Therefore, we need to know how to allocate the capital which may give the optimal benefit. This study discusses the issue of stock investment based on CAPM which is estimated using covariance and Genetic Algorithm approach. It is assumed that the stocks analyzed follow the CAPM model. To do the estimation of beta parameter on CAPM equation is done by two approach, first is to be represented by covariance approach, and second with genetic algorithm optimization. As a numerical illustration, in this paper analyzed ten stocks traded on the capital market in Indonesia. The results of the analysis show that estimation of beta parameters using covariance and genetic algorithm approach, give the same decision, that is, six underpriced stocks with buying decision, and four overpriced stocks with a sales decision. Based on the analysis, it can be concluded that the results can be used as a consideration for investors buying six under-priced stocks, and selling four overpriced stocks.

Generalized linear longitudinal mixed models with linear covariance structure and multiplicative random effects

DEFF Research Database (Denmark)

Holst, René; Jørgensen, Bent

2015-01-01

The paper proposes a versatile class of multiplicative generalized linear longitudinal mixed models (GLLMM) with additive dispersion components, based on explicit modelling of the covariance structure. The class incorporates a longitudinal structure into the random effects models and retains...... a marginal as well as a conditional interpretation. The estimation procedure is based on a computationally efficient quasi-score method for the regression parameters combined with a REML-like bias-corrected Pearson estimating function for the dispersion and correlation parameters. This avoids...... the multidimensional integral of the conventional GLMM likelihood and allows an extension of the robust empirical sandwich estimator for use with both association and regression parameters. The method is applied to a set of otholit data, used for age determination of fish....

Evaluation of Analysis by Cross-Validation, Part II: Diagnostic and Optimization of Analysis Error Covariance

Directory of Open Access Journals (Sweden)

Richard Ménard

2018-02-01

Full Text Available We present a general theory of estimation of analysis error covariances based on cross-validation as well as a geometric interpretation of the method. In particular, we use the variance of passive observation-minus-analysis residuals and show that the true analysis error variance can be estimated, without relying on the optimality assumption. This approach is used to obtain near optimal analyses that are then used to evaluate the air quality analysis error using several different methods at active and passive observation sites. We compare the estimates according to the method of Hollingsworth-Lönnberg, Desroziers et al., a new diagnostic we developed, and the perceived analysis error computed from the analysis scheme, to conclude that, as long as the analysis is near optimal, all estimates agree within a certain error margin.

Covariance and sensitivity data generation at ORNL

International Nuclear Information System (INIS)

Leal, L. C.; Derrien, H.; Larson, N. M.; Alpan, A.

2005-01-01

Covariance data are required to assess uncertainties in design parameters in several nuclear applications. The error estimation of calculated quantities relies on the nuclear data uncertainty information available in the basic nuclear data libraries, such as the US Evaluated Nuclear Data Library, ENDF/B. The uncertainty files in the ENDF/B library are obtained from the analysis of experimental data and are stored as variance and covariance data. In this paper we address the generation of covariance data in the resonance region done with the computer code SAMMY. SAMMY is used in the evaluation of the experimental data in the resolved and unresolved resonance energy regions. The data fitting of cross sections is based on the generalised least-squares formalism (Bayesian theory) together with the resonance formalism described by R-matrix theory. Two approaches are used in SAMMY for the generation of resonance parameter covariance data. In the evaluation process SAMMY generates a set of resonance parameters that fit the data, and, it provides the resonance parameter covariances. For resonance parameter evaluations where there are no resonance parameter covariance data available, the alternative is to use an approach called the 'retroactive' resonance parameter covariance generation. In this paper, we describe the application of the retroactive covariance generation approach for the gadolinium isotopes. (authors)

Using Fit Indexes to Select a Covariance Model for Longitudinal Data

Science.gov (United States)

Liu, Siwei; Rovine, Michael J.; Molenaar, Peter C. M.

2012-01-01

This study investigated the performance of fit indexes in selecting a covariance structure for longitudinal data. Data were simulated to follow a compound symmetry, first-order autoregressive, first-order moving average, or random-coefficients covariance structure. We examined the ability of the likelihood ratio test (LRT), root mean square error…

On discriminant analysis techniques and correlation structures in high dimensions

DEFF Research Database (Denmark)

Clemmensen, Line Katrine Harder

This paper compares several recently proposed techniques for performing discriminant analysis in high dimensions, and illustrates that the various sparse methods dier in prediction abilities depending on their underlying assumptions about the correlation structures in the data. The techniques...... the methods in two: Those who assume independence between the variables and thus use a diagonal estimate of the within-class covariance matrix, and those who assume dependence between the variables and thus use an estimate of the within-class covariance matrix, which also estimates the correlations between...... variables. The two groups of methods are compared and the pros and cons are exemplied using dierent cases of simulated data. The results illustrate that the estimate of the covariance matrix is an important factor with respect to choice of method, and the choice of method should thus be driven by the nature...

A thalamic-fronto-parietal structural covariance network emerging in the course of recovery from hand paresis after ischemic stroke

Directory of Open Access Journals (Sweden)

Eugenio eAbela

2015-10-01

Full Text Available Aim: To describe structural covariance networks of grey matter volume (GMV change in 28 patients with first-ever stroke to the primary sensorimotor cortices, and to investigate their relationship to hand function recovery and local GMV change.Methods: Tensor based morphometry maps derived from high resolution structural images were subject to principal component analyses to identify the networks. We calculated correlations between network expression and local GMV change, sensorimotor hand function and lesion volume. To verify which of the structural covariance networks of GMV change have a significant relationship to hand function we performed an additional multivariate regression approach.Results: Expression of the second network, explaining 9.1% of variance, correlated with GMV increase in the medio-dorsal (md thalamus and hand motor skill. Patients with positive expression coefficients were distinguished by significantly higher GMV-increase of this structure during stroke recovery. Significant nodes of this network were located in md thalamus, dorsolateral prefrontal cortex and higher order sensorimotor cortices. Parameter of hand function had a unique relationship to the network and depended on an interaction between network expression and lesion volume. Inversely network expression is limited in patients with large lesion volumes.Conclusions: Chronic phase of sensorimotor cortical stroke has been characterized by a large scale covarying structural network in the ipsilesional hemisphere associated specifically with sensorimotor hand skill. Its expression is related to GMV-increase of md thalamus, one constituent of the network, and correlated with the cortico-striato-thalamic loop involved in control of motor execution and higher order sensorimotor cortices. A close relation between expression of this network with degree of recovery might indicate reduced compensatory resources in the impaired subgroup.

Illustration of Step-Wise Latent Class Modeling With Covariates and Taxometric Analysis in Research Probing Children's Mental Models in Learning Sciences

Directory of Open Access Journals (Sweden)

Dimitrios Stamovlasis

2018-04-01

Full Text Available This paper illustrates two psychometric methods, latent class analysis (LCA and taxometric analysis (TA using empirical data from research probing children's mental representation in science learning. LCA is used to obtain a typology based on observed variables and to further investigate how the encountered classes might be related to external variables, where the effectiveness of classification process and the unbiased estimations of parameters become the main concern. In the step-wise LCA, the class membership is assigned and subsequently its relationship with covariates is established. This leading-edge modeling approach suffers from severe downward-biased estimations. The illustration of LCA is focused on alternative bias correction approaches and demonstrates the effect of modal and proportional class-membership assignment along with BCH and ML correction procedures. The illustration of LCA is presented with three covariates, which are psychometric variables operationalizing formal reasoning, divergent thinking and field dependence-independence, respectively. Moreover, taxometric analysis, a method designed to detect the type of the latent structural model, categorical or dimensional, is introduced, along with the relevant basic concepts and tools. TA was applied complementarily in the same data sets to answer the fundamental hypothesis about children's naïve knowledge on the matters under study and it comprises an additional asset in building theory which is fundamental for educational practices. Taxometric analysis provided results that were ambiguous as far as the type of the latent structure. This finding initiates further discussion and sets a problematization within this framework rethinking fundamental assumptions and epistemological issues.

Illustration of Step-Wise Latent Class Modeling With Covariates and Taxometric Analysis in Research Probing Children's Mental Models in Learning Sciences.

Science.gov (United States)

Stamovlasis, Dimitrios; Papageorgiou, George; Tsitsipis, Georgios; Tsikalas, Themistoklis; Vaiopoulou, Julie

2018-01-01

This paper illustrates two psychometric methods, latent class analysis (LCA) and taxometric analysis (TA) using empirical data from research probing children's mental representation in science learning. LCA is used to obtain a typology based on observed variables and to further investigate how the encountered classes might be related to external variables, where the effectiveness of classification process and the unbiased estimations of parameters become the main concern. In the step-wise LCA, the class membership is assigned and subsequently its relationship with covariates is established. This leading-edge modeling approach suffers from severe downward-biased estimations. The illustration of LCA is focused on alternative bias correction approaches and demonstrates the effect of modal and proportional class-membership assignment along with BCH and ML correction procedures. The illustration of LCA is presented with three covariates, which are psychometric variables operationalizing formal reasoning, divergent thinking and field dependence-independence, respectively. Moreover, taxometric analysis, a method designed to detect the type of the latent structural model, categorical or dimensional, is introduced, along with the relevant basic concepts and tools. TA was applied complementarily in the same data sets to answer the fundamental hypothesis about children's naïve knowledge on the matters under study and it comprises an additional asset in building theory which is fundamental for educational practices. Taxometric analysis provided results that were ambiguous as far as the type of the latent structure. This finding initiates further discussion and sets a problematization within this framework rethinking fundamental assumptions and epistemological issues.

AFCI-2.0 Neutron Cross Section Covariance Library

Energy Technology Data Exchange (ETDEWEB)

Herman, M.; Herman, M; Oblozinsky, P.; Mattoon, C.M.; Pigni, M.; Hoblit, S.; Mughabghab, S.F.; Sonzogni, A.; Talou, P.; Chadwick, M.B.; Hale, G.M.; Kahler, A.C.; Kawano, T.; Little, R.C.; Yount, P.G.

2011-03-01

The cross section covariance library has been under development by BNL-LANL collaborative effort over the last three years. The project builds on two covariance libraries developed earlier, with considerable input from BNL and LANL. In 2006, international effort under WPEC Subgroup 26 produced BOLNA covariance library by putting together data, often preliminary, from various sources for most important materials for nuclear reactor technology. This was followed in 2007 by collaborative effort of four US national laboratories to produce covariances, often of modest quality - hence the name low-fidelity, for virtually complete set of materials included in ENDF/B-VII.0. The present project is focusing on covariances of 4-5 major reaction channels for 110 materials of importance for power reactors. The work started under Global Nuclear Energy Partnership (GNEP) in 2008, which changed to Advanced Fuel Cycle Initiative (AFCI) in 2009. With the 2011 release the name has changed to the Covariance Multigroup Matrix for Advanced Reactor Applications (COMMARA) version 2.0. The primary purpose of the library is to provide covariances for AFCI data adjustment project, which is focusing on the needs of fast advanced burner reactors. Responsibility of BNL was defined as developing covariances for structural materials and fission products, management of the library and coordination of the work; LANL responsibility was defined as covariances for light nuclei and actinides. The COMMARA-2.0 covariance library has been developed by BNL-LANL collaboration for Advanced Fuel Cycle Initiative applications over the period of three years, 2008-2010. It contains covariances for 110 materials relevant to fast reactor R&D. The library is to be used together with the ENDF/B-VII.0 central values of the latest official release of US files of evaluated neutron cross sections. COMMARA-2.0 library contains neutron cross section covariances for 12 light nuclei (coolants and moderators), 78 structural

AFCI-2.0 Neutron Cross Section Covariance Library

International Nuclear Information System (INIS)

Herman, M.; Oblozinsky, P.; Mattoon, C.M.; Pigni, M.; Hoblit, S.; Mughabghab, S.F.; Sonzogni, A.; Talou, P.; Chadwick, M.B.; Hale, G.M.; Kahler, A.C.; Kawano, T.; Little, R.C.; Yount, P.G.

2011-01-01

The cross section covariance library has been under development by BNL-LANL collaborative effort over the last three years. The project builds on two covariance libraries developed earlier, with considerable input from BNL and LANL. In 2006, international effort under WPEC Subgroup 26 produced BOLNA covariance library by putting together data, often preliminary, from various sources for most important materials for nuclear reactor technology. This was followed in 2007 by collaborative effort of four US national laboratories to produce covariances, often of modest quality - hence the name low-fidelity, for virtually complete set of materials included in ENDF/B-VII.0. The present project is focusing on covariances of 4-5 major reaction channels for 110 materials of importance for power reactors. The work started under Global Nuclear Energy Partnership (GNEP) in 2008, which changed to Advanced Fuel Cycle Initiative (AFCI) in 2009. With the 2011 release the name has changed to the Covariance Multigroup Matrix for Advanced Reactor Applications (COMMARA) version 2.0. The primary purpose of the library is to provide covariances for AFCI data adjustment project, which is focusing on the needs of fast advanced burner reactors. Responsibility of BNL was defined as developing covariances for structural materials and fission products, management of the library and coordination of the work; LANL responsibility was defined as covariances for light nuclei and actinides. The COMMARA-2.0 covariance library has been developed by BNL-LANL collaboration for Advanced Fuel Cycle Initiative applications over the period of three years, 2008-2010. It contains covariances for 110 materials relevant to fast reactor R and D. The library is to be used together with the ENDF/B-VII.0 central values of the latest official release of US files of evaluated neutron cross sections. COMMARA-2.0 library contains neutron cross section covariances for 12 light nuclei (coolants and moderators), 78

Weak instruments and the first stage F-statistic in IV models with a nonscalar error covariance structure

NARCIS (Netherlands)

Bun, M.; de Haan, M.

2010-01-01

We analyze the usefulness of the first stage F-statistic for detecting weak instruments in the IV model with a nonscalar error covariance structure. More in particular, we question the validity of the rule of thumb of a first stage F-statistic of 10 or higher for models with correlated errors

ERRORJ. Covariance processing code system for JENDL. Version 2

International Nuclear Information System (INIS)

Chiba, Gou

2003-09-01

ERRORJ is the covariance processing code system for Japanese Evaluated Nuclear Data Library (JENDL) that can produce group-averaged covariance data to apply it to the uncertainty analysis of nuclear characteristics. ERRORJ can treat the covariance data for cross sections including resonance parameters as well as angular distributions and energy distributions of secondary neutrons which could not be dealt with by former covariance processing codes. In addition, ERRORJ can treat various forms of multi-group cross section and produce multi-group covariance file with various formats. This document describes an outline of ERRORJ and how to use it. (author)

The impact of news ans the SMP on realized (co)variances in the Eurozone sovereign debt market

NARCIS (Netherlands)

Beetsma, R.; de Jong, F.; Giuliodori, M.; Widijanto, D.

2014-01-01

We use realized variances and covariances based on intraday data from Eurozone sovereign bond market to measure the dependence structure of eurozone sovereign yields. Our analysis focuses on the impact of news, obtained from the Eurointelligence newsash, on the dependence structure. More news raises

Non-stationary covariance function modelling in 2D least-squares collocation

Science.gov (United States)

Darbeheshti, N.; Featherstone, W. E.

2009-06-01

Standard least-squares collocation (LSC) assumes 2D stationarity and 3D isotropy, and relies on a covariance function to account for spatial dependence in the observed data. However, the assumption that the spatial dependence is constant throughout the region of interest may sometimes be violated. Assuming a stationary covariance structure can result in over-smoothing of, e.g., the gravity field in mountains and under-smoothing in great plains. We introduce the kernel convolution method from spatial statistics for non-stationary covariance structures, and demonstrate its advantage for dealing with non-stationarity in geodetic data. We then compared stationary and non- stationary covariance functions in 2D LSC to the empirical example of gravity anomaly interpolation near the Darling Fault, Western Australia, where the field is anisotropic and non-stationary. The results with non-stationary covariance functions are better than standard LSC in terms of formal errors and cross-validation against data not used in the interpolation, demonstrating that the use of non-stationary covariance functions can improve upon standard (stationary) LSC.

Directional variance adjustment: bias reduction in covariance matrices based on factor analysis with an application to portfolio optimization.

Science.gov (United States)

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.

Undesirable effects of covariance matrix techniques for error analysis

International Nuclear Information System (INIS)

Seibert, D.

1994-01-01

Regression with χ 2 constructed from covariance matrices should not be used for some combinations of covariance matrices and fitting functions. Using the technique for unsuitable combinations can amplify systematic errors. This amplification is uncontrolled, and can produce arbitrarily inaccurate results that might not be ruled out by a χ 2 test. In addition, this technique can give incorrect (artificially small) errors for fit parameters. I give a test for this instability and a more robust (but computationally more intensive) method for fitting correlated data

Parametric Covariance Model for Horizon-Based Optical Navigation

Science.gov (United States)

Hikes, Jacob; Liounis, Andrew J.; Christian, John A.

2016-01-01

This Note presents an entirely parametric version of the covariance for horizon-based optical navigation measurements. The covariance can be written as a function of only the spacecraft position, two sensor design parameters, the illumination direction, the size of the observed planet, the size of the lit arc to be used, and the total number of observed horizon points. As a result, one may now more clearly understand the sensitivity of horizon-based optical navigation performance as a function of these key design parameters, which is insight that was obscured in previous (and nonparametric) versions of the covariance. Finally, the new parametric covariance is shown to agree with both the nonparametric analytic covariance and results from a Monte Carlo analysis.

Covariant Transform

OpenAIRE

Kisil, Vladimir V.

2010-01-01

The paper develops theory of covariant transform, which is inspired by the wavelet construction. It was observed that many interesting types of wavelets (or coherent states) arise from group representations which are not square integrable or vacuum vectors which are not admissible. Covariant transform extends an applicability of the popular wavelets construction to classic examples like the Hardy space H_2, Banach spaces, covariant functional calculus and many others. Keywords: Wavelets, cohe...

Model selection for marginal regression analysis of longitudinal data with missing observations and covariate measurement error.

Science.gov (United States)

Shen, Chung-Wei; Chen, Yi-Hau

2015-10-01

Missing observations and covariate measurement error commonly arise in longitudinal data. However, existing methods for model selection in marginal regression analysis of longitudinal data fail to address the potential bias resulting from these issues. To tackle this problem, we propose a new model selection criterion, the Generalized Longitudinal Information Criterion, which is based on an approximately unbiased estimator for the expected quadratic error of a considered marginal model accounting for both data missingness and covariate measurement error. The simulation results reveal that the proposed method performs quite well in the presence of missing data and covariate measurement error. On the contrary, the naive procedures without taking care of such complexity in data may perform quite poorly. The proposed method is applied to data from the Taiwan Longitudinal Study on Aging to assess the relationship of depression with health and social status in the elderly, accommodating measurement error in the covariate as well as missing observations. © The Author 2015. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

On the Methodology to Calculate the Covariance of Estimated Resonance Parameters

International Nuclear Information System (INIS)

Becker, B.; Kopecky, S.; Schillebeeckx, P.

2015-01-01

Principles to determine resonance parameters and their covariance from experimental data are discussed. Different methods to propagate the covariance of experimental parameters are compared. A full Bayesian statistical analysis reveals that the level to which the initial uncertainty of the experimental parameters propagates, strongly depends on the experimental conditions. For high precision data the initial uncertainties of experimental parameters, like a normalization factor, has almost no impact on the covariance of the parameters in case of thick sample measurements and conventional uncertainty propagation or full Bayesian analysis. The covariances derived from a full Bayesian analysis and least-squares fit are derived under the condition that the model describing the experimental observables is perfect. When the quality of the model can not be verified a more conservative method based on a renormalization of the covariance matrix is recommended to propagate fully the uncertainty of experimental systematic effects. Finally, neutron resonance transmission analysis is proposed as an accurate method to validate evaluated data libraries in the resolved resonance region

Covariance Function for Nearshore Wave Assimilation Systems

Science.gov (United States)

2018-01-30

which is applicable for any spectral wave model. The four dimensional variational (4DVar) assimilation methods are based on the mathematical ...covariance can be modeled by a parameterized Gaussian function, for nearshore wave assimilation applications , the covariance function depends primarily on...SPECTRAL ACTION DENSITY, RESPECTIVELY. ............................ 5 FIGURE 2. TOP ROW: STATISTICAL ANALYSIS OF THE WAVE-FIELD PROPERTIES AT THE

ACORNS, Covariance and Correlation Matrix Diagonalization

International Nuclear Information System (INIS)

Szondi, E.J.

1990-01-01

1 - Description of program or function: The program allows the user to verify the different types of covariance/correlation matrices used in the activation neutron spectrometry. 2 - Method of solution: The program performs the diagonalization of the input covariance/relative covariance/correlation matrices. The Eigen values are then analyzed to determine the rank of the matrices. If the Eigen vectors of the pertinent correlation matrix have also been calculated, the program can perform a complete factor analysis (generation of the factor matrix and its rotation in Kaiser's 'varimax' sense to select the origin of the correlations). 3 - Restrictions on the complexity of the problem: Matrix size is limited to 60 on PDP and to 100 on IBM PC/AT

Cross-covariance functions for multivariate random fields based on latent dimensions

KAUST Repository

Apanasovich, T. V.

2010-02-16

The problem of constructing valid parametric cross-covariance functions is challenging. We propose a simple methodology, based on latent dimensions and existing covariance models for univariate random fields, to develop flexible, interpretable and computationally feasible classes of cross-covariance functions in closed form. We focus on spatio-temporal cross-covariance functions that can be nonseparable, asymmetric and can have different covariance structures, for instance different smoothness parameters, in each component. We discuss estimation of these models and perform a small simulation study to demonstrate our approach. We illustrate our methodology on a trivariate spatio-temporal pollution dataset from California and demonstrate that our cross-covariance performs better than other competing models. © 2010 Biometrika Trust.

Covariance data evaluation for experimental data

International Nuclear Information System (INIS)

Liu Tingjin

1993-01-01

Some methods and codes have been developed and utilized for covariance data evaluation of experimental data, including parameter analysis, physical analysis, Spline fitting etc.. These methods and codes can be used in many different cases

Impact of the 235U Covariance Data in Benchmark Calculations

International Nuclear Information System (INIS)

Leal, Luiz C.; Mueller, D.; Arbanas, G.; Wiarda, D.; Derrien, H.

2008-01-01

The error estimation for calculated quantities relies on nuclear data uncertainty information available in the basic nuclear data libraries such as the U.S. Evaluated Nuclear Data File (ENDF/B). The uncertainty files (covariance matrices) in the ENDF/B library are generally obtained from analysis of experimental data. In the resonance region, the computer code SAMMY is used for analyses of experimental data and generation of resonance parameters. In addition to resonance parameters evaluation, SAMMY also generates resonance parameter covariance matrices (RPCM). SAMMY uses the generalized least-squares formalism (Bayes method) together with the resonance formalism (R-matrix theory) for analysis of experimental data. Two approaches are available for creation of resonance-parameter covariance data. (1) During the data-evaluation process, SAMMY generates both a set of resonance parameters that fit the experimental data and the associated resonance-parameter covariance matrix. (2) For existing resonance-parameter evaluations for which no resonance-parameter covariance data are available, SAMMY can retroactively create a resonance-parameter covariance matrix. The retroactive method was used to generate covariance data for 235U. The resulting 235U covariance matrix was then used as input to the PUFF-IV code, which processed the covariance data into multigroup form, and to the TSUNAMI code, which calculated the uncertainty in the multiplication factor due to uncertainty in the experimental cross sections. The objective of this work is to demonstrate the use of the 235U covariance data in calculations of critical benchmark systems

Impact of the 235U covariance data in benchmark calculations

International Nuclear Information System (INIS)

Leal, Luiz; Mueller, Don; Arbanas, Goran; Wiarda, Dorothea; Derrien, Herve

2008-01-01

The error estimation for calculated quantities relies on nuclear data uncertainty information available in the basic nuclear data libraries such as the U.S. Evaluated Nuclear Data File (ENDF/B). The uncertainty files (covariance matrices) in the ENDF/B library are generally obtained from analysis of experimental data. In the resonance region, the computer code SAMMY is used for analyses of experimental data and generation of resonance parameters. In addition to resonance parameters evaluation, SAMMY also generates resonance parameter covariance matrices (RPCM). SAMMY uses the generalized least-squares formalism (Bayes' method) together with the resonance formalism (R-matrix theory) for analysis of experimental data. Two approaches are available for creation of resonance-parameter covariance data. (1) During the data-evaluation process, SAMMY generates both a set of resonance parameters that fit the experimental data and the associated resonance-parameter covariance matrix. (2) For existing resonance-parameter evaluations for which no resonance-parameter covariance data are available, SAMMY can retroactively create a resonance-parameter covariance matrix. The retroactive method was used to generate covariance data for 235 U. The resulting 235 U covariance matrix was then used as input to the PUFF-IV code, which processed the covariance data into multigroup form, and to the TSUNAMI code, which calculated the uncertainty in the multiplication factor due to uncertainty in the experimental cross sections. The objective of this work is to demonstrate the use of the 235 U covariance data in calculations of critical benchmark systems. (authors)

HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS.

Science.gov (United States)

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2011-01-01

The variance covariance matrix plays a central role in the inferential theories of high dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many financial problems. Classical methods of estimating the covariance matrices are based on the strict factor models, assuming independent idiosyncratic components. This assumption, however, is restrictive in practical applications. By assuming sparse error covariance matrix, we allow the presence of the cross-sectional correlation even after taking out common factors, and it enables us to combine the merits of both methods. We estimate the sparse covariance using the adaptive thresholding technique as in Cai and Liu (2011), taking into account the fact that direct observations of the idiosyncratic components are unavailable. The impact of high dimensionality on the covariance matrix estimation based on the factor structure is then studied.

Covariance evaluation system

International Nuclear Information System (INIS)

Kawano, Toshihiko; Shibata, Keiichi.

1997-09-01

A covariance evaluation system for the evaluated nuclear data library was established. The parameter estimation method and the least squares method with a spline function are used to generate the covariance data. Uncertainties of nuclear reaction model parameters are estimated from experimental data uncertainties, then the covariance of the evaluated cross sections is calculated by means of error propagation. Computer programs ELIESE-3, EGNASH4, ECIS, and CASTHY are used. Covariances of 238 U reaction cross sections were calculated with this system. (author)

Correlated mutations in protein sequences: Phylogenetic and structural effects

Energy Technology Data Exchange (ETDEWEB)

Lapedes, A.S. [Los Alamos National Lab., NM (United States). Theoretical Div.]|[Santa Fe Inst., NM (United States); Giraud, B.G. [C.E.N. Saclay, Gif/Yvette (France). Service Physique Theorique; Liu, L.C. [Los Alamos National Lab., NM (United States). Theoretical Div.; Stormo, G.D. [Univ. of Colorado, Boulder, CO (United States). Dept. of Molecular, Cellular and Developmental Biology

1998-12-01

Covariation analysis of sets of aligned sequences for RNA molecules is relatively successful in elucidating RNA secondary structure, as well as some aspects of tertiary structure. Covariation analysis of sets of aligned sequences for protein molecules is successful in certain instances in elucidating certain structural and functional links, but in general, pairs of sites displaying highly covarying mutations in protein sequences do not necessarily correspond to sites that are spatially close in the protein structure. In this paper the authors identify two reasons why naive use of covariation analysis for protein sequences fails to reliably indicate sequence positions that are spatially proximate. The first reason involves the bias introduced in calculation of covariation measures due to the fact that biological sequences are generally related by a non-trivial phylogenetic tree. The authors present a null-model approach to solve this problem. The second reason involves linked chains of covariation which can result in pairs of sites displaying significant covariation even though they are not spatially proximate. They present a maximum entropy solution to this classic problem of causation versus correlation. The methodologies are validated in simulation.

Directional Variance Adjustment: Bias Reduction in Covariance Matrices Based on Factor Analysis with an Application to Portfolio Optimization

Science.gov (United States)

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

Directional variance adjustment: bias reduction in covariance matrices based on factor analysis with an application to portfolio optimization.

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.

Bayesian hierarchical model for large-scale covariance matrix estimation.

Science.gov (United States)

Zhu, Dongxiao; Hero, Alfred O

2007-12-01

Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our approaches over the traditional approaches using simulations and OMICS data analysis.

Small vessel disease is linked to disrupted structural network covariance in Alzheimer's disease.

Science.gov (United States)

Nestor, Sean M; Mišić, Bratislav; Ramirez, Joel; Zhao, Jiali; Graham, Simon J; Verhoeff, Nicolaas P L G; Stuss, Donald T; Masellis, Mario; Black, Sandra E

2017-07-01

Cerebral small vessel disease (SVD) is thought to contribute to Alzheimer's disease (AD) through abnormalities in white matter networks. Gray matter (GM) hub covariance networks share only partial overlap with white matter connectivity, and their relationship with SVD has not been examined in AD. We developed a multivariate analytical pipeline to elucidate the cortical GM thickness systems that covary with major network hubs and assessed whether SVD and neurodegenerative pathologic markers were associated with attenuated covariance network integrity in mild AD and normal elderly control subjects. SVD burden was associated with reduced posterior cingulate corticocortical GM network integrity and subneocorticocortical hub network integrity in AD. These findings provide evidence that SVD is linked to the selective disruption of cortical hub GM networks in AD brains and point to the need to consider GM hub covariance networks when assessing network disruption in mixed disease. Copyright © 2017 the Alzheimer's Association. Published by Elsevier Inc. All rights reserved.

Laser Covariance Vibrometry for Unsymmetrical Mode Detection

National Research Council Canada - National Science Library

Kobold, Michael C

2006-01-01

Simulated cross - spectral covariance (CSC) from optical return from simulated surface vibration indicates CW phase modulation may be an appropriate phenomenology for adequate classification of vehicles by structural mode...

Covariate-adjusted measures of discrimination for survival data

DEFF Research Database (Denmark)

White, Ian R; Rapsomaniki, Eleni; Frikke-Schmidt, Ruth

2015-01-01

by the study design (e.g. age and sex) influence discrimination and can make it difficult to compare model discrimination between studies. Although covariate adjustment is a standard procedure for quantifying disease-risk factor associations, there are no covariate adjustment methods for discrimination...... statistics in censored survival data. OBJECTIVE: To develop extensions of the C-index and D-index that describe the prognostic ability of a model adjusted for one or more covariate(s). METHOD: We define a covariate-adjusted C-index and D-index for censored survival data, propose several estimators......, and investigate their performance in simulation studies and in data from a large individual participant data meta-analysis, the Emerging Risk Factors Collaboration. RESULTS: The proposed methods perform well in simulations. In the Emerging Risk Factors Collaboration data, the age-adjusted C-index and D-index were...

Convex Banding of the Covariance Matrix.

Science.gov (United States)

Bien, Jacob; Bunea, Florentina; Xiao, Luo

2016-01-01

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding or tapered estimators. In particular, our convex banding estimator is minimax rate adaptive in Frobenius and operator norms, up to log factors, over commonly-studied classes of covariance matrices, and over more general classes. Furthermore, it correctly recovers the bandwidth when the true covariance is exactly banded. Our convex formulation admits a simple and efficient algorithm. Empirical studies demonstrate its practical effectiveness and illustrate that our exactly-banded estimator works well even when the true covariance matrix is only close to a banded matrix, confirming our theoretical results. Our method compares favorably with all existing methods, in terms of accuracy and speed. We illustrate the practical merits of the convex banding estimator by showing that it can be used to improve the performance of discriminant analysis for classifying sound recordings.

Do current cosmological observations rule out all covariant Galileons?

Science.gov (United States)

Peirone, Simone; Frusciante, Noemi; Hu, Bin; Raveri, Marco; Silvestri, Alessandra

2018-03-01

We revisit the cosmology of covariant Galileon gravity in view of the most recent cosmological data sets, including weak lensing. As a higher derivative theory, covariant Galileon models do not have a Λ CDM limit and predict a very different structure formation pattern compared with the standard Λ CDM scenario. Previous cosmological analyses suggest that this model is marginally disfavored, yet cannot be completely ruled out. In this work we use a more recent and extended combination of data, and we allow for more freedom in the cosmology, by including a massive neutrino sector with three different mass hierarchies. We use the Planck measurements of cosmic microwave background temperature and polarization; baryonic acoustic oscillations measurements by BOSS DR12; local measurements of H0; the joint light-curve analysis supernovae sample; and, for the first time, weak gravitational lensing from the KiDS Collaboration. We find, that in order to provide a reasonable fit, a nonzero neutrino mass is indeed necessary, but we do not report any sizable difference among the three neutrino hierarchies. Finally, the comparison of the Bayesian evidence to the Λ CDM one shows that in all the cases considered, covariant Galileon models are statistically ruled out by cosmological data.

Smooth individual level covariates adjustment in disease mapping.

Science.gov (United States)

Huque, Md Hamidul; Anderson, Craig; Walton, Richard; Woolford, Samuel; Ryan, Louise

2018-05-01

Spatial models for disease mapping should ideally account for covariates measured both at individual and area levels. The newly available "indiCAR" model fits the popular conditional autoregresssive (CAR) model by accommodating both individual and group level covariates while adjusting for spatial correlation in the disease rates. This algorithm has been shown to be effective but assumes log-linear associations between individual level covariates and outcome. In many studies, the relationship between individual level covariates and the outcome may be non-log-linear, and methods to track such nonlinearity between individual level covariate and outcome in spatial regression modeling are not well developed. In this paper, we propose a new algorithm, smooth-indiCAR, to fit an extension to the popular conditional autoregresssive model that can accommodate both linear and nonlinear individual level covariate effects while adjusting for group level covariates and spatial correlation in the disease rates. In this formulation, the effect of a continuous individual level covariate is accommodated via penalized splines. We describe a two-step estimation procedure to obtain reliable estimates of individual and group level covariate effects where both individual and group level covariate effects are estimated separately. This distributed computing framework enhances its application in the Big Data domain with a large number of individual/group level covariates. We evaluate the performance of smooth-indiCAR through simulation. Our results indicate that the smooth-indiCAR method provides reliable estimates of all regression and random effect parameters. We illustrate our proposed methodology with an analysis of data on neutropenia admissions in New South Wales (NSW), Australia. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Generally covariant gauge theories

International Nuclear Information System (INIS)

Capovilla, R.

1992-01-01

A new class of generally covariant gauge theories in four space-time dimensions is investigated. The field variables are taken to be a Lie algebra valued connection 1-form and a scalar density. Modulo an important degeneracy, complex [euclidean] vacuum general relativity corresponds to a special case in this class. A canonical analysis of the generally covariant gauge theories with the same gauge group as general relativity shows that they describe two degrees of freedom per space point, qualifying therefore as a new set of neighbors of general relativity. The modification of the algebra of the constraints with respect to the general relativity case is computed; this is used in addressing the question of how general relativity stands out from its neighbors. (orig.)

ENDF-6 File 30: Data covariances obtained from parameter covariances and sensitivities

International Nuclear Information System (INIS)

Muir, D.W.

1989-01-01

File 30 is provided as a means of describing the covariances of tabulated cross sections, multiplicities, and energy-angle distributions that result from propagating the covariances of a set of underlying parameters (for example, the input parameters of a nuclear-model code), using an evaluator-supplied set of parameter covariances and sensitivities. Whenever nuclear data are evaluated primarily through the application of nuclear models, the covariances of the resulting data can be described very adequately, and compactly, by specifying the covariance matrix for the underlying nuclear parameters, along with a set of sensitivity coefficients giving the rate of change of each nuclear datum of interest with respect to each of the model parameters. Although motivated primarily by these applications of nuclear theory, use of File 30 is not restricted to any one particular evaluation methodology. It can be used to describe data covariances of any origin, so long as they can be formally separated into a set of parameters with specified covariances and a set of data sensitivities

Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme

NARCIS (Netherlands)

Beetsma, R.M.W.J.; de Jong, Frank; Giuliodori, M.; Widijanto, D.

We use realized variances and covariances based on intraday data to measure the dependence structure of eurozone sovereign yields. Our analysis focuses on the impact of news, obtained from the Eurointelligence newsflash, on the dependence structure. More news tends to raise the volatility of yields

Conformal covariance, modular structure, and duality for local algebras in free massless quantum field theories

International Nuclear Information System (INIS)

Hislop, P.D.

1988-01-01

The Tomita modular operators and the duality property for the local von Neumann algebras in quantum field models describing free massless particles with arbitrary helicity are studied. It is proved that the representation of the Poincare group in each model extends to a unitary representation of SU(2, 2), a covering group of the conformal group. An irreducible set of ''standard'' linear fields is shown to be covariant with respect to this representation. The von Neumann algebras associated with wedge, double-cone, and lightcone regions generated by these fields are proved to be unitarily equivalent. The modular operators for these algebras are obtained in explicit form using the conformal covariance and the results of Bisognano and Wichmann on the modular structure of the wedge algebras. The modular automorphism groups are implemented by one-parameter groups of conformal transformations. The modular conjugation operators are used to prove the duality property for the double-cone algebras and the timelike duality property for the lightcone algebras. copyright 1988 Academic Press, Inc

A New Approach for Nuclear Data Covariance and Sensitivity Generation

International Nuclear Information System (INIS)

Leal, L.C.; Larson, N.M.; Derrien, H.; Kawano, T.; Chadwick, M.B.

2005-01-01

Covariance data are required to correctly assess uncertainties in design parameters in nuclear applications. The error estimation of calculated quantities relies on the nuclear data uncertainty information available in the basic nuclear data libraries, such as the U.S. Evaluated Nuclear Data File, ENDF/B. The uncertainty files in the ENDF/B library are obtained from the analysis of experimental data and are stored as variance and covariance data. The computer code SAMMY is used in the analysis of the experimental data in the resolved and unresolved resonance energy regions. The data fitting of cross sections is based on generalized least-squares formalism (Bayes' theory) together with the resonance formalism described by R-matrix theory. Two approaches are used in SAMMY for the generation of resonance-parameter covariance data. In the evaluation process SAMMY generates a set of resonance parameters that fit the data, and, in addition, it also provides the resonance-parameter covariances. For existing resonance-parameter evaluations where no resonance-parameter covariance data are available, the alternative is to use an approach called the 'retroactive' resonance-parameter covariance generation. In the high-energy region the methodology for generating covariance data consists of least-squares fitting and model parameter adjustment. The least-squares fitting method calculates covariances directly from experimental data. The parameter adjustment method employs a nuclear model calculation such as the optical model and the Hauser-Feshbach model, and estimates a covariance for the nuclear model parameters. In this paper we describe the application of the retroactive method and the parameter adjustment method to generate covariance data for the gadolinium isotopes

Phenotypic Covariation and Morphological Diversification in the Ruminant Skull.

Science.gov (United States)

Haber, Annat

2016-05-01

Differences among clades in their diversification patterns result from a combination of extrinsic and intrinsic factors. In this study, I examined the role of intrinsic factors in the morphological diversification of ruminants, in general, and in the differences between bovids and cervids, in particular. Using skull morphology, which embodies many of the adaptations that distinguish bovids and cervids, I examined 132 of the 200 extant ruminant species. As a proxy for intrinsic constraints, I quantified different aspects of the phenotypic covariation structure within species and compared them with the among-species divergence patterns, using phylogenetic comparative methods. My results show that for most species, divergence is well aligned with their phenotypic covariance matrix and that those that are better aligned have diverged further away from their ancestor. Bovids have dispersed into a wider range of directions in morphospace than cervids, and their overall disparity is higher. This difference is best explained by the lower eccentricity of bovids' within-species covariance matrices. These results are consistent with the role of intrinsic constraints in determining amount, range, and direction of dispersion and demonstrate that intrinsic constraints can influence macroevolutionary patterns even as the covariance structure evolves.

Reconstruction of sparse connectivity in neural networks from spike train covariances

International Nuclear Information System (INIS)

Pernice, Volker; Rotter, Stefan

2013-01-01

The inference of causation from correlation is in general highly problematic. Correspondingly, it is difficult to infer the existence of physical synaptic connections between neurons from correlations in their activity. Covariances in neural spike trains and their relation to network structure have been the subject of intense research, both experimentally and theoretically. The influence of recurrent connections on covariances can be characterized directly in linear models, where connectivity in the network is described by a matrix of linear coupling kernels. However, as indirect connections also give rise to covariances, the inverse problem of inferring network structure from covariances can generally not be solved unambiguously. Here we study to what degree this ambiguity can be resolved if the sparseness of neural networks is taken into account. To reconstruct a sparse network, we determine the minimal set of linear couplings consistent with the measured covariances by minimizing the L 1 norm of the coupling matrix under appropriate constraints. Contrary to intuition, after stochastic optimization of the coupling matrix, the resulting estimate of the underlying network is directed, despite the fact that a symmetric matrix of count covariances is used for inference. The performance of the new method is best if connections are neither exceedingly sparse, nor too dense, and it is easily applicable for networks of a few hundred nodes. Full coupling kernels can be obtained from the matrix of full covariance functions. We apply our method to networks of leaky integrate-and-fire neurons in an asynchronous–irregular state, where spike train covariances are well described by a linear model. (paper)

Brownian distance covariance

OpenAIRE

Székely, Gábor J.; Rizzo, Maria L.

2010-01-01

Distance correlation is a new class of multivariate dependence coefficients applicable to random vectors of arbitrary and not necessarily equal dimension. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but generalize and extend these classical bivariate measures of dependence. Distance correlation characterizes independence: it is zero if and only if the random vectors are independent. The notion of covariance with...

The Effect of Unequal Samples, Heterogeneity of Covariance Matrices, and Number of Variables on Discriminant Analysis Classification Tables and Related Statistics.

Science.gov (United States)

Spearing, Debra; Woehlke, Paula

To assess the effect on discriminant analysis in terms of correct classification into two groups, the following parameters were systematically altered using Monte Carlo techniques: sample sizes; proportions of one group to the other; number of independent variables; and covariance matrices. The pairing of the off diagonals (or covariances) with…

Covariant representations of nuclear *-algebras

International Nuclear Information System (INIS)

Moore, S.M.

1978-01-01

Extensions of the Csup(*)-algebra theory for covariant representations to nuclear *-algebra are considered. Irreducible covariant representations are essentially unique, an invariant state produces a covariant representation with stable vacuum, and the usual relation between ergodic states and covariant representations holds. There exist construction and decomposition theorems and a possible relation between derivations and covariant representations

Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes

International Nuclear Information System (INIS)

Bachoc, Francois

2014-01-01

Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar regularity parameter. Consistency and asymptotic normality are proved for the Maximum Likelihood and Cross Validation estimators of the covariance parameters. The asymptotic covariance matrices of the covariance parameter estimators are deterministic functions of the regularity parameter. By means of an exhaustive study of the asymptotic covariance matrices, it is shown that the estimation is improved when the regular grid is strongly perturbed. Hence, an asymptotic confirmation is given to the commonly admitted fact that using groups of observation points with small spacing is beneficial to covariance function estimation. Finally, the prediction error, using a consistent estimator of the covariance parameters, is analyzed in detail. (authors)

A three domain covariance framework for EEG/MEG data

NARCIS (Netherlands)

Ros, B.P.; Bijma, F.; de Gunst, M.C.M.; de Munck, J.C.

2015-01-01

In this paper we introduce a covariance framework for the analysis of single subject EEG and MEG data that takes into account observed temporal stationarity on small time scales and trial-to-trial variations. We formulate a model for the covariance matrix, which is a Kronecker product of three

Alterations in Anatomical Covariance in the Prematurely Born.

Science.gov (United States)

Scheinost, Dustin; Kwon, Soo Hyun; Lacadie, Cheryl; Vohr, Betty R; Schneider, Karen C; Papademetris, Xenophon; Constable, R Todd; Ment, Laura R

2017-01-01

Preterm (PT) birth results in long-term alterations in functional and structural connectivity, but the related changes in anatomical covariance are just beginning to be explored. To test the hypothesis that PT birth alters patterns of anatomical covariance, we investigated brain volumes of 25 PTs and 22 terms at young adulthood using magnetic resonance imaging. Using regional volumetrics, seed-based analyses, and whole brain graphs, we show that PT birth is associated with reduced volume in bilateral temporal and inferior frontal lobes, left caudate, left fusiform, and posterior cingulate for prematurely born subjects at young adulthood. Seed-based analyses demonstrate altered patterns of anatomical covariance for PTs compared with terms. PTs exhibit reduced covariance with R Brodmann area (BA) 47, Broca's area, and L BA 21, Wernicke's area, and white matter volume in the left prefrontal lobe, but increased covariance with R BA 47 and left cerebellum. Graph theory analyses demonstrate that measures of network complexity are significantly less robust in PTs compared with term controls. Volumes in regions showing group differences are significantly correlated with phonological awareness, the fundamental basis for reading acquisition, for the PTs. These data suggest both long-lasting and clinically significant alterations in the covariance in the PTs at young adulthood. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Aspects of second-order analysis of structured inhomogeneous spatio-temporal processes

DEFF Research Database (Denmark)

Møller, Jesper; Ghorbani, Mohammad

2012-01-01

Statistical methodology for spatio-temporal point processes is in its infancy. We consider second-order analysis based on pair correlation functions and K-functions for general inhomogeneous spatio-temporal point processes and for inhomogeneous spatio-temporal Cox processes. Assuming spatio......-temporal separability of the intensity function, we clarify different meanings of second-order spatio-temporal separability. One is second-order spatio-temporal independence and relates to log-Gaussian Cox processes with an additive covariance structure of the underlying spatio-temporal Gaussian process. Another...... concerns shot-noise Cox processes with a separable spatio-temporal covariance density. We propose diagnostic procedures for checking hypotheses of second-order spatio-temporal separability, which we apply on simulated and real data....

Earth Observing System Covariance Realism

Science.gov (United States)

Zaidi, Waqar H.; Hejduk, Matthew D.

2016-01-01

The purpose of covariance realism is to properly size a primary object's covariance in order to add validity to the calculation of the probability of collision. The covariance realism technique in this paper consists of three parts: collection/calculation of definitive state estimates through orbit determination, calculation of covariance realism test statistics at each covariance propagation point, and proper assessment of those test statistics. An empirical cumulative distribution function (ECDF) Goodness-of-Fit (GOF) method is employed to determine if a covariance is properly sized by comparing the empirical distribution of Mahalanobis distance calculations to the hypothesized parent 3-DoF chi-squared distribution. To realistically size a covariance for collision probability calculations, this study uses a state noise compensation algorithm that adds process noise to the definitive epoch covariance to account for uncertainty in the force model. Process noise is added until the GOF tests pass a group significance level threshold. The results of this study indicate that when outliers attributed to persistently high or extreme levels of solar activity are removed, the aforementioned covariance realism compensation method produces a tuned covariance with up to 80 to 90% of the covariance propagation timespan passing (against a 60% minimum passing threshold) the GOF tests-a quite satisfactory and useful result.

ANGELO-LAMBDA, Covariance matrix interpolation and mathematical verification

International Nuclear Information System (INIS)

Kodeli, Ivo

2007-01-01

1 - Description of program or function: The codes ANGELO-2.3 and LAMBDA-2.3 are used for the interpolation of the cross section covariance data from the original to a user defined energy group structure, and for the mathematical tests of the matrices, respectively. The LAMBDA-2.3 code calculates the eigenvalues of the matrices (both for the original or the converted) and lists them accordingly into positive and negative matrices. This verification is strongly recommended before using any covariance matrices. These versions of the two codes are the extended versions of the previous codes available in the Packages NEA-1264 - ZZ-VITAMIN-J/COVA. They were specifically developed for the purposes of the OECD LWR UAM benchmark, in particular for the processing of the ZZ-SCALE5.1/COVA-44G cross section covariance matrix library retrieved from the SCALE-5.1 package. Either the original SCALE-5.1 libraries or the libraries separated into several files by Nuclides can be (in principle) processed by ANGELO/LAMBDA codes, but the use of the one-nuclide data is strongly recommended. Due to large deviations of the correlation matrix terms from unity observed in some SCALE5.1 covariance matrices, the previous more severe acceptance condition in the ANGELO2.3 code was released. In case the correlation coefficients exceed 1.0, only a warning message is issued, and coefficients are replaced by 1.0. 2 - Methods: ANGELO-2.3 interpolates the covariance matrices to a union grid using flat weighting. LAMBDA-2.3 code includes the mathematical routines to calculate the eigenvalues of the covariance matrices. 3 - Restrictions on the complexity of the problem: The algorithm used in ANGELO is relatively simple, therefore the interpolations involving energy group structure which are very different from the original (e.g. large difference in the number of energy groups) may not be accurate. In particular in the case of the MT=1018 data (fission spectra covariances) the algorithm may not be

VITAMIN-J/COVA/EFF-3 cross-section covariance matrix library and its use to analyse benchmark experiments in sinbad database

International Nuclear Information System (INIS)

Kodeli, Ivan-Alexander

2005-01-01

The new cross-section covariance matrix library ZZ-VITAMIN-J/COVA/EFF3 intended to simplify and encourage sensitivity and uncertainty analysis was prepared and is available from the NEA Data Bank. The library is organised in a ready-to-use form including both the covariance matrix data as well as processing tools:-Cross-section covariance matrices from the EFF-3 evaluation for five materials: 9 Be, 28 Si, 56 Fe, 58 Ni and 60 Ni. Other data will be included when available. -FORTRAN program ANGELO-2 to extrapolate/interpolate the covariance matrices to a users' defined energy group structure. -FORTRAN program LAMBDA to verify the mathematical properties of the covariance matrices, like symmetry, positive definiteness, etc. The preparation, testing and use of the covariance matrix library are presented. The uncertainties based on the cross-section covariance data were compared with those based on other evaluations, like ENDF/B-VI. The collapsing procedure used in the ANGELO-2 code was compared and validated with the one used in the NJOY system

Covariance Analysis Tool (G-CAT) for Computing Ascent, Descent, and Landing Errors

Science.gov (United States)

Boussalis, Dhemetrios; Bayard, David S.

2013-01-01

G-CAT is a covariance analysis tool that enables fast and accurate computation of error ellipses for descent, landing, ascent, and rendezvous scenarios, and quantifies knowledge error contributions needed for error budgeting purposes. Because GCAT supports hardware/system trade studies in spacecraft and mission design, it is useful in both early and late mission/ proposal phases where Monte Carlo simulation capability is not mature, Monte Carlo simulation takes too long to run, and/or there is a need to perform multiple parametric system design trades that would require an unwieldy number of Monte Carlo runs. G-CAT is formulated as a variable-order square-root linearized Kalman filter (LKF), typically using over 120 filter states. An important property of G-CAT is that it is based on a 6-DOF (degrees of freedom) formulation that completely captures the combined effects of both attitude and translation errors on the propagated trajectories. This ensures its accuracy for guidance, navigation, and control (GN&C) analysis. G-CAT provides the desired fast turnaround analysis needed for error budgeting in support of mission concept formulations, design trade studies, and proposal development efforts. The main usefulness of a covariance analysis tool such as G-CAT is its ability to calculate the performance envelope directly from a single run. This is in sharp contrast to running thousands of simulations to obtain similar information using Monte Carlo methods. It does this by propagating the "statistics" of the overall design, rather than simulating individual trajectories. G-CAT supports applications to lunar, planetary, and small body missions. It characterizes onboard knowledge propagation errors associated with inertial measurement unit (IMU) errors (gyro and accelerometer), gravity errors/dispersions (spherical harmonics, masscons), and radar errors (multiple altimeter beams, multiple Doppler velocimeter beams). G-CAT is a standalone MATLAB- based tool intended to

Maximum covariance analysis to identify intraseasonal oscillations over tropical Brazil

Science.gov (United States)

Barreto, Naurinete J. C.; Mesquita, Michel d. S.; Mendes, David; Spyrides, Maria H. C.; Pedra, George U.; Lucio, Paulo S.

2017-09-01

A reliable prognosis of extreme precipitation events in the tropics is arguably challenging to obtain due to the interaction of meteorological systems at various time scales. A pivotal component of the global climate variability is the so-called intraseasonal oscillations, phenomena that occur between 20 and 100 days. The Madden-Julian Oscillation (MJO), which is directly related to the modulation of convective precipitation in the equatorial belt, is considered the primary oscillation in the tropical region. The aim of this study is to diagnose the connection between the MJO signal and the regional intraseasonal rainfall variability over tropical Brazil. This is achieved through the development of an index called Multivariate Intraseasonal Index for Tropical Brazil (MITB). This index is based on Maximum Covariance Analysis (MCA) applied to the filtered daily anomalies of rainfall data over tropical Brazil against a group of covariates consisting of: outgoing longwave radiation and the zonal component u of the wind at 850 and 200 hPa. The first two MCA modes, which were used to create the { MITB}_1 and { MITB}_2 indices, represent 65 and 16 % of the explained variance, respectively. The combined multivariate index was able to satisfactorily represent the pattern of intraseasonal variability over tropical Brazil, showing that there are periods of activation and inhibition of precipitation connected with the pattern of MJO propagation. The MITB index could potentially be used as a diagnostic tool for intraseasonal forecasting.

Nuclear data covariances in the Indian context

International Nuclear Information System (INIS)

Ganesan, S.

2014-01-01

The topic of covariances is recognized as an important part of several ongoing nuclear data science activities, since 2007, in the Nuclear Data Physics Centre of India (NDPCI). A Phase-1 project in collaboration with the Statistics department in Manipal University, Karnataka (Prof. K.M. Prasad and Prof. S. Nair) on nuclear data covariances was executed successfully during 2007-2011 period. In Phase-I, the NDPCI has conducted three national Theme meetings sponsored by the DAE-BRNS in 2008, 2010 and 2013 on nuclear data covariances. In Phase-1, the emphasis was on a thorough basic understanding of the concept of covariances including assigning uncertainties to experimental data in terms of partial errors and micro correlations, through a study and a detailed discussion of open literature. Towards the end of Phase-1, measurements and a first time covariance analysis of cross-sections for 58 Ni (n, p) 58 Co reaction measured in Mumbai Pelletron accelerator using 7 Li (p,n) reactions as neutron source in the MeV energy region were performed under a PhD programme on nuclear data covariances in which enrolled are two students, Shri B.S. Shivashankar and Ms. Shanti Sheela. India is also successfully evolving a team of young researchers to code nuclear data of uncertainties, with the perspectives on covariances, in the IAEA-EXFOR format. A Phase-II DAE-BRNS-NDPCI proposal of project at Manipal has been submitted and the proposal is undergoing a peer-review at this time. In Phase-2, modern nuclear data evaluation techniques that including covariances will be further studied as a research and development effort, as a first time effort. These efforts include the use of techniques such as that of the Kalman filter. Presently, a 48 hours lecture series on treatment of errors and their propagation is being formulated under auspices of the Homi Bhabha National Institute. The talk describes the progress achieved thus far in the learning curve of the above-mentioned and exciting

Reliability analysis and optimisation of subsea compression system facing operational covariate stresses

International Nuclear Information System (INIS)

Okaro, Ikenna Anthony; Tao, Longbin

2016-01-01

This paper proposes an enhanced Weibull-Corrosion Covariate model for reliability assessment of a system facing operational stresses. The newly developed model is applied to a Subsea Gas Compression System planned for offshore West Africa to predict its reliability index. System technical failure was modelled by developing a Weibull failure model incorporating a physically tested corrosion profile as stress in order to quantify the survival rate of the system under additional operational covariates including marine pH, temperature and pressure. Using Reliability Block Diagrams and enhanced Fusell-Vesely formulations, the whole system was systematically decomposed to sub-systems to analyse the criticality of each component and optimise them. Human reliability was addressed using an enhanced barrier weighting method. A rapid degradation curve is obtained on a subsea system relative to the base case subjected to a time-dependent corrosion stress factor. It reveals that subsea system components failed faster than their Mean time to failure specifications from Offshore Reliability Database as a result of cumulative marine stresses exertion. The case study demonstrated that the reliability of a subsea system can be systematically optimised by modelling the system under higher technical and organisational stresses, prioritising the critical sub-systems and making befitting provisions for redundancy and tolerances. - Highlights: • Novel Weibull Corrosion-Covariate model for reliability analysis of subsea assets. • Predict the accelerated degradation profile of a subsea gas compression. • An enhanced optimisation method based on Fusell-Vesely decomposition process. • New optimisation approach for smoothening of over- and under-designed components. • Demonstrated a significant improvement in producing more realistic failure rate.

Predicting kidney graft failure using time-dependent renal function covariates

NARCIS (Netherlands)

de Bruijne, Mattheus H. J.; Sijpkens, Yvo W. J.; Paul, Leendert C.; Westendorp, Rudi G. J.; van Houwelingen, Hans C.; Zwinderman, Aeilko H.

2003-01-01

Chronic rejection and recurrent disease are the major causes of late graft failure in renal transplantation. To assess outcome, most researchers use Cox proportional hazard analysis with time-fixed covariates. We developed a model adding time-dependent renal function covariates to improve the

Parametric number covariance in quantum chaotic spectra.

Science.gov (United States)

Vinayak; Kumar, Sandeep; Pandey, Akhilesh

2016-03-01

We study spectral parametric correlations in quantum chaotic systems and introduce the number covariance as a measure of such correlations. We derive analytic results for the classical random matrix ensembles using the binary correlation method and obtain compact expressions for the covariance. We illustrate the universality of this measure by presenting the spectral analysis of the quantum kicked rotors for the time-reversal invariant and time-reversal noninvariant cases. A local version of the parametric number variance introduced earlier is also investigated.

Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

Science.gov (United States)

Lisano, Michael E.

2007-01-01

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to

Estimation of Covariance Matrix on Bi-Response Longitudinal Data Analysis with Penalized Spline Regression

Science.gov (United States)

Islamiyati, A.; Fatmawati; Chamidah, N.

2018-03-01

The correlation assumption of the longitudinal data with bi-response occurs on the measurement between the subjects of observation and the response. It causes the auto-correlation of error, and this can be overcome by using a covariance matrix. In this article, we estimate the covariance matrix based on the penalized spline regression model. Penalized spline involves knot points and smoothing parameters simultaneously in controlling the smoothness of the curve. Based on our simulation study, the estimated regression model of the weighted penalized spline with covariance matrix gives a smaller error value compared to the error of the model without covariance matrix.

fCCAC: functional canonical correlation analysis to evaluate covariance between nucleic acid sequencing datasets.

Science.gov (United States)

Madrigal, Pedro

2017-03-01

Computational evaluation of variability across DNA or RNA sequencing datasets is a crucial step in genomic science, as it allows both to evaluate reproducibility of biological or technical replicates, and to compare different datasets to identify their potential correlations. Here we present fCCAC, an application of functional canonical correlation analysis to assess covariance of nucleic acid sequencing datasets such as chromatin immunoprecipitation followed by deep sequencing (ChIP-seq). We show how this method differs from other measures of correlation, and exemplify how it can reveal shared covariance between histone modifications and DNA binding proteins, such as the relationship between the H3K4me3 chromatin mark and its epigenetic writers and readers. An R/Bioconductor package is available at http://bioconductor.org/packages/fCCAC/ . pmb59@cam.ac.uk. Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press.

Second-order analysis of structured inhomogeneous spatio-temporal point processes

DEFF Research Database (Denmark)

Møller, Jesper; Ghorbani, Mohammad

Statistical methodology for spatio-temporal point processes is in its infancy. We consider second-order analysis based on pair correlation functions and K-functions for first general inhomogeneous spatio-temporal point processes and second inhomogeneous spatio-temporal Cox processes. Assuming...... spatio-temporal separability of the intensity function, we clarify different meanings of second-order spatio-temporal separability. One is second-order spatio-temporal independence and relates e.g. to log-Gaussian Cox processes with an additive covariance structure of the underlying spatio......-temporal Gaussian process. Another concerns shot-noise Cox processes with a separable spatio-temporal covariance density. We propose diagnostic procedures for checking hypotheses of second-order spatio-temporal separability, which we apply on simulated and real data (the UK 2001 epidemic foot and mouth disease data)....

Covariant field equations in supergravity

Energy Technology Data Exchange (ETDEWEB)

Vanhecke, Bram [KU Leuven, Institute for Theoretical Physics, Leuven (Belgium); Ghent University, Faculty of Physics, Gent (Belgium); Proeyen, Antoine van [KU Leuven, Institute for Theoretical Physics, Leuven (Belgium)

2017-12-15

Covariance is a useful property for handling supergravity theories. In this paper, we prove a covariance property of supergravity field equations: under reasonable conditions, field equations of supergravity are covariant modulo other field equations. We prove that for any supergravity there exist such covariant equations of motion, other than the regular equations of motion, that are equivalent to the latter. The relations that we find between field equations and their covariant form can be used to obtain multiplets of field equations. In practice, the covariant field equations are easily found by simply covariantizing the ordinary field equations. (copyright 2017 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

Covariant field equations in supergravity

International Nuclear Information System (INIS)

Vanhecke, Bram; Proeyen, Antoine van

2017-01-01

Covariance is a useful property for handling supergravity theories. In this paper, we prove a covariance property of supergravity field equations: under reasonable conditions, field equations of supergravity are covariant modulo other field equations. We prove that for any supergravity there exist such covariant equations of motion, other than the regular equations of motion, that are equivalent to the latter. The relations that we find between field equations and their covariant form can be used to obtain multiplets of field equations. In practice, the covariant field equations are easily found by simply covariantizing the ordinary field equations. (copyright 2017 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

Super-sample covariance approximations and partial sky coverage

Science.gov (United States)

Lacasa, Fabien; Lima, Marcos; Aguena, Michel

2018-04-01

Super-sample covariance (SSC) is the dominant source of statistical error on large scale structure (LSS) observables for both current and future galaxy surveys. In this work, we concentrate on the SSC of cluster counts, also known as sample variance, which is particularly useful for the self-calibration of the cluster observable-mass relation; our approach can similarly be applied to other observables, such as galaxy clustering and lensing shear. We first examined the accuracy of two analytical approximations proposed in the literature for the flat sky limit, finding that they are accurate at the 15% and 30-35% level, respectively, for covariances of counts in the same redshift bin. We then developed a harmonic expansion formalism that allows for the prediction of SSC in an arbitrary survey mask geometry, such as large sky areas of current and future surveys. We show analytically and numerically that this formalism recovers the full sky and flat sky limits present in the literature. We then present an efficient numerical implementation of the formalism, which allows fast and easy runs of covariance predictions when the survey mask is modified. We applied our method to a mask that is broadly similar to the Dark Energy Survey footprint, finding a non-negligible negative cross-z covariance, i.e. redshift bins are anti-correlated. We also examined the case of data removal from holes due to, for example bright stars, quality cuts, or systematic removals, and find that this does not have noticeable effects on the structure of the SSC matrix, only rescaling its amplitude by the effective survey area. These advances enable analytical covariances of LSS observables to be computed for current and future galaxy surveys, which cover large areas of the sky where the flat sky approximation fails.

Nonlinear realization of general covariance group

International Nuclear Information System (INIS)

Hamamoto, Shinji

1979-01-01

The structure of the theory resulting from the nonlinear realization of general covariance group is analysed. We discuss the general form of free Lagrangian for Goldstone fields, and propose as a special choice one reasonable form which is shown to describe a gravitational theory with massless tensor graviton and massive vector tordion. (author)

Uncertainty covariances in robotics applications

International Nuclear Information System (INIS)

Smith, D.L.

1984-01-01

The application of uncertainty covariance matrices in the analysis of robot trajectory errors is explored. First, relevant statistical concepts are reviewed briefly. Then, a simple, hypothetical robot model is considered to illustrate methods for error propagation and performance test data evaluation. The importance of including error correlations is emphasized

ERC analysis: web-based inference of gene function via evolutionary rate covariation.

Science.gov (United States)

Wolfe, Nicholas W; Clark, Nathan L

2015-12-01

The recent explosion of comparative genomics data presents an unprecedented opportunity to construct gene networks via the evolutionary rate covariation (ERC) signature. ERC is used to identify genes that experienced similar evolutionary histories, and thereby draws functional associations between them. The ERC Analysis website allows researchers to exploit genome-wide datasets to infer novel genes in any biological function and to explore deep evolutionary connections between distinct pathways and complexes. The website provides five analytical methods, graphical output, statistical support and access to an increasing number of taxonomic groups. Analyses and data at http://csb.pitt.edu/erc_analysis/ nclark@pitt.edu. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

ORACLE: an adjusted cross-section and covariance library for fast-reactor analysis

International Nuclear Information System (INIS)

Yeivin, Y.; Marable, J.H.; Weisbin, C.R.; Wagschal, J.J.

1980-01-01

Benchmark integral-experiment values from six fast critical-reactor assemblies and two standard neutron fields are combined with corresponding calculations using group cross sections based on ENDF/B-V in a least-squares data adjustment using evaluated covariances from ENDF/B-V and supporting covariance evaluations. Purpose is to produce an adjusted cross-section and covariance library which is based on well-documented data and methods and which is suitable for fast-reactor design. By use of such a library, data- and methods-related biases of calculated performance parameters should be reduced and uncertainties of the calculated values minimized. Consistency of the extensive data base is analyzed using the chi-square test. This adjusted library ORACLE will be available shortly

Coincidence and covariance data acquisition in photoelectron and -ion spectroscopy. II. Analysis and applications

Science.gov (United States)

Mikosch, Jochen; Patchkovskii, Serguei

2013-10-01

We use an analytical theory of noisy Poisson processes, developed in the preceding companion publication, to compare coincidence and covariance measurement approaches in photoelectron and -ion spectroscopy. For non-unit detection efficiencies, coincidence data acquisition (DAQ) suffers from false coincidences. The rate of false coincidences grows quadratically with the rate of elementary ionization events. To minimize false coincidences for rare event outcomes, very low event rates may hence be required. Coincidence measurements exhibit high tolerance to noise introduced by unstable experimental conditions. Covariance DAQ on the other hand is free of systematic errors as long as stable experimental conditions are maintained. In the presence of noise, all channels in a covariance measurement become correlated. Under favourable conditions, covariance DAQ may allow orders of magnitude reduction in measurement times. Finally, we use experimental data for strong-field ionization of 1,3-butadiene to illustrate how fluctuations in experimental conditions can contaminate a covariance measurement, and how such contamination can be detected.

Covariant w∞ gravity

NARCIS (Netherlands)

Bergshoeff, E.; Pope, C.N.; Stelle, K.S.

1990-01-01

We discuss the notion of higher-spin covariance in w∞ gravity. We show how a recently proposed covariant w∞ gravity action can be obtained from non-chiral w∞ gravity by making field redefinitions that introduce new gauge-field components with corresponding new gauge transformations.

A three domain covariance framework for EEG/MEG data.

Science.gov (United States)

Roś, Beata P; Bijma, Fetsje; de Gunst, Mathisca C M; de Munck, Jan C

2015-10-01

In this paper we introduce a covariance framework for the analysis of single subject EEG and MEG data that takes into account observed temporal stationarity on small time scales and trial-to-trial variations. We formulate a model for the covariance matrix, which is a Kronecker product of three components that correspond to space, time and epochs/trials, and consider maximum likelihood estimation of the unknown parameter values. An iterative algorithm that finds approximations of the maximum likelihood estimates is proposed. Our covariance model is applicable in a variety of cases where spontaneous EEG or MEG acts as source of noise and realistic noise covariance estimates are needed, such as in evoked activity studies, or where the properties of spontaneous EEG or MEG are themselves the topic of interest, like in combined EEG-fMRI experiments in which the correlation between EEG and fMRI signals is investigated. We use a simulation study to assess the performance of the estimator and investigate the influence of different assumptions about the covariance factors on the estimated covariance matrix and on its components. We apply our method to real EEG and MEG data sets. Copyright © 2015 Elsevier Inc. All rights reserved.

Matérn-based nonstationary cross-covariance models for global processes

KAUST Repository

Jun, Mikyoung

2014-07-01

Many spatial processes in environmental applications, such as climate variables and climate model errors on a global scale, exhibit complex nonstationary dependence structure, in not only their marginal covariance but also their cross-covariance. Flexible cross-covariance models for processes on a global scale are critical for an accurate description of each spatial process as well as the cross-dependences between them and also for improved predictions. We propose various ways to produce cross-covariance models, based on the Matérn covariance model class, that are suitable for describing prominent nonstationary characteristics of the global processes. In particular, we seek nonstationary versions of Matérn covariance models whose smoothness parameters vary over space, coupled with a differential operators approach for modeling large-scale nonstationarity. We compare their performance to the performance of some existing models in terms of the aic and spatial predictions in two applications: joint modeling of surface temperature and precipitation, and joint modeling of errors in climate model ensembles. © 2014 Elsevier Inc.

DANTE, Activation Analysis Neutron Spectra Unfolding by Covariance Matrix Method

International Nuclear Information System (INIS)

Petilli, M.

1981-01-01

1 - Description of problem or function: The program evaluates activation measurements of reactor neutron spectra and unfolds the results for dosimetry purposes. Different evaluation options are foreseen: absolute or relative fluxes and different iteration algorithms. 2 - Method of solution: A least-square fit method is used. A correlation between available data and their uncertainties has been introduced by means of flux and activity variance-covariance matrices. Cross sections are assumed to be constant, i.e. with variance-covariance matrix equal to zero. The Lagrange multipliers method has been used for calculating the solution. 3 - Restrictions on the complexity of the problem: 9 activation experiments can be analyzed. 75 energy groups are accepted

Familial aggregation and linkage analysis with covariates for metabolic syndrome risk factors.

Science.gov (United States)

Naseri, Parisa; Khodakarim, Soheila; Guity, Kamran; Daneshpour, Maryam S

2018-06-15

Mechanisms of metabolic syndrome (MetS) causation are complex, genetic and environmental factors are important factors for the pathogenesis of MetS In this study, we aimed to evaluate familial and genetic influences on metabolic syndrome risk factor and also assess association between FTO (rs1558902 and rs7202116) and CETP(rs1864163) genes' single nucleotide polymorphisms (SNP) with low HDL_C in the Tehran Lipid and Glucose Study (TLGS). The design was a cross-sectional study of 1776 members of 227 randomly-ascertained families. Selected families contained at least one affected metabolic syndrome and at least two members of the family had suffered a loss of HDL_C according to ATP III criteria. In this study, after confirming the familial aggregation with intra-trait correlation coefficients (ICC) of Metabolic syndrome (MetS) and the quantitative lipid traits, the genetic linkage analysis of HDL_C was performed using conditional logistic method with adjusted sex and age. The results of the aggregation analysis revealed a higher correlation between siblings than between parent-offspring pairs representing the role of genetic factors in MetS. In addition, the conditional logistic model with covariates showed that the linkage results between HDL_C and three marker, rs1558902, rs7202116 and rs1864163 were significant. In summary, a high risk of MetS was found in siblings confirming the genetic influences of metabolic syndrome risk factor. Moreover, the power to detect linkage increases in the one parameter conditional logistic model regarding the use of age and sex as covariates. Copyright © 2018. Published by Elsevier B.V.

High-Dimensional Multivariate Repeated Measures Analysis with Unequal Covariance Matrices

Science.gov (United States)

Harrar, Solomon W.; Kong, Xiaoli

2015-01-01

In this paper, test statistics for repeated measures design are introduced when the dimension is large. By large dimension is meant the number of repeated measures and the total sample size grow together but either one could be larger than the other. Asymptotic distribution of the statistics are derived for the equal as well as unequal covariance cases in the balanced as well as unbalanced cases. The asymptotic framework considered requires proportional growth of the sample sizes and the dimension of the repeated measures in the unequal covariance case. In the equal covariance case, one can grow at much faster rate than the other. The derivations of the asymptotic distributions mimic that of Central Limit Theorem with some important peculiarities addressed with sufficient rigor. Consistent and unbiased estimators of the asymptotic variances, which make efficient use of all the observations, are also derived. Simulation study provides favorable evidence for the accuracy of the asymptotic approximation under the null hypothesis. Power simulations have shown that the new methods have comparable power with a popular method known to work well in low-dimensional situation but the new methods have shown enormous advantage when the dimension is large. Data from Electroencephalograph (EEG) experiment is analyzed to illustrate the application of the results. PMID:26778861

Profile fitting and the two-stage method in neutron powder diffractometry for structure and texture analysis

International Nuclear Information System (INIS)

Jansen, E.; Schaefer, W.; Will, G.; Kernforschungsanlage Juelich G.m.b.H.

1988-01-01

An outline and an application of the two-stage method in neutron powder diffractometry are presented. Stage (1): Individual reflection data like position, half-width and integrated intensity are analysed by profile fitting. The profile analysis is based on an experimentally determined instrument function and can be applied without prior knowledge of a structural model. A mathematical procedure is described which results in a variance-covariance matrix containing standard deviations and correlations of the refined reflection parameters. Stage (2): The individual reflection data derived from the profile fitting procedure can be used for appropriate purposes either in structure determination or in texture and strain or stress analysis. The integrated intensities are used in the non-diagonal weighted least-squares routine POWLS for structure refinement. The weight matrix is given by the inverted variance-covariance matrix of stage (1). This procedure is the basis for reliable and real Bragg R values and for a realistic estimation of standard deviations of structural parameters. In the case of texture analysis the integrated intensities are compiled into pole figures representing the intensity distribution for all sample orientations of individual hkl. Various examples for the wide application of the two-stage method in structure and texture analysis are given: Structure refinement of a standard quartz specimen, magnetic ordering in the system Tb x Y 1-x Ag, preferred orientation effects in deformed marble and texture investigations of a triclinic plagioclase. (orig.)

Evaluation and processing of covariance data

International Nuclear Information System (INIS)

Wagner, M.

1993-01-01

These proceedings of a specialists'meeting on evaluation and processing of covariance data is divided into 4 parts bearing on: part 1- Needs for evaluated covariance data (2 Papers), part 2- generation of covariance data (15 Papers), part 3- Processing of covariance files (2 Papers), part 4-Experience in the use of evaluated covariance data (2 Papers)

Improvement of Modeling HTGR Neutron Physics by Uncertainty Analysis with the Use of Cross-Section Covariance Information

Science.gov (United States)

Boyarinov, V. F.; Grol, A. V.; Fomichenko, P. A.; Ternovykh, M. Yu

2017-01-01

This work is aimed at improvement of HTGR neutron physics design calculations by application of uncertainty analysis with the use of cross-section covariance information. Methodology and codes for preparation of multigroup libraries of covariance information for individual isotopes from the basic 44-group library of SCALE-6 code system were developed. A 69-group library of covariance information in a special format for main isotopes and elements typical for high temperature gas cooled reactors (HTGR) was generated. This library can be used for estimation of uncertainties, associated with nuclear data, in analysis of HTGR neutron physics with design codes. As an example, calculations of one-group cross-section uncertainties for fission and capture reactions for main isotopes of the MHTGR-350 benchmark, as well as uncertainties of the multiplication factor (k∞) for the MHTGR-350 fuel compact cell model and fuel block model were performed. These uncertainties were estimated by the developed technology with the use of WIMS-D code and modules of SCALE-6 code system, namely, by TSUNAMI, KENO-VI and SAMS. Eight most important reactions on isotopes for MHTGR-350 benchmark were identified, namely: 10B(capt), 238U(n,γ), ν5, 235U(n,γ), 238U(el), natC(el), 235U(fiss)-235U(n,γ), 235U(fiss).

Networks of myelin covariance.

Science.gov (United States)

Melie-Garcia, Lester; Slater, David; Ruef, Anne; Sanabria-Diaz, Gretel; Preisig, Martin; Kherif, Ferath; Draganski, Bogdan; Lutti, Antoine

2018-04-01

Networks of anatomical covariance have been widely used to study connectivity patterns in both normal and pathological brains based on the concurrent changes of morphometric measures (i.e., cortical thickness) between brain structures across subjects (Evans, ). However, the existence of networks of microstructural changes within brain tissue has been largely unexplored so far. In this article, we studied in vivo the concurrent myelination processes among brain anatomical structures that gathered together emerge to form nonrandom networks. We name these "networks of myelin covariance" (Myelin-Nets). The Myelin-Nets were built from quantitative Magnetization Transfer data-an in-vivo magnetic resonance imaging (MRI) marker of myelin content. The synchronicity of the variations in myelin content between anatomical regions was measured by computing the Pearson's correlation coefficient. We were especially interested in elucidating the effect of age on the topological organization of the Myelin-Nets. We therefore selected two age groups: Young-Age (20-31 years old) and Old-Age (60-71 years old) and a pool of participants from 48 to 87 years old for a Myelin-Nets aging trajectory study. We found that the topological organization of the Myelin-Nets is strongly shaped by aging processes. The global myelin correlation strength, between homologous regions and locally in different brain lobes, showed a significant dependence on age. Interestingly, we also showed that the aging process modulates the resilience of the Myelin-Nets to damage of principal network structures. In summary, this work sheds light on the organizational principles driving myelination and myelin degeneration in brain gray matter and how such patterns are modulated by aging. © 2017 The Authors Human Brain Mapping Published by Wiley Periodicals, Inc.

Semiparametric estimation of covariance matrices for longitudinal data.

Science.gov (United States)

Fan, Jianqing; Wu, Yichao

2008-12-01

Estimation of longitudinal data covariance structure poses significant challenges because the data are usually collected at irregular time points. A viable semiparametric model for covariance matrices was proposed in Fan, Huang and Li (2007) that allows one to estimate the variance function nonparametrically and to estimate the correlation function parametrically via aggregating information from irregular and sparse data points within each subject. However, the asymptotic properties of their quasi-maximum likelihood estimator (QMLE) of parameters in the covariance model are largely unknown. In the current work, we address this problem in the context of more general models for the conditional mean function including parametric, nonparametric, or semi-parametric. We also consider the possibility of rough mean regression function and introduce the difference-based method to reduce biases in the context of varying-coefficient partially linear mean regression models. This provides a more robust estimator of the covariance function under a wider range of situations. Under some technical conditions, consistency and asymptotic normality are obtained for the QMLE of the parameters in the correlation function. Simulation studies and a real data example are used to illustrate the proposed approach.

Covariance data processing code. ERRORJ

International Nuclear Information System (INIS)

Kosako, Kazuaki

2001-01-01

The covariance data processing code, ERRORJ, was developed to process the covariance data of JENDL-3.2. ERRORJ has the processing functions of covariance data for cross sections including resonance parameters, angular distribution and energy distribution. (author)

Lorentz covariant canonical symplectic algorithms for dynamics of charged particles

Science.gov (United States)

Wang, Yulei; Liu, Jian; Qin, Hong

2016-12-01

In this paper, the Lorentz covariance of algorithms is introduced. Under Lorentz transformation, both the form and performance of a Lorentz covariant algorithm are invariant. To acquire the advantages of symplectic algorithms and Lorentz covariance, a general procedure for constructing Lorentz covariant canonical symplectic algorithms (LCCSAs) is provided, based on which an explicit LCCSA for dynamics of relativistic charged particles is built. LCCSA possesses Lorentz invariance as well as long-term numerical accuracy and stability, due to the preservation of a discrete symplectic structure and the Lorentz symmetry of the system. For situations with time-dependent electromagnetic fields, which are difficult to handle in traditional construction procedures of symplectic algorithms, LCCSA provides a perfect explicit canonical symplectic solution by implementing the discretization in 4-spacetime. We also show that LCCSA has built-in energy-based adaptive time steps, which can optimize the computation performance when the Lorentz factor varies.

Recent Advances with the AMPX Covariance Processing Capabilities in PUFF-IV

International Nuclear Information System (INIS)

Wiarda, Dorothea; Arbanas, Goran; Leal, Luiz C.; Dunn, Michael E.

2008-01-01

The program PUFF-IV is used to process resonance parameter covariance information given in ENDF/B File 32 and point-wise covariance matrices given in ENDF/B File 33 into group-averaged covariances matrices on a user-supplied group structure. For large resonance covariance matrices, found for example in 235U, the execution time of PUFF-IV can be quite long. Recently the code was modified to take advandage of Basic Linear Algebra Subprograms (BLAS) routines for the most time-consuming matrix multiplications. This led to a substantial decrease in execution time. This faster processing capability allowed us to investigate the conversion of File 32 data into File 33 data using a larger number of user-defined groups. While conversion substantially reduces the ENDF/B file size requirements for evaluations with a large number of resonances, a trade-off is made between the number of groups used to represent the resonance parameter covariance as a point-wise covariance matrix and the file size. We are also investigating a hybrid version of the conversion, in which the low-energy part of the File 32 resonance parameter covariances matrix is retained and the correlations with higher energies as well as the high energy part are given in File 33.

Implementation of the NMR CHEmical Shift Covariance Analysis (CHESCA): A Chemical Biologist's Approach to Allostery.

Science.gov (United States)

Boulton, Stephen; Selvaratnam, Rajeevan; Ahmed, Rashik; Melacini, Giuseppe

2018-01-01

Mapping allosteric sites is emerging as one of the central challenges in physiology, pathology, and pharmacology. Nuclear Magnetic Resonance (NMR) spectroscopy is ideally suited to map allosteric sites, given its ability to sense at atomic resolution the dynamics underlying allostery. Here, we focus specifically on the NMR CHEmical Shift Covariance Analysis (CHESCA), in which allosteric systems are interrogated through a targeted library of perturbations (e.g., mutations and/or analogs of the allosteric effector ligand). The atomic resolution readout for the response to such perturbation library is provided by NMR chemical shifts. These are then subject to statistical correlation and covariance analyses resulting in clusters of allosterically coupled residues that exhibit concerted responses to the common set of perturbations. This chapter provides a description of how each step in the CHESCA is implemented, starting from the selection of the perturbation library and ending with an overview of different clustering options.

Bayesian tests on components of the compound symmetry covariance matrix

NARCIS (Netherlands)

Mulder, J.; Fox, J.P.

2013-01-01

Complex dependency structures are often conditionally modeled, where random effects parameters are used to specify the natural heterogeneity in the population. When interest is focused on the dependency structure, inferences can be made from a complex covariance matrix using a marginal modeling

Exploiting Data Sparsity In Covariance Matrix Computations on Heterogeneous Systems

KAUST Repository

Charara, Ali M.

2018-05-24

Covariance matrices are ubiquitous in computational sciences, typically describing the correlation of elements of large multivariate spatial data sets. For example, covari- ance matrices are employed in climate/weather modeling for the maximum likelihood estimation to improve prediction, as well as in computational ground-based astronomy to enhance the observed image quality by filtering out noise produced by the adap- tive optics instruments and atmospheric turbulence. The structure of these covariance matrices is dense, symmetric, positive-definite, and often data-sparse, therefore, hier- archically of low-rank. This thesis investigates the performance limit of dense matrix computations (e.g., Cholesky factorization) on covariance matrix problems as the number of unknowns grows, and in the context of the aforementioned applications. We employ recursive formulations of some of the basic linear algebra subroutines (BLAS) to accelerate the covariance matrix computation further, while reducing data traffic across the memory subsystems layers. However, dealing with large data sets (i.e., covariance matrices of billions in size) can rapidly become prohibitive in memory footprint and algorithmic complexity. Most importantly, this thesis investigates the tile low-rank data format (TLR), a new compressed data structure and layout, which is valuable in exploiting data sparsity by approximating the operator. The TLR com- pressed data structure allows approximating the original problem up to user-defined numerical accuracy. This comes at the expense of dealing with tasks with much lower arithmetic intensities than traditional dense computations. In fact, this thesis con- solidates the two trends of dense and data-sparse linear algebra for HPC. Not only does the thesis leverage recursive formulations for dense Cholesky-based matrix al- gorithms, but it also implements a novel TLR-Cholesky factorization using batched linear algebra operations to increase hardware occupancy and

Covariance Bell inequalities

Science.gov (United States)

Pozsgay, Victor; Hirsch, Flavien; Branciard, Cyril; Brunner, Nicolas

2017-12-01

We introduce Bell inequalities based on covariance, one of the most common measures of correlation. Explicit examples are discussed, and violations in quantum theory are demonstrated. A crucial feature of these covariance Bell inequalities is their nonlinearity; this has nontrivial consequences for the derivation of their local bound, which is not reached by deterministic local correlations. For our simplest inequality, we derive analytically tight bounds for both local and quantum correlations. An interesting application of covariance Bell inequalities is that they can act as "shared randomness witnesses": specifically, the value of the Bell expression gives device-independent lower bounds on both the dimension and the entropy of the shared random variable in a local model.

PENERAPAN METODE LEAST MEDIAN SQUARE-MINIMUM COVARIANCE DETERMINANT (LMS-MCD DALAM REGRESI KOMPONEN UTAMA

Directory of Open Access Journals (Sweden)

I PUTU EKA IRAWAN

2013-11-01

Full Text Available Principal Component Regression is a method to overcome multicollinearity techniques by combining principal component analysis with regression analysis. The calculation of classical principal component analysis is based on the regular covariance matrix. The covariance matrix is optimal if the data originated from a multivariate normal distribution, but is very sensitive to the presence of outliers. Alternatives are used to overcome this problem the method of Least Median Square-Minimum Covariance Determinant (LMS-MCD. The purpose of this research is to conduct a comparison between Principal Component Regression (RKU and Method of Least Median Square - Minimum Covariance Determinant (LMS-MCD in dealing with outliers. In this study, Method of Least Median Square - Minimum Covariance Determinant (LMS-MCD has a bias and mean square error (MSE is smaller than the parameter RKU. Based on the difference of parameter estimators, still have a test that has a difference of parameter estimators method LMS-MCD greater than RKU method.

Distance covariance for stochastic processes

DEFF Research Database (Denmark)

Matsui, Muneya; Mikosch, Thomas Valentin; Samorodnitsky, Gennady

2017-01-01

The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analog of the distance covariance for two stochastic processes...

Arranjos para efeitos fixos e estruturas de (covariâncias residuais para análises de medidas repetidas do peso de bovinos da raça Canchim Fixed effects arrays and residual covariance structures to analyze sequential weights of Canchim beef cattle

Directory of Open Access Journals (Sweden)

Fábio Luiz Buranelo Toral

2006-10-01

Full Text Available Este trabalho foi realizado com o objetivo de selecionar o arranjo para efeitos fixos e a estrutura de (covariância residual que melhor representam a variabilidade dos pesos dentro do rebanho e dentro dos indivíduos, considerando-se dados de pesos de bovinos analisados como medidas repetidas. Foram utilizados dados de peso de 3.690 bovinos Canchim, obtidos ao nascimento, à desmama, aos 12 e aos 18 meses de idade. Analisaram-se diferentes arranjos para os efeitos fixos (grupos de contemporâneos e/ou efeitos principais de ano, mês ou época de nascimento e sexo do bezerro e diferentes estruturas de (covariâncias para os resíduos, considerando-se ou não alteração da variância residual ao longo da vida do animal e alteração da correlação entre as medidas tomadas em intervalos diferentes. Os resultados indicaram que o arranjo mais adequado dos efeitos fixos para representar a variabilidade dos pesos dos animais dentro do rebanho foi o grupo de contemporâneos formado por ano, mês e sexo do bezerro e que as melhores estruturas de (covariâncias residuais foram a Fator Analítico de Primeira Ordem e a Não Estruturada, que consideram o aumento das variâncias com o aumento da idade do indivíduo e as correlações diferentes para cada par de medidas de peso.The aim of this work was to evaluate arrays of fixed effects and residual covariance structures that best fit the herd and the animal variability to weights at birth, weaning, twelve and eighteen months of 3,690 Canchim animals. Different arrays of fixed effects (contemporary groups and, or the main effects of year, month or season of birth and sex and different residual covariance structures (considering or not change of variance and of correlation between weights at different ages were studied. The results indicated that the most adequate array of fixed effects to fit herd variability was the contemporary group of year, month and sex. The best residual covariance structures were

Parcellation of the human orbitofrontal cortex based on gray matter volume covariance.

Science.gov (United States)

Liu, Huaigui; Qin, Wen; Qi, Haotian; Jiang, Tianzi; Yu, Chunshui

2015-02-01

The human orbitofrontal cortex (OFC) is an enigmatic brain region that cannot be parcellated reliably using diffusional and functional magnetic resonance imaging (fMRI) because there is signal dropout that results from an inherent defect in imaging techniques. We hypothesise that the OFC can be reliably parcellated into subregions based on gray matter volume (GMV) covariance patterns that are derived from artefact-free structural images. A total of 321 healthy young subjects were examined by high-resolution structural MRI. The OFC was parcellated into subregions-based GMV covariance patterns; and then sex and laterality differences in GMV covariance pattern of each OFC subregion were compared. The human OFC was parcellated into the anterior (OFCa), medial (OFCm), posterior (OFCp), intermediate (OFCi), and lateral (OFCl) subregions. This parcellation scheme was validated by the same analyses of the left OFC and the bilateral OFCs in male and female subjects. Both visual observation and quantitative comparisons indicated a unique GMV covariance pattern for each OFC subregion. These OFC subregions mainly covaried with the prefrontal and temporal cortices, cingulate cortex and amygdala. In addition, GMV correlations of most OFC subregions were similar across sex and laterality except for significant laterality difference in the OFCl. The right OFCl had stronger GMV correlation with the right inferior frontal cortex. Using high-resolution structural images, we established a reliable parcellation scheme for the human OFC, which may provide an in vivo guide for subregion-level studies of this region and improve our understanding of the human OFC at subregional levels. © 2014 Wiley Periodicals, Inc.

Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance

NARCIS (Netherlands)

M. Asai (Manabu); M.J. McAleer (Michael)

2014-01-01

markdownabstract__Abstract__ Modelling covariance structures is known to suffer from the curse of dimensionality. In order to avoid this problem for forecasting, the authors propose a new factor multivariate stochastic volatility (fMSV) model for realized covariance measures that accommodates

Structural covariance network centrality in maltreated youth with posttraumatic stress disorder.

Science.gov (United States)

Sun, Delin; Peverill, Matthew R; Swanson, Chelsea S; McLaughlin, Katie A; Morey, Rajendra A

2018-03-01

Childhood maltreatment is associated with posttraumatic stress disorder (PTSD) and elevated rates of adolescent and adult psychopathology including major depression, bipolar disorder, substance use disorders, and other medical comorbidities. Gray matter volume changes have been found in maltreated youth with (versus without) PTSD. However, little is known about the alterations of brain structural covariance network topology derived from cortical thickness in maltreated youth with PTSD. High-resolution T1-weighted magnetic resonance imaging scans were from demographically matched maltreated youth with PTSD (N = 24), without PTSD (N = 64), and non-maltreated healthy controls (n = 67). Cortical thickness data from 148 cortical regions was entered into interregional partial correlation analyses across participants. The supra-threshold correlations constituted connections in a structural brain network derived from four types of centrality measures (degree, betweenness, closeness, and eigenvector) estimated network topology and the importance of nodes. Between-group differences were determined by permutation testing. Maltreated youth with PTSD exhibited larger centrality in left anterior cingulate cortex than the other two groups, suggesting cortical network topology specific to maltreated youth with PTSD. Moreover, maltreated youth with versus without PTSD showed smaller centrality in right orbitofrontal cortex, suggesting that this may represent a vulnerability factor to PTSD following maltreatment. Longitudinal follow-up of the present results will help characterize the role that altered centrality plays in vulnerability and resilience to PTSD following childhood maltreatment. Copyright © 2017. Published by Elsevier Ltd.

Bayes factor covariance testing in item response models

NARCIS (Netherlands)

Fox, J.P.; Mulder, J.; Sinharay, Sandip

2017-01-01

Two marginal one-parameter item response theory models are introduced, by integrating out the latent variable or random item parameter. It is shown that both marginal response models are multivariate (probit) models with a compound symmetry covariance structure. Several common hypotheses concerning

Bayes Factor Covariance Testing in Item Response Models

NARCIS (Netherlands)

Fox, Jean-Paul; Mulder, Joris; Sinharay, Sandip

2017-01-01

Two marginal one-parameter item response theory models are introduced, by integrating out the latent variable or random item parameter. It is shown that both marginal response models are multivariate (probit) models with a compound symmetry covariance structure. Several common hypotheses concerning

Directional selection effects on patterns of phenotypic (co)variation in wild populations.

Science.gov (United States)

Assis, A P A; Patton, J L; Hubbe, A; Marroig, G

2016-11-30

Phenotypic (co)variation is a prerequisite for evolutionary change, and understanding how (co)variation evolves is of crucial importance to the biological sciences. Theoretical models predict that under directional selection, phenotypic (co)variation should evolve in step with the underlying adaptive landscape, increasing the degree of correlation among co-selected traits as well as the amount of genetic variance in the direction of selection. Whether either of these outcomes occurs in natural populations is an open question and thus an important gap in evolutionary theory. Here, we documented changes in the phenotypic (co)variation structure in two separate natural populations in each of two chipmunk species (Tamias alpinus and T. speciosus) undergoing directional selection. In populations where selection was strongest (those of T. alpinus), we observed changes, at least for one population, in phenotypic (co)variation that matched theoretical expectations, namely an increase of both phenotypic integration and (co)variance in the direction of selection and a re-alignment of the major axis of variation with the selection gradient. © 2016 The Author(s).

PUFF-III: A Code for Processing ENDF Uncertainty Data Into Multigroup Covariance Matrices

International Nuclear Information System (INIS)

Dunn, M.E.

2000-01-01

PUFF-III is an extension of the previous PUFF-II code that was developed in the 1970s and early 1980s. The PUFF codes process the Evaluated Nuclear Data File (ENDF) covariance data and generate multigroup covariance matrices on a user-specified energy grid structure. Unlike its predecessor, PUFF-III can process the new ENDF/B-VI data formats. In particular, PUFF-III has the capability to process the spontaneous fission covariances for fission neutron multiplicity. With regard to the covariance data in File 33 of the ENDF system, PUFF-III has the capability to process short-range variance formats, as well as the lumped reaction covariance data formats that were introduced in ENDF/B-V. In addition to the new ENDF formats, a new directory feature is now available that allows the user to obtain a detailed directory of the uncertainty information in the data files without visually inspecting the ENDF data. Following the correlation matrix calculation, PUFF-III also evaluates the eigenvalues of each correlation matrix and tests each matrix for positive definiteness. Additional new features are discussed in the manual. PUFF-III has been developed for implementation in the AMPX code system, and several modifications were incorporated to improve memory allocation tasks and input/output operations. Consequently, the resulting code has a structure that is similar to other modules in the AMPX code system. With the release of PUFF-III, a new and improved covariance processing code is available to process ENDF covariance formats through Version VI

The Requirement of a Positive Definite Covariance Matrix of Security Returns for Mean-Variance Portfolio Analysis: A Pedagogic Illustration

Directory of Open Access Journals (Sweden)

Clarence C. Y. Kwan

2010-07-01

Full Text Available This study considers, from a pedagogic perspective, a crucial requirement for the covariance matrix of security returns in mean-variance portfolio analysis. Although the requirement that the covariance matrix be positive definite is fundamental in modern finance, it has not received any attention in standard investment textbooks. Being unaware of the requirement could cause confusion for students over some strange portfolio results that are based on seemingly reasonable input parameters. This study considers the requirement both informally and analytically. Electronic spreadsheet tools for constrained optimization and basic matrix operations are utilized to illustrate the various concepts involved.

The Misspecification of the Covariance Structures in Multilevel Models for Single-Case Data: A Monte Carlo Simulation Study

Science.gov (United States)

Moeyaert, Mariola; Ugille, Maaike; Ferron, John M.; Beretvas, S. Natasha; Van den Noortgate, Wim

2016-01-01

The impact of misspecifying covariance matrices at the second and third levels of the three-level model is evaluated. Results indicate that ignoring existing covariance has no effect on the treatment effect estimate. In addition, the between-case variance estimates are unbiased when covariance is either modeled or ignored. If the research interest…

Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure

NARCIS (Netherlands)

Ros, B.P.; Bijma, F.; de Munck, J.C.; de Gunst, M.C.M.

2016-01-01

This paper deals with multivariate Gaussian models for which the covariance matrix is a Kronecker product of two matrices. We consider maximum likelihood estimation of the model parameters, in particular of the covariance matrix. There is no explicit expression for the maximum likelihood estimator

Three-dimensional evidence network plot system: covariate imbalances and effects in network meta-analysis explored using a new software tool.

Science.gov (United States)

Batson, Sarah; Score, Robert; Sutton, Alex J

2017-06-01

The aim of the study was to develop the three-dimensional (3D) evidence network plot system-a novel web-based interactive 3D tool to facilitate the visualization and exploration of covariate distributions and imbalances across evidence networks for network meta-analysis (NMA). We developed the 3D evidence network plot system within an AngularJS environment using a third party JavaScript library (Three.js) to create the 3D element of the application. Data used to enable the creation of the 3D element for a particular topic are inputted via a Microsoft Excel template spreadsheet that has been specifically formatted to hold these data. We display and discuss the findings of applying the tool to two NMA examples considering multiple covariates. These two examples have been previously identified as having potentially important covariate effects and allow us to document the various features of the tool while illustrating how it can be used. The 3D evidence network plot system provides an immediate, intuitive, and accessible way to assess the similarity and differences between the values of covariates for individual studies within and between each treatment contrast in an evidence network. In this way, differences between the studies, which may invalidate the usual assumptions of an NMA, can be identified for further scrutiny. Hence, the tool facilitates NMA feasibility/validity assessments and aids in the interpretation of NMA results. The 3D evidence network plot system is the first tool designed specifically to visualize covariate distributions and imbalances across evidence networks in 3D. This will be of primary interest to systematic review and meta-analysis researchers and, more generally, those assessing the validity and robustness of an NMA to inform reimbursement decisions. Copyright © 2017 Elsevier Inc. All rights reserved.

Covariance fitting of highly-correlated data in lattice QCD

Science.gov (United States)

Yoon, Boram; Jang, Yong-Chull; Jung, Chulwoo; Lee, Weonjong

2013-07-01

We address a frequently-asked question on the covariance fitting of highly-correlated data such as our B K data based on the SU(2) staggered chiral perturbation theory. Basically, the essence of the problem is that we do not have a fitting function accurate enough to fit extremely precise data. When eigenvalues of the covariance matrix are small, even a tiny error in the fitting function yields a large chi-square value and spoils the fitting procedure. We have applied a number of prescriptions available in the market, such as the cut-off method, modified covariance matrix method, and Bayesian method. We also propose a brand new method, the eigenmode shift (ES) method, which allows a full covariance fitting without modifying the covariance matrix at all. We provide a pedagogical example of data analysis in which the cut-off method manifestly fails in fitting, but the rest work well. In our case of the B K fitting, the diagonal approximation, the cut-off method, the ES method, and the Bayesian method work reasonably well in an engineering sense. However, interpreting the meaning of χ 2 is easier in the case of the ES method and the Bayesian method in a theoretical sense aesthetically. Hence, the ES method can be a useful alternative optional tool to check the systematic error caused by the covariance fitting procedure.

Fast and accurate estimation of the covariance between pairwise maximum likelihood distances

Directory of Open Access Journals (Sweden)

Manuel Gil

2014-09-01

Full Text Available Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989 which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error.

Fast and accurate estimation of the covariance between pairwise maximum likelihood distances.

Science.gov (United States)

Gil, Manuel

2014-01-01

Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989) which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error.

A cautionary note on generalized linear models for covariance of unbalanced longitudinal data

KAUST Repository

Huang, Jianhua Z.; Chen, Min; Maadooliat, Mehdi; Pourahmadi, Mohsen

2012-01-01

Missing data in longitudinal studies can create enormous challenges in data analysis when coupled with the positive-definiteness constraint on a covariance matrix. For complete balanced data, the Cholesky decomposition of a covariance matrix makes

Poincare covariance and κ-Minkowski spacetime

International Nuclear Information System (INIS)

Dabrowski, Ludwik; Piacitelli, Gherardo

2011-01-01

A fully Poincare covariant model is constructed as an extension of the κ-Minkowski spacetime. Covariance is implemented by a unitary representation of the Poincare group, and thus complies with the original Wigner approach to quantum symmetries. This provides yet another example (besides the DFR model), where Poincare covariance is realised a la Wigner in the presence of two characteristic dimensionful parameters: the light speed and the Planck length. In other words, a Doubly Special Relativity (DSR) framework may well be realised without deforming the meaning of 'Poincare covariance'. -- Highlights: → We construct a 4d model of noncommuting coordinates (quantum spacetime). → The coordinates are fully covariant under the undeformed Poincare group. → Covariance a la Wigner holds in presence of two dimensionful parameters. → Hence we are not forced to deform covariance (e.g. as quantum groups). → The underlying κ-Minkowski model is unphysical; covariantisation does not cure this.

Major dimensions in food-web structure properties

NARCIS (Netherlands)

Vermaat, J.E.; Dunne, J. A.; Gilbert, A.J.

2009-01-01

The covariance among a range of 20 network structural properties of food webs plus net primary productivity was assessed for 14 published food webs using principal components analysis. Three primary components explained 84% of the variability in the data sets, suggesting substantial covariance among

Covariance matrices and applications to the field of nuclear data

International Nuclear Information System (INIS)

Smith, D.L.

1981-11-01

A student's introduction to covariance error analysis and least-squares evaluation of data is provided. It is shown that the basic formulas used in error propagation can be derived from a consideration of the geometry of curvilinear coordinates. Procedures for deriving covariances for scaler and vector functions of several variables are presented. Proper methods for reporting experimental errors and for deriving covariance matrices from these errors are indicated. The generalized least-squares method for evaluating experimental data is described. Finally, the use of least-squares techniques in data fitting applications is discussed. Specific examples of the various procedures are presented to clarify the concepts

Statistical Analysis of Deflation in Covariance and Resultant Pc Values for AQUA, AURA and TERRA

Science.gov (United States)

Hasan, Syed O.

2016-01-01

This presentation will display statistical analysis performed for raw conjunction CDMs received for the EOS Aqua, Aura and Terra satellites within the period of February 2015 through July 2016. The analysis performed indicates a discernable deflation in covariance calculated at the JSpOC after the utilization of the dynamic drag consider parameter was implemented operationally in May 2015. As a result, the overall diminution in the conjunction plane intersection of the primary and secondary objects appears to be leading to reduced probability of collision (Pc) values for these conjunction events. This presentation also displays evidence for this theory with analysis of Pc trending plots using data calculated by the SpaceNav CRMS system.

Examination of various roles for covariance matrices in the development, evaluation, and application of nuclear data

International Nuclear Information System (INIS)

Smith, D.L.

1988-01-01

The last decade has been a period of rapid development in the implementation of covariance-matrix methodology in nuclear data research. This paper offers some perspective on the progress which has been made, on some of the unresolved problems, and on the potential yet to be realized. These discussions address a variety of issues related to the development of nuclear data. Topics examined are: the importance of designing and conducting experiments so that error information is conveniently generated; the procedures for identifying error sources and quantifying their magnitudes and correlations; the combination of errors; the importance of consistent and well-characterized measurement standards; the role of covariances in data parameterization (fitting); the estimation of covariances for values calculated from mathematical models; the identification of abnormalities in covariance matrices and the analysis of their consequences; the problems encountered in representing covariance information in evaluated files; the role of covariances in the weighting of diverse data sets; the comparison of various evaluations; the influence of primary-data covariance in the analysis of covariances for derived quantities (sensitivity); and the role of covariances in the merging of the diverse nuclear data information. 226 refs., 2 tabs

Signs of depth-luminance covariance in 3-D cluttered scenes.

Science.gov (United States)

Scaccia, Milena; Langer, Michael S

2018-03-01

In three-dimensional (3-D) cluttered scenes such as foliage, deeper surfaces often are more shadowed and hence darker, and so depth and luminance often have negative covariance. We examined whether the sign of depth-luminance covariance plays a role in depth perception in 3-D clutter. We compared scenes rendered with negative and positive depth-luminance covariance where positive covariance means that deeper surfaces are brighter and negative covariance means deeper surfaces are darker. For each scene, the sign of the depth-luminance covariance was given by occlusion cues. We tested whether subjects could use this sign information to judge the depth order of two target surfaces embedded in 3-D clutter. The clutter consisted of distractor surfaces that were randomly distributed in a 3-D volume. We tested three independent variables: the sign of the depth-luminance covariance, the colors of the targets and distractors, and the background luminance. An analysis of variance showed two main effects: Subjects performed better when the deeper surfaces were darker and when the color of the target surfaces was the same as the color of the distractors. There was also a strong interaction: Subjects performed better under a negative depth-luminance covariance condition when targets and distractors had different colors than when they had the same color. Our results are consistent with a "dark means deep" rule, but the use of this rule depends on the similarity between the color of the targets and color of the 3-D clutter.

Modeling Covariance Breakdowns in Multivariate GARCH

OpenAIRE

Jin, Xin; Maheu, John M

2014-01-01

This paper proposes a flexible way of modeling dynamic heterogeneous covariance breakdowns in multivariate GARCH (MGARCH) models. During periods of normal market activity, volatility dynamics are governed by an MGARCH specification. A covariance breakdown is any significant temporary deviation of the conditional covariance matrix from its implied MGARCH dynamics. This is captured through a flexible stochastic component that allows for changes in the conditional variances, covariances and impl...

On adjustment for auxiliary covariates in additive hazard models for the analysis of randomized experiments

DEFF Research Database (Denmark)

Vansteelandt, S.; Martinussen, Torben; Tchetgen, E. J Tchetgen

2014-01-01

We consider additive hazard models (Aalen, 1989) for the effect of a randomized treatment on a survival outcome, adjusting for auxiliary baseline covariates. We demonstrate that the Aalen least-squares estimator of the treatment effect parameter is asymptotically unbiased, even when the hazard...... that, in view of its robustness against model misspecification, Aalen least-squares estimation is attractive for evaluating treatment effects on a survival outcome in randomized experiments, and the primary reasons to consider baseline covariate adjustment in such settings could be interest in subgroup......'s dependence on time or on the auxiliary covariates is misspecified, and even away from the null hypothesis of no treatment effect. We furthermore show that adjustment for auxiliary baseline covariates does not change the asymptotic variance of the estimator of the effect of a randomized treatment. We conclude...

Covariance expressions for eigenvalue and eigenvector problems

Science.gov (United States)

Liounis, Andrew J.

There are a number of important scientific and engineering problems whose solutions take the form of an eigenvalue--eigenvector problem. Some notable examples include solutions to linear systems of ordinary differential equations, controllability of linear systems, finite element analysis, chemical kinetics, fitting ellipses to noisy data, and optimal estimation of attitude from unit vectors. In many of these problems, having knowledge of the eigenvalue and eigenvector Jacobians is either necessary or is nearly as important as having the solution itself. For instance, Jacobians are necessary to find the uncertainty in a computed eigenvalue or eigenvector estimate. This uncertainty, which is usually represented as a covariance matrix, has been well studied for problems similar to the eigenvalue and eigenvector problem, such as singular value decomposition. There has been substantially less research on the covariance of an optimal estimate originating from an eigenvalue-eigenvector problem. In this thesis we develop two general expressions for the Jacobians of eigenvalues and eigenvectors with respect to the elements of their parent matrix. The expressions developed make use of only the parent matrix and the eigenvalue and eigenvector pair under consideration. In addition, they are applicable to any general matrix (including complex valued matrices, eigenvalues, and eigenvectors) as long as the eigenvalues are simple. Alongside this, we develop expressions that determine the uncertainty in a vector estimate obtained from an eigenvalue-eigenvector problem given the uncertainty of the terms of the matrix. The Jacobian expressions developed are numerically validated with forward finite, differencing and the covariance expressions are validated using Monte Carlo analysis. Finally, the results from this work are used to determine covariance expressions for a variety of estimation problem examples and are also applied to the design of a dynamical system.

ISSUES IN NEUTRON CROSS SECTION COVARIANCES

Energy Technology Data Exchange (ETDEWEB)

Mattoon, C.M.; Oblozinsky,P.

2010-04-30

We review neutron cross section covariances in both the resonance and fast neutron regions with the goal to identify existing issues in evaluation methods and their impact on covariances. We also outline ideas for suitable covariance quality assurance procedures.We show that the topic of covariance data remains controversial, the evaluation methodologies are not fully established and covariances produced by different approaches have unacceptable spread. The main controversy is in very low uncertainties generated by rigorous evaluation methods and much larger uncertainties based on simple estimates from experimental data. Since the evaluators tend to trust the former, while the users tend to trust the latter, this controversy has considerable practical implications. Dedicated effort is needed to arrive at covariance evaluation methods that would resolve this issue and produce results accepted internationally both by evaluators and users.

A covariance correction that accounts for correlation estimation to improve finite-sample inference with generalized estimating equations: A study on its applicability with structured correlation matrices.

Science.gov (United States)

Westgate, Philip M

2016-01-01

When generalized estimating equations (GEE) incorporate an unstructured working correlation matrix, the variances of regression parameter estimates can inflate due to the estimation of the correlation parameters. In previous work, an approximation for this inflation that results in a corrected version of the sandwich formula for the covariance matrix of regression parameter estimates was derived. Use of this correction for correlation structure selection also reduces the over-selection of the unstructured working correlation matrix. In this manuscript, we conduct a simulation study to demonstrate that an increase in variances of regression parameter estimates can occur when GEE incorporates structured working correlation matrices as well. Correspondingly, we show the ability of the corrected version of the sandwich formula to improve the validity of inference and correlation structure selection. We also study the relative influences of two popular corrections to a different source of bias in the empirical sandwich covariance estimator.

Fish mercury levels in lakes - adjusting for Hg and fish-size covariation

International Nuclear Information System (INIS)

Sonesten, Lars

2003-01-01

Fish-size covariation can be circumvented by regression intercepts of Hg vs. fish length as lake-specific Hg levels. - Accurate estimates of lake-specific mercury levels are vital in assessing the environmental impact on the mercury content in fish. The intercepts of lake-specific regressions of Hg concentration in fish vs. fish length provide accurate estimates when there is a prominent Hg and fish-size covariation. Commonly used regression methods, such as analysis of covariance (ANCOVA) and various standardization techniques are less suitable, since they do not completely remove the fish-size covariation when regression slopes are not parallel. Partial least squares (PLS) regression analysis reveals that catchment area and water chemistry have the strongest influence on the Hg level in fish in circumneutral lakes. PLS is a multivariate projection method that allows biased linear regression analysis of multicollinear data. The method is applicable to statistical and visual exploration of large data sets, even if there are more variables than observations. Environmental descriptors have no significant impact on the slopes of linear regressions of the Hg concentration in perch (Perca fluviatilis L.) vs. fish length, suggesting that the slopes mainly reflect ontogenetic dietary shifts during the perch life span

A comparison of phenotypic variation and covariation patterns and the role of phylogeny, ecology, and ontogeny during cranial evolution of new world monkeys.

Science.gov (United States)

Marroig, G; Cheverud, J M

2001-12-01

Similarity of genetic and phenotypic variation patterns among populations is important for making quantitative inferences about past evolutionary forces acting to differentiate populations and for evaluating the evolution of relationships among traits in response to new functional and developmental relationships. Here, phenotypic co variance and correlation structure is compared among Platyrrhine Neotropical primates. Comparisons range from among species within a genus to the superfamily level. Matrix correlation followed by Mantel's test and vector correlation among responses to random natural selection vectors (random skewers) were used to compare correlation and variance/covariance matrices of 39 skull traits. Sampling errors involved in matrix estimates were taken into account in comparisons using matrix repeatability to set upper limits for each pairwise comparison. Results indicate that covariance structure is not strictly constant but that the amount of variance pattern divergence observed among taxa is generally low and not associated with taxonomic distance. Specific instances of divergence are identified. There is no correlation between the amount of divergence in covariance patterns among the 16 genera and their phylogenetic distance derived from a conjoint analysis of four already published nuclear gene datasets. In contrast, there is a significant correlation between phylogenetic distance and morphological distance (Mahalanobis distance among genus centroids). This result indicates that while the phenotypic means were evolving during the last 30 millions years of New World monkey evolution, phenotypic covariance structures of Neotropical primate skulls have remained relatively consistent. Neotropical primates can be divided into four major groups based on their feeding habits (fruit-leaves, seed-fruits, insect-fruits, and gum-insect-fruits). Differences in phenotypic covariance structure are correlated with differences in feeding habits, indicating

Random-Effects Models for Meta-Analytic Structural Equation Modeling: Review, Issues, and Illustrations

Science.gov (United States)

Cheung, Mike W.-L.; Cheung, Shu Fai

2016-01-01

Meta-analytic structural equation modeling (MASEM) combines the techniques of meta-analysis and structural equation modeling for the purpose of synthesizing correlation or covariance matrices and fitting structural equation models on the pooled correlation or covariance matrix. Both fixed-effects and random-effects models can be defined in MASEM.…

Covariance specification and estimation to improve top-down Green House Gas emission estimates

Science.gov (United States)

Ghosh, S.; Lopez-Coto, I.; Prasad, K.; Whetstone, J. R.

2015-12-01

The National Institute of Standards and Technology (NIST) operates the North-East Corridor (NEC) project and the Indianapolis Flux Experiment (INFLUX) in order to develop measurement methods to quantify sources of Greenhouse Gas (GHG) emissions as well as their uncertainties in urban domains using a top down inversion method. Top down inversion updates prior knowledge using observations in a Bayesian way. One primary consideration in a Bayesian inversion framework is the covariance structure of (1) the emission prior residuals and (2) the observation residuals (i.e. the difference between observations and model predicted observations). These covariance matrices are respectively referred to as the prior covariance matrix and the model-data mismatch covariance matrix. It is known that the choice of these covariances can have large effect on estimates. The main objective of this work is to determine the impact of different covariance models on inversion estimates and their associated uncertainties in urban domains. We use a pseudo-data Bayesian inversion framework using footprints (i.e. sensitivities of tower measurements of GHGs to surface emissions) and emission priors (based on Hestia project to quantify fossil-fuel emissions) to estimate posterior emissions using different covariance schemes. The posterior emission estimates and uncertainties are compared to the hypothetical truth. We find that, if we correctly specify spatial variability and spatio-temporal variability in prior and model-data mismatch covariances respectively, then we can compute more accurate posterior estimates. We discuss few covariance models to introduce space-time interacting mismatches along with estimation of the involved parameters. We then compare several candidate prior spatial covariance models from the Matern covariance class and estimate their parameters with specified mismatches. We find that best-fitted prior covariances are not always best in recovering the truth. To achieve

Using machine learning to assess covariate balance in matching studies.

Science.gov (United States)

Linden, Ariel; Yarnold, Paul R

2016-12-01

In order to assess the effectiveness of matching approaches in observational studies, investigators typically present summary statistics for each observed pre-intervention covariate, with the objective of showing that matching reduces the difference in means (or proportions) between groups to as close to zero as possible. In this paper, we introduce a new approach to distinguish between study groups based on their distributions of the covariates using a machine-learning algorithm called optimal discriminant analysis (ODA). Assessing covariate balance using ODA as compared with the conventional method has several key advantages: the ability to ascertain how individuals self-select based on optimal (maximum-accuracy) cut-points on the covariates; the application to any variable metric and number of groups; its insensitivity to skewed data or outliers; and the use of accuracy measures that can be widely applied to all analyses. Moreover, ODA accepts analytic weights, thereby extending the assessment of covariate balance to any study design where weights are used for covariate adjustment. By comparing the two approaches using empirical data, we are able to demonstrate that using measures of classification accuracy as balance diagnostics produces highly consistent results to those obtained via the conventional approach (in our matched-pairs example, ODA revealed a weak statistically significant relationship not detected by the conventional approach). Thus, investigators should consider ODA as a robust complement, or perhaps alternative, to the conventional approach for assessing covariate balance in matching studies. © 2016 John Wiley & Sons, Ltd.

Resonance Region Covariance Analysis Method and New Covariance Data for Th-232, U-233, U-235, U-238, and Pu-239

International Nuclear Information System (INIS)

Leal, Luiz C.; Arbanas, Goran; Derrien, Herve; Wiarda, Dorothea

2008-01-01

Resonance-parameter covariance matrix (RPCM) evaluations in the resolved resonance region were done for 232Th, 233U, 235U, 238U, and 239Pu using the computer code SAMMY. The retroactive approach of the code SAMMY was used to generate the RPCMs for 233U, 235U. RPCMs for 232Th, 238U and 239Pu were generated together with the resonance parameter evaluations. The RPCMs were then converted in the ENDF format using the FILE32 representation. Alternatively, for computer storage reasons, the FILE32 was converted in the FILE33 cross section covariance matrix (CSCM). Both representations were processed using the computer code PUFF-IV. This paper describes the procedures used to generate the RPCM with SAMMY.

Preparation of covariance data for the fast reactor. 2

International Nuclear Information System (INIS)

Shibata, Keiichi; Hasagawa, Akira

1998-03-01

For some isotopes important for core analysis of the fast reactor, covariance data of neutron nuclear data in the evaluated nuclear data library (JENDL-3.2) were presumed to file. Objected isotopes were 10-B, 11-B, 55-Mn, 240-Pu and 241-Pu. Physical amounts presumed on covariance were cross section, isolated and unisolated resonance parameters and first order Legendre coefficient of elastic scattering angle distribution. Presumption of the covariance was conducted in accordance with the data estimation method of JENDL-3.2 as possible. In other ward, when the estimated value was based on the experimental one, error of the experimental value was calculated, and when based on the calculated value, error of the calculated one was obtained. Their estimated results were prepared with ENDF-6 format. (G.K.)

Fast Computing for Distance Covariance

OpenAIRE

Huo, Xiaoming; Szekely, Gabor J.

2014-01-01

Distance covariance and distance correlation have been widely adopted in measuring dependence of a pair of random variables or random vectors. If the computation of distance covariance and distance correlation is implemented directly accordingly to its definition then its computational complexity is O($n^2$) which is a disadvantage compared to other faster methods. In this paper we show that the computation of distance covariance and distance correlation of real valued random variables can be...

On estimating cosmology-dependent covariance matrices

International Nuclear Information System (INIS)

Morrison, Christopher B.; Schneider, Michael D.

2013-01-01

We describe a statistical model to estimate the covariance matrix of matter tracer two-point correlation functions with cosmological simulations. Assuming a fixed number of cosmological simulation runs, we describe how to build a 'statistical emulator' of the two-point function covariance over a specified range of input cosmological parameters. Because the simulation runs with different cosmological models help to constrain the form of the covariance, we predict that the cosmology-dependent covariance may be estimated with a comparable number of simulations as would be needed to estimate the covariance for fixed cosmology. Our framework is a necessary first step in planning a simulations campaign for analyzing the next generation of cosmological surveys

R-matrix and q-covariant oscillators for Uq(sl(n|m))

International Nuclear Information System (INIS)

Leblanc, Y.; Wallet, J.C.

1993-02-01

An R-matrix formalism is used to construct covariant quantum oscillator algebras for U q (sl(n|m)). It is shown that the complete structure of the twisted oscillator algebras can be obtained from the properties of the intertwining matrix obeying a Hecke type relation, combined with covariance of the oscillators at the deformed level and associativity. The resulting twisted algebras, involving q-bosons and q-fermions, are invariant under natural q-transformations of the oscillators induced by the coproduct. (author) 11 refs

ERRORJ. Covariance processing code. Version 2.2

International Nuclear Information System (INIS)

Chiba, Go

2004-07-01

ERRORJ is the covariance processing code that can produce covariance data of multi-group cross sections, which are essential for uncertainty analyses of nuclear parameters, such as neutron multiplication factor. The ERRORJ code can process the covariance data of cross sections including resonance parameters, angular and energy distributions of secondary neutrons. Those covariance data cannot be processed by the other covariance processing codes. ERRORJ has been modified and the version 2.2 has been developed. This document describes the modifications and how to use. The main topics of the modifications are as follows. Non-diagonal elements of covariance matrices are calculated in the resonance energy region. Option for high-speed calculation is implemented. Perturbation amount is optimized in a sensitivity calculation. Effect of the resonance self-shielding on covariance of multi-group cross section can be considered. It is possible to read a compact covariance format proposed by N.M. Larson. (author)

PUFF-IV, Code System to Generate Multigroup Covariance Matrices from ENDF/B-VI Uncertainty Files

International Nuclear Information System (INIS)

2007-01-01

1 - Description of program or function: The PUFF-IV code system processes ENDF/B-VI formatted nuclear cross section covariance data into multigroup covariance matrices. PUFF-IV is the newest release in this series of codes used to process ENDF uncertainty information and to generate the desired multi-group correlation matrix for the evaluation of interest. This version includes corrections and enhancements over previous versions. It is written in Fortran 90 and allows for a more modular design, thus facilitating future upgrades. PUFF-IV enhances support for resonance parameter covariance formats described in the ENDF standard and now handles almost all resonance parameter covariance information in the resolved region, with the exception of the long range covariance sub-subsections. PUFF-IV is normally used in conjunction with an AMPX master library containing group averaged cross section data. Two utility modules are included in this package to facilitate the data interface. The module SMILER allows one to use NJOY generated GENDF files containing group averaged cross section data in conjunction with PUFF-IV. The module COVCOMP allows one to compare two files written in COVERX format. 2 - Methods: Cross section and flux values on a 'super energy grid,' consisting of the union of the required energy group structure and the energy data points in the ENDF/B-V file, are interpolated from the input cross sections and fluxes. Covariance matrices are calculated for this grid and then collapsed to the required group structure. 3 - Restrictions on the complexity of the problem: PUFF-IV cannot process covariance information for energy and angular distributions of secondary particles. PUFF-IV does not process covariance information in Files 34 and 35; nor does it process covariance information in File 40. These new formats will be addressed in a future version of PUFF

Covariance matrix estimation for stationary time series

OpenAIRE

Xiao, Han; Wu, Wei Biao

2011-01-01

We obtain a sharp convergence rate for banded covariance matrix estimates of stationary processes. A precise order of magnitude is derived for spectral radius of sample covariance matrices. We also consider a thresholded covariance matrix estimator that can better characterize sparsity if the true covariance matrix is sparse. As our main tool, we implement Toeplitz [Math. Ann. 70 (1911) 351–376] idea and relate eigenvalues of covariance matrices to the spectral densities or Fourier transforms...

General Galilei Covariant Gaussian Maps

Science.gov (United States)

Gasbarri, Giulio; Toroš, Marko; Bassi, Angelo

2017-09-01

We characterize general non-Markovian Gaussian maps which are covariant under Galilean transformations. In particular, we consider translational and Galilean covariant maps and show that they reduce to the known Holevo result in the Markovian limit. We apply the results to discuss measures of macroscopicity based on classicalization maps, specifically addressing dissipation, Galilean covariance and non-Markovianity. We further suggest a possible generalization of the macroscopicity measure defined by Nimmrichter and Hornberger [Phys. Rev. Lett. 110, 16 (2013)].

Linear Covariance Analysis For Proximity Operations Around Asteroid 2008 EV5

Science.gov (United States)

Wright, Cinnamon A.; Bhatt, Sagar; Woffinden, David; Strube, Matthew; D'Souza, Christopher; DeWeese, Keith

2015-01-01

The NASA initiative to collect an asteroid the Asteroid Robotic Redirect Mission (ARRM) is currently investigating the option of retrieving a boulder off an asteroid, demonstrating planetary defense with an enhanced gravity tractor technique and returning it to a lunar orbit. Techniques for accomplishing this are being investigated by the Satellite Servicing Capabilities Office (SSOO) and NASA GSFC in colloboration with JPL, NASA, JSC, LaRC, and Draper Laboratories Inc. Two critical phases of the mission are the descent to the boulder and the Enhanced Gravity Tractor-enhanced gravity tractor demonstration. A linear covariance analysis was done for these phases to assess the feasibility of these concepts with the proposed design of the sensor and actuaor suite of the Asteroid Redirect Vehicle (ARV). The sensor suite for this analysis will include a wide field of view camera, Lidar, and a MMU. The proposed asteroid of interest is currently the C-type asteroid 2008 EV5, a carbonaceous chondrite that is of high interest to the scientific community. This paper will present an overview of the analysis discuss sensor and actuator models and address the feasibility of descending to the boulder within the requirements as the feasibility of maintaining the halo orbit in order to demonstrate the Enhanced Gravity Tractor-enhanced gravity tractory technique.

On the a priori estimation of collocation error covariance functions: a feasibility study

DEFF Research Database (Denmark)

Arabelos, D.N.; Forsberg, René; Tscherning, C.C.

2007-01-01

and the associated error covariance functions were conducted in the Arctic region north of 64 degrees latitude. The correlation between the known features of the data and the parameters variance and correlation length of the computed error covariance functions was estimated using multiple regression analysis...

Zero curvature conditions and conformal covariance

International Nuclear Information System (INIS)

Akemann, G.; Grimm, R.

1992-05-01

Two-dimensional zero curvature conditions were investigated in detail, with special emphasis on conformal properties, and the appearance of covariant higher order differential operators constructed in terms of a projective connection was elucidated. The analysis is based on the Kostant decomposition of simple Lie algebras in terms of representations with respect to their 'principal' SL(2) subalgebra. (author) 27 refs

Quality Quantification of Evaluated Cross Section Covariances

International Nuclear Information System (INIS)

Varet, S.; Dossantos-Uzarralde, P.; Vayatis, N.

2015-01-01

Presently, several methods are used to estimate the covariance matrix of evaluated nuclear cross sections. Because the resulting covariance matrices can be different according to the method used and according to the assumptions of the method, we propose a general and objective approach to quantify the quality of the covariance estimation for evaluated cross sections. The first step consists in defining an objective criterion. The second step is computation of the criterion. In this paper the Kullback-Leibler distance is proposed for the quality quantification of a covariance matrix estimation and its inverse. It is based on the distance to the true covariance matrix. A method based on the bootstrap is presented for the estimation of this criterion, which can be applied with most methods for covariance matrix estimation and without the knowledge of the true covariance matrix. The full approach is illustrated on the 85 Rb nucleus evaluations and the results are then used for a discussion on scoring and Monte Carlo approaches for covariance matrix estimation of the cross section evaluations

Improvement of covariance data for fast reactors

International Nuclear Information System (INIS)

Shibata, Keiichi; Hasegawa, Akira

2000-02-01

We estimated covariances of the JENDL-3.2 data on the nuclides and reactions needed to analyze fast-reactor cores for the past three years, and produced covariance files. The present work was undertaken to re-examine the covariance files and to make some improvements. The covariances improved are the ones for the inelastic scattering cross section of 16 O, the total cross section of 23 Na, the fission cross section of 235 U, the capture cross section of 238 U, and the resolved resonance parameters for 238 U. Moreover, the covariances of 233 U data were newly estimated by the present work. The covariances obtained were compiled in the ENDF-6 format. (author)

Effect of correlation on covariate selection in linear and nonlinear mixed effect models.

Science.gov (United States)

Bonate, Peter L

2017-01-01

The effect of correlation among covariates on covariate selection was examined with linear and nonlinear mixed effect models. Demographic covariates were extracted from the National Health and Nutrition Examination Survey III database. Concentration-time profiles were Monte Carlo simulated where only one covariate affected apparent oral clearance (CL/F). A series of univariate covariate population pharmacokinetic models was fit to the data and compared with the reduced model without covariate. The "best" covariate was identified using either the likelihood ratio test statistic or AIC. Weight and body surface area (calculated using Gehan and George equation, 1970) were highly correlated (r = 0.98). Body surface area was often selected as a better covariate than weight, sometimes as high as 1 in 5 times, when weight was the covariate used in the data generating mechanism. In a second simulation, parent drug concentration and three metabolites were simulated from a thorough QT study and used as covariates in a series of univariate linear mixed effects models of ddQTc interval prolongation. The covariate with the largest significant LRT statistic was deemed the "best" predictor. When the metabolite was formation-rate limited and only parent concentrations affected ddQTc intervals the metabolite was chosen as a better predictor as often as 1 in 5 times depending on the slope of the relationship between parent concentrations and ddQTc intervals. A correlated covariate can be chosen as being a better predictor than another covariate in a linear or nonlinear population analysis by sheer correlation These results explain why for the same drug different covariates may be identified in different analyses. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Working covariance model selection for generalized estimating equations.

Science.gov (United States)

Carey, Vincent J; Wang, You-Gan

2011-11-20

We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice. Copyright © 2011 John Wiley & Sons, Ltd.

Lorentz Covariance of Langevin Equation

International Nuclear Information System (INIS)

Koide, T.; Denicol, G.S.; Kodama, T.

2008-01-01

Relativistic covariance of a Langevin type equation is discussed. The requirement of Lorentz invariance generates an entanglement between the force and noise terms so that the noise itself should not be a covariant quantity. (author)

Bayesian source term determination with unknown covariance of measurements

Science.gov (United States)

Belal, Alkomiet; Tichý, Ondřej; Šmídl, Václav

2017-04-01

Determination of a source term of release of a hazardous material into the atmosphere is a very important task for emergency response. We are concerned with the problem of estimation of the source term in the conventional linear inverse problem, y = Mx, where the relationship between the vector of observations y is described using the source-receptor-sensitivity (SRS) matrix M and the unknown source term x. Since the system is typically ill-conditioned, the problem is recast as an optimization problem minR,B(y - Mx)TR-1(y - Mx) + xTB-1x. The first term minimizes the error of the measurements with covariance matrix R, and the second term is a regularization of the source term. There are different types of regularization arising for different choices of matrices R and B, for example, Tikhonov regularization assumes covariance matrix B as the identity matrix multiplied by scalar parameter. In this contribution, we adopt a Bayesian approach to make inference on the unknown source term x as well as unknown R and B. We assume prior on x to be a Gaussian with zero mean and unknown diagonal covariance matrix B. The covariance matrix of the likelihood R is also unknown. We consider two potential choices of the structure of the matrix R. First is the diagonal matrix and the second is a locally correlated structure using information on topology of the measuring network. Since the inference of the model is intractable, iterative variational Bayes algorithm is used for simultaneous estimation of all model parameters. The practical usefulness of our contribution is demonstrated on an application of the resulting algorithm to real data from the European Tracer Experiment (ETEX). This research is supported by EEA/Norwegian Financial Mechanism under project MSMT-28477/2014 Source-Term Determination of Radionuclide Releases by Inverse Atmospheric Dispersion Modelling (STRADI).

An Empirical State Error Covariance Matrix for Batch State Estimation

Science.gov (United States)

Frisbee, Joseph H., Jr.

2011-01-01

State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. Consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. It then follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully account for the error in the state estimate. By way of a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm, it is possible to arrive at an appropriate, and formally correct, empirical state error covariance matrix. The first specific step of the method is to use the average form of the weighted measurement residual variance performance index rather than its usual total weighted residual form. Next it is helpful to interpret the solution to the normal equations as the average of a collection of sample vectors drawn from a hypothetical parent population. From here, using a standard statistical analysis approach, it directly follows as to how to determine the standard empirical state error covariance matrix. This matrix will contain the total uncertainty in the

A cautionary note on generalized linear models for covariance of unbalanced longitudinal data

KAUST Repository

Huang, Jianhua Z.

2012-03-01

Missing data in longitudinal studies can create enormous challenges in data analysis when coupled with the positive-definiteness constraint on a covariance matrix. For complete balanced data, the Cholesky decomposition of a covariance matrix makes it possible to remove the positive-definiteness constraint and use a generalized linear model setup to jointly model the mean and covariance using covariates (Pourahmadi, 2000). However, this approach may not be directly applicable when the longitudinal data are unbalanced, as coherent regression models for the dependence across all times and subjects may not exist. Within the existing generalized linear model framework, we show how to overcome this and other challenges by embedding the covariance matrix of the observed data for each subject in a larger covariance matrix and employing the familiar EM algorithm to compute the maximum likelihood estimates of the parameters and their standard errors. We illustrate and assess the methodology using real data sets and simulations. © 2011 Elsevier B.V.

Multivariate analysis of covariates of adherence among HIV-positive mothers with low viral suppression.

Science.gov (United States)

Nsubuga-Nyombi, Tamara; Sensalire, Simon; Karamagi, Esther; Aloyo, Judith; Byabagambi, John; Rahimzai, Mirwais; Nabitaka, Linda Kisaakye; Calnan, Jacqueline

2018-03-31

As part of efforts to improve the prevention of mother-to-child transmission in Northern Uganda, we explored reasons for poor viral suppression among 122 pregnant and lactating women who were in care, received viral load tests, but had not achieved viral suppression and had more than 1000 copies/mL. Understanding the patient factors associated with low viral suppression was of interest to the Ministry of Health to guide the development of tools and interventions to achieve viral suppression for pregnant and lactating women newly initiating on ART as well as those on ART with unsuppressed viral load. A facility-based cross-sectional and mixed methods study design was used, with retrospective medical record review. We assessed 122 HIV-positive mothers with known low viral suppression across 31 health facilities in Northern Uganda. Adjusted odds ratios were used to determine the covariates of adherence among HIV positive mothers using logistic regression. A study among health care providers shed further light on predictors of low viral suppression and a history of low early retention. This study was part of a larger national evaluation of the performance of integrated care services for mothers. Adherence defined as taking antiretroviral medications correctly everyday was low at 67.2%. The covariates of low adherence are: taking other medications in addition to ART, missed appointments in the past 6 months, experienced violence in the past 6 months, and faces obstacles to treatment. Mothers who were experiencing each of these covariates were less likely to adhere to treatment. These covariates were triangulated with perspectives of health providers as covariates of low adherence and included: long distances to health facility, missed appointments, running out of pills, sharing antiretroviral drugs, violence, and social lifestyles such as multiple sexual partners coupled with non-disclosure to partners. Inadequate counseling, stigma, and lack of client identity are

TRANSPOSABLE REGULARIZED COVARIANCE MODELS WITH AN APPLICATION TO MISSING DATA IMPUTATION.

Science.gov (United States)

Allen, Genevera I; Tibshirani, Robert

2010-06-01

Missing data estimation is an important challenge with high-dimensional data arranged in the form of a matrix. Typically this data matrix is transposable , meaning that either the rows, columns or both can be treated as features. To model transposable data, we present a modification of the matrix-variate normal, the mean-restricted matrix-variate normal , in which the rows and columns each have a separate mean vector and covariance matrix. By placing additive penalties on the inverse covariance matrices of the rows and columns, these so called transposable regularized covariance models allow for maximum likelihood estimation of the mean and non-singular covariance matrices. Using these models, we formulate EM-type algorithms for missing data imputation in both the multivariate and transposable frameworks. We present theoretical results exploiting the structure of our transposable models that allow these models and imputation methods to be applied to high-dimensional data. Simulations and results on microarray data and the Netflix data show that these imputation techniques often outperform existing methods and offer a greater degree of flexibility.

Multivariate genetic analysis of brain structure in an extended twin design

DEFF Research Database (Denmark)

Posthuma, D; de Geus, E.J.; Neale, M.C.

2000-01-01

quantitative scale and thus can be assessed in affected and unaffected individuals. Continuous measures increase the statistical power to detect genetic effects (Neale et al., 1994), and allow studies to be designed to collect data from informative subjects such as extreme concordant or discordant pairs....... Intermediate phenotypes for discrete traits, such as psychiatric disorders, can be neurotransmitter levels, brain function, or structure. In this paper we conduct a multivariate analysis of data from 111 twin pairs and 34 additional siblings on cerebellar volume, intracranial space, and body height....... The analysis is carried out on the raw data and specifies a model for the mean and the covariance structure. Results suggest that cerebellar volume and intracranial space vary with age and sex. Brain volumes tend to decrease slightly with age, and males generally have a larger brain volume than females...

Treating Sample Covariances for Use in Strongly Coupled Atmosphere-Ocean Data Assimilation

Science.gov (United States)

Smith, Polly J.; Lawless, Amos S.; Nichols, Nancy K.

2018-01-01

Strongly coupled data assimilation requires cross-domain forecast error covariances; information from ensembles can be used, but limited sampling means that ensemble derived error covariances are routinely rank deficient and/or ill-conditioned and marred by noise. Thus, they require modification before they can be incorporated into a standard assimilation framework. Here we compare methods for improving the rank and conditioning of multivariate sample error covariance matrices for coupled atmosphere-ocean data assimilation. The first method, reconditioning, alters the matrix eigenvalues directly; this preserves the correlation structures but does not remove sampling noise. We show that it is better to recondition the correlation matrix rather than the covariance matrix as this prevents small but dynamically important modes from being lost. The second method, model state-space localization via the Schur product, effectively removes sample noise but can dampen small cross-correlation signals. A combination that exploits the merits of each is found to offer an effective alternative.

Hamiltonian approach to GR - Part 1: covariant theory of classical gravity

Science.gov (United States)

Cremaschini, Claudio; Tessarotto, Massimo

2017-05-01

A challenging issue in General Relativity concerns the determination of the manifestly covariant continuum Hamiltonian structure underlying the Einstein field equations and the related formulation of the corresponding covariant Hamilton-Jacobi theory. The task is achieved by adopting a synchronous variational principle requiring distinction between the prescribed deterministic metric tensor \\widehat{g}(r)≡ { \\widehat{g}_{μ ν }(r)} solution of the Einstein field equations which determines the geometry of the background space-time and suitable variational fields x≡ { g,π } obeying an appropriate set of continuum Hamilton equations, referred to here as GR-Hamilton equations. It is shown that a prerequisite for reaching such a goal is that of casting the same equations in evolutionary form by means of a Lagrangian parametrization for a suitably reduced canonical state. As a result, the corresponding Hamilton-Jacobi theory is established in manifestly covariant form. Physical implications of the theory are discussed. These include the investigation of the structural stability of the GR-Hamilton equations with respect to vacuum solutions of the Einstein equations, assuming that wave-like perturbations are governed by the canonical evolution equations.

Hamiltonian approach to GR. Pt. 1. Covariant theory of classical gravity

Energy Technology Data Exchange (ETDEWEB)

Cremaschini, Claudio [Silesian University in Opava, Faculty of Philosophy and Science, Institute of Physics and Research Center for Theoretical Physics and Astrophysics, Opava (Czech Republic); Tessarotto, Massimo [University of Trieste, Department of Mathematics and Geosciences, Trieste (Italy); Silesian University in Opava, Faculty of Philosophy and Science, Institute of Physics, Opava (Czech Republic)

2017-05-15

A challenging issue in General Relativity concerns the determination of the manifestly covariant continuum Hamiltonian structure underlying the Einstein field equations and the related formulation of the corresponding covariant Hamilton-Jacobi theory. The task is achieved by adopting a synchronous variational principle requiring distinction between the prescribed deterministic metric tensor g(r) ≡ {g_μ_ν(r)} solution of the Einstein field equations which determines the geometry of the background space-time and suitable variational fields x ≡ {g,π} obeying an appropriate set of continuum Hamilton equations, referred to here as GR-Hamilton equations. It is shown that a prerequisite for reaching such a goal is that of casting the same equations in evolutionary form by means of a Lagrangian parametrization for a suitably reduced canonical state. As a result, the corresponding Hamilton-Jacobi theory is established in manifestly covariant form. Physical implications of the theory are discussed. These include the investigation of the structural stability of the GR-Hamilton equations with respect to vacuum solutions of the Einstein equations, assuming that wave-like perturbations are governed by the canonical evolution equations. (orig.)

Covariance descriptor fusion for target detection

Science.gov (United States)

Cukur, Huseyin; Binol, Hamidullah; Bal, Abdullah; Yavuz, Fatih

2016-05-01

Target detection is one of the most important topics for military or civilian applications. In order to address such detection tasks, hyperspectral imaging sensors provide useful images data containing both spatial and spectral information. Target detection has various challenging scenarios for hyperspectral images. To overcome these challenges, covariance descriptor presents many advantages. Detection capability of the conventional covariance descriptor technique can be improved by fusion methods. In this paper, hyperspectral bands are clustered according to inter-bands correlation. Target detection is then realized by fusion of covariance descriptor results based on the band clusters. The proposed combination technique is denoted Covariance Descriptor Fusion (CDF). The efficiency of the CDF is evaluated by applying to hyperspectral imagery to detect man-made objects. The obtained results show that the CDF presents better performance than the conventional covariance descriptor.

Statistical mechanics of learning orthogonal signals for general covariance models

International Nuclear Information System (INIS)

Hoyle, David C

2010-01-01

Statistical mechanics techniques have proved to be useful tools in quantifying the accuracy with which signal vectors are extracted from experimental data. However, analysis has previously been limited to specific model forms for the population covariance C, which may be inappropriate for real world data sets. In this paper we obtain new statistical mechanical results for a general population covariance matrix C. For data sets consisting of p sample points in R N we use the replica method to study the accuracy of orthogonal signal vectors estimated from the sample data. In the asymptotic limit of N,p→∞ at fixed α = p/N, we derive analytical results for the signal direction learning curves. In the asymptotic limit the learning curves follow a single universal form, each displaying a retarded learning transition. An explicit formula for the location of the retarded learning transition is obtained and we find marked variation in the location of the retarded learning transition dependent on the distribution of population covariance eigenvalues. The results of the replica analysis are confirmed against simulation

Covariant canonical quantization of fields and Bohmian mechanics

International Nuclear Information System (INIS)

Nikolic, H.

2005-01-01

We propose a manifestly covariant canonical method of field quantization based on the classical De Donder-Weyl covariant canonical formulation of field theory. Owing to covariance, the space and time arguments of fields are treated on an equal footing. To achieve both covariance and consistency with standard non-covariant canonical quantization of fields in Minkowski spacetime, it is necessary to adopt a covariant Bohmian formulation of quantum field theory. A preferred foliation of spacetime emerges dynamically owing to a purely quantum effect. The application to a simple time-reparametrization invariant system and quantum gravity is discussed and compared with the conventional non-covariant Wheeler-DeWitt approach. (orig.)

Non-Critical Covariant Superstrings

CERN Document Server

Grassi, P A

2005-01-01

We construct a covariant description of non-critical superstrings in even dimensions. We construct explicitly supersymmetric hybrid type variables in a linear dilaton background, and study an underlying N=2 twisted superconformal algebra structure. We find similarities between non-critical superstrings in 2n+2 dimensions and critical superstrings compactified on CY_(4-n) manifolds. We study the spectrum of the non-critical strings, and in particular the Ramond-Ramond massless fields. We use the supersymmetric variables to construct the non-critical superstrings sigma-model action in curved target space backgrounds with coupling to the Ramond-Ramond fields. We consider as an example non-critical type IIA strings on AdS_2 background with Ramond-Ramond 2-form flux.

Proofs of Contracted Length Non-covariance

International Nuclear Information System (INIS)

Strel'tsov, V.N.

1994-01-01

Different proofs of contracted length non covariance are discussed. The way based on the establishment of interval inconstancy (dependence on velocity) seems to be the most convincing one. It is stressed that the known non covariance of the electromagnetic field energy and momentum of a moving charge ('the problem 4/3') is a direct consequence of contracted length non covariance. 8 refs

Decomposing variation in male reproductive success: age-specific variances and covariances through extra-pair and within-pair reproduction.

Science.gov (United States)

Lebigre, Christophe; Arcese, Peter; Reid, Jane M

2013-07-01

Age-specific variances and covariances in reproductive success shape the total variance in lifetime reproductive success (LRS), age-specific opportunities for selection, and population demographic variance and effective size. Age-specific (co)variances in reproductive success achieved through different reproductive routes must therefore be quantified to predict population, phenotypic and evolutionary dynamics in age-structured populations. While numerous studies have quantified age-specific variation in mean reproductive success, age-specific variances and covariances in reproductive success, and the contributions of different reproductive routes to these (co)variances, have not been comprehensively quantified in natural populations. We applied 'additive' and 'independent' methods of variance decomposition to complete data describing apparent (social) and realised (genetic) age-specific reproductive success across 11 cohorts of socially monogamous but genetically polygynandrous song sparrows (Melospiza melodia). We thereby quantified age-specific (co)variances in male within-pair and extra-pair reproductive success (WPRS and EPRS) and the contributions of these (co)variances to the total variances in age-specific reproductive success and LRS. 'Additive' decomposition showed that within-age and among-age (co)variances in WPRS across males aged 2-4 years contributed most to the total variance in LRS. Age-specific (co)variances in EPRS contributed relatively little. However, extra-pair reproduction altered age-specific variances in reproductive success relative to the social mating system, and hence altered the relative contributions of age-specific reproductive success to the total variance in LRS. 'Independent' decomposition showed that the (co)variances in age-specific WPRS, EPRS and total reproductive success, and the resulting opportunities for selection, varied substantially across males that survived to each age. Furthermore, extra-pair reproduction increased

Business strategy and financial structure: an empirical analysis of acute care hospitals.

Science.gov (United States)

Ginn, G O; Young, G J; Beekun, R I

1995-01-01

This study investigated the relationship between business strategy and financial structure in the U.S. hospital industry. We studied two dimensions of financial structure--liquidity and leverage. Liquidity was assessed by the acid ratio, and leverage was assessed using the equity funding ratio. Drawing from managerial, finance, and resource dependence perspectives, we developed and tested hypotheses about the relationship between Miles and Snow strategy types and financial structure. Relevant contextual financial and organizational variables were controlled for statistically through the Multivariate Analysis of Covariance technique. The relationship between business strategy and financial structure was found to be significant. Among the Miles and Snow strategy types, defenders were found to have relatively high liquidity and low leverage. Prospectors typically had low liquidity and high leverage. Implications for financial planning, competitive assessment, and reimbursement policy are discussed.

Sensitivity analysis for missing dichotomous outcome data in multi-visit randomized clinical trial with randomization-based covariance adjustment.

Science.gov (United States)

Li, Siying; Koch, Gary G; Preisser, John S; Lam, Diana; Sanchez-Kam, Matilde

2017-01-01

Dichotomous endpoints in clinical trials have only two possible outcomes, either directly or via categorization of an ordinal or continuous observation. It is common to have missing data for one or more visits during a multi-visit study. This paper presents a closed form method for sensitivity analysis of a randomized multi-visit clinical trial that possibly has missing not at random (MNAR) dichotomous data. Counts of missing data are redistributed to the favorable and unfavorable outcomes mathematically to address possibly informative missing data. Adjusted proportion estimates and their closed form covariance matrix estimates are provided. Treatment comparisons over time are addressed with Mantel-Haenszel adjustment for a stratification factor and/or randomization-based adjustment for baseline covariables. The application of such sensitivity analyses is illustrated with an example. An appendix outlines an extension of the methodology to ordinal endpoints.

Genome-Wide Scan for Adaptive Divergence and Association with Population-Specific Covariates.

Science.gov (United States)

Gautier, Mathieu

2015-12-01

In population genomics studies, accounting for the neutral covariance structure across population allele frequencies is critical to improve the robustness of genome-wide scan approaches. Elaborating on the BayEnv model, this study investigates several modeling extensions (i) to improve the estimation accuracy of the population covariance matrix and all the related measures, (ii) to identify significantly overly differentiated SNPs based on a calibration procedure of the XtX statistics, and (iii) to consider alternative covariate models for analyses of association with population-specific covariables. In particular, the auxiliary variable model allows one to deal with multiple testing issues and, providing the relative marker positions are available, to capture some linkage disequilibrium information. A comprehensive simulation study was carried out to evaluate the performances of these different models. Also, when compared in terms of power, robustness, and computational efficiency to five other state-of-the-art genome-scan methods (BayEnv2, BayScEnv, BayScan, flk, and lfmm), the proposed approaches proved highly effective. For illustration purposes, genotyping data on 18 French cattle breeds were analyzed, leading to the identification of 13 strong signatures of selection. Among these, four (surrounding the KITLG, KIT, EDN3, and ALB genes) contained SNPs strongly associated with the piebald coloration pattern while a fifth (surrounding PLAG1) could be associated to morphological differences across the populations. Finally, analysis of Pool-Seq data from 12 populations of Littorina saxatilis living in two different ecotypes illustrates how the proposed framework might help in addressing relevant ecological issues in nonmodel species. Overall, the proposed methods define a robust Bayesian framework to characterize adaptive genetic differentiation across populations. The BayPass program implementing the different models is available at http://www1.montpellier

Some Algorithms for the Conditional Mean Vector and Covariance Matrix

Directory of Open Access Journals (Sweden)

John F. Monahan

2006-08-01

Full Text Available We consider here the problem of computing the mean vector and covariance matrix for a conditional normal distribution, considering especially a sequence of problems where the conditioning variables are changing. The sweep operator provides one simple general approach that is easy to implement and update. A second, more goal-oriented general method avoids explicit computation of the vector and matrix, while enabling easy evaluation of the conditional density for likelihood computation or easy generation from the conditional distribution. The covariance structure that arises from the special case of an ARMA(p, q time series can be exploited for substantial improvements in computational efficiency.

Covariance Evaluation Methodology for Neutron Cross Sections

Energy Technology Data Exchange (ETDEWEB)

Herman,M.; Arcilla, R.; Mattoon, C.M.; Mughabghab, S.F.; Oblozinsky, P.; Pigni, M.; Pritychenko, b.; Songzoni, A.A.

2008-09-01

We present the NNDC-BNL methodology for estimating neutron cross section covariances in thermal, resolved resonance, unresolved resonance and fast neutron regions. The three key elements of the methodology are Atlas of Neutron Resonances, nuclear reaction code EMPIRE, and the Bayesian code implementing Kalman filter concept. The covariance data processing, visualization and distribution capabilities are integral components of the NNDC methodology. We illustrate its application on examples including relatively detailed evaluation of covariances for two individual nuclei and massive production of simple covariance estimates for 307 materials. Certain peculiarities regarding evaluation of covariances for resolved resonances and the consistency between resonance parameter uncertainties and thermal cross section uncertainties are also discussed.

Covariance matrices of experimental data

International Nuclear Information System (INIS)

Perey, F.G.

1978-01-01

A complete statement of the uncertainties in data is given by its covariance matrix. It is shown how the covariance matrix of data can be generated using the information available to obtain their standard deviations. Determination of resonance energies by the time-of-flight method is used as an example. The procedure for combining data when the covariance matrix is non-diagonal is given. The method is illustrated by means of examples taken from the recent literature to obtain an estimate of the energy of the first resonance in carbon and for five resonances of 238 U

Dissecting high-dimensional phenotypes with bayesian sparse factor analysis of genetic covariance matrices.

Science.gov (United States)

Runcie, Daniel E; Mukherjee, Sayan

2013-07-01

Quantitative genetic studies that model complex, multivariate phenotypes are important for both evolutionary prediction and artificial selection. For example, changes in gene expression can provide insight into developmental and physiological mechanisms that link genotype and phenotype. However, classical analytical techniques are poorly suited to quantitative genetic studies of gene expression where the number of traits assayed per individual can reach many thousand. Here, we derive a Bayesian genetic sparse factor model for estimating the genetic covariance matrix (G-matrix) of high-dimensional traits, such as gene expression, in a mixed-effects model. The key idea of our model is that we need consider only G-matrices that are biologically plausible. An organism's entire phenotype is the result of processes that are modular and have limited complexity. This implies that the G-matrix will be highly structured. In particular, we assume that a limited number of intermediate traits (or factors, e.g., variations in development or physiology) control the variation in the high-dimensional phenotype, and that each of these intermediate traits is sparse - affecting only a few observed traits. The advantages of this approach are twofold. First, sparse factors are interpretable and provide biological insight into mechanisms underlying the genetic architecture. Second, enforcing sparsity helps prevent sampling errors from swamping out the true signal in high-dimensional data. We demonstrate the advantages of our model on simulated data and in an analysis of a published Drosophila melanogaster gene expression data set.

New perspective in covariance evaluation for nuclear data

International Nuclear Information System (INIS)

Kanda, Y.

1992-01-01

Methods of nuclear data evaluation have been highly developed during the past decade, especially after introducing the concept of covariance. This makes it utmost important how to evaluate covariance matrices for nuclear data. It can be said that covariance evaluation is just the nuclear data evaluation, because the covariance matrix has quantitatively decisive function in current evaluation methods. The covariance primarily represents experimental uncertainties. However, correlation of individual uncertainties between different data must be taken into account and it can not be conducted without detailed physical considerations on experimental conditions. This procedure depends on the evaluator and the estimated covariance does also. The mathematical properties of the covariance have been intensively discussed. Their physical properties should be studied to apply it to the nuclear data evaluation, and then, in this report, are reviewed to give the base for further development of the covariance application. (orig.)

Co-movements among financial stocks and covariance matrix analysis

OpenAIRE

Sharifi, Saba

2003-01-01

The major theories of finance leading into the main body of this research are discussed and our experiments on studying the risk and co-movements among stocks are presented. This study leads to the application of Random Matrix Theory (RMT) The idea of this theory refers to the importance of the empirically measured correlation (or covariance) matrix, C, in finance and particularly in the theory of optimal portfolios However, this matrix has recently come into question, as a large part of ...

Analysis of covariance with pre-treatment measurements in randomized trials: comparison of equal and unequal slopes.

Science.gov (United States)

Funatogawa, Ikuko; Funatogawa, Takashi

2011-09-01

In randomized trials, an analysis of covariance (ANCOVA) is often used to analyze post-treatment measurements with pre-treatment measurements as a covariate to compare two treatment groups. Random allocation guarantees only equal variances of pre-treatment measurements. We hence consider data with unequal covariances and variances of post-treatment measurements without assuming normality. Recently, we showed that the actual type I error rate of the usual ANCOVA assuming equal slopes and equal residual variances is asymptotically at a nominal level under equal sample sizes, and that of the ANCOVA with unequal variances is asymptotically at a nominal level, even under unequal sample sizes. In this paper, we investigated the asymptotic properties of the ANCOVA with unequal slopes for such data. The estimators of the treatment effect at the observed mean are identical between equal and unequal variance assumptions, and these are asymptotically normal estimators for the treatment effect at the true mean. However, the variances of these estimators based on standard formulas are biased, and the actual type I error rates are not at a nominal level, irrespective of variance assumptions. In equal sample sizes, the efficiency of the usual ANCOVA assuming equal slopes and equal variances is asymptotically the same as those of the ANCOVA with unequal slopes and higher than that of the ANCOVA with equal slopes and unequal variances. Therefore, the use of the usual ANCOVA is appropriate in equal sample sizes. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

A bias correction for covariance estimators to improve inference with generalized estimating equations that use an unstructured correlation matrix.

Science.gov (United States)

Westgate, Philip M

2013-07-20

Generalized estimating equations (GEEs) are routinely used for the marginal analysis of correlated data. The efficiency of GEE depends on how closely the working covariance structure resembles the true structure, and therefore accurate modeling of the working correlation of the data is important. A popular approach is the use of an unstructured working correlation matrix, as it is not as restrictive as simpler structures such as exchangeable and AR-1 and thus can theoretically improve efficiency. However, because of the potential for having to estimate a large number of correlation parameters, variances of regression parameter estimates can be larger than theoretically expected when utilizing the unstructured working correlation matrix. Therefore, standard error estimates can be negatively biased. To account for this additional finite-sample variability, we derive a bias correction that can be applied to typical estimators of the covariance matrix of parameter estimates. Via simulation and in application to a longitudinal study, we show that our proposed correction improves standard error estimation and statistical inference. Copyright © 2012 John Wiley & Sons, Ltd.

Covariant perturbations of Schwarzschild black holes

International Nuclear Information System (INIS)

Clarkson, Chris A; Barrett, Richard K

2003-01-01

We present a new covariant and gauge-invariant perturbation formalism for dealing with spacetimes having spherical symmetry (or some preferred spatial direction) in the background, and apply it to the case of gravitational wave propagation in a Schwarzschild black-hole spacetime. The 1 + 3 covariant approach is extended to a '1 + 1 + 2 covariant sheet' formalism by introducing a radial unit vector in addition to the timelike congruence, and decomposing all covariant quantities with respect to this. The background Schwarzschild solution is discussed and a covariant characterization is given. We give the full first-order system of linearized 1 + 1 + 2 covariant equations, and we show how, by introducing (time and spherical) harmonic functions, these may be reduced to a system of first-order ordinary differential equations and algebraic constraints for the 1 + 1 + 2 variables which may be solved straightforwardly. We show how both odd- and even-parity perturbations may be unified by the discovery of a covariant, frame- and gauge-invariant, transverse-traceless tensor describing gravitational waves, which satisfies a covariant wave equation equivalent to the Regge-Wheeler equation for both even- and odd-parity perturbations. We show how the Zerilli equation may be derived from this tensor, and derive a similar transverse-traceless tensor equation equivalent to this equation. The so-called special quasinormal modes with purely imaginary frequency emerge naturally. The significance of the degrees of freedom in the choice of the two frame vectors is discussed, and we demonstrate that, for a certain frame choice, the underlying dynamics is governed purely by the Regge-Wheeler tensor. The two transverse-traceless Weyl tensors which carry the curvature of gravitational waves are discussed, and we give the closed system of four first-order ordinary differential equations describing their propagation. Finally, we consider the extension of this work to the study of

Multi-Group Covariance Data Generation from Continuous-Energy Monte Carlo Transport Calculations

International Nuclear Information System (INIS)

Lee, Dong Hyuk; Shim, Hyung Jin

2015-01-01

The sensitivity and uncertainty (S/U) methodology in deterministic tools has been utilized for quantifying uncertainties of nuclear design parameters induced by those of nuclear data. The S/U analyses which are based on multi-group cross sections can be conducted by an simple error propagation formula with the sensitivities of nuclear design parameters to multi-group cross sections and the covariance of multi-group cross section. The multi-group covariance data required for S/U analysis have been produced by nuclear data processing codes such as ERRORJ or PUFF from the covariance data in evaluated nuclear data files. However in the existing nuclear data processing codes, an asymptotic neutron flux energy spectrum, not the exact one, has been applied to the multi-group covariance generation since the flux spectrum is unknown before the neutron transport calculation. It can cause an inconsistency between the sensitivity profiles and the covariance data of multi-group cross section especially in resolved resonance energy region, because the sensitivities we usually use are resonance self-shielded while the multi-group cross sections produced from an asymptotic flux spectrum are infinitely-diluted. In order to calculate the multi-group covariance estimation in the ongoing MC simulation, mathematical derivations for converting the double integration equation into a single one by utilizing sampling method have been introduced along with the procedure of multi-group covariance tally

Linear Regression with a Randomly Censored Covariate: Application to an Alzheimer's Study.

Science.gov (United States)

Atem, Folefac D; Qian, Jing; Maye, Jacqueline E; Johnson, Keith A; Betensky, Rebecca A

2017-01-01

The association between maternal age of onset of dementia and amyloid deposition (measured by in vivo positron emission tomography (PET) imaging) in cognitively normal older offspring is of interest. In a regression model for amyloid, special methods are required due to the random right censoring of the covariate of maternal age of onset of dementia. Prior literature has proposed methods to address the problem of censoring due to assay limit of detection, but not random censoring. We propose imputation methods and a survival regression method that do not require parametric assumptions about the distribution of the censored covariate. Existing imputation methods address missing covariates, but not right censored covariates. In simulation studies, we compare these methods to the simple, but inefficient complete case analysis, and to thresholding approaches. We apply the methods to the Alzheimer's study.

Repairable system analysis in presence of covariates and random effects

International Nuclear Information System (INIS)

Giorgio, M.; Guida, M.; Pulcini, G.

2014-01-01

This paper aims to model the failure pattern of repairable systems in presence of explained and unexplained heterogeneity. The failure pattern of each system is described by a Power Law Process. Part of the heterogeneity among the patterns is explained through the use of a covariate, and the residual unexplained heterogeneity (random effects) is modeled via a joint probability distribution on the PLP parameters. The proposed approach is applied to a real set of failure time data of powertrain systems mounted on 33 buses employed in urban and suburban routes. Moreover, the joint probability distribution on the PLP parameters estimated from the data is used as an informative prior to make Bayesian inference on the future failure process of a generic system belonging to the same population and employed in an urban or suburban route under randomly chosen working conditions. - Highlights: • We describe the failure process of buses powertrain system subject to heterogeneity. • Heterogeneity due to different service types is explained by a covariate. • Random effect is modeled through a joint pdf on failure process parameters. • The powertrain reliability under new future operating conditions is estimated

Covariation in Natural Causal Induction.

Science.gov (United States)

Cheng, Patricia W.; Novick, Laura R.

1991-01-01

Biases and models usually offered by cognitive and social psychology and by philosophy to explain causal induction are evaluated with respect to focal sets (contextually determined sets of events over which covariation is computed). A probabilistic contrast model is proposed as underlying covariation computation in natural causal induction. (SLD)

Synthesis of linear regression coefficients by recovering the within-study covariance matrix from summary statistics.

Science.gov (United States)

Yoneoka, Daisuke; Henmi, Masayuki

2017-06-01

Recently, the number of regression models has dramatically increased in several academic fields. However, within the context of meta-analysis, synthesis methods for such models have not been developed in a commensurate trend. One of the difficulties hindering the development is the disparity in sets of covariates among literature models. If the sets of covariates differ across models, interpretation of coefficients will differ, thereby making it difficult to synthesize them. Moreover, previous synthesis methods for regression models, such as multivariate meta-analysis, often have problems because covariance matrix of coefficients (i.e. within-study correlations) or individual patient data are not necessarily available. This study, therefore, proposes a brief explanation regarding a method to synthesize linear regression models under different covariate sets by using a generalized least squares method involving bias correction terms. Especially, we also propose an approach to recover (at most) threecorrelations of covariates, which is required for the calculation of the bias term without individual patient data. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Hopf-algebraic renormalization of QED in the linear covariant gauge

Energy Technology Data Exchange (ETDEWEB)

Kißler, Henry, E-mail: kissler@physik.hu-berlin.de

2016-09-15

In the context of massless quantum electrodynamics (QED) with a linear covariant gauge fixing, the connection between the counterterm and the Hopf-algebraic approach to renormalization is examined. The coproduct formula of Green’s functions contains two invariant charges, which give rise to different renormalization group functions. All formulas are tested by explicit computations to third loop order. The possibility of a finite electron self-energy by fixing a generalized linear covariant gauge is discussed. An analysis of subdivergences leads to the conclusion that such a gauge only exists in quenched QED.

Quantum corrections for the cubic Galileon in the covariant language

Energy Technology Data Exchange (ETDEWEB)

Saltas, Ippocratis D. [Institute of Astrophysics and Space Sciences, Faculty of Sciences, Campo Grande, PT1749-016 Lisboa (Portugal); Vitagliano, Vincenzo, E-mail: isaltas@fc.ul.pt, E-mail: vincenzo.vitagliano@ist.utl.pt [Multidisciplinary Center for Astrophysics and Department of Physics, Instituto Superior Técnico, University of Lisbon, Av. Rovisco Pais 1, 1049-001 Lisboa (Portugal)

2017-05-01

We present for the first time an explicit exposition of quantum corrections within the cubic Galileon theory including the effect of quantum gravity, in a background- and gauge-invariant manner, employing the field-reparametrisation approach of the covariant effective action at 1-loop. We show that the consideration of gravitational effects in combination with the non-linear derivative structure of the theory reveals new interactions at the perturbative level, which manifest themselves as higher-operators in the associated effective action, which' relevance is controlled by appropriate ratios of the cosmological vacuum and the Galileon mass scale. The significance and concept of the covariant approach in this context is discussed, while all calculations are explicitly presented.

Modifications of Sp(2) covariant superfield quantization

Energy Technology Data Exchange (ETDEWEB)

Gitman, D.M.; Moshin, P.Yu

2003-12-04

We propose a modification of the Sp(2) covariant superfield quantization to realize a superalgebra of generating operators isomorphic to the massless limit of the corresponding superalgebra of the osp(1,2) covariant formalism. The modified scheme ensures the compatibility of the superalgebra of generating operators with extended BRST symmetry without imposing restrictions eliminating superfield components from the quantum action. The formalism coincides with the Sp(2) covariant superfield scheme and with the massless limit of the osp(1,2) covariant quantization in particular cases of gauge-fixing and solutions of the quantum master equations.

Covariant quantizations in plane and curved spaces

International Nuclear Information System (INIS)

Assirati, J.L.M.; Gitman, D.M.

2017-01-01

We present covariant quantization rules for nonsingular finite-dimensional classical theories with flat and curved configuration spaces. In the beginning, we construct a family of covariant quantizations in flat spaces and Cartesian coordinates. This family is parametrized by a function ω(θ), θ element of (1,0), which describes an ambiguity of the quantization. We generalize this construction presenting covariant quantizations of theories with flat configuration spaces but already with arbitrary curvilinear coordinates. Then we construct a so-called minimal family of covariant quantizations for theories with curved configuration spaces. This family of quantizations is parametrized by the same function ω(θ). Finally, we describe a more wide family of covariant quantizations in curved spaces. This family is already parametrized by two functions, the previous one ω(θ) and by an additional function Θ(x,ξ). The above mentioned minimal family is a part at Θ = 1 of the wide family of quantizations. We study constructed quantizations in detail, proving their consistency and covariance. As a physical application, we consider a quantization of a non-relativistic particle moving in a curved space, discussing the problem of a quantum potential. Applying the covariant quantizations in flat spaces to an old problem of constructing quantum Hamiltonian in polar coordinates, we directly obtain a correct result. (orig.)

Covariant quantizations in plane and curved spaces

Energy Technology Data Exchange (ETDEWEB)

Assirati, J.L.M. [University of Sao Paulo, Institute of Physics, Sao Paulo (Brazil); Gitman, D.M. [Tomsk State University, Department of Physics, Tomsk (Russian Federation); P.N. Lebedev Physical Institute, Moscow (Russian Federation); University of Sao Paulo, Institute of Physics, Sao Paulo (Brazil)

2017-07-15

We present covariant quantization rules for nonsingular finite-dimensional classical theories with flat and curved configuration spaces. In the beginning, we construct a family of covariant quantizations in flat spaces and Cartesian coordinates. This family is parametrized by a function ω(θ), θ element of (1,0), which describes an ambiguity of the quantization. We generalize this construction presenting covariant quantizations of theories with flat configuration spaces but already with arbitrary curvilinear coordinates. Then we construct a so-called minimal family of covariant quantizations for theories with curved configuration spaces. This family of quantizations is parametrized by the same function ω(θ). Finally, we describe a more wide family of covariant quantizations in curved spaces. This family is already parametrized by two functions, the previous one ω(θ) and by an additional function Θ(x,ξ). The above mentioned minimal family is a part at Θ = 1 of the wide family of quantizations. We study constructed quantizations in detail, proving their consistency and covariance. As a physical application, we consider a quantization of a non-relativistic particle moving in a curved space, discussing the problem of a quantum potential. Applying the covariant quantizations in flat spaces to an old problem of constructing quantum Hamiltonian in polar coordinates, we directly obtain a correct result. (orig.)

Construction of covariance matrix for experimental data

International Nuclear Information System (INIS)

Liu Tingjin; Zhang Jianhua

1992-01-01

For evaluators and experimenters, the information is complete only in the case when the covariance matrix is given. The covariance matrix of the indirectly measured data has been constructed and discussed. As an example, the covariance matrix of 23 Na(n, 2n) cross section is constructed. A reasonable result is obtained

A method to construct covariance files in ENDF/B format for criticality safety applications

International Nuclear Information System (INIS)

Naberejnev, D.G.; Smith, D.L.

1999-01-01

Argonne National Laboratory is providing support for a criticality safety analysis project that is being performed at Oak Ridge National Laboratory. The ANL role is to provide the covariance information needed by ORNL for this project. The ENDF/B-V evaluation is being used for this particular criticality analysis. In this evaluation, covariance information for several isotopes or elements of interest to this analysis is either not given or needs to be reconsidered. For some required materials, covariance information does not exist in ENDF/B-V: 233 U, 236 U, Zr, Mg, Gd, and Hf. For others, existing covariance information may need to be re-examined in light of the newer ENDF/B-V evaluation and recent experimental data. In this category are the following materials: 235 U, 238 U, 239 Pu, 240 Pu, 241 Pu, Fe, H, C, N, O, Al, Si, and B. A reasonable estimation of the fractional errors for various evaluated neutron cross sections from ENDF/B-V can be based on the comparisons between the major more recent evaluations including ENDF/B-VI, JENDL3.2, BROND2.2, and JEF2.2, as well as a careful examination of experimental data. A reasonable method to construct correlation matrices is proposed here. Coupling both of these considerations suggests a method to construct covariances files in ENDF/B format that can be used to express uncertainties for specific ENDF/B-V cross sections

Development of covariance date for fast reactor cores. 3

International Nuclear Information System (INIS)

Shibata, Keiichi; Hasegawa, Akira

1999-03-01

Covariances have been estimated for nuclear data contained in JENDL-3.2. As for Cr and Ni, the physical quantities for which covariances are deduced are cross sections and the first order Legendre-polynomial coefficient for the angular distribution of elastically scattered neutrons. The covariances were estimated by using the same methodology that had been used in the JENDL-3.2 evaluation in order to keep a consistency between mean values and their covariances. In a case where evaluated data were based on experimental data, the covariances were estimated from the same experimental data. For cross section that had been evaluated by nuclear model calculations, the same model was applied to generate the covariances. The covariances obtained were compiled into ENDF-6 format files. The covariances, which had been prepared by the previous fiscal year, were re-examined, and some improvements were performed. Parts of Fe and 235 U covariances were updated. Covariances of nu-p and nu-d for 241 Pu and of fission neutron spectra for 233,235,238 U and 239,240 Pu were newly added to data files. (author)

Empirical comparison of four baseline covariate adjustment methods in analysis of continuous outcomes in randomized controlled trials

Directory of Open Access Journals (Sweden)

Zhang S

2014-07-01

Full Text Available Shiyuan Zhang,1 James Paul,2 Manyat Nantha-Aree,2 Norman Buckley,2 Uswa Shahzad,2 Ji Cheng,2 Justin DeBeer,5 Mitchell Winemaker,5 David Wismer,5 Dinshaw Punthakee,5 Victoria Avram,5 Lehana Thabane1–41Department of Clinical Epidemiology and Biostatistics, 2Department of Anesthesia, McMaster University, Hamilton, ON, Canada; 3Biostatistics Unit/Centre for Evaluation of Medicines, St Joseph's Healthcare - Hamilton, Hamilton, ON, Canada; 4Population Health Research Institute, Hamilton Health Science/McMaster University, 5Department of Surgery, Division of Orthopaedics, McMaster University, Hamilton, ON, CanadaBackground: Although seemingly straightforward, the statistical comparison of a continuous variable in a randomized controlled trial that has both a pre- and posttreatment score presents an interesting challenge for trialists. We present here empirical application of four statistical methods (posttreatment scores with analysis of variance, analysis of covariance, change in scores, and percent change in scores, using data from a randomized controlled trial of postoperative pain in patients following total joint arthroplasty (the Morphine COnsumption in Joint Replacement Patients, With and Without GaBapentin Treatment, a RandomIzed ControlLEd Study [MOBILE] trials.Methods: Analysis of covariance (ANCOVA was used to adjust for baseline measures and to provide an unbiased estimate of the mean group difference of the 1-year postoperative knee flexion scores in knee arthroplasty patients. Robustness tests were done by comparing ANCOVA with three comparative methods: the posttreatment scores, change in scores, and percentage change from baseline.Results: All four methods showed similar direction of effect; however, ANCOVA (-3.9; 95% confidence interval [CI]: -9.5, 1.6; P=0.15 and the posttreatment score (-4.3; 95% CI: -9.8, 1.2; P=0.12 method provided the highest precision of estimate compared with the change score (-3.0; 95% CI: -9.9, 3.8; P=0

Weak lensing of the cosmic microwave background: Power spectrum covariance

International Nuclear Information System (INIS)

Cooray, Asantha

2002-01-01

We discuss the non-Gaussian contribution to the power spectrum covariance of cosmic microwave background (CMB) anisotropies resulting through weak gravitational lensing angular deflections and the correlation of deflections with secondary sources of temperature fluctuations generated by the large scale structure, such as the integrated Sachs-Wolfe effect and the Sunyaev-Zel'dovich effect. This additional contribution to the covariance of binned angular power spectrum, beyond the well known cosmic variance and any associated instrumental noise, results from a trispectrum, or a four point correlation function, in temperature anisotropy data. With substantially wide bins in multipole space, the resulting non-Gaussian contribution from lensing to the binned power spectrum variance is insignificant out to multipoles of a few thousand and is not likely to affect the cosmological parameter estimation with acoustic peaks and the damping tail. The non-Gaussian contribution to covariance, however, should be considered when interpreting binned CMB power spectrum measurements at multipoles of a few thousand corresponding to angular scales of few arcminutes and less

Few group collapsing of covariance matrix data based on a conservation principle

International Nuclear Information System (INIS)

Hiruta, H.; Palmiotti, G.; Salvatores, M.; Arcilla, R. Jr.; Oblozinsky, P.; McKnight, R.D.

2008-01-01

A new algorithm for a rigorous collapsing of covariance data is proposed, derived, implemented, and tested. The method is based on a conservation principle that allows preserving at a broad energy group structure the uncertainty calculated in a fine group energy structure for a specific integral parameter, using as weights the associated sensitivity coefficients

Estimating correlation and covariance matrices by weighting of market similarity

OpenAIRE

Michael C. M\\"unnix; Rudi Sch\\"afer; Oliver Grothe

2010-01-01

We discuss a weighted estimation of correlation and covariance matrices from historical financial data. To this end, we introduce a weighting scheme that accounts for similarity of previous market conditions to the present one. The resulting estimators are less biased and show lower variance than either unweighted or exponentially weighted estimators. The weighting scheme is based on a similarity measure which compares the current correlation structure of the market to the structures at past ...

SIMULATIONS OF WIDE-FIELD WEAK-LENSING SURVEYS. II. COVARIANCE MATRIX OF REAL-SPACE CORRELATION FUNCTIONS

International Nuclear Information System (INIS)

Sato, Masanori; Matsubara, Takahiko; Takada, Masahiro; Hamana, Takashi

2011-01-01

Using 1000 ray-tracing simulations for a Λ-dominated cold dark model in Sato et al., we study the covariance matrix of cosmic shear correlation functions, which is the standard statistics used in previous measurements. The shear correlation function of a particular separation angle is affected by Fourier modes over a wide range of multipoles, even beyond a survey area, which complicates the analysis of the covariance matrix. To overcome such obstacles we first construct Gaussian shear simulations from the 1000 realizations and then use the Gaussian simulations to disentangle the Gaussian covariance contribution to the covariance matrix we measured from the original simulations. We found that an analytical formula of Gaussian covariance overestimates the covariance amplitudes due to an effect of the finite survey area. Furthermore, the clean separation of the Gaussian covariance allows us to examine the non-Gaussian covariance contributions as a function of separation angles and source redshifts. For upcoming surveys with typical source redshifts of z s = 0.6 and 1.0, the non-Gaussian contribution to the diagonal covariance components at 1 arcmin scales is greater than the Gaussian contribution by a factor of 20 and 10, respectively. Predictions based on the halo model qualitatively well reproduce the simulation results, however show a sizable disagreement in the covariance amplitudes. By combining these simulation results we develop a fitting formula to the covariance matrix for a survey with arbitrary area coverage, taking into account effects of the finiteness of survey area on the Gaussian covariance.

The covariant chiral ring

Energy Technology Data Exchange (ETDEWEB)

Bourget, Antoine; Troost, Jan [Laboratoire de Physique Théorique, École Normale Supérieure, 24 rue Lhomond, 75005 Paris (France)

2016-03-23

We construct a covariant generating function for the spectrum of chiral primaries of symmetric orbifold conformal field theories with N=(4,4) supersymmetry in two dimensions. For seed target spaces K3 and T{sup 4}, the generating functions capture the SO(21) and SO(5) representation theoretic content of the chiral ring respectively. Via string dualities, we relate the transformation properties of the chiral ring under these isometries of the moduli space to the Lorentz covariance of perturbative string partition functions in flat space.

GLq(N)-covariant quantum algebras and covariant differential calculus

International Nuclear Information System (INIS)

Isaev, A.P.; Pyatov, P.N.

1992-01-01

GL q (N)-covariant quantum algebras with generators satisfying quadratic polynomial relations are considered. It is that, up to some innessential arbitrariness, there are only two kinds of such quantum algebras, namely, the algebras with q-deformed commutation and q-deformed anticommutation relations. 25 refs

Introduction to covariant formulation of superstring (field) theory

International Nuclear Information System (INIS)

Anon.

1987-01-01

The author discusses covariant formulation of superstring theories based on BRS invariance. New formulation of superstring was constructed by Green and Schwarz in the light-cone gauge first and then a covariant action was discovered. The covariant action has some interesting geometrical interpretation, however, covariant quantizations are difficult to perform because of existence of local supersymmetries. Introducing extra variables into the action, a modified action has been proposed. However, it would be difficult to prescribe constraints to define a physical subspace, or to reproduce the correct physical spectrum. Hence the old formulation, i.e., the Neveu-Schwarz-Ramond (NSR) model for covariant quantization is used. The author begins by quantizing the NSR model in a covariant way using BRS charges. Then the author discusses the field theory of (free) superstring

Graphical representation of covariant-contravariant modal formulae

Directory of Open Access Journals (Sweden)

Miguel Palomino

2011-08-01

Full Text Available Covariant-contravariant simulation is a combination of standard (covariant simulation, its contravariant counterpart and bisimulation. We have previously studied its logical characterization by means of the covariant-contravariant modal logic. Moreover, we have investigated the relationships between this model and that of modal transition systems, where two kinds of transitions (the so-called may and must transitions were combined in order to obtain a simple framework to express a notion of refinement over state-transition models. In a classic paper, Boudol and Larsen established a precise connection between the graphical approach, by means of modal transition systems, and the logical approach, based on Hennessy-Milner logic without negation, to system specification. They obtained a (graphical representation theorem proving that a formula can be represented by a term if, and only if, it is consistent and prime. We show in this paper that the formulae from the covariant-contravariant modal logic that admit a "graphical" representation by means of processes, modulo the covariant-contravariant simulation preorder, are also the consistent and prime ones. In order to obtain the desired graphical representation result, we first restrict ourselves to the case of covariant-contravariant systems without bivariant actions. Bivariant actions can be incorporated later by means of an encoding that splits each bivariant action into its covariant and its contravariant parts.

Power counting of various Dirac covariants in hadronic Bethe–Salpeter wave functions for pseudoscalar meson decays

International Nuclear Information System (INIS)

Bhatnagar, S.; Li, Shiyuan; Mahecha, J.

2011-01-01

We have employed the framework of Bethe–Salpeter equation under covariant instantaneous ansatz to calculate leptonic decay constants of unequal mass pseudoscalar mesons like π ± , K, D, D S and B, and radiative decay constants of neutral pseudoscalar mesons like π 0 and η c into two photons. In the Dirac structure of hadronic Bethe–Salpeter wave function, the covariants are incorporated from their complete set in accordance with a recently proposed power counting rule. The contribution of both leading order and next-to-leading order Dirac covariants to decay constants are studied. The results are found to improve and hence validating the power counting rule which provides a practical means of incorporating Dirac covariants in the Bethe–Salpeter wave function for a hadron. (author)

Validation of new 240Pu cross section and covariance data via criticality calculation

International Nuclear Information System (INIS)

Kim, Do Heon; Gil, Choong-Sup; Kim, Hyeong Il; Lee, Young-Ouk; Leal, Luiz C.; Dunn, Michael E.

2011-01-01

Recent collaboration between KAERI and ORNL has completed an evaluation for 240 Pu neutron cross section with covariance data. The new 240 Pu cross section data has been validated through 28 criticality safety benchmark problems taken from the ICSBEP and/or CSEWG specifications with MCNP calculations. The calculation results based on the new evaluation have been compared with those based on recent evaluations such as ENDF/B-VII.0, JEFF-3.1.1, and JENDL-4.0. In addition, the new 240 Pu covariance data has been tested for some criticality benchmarks via the DANTSYS/SUSD3D-based nuclear data sensitivity and uncertainty analysis of k eff . The k eff uncertainty estimates by the new covariance data has been compared with those by JENDL-4.0, JENDL-3.3, and Low-Fidelity covariance data. (author)

Covariant single-hole optical potential

International Nuclear Information System (INIS)

Kam, J. de

1982-01-01

In this investigation a covariant optical potential model is constructed for scattering processes of mesons from nuclei in which the meson interacts repeatedly with one of the target nucleons. The nuclear binding interactions in the intermediate scattering state are consistently taken into account. In particular for pions and K - projectiles this is important in view of the strong energy dependence of the elementary projectile-nucleon amplitude. Furthermore, this optical potential satisfies unitarity and relativistic covariance. The starting point in our discussion is the three-body model for the optical potential. To obtain a practical covariant theory I formulate the three-body model as a relativistic quasi two-body problem. Expressions for the transition interactions and propagators in the quasi two-body equations are found by imposing the correct s-channel unitarity relations and by using dispersion integrals. This is done in such a way that the correct non-relativistic limit is obtained, avoiding clustering problems. Corrections to the quasi two-body treatment from the Pauli principle and the required ground-state exclusion are taken into account. The covariant equations that we arrive at are amenable to practical calculations. (orig.)

Managing distance and covariate information with point-based clustering

Directory of Open Access Journals (Sweden)

Peter A. Whigham

2016-09-01

Full Text Available Abstract Background Geographic perspectives of disease and the human condition often involve point-based observations and questions of clustering or dispersion within a spatial context. These problems involve a finite set of point observations and are constrained by a larger, but finite, set of locations where the observations could occur. Developing a rigorous method for pattern analysis in this context requires handling spatial covariates, a method for constrained finite spatial clustering, and addressing bias in geographic distance measures. An approach, based on Ripley’s K and applied to the problem of clustering with deliberate self-harm (DSH, is presented. Methods Point-based Monte-Carlo simulation of Ripley’s K, accounting for socio-economic deprivation and sources of distance measurement bias, was developed to estimate clustering of DSH at a range of spatial scales. A rotated Minkowski L1 distance metric allowed variation in physical distance and clustering to be assessed. Self-harm data was derived from an audit of 2 years’ emergency hospital presentations (n = 136 in a New Zealand town (population ~50,000. Study area was defined by residential (housing land parcels representing a finite set of possible point addresses. Results Area-based deprivation was spatially correlated. Accounting for deprivation and distance bias showed evidence for clustering of DSH for spatial scales up to 500 m with a one-sided 95 % CI, suggesting that social contagion may be present for this urban cohort. Conclusions Many problems involve finite locations in geographic space that require estimates of distance-based clustering at many scales. A Monte-Carlo approach to Ripley’s K, incorporating covariates and models for distance bias, are crucial when assessing health-related clustering. The case study showed that social network structure defined at the neighbourhood level may account for aspects of neighbourhood clustering of DSH. Accounting for

Fission yield covariance generation and uncertainty propagation through fission pulse decay heat calculation

International Nuclear Information System (INIS)

Fiorito, L.; Diez, C.J.; Cabellos, O.; Stankovskiy, A.; Van den Eynde, G.; Labeau, P.E.

2014-01-01

Highlights: • Fission yield data and uncertainty comparison between major nuclear data libraries. • Fission yield covariance generation through Bayesian technique. • Study of the effect of fission yield correlations on decay heat calculations. • Covariance information contribute to reduce fission pulse decay heat uncertainty. - Abstract: Fission product yields are fundamental parameters in burnup/activation calculations and the impact of their uncertainties was widely studied in the past. Evaluations of these uncertainties were released, still without covariance data. Therefore, the nuclear community expressed the need of full fission yield covariance matrices to be able to produce inventory calculation results that take into account the complete uncertainty data. State-of-the-art fission yield data and methodologies for fission yield covariance generation were researched in this work. Covariance matrices were generated and compared to the original data stored in the library. Then, we focused on the effect of fission yield covariance information on fission pulse decay heat results for thermal fission of 235 U. Calculations were carried out using different libraries and codes (ACAB and ALEPH-2) after introducing the new covariance values. Results were compared with those obtained with the uncertainty data currently provided by the libraries. The uncertainty quantification was performed first with Monte Carlo sampling and then compared with linear perturbation. Indeed, correlations between fission yields strongly affect the uncertainty of decay heat. Eventually, a sensitivity analysis of fission product yields to fission pulse decay heat was performed in order to provide a full set of the most sensitive nuclides for such a calculation

Maximum a posteriori covariance estimation using a power inverse wishart prior

DEFF Research Database (Denmark)

Nielsen, Søren Feodor; Sporring, Jon

2012-01-01

The estimation of the covariance matrix is an initial step in many multivariate statistical methods such as principal components analysis and factor analysis, but in many practical applications the dimensionality of the sample space is large compared to the number of samples, and the usual maximum...

Facial orientation and facial shape in extant great apes: a geometric morphometric analysis of covariation.

Science.gov (United States)

Neaux, Dimitri; Guy, Franck; Gilissen, Emmanuel; Coudyzer, Walter; Vignaud, Patrick; Ducrocq, Stéphane

2013-01-01

The organization of the bony face is complex, its morphology being influenced in part by the rest of the cranium. Characterizing the facial morphological variation and craniofacial covariation patterns in extant hominids is fundamental to the understanding of their evolutionary history. Numerous studies on hominid facial shape have proposed hypotheses concerning the relationship between the anterior facial shape, facial block orientation and basicranial flexion. In this study we test these hypotheses in a sample of adult specimens belonging to three extant hominid genera (Homo, Pan and Gorilla). Intraspecific variation and covariation patterns are analyzed using geometric morphometric methods and multivariate statistics, such as partial least squared on three-dimensional landmarks coordinates. Our results indicate significant intraspecific covariation between facial shape, facial block orientation and basicranial flexion. Hominids share similar characteristics in the relationship between anterior facial shape and facial block orientation. Modern humans exhibit a specific pattern in the covariation between anterior facial shape and basicranial flexion. This peculiar feature underscores the role of modern humans' highly-flexed basicranium in the overall integration of the cranium. Furthermore, our results are consistent with the hypothesis of a relationship between the reduction of the value of the cranial base angle and a downward rotation of the facial block in modern humans, and to a lesser extent in chimpanzees.

Experience in using the covariances of some ENDF/B-V dosimetry cross sections: proposed improvements and addition of cross-reaction covariances

International Nuclear Information System (INIS)

Fu, C.Y.; Hetrick, D.M.

1982-01-01

Recent ratio data, with carefully evaluated covariances, were combined with eleven of the ENDF/B-V dosimetry cross sections using the generalized least-squares method. The purpose was to improve these evaluated cross sections and covariances, as well as to generate values for the cross-reaction covariances. The results represent improved cross sections as well as realistic and usable covariances. The latter are necessary for meaningful intergral-differential comparisons and for spectrum unfolding

Covariance problem in two-dimensional quantum chromodynamics

International Nuclear Information System (INIS)

Hagen, C.R.

1979-01-01

The problem of covariance in the field theory of a two-dimensional non-Abelian gauge field is considered. Since earlier work has shown that covariance fails (in charged sectors) for the Schwinger model, particular attention is given to an evaluation of the role played by the non-Abelian nature of the fields. In contrast to all earlier attempts at this problem, it is found that the potential covariance-breaking terms are identical to those found in the Abelian theory provided that one expresses them in terms of the total (i.e., conserved) current operator. The question of covariance is thus seen to reduce in all cases to a determination as to whether there exists a conserved global charge in the theory. Since the charge operator in the Schwinger model is conserved only in neutral sectors, one is thereby led to infer a probable failure of covariance in the non-Abelian theory, but one which is identical to that found for the U(1) case

Schroedinger covariance states in anisotropic waveguides

International Nuclear Information System (INIS)

Angelow, A.; Trifonov, D.

1995-03-01

In this paper Squeezed and Covariance States based on Schroedinger inequality and their connection with other nonclassical states are considered for particular case of anisotropic waveguide in LiNiO 3 . Here, the problem of photon creation and generation of squeezed and Schroedinger covariance states in optical waveguides is solved in two steps: 1. Quantization of electromagnetic field is provided in the presence of dielectric waveguide using normal-mode expansion. The photon creation and annihilation operators are introduced, expanding the solution A-vector(r-vector,t) in a series in terms of the Sturm - Liouville mode-functions. 2. In terms of these operators the Hamiltonian of the field in a nonlinear waveguide is derived. For such Hamiltonian we construct the covariance states as stable (with nonzero covariance), which minimize the Schroedinger uncertainty relation. The evolutions of the three second momenta of q-circumflex j and p-circumflex j are calculated. For this Hamiltonian all three momenta are expressed in terms of one real parameters s only. It is found out how covariance, via this parameter s, depends on the waveguide profile n(x,y), on the mode-distributions u-vector j (x,y), and on the waveguide phase mismatching Δβ. (author). 37 refs

Form of the manifestly covariant Lagrangian

Science.gov (United States)

Johns, Oliver Davis

1985-10-01

The preferred form for the manifestly covariant Lagrangian function of a single, charged particle in a given electromagnetic field is the subject of some disagreement in the textbooks. Some authors use a ``homogeneous'' Lagrangian and others use a ``modified'' form in which the covariant Hamiltonian function is made to be nonzero. We argue in favor of the ``homogeneous'' form. We show that the covariant Lagrangian theories can be understood only if one is careful to distinguish quantities evaluated on the varied (in the sense of the calculus of variations) world lines from quantities evaluated on the unvaried world lines. By making this distinction, we are able to derive the Hamilton-Jacobi and Klein-Gordon equations from the ``homogeneous'' Lagrangian, even though the covariant Hamiltonian function is identically zero on all world lines. The derivation of the Klein-Gordon equation in particular gives Lagrangian theoretical support to the derivations found in standard quantum texts, and is also shown to be consistent with the Feynman path-integral method. We conclude that the ``homogeneous'' Lagrangian is a completely adequate basis for covariant Lagrangian theory both in classical and quantum mechanics. The article also explores the analogy with the Fermat theorem of optics, and illustrates a simple invariant notation for the Lagrangian and other four-vector equations.

Simulation-based hypothesis testing of high dimensional means under covariance heterogeneity.

Science.gov (United States)

Chang, Jinyuan; Zheng, Chao; Zhou, Wen-Xin; Zhou, Wen

2017-12-01

In this article, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-type statistics and the parametric bootstrap techniques to compute the critical values. Different from the existing tests that heavily rely on the structural conditions on the unknown covariance matrices, the proposed tests allow general covariance structures of the data and therefore enjoy wide scope of applicability in practice. To enhance powers of the tests against sparse alternatives, we further propose two-step procedures with a preliminary feature screening step. Theoretical properties of the proposed tests are investigated. Through extensive numerical experiments on synthetic data sets and an human acute lymphoblastic leukemia gene expression data set, we illustrate the performance of the new tests and how they may provide assistance on detecting disease-associated gene-sets. The proposed methods have been implemented in an R-package HDtest and are available on CRAN. © 2017, The International Biometric Society.

Determination of covariant Schwinger terms in anomalous gauge theories

International Nuclear Information System (INIS)

Kelnhofer, G.

1991-01-01

A functional integral method is used to determine equal time commutators between the covariant currents and the covariant Gauss-law operators in theories which are affected by an anomaly. By using a differential geometrical setup we show how the derivation of consistent- and covariant Schwinger terms can be understood on an equal footing. We find a modified consistency condition for the covariant anomaly. As a by-product the Bardeen-Zumino functional, which relates consistent and covariant anomalies, can be interpreted as connection on a certain line bundle over all gauge potentials. Finally the covariant commutator anomalies are calculated for the two- and four dimensional case. (orig.)

Covariant extensions and the nonsymmetric unified field

International Nuclear Information System (INIS)

Borchsenius, K.

1976-01-01

The problem of generally covariant extension of Lorentz invariant field equations, by means of covariant derivatives extracted from the nonsymmetric unified field, is considered. It is shown that the contracted curvature tensor can be expressed in terms of a covariant gauge derivative which contains the gauge derivative corresponding to minimal coupling, if the universal constant p, characterizing the nonsymmetric theory, is fixed in terms of Planck's constant and the elementary quantum of charge. By this choice the spinor representation of the linear connection becomes closely related to the spinor affinity used by Infeld and Van Der Waerden (Sitzungsber. Preuss. Akad. Wiss. Phys. Math. Kl.; 9:380 (1933)) in their generally covariant formulation of Dirac's equation. (author)

Computing more proper covariances of energy dependent nuclear data

International Nuclear Information System (INIS)

Vanhanen, R.

2016-01-01

Highlights: • We present conditions for covariances of energy dependent nuclear data to be proper. • We provide methods to detect non-positive and inconsistent covariances in ENDF-6 format. • We propose methods to find nearby more proper covariances. • The methods can be used as a part of a quality assurance program. - Abstract: We present conditions for covariances of energy dependent nuclear data to be proper in the sense that the covariances are positive, i.e., its eigenvalues are non-negative, and consistent with respect to the sum rules of nuclear data. For the ENDF-6 format covariances we present methods to detect non-positive and inconsistent covariances. These methods would be useful as a part of a quality assurance program. We also propose methods that can be used to find nearby more proper energy dependent covariances. These methods can be used to remove unphysical components, while preserving most of the physical components. We consider several different senses in which the nearness can be measured. These methods could be useful if a re-evaluation of improper covariances is not feasible. Two practical examples are processed and analyzed. These demonstrate some of the properties of the methods. We also demonstrate that the ENDF-6 format covariances of linearly dependent nuclear data should usually be encoded with the derivation rules.

Covariance Spectroscopy for Fissile Material Detection

International Nuclear Information System (INIS)

Trainham, Rusty; Tinsley, Jim; Hurley, Paul; Keegan, Ray

2009-01-01

Nuclear fission produces multiple prompt neutrons and gammas at each fission event. The resulting daughter nuclei continue to emit delayed radiation as neutrons boil off, beta decay occurs, etc. All of the radiations are causally connected, and therefore correlated. The correlations are generally positive, but when different decay channels compete, so that some radiations tend to exclude others, negative correlations could also be observed. A similar problem of reduced complexity is that of cascades radiation, whereby a simple radioactive decay produces two or more correlated gamma rays at each decay. Covariance is the usual means for measuring correlation, and techniques of covariance mapping may be useful to produce distinct signatures of special nuclear materials (SNM). A covariance measurement can also be used to filter data streams because uncorrelated signals are largely rejected. The technique is generally more effective than a coincidence measurement. In this poster, we concentrate on cascades and the covariance filtering problem

Optimal covariate designs theory and applications

CERN Document Server

Das, Premadhis; Mandal, Nripes Kumar; Sinha, Bikas Kumar

2015-01-01

This book primarily addresses the optimality aspects of covariate designs. A covariate model is a combination of ANOVA and regression models. Optimal estimation of the parameters of the model using a suitable choice of designs is of great importance; as such choices allow experimenters to extract maximum information for the unknown model parameters. The main emphasis of this monograph is to start with an assumed covariate model in combination with some standard ANOVA set-ups such as CRD, RBD, BIBD, GDD, BTIBD, BPEBD, cross-over, multi-factor, split-plot and strip-plot designs, treatment control designs, etc. and discuss the nature and availability of optimal covariate designs. In some situations, optimal estimations of both ANOVA and the regression parameters are provided. Global optimality and D-optimality criteria are mainly used in selecting the design. The standard optimality results of both discrete and continuous set-ups have been adapted, and several novel combinatorial techniques have been applied for...

Covariate Imbalance and Precision in Measuring Treatment Effects

Science.gov (United States)

Liu, Xiaofeng Steven

2011-01-01

Covariate adjustment can increase the precision of estimates by removing unexplained variance from the error in randomized experiments, although chance covariate imbalance tends to counteract the improvement in precision. The author develops an easy measure to examine chance covariate imbalance in randomization by standardizing the average…

Dimension from covariance matrices.

Science.gov (United States)

Carroll, T L; Byers, J M

2017-02-01

We describe a method to estimate embedding dimension from a time series. This method includes an estimate of the probability that the dimension estimate is valid. Such validity estimates are not common in algorithms for calculating the properties of dynamical systems. The algorithm described here compares the eigenvalues of covariance matrices created from an embedded signal to the eigenvalues for a covariance matrix of a Gaussian random process with the same dimension and number of points. A statistical test gives the probability that the eigenvalues for the embedded signal did not come from the Gaussian random process.

Covariance analysis of symmetry energy observables from heavy ion collision

Directory of Open Access Journals (Sweden)

Yingxun Zhang

2015-10-01

Full Text Available Using covariance analysis, we quantify the correlations between the interaction parameters in a transport model and the observables commonly used to extract information of the Equation of State of Asymmetric Nuclear Matter in experiments. By simulating 124Sn + 124Sn, 124Sn + 112Sn and 112Sn + 112Sn reactions at beam energies of 50 and 120 MeV per nucleon, we have identified that the nucleon effective mass splitting is most strongly correlated to the neutrons and protons yield ratios with high kinetic energy from central collisions especially at high incident energy. The best observable to determine the slope of the symmetry energy, L, at saturation density is the isospin diffusion observable even though the correlation is not very strong (∼0.7. Similar magnitude of correlation but opposite in sign exists for isospin diffusion and nucleon isoscalar effective mass. At 120 MeV/u, the effective mass splitting and the isoscalar effective mass also have opposite correlation for the double n/p and isoscaling p/p yield ratios. By combining data and simulations at different beam energies, it should be possible to place constraints on the slope of symmetry energy (L and effective mass splitting with reasonable uncertainties.

ZZ COVFILS, 30-Group Covariance Library from ENDF/B-5 for Sensitivity Studies

International Nuclear Information System (INIS)

Muir, D.W.

1997-01-01

1 - Description of program or function: Format: ENDB/F; Number of groups: 30-Group Covariance Library; Nuclides: H-1, B-10, C, O-16, Cr, Fe, Ni, Cu, Pb. Origin: ENDF/B-V. COVFILS is a 30-Group Covariance Library. It contains neutron cross sections, and their uncertainties and correlation in multigroup form. These data can be used, in conjunction with sensitivity information, to estimate the data-related uncertainty in calculated integral quantities such as radiation-damage or heating. 2 - Method of solution: COVFILS was obtained by processing evaluations from ENDF/B-V with ERRORR module of the NJOY nuclear data processing system (LA-9303-M, Vols. 1).The group structure is the Los Alamos 30-group structure which is listed in 'File 1' of each multigroup data set in the library

Condition Number Regularized Covariance Estimation.

Science.gov (United States)

Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala

2013-06-01

Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the "large p small n " setting, the estimate of the covariance matrix is required to be not only invertible, but also well-conditioned. Although many regularization schemes attempt to do this, none of them address the ill-conditioning problem directly. In this paper, we propose a maximum likelihood approach, with the direct goal of obtaining a well-conditioned estimator. No sparsity assumption on either the covariance matrix or its inverse are are imposed, thus making our procedure more widely applicable. We demonstrate that the proposed regularization scheme is computationally efficient, yields a type of Steinian shrinkage estimator, and has a natural Bayesian interpretation. We investigate the theoretical properties of the regularized covariance estimator comprehensively, including its regularization path, and proceed to develop an approach that adaptively determines the level of regularization that is required. Finally, we demonstrate the performance of the regularized estimator in decision-theoretic comparisons and in the financial portfolio optimization setting. The proposed approach has desirable properties, and can serve as a competitive procedure, especially when the sample size is small and when a well-conditioned estimator is required.

Eddy Covariance Measurements of the Sea-Spray Aerosol Flu

Science.gov (United States)

Brooks, I. M.; Norris, S. J.; Yelland, M. J.; Pascal, R. W.; Prytherch, J.

2015-12-01

Historically, almost all estimates of the sea-spray aerosol source flux have been inferred through various indirect methods. Direct estimates via eddy covariance have been attempted by only a handful of studies, most of which measured only the total number flux, or achieved rather coarse size segregation. Applying eddy covariance to the measurement of sea-spray fluxes is challenging: most instrumentation must be located in a laboratory space requiring long sample lines to an inlet collocated with a sonic anemometer; however, larger particles are easily lost to the walls of the sample line. Marine particle concentrations are generally low, requiring a high sample volume to achieve adequate statistics. The highly hygroscopic nature of sea salt means particles change size rapidly with fluctuations in relative humidity; this introduces an apparent bias in flux measurements if particles are sized at ambient humidity. The Compact Lightweight Aerosol Spectrometer Probe (CLASP) was developed specifically to make high rate measurements of aerosol size distributions for use in eddy covariance measurements, and the instrument and data processing and analysis techniques have been refined over the course of several projects. Here we will review some of the issues and limitations related to making eddy covariance measurements of the sea spray source flux over the open ocean, summarise some key results from the last decade, and present new results from a 3-year long ship-based measurement campaign as part of the WAGES project. Finally we will consider requirements for future progress.

Regeneration cycle and the covariant Lyapunov vectors in a minimal wall turbulence.

Science.gov (United States)

Inubushi, Masanobu; Takehiro, Shin-ichi; Yamada, Michio

2015-08-01

Considering a wall turbulence as a chaotic dynamical system, we study regeneration cycles in a minimal wall turbulence from the viewpoint of orbital instability by employing the covariant Lyapunov analysis developed by [F. Ginelli et al. Phys. Rev. Lett. 99, 130601 (2007)]. We divide the regeneration cycle into two phases and characterize them with the local Lyapunov exponents and the covariant Lyapunov vectors of the Navier-Stokes turbulence. In particular, we show numerically that phase (i) is dominated by instabilities related to the sinuous mode and the streamwise vorticity, and there is no instability in phase (ii). Furthermore, we discuss a mechanism of the regeneration cycle, making use of an energy budget analysis.

Activities on covariance estimation in Japanese Nuclear Data Committee

Energy Technology Data Exchange (ETDEWEB)

Shibata, Keiichi [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment

1997-03-01

Described are activities on covariance estimation in the Japanese Nuclear Data Committee. Covariances are obtained from measurements by using the least-squares methods. A simultaneous evaluation was performed to deduce covariances of fission cross sections of U and Pu isotopes. A code system, KALMAN, is used to estimate covariances of nuclear model calculations from uncertainties in model parameters. (author)