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.)
Generalized Linear Covariance Analysis
Carpenter, James R.; Markley, F. Landis
2014-01-01
This talk presents a comprehensive approach to filter modeling for generalized covariance analysis of both batch least-squares and sequential estimators. We review and extend in two directions the results of prior work that allowed for partitioning of the state space into solve-for'' and consider'' parameters, accounted for differences between the formal values and the true values of the measurement noise, process noise, and textita priori solve-for and consider covariances, and explicitly partitioned the errors into subspaces containing only the influence of the measurement noise, process noise, and solve-for and consider covariances. In this work, we explicitly add sensitivity analysis to this prior work, and relax an implicit assumption that the batch estimator's epoch time occurs prior to the definitive span. We also apply the method to an integrated orbit and attitude problem, in which gyro and accelerometer errors, though not estimated, influence the orbit determination performance. We illustrate our results using two graphical presentations, which we call the variance sandpile'' and the sensitivity mosaic,'' and we compare the linear covariance results to confidence intervals associated with ensemble statistics from a Monte Carlo analysis.
Deriving covariant holographic entanglement
Energy Technology Data Exchange (ETDEWEB)
Dong, Xi [School of Natural Sciences, Institute for Advanced Study, Princeton, NJ 08540 (United States); Lewkowycz, Aitor [Jadwin Hall, Princeton University, Princeton, NJ 08544 (United States); Rangamani, Mukund [Center for Quantum Mathematics and Physics (QMAP), Department of Physics, University of California, Davis, CA 95616 (United States)
2016-11-07
We provide a gravitational argument in favour of the covariant holographic entanglement entropy proposal. In general time-dependent states, the proposal asserts that the entanglement entropy of a region in the boundary field theory is given by a quarter of the area of a bulk extremal surface in Planck units. The main element of our discussion is an implementation of an appropriate Schwinger-Keldysh contour to obtain the reduced density matrix (and its powers) of a given region, as is relevant for the replica construction. We map this contour into the bulk gravitational theory, and argue that the saddle point solutions of these replica geometries lead to a consistent prescription for computing the field theory Rényi entropies. In the limiting case where the replica index is taken to unity, a local analysis suffices to show that these saddles lead to the extremal surfaces of interest. We also comment on various properties of holographic entanglement that follow from this construction.
General Galilei Covariant Gaussian Maps
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)].
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...
Covariant derivatives of the Berezin transform
Czech Academy of Sciences Publication Activity Database
Engliš, Miroslav; Otáhalová, R.
2011-01-01
Roč. 363, č. 10 (2011), s. 5111-5129 ISSN 0002-9947 R&D Projects: GA AV ČR IAA100190802 Keywords : Berezin transform * Berezin symbol * covariant derivative Subject RIV: BA - General Mathematics Impact factor: 1.093, year: 2011 http://www.ams.org/journals/tran/2011-363-10/S0002-9947-2011-05111-1/home.html
General covariance and quantum theory
International Nuclear Information System (INIS)
Mashhoon, B.
1986-01-01
The extension of the principle of relativity to general coordinate systems is based on the hypothesis that an accelerated observer is locally equivalent to a hypothetical inertial observer with the same velocity as the noninertial observer. This hypothesis of locality is expected to be valid for classical particle phenomena as well as for classical wave phenomena but only in the short-wavelength approximation. The generally covariant theory is therefore expected to be in conflict with the quantum theory which is based on wave-particle duality. This is explicitly demonstrated for the frequency of electromagnetic radiation measured by a uniformly rotating observer. The standard Doppler formula is shown to be valid only in the geometric optics approximation. A new definition for the frequency is proposed, and the resulting formula for the frequency measured by the rotating observer is shown to be consistent with expectations based on the classical theory of electrons. A tentative quantum theory is developed on the basis of the generalization of the Bohr frequency condition to include accelerated observers. The description of the causal sequence of events is assumed to be independent of the motion of the observer. Furthermore, the quantum hypothesis is supposed to be valid for all observers. The implications of this theory are critically examined. The new formula for frequency, which is still based on the hypothesis of locality, leads to the observation of negative energy quanta by the rotating observer and is therefore in conflict with the quantum theory
Approximate methods for derivation of covariance data
International Nuclear Information System (INIS)
Tagesen, S.
1992-01-01
Several approaches for the derivation of covariance information for evaluated nuclear data files (EFF2 and ENDF/B-VI) have been developed and used at IRK and ORNL respectively. Considerations, governing the choice of a distinct method depending on the quantity and quality of available data are presented, advantages/disadvantages are discussed and examples of results are given
Conformal covariance of general relativity
International Nuclear Information System (INIS)
Ionescu-Pallas, N.; Gottlieb, I.
1980-01-01
The Einstein's equations of General Relativity are written in a conformal metric, resulting as a consequence of geometrizing the pressure forces. Accordingly, the trajectory of a test body pursues a geodetic line even inside the source of gravitational field. Moreover, the pressure, entering the perfect fluid scheme, may be replaced by a certain scalar interaction. This new manner of interpreting General Relativity is then applied to Cosmology, in order to build up a model of Universe whose static limit should coincide with that of Einstein. At the same time, the cosmological constant is connected to the scalar interaction acquiring a plausible explanation. (author)
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)
On superfield covariant quantization in general coordinates
International Nuclear Information System (INIS)
Gitman, D.M.; Moshin, P. Yu.; Tomazelli, J.L.
2005-01-01
We propose a natural extension of the BRST-antiBRST superfield covariant scheme in general coordinates. Thus, the coordinate dependence of the basic tensor fields and scalar density of the formalism is extended from the base supermanifold to the complete set of superfield variables. (orig.)
On superfield covariant quantization in general coordinates
Energy Technology Data Exchange (ETDEWEB)
Gitman, D.M. [Universidade de Sao Paulo, Instituto de Fisica, Sao Paulo, S.P (Brazil); Moshin, P. Yu. [Universidade de Sao Paulo, Instituto de Fisica, Sao Paulo, S.P (Brazil); Tomsk State Pedagogical University, Tomsk (Russian Federation); Tomazelli, J.L. [UNESP, Departamento de Fisica e Quimica, Campus de Guaratingueta (Brazil)
2005-12-01
We propose a natural extension of the BRST-antiBRST superfield covariant scheme in general coordinates. Thus, the coordinate dependence of the basic tensor fields and scalar density of the formalism is extended from the base supermanifold to the complete set of superfield variables. (orig.)
Covariant Derivatives and the Renormalization Group Equation
Dolan, Brian P.
The renormalization group equation for N-point correlation functions can be interpreted in a geometrical manner as an equation for Lie transport of amplitudes in the space of couplings. The vector field generating the diffeomorphism has components given by the β functions of the theory. It is argued that this simple picture requires modification whenever any one of the points at which the amplitude is evaluated becomes close to any other. This modification necessitates the introduction of a connection on the space of couplings and new terms appear in the renormalization group equation involving covariant derivatives of the β function and the curvature associated with the connection. It is shown how the connection is related to the operator product expansion coefficients, but there remains an arbitrariness in its definition.
Noncommutative vector bundles over fuzzy CPN and their covariant derivatives
International Nuclear Information System (INIS)
Dolan, Brian P.; Huet, Idrish; Murray, Sean; O'Connor, Denjoe
2007-01-01
We generalise the construction of fuzzy CP N in a manner that allows us to access all noncommutative equivariant complex vector bundles over this space. We give a simplified construction of polarization tensors on S 2 that generalizes to complex projective space, identify Laplacians and natural noncommutative covariant derivative operators that map between the modules that describe noncommuative sections. In the process we find a natural generalization of the Schwinger-Jordan construction to su(n) and identify composite oscillators that obey a Heisenberg algebra on an appropriate Fock space
Covariant generalized holographic dark energy and accelerating universe
Nojiri, Shin'ichi; Odintsov, S. D.
2017-08-01
We propose the generalized holographic dark energy model where the infrared cutoff is identified with the combination of the FRW universe parameters: the Hubble rate, particle and future horizons, cosmological constant, the universe lifetime (if finite) and their derivatives. It is demonstrated that with the corresponding choice of the cutoff one can map such holographic dark energy to modified gravity or gravity with a general fluid. Explicitly, F( R) gravity and the general perfect fluid are worked out in detail and the corresponding infrared cutoff is found. Using this correspondence, we get realistic inflation or viable dark energy or a unified inflationary-dark energy universe in terms of covariant holographic dark energy.
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 generalized holographic dark energy and accelerating universe
Energy Technology Data Exchange (ETDEWEB)
Nojiri, Shin' ichi [Nagoya University, Department of Physics, Nagoya (Japan); Nagoya University, Kobayashi-Maskawa Institute for the Origin of Particles and the Universe, Nagoya (Japan); Odintsov, S.D. [ICREA, Barcelona (Spain); Institute of Space Sciences (IEEC-CSIC), Barcelona (Spain); National Research Tomsk State University, Tomsk (Russian Federation); Tomsk State Pedagogical University, Tomsk (Russian Federation)
2017-08-15
We propose the generalized holographic dark energy model where the infrared cutoff is identified with the combination of the FRW universe parameters: the Hubble rate, particle and future horizons, cosmological constant, the universe lifetime (if finite) and their derivatives. It is demonstrated that with the corresponding choice of the cutoff one can map such holographic dark energy to modified gravity or gravity with a general fluid. Explicitly, F(R) gravity and the general perfect fluid are worked out in detail and the corresponding infrared cutoff is found. Using this correspondence, we get realistic inflation or viable dark energy or a unified inflationary-dark energy universe in terms of covariant holographic dark energy. (orig.)
Covariant generalized holographic dark energy and accelerating universe
International Nuclear Information System (INIS)
Nojiri, Shin'ichi; Odintsov, S.D.
2017-01-01
We propose the generalized holographic dark energy model where the infrared cutoff is identified with the combination of the FRW universe parameters: the Hubble rate, particle and future horizons, cosmological constant, the universe lifetime (if finite) and their derivatives. It is demonstrated that with the corresponding choice of the cutoff one can map such holographic dark energy to modified gravity or gravity with a general fluid. Explicitly, F(R) gravity and the general perfect fluid are worked out in detail and the corresponding infrared cutoff is found. Using this correspondence, we get realistic inflation or viable dark energy or a unified inflationary-dark energy universe in terms of covariant holographic dark energy. (orig.)
The covariance matrix of derived quantities and their combination
International Nuclear Information System (INIS)
Zhao, Z.; Perey, F.G.
1992-06-01
The covariance matrix of quantities derived from measured data via nonlinear relations are only approximate since they are functions of the measured data taken as estimates for the true values of the measured quantities. The evaluation of such derived quantities entails new estimates for the true values of the measured quantities and consequently implies a modification of the covariance matrix of the derived quantities that was used in the evaluation process. Failure to recognize such an implication can lead to inconsistencies between the results of different evaluation strategies. In this report we show that an iterative procedure can eliminate such inconsistencies
Some remarks on general covariance of quantum theory
International Nuclear Information System (INIS)
Schmutzer, E.
1977-01-01
If one accepts Einstein's general principle of relativity (covariance principle) also for the sphere of microphysics (quantum, mechanics, quantum field theory, theory of elemtary particles), one has to ask how far the fundamental laws of traditional quantum physics fulfil this principle. Attention is here drawn to a series of papers that have appeared during the last years, in which the author criticized the usual scheme of quantum theory (Heisenberg picture, Schroedinger picture etc.) and presented a new foundation of the basic laws of quantum physics, obeying the 'principle of fundamental covariance' (Einstein's covariance principle in space-time and covariance principle in Hilbert space of quantum operators and states). (author)
A Generalized Autocovariance Least-Squares Method for Covariance Estimation
DEFF Research Database (Denmark)
Åkesson, Bernt Magnus; Jørgensen, John Bagterp; Poulsen, Niels Kjølstad
2007-01-01
A generalization of the autocovariance least- squares method for estimating noise covariances is presented. The method can estimate mutually correlated system and sensor noise and can be used with both the predicting and the filtering form of the Kalman filter.......A generalization of the autocovariance least- squares method for estimating noise covariances is presented. The method can estimate mutually correlated system and sensor noise and can be used with both the predicting and the filtering form of the Kalman filter....
Gauge and general covariance of string interactions
International Nuclear Information System (INIS)
Das, S.R.
1986-01-01
All fundamental interactions at observable energies seem to arise out of local symmetries - gauge invariances and general coordinate invariance. In usual field theories of point particles these invariances are postulated a priori: the idea is to deduce everything else from the symmetry group and the representation content of the matter fields. In string theories, the situation is rather different. Here the basic principle is reparametrization invariance on the world sheet swept out by the string. The authors consider the simplest string models-those defined on flat Minkowski space-time. The transverse oscillations of the string lead to an infinite tower of modes which may be thought of as the ''particles'' constituting the string. The interacting string theory is defined, in the first quantized formulation, by specifying the interaction of these modes with the string. These interaction vertices must satisfy a basic requirement: when any dual amplitude is factorized only physical states (i.e. those satisfying the Virasoro conditions) must occur as on-mass-shell intermediate states. This means that the vertices respect the reparametrization invariance of the world sheet, since it is this symmetry which eliminates ghost states by virtue of Virasoro conditions
Quantum mechanics vs. general covariance in gravity and string models
International Nuclear Information System (INIS)
Martinec, E.J.
1984-01-01
Quantization of simple low-dimensional systems embodying general covariance is studied. Functional methods are employed in the calculation of effective actions for fermionic strings and 1 + 1 dimensional gravity. The author finds that regularization breaks apparent symmetries of the theory, providing new dynamics for the string and non-trivial dynamics for 1 + 1 gravity. The author moves on to consider the quantization of some generally covariant systems with a finite number of physical degrees of freedom, assuming the existence of an invariant cutoff. The author finds that the wavefunction of the universe in these cases is given by the solution to simple quantum mechanics problems
Superstability of Generalized Derivations
Directory of Open Access Journals (Sweden)
Ansari-Piri Esmaeil
2010-01-01
Full Text Available We investigate the superstability of the functional equation , where and are the mappings on Banach algebra . We have also proved the superstability of generalized derivations associated to the linear functional equation , where .
Merons in a generally covariant model with Gursey term
International Nuclear Information System (INIS)
Akdeniz, K.G.; Smailagic, A.
1982-10-01
We study meron solutions of the generally covariant and Weyl invariant fermionic model with Gursey term. We find that, due to the presence of this term, merons can exist even without the cosmological constant. This is a new feature compared to previously studied models. (author)
A general field-covariant formulation of quantum field theory
International Nuclear Information System (INIS)
Anselmi, Damiano
2013-01-01
In all nontrivial cases renormalization, as it is usually formulated, is not a change of integration variables in the functional integral, plus parameter redefinitions, but a set of replacements, of actions and/or field variables and parameters. Because of this, we cannot write simple identities relating bare and renormalized generating functionals, or generating functionals before and after nonlinear changes of field variables. In this paper we investigate this issue and work out a general field-covariant approach to quantum field theory, which allows us to treat all perturbative changes of field variables, including the relation between bare and renormalized fields, as true changes of variables in the functional integral, under which the functionals Z and W=lnZ behave as scalars. We investigate the relation between composite fields and changes of field variables, and we show that, if J are the sources coupled to the elementary fields, all changes of field variables can be expressed as J-dependent redefinitions of the sources L coupled to the composite fields. We also work out the relation between the renormalization of variable-changes and the renormalization of composite fields. Using our transformation rules it is possible to derive the renormalization of a theory in a new variable frame from the renormalization in the old variable frame, without having to calculate it anew. We define several approaches, useful for different purposes, in particular a linear approach where all variable changes are described as linear source redefinitions. We include a number of explicit examples. (orig.)
Sp(2) covariant quantisation of general gauge theories
Energy Technology Data Exchange (ETDEWEB)
Vazquez-Bello, J L
1994-11-01
The Sp(2) covariant quantization of gauge theories is studied. The geometrical interpretation of gauge theories in terms of quasi principal fibre bundles Q(M{sub s}, G{sub s}) is reviewed. It is then described the Sp(2) algebra of ordinary Yang-Mills theory. A consistent formulation of covariant Lagrangian quantisation for general gauge theories based on Sp(2) BRST symmetry is established. The original N = 1, ten dimensional superparticle is considered as an example of infinitely reducible gauge algebras, and given explicitly its Sp(2) BRST invariant action. (author). 18 refs.
Sp(2) covariant quantisation of general gauge theories
International Nuclear Information System (INIS)
Vazquez-Bello, J.L.
1994-11-01
The Sp(2) covariant quantization of gauge theories is studied. The geometrical interpretation of gauge theories in terms of quasi principal fibre bundles Q(M s , G s ) is reviewed. It is then described the Sp(2) algebra of ordinary Yang-Mills theory. A consistent formulation of covariant Lagrangian quantisation for general gauge theories based on Sp(2) BRST symmetry is established. The original N = 1, ten dimensional superparticle is considered as an example of infinitely reducible gauge algebras, and given explicitly its Sp(2) BRST invariant action. (author). 18 refs
Superstability of Generalized Derivations
Directory of Open Access Journals (Sweden)
Esmaeil Ansari-Piri
2010-01-01
Full Text Available We investigate the superstability of the functional equation f(xy=xf(y+g(xy, where f and g are the mappings on Banach algebra A. We have also proved the superstability of generalized derivations associated to the linear functional equation f(γx+βy=γf(x+βf(y, where γ,β∈ℂ.
The generally covariant locality principle - a new paradigm for local quantum field theory
International Nuclear Information System (INIS)
Brunetti, R.; Fredenhagen, K.; Verch, R.
2002-05-01
A new approach to the model-independent description of quantum field theories will be introduced in the present work. The main feature of this new approach is to incorporate in a local sense the principle of general covariance of general relativity, thus giving rise to the concept of a locally covariant quantum field theory. Such locally covariant quantum field theories will be described mathematically in terms of covariant functors between the categories, on one side, of globally hyperbolic spacetimes with isometric embeddings as morphisms and, on the other side, of *-algebras with unital injective *-endomorphisms as morphisms. Moreover, locally covariant quantum fields can be described in this framework as natural transformations between certain functors. The usual Haag-Kastler framework of nets of operator-algebras over a fixed spacetime background-manifold, together with covariant automorphic actions of the isometry-group of the background spacetime, can be re-gained from this new approach as a special case. Examples of this new approach are also outlined. In case that a locally covariant quantum field theory obeys the time-slice axiom, one can naturally associate to it certain automorphic actions, called ''relative Cauchy-evolutions'', which describe the dynamical reaction of the quantum field theory to a local change of spacetime background metrics. The functional derivative of a relative Cauchy-evolution with respect to the spacetime metric is found to be a divergence-free quantity which has, as will be demonstrated in an example, the significance of an energy-momentum tensor for the locally covariant quantum field theory. Furthermore, we discuss the functorial properties of state spaces of locally covariant quantum field theories that entail the validity of the principle of local definiteness. (orig.)
One-loop matching and running with covariant derivative expansion
Henning, Brian; Lu, Xiaochuan; Murayama, Hitoshi
2018-01-01
We develop tools for performing effective field theory (EFT) calculations in a manifestly gauge-covariant fashion. We clarify how functional methods account for one-loop diagrams resulting from the exchange of both heavy and light fields, as some confusion has recently arisen in the literature. To efficiently evaluate functional traces containing these "mixed" one-loop terms, we develop a new covariant derivative expansion (CDE) technique that is capable of evaluating a much wider class of traces than previous methods. The technique is detailed in an appendix, so that it can be read independently from the rest of this work. We review the well-known matching procedure to one-loop order with functional methods. What we add to this story is showing how to isolate one-loop terms coming from diagrams involving only heavy propagators from diagrams with mixed heavy and light propagators. This is done using a non-local effective action, which physically connects to the notion of "integrating out" heavy fields. Lastly, we show how to use a CDE to do running analyses in EFTs, i.e. to obtain the anomalous dimension matrix. We demonstrate the methodologies by several explicit example calculations.
Working covariance model selection for generalized estimating equations.
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.
Covariant second-order perturbations in generalized two-field inflation
International Nuclear Information System (INIS)
Tzavara, Eleftheria; Tent, Bartjan van; Mizuno, Shuntaro
2014-01-01
We examine the covariant properties of generalized models of two-field inflation, with non-canonical kinetic terms and a possibly non-trivial field metric. We demonstrate that kinetic-term derivatives and covariant field derivatives do commute in a proper covariant framework, which was not realized before in the literature. We also define a set of generalized slow-roll parameters, using a unified notation. Within this framework, we study the most general class of models that allows for well-defined adiabatic and entropic sound speeds, which we identify as the models with parallel momentum and field velocity vectors. For these models we write the exact cubic action in terms of the adiabatic and isocurvature perturbations. We thus provide the tool to calculate the exact non-Gaussianity beyond slow-roll and at any scale for these generalized models. We illustrate our general results by considering their long-wavelength limit, as well as with the example of two-field DBI inflation
Conformal generally covariant quantum field theory. The scalar field and its Wick products
Energy Technology Data Exchange (ETDEWEB)
Pinamonti, N. [Hamburg Univ. (Germany). 2. Inst. fuer Theoretische Physik
2008-06-15
In this paper we generalize the construction of generally covariant quantum theories given in [R. Brunetti, K. Fredenhagen, R. Verch, Commun. Math. Phys. 237, 31 (2003)] to encompass the conformal covariant case. After introducing the abstract framework, we discuss the massless conformally coupled Klein Gordon field theory, showing that its quantization corresponds to a functor between two certain categories. At the abstract level, the ordinary fields, could be thought as natural transformations in the sense of category theory. We show that, the Wick monomials without derivatives (Wick powers), can be interpreted as fields in this generalized sense, provided a non trivial choice of the renormalization constants is given. A careful analysis shows that the transformation law of Wick powers is characterized by a weight, and it turns out that the sum of fields with different weights breaks the conformal covariance. At this point there is a difference between the previously given picture due to the presence of a bigger group of covariance. It is furthermore shown that the construction does not depend upon the scale {mu} appearing in the Hadamard parametrix, used to regularize the fields. Finally, we briefly discuss some further examples of more involved fields. (orig.)
Conformal generally covariant quantum field theory. The scalar field and its Wick products
International Nuclear Information System (INIS)
Pinamonti, N.
2008-06-01
In this paper we generalize the construction of generally covariant quantum theories given in [R. Brunetti, K. Fredenhagen, R. Verch, Commun. Math. Phys. 237, 31 (2003)] to encompass the conformal covariant case. After introducing the abstract framework, we discuss the massless conformally coupled Klein Gordon field theory, showing that its quantization corresponds to a functor between two certain categories. At the abstract level, the ordinary fields, could be thought as natural transformations in the sense of category theory. We show that, the Wick monomials without derivatives (Wick powers), can be interpreted as fields in this generalized sense, provided a non trivial choice of the renormalization constants is given. A careful analysis shows that the transformation law of Wick powers is characterized by a weight, and it turns out that the sum of fields with different weights breaks the conformal covariance. At this point there is a difference between the previously given picture due to the presence of a bigger group of covariance. It is furthermore shown that the construction does not depend upon the scale μ appearing in the Hadamard parametrix, used to regularize the fields. Finally, we briefly discuss some further examples of more involved fields. (orig.)
Regularization with higher covariant derivatives, anomalies and the Adler-Bardeen theorem
International Nuclear Information System (INIS)
Day, M.
1983-01-01
Complications arising in the renormalization of a theory regulated by the method of higher covariant derivatives supplemented with a modified Pauli-Villars regularization are discussed. The proof of the Adler-Bardeen theorem using the method of higher covariant derivatives has to be modified. (orig.)
General relativistic Boltzmann equation, II: Manifestly covariant treatment
Debbasch, F.; van Leeuwen, W.A.
2009-01-01
In a preceding article we presented a general relativistic treatment of the derivation of the Boltzmann equation. The four-momenta occurring in this formalism were all on-shell four-momenta, verifying the mass-shell restriction p(2) = m(2)c(2). Due to this restriction, the resulting Boltzmann
Covariance matrices for nuclear cross sections derived from nuclear model calculations
International Nuclear Information System (INIS)
Smith, D. L.
2005-01-01
The growing need for covariance information to accompany the evaluated cross section data libraries utilized in contemporary nuclear applications is spurring the development of new methods to provide this information. Many of the current general purpose libraries of evaluated nuclear data used in applications are derived either almost entirely from nuclear model calculations or from nuclear model calculations benchmarked by available experimental data. Consequently, a consistent method for generating covariance information under these circumstances is required. This report discusses a new approach to producing covariance matrices for cross sections calculated using nuclear models. The present method involves establishing uncertainty information for the underlying parameters of nuclear models used in the calculations and then propagating these uncertainties through to the derived cross sections and related nuclear quantities by means of a Monte Carlo technique rather than the more conventional matrix error propagation approach used in some alternative methods. The formalism to be used in such analyses is discussed in this report along with various issues and caveats that need to be considered in order to proceed with a practical implementation of the methodology
An Information-Theoretic Justification for Covariance Intersectionand Its Generalization
National Research Council Canada - National Science Library
Hurley, Michael
2001-01-01
.... that addresses the problems that arise from fusing correlated measurements. The researchers have named this technique 'covariance intersection' and have presented papers on it at several robotics and control theory conferences...
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.
On generally covariant quantum field theory and generalized causal and dynamical structures
International Nuclear Information System (INIS)
Bannier, U.
1988-01-01
We give an example of a generally covariant quasilocal algebra associated with the massive free field. Maximal, two-sided ideals of this algebra are algebraic representatives of external metric fields. In some sense, this algebra may be regarded as a concrete realization of Ekstein's ideas of presymmetry in quantum field theory. Using ideas from our example and from usual algebraic quantum field theory, we discuss a generalized scheme, in which maximal ideals are viewed as algebraic representatives of dynamical equations or Lagrangians. The considered frame is no quantum gravity, but may lead to further insight into the relation between quantum theory and space-time geometry. (orig.)
A cautionary note on generalized linear models for covariance of unbalanced longitudinal data
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.
Dynamics of continua and particles from general covariance of Newtonian gravitation theory
International Nuclear Information System (INIS)
Duval, C.; Kunzle, H.P.
1976-07-01
The principle of general covariance, which states that the total action functional in General Relativity is independent of coordinate transformations, is shown to be also applicable to the four-dimensional geometric theory of Newtonian gravitation. It leads to the correct conservation (or balance) equations of continuum mechanics as well as the equations of motion of test particles in a gravitational field. The degeneracy of the ''metric'' of Newtonian space-time forces to introduce a ''gauge field'' which fixes the connection and leads to a conserved current, the mass flow. The particle equations are also derived from an invariant Hamiltonian structure on the extended Galilei group and a minimal interaction principle. One not only finds the same equations of motion but even the same gauge fields
The principle of general covariance and the principle of equivalence: two distinct concepts
International Nuclear Information System (INIS)
Fagundes, H.V.
It is shown how to construct a theory with general covariance but without the equivalence principle. Such a theory is in disagreement with experiment, but it serves to illustrate the independence of the former principle from the latter one [pt
On a covariant 2+2 formulation of the initial value problem in general relativity
International Nuclear Information System (INIS)
Smallwood, J.
1980-03-01
The initial value problems in general relativity are considered from a geometrical standpoint with especial reference to the development of a covariant 2+2 formalism in which space-time is foliated by space-like 2-surfaces under the headings; the Cauchy problem in general relativity, the covariant 3+1 formulation of the Cauchy problem, characteristic and mixed initial value problems, on locally imbedding a family of null hypersurfaces, the 2+2 formalism, the 2+2 formulation of the Cauchy problem, the 2+2 formulation of the characteristic and mixed initial value problems, and a covariant Lagrangian 2+2 formulation. (U.K.)
Covariant quantization of Lagrangians with quadratic dependent fields and derivative couplings
International Nuclear Information System (INIS)
Lam, C.S.; Wang, K.
1977-01-01
A covariant path-integral formula is derived for Lagrangians with quadratic dependent fields and derivative couplings. It differs from the naive one by a factor which can be viewed graphically as due to the coupling with ghost fields. These path integrals can be shown to be unitary and to satisfy equations of motion if and only if this extra factor is present. Applications of this formula to gauge and other field theories are discussed
Harden, Bradley J; Nichols, Scott R; Frueh, Dominique P
2014-09-24
Nuclear magnetic resonance (NMR) studies of larger proteins are hampered by difficulties in assigning NMR resonances. Human intervention is typically required to identify NMR signals in 3D spectra, and subsequent procedures depend on the accuracy of this so-called peak picking. We present a method that provides sequential connectivities through correlation maps constructed with covariance NMR, bypassing the need for preliminary peak picking. We introduce two novel techniques to minimize false correlations and merge the information from all original 3D spectra. First, we take spectral derivatives prior to performing covariance to emphasize coincident peak maxima. Second, we multiply covariance maps calculated with different 3D spectra to destroy erroneous sequential correlations. The maps are easy to use and can readily be generated from conventional triple-resonance experiments. Advantages of the method are demonstrated on a 37 kDa nonribosomal peptide synthetase domain subject to spectral overlap.
Shulman, Igor; Gould, Richard W.; Frolov, Sergey; McCarthy, Sean; Penta, Brad; Anderson, Stephanie; Sakalaukus, Peter
2018-03-01
An ensemble-based approach to specify observational error covariance in the data assimilation of satellite bio-optical properties is proposed. The observational error covariance is derived from statistical properties of the generated ensemble of satellite MODIS-Aqua chlorophyll (Chl) images. The proposed observational error covariance is used in the Optimal Interpolation scheme for the assimilation of MODIS-Aqua Chl observations. The forecast error covariance is specified in the subspace of the multivariate (bio-optical, physical) empirical orthogonal functions (EOFs) estimated from a month-long model run. The assimilation of surface MODIS-Aqua Chl improved surface and subsurface model Chl predictions. Comparisons with surface and subsurface water samples demonstrate that data assimilation run with the proposed observational error covariance has higher RMSE than the data assimilation run with "optimistic" assumption about observational errors (10% of the ensemble mean), but has smaller or comparable RMSE than data assimilation run with an assumption that observational errors equal to 35% of the ensemble mean (the target error for satellite data product for chlorophyll). Also, with the assimilation of the MODIS-Aqua Chl data, the RMSE between observed and model-predicted fractions of diatoms to the total phytoplankton is reduced by a factor of two in comparison to the nonassimilative run.
Kistner, Emily O.; Muller, Keith E.
2004-01-01
Intraclass correlation and Cronbach's alpha are widely used to describe reliability of tests and measurements. Even with Gaussian data, exact distributions are known only for compound symmetric covariance (equal variances and equal correlations). Recently, large sample Gaussian approximations were derived for the distribution functions. New exact…
Generally covariant Hamilton-Jacobi equation and rotated liquid sphere metrics
International Nuclear Information System (INIS)
Abdil'din, M.M.; Abdulgafarov, M.K.; Abishev, M.E.
2005-01-01
In the work Lense-Thirring problem on corrected Fock's first approximation metrics by Hamilton-Jacobi method considered. Generally covariant Hamilton-Jacobi equation had been sold by separation of variable method. Path equation of probe particle motion in rotated liquid sphere field is obtained. (author)
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
General-Covariant Quantum Mechanics of Dirac Particle in Curved Space-Times
International Nuclear Information System (INIS)
Tagirov, Eh.A.
1994-01-01
A general covariant analog of the standard non-relativistic Quantum Mechanics with relativistic corrections in normal geodesic frames in the general Riemannian space-time is constructed for the Dirac particle. Not only the Pauli equation with hermitian Hamiltonian and the pre-Hilbert structure of space of its solutions but also the matrix elements of hermitian operators of momentum, (curvilinear) spatial coordinates and spin of the particle are deduced as general-covariant asymptotic approximation in c -2 , c being the velocity of light, to their naturally determined general-relativistic pre images. It is shown that the Hamiltonian in the Pauli equation originated by the Dirac equation is unitary equivalent to the operator of energy, originated by the metric energy-momentum tensor of the spinor field. Commutation and other properties of the observables connected with the considered change of geometrical background of Quantum Mechanics are briefly discussed. 7 refs
Estimation of group means when adjusting for covariates in generalized linear models.
Qu, Yongming; Luo, Junxiang
2015-01-01
Generalized linear models are commonly used to analyze categorical data such as binary, count, and ordinal outcomes. Adjusting for important prognostic factors or baseline covariates in generalized linear models may improve the estimation efficiency. The model-based mean for a treatment group produced by most software packages estimates the response at the mean covariate, not the mean response for this treatment group for the studied population. Although this is not an issue for linear models, the model-based group mean estimates in generalized linear models could be seriously biased for the true group means. We propose a new method to estimate the group mean consistently with the corresponding variance estimation. Simulation showed the proposed method produces an unbiased estimator for the group means and provided the correct coverage probability. The proposed method was applied to analyze hypoglycemia data from clinical trials in diabetes. Copyright © 2014 John Wiley & Sons, Ltd.
International Nuclear Information System (INIS)
Pons, Josep M
2003-01-01
Relying on known results of the Noether theory of symmetries extended to constrained systems, it is shown that there exists an obstruction that prevents certain tangent-space diffeomorphisms being projectable to phase space, for generally covariant theories. This main result throws new light on the old fact that the algebra of gauge generators in the phase space of general relativity, or other generally covariant theories, only closes as a soft algebra and not as a Lie algebra. The deep relationship between these two issues is clarified. In particular, we see that the second one may be understood as a side effect of the procedure to solve the first. It is explicitly shown how the adoption of specific metric-dependent diffeomorphisms, as a way to achieve projectability, causes the algebra of gauge generators (constraints) in phase space not to be a Lie algebra -with structure constants - but a soft algebra - with structure functions
On the way to a microscopic derivation of covariant density functionals in nuclei
Ring, Peter
2018-02-01
Several methods are discussed to derive covariant density functionals from the microscopic input of bare nuclear forces. In a first step there are semi-microscopic functionals, which are fitted to ab-initio calculations of nuclear matter and depend in addition on very few phenomenological parameters. They are able to describe nuclear properties with the same precision as fully phenomenological functionals. In a second step we present first relativistic Brueckner-Hartree-Fock calculations in finite nuclei in order to study properties of such functionals, which cannot be obtained from nuclear matter calculations.
Higher covariant derivative Pauli-Villars regularization does not lead to a consistent QCD
International Nuclear Information System (INIS)
Martin, C.P.; Ruiz Ruiz, F.
1994-01-01
We compute the beta function at one loop for Yang-Mills theory using as regulator the combination of higher covariant derivatives and Pauli-Villars determinants proposed by Faddeev and Slavnov. This regularization prescription has the appealing feature that it is manifestly gauge invariant and essentially four-dimensional. It happens however that the one-loop coefficient in the beta function that it yields is not -11/3, as it should be, but -23/6. The difference is due to unphysical logarithmic radiative corrections generated by the Pauli-Villars determinants on which the regularization method is based. This no-go result discards the prescription as a viable gauge invariant regularization, thus solving a long-standing open question in the literature. We also observe that the precsription can be modified so as to not generate unphysical logarithmic corrections, but at the expense of losing manifest gauge invariance. (orig.)
Higher covariant derivative Pauli-Villars regularization does not lead to a consistent QCD
Energy Technology Data Exchange (ETDEWEB)
Martin, C P [Universidad Autonoma de Madrid (Spain). Dept. de Fisica Teorica; Ruiz Ruiz, F [Nationaal Inst. voor Kernfysica en Hoge-Energiefysica (NIKHEF), Amsterdam (Netherlands). Sectie H
1994-12-31
We compute the beta function at one loop for Yang-Mills theory using as regulator the combination of higher covariant derivatives and Pauli-Villars determinants proposed by Faddeev and Slavnov. This regularization prescription has the appealing feature that it is manifestly gauge invariant and essentially four-dimensional. It happens however that the one-loop coefficient in the beta function that it yields is not -11/3, as it should be, but -23/6. The difference is due to unphysical logarithmic radiative corrections generated by the Pauli-Villars determinants on which the regularization method is based. This no-go result discards the prescription as a viable gauge invariant regularization, thus solving a long-standing open question in the literature. We also observe that the precsription can be modified so as to not generate unphysical logarithmic corrections, but at the expense of losing manifest gauge invariance. (orig.).
Levy, Roy; Xu, Yuning; Yel, Nedim; Svetina, Dubravka
2015-01-01
The standardized generalized dimensionality discrepancy measure and the standardized model-based covariance are introduced as tools to critique dimensionality assumptions in multidimensional item response models. These tools are grounded in a covariance theory perspective and associated connections between dimensionality and local independence.…
Deriving Daytime Variables From the AmeriFlux Standard Eddy Covariance Data Set
Energy Technology Data Exchange (ETDEWEB)
van Ingen, Catharine [Berkeley Water Center. Berkeley, CA (United States); Microsoft. San Francisco, CA (United States); Agarwal, Deborah A. [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Berkeley Water Center. Berkeley, CA (United States); Univ. of California, Berkeley, CA (United States); Humphrey, Marty [Univ. of Virginia, Charlottesville, VA (United States); Li, Jie [Univ. of Virginia, Charlottesville, VA (United States)
2008-12-06
A gap-filled, quality assessed eddy covariance dataset has recently become available for the AmeriFluxnetwork. This dataset uses standard processing and produces commonly used science variables. This shared dataset enables robust comparisons across different analyses. Of course, there are many remaining questions. One of those is how to define 'during the day' which is an important concept for many analyses. Some studies have used local time — for example 9am to 5pm; others have used thresholds on photosynthetic active radiation (PAR). A related question is how to derive quantities such as the Bowen ratio. Most studies compute the ratio of the averages of the latent heat (LE) and sensible heat (H). In this study, we use different methods of defining 'during the day' for GPP, LE, and H. We evaluate the differences between methods in two ways. First, we look at a number of statistics of GPP. Second, we look at differences in the derived Bowen ratio. Our goal is not science per se, but rather informatics in support of the science.
Generalized Lagrangian Path Approach to Manifestly-Covariant Quantum Gravity Theory
Directory of Open Access Journals (Sweden)
Massimo Tessarotto
2018-03-01
Full Text Available A trajectory-based representation for the quantum theory of the gravitational field is formulated. This is achieved in terms of a covariant Generalized Lagrangian-Path (GLP approach which relies on a suitable statistical representation of Bohmian Lagrangian trajectories, referred to here as GLP-representation. The result is established in the framework of the manifestly-covariant quantum gravity theory (CQG-theory proposed recently and the related CQG-wave equation advancing in proper-time the quantum state associated with massive gravitons. Generally non-stationary analytical solutions for the CQG-wave equation with non-vanishing cosmological constant are determined in such a framework, which exhibit Gaussian-like probability densities that are non-dispersive in proper-time. As a remarkable outcome of the theory achieved by implementing these analytical solutions, the existence of an emergent gravity phenomenon is proven to hold. Accordingly, it is shown that a mean-field background space-time metric tensor can be expressed in terms of a suitable statistical average of stochastic fluctuations of the quantum gravitational field whose quantum-wave dynamics is described by GLP trajectories.
Directory of Open Access Journals (Sweden)
Rassias JM
2009-01-01
Full Text Available We discuss the superstability of generalized module left derivations and generalized module derivations on a Banach module. Let be a Banach algebra and a Banach -module, and . The mappings , and are defined and it is proved that if (resp., is dominated by then is a generalized (resp., linear module- left derivation and is a (resp., linear module- left derivation. It is also shown that if (resp., is dominated by then is a generalized (resp., linear module- derivation and is a (resp., linear module- derivation.
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.
A cautionary note on generalized linear models for covariance of unbalanced longitudinal data
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
Generalized Fractional Derivative Anisotropic Viscoelastic Characterization
Directory of Open Access Journals (Sweden)
Harry H. Hilton
2012-01-01
Full Text Available Isotropic linear and nonlinear fractional derivative constitutive relations are formulated and examined in terms of many parameter generalized Kelvin models and are analytically extended to cover general anisotropic homogeneous or non-homogeneous as well as functionally graded viscoelastic material behavior. Equivalent integral constitutive relations, which are computationally more powerful, are derived from fractional differential ones and the associated anisotropic temperature-moisture-degree-of-cure shift functions and reduced times are established. Approximate Fourier transform inversions for fractional derivative relations are formulated and their accuracy is evaluated. The efficacy of integer and fractional derivative constitutive relations is compared and the preferential use of either characterization in analyzing isotropic and anisotropic real materials must be examined on a case-by-case basis. Approximate protocols for curve fitting analytical fractional derivative results to experimental data are formulated and evaluated.
Kataev, A. L.; Kazantsev, A. E.; Stepanyantz, K. V.
2018-01-01
We calculate the Adler D-function for N = 1 SQCD in the three-loop approximation using the higher covariant derivative regularization and the NSVZ-like subtraction scheme. The recently formulated all-order relation between the Adler function and the anomalous dimension of the matter superfields defined in terms of the bare coupling constant is first considered and generalized to the case of an arbitrary representation for the chiral matter superfields. The correctness of this all-order relation is explicitly verified at the three-loop level. The special renormalization scheme in which this all-order relation remains valid for the D-function and the anomalous dimension defined in terms of the renormalized coupling constant is constructed in the case of using the higher derivative regularization. The analytic expression for the Adler function for N = 1 SQCD is found in this scheme to the order O (αs2). The problem of scheme-dependence of the D-function and the NSVZ-like equation is briefly discussed.
Directory of Open Access Journals (Sweden)
A.L. Kataev
2018-01-01
Full Text Available We calculate the Adler D-function for N=1 SQCD in the three-loop approximation using the higher covariant derivative regularization and the NSVZ-like subtraction scheme. The recently formulated all-order relation between the Adler function and the anomalous dimension of the matter superfields defined in terms of the bare coupling constant is first considered and generalized to the case of an arbitrary representation for the chiral matter superfields. The correctness of this all-order relation is explicitly verified at the three-loop level. The special renormalization scheme in which this all-order relation remains valid for the D-function and the anomalous dimension defined in terms of the renormalized coupling constant is constructed in the case of using the higher derivative regularization. The analytic expression for the Adler function for N=1 SQCD is found in this scheme to the order O(αs2. The problem of scheme-dependence of the D-function and the NSVZ-like equation is briefly discussed.
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....
Yee, Mei Sun
2015-11-01
Accurate measurements of energy fluxes between land and atmosphere are important for understanding and modeling climatic patterns. Several methods are available to measure heat fluxes, and scintillometers are becoming increasingly popular because of their ability to measure sensible (. H) and latent (. LvE) heat fluxes over large spatial scales. The main motivation of this study was to test the use of different methods and technologies to derive surface heat fluxes.Measurements of H and LvE were carried out with an eddy covariance (EC) system, two different makes of optical large aperture scintillometers (LAS) and two microwave scintillometers (MWS) with different frequencies at a pasture site in a semi-arid environment of New South Wales, Australia. We used the EC measurements as a benchmark. Fluxes derived from the EC system and LAS systems agreed (R2>0.94), whereas the MWS systems measured lower H (bias ~60Wm-2) and larger LvE (bias ~65Wm-2) than EC. When the scintillometers were compared against each other, the two LASs showed good agreement of H (R2=0.98), while MWS with different frequencies and polarizations led to different results. Combination of LAS and MWS measurements (i.e., two wavelength method) resulted in performance that fell in between those estimated using either LAS or MWS alone when compared with the EC system. The cause for discrepancies between surface heat fluxes derived from the EC system and those from the MWS systems and the two-wavelength method are possibly related to inaccurate assignment of the structure parameter of temperature and humidity. Additionally, measurements from MWSs can be associated with two values of the Bowen ratio, thereby leading to uncertainties in the estimation of the fluxes. While only one solution has been considered in this study, when LvE was approximately less than 200Wm-2, the alternate solution may be more accurate. Therefore, for measurements of surface heat fluxes in a semi-arid or dry environment, the
Liu, Xiao-Kun; Xiao, Shui-Yuan; Zhou, Liang; Hu, Mi; Zhou, Wei; Liu, Hui-Ming
2018-01-01
The aims of this study were to investigate the distribution of sleep quality and its relationship with the prevalence of pain among rural Chinese people and to explore the association between sleep quality and pain intensity among the general population in real-life settings. This cross-sectional survey included a total of 2052 adults from rural areas in Liuyang, Hunan Province, recruited through random multistage sampling. The distributions of sleep quality and pain prevalence among the participants over a 4-week period were described. Because of multicollinearity among variables, the influence of self-rated sleep quality and psychosocial covariates on pain intensity was explored using a ridge regression model. The data showed that participants reporting all categories of sleep quality experienced some degree of pain. Sleep quality, along with physical and mental health, was a negative predictor of pain intensity among the general population. Symptoms of depression positively predicted pain intensity. Poor sleep quality increased pain intensity among the participants. Both previous research and the present data suggest that improving sleep quality may significantly decrease pain intensity in the general population. The relationship between sleep and pain may be bidirectional. This finding also suggests that treatment for sleep disorders and insomnia should be addressed in future efforts to alleviate pain intensity.
Yee, Mei Sun; Pauwels, Valentijn R N; Daly, Edoardo; Beringer, Jason; Rü diger, Christoph; McCabe, Matthew; Walker, Jeffrey P.
2015-01-01
with an eddy covariance (EC) system, two different makes of optical large aperture scintillometers (LAS) and two microwave scintillometers (MWS) with different frequencies at a pasture site in a semi-arid environment of New South Wales, Australia. We used
Enabling quaternion derivatives: the generalized HR calculus
Xu, Dongpo; Jahanchahi, Cyrus; Took, Clive C.; Mandic, Danilo P.
2015-01-01
Quaternion derivatives exist only for a very restricted class of analytic (regular) functions; however, in many applications, functions of interest are real-valued and hence not analytic, a typical case being the standard real mean square error objective function. The recent HR calculus is a step forward and provides a way to calculate derivatives and gradients of both analytic and non-analytic functions of quaternion variables; however, the HR calculus can become cumbersome in complex optimization problems due to the lack of rigorous product and chain rules, a consequence of the non-commutativity of quaternion algebra. To address this issue, we introduce the generalized HR (GHR) derivatives which employ quaternion rotations in a general orthogonal system and provide the left- and right-hand versions of the quaternion derivative of general functions. The GHR calculus also solves the long-standing problems of product and chain rules, mean-value theorem and Taylor's theorem in the quaternion field. At the core of the proposed GHR calculus is quaternion rotation, which makes it possible to extend the principle to other functional calculi in non-commutative settings. Examples in statistical learning theory and adaptive signal processing support the analysis. PMID:26361555
A generalization of the Lie derivative
International Nuclear Information System (INIS)
Dolan, P.
1984-01-01
If X=xisup(i)deltasub(i) and Y=etasup(i)deltasub(i) are vector fields then it is well-known that the Lie derivative Poundsub(X)Y equivalent to [X,Y] (xisup(s)deltasub(s) etasup(s)deltasub(s)xisup(i))deltasub(i) is also a vector field under general coordinate transformations. A generalization of this result, due to previous workers, allows a definition of Poundsub(F)G, where F,G are arbitrary contravariant tensor fields. The formulae are linear in the first partial derivatives of F and G. An application to the theory of Killing-Yano tensor fields on Riemannian manifolds is given. (author)
DEFF Research Database (Denmark)
Strathe, Anders B; Mark, Thomas; Nielsen, Bjarne
2014-01-01
Random regression models were used to estimate covariance functions between cumulated feed intake (CFI) and body weight (BW) in 8424 Danish Duroc pigs. Random regressions on second order Legendre polynomials of age were used to describe genetic and permanent environmental curves in BW and CFI...
Strong commutativity preserving generalized derivations on ...
African Journals Online (AJOL)
Let R be a non-commutative prime ring of characteristic different from 2, with right Utumi quotient ring U and extended centroid C and let F and G be generalized derivations of R such that F(x)G(y)-F(y)G(x) = [x; y], for all x; y ∈ S, where S is a subset of R. Here we will discuss the following cases: (a) S = [R;R];. b) S = L, where ...
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.
Covariant density functional theory: predictive power and first attempts of a microscopic derivation
Ring, Peter
2018-05-01
We discuss systematic global investigations with modern covariant density functionals. The number of their phenomenological parameters can be reduced considerable by using microscopic input from ab-initio calculations in nuclear matter. The size of the tensor force is still an open problem. Therefore we use the first full relativistic Brueckner-Hartree-Fock calculations in finite nuclear systems in order to study properties of such functionals, which cannot be obtained from nuclear matter calculations.
Covariant density functional theory: predictive power and first attempts of a microscopic derivation
Directory of Open Access Journals (Sweden)
Ring Peter
2018-01-01
Full Text Available We discuss systematic global investigations with modern covariant density functionals. The number of their phenomenological parameters can be reduced considerable by using microscopic input from ab-initio calculations in nuclear matter. The size of the tensor force is still an open problem. Therefore we use the first full relativistic Brueckner-Hartree-Fock calculations in finite nuclear systems in order to study properties of such functionals, which cannot be obtained from nuclear matter calculations.
ADM pseudotensors, conserved quantities and covariant conservation laws in general relativity
International Nuclear Information System (INIS)
Fatibene, L.; Ferraris, M.; Francaviglia, M.; Lusanna, L.
2012-01-01
The ADM formalism is reviewed and techniques for decomposing generic components of metric, connection and curvature are obtained. These techniques will turn out to be enough to decompose not only Einstein equations but also covariant conservation laws. Then a number of independent sets of hypotheses that are sufficient (though not necessary) to obtain standard ADM quantities (and Hamiltonian) from covariant conservation laws are considered. This determines explicitly the range in which standard techniques are equivalent to covariant conserved quantities. The Schwarzschild metric in different coordinates is then considered, showing how the standard ADM quantities fail dramatically in non-Cartesian coordinates or even worse when asymptotically flatness is not manifest; while, in view of their covariance, covariant conservation laws give the correct result in all cases. - Highlights: ► In the paper ADM conserved quantities for GR are obtained from augmented conservation laws. ► Boundary conditions for this to be possible are considered and compared with the literature. ► Some different forms of Schwarzschild solutions are considered as simple examples of different boundary conditions.
Directory of Open Access Journals (Sweden)
Huai-Xin Cao
2009-01-01
Full Text Available We discuss the superstability of generalized module left derivations and generalized module derivations on a Banach module. Let 𝒜 be a Banach algebra and X a Banach 𝒜-module, f:X→X and g:𝒜→𝒜. The mappings Δf,g1, Δf,g2, Δf,g3, and Δf,g4 are defined and it is proved that if ∥Δf,g1(x,y,z,w∥ (resp., ∥Δf,g3(x,y,z,w,α,β∥ is dominated by φ(x,y,z,w, then f is a generalized (resp., linear module-𝒜 left derivation and g is a (resp., linear module-X left derivation. It is also shown that if ∥Δf,g2(x,y,z,w∥ (resp., ∥Δf,g4(x,y,z,w,α,β∥ is dominated by φ(x,y,z,w, then f is a generalized (resp., linear module-𝒜 derivation and g is a (resp., linear module-X derivation.
Feng, Jingjie; Huang, Zhongyi; Zhou, Congcong; Ye, Xuesong
2018-06-01
It is widely recognized that pulse transit time (PTT) can track blood pressure (BP) over short periods of time, and hemodynamic covariates such as heart rate, stiffness index may also contribute to BP monitoring. In this paper, we derived a proportional relationship between BP and PPT -2 and proposed an improved method adopting hemodynamic covariates in addition to PTT for continuous BP estimation. We divided 28 subjects from the Multi-parameter Intelligent Monitoring for Intensive Care database into two groups (with/without cardiovascular diseases) and utilized a machine learning strategy based on regularized linear regression (RLR) to construct BP models with different covariates for corresponding groups. RLR was performed for individuals as the initial calibration, while recursive least square algorithm was employed for the re-calibration. The results showed that errors of BP estimation by our method stayed within the Association of Advancement of Medical Instrumentation limits (- 0.98 ± 6.00 mmHg @ SBP, 0.02 ± 4.98 mmHg @ DBP) when the calibration interval extended to 1200-beat cardiac cycles. In comparison with other two representative studies, Chen's method kept accurate (0.32 ± 6.74 mmHg @ SBP, 0.94 ± 5.37 mmHg @ DBP) using a 400-beat calibration interval, while Poon's failed (- 1.97 ± 10.59 mmHg @ SBP, 0.70 ± 4.10 mmHg @ DBP) when using a 200-beat calibration interval. With additional hemodynamic covariates utilized, our method improved the accuracy of PTT-based BP estimation, decreased the calibration frequency and had the potential for better continuous BP estimation.
Major questions about derivation of variance-covariance information for nuclear data evaluations
International Nuclear Information System (INIS)
Peelle, R.W.
1982-01-01
The uncertainties in and correlations among some evaluated nuclear data are now evaluated to permit estimation of data-related uncertainties in the outputs of neutronic calculations and to focus data improvement efforts. Questions are discussed that arise in trying to obtain adequate numerical files of variance-covariance uncertainty information. These involve (1) discrepant data, (2) experimental data with incompletely reported uncertainties, (3) uncertainties in nuclear model results, (4) uncertainty data for the resonance regions and for angle and energy distributions, and (5) the role of integral data in nuclear data evaluation. The question also arises whether files of uncertainty data designed for technological applications can suffice to represent past knowledge in an evaluation that includes new data. Directions are indicated toward resolving these questions
Higher-derivative generalization of conformal mechanics
Baranovsky, Oleg
2017-08-01
Higher-derivative analogs of multidimensional conformal particle and many-body conformal mechanics are constructed. Their Newton-Hooke counterparts are derived by applying appropriate coordinate transformations.
Generating functional for mesonic ChPT with virtual photons in a general covariant gauge
International Nuclear Information System (INIS)
Agadjanov, Andria; Agadjanov, Dimitri; Khelashvili, Anzor; Rusetsky, Akaki
2013-01-01
The divergent part of the one-loop effective action in Chiral Perturbation Theory with virtual photons has been evaluated in an arbitrary covariant gauge. The differential operator that emerges in the functional determinant is of non-minimal type, for which the standard heat kernel methods are not directly applicable. Both the SU(2) and SU(3) cases have been worked out. A comparison with existing results in the literature is given. (orig.)
General Relativity without paradigm of space-time covariance, and resolution of the problem of time
Soo, Chopin; Yu, Hoi-Lai
2014-01-01
The framework of a theory of gravity from the quantum to the classical regime is presented. The paradigm shift from full space-time covariance to spatial diffeomorphism invariance, together with clean decomposition of the canonical structure, yield transparent physical dynamics and a resolution of the problem of time. The deep divide between quantum mechanics and conventional canonical formulations of quantum gravity is overcome with a Schrödinger equation for quantum geometrodynamics that describes evolution in intrinsic time. Unitary time development with gauge-invariant temporal ordering is also viable. All Kuchar observables become physical; and classical space-time, with direct correlation between its proper times and intrinsic time intervals, emerges from constructive interference. The framework not only yields a physical Hamiltonian for Einstein's theory, but also prompts natural extensions and improvements towards a well behaved quantum theory of gravity. It is a consistent canonical scheme to discuss Horava-Lifshitz theories with intrinsic time evolution, and of the many possible alternatives that respect 3-covariance (rather than the more restrictive 4-covariance of Einstein's theory), Horava's "detailed balance" form of the Hamiltonian constraint is essentially pinned down by this framework. Issues in quantum gravity that depend on radiative corrections and the rigorous definition and regularization of the Hamiltonian operator are not addressed in this work.
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
Scott, M
2012-08-01
The time-covariance function captures the dynamics of biochemical fluctuations and contains important information about the underlying kinetic rate parameters. Intrinsic fluctuations in biochemical reaction networks are typically modelled using a master equation formalism. In general, the equation cannot be solved exactly and approximation methods are required. For small fluctuations close to equilibrium, a linearisation of the dynamics provides a very good description of the relaxation of the time-covariance function. As the number of molecules in the system decrease, deviations from the linear theory appear. Carrying out a systematic perturbation expansion of the master equation to capture these effects results in formidable algebra; however, symbolic mathematics packages considerably expedite the computation. The authors demonstrate that non-linear effects can reveal features of the underlying dynamics, such as reaction stoichiometry, not available in linearised theory. Furthermore, in models that exhibit noise-induced oscillations, non-linear corrections result in a shift in the base frequency along with the appearance of a secondary harmonic.
Directory of Open Access Journals (Sweden)
Githure John I
2009-09-01
Full Text Available Abstract Background Autoregressive regression coefficients for Anopheles arabiensis aquatic habitat models are usually assessed using global error techniques and are reported as error covariance matrices. A global statistic, however, will summarize error estimates from multiple habitat locations. This makes it difficult to identify where there are clusters of An. arabiensis aquatic habitats of acceptable prediction. It is therefore useful to conduct some form of spatial error analysis to detect clusters of An. arabiensis aquatic habitats based on uncertainty residuals from individual sampled habitats. In this research, a method of error estimation for spatial simulation models was demonstrated using autocorrelation indices and eigenfunction spatial filters to distinguish among the effects of parameter uncertainty on a stochastic simulation of ecological sampled Anopheles aquatic habitat covariates. A test for diagnostic checking error residuals in an An. arabiensis aquatic habitat model may enable intervention efforts targeting productive habitats clusters, based on larval/pupal productivity, by using the asymptotic distribution of parameter estimates from a residual autocovariance matrix. The models considered in this research extends a normal regression analysis previously considered in the literature. Methods Field and remote-sampled data were collected during July 2006 to December 2007 in Karima rice-village complex in Mwea, Kenya. SAS 9.1.4® was used to explore univariate statistics, correlations, distributions, and to generate global autocorrelation statistics from the ecological sampled datasets. A local autocorrelation index was also generated using spatial covariance parameters (i.e., Moran's Indices in a SAS/GIS® database. The Moran's statistic was decomposed into orthogonal and uncorrelated synthetic map pattern components using a Poisson model with a gamma-distributed mean (i.e. negative binomial regression. The eigenfunction
Chartin, Caroline; Stevens, Antoine; van Wesemael, Bas
2015-04-01
Providing spatially continuous Soil Organic Carbon data (SOC) is needed to support decisions regarding soil management, and inform the political debate with quantified estimates of the status and change of the soil resource. Digital Soil Mapping techniques are based on relations existing between a soil parameter (measured at different locations in space at a defined period) and relevant covariates (spatially continuous data) that are factors controlling soil formation and explaining the spatial variability of the target variable. This study aimed at apply DSM techniques to recent SOC content measurements (2005-2013) in three different landuses, i.e. cropland, grassland, and forest, in the Walloon region (Southern Belgium). For this purpose, SOC databases of two regional Soil Monitoring Networks (CARBOSOL for croplands and grasslands, and IPRFW for forests) were first harmonized, totalising about 1,220 observations. Median values of SOC content for croplands, grasslands, and forests, are respectively of 12.8, 29.0, and 43.1 g C kg-1. Then, a set of spatial layers were prepared with a resolution of 40 meters and with the same grid topology, containing environmental covariates such as, landuses, Digital Elevation Model and its derivatives, soil texture, C factor, carbon inputs by manure, and climate. Here, in addition to the three classical texture classes (clays, silt, and sand), we tested the use of clays + fine silt content (particles < 20 µm and related to stable carbon fraction) as soil covariate explaining SOC variations. For each of the three land uses (cropland, grassland and forest), a Generalized Additive Model (GAM) was calibrated on two thirds of respective dataset. The remaining samples were assigned to a test set to assess model performance. A backward stepwise procedure was followed to select the relevant environmental covariates using their approximate p-values (the level of significance was set at p < 0.05). Standard errors were estimated for each of
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)
Generalized Jackknife Estimators of Weighted Average Derivatives
DEFF Research Database (Denmark)
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael
With the aim of improving the quality of asymptotic distributional approximations for nonlinear functionals of nonparametric estimators, this paper revisits the large-sample properties of an important member of that class, namely a kernel-based weighted average derivative estimator. Asymptotic...
Deriving GENERIC from a generalized fluctuation symmetry
Kraaij, R.; Lazarescu, A.; Maes, C.; Peletier, M.A.
2018-01-01
Much of the structure of macroscopic evolution equations for relaxation to equilibrium can be derived from symmetries in the dynamical fluctuations around the most typical trajectory. For example, detailed balance as expressed in terms of the Lagrangian for the path-space action leads to gradient
Covariant energy–momentum and an uncertainty principle for general relativity
Energy Technology Data Exchange (ETDEWEB)
Cooperstock, F.I., E-mail: cooperst@uvic.ca [Department of Physics and Astronomy, University of Victoria, P.O. Box 3055, Victoria, B.C. V8W 3P6 (Canada); Dupre, M.J., E-mail: mdupre@tulane.edu [Department of Mathematics, Tulane University, New Orleans, LA 70118 (United States)
2013-12-15
We introduce a naturally-defined totally invariant spacetime energy expression for general relativity incorporating the contribution from gravity. The extension links seamlessly to the action integral for the gravitational field. The demand that the general expression for arbitrary systems reduces to the Tolman integral in the case of stationary bounded distributions, leads to the matter-localized Ricci integral for energy–momentum in support of the energy localization hypothesis. The role of the observer is addressed and as an extension of the special relativistic case, the field of observers comoving with the matter is seen to compute the intrinsic global energy of a system. The new localized energy supports the Bonnor claim that the Szekeres collapsing dust solutions are energy-conserving. It is suggested that in the extreme of strong gravity, the Heisenberg Uncertainty Principle be generalized in terms of spacetime energy–momentum. -- Highlights: •We present a totally invariant spacetime energy expression for general relativity incorporating the contribution from gravity. •Demand for the general expression to reduce to the Tolman integral for stationary systems supports the Ricci integral as energy–momentum. •Localized energy via the Ricci integral is consistent with the energy localization hypothesis. •New localized energy supports the Bonnor claim that the Szekeres collapsing dust solutions are energy-conserving. •Suggest the Heisenberg Uncertainty Principle be generalized in terms of spacetime energy–momentum in strong gravity extreme.
Entropy Production and Equilibrium Conditions of General-Covariant Spin Systems
Directory of Open Access Journals (Sweden)
Wolfgang Muschik
2015-12-01
Full Text Available In generalizing the special-relativistic one-component version of Eckart’s continuum thermodynamics to general-relativistic space-times with Riemannian or post-Riemannian geometry as presented by Schouten (Schouten, J.A. Ricci-Calculus, 1954 and Blagojevic (Blagojevic, M. Gauge Theories of Gravitation, 2013 we consider the entropy production and other thermodynamical quantities, such as the entropy flux and the Gibbs fundamental equation. We discuss equilibrium conditions in gravitational theories, which are based on such geometries. In particular, thermodynamic implications of the non-symmetry of the energy-momentum tensor and the related spin balance equations are investigated, also for the special case of general relativity.
Deriving GENERIC from a Generalized Fluctuation Symmetry
Kraaij, Richard; Lazarescu, Alexandre; Maes, Christian; Peletier, Mark
2018-02-01
Much of the structure of macroscopic evolution equations for relaxation to equilibrium can be derived from symmetries in the dynamical fluctuations around the most typical trajectory. For example, detailed balance as expressed in terms of the Lagrangian for the path-space action leads to gradient zero-cost flow. We expose a new such fluctuation symmetry that implies GENERIC, an extension of gradient flow where a Hamiltonian part is added to the dissipative term in such a way as to retain the free energy as Lyapunov function.
International Nuclear Information System (INIS)
Kagramanov, E.D.; Nagiyev, Sh.M.; Mir-Kasimov, R.M.
1989-03-01
An exactly soluble problem for the finite-difference Schroedinger equation in the relativistic configurational space is considered. The appropriate finite-difference generalization of the factorization method is developed. The theory of new special functions ''the relativistic Hermite polynomials'', in which the solutions are expressed, is constructed. (author). 14 refs
Generalized module extension Banach algebras: Derivations and ...
African Journals Online (AJOL)
Let A and X be Banach algebras and let X be an algebraic Banach A-module. Then the ℓ-1direct sum A x X equipped with the multiplication (a; x)(b; y) = (ab; ay + xb + xy) (a; b ∈ A; x; y ∈ X) is a Banach algebra, denoted by A ⋈ X, which will be called "a generalized module extension Banach algebra". Module extension ...
International Nuclear Information System (INIS)
Sourrouille, Lucas; Casana, Rodolfo
2016-01-01
We have studied the existence of self-dual solitonic solutions in a generalization of the Abelian Chern-Simons-Higgs model. Such a generalization introduces two different nonnegative functions, ω_1(|ϕ|) and ω(|ϕ|), which split the kinetic term of the Higgs field, |D_μϕ|"2→ω_1(|ϕ|)|D_0ϕ|"2-ω(|ϕ|)|D_kϕ|"2, breaking explicitly the Lorentz covariance. We have shown that a clean implementation of the Bogomolnyi procedure only can be implemented whether ω(|ϕ|)∝β|ϕ|"2"β"-"2 with β≥1. The self-dual or Bogomolnyi equations produce an infinity number of soliton solutions by choosing conveniently the generalizing function ω_1(|ϕ|) which must be able to provide a finite magnetic field. Also, we have shown that by properly choosing the generalizing functions it is possible to reproduce the Bogomolnyi equations of the Abelian Maxwell-Higgs and Chern-Simons-Higgs models. Finally, some new self-dual |ϕ|"6-vortex solutions have been analyzed from both theoretical and numerical point of view.
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...
Holographic entanglement entropy for the most general higher derivative gravity
International Nuclear Information System (INIS)
Miao, Rong-Xin; Guo, Wu-zhong
2015-01-01
The holographic entanglement entropy for the most general higher derivative gravity is investigated. We find a new type of Wald entropy, which appears on entangling surface without the rotational symmetry and reduces to usual Wald entropy on Killing horizon. Furthermore, we obtain a formal formula of HEE for the most general higher derivative gravity and work it out exactly for some squashed cones. As an important application, we derive HEE for gravitational action with one derivative of the curvature when the extrinsic curvature vanishes. We also study some toy models with non-zero extrinsic curvature. We prove that our formula yields the correct universal term of entanglement entropy for 4d CFTs. Furthermore, we solve the puzzle raised by Hung, Myers and Smolkin that the logarithmic term of entanglement entropy derived from Weyl anomaly of CFTs does not match the holographic result even if the extrinsic curvature vanishes. We find that such mismatch comes from the ‘anomaly of entropy’ of the derivative of curvature. After considering such contributions carefully, we resolve the puzzle successfully. In general, we need to fix the splitting problem for the conical metrics in order to derive the holographic entanglement entropy. We find that, at least for Einstein gravity, the splitting problem can be fixed by using equations of motion. How to derive the splittings for higher derivative gravity is a non-trivial and open question. For simplicity, we ignore the splitting problem in this paper and find that it does not affect our main results.
The method of covariant symbols in curved space-time
International Nuclear Information System (INIS)
Salcedo, L.L.
2007-01-01
Diagonal matrix elements of pseudodifferential operators are needed in order to compute effective Lagrangians and currents. For this purpose the method of symbols is often used, which however lacks manifest covariance. In this work the method of covariant symbols, introduced by Pletnev and Banin, is extended to curved space-time with arbitrary gauge and coordinate connections. For the Riemannian connection we compute the covariant symbols corresponding to external fields, the covariant derivative and the Laplacian, to fourth order in a covariant derivative expansion. This allows one to obtain the covariant symbol of general operators to the same order. The procedure is illustrated by computing the diagonal matrix element of a nontrivial operator to second order. Applications of the method are discussed. (orig.)
International Nuclear Information System (INIS)
Nunn, A.J.; Cieslik, S.; Metzger, U.; Wieser, G.; Matyssek, R.
2010-01-01
Stomatal O 3 fluxes to a mixed beech/spruce stand (Fagus sylvatica/Picea abies) in Central Europe were determined using two different approaches. The sap flow technique yielded the tree-level transpiration, whereas the eddy covariance method provided the stand-level evapotranspiration. Both data were then converted into stomatal ozone fluxes, exemplifying this novel concept for July 2007. Sap flow-based stomatal O 3 flux was 33% of the total O 3 flux, whereas derivation from evapotranspiration rates in combination with the Penman-Monteith algorithm amounted to 47%. In addition to this proportional difference, the sap flow-based assessment yielded lower levels of stomatal O 3 flux and reflected stomatal regulation rather than O 3 exposure, paralleling the daily courses of canopy conductance for water vapor and eddy covariance-based total stand-level O 3 flux. The demonstrated combination of sap flow and eddy covariance approaches supports the development of O 3 risk assessment in forests from O 3 exposure towards flux-based concepts. - Combined tree sap flow and eddy covariance-based methodologies yield stomatal O 3 flux as 33% in total stand flux.
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...
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
A note on generalized skew derivations on Lie ideals
Indian Academy of Sciences (India)
MOHAMMAD ASHRAF
2018-04-24
Apr 24, 2018 ... Abstract. Let R be a prime ring, Z(R) its center, C its extended centroid, L a Lie ideal of R, F a generalized skew derivation associated with a skew derivation d and automorphism α. Assume that there exist t ≥ 1 and m, n ≥ 0 fixed integers such that vu = umF(uv)tun for all u,v ∈ L. Then it is shown that either ...
Derivation of Einstein-Cartan theory from general relativity
Petti, Richard
2015-04-01
General relativity cannot describe exchange of classical intrinsic angular momentum and orbital angular momentum. Einstein-Cartan theory fixes this problem in the least invasive way. In the late 20th century, the consensus view was that Einstein-Cartan theory requires inclusion of torsion without adequate justification, it has no empirical support (though it doesn't conflict with any known evidence), it solves no important problem, and it complicates gravitational theory with no compensating benefit. In 1986 the author published a derivation of Einstein-Cartan theory from general relativity, with no additional assumptions or parameters. Starting without torsion, Poincaré symmetry, classical or quantum spin, or spinors, it derives torsion and its relation to spin from a continuum limit of general relativistic solutions. The present work makes the case that this computation, combined with supporting arguments, constitutes a derivation of Einstein-Cartan theory from general relativity, not just a plausibility argument. This paper adds more and simpler explanations, more computational details, correction of a factor of 2, discussion of limitations of the derivation, and discussion of some areas of gravitational research where Einstein-Cartan theory is relevant.
Covariant electromagnetic field lines
Hadad, Y.; Cohen, E.; Kaminer, I.; Elitzur, A. C.
2017-08-01
Faraday introduced electric field lines as a powerful tool for understanding the electric force, and these field lines are still used today in classrooms and textbooks teaching the basics of electromagnetism within the electrostatic limit. However, despite attempts at generalizing this concept beyond the electrostatic limit, such a fully relativistic field line theory still appears to be missing. In this work, we propose such a theory and define covariant electromagnetic field lines that naturally extend electric field lines to relativistic systems and general electromagnetic fields. We derive a closed-form formula for the field lines curvature in the vicinity of a charge, and show that it is related to the world line of the charge. This demonstrates how the kinematics of a charge can be derived from the geometry of the electromagnetic field lines. Such a theory may also provide new tools in modeling and analyzing electromagnetic phenomena, and may entail new insights regarding long-standing problems such as radiation-reaction and self-force. In particular, the electromagnetic field lines curvature has the attractive property of being non-singular everywhere, thus eliminating all self-field singularities without using renormalization techniques.
Generalized fractional Schroedinger equation with space-time fractional derivatives
International Nuclear Information System (INIS)
Wang Shaowei; Xu Mingyu
2007-01-01
In this paper the generalized fractional Schroedinger equation with space and time fractional derivatives is constructed. The equation is solved for free particle and for a square potential well by the method of integral transforms, Fourier transform and Laplace transform, and the solution can be expressed in terms of Mittag-Leffler function. The Green function for free particle is also presented in this paper. Finally, we discuss the relationship between the cases of the generalized fractional Schroedinger equation and the ones in standard quantum
Higher time derivatives of the generalized Liapunov function
International Nuclear Information System (INIS)
Schieve, W.C.; Bulsara, A.R.
1975-01-01
Using the generalized N-body expression for a Liapunov functional developed by Prigogine and coworkers, a condition is obtained whereby the successive time derivatives of this function alternate in sign for weakly coupled systems. This generalized Liapunov function contains contributions from the diagonal as well as off-diagonal (correlation) components of the density matrix. The alternating sign condition is applied (and seen to hold true) for the cases of elastic phonon scattering in a lattice, three-phonon scattering (the anharmonic lattice), and the quantum electron gas. It is also proved simply for the Friedrichs model
Zheng, Xueying; Qin, Guoyou; Tu, Dongsheng
2017-05-30
Motivated by the analysis of quality of life data from a clinical trial on early breast cancer, we propose in this paper a generalized partially linear mean-covariance regression model for longitudinal proportional data, which are bounded in a closed interval. Cholesky decomposition of the covariance matrix for within-subject responses and generalized estimation equations are used to estimate unknown parameters and the nonlinear function in the model. Simulation studies are performed to evaluate the performance of the proposed estimation procedures. Our new model is also applied to analyze the data from the cancer clinical trial that motivated this research. In comparison with available models in the literature, the proposed model does not require specific parametric assumptions on the density function of the longitudinal responses and the probability function of the boundary values and can capture dynamic changes of time or other interested variables on both mean and covariance of the correlated proportional responses. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
International Nuclear Information System (INIS)
Sebestyen, A.
1975-07-01
The principle of covariance is extended to coordinates corresponding to internal degrees of freedom. The conditions for a system to be isolated are given. It is shown how internal forces arise in such systems. Equations for internal fields are derived. By an interpretation of the generalized coordinates based on group theory it is shown how particles of the ordinary sense enter into the model and as a simple application the gravitational interaction of two pointlike particles is considered and the shift of the perihelion is deduced. (Sz.Z.)
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.
Generalized time fractional IHCP with Caputo fractional derivatives
International Nuclear Information System (INIS)
Murio, D A; MejIa, C E
2008-01-01
The numerical solution of the generalized time fractional inverse heat conduction problem (GTFIHCP) on a finite slab is investigated in the presence of measured (noisy) data when the time fractional derivative is interpreted in the sense of Caputo. The GTFIHCP involves the simultaneous identification of the heat flux and temperature transient functions at one of the boundaries of the finite slab together with the initial condition of the original direct problem from noisy Cauchy data at a discrete set of points on the opposite (active) boundary. A finite difference space marching scheme with adaptive regularization, using trigonometric mollification techniques and generalized cross validation is introduced. Error estimates for the numerical solution of the mollified problem and numerical examples are provided.
Astrophysical tests of scale-covariant gravity theories
International Nuclear Information System (INIS)
Mansfield, V.N.; Malin, S.
1980-01-01
Starting from the most general form of the conservation laws in scale-covariant gravitation theory, a conservation of energy equation appropriate for stars is derived. Applications to white dwarfs and neutron stars reveal serious difficulties for some choices of gauge that have been frequently employed in the literature on scale-covariant gravity. We also show how to restrict some of the possible gauges that result from theories which are independent of the Large Numbers Hypothesis
Generalization of the van der Pauw relationship derived from electrostatics
Weiss, Jonathan D.
2011-08-01
In an earlier paper, this author, along with two others Weiss et al. (2008) [1], demonstrated that the original van der Pauw relationship could be derived from three-dimensional electrostatics, as opposed to van der Pauw's use of conformal mapping. The earlier derivation was done for a conducting material of rectangular cross section with contacts placed at the corners. Presented here is a generalization of the previous work involving a square sample and a square array of electrodes that are not confined to the corners, since this measurement configuration could be a more convenient one. As in the previous work, the effects of non-zero sample thickness and contact size have been investigated. Buehler and Thurber derived a similar relationship using an infinite series of current images on a large and thin conducting sheet to satisfy the conditions at the boundary of the sample. The results presented here agree with theirs numerically, but analytic agreement could not be shown using any of the perused mathematical literature. By simply equating the two solutions, it appears that, as a byproduct of this work, a new mathematical relationship has been uncovered. Finally, the application of this methodology to the Hall Effect is discussed.
Covariance matrix estimation for stationary time series
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...
Superfield quantization in Sp(2) covariant formalism
Lavrov, P M
2001-01-01
The rules of the superfield Sp(2) covariant quantization of the arbitrary gauge theories for the case of the introduction of the gauging with the derivative equations for the gauge functional are generalized. The possibilities of realization of the expanded anti-brackets are considered and it is shown, that only one of the realizations is compatible with the transformations of the expanded BRST-symmetry in the form of super translations along the Grassmann superspace coordinates
Covariant electrodynamics in linear media: Optical metric
Thompson, Robert T.
2018-03-01
While the postulate of covariance of Maxwell's equations for all inertial observers led Einstein to special relativity, it was the further demand of general covariance—form invariance under general coordinate transformations, including between accelerating frames—that led to general relativity. Several lines of inquiry over the past two decades, notably the development of metamaterial-based transformation optics, has spurred a greater interest in the role of geometry and space-time covariance for electrodynamics in ponderable media. I develop a generally covariant, coordinate-free framework for electrodynamics in general dielectric media residing in curved background space-times. In particular, I derive a relation for the spatial medium parameters measured by an arbitrary timelike observer. In terms of those medium parameters I derive an explicit expression for the pseudo-Finslerian optical metric of birefringent media and show how it reduces to a pseudo-Riemannian optical metric for nonbirefringent media. This formulation provides a basis for a unified approach to ray and congruence tracing through media in curved space-times that may smoothly vary among positively refracting, negatively refracting, and vacuum.
Mather, Lisa; Blom, Victoria; Bergström, Gunnar; Svedberg, Pia
2016-12-01
Depression and anxiety are highly comorbid due to shared genetic risk factors, but less is known about whether burnout shares these risk factors. We aimed to examine whether the covariation between major depressive disorder (MDD), generalized anxiety disorder (GAD), and burnout is explained by common genetic and/or environmental factors. This cross-sectional study included 25,378 Swedish twins responding to a survey in 2005-2006. Structural equation models were used to analyze whether the trait variances and covariances were due to additive genetics, non-additive genetics, shared environment, and unique environment. Univariate analyses tested sex limitation models and multivariate analysis tested Cholesky, independent pathway, and common pathway models. The phenotypic correlations were 0.71 (0.69-0.74) between MDD and GAD, 0.58 (0.56-0.60) between MDD and burnout, and 0.53 (0.50-0.56) between GAD and burnout. Heritabilities were 45% for MDD, 49% for GAD, and 38% for burnout; no statistically significant sex differences were found. A common pathway model was chosen as the final model. The common factor was influenced by genetics (58%) and unique environment (42%), and explained 77% of the variation in MDD, 69% in GAD, and 44% in burnout. GAD and burnout had additive genetic factors unique to the phenotypes (11% each), while MDD did not. Unique environment explained 23% of the variability in MDD, 20% in GAD, and 45% in burnout. In conclusion, the covariation was explained by an underlying common factor, largely influenced by genetics. Burnout was to a large degree influenced by unique environmental factors not shared with MDD and GAD.
Covariant conserved currents for scalar-tensor Horndeski theory
Schmidt, J.; Bičák, J.
2018-04-01
The scalar-tensor theories have become popular recently in particular in connection with attempts to explain present accelerated expansion of the universe, but they have been considered as a natural extension of general relativity long time ago. The Horndeski scalar-tensor theory involving four invariantly defined Lagrangians is a natural choice since it implies field equations involving at most second derivatives. Following the formalisms of defining covariant global quantities and conservation laws for perturbations of spacetimes in standard general relativity, we extend these methods to the general Horndeski theory and find the covariant conserved currents for all four Lagrangians. The current is also constructed in the case of linear perturbations involving both metric and scalar fields. As a specific illustration, we derive a superpotential that leads to the covariantly conserved current in the Branse-Dicke theory.
Huf, P. A.; Carminati, J.
2018-01-01
In this paper we explore the use of a new algebraic software package in providing independent covariant proof of a conjecture in general relativity. We examine the proof of two sub-cases of the shear-free conjecture σ =0 => ω Θ =0 by Senovilla et al. (Gen. Relativ. Gravit 30:389-411, 1998): case 1: for dust; case 2: for acceleration parallel to vorticity. We use TensorPack, a software package recently released for the Maple environment. In this paper, we briefly summarise the key features of the software and then demonstrate its use by providing and discussing examples of independent proofs of the paper in question. A full set of our completed proofs is available online at http://www.bach2roq.com/science/maths/GR/ShearFreeProofs.html. We are in agreeance with the equations provided in the original paper, noting that the proofs often require many steps. Furthermore, in our proofs we provide fully worked algebraic steps in such a way that the proofs can be examined systematically, and avoiding hand calculation. It is hoped that the elucidated proofs may be of use to other researchers in verifying the algebraic consistency of the expressions in the paper in question, as well as related literature. Furthermore we suggest that the appropriate use of algebraic software in covariant formalism could be useful for developing research and teaching in GR theory.
Covarient quantization of heterotic strings in supersymmetric chiral boson formulation
International Nuclear Information System (INIS)
Yu, F.
1992-01-01
This dissertation presents the covariant supersymmetric chiral boson formulation of the heterotic strings. The main feature of this formulation is the covariant quantization of the so-called leftons and rightons -- the (1,0) supersymmetric generalizations of the world-sheet chiral bosons -- that constitute basic building blocks of general heterotic-type string models. Although the (Neveu-Schwarz-Ramond or Green-Schwarz) heterotic strings provide the most realistic string models, their covariant quantization, with the widely-used Siegel formalism, has never been rigorously carried out. It is clarified in this dissertation that the covariant Siegel formalism is pathological upon quantization. As a test, a general classical covariant (NSR) heterotic string action that has the Siegel symmetry is constructed in arbitrary curved space-time coupled to (1,0) world-sheet super-gravity. In the light-cone gauge quantization, the critical dimensions are derived for such an action with leftons and rightons compactified on group manifolds G L x G R . The covariant quantization of this action does not agree with the physical results in the light-cone gauge quantization. This dissertation establishes a new formalism for the covariant quantization of heterotic strings. The desired consistent covariant path integral quantization of supersymmetric chiral bosons, and thus the general (NSR) heterotic-type strings with leftons and rightons compactified on torus circle-times d L S 1 x circle-times d R S 1 are carried out. An infinite set of auxiliary (1,0) scalar superfields is introduced to convert the second-class chiral constraint into first-class ones. The covariant gauge-fixed action has an extended BRST symmetry described by the graded algebra GL(1/1). A regularization respecting this symmetry is proposed to deal with the contributions of the infinite towers of auxiliary fields and associated ghosts
Nonabelian generalized gauge multiplets
International Nuclear Information System (INIS)
Lindstroem, Ulf; Zabzine, Maxim; Rocek, Martin; Ryb, Itai; Unge, Rikard von
2009-01-01
We give the nonabelian extension of the newly discovered N = (2, 2) two-dimensional vector multiplets. These can be used to gauge symmetries of sigma models on generalized Kaehler geometries. Starting from the transformation rule for the nonabelian case we find covariant derivatives and gauge covariant field-strengths and write their actions in N = (2, 2) and N = (1, 1) superspace.
Ridgely, Charles T.
2010-01-01
Many textbooks dealing with general relativity do not demonstrate the derivation of forces in enough detail. The analyses presented herein demonstrate straightforward methods for computing forces by way of general relativity. Covariant divergence of the stress-energy-momentum tensor is used to derive a general expression of the force experienced…
Conservation laws and covariant equations of motion for spinning particles
Obukhov, Yuri N.; Puetzfeld, Dirk
2015-01-01
We derive the Noether identities and the conservation laws for general gravitational models with arbitrarily interacting matter and gravitational fields. These conservation laws are used for the construction of the covariant equations of motion for test bodies with minimal and nonminimal coupling.
Xie, Xianhong; Xue, Xiaonan; Strickler, Howard D
2018-01-15
Longitudinal measurement of biomarkers is important in determining risk factors for binary endpoints such as infection or disease. However, biomarkers are subject to measurement error, and some are also subject to left-censoring due to a lower limit of detection. Statistical methods to address these issues are few. We herein propose a generalized linear mixed model and estimate the model parameters using the Monte Carlo Newton-Raphson (MCNR) method. Inferences regarding the parameters are made by applying Louis's method and the delta method. Simulation studies were conducted to compare the proposed MCNR method with existing methods including the maximum likelihood (ML) method and the ad hoc approach of replacing the left-censored values with half of the detection limit (HDL). The results showed that the performance of the MCNR method is superior to ML and HDL with respect to the empirical standard error, as well as the coverage probability for the 95% confidence interval. The HDL method uses an incorrect imputation method, and the computation is constrained by the number of quadrature points; while the ML method also suffers from the constrain for the number of quadrature points, the MCNR method does not have this limitation and approximates the likelihood function better than the other methods. The improvement of the MCNR method is further illustrated with real-world data from a longitudinal study of local cervicovaginal HIV viral load and its effects on oncogenic HPV detection in HIV-positive women. Copyright © 2017 John Wiley & Sons, Ltd.
75 FR 77576 - General Regulations and Derivatives Clearing Organizations
2010-12-13
... Derivatives Clearing Organizations AGENCY: Commodity Futures Trading Commission. ACTION: Notice of proposed... derivatives clearing organization (DCO) Core Principles A (Compliance), H (Rule Enforcement), N (Antitrust... commission merchant (FCM) that is also registered as a securities broker-dealer (FCM/BD), and make certain...
Recognition by symmetry derivatives and the generalized structure tensor.
Bigun, Josef; Bigun, Tomas; Nilsson, Kenneth
2004-12-01
We suggest a set of complex differential operators that can be used to produce and filter dense orientation (tensor) fields for feature extraction, matching, and pattern recognition. We present results on the invariance properties of these operators, that we call symmetry derivatives. These show that, in contrast to ordinary derivatives, all orders of symmetry derivatives of Gaussians yield a remarkable invariance: They are obtained by replacing the original differential polynomial with the same polynomial, but using ordinary coordinates x and y corresponding to partial derivatives. Moreover, the symmetry derivatives of Gaussians are closed under the convolution operator and they are invariant to the Fourier transform. The equivalent of the structure tensor, representing and extracting orientations of curve patterns, had previously been shown to hold in harmonic coordinates in a nearly identical manner. As a result, positions, orientations, and certainties of intricate patterns, e.g., spirals, crosses, parabolic shapes, can be modeled by use of symmetry derivatives of Gaussians with greater analytical precision as well as computational efficiency. Since Gaussians and their derivatives are utilized extensively in image processing, the revealed properties have practical consequences for local orientation based feature extraction. The usefulness of these results is demonstrated by two applications: 1) tracking cross markers in long image sequences from vehicle crash tests and 2) alignment of noisy fingerprints.
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.
Structural Analysis of Covariance and Correlation Matrices.
Joreskog, Karl G.
1978-01-01
A general approach to analysis of covariance structures is considered, in which the variances and covariances or correlations of the observed variables are directly expressed in terms of the parameters of interest. The statistical problems of identification, estimation and testing of such covariance or correlation structures are discussed.…
On prime and semiprime rings with generalized derivations and non ...
Indian Academy of Sciences (India)
that any continuous derivation on a commutative Banach algebra has the range in the .... isomorphic to a dense ring of linear transformations of some vector space r over P and .... This section deals with application of our main results. Here A ...
DEFF Research Database (Denmark)
Hodgdon, Jennifer A.; Sethna, James P.
1993-01-01
We derive a general crack-propagation law for slow brittle cracking, in two and three dimensions, using discrete symmetries, gauge invariance, and gradient expansions. Our derivation provides explicit justification for the ‘‘principle of local symmetry,’’ which has been used extensively to describe...
Generalized Lee-Wick formulation from higher derivative field theories
International Nuclear Information System (INIS)
Cho, Inyong; Kwon, O-Kab
2010-01-01
We study a higher derivative (HD) field theory with an arbitrary order of derivative for a real scalar field. The degree of freedom for the HD field can be converted to multiple fields with canonical kinetic terms up to the overall sign. The Lagrangian describing the dynamics of the multiple fields is known as the Lee-Wick (LW) form. The first step to obtain the LW form for a given HD Lagrangian is to find an auxiliary field (AF) Lagrangian which is equivalent to the original HD Lagrangian up to the quantum level. Until now, the AF Lagrangian has been studied only for N=2 and 3 cases, where N is the number of poles of the two-point function of the HD scalar field. We construct the AF Lagrangian for arbitrary N. By the linear combinations of AF fields, we also obtain the corresponding LW form. We find the explicit mapping matrices among the HD fields, the AF fields, and the LW fields. As an exercise of our construction, we calculate the relations among parameters and mapping matrices for N=2, 3, and 4 cases.
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.
Using the Chain Rule as the Key Link in Deriving the General Rules for Differentiation
Sprows, David
2011-01-01
The standard approach to the general rules for differentiation is to first derive the power, product, and quotient rules and then derive the chain rule. In this short article we give an approach to these rules which uses the chain rule as the main tool in deriving the power, product, and quotient rules in a manner which is more student-friendly…
76 FR 69333 - Derivatives Clearing Organization General Provisions and Core Principles
2011-11-08
... Management)); 75 FR 78185 (Dec. 15, 2010) (Core Principles J, K, L, and M (Information Management)); 75 FR... Parts 1, 21, 39 et al. Derivatives Clearing Organization General Provisions and Core Principles; Final... Derivatives Clearing Organization General Provisions and Core Principles AGENCY: Commodity Futures Trading...
Directory of Open Access Journals (Sweden)
Amal Khalaf Haydar
2016-01-01
Full Text Available The main aim in this paper is to use all the possible arrangements of objects such that r1 of them are equal to 1 and r2 (the others of them are equal to 2, in order to generalize the definitions of Riemann-Liouville and Caputo fractional derivatives (about order 0<β
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.
Covariant Gauss law commutator anomaly
International Nuclear Information System (INIS)
Dunne, G.V.; Trugenberger, C.A.; Massachusetts Inst. of Tech., Cambridge
1990-01-01
Using a (fixed-time) hamiltonian formalism we derive a covariant form for the anomaly in the commutator algebra of Gauss law generators for chiral fermions interacting with a dynamical non-abelian gauge field in 3+1 dimensions. (orig.)
Covariant gauges for constrained systems
International Nuclear Information System (INIS)
Gogilidze, S.A.; Khvedelidze, A.M.; Pervushin, V.N.
1995-01-01
The method of constructing of extended phase space for singular theories which permits the consideration of covariant gauges without the introducing of a ghost fields, is proposed. The extension of the phase space is carried out by the identification of the initial theory with an equivalent theory with higher derivatives and applying to it the Ostrogradsky method of Hamiltonian description. 7 refs
Coincidence and covariance data acquisition in photoelectron and -ion spectroscopy. I. Formal theory
Mikosch, Jochen; Patchkovskii, Serguei
2013-10-01
We derive a formal theory of noisy Poisson processes with multiple outcomes. We obtain simple, compact expressions for the probability distribution function of arbitrarily complex composite events and its moments. We illustrate the utility of the theory by analyzing properties of coincidence and covariance photoelectron-photoion detection involving single-ionization events. The results and techniques introduced in this work are directly applicable to more general coincidence and covariance experiments, including multiple ionization and multiple-ion fragmentation pathways.
On deriving the generalized Drazin inverse of block matrices in a ...
African Journals Online (AJOL)
a b c d] in a Banach algebra A, under specic conditions. We focus on deriving formulae for the generalized Drazin inverse of x in terms of the generalized Drazin inverses of the elements a, aπbc, a2ad + aadbcad and the generalized Schur ...
Covariant formulation of scalar-torsion gravity
Hohmann, Manuel; Järv, Laur; Ualikhanova, Ulbossyn
2018-05-01
We consider a generalized teleparallel theory of gravitation, where the action contains an arbitrary function of the torsion scalar and a scalar field, f (T ,ϕ ) , thus encompassing the cases of f (T ) gravity and a nonminimally coupled scalar field as subclasses. The action is manifestly Lorentz invariant when besides the tetrad one allows for a flat but nontrivial spin connection. We derive the field equations and demonstrate how the antisymmetric part of the tetrad equations is automatically satisfied when the spin connection equation holds. The spin connection equation is a vital part of the covariant formulation, since it determines the spin connection associated with a given tetrad. We discuss how the spin connection equation can be solved in general and provide the cosmological and spherically symmetric examples. Finally, we generalize the theory to an arbitrary number of scalar fields.
Directory of Open Access Journals (Sweden)
Laleh Hooshangian
2014-07-01
Full Text Available In this paper, fuzzy nth-order derivative for n in N is introduced. To do this, nth-order derivation under generalized Hukuhara derivative here in discussed. Calculations on the fuzzy nth-order derivative on fuzzy functions and their relationships, in general, are introduced. Then, the fuzzy nth-order differential equations is solved, for n in N.
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)
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.
Generalized oscillator strength and its first derivative for helium in the optical limit
International Nuclear Information System (INIS)
Amusia, M.U.; Cherepkov, N.A.; Radojevic, V.; Zivanovic, D.
1976-01-01
Generalized oscillator strengths and their first derivatives for zero momentum transfer (i.e. in the optical limit) are calculated for the helium atom in the framework of the random phase approximation with exchange. (author)
Cosmic censorship conjecture revisited: covariantly
International Nuclear Information System (INIS)
Hamid, Aymen I M; Goswami, Rituparno; Maharaj, Sunil D
2014-01-01
In this paper we study the dynamics of the trapped region using a frame independent semi-tetrad covariant formalism for general locally rotationally symmetric (LRS) class II spacetimes. We covariantly prove some important geometrical results for the apparent horizon, and state the necessary and sufficient conditions for a singularity to be locally naked. These conditions bring out, for the first time in a quantitative and transparent manner, the importance of the Weyl curvature in deforming and delaying the trapped region during continual gravitational collapse, making the central singularity locally visible. (paper)
Entropy-based derivation of generalized distributions for hydrometeorological frequency analysis
Chen, Lu; Singh, Vijay P.
2018-02-01
Frequency analysis of hydrometeorological and hydrological extremes is needed for the design of hydraulic and civil infrastructure facilities as well as water resources management. A multitude of distributions have been employed for frequency analysis of these extremes. However, no single distribution has been accepted as a global standard. Employing the entropy theory, this study derived five generalized distributions for frequency analysis that used different kinds of information encoded as constraints. These distributions were the generalized gamma (GG), the generalized beta distribution of the second kind (GB2), and the Halphen type A distribution (Hal-A), Halphen type B distribution (Hal-B) and Halphen type inverse B distribution (Hal-IB), among which the GG and GB2 distribution were previously derived by Papalexiou and Koutsoyiannis (2012) and the Halphen family was first derived using entropy theory in this paper. The entropy theory allowed to estimate parameters of the distributions in terms of the constraints used for their derivation. The distributions were tested using extreme daily and hourly rainfall data. Results show that the root mean square error (RMSE) values were very small, which indicated that the five generalized distributions fitted the extreme rainfall data well. Among them, according to the Akaike information criterion (AIC) values, generally the GB2 and Halphen family gave a better fit. Therefore, those general distributions are one of the best choices for frequency analysis. The entropy-based derivation led to a new way for frequency analysis of hydrometeorological extremes.
Group covariance and metrical theory
International Nuclear Information System (INIS)
Halpern, L.
1983-01-01
The a priori introduction of a Lie group of transformations into a physical theory has often proved to be useful; it usually serves to describe special simplified conditions before a general theory can be worked out. Newton's assumptions of absolute space and time are examples where the Euclidian group and translation group have been introduced. These groups were extended to the Galilei group and modified in the special theory of relativity to the Poincare group to describe physics under the given conditions covariantly in the simplest way. The criticism of the a priori character leads to the formulation of the general theory of relativity. The general metric theory does not really give preference to a particular invariance group - even the principle of equivalence can be adapted to a whole family of groups. The physical laws covariantly inserted into the metric space are however adapted to the Poincare group. 8 references
Evaluation of covariance for 238U cross sections
International Nuclear Information System (INIS)
Kawano, Toshihiko; Nakamura, Masahiro; Matsuda, Nobuyuki; Kanda, Yukinori
1995-01-01
Covariances of 238 U are generated using analytic functions for representation of the cross sections. The covariances of the (n,2n) and (n,3n) reactions are derived with a spline function, while the covariances of the total and the inelastic scattering cross section are estimated with a linearized nuclear model calculation. (author)
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.)
Lin, Ju; Li, Jie; Li, Xiaolei; Wang, Ning
2016-10-01
An acoustic reciprocity theorem is generalized, for a smoothly varying perturbed medium, to a hierarchy of reciprocity theorems including higher-order derivatives of acoustic fields. The standard reciprocity theorem is the first member of the hierarchy. It is shown that the conservation of higher-order interaction quantities is related closely to higher-order derivative distributions of perturbed media. Then integral reciprocity theorems are obtained by applying Gauss's divergence theorem, which give explicit integral representations connecting higher-order interactions and higher-order derivative distributions of perturbed media. Some possible applications to an inverse problem are also discussed.
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.
Symplectic geometry of field theories and covariant quantization of superstrings and superparticles
International Nuclear Information System (INIS)
Crnkovic, C.
1987-01-01
A detailed development of the symplectic geometry formalism for a general Lagrangian field theory is presented. Special attention is paid to the theories with constraints and/or gauge degrees of freedom. Special cases of Yang-Mills theory, general relativity and Witten's string field theory are studied and the generators of (super-) Poincare transformations are derived using their respective symplectic forms. The formalism extends naturally to theories formulated in the superspace. The second part of the thesis deals with issues in covariant quantization. By studying the symplectic geometry of the Green-Schwarz covariant superstring action, we elucidate some aspects of its covariant quantization. We derive the on-shell gauge-fixed action and the equations of motion for all the fields. Finally, turning to Siegel's version of the superparticle action, we perform its BRST quantization
General solution of the Bagley-Torvik equation with fractional-order derivative
Wang, Z. H.; Wang, X.
2010-05-01
This paper investigates the general solution of the Bagley-Torvik equation with 1/2-order derivative or 3/2-order derivative. This fractional-order differential equation is changed into a sequential fractional-order differential equation (SFDE) with constant coefficients. Then the general solution of the SFDE is expressed as the linear combination of fundamental solutions that are in terms of α-exponential functions, a kind of functions that play the same role of the classical exponential function. Because the number of fundamental solutions of the SFDE is greater than 2, the general solution of the SFDE depends on more than two free (independent) constants. This paper shows that the general solution of the Bagley-Torvik equation involves actually two free constants only, and it can be determined fully by the initial displacement and initial velocity.
International Nuclear Information System (INIS)
Frank, T.D.
2002-01-01
We study many particle systems in the context of mean field forces, concentration-dependent diffusion coefficients, generalized equilibrium distributions, and quantum statistics. Using kinetic transport theory and linear nonequilibrium thermodynamics we derive for these systems a generalized multivariate Fokker-Planck equation. It is shown that this Fokker-Planck equation describes relaxation processes, has stationary maximum entropy distributions, can have multiple stationary solutions and stationary solutions that differ from Boltzmann distributions
On Computation of Generalized Derivatives of the Normal-Cone Mapping and Their Applications
Czech Academy of Sciences Publication Activity Database
Gfrerer, H.; Outrata, Jiří
2016-01-01
Roč. 41, č. 4 (2016), s. 1535-1556 ISSN 0364-765X R&D Projects: GA ČR GAP402/12/1309 Institutional support: RVO:67985556 Keywords : parameterized generalized equation * graphical derivative * regular coderivative * mathematical program with equilibrium constraints Subject RIV: BA - General Mathematics Impact factor: 1.157, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/outrata-0463357.pdf
Generalised boundary terms for higher derivative theories of gravity
Energy Technology Data Exchange (ETDEWEB)
Teimouri, Ali; Talaganis, Spyridon; Edholm, James [Consortium for Fundamental Physics, Lancaster University,North West Drive, Lancaster, LA1 4YB (United Kingdom); Mazumdar, Anupam [Consortium for Fundamental Physics, Lancaster University,North West Drive, Lancaster, LA1 4YB (United Kingdom); Kapteyn Astronomical Institute, University of Groningen,9700 AV Groningen (Netherlands)
2016-08-24
In this paper we wish to find the corresponding Gibbons-Hawking-York term for the most general quadratic in curvature gravity by using Coframe slicing within the Arnowitt-Deser-Misner (ADM) decomposition of spacetime in four dimensions. In order to make sure that the higher derivative gravity is ghost and tachyon free at a perturbative level, one requires infinite covariant derivatives, which yields a generalised covariant infinite derivative theory of gravity. We will be exploring the boundary term for such a covariant infinite derivative theory of gravity.
Complete super-sample lensing covariance in the response approach
Barreira, Alexandre; Krause, Elisabeth; Schmidt, Fabian
2018-06-01
We derive the complete super-sample covariance (SSC) of the matter and weak lensing convergence power spectra using the power spectrum response formalism to accurately describe the coupling of super- to sub-survey modes. The SSC term is completely characterized by the survey window function, the nonlinear matter power spectrum and the full first-order nonlinear power spectrum response function, which describes the response to super-survey density and tidal field perturbations. Generalized separate universe simulations can efficiently measure these responses in the nonlinear regime of structure formation, which is necessary for lensing applications. We derive the lensing SSC formulae for two cases: one under the Limber and flat-sky approximations, and a more general one that goes beyond the Limber approximation in the super-survey mode and is valid for curved sky applications. Quantitatively, we find that for sky fractions fsky ≈ 0.3 and a single source redshift at zS=1, the use of the flat-sky and Limber approximation underestimates the total SSC contribution by ≈ 10%. The contribution from super-survey tidal fields to the lensing SSC, which has not been included in cosmological analyses so far, is shown to represent about 5% of the total lensing covariance on multipoles l1,l2 gtrsim 300. The SSC is the dominant off-diagonal contribution to the total lensing covariance, making it appropriate to include these tidal terms and beyond flat-sky/Limber corrections in cosmic shear analyses.
Covariant Noncommutative Field Theory
Energy Technology Data Exchange (ETDEWEB)
Estrada-Jimenez, S [Licenciaturas en Fisica y en Matematicas, Facultad de Ingenieria, Universidad Autonoma de Chiapas Calle 4a Ote. Nte. 1428, Tuxtla Gutierrez, Chiapas (Mexico); Garcia-Compean, H [Departamento de Fisica, Centro de Investigacion y de Estudios Avanzados del IPN P.O. Box 14-740, 07000 Mexico D.F., Mexico and Centro de Investigacion y de Estudios Avanzados del IPN, Unidad Monterrey Via del Conocimiento 201, Parque de Investigacion e Innovacion Tecnologica (PIIT) Autopista nueva al Aeropuerto km 9.5, Lote 1, Manzana 29, cp. 66600 Apodaca Nuevo Leon (Mexico); Obregon, O [Instituto de Fisica de la Universidad de Guanajuato P.O. Box E-143, 37150 Leon Gto. (Mexico); Ramirez, C [Facultad de Ciencias Fisico Matematicas, Universidad Autonoma de Puebla, P.O. Box 1364, 72000 Puebla (Mexico)
2008-07-02
The covariant approach to noncommutative field and gauge theories is revisited. In the process the formalism is applied to field theories invariant under diffeomorphisms. Local differentiable forms are defined in this context. The lagrangian and hamiltonian formalism is consistently introduced.
Covariant Noncommutative Field Theory
International Nuclear Information System (INIS)
Estrada-Jimenez, S.; Garcia-Compean, H.; Obregon, O.; Ramirez, C.
2008-01-01
The covariant approach to noncommutative field and gauge theories is revisited. In the process the formalism is applied to field theories invariant under diffeomorphisms. Local differentiable forms are defined in this context. The lagrangian and hamiltonian formalism is consistently introduced
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
Generalized Faraday law derived from classical forces in a rotating frame
International Nuclear Information System (INIS)
Choi, Taeseung
2010-01-01
We show that an additional spin-dependent classical force due to the rotation of an electron spin's rest frame is essential to derive a spin-Faraday law that has the same form as the usual Faraday law. We show that the contribution of the additional spin-dependent force to the spin-Faraday law is the same as the time derivative of the spin geometric phase. With this observations, the spin-Faraday law is generalized to include both an Aharonov-Casher (AC) effect and a scalar AC effect in a unified manner.
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)
Zhang, Feng; Zhou, Guangsheng
2017-07-01
We estimated the light use efficiency ( LUE ) via vegetation canopy chlorophyll content ( CCC canopy ) based on in situ measurements of spectral reflectance, biophysical characteristics, ecosystem CO 2 fluxes and micrometeorological factors over a maize canopy in Northeast China. The results showed that among the common chlorophyll-related vegetation indices (VIs), CCC canopy had the most obviously exponential relationships with the red edge position (REP) ( R 2 = .97, p < .001) and normalized difference vegetation index (NDVI) ( R 2 = .91, p < .001). In a comparison of the indicating performances of NDVI, ratio vegetation index (RVI), wide dynamic range vegetation index (WDRVI), and 2-band enhanced vegetation index (EVI2) when estimating CCC canopy using all of the possible combinations of two separate wavelengths in the range 400-1300 nm, EVI2 [1214, 1259] and EVI2 [726, 1248] were better indicators, with R 2 values of .92 and .90 ( p < .001). Remotely monitoring LUE through estimating CCC canopy derived from field spectrometry data provided accurate prediction of midday gross primary productivity ( GPP ) in a rainfed maize agro-ecosystem ( R 2 = .95, p < .001). This study provides a new paradigm for monitoring vegetation GPP based on the combination of LUE models with plant physiological properties.
The derivation of the general form of kinematics with the universal reference system
Szostek, Karol; Szostek, Roman
2018-03-01
In the article, the whole class of time and position transformations was derived. These transformations were derived based on the analysis of the Michelson-Morley experiment and its improved version, that is the Kennedy-Thorndike experiment. It is possible to derive a different kinematics of bodies based on each of these transformations. In this way, we demonstrated that the Special Theory of Relativity is not the only theory explaining the results of experiments with light. There is the whole continuum of the theories of kinematics of bodies which correctly explain the Michelson-Morley experiment and other experiments in which the velocity of light is measured. Based on the derived transformations, we derive the general formula for the velocity of light in vacuum measured in any inertial reference system. We explain why the Michelson-Morley and Kennedy-Thorndike experiments could not detect the ether. We present and discuss three examples of specific transformations. Finally, we explain the phenomenon of anisotropy of the cosmic microwave background radiation by means of the presented theory. The theory derived in this work is called the Special Theory of Ether - with any transverse contraction. The entire article contains only original research conducted by its authors.
The derivation of the general form of kinematics with the universal reference system
Directory of Open Access Journals (Sweden)
Karol Szostek
2018-03-01
Full Text Available In the article, the whole class of time and position transformations was derived. These transformations were derived based on the analysis of the Michelson-Morley experiment and its improved version, that is the Kennedy-Thorndike experiment. It is possible to derive a different kinematics of bodies based on each of these transformations. In this way, we demonstrated that the Special Theory of Relativity is not the only theory explaining the results of experiments with light. There is the whole continuum of the theories of kinematics of bodies which correctly explain the Michelson-Morley experiment and other experiments in which the velocity of light is measured. Based on the derived transformations, we derive the general formula for the velocity of light in vacuum measured in any inertial reference system. We explain why the Michelson-Morley and Kennedy-Thorndike experiments could not detect the ether. We present and discuss three examples of specific transformations. Finally, we explain the phenomenon of anisotropy of the cosmic microwave background radiation by means of the presented theory. The theory derived in this work is called the Special Theory of Ether – with any transverse contraction. The entire article contains only original research conducted by its authors. Keywords: Kinematics of bodies, Universal frame of reference, Transformation of time and position, One-way speed of light, Anisotropy of cosmic microwave background
Extreme eigenvalues of sample covariance and correlation matrices
DEFF Research Database (Denmark)
Heiny, Johannes
This thesis is concerned with asymptotic properties of the eigenvalues of high-dimensional sample covariance and correlation matrices under an infinite fourth moment of the entries. In the first part, we study the joint distributional convergence of the largest eigenvalues of the sample covariance...... matrix of a p-dimensional heavy-tailed time series when p converges to infinity together with the sample size n. We generalize the growth rates of p existing in the literature. Assuming a regular variation condition with tail index ... eigenvalues are essentially determined by the extreme order statistics from an array of iid random variables. The asymptotic behavior of the extreme eigenvalues is then derived routinely from classical extreme value theory. The resulting approximations are strikingly simple considering the high dimension...
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
Energy Technology Data Exchange (ETDEWEB)
Ludyk, Guenter [Bremen Univ. (Germany). Physics and Electrical Engineering
2013-11-01
Derives the fundamental equations of Einstein's theory of special and general relativity using matrix calculus, without the help of tensors. Provides necessary mathematical tools in a user-friendly way, either directly in the text or in the appendices. Appendices contain an introduction to classical dynamics as a refresher of known fundamental physics. Rehearses vector and matrix calculus, differential geometry, and some special solutions of general relativity in the appendices. This book is an introduction to the theories of Special and General Relativity. The target audience are physicists, engineers and applied scientists who are looking for an understandable introduction to the topic - without too much new mathematics. The fundamental equations of Einsteins theory of Special and General Relativity are derived using matrix calculus, without the help of tensors. This feature makes the book special and a valuable tool for scientists and engineers with no experience in the field of tensor calculus. In part I the foundations of Special Relativity are developed, part II describes the structure and principle of General Relativity. Part III explains the Schwarzschild solution of spherical body gravity and examines the ''Black Hole'' phenomenon. Any necessary mathematical tools are user friendly provided, either directly in the text or in the appendices.
International Nuclear Information System (INIS)
Ludyk, Guenter
2013-01-01
Derives the fundamental equations of Einstein's theory of special and general relativity using matrix calculus, without the help of tensors. Provides necessary mathematical tools in a user-friendly way, either directly in the text or in the appendices. Appendices contain an introduction to classical dynamics as a refresher of known fundamental physics. Rehearses vector and matrix calculus, differential geometry, and some special solutions of general relativity in the appendices. This book is an introduction to the theories of Special and General Relativity. The target audience are physicists, engineers and applied scientists who are looking for an understandable introduction to the topic - without too much new mathematics. The fundamental equations of Einsteins theory of Special and General Relativity are derived using matrix calculus, without the help of tensors. This feature makes the book special and a valuable tool for scientists and engineers with no experience in the field of tensor calculus. In part I the foundations of Special Relativity are developed, part II describes the structure and principle of General Relativity. Part III explains the Schwarzschild solution of spherical body gravity and examines the ''Black Hole'' phenomenon. Any necessary mathematical tools are user friendly provided, either directly in the text or in the appendices.
Generalized Faraday law derived from classical forces in a rotating frame
Choi, Taeseung
2009-01-01
We show the additional spin dependent classical force due to the rotation of an electron spin's rest frame is essential to derive a spin-Faraday law by using an analogy with the usual Faraday law. The contribution of the additional spin dependent force to the spin-Faraday law is the same as that of the spin geometric phase. With this observations, Faraday law is generalized to include both the usual Faraday and the spin-Faraday laws in a unified manner.
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 commutator anomalies are calculated for the two- and four dimensional case. (Author) 13 refs
A generalization of tensor calculus and its application to physics
International Nuclear Information System (INIS)
Ashtekar, A.
1982-01-01
Penrose's abstract index notation and axiomatic introduction of covariant derivatives in tensor calculus is generalized to fields with internal degrees of freedom. The result provides, in particular, an intrinsic formulation of gauge theories without the use of bundles. (author)
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
Form of the manifestly covariant Lagrangian
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.
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.
Dimension from covariance matrices.
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.
Ludyk, Günter
2013-01-01
This book is an introduction to the theories of Special and General Relativity. The target audience are physicists, engineers and applied scientists who are looking for an understandable introduction to the topic - without too much new mathematics. The fundamental equations of Einsteins theory of Special and General Relativity are derived using matrix calculus, without the help of tensors. This feature makes the book special and a valuable tool for scientists and engineers with no experience in the field of tensor calculus. In part I the foundations of Special Relativity are developed, part II describes the structure and principle of General Relativity. Part III explains the Schwarzschild solution of spherical body gravity and examines the "Black Hole" phenomenon. Any necessary mathematical tools are user friendly provided, either directly in the text or in the appendices.
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.)
Covariance measurement in the presence of non-synchronous trading and market microstructure noise
Griffin, J.E.; Oomen, R.C.A.
2011-01-01
This paper studies the problem of covariance estimation when prices are observed non-synchronously and contaminated by i.i.d. microstructure noise. We derive closed form expressions for the bias and variance of three popular covariance estimators, namely realised covariance, realised covariance plus
Schur Complement Inequalities for Covariance Matrices and Monogamy of Quantum Correlations.
Lami, Ludovico; Hirche, Christoph; Adesso, Gerardo; Winter, Andreas
2016-11-25
We derive fundamental constraints for the Schur complement of positive matrices, which provide an operator strengthening to recently established information inequalities for quantum covariance matrices, including strong subadditivity. This allows us to prove general results on the monogamy of entanglement and steering quantifiers in continuous variable systems with an arbitrary number of modes per party. A powerful hierarchical relation for correlation measures based on the log-determinant of covariance matrices is further established for all Gaussian states, which has no counterpart among quantities based on the conventional von Neumann entropy.
A generalized form of the Bernoulli Trial collision scheme in DSMC: Derivation and evaluation
Roohi, Ehsan; Stefanov, Stefan; Shoja-Sani, Ahmad; Ejraei, Hossein
2018-02-01
The impetus of this research is to present a generalized Bernoulli Trial collision scheme in the context of the direct simulation Monte Carlo (DSMC) method. Previously, a subsequent of several collision schemes have been put forward, which were mathematically based on the Kac stochastic model. These include Bernoulli Trial (BT), Ballot Box (BB), Simplified Bernoulli Trial (SBT) and Intelligent Simplified Bernoulli Trial (ISBT) schemes. The number of considered pairs for a possible collision in the above-mentioned schemes varies between N (l) (N (l) - 1) / 2 in BT, 1 in BB, and (N (l) - 1) in SBT or ISBT, where N (l) is the instantaneous number of particles in the lth cell. Here, we derive a generalized form of the Bernoulli Trial collision scheme (GBT) where the number of selected pairs is any desired value smaller than (N (l) - 1), i.e., Nsel < (N (l) - 1), keeping the same the collision frequency and accuracy of the solution as the original SBT and BT models. We derive two distinct formulas for the GBT scheme, where both formula recover BB and SBT limits if Nsel is set as 1 and N (l) - 1, respectively, and provide accurate solutions for a wide set of test cases. The present generalization further improves the computational efficiency of the BT-based collision models compared to the standard no time counter (NTC) and nearest neighbor (NN) collision models.
Scale-covariant theory of gravitation and astrophysical applications
International Nuclear Information System (INIS)
Canuto, V.; Adams, P.J.; Hsieh, S.; Tsiang, E.
1977-01-01
By associating the mathematical operation of scale transformation with the physics of using different dynamical systems to measure space-time distances, we formulate a scale-covariant theory of gravitation. Corresponding to each dynamical system of units is a gauge condition which determines the otherwise arbitrary gauge function. For gravitational units, the gauge condition is chosen so that the standard Einstein equations are recovered. Assuming the atomic units, derivable from atomic dynamics, to be distinct from the gravitational units, a different gauge condition must be imposed. It is suggested that Dirac's large-number hypothesis be used for the determination of this condition so that gravitational phenomena can be described in atomic units. The result allows a natural interpretation of the possible variation of the gravitational constant without compromising the validity of general relativity. A geometrical interpretation of the scale-covariant theory is possible if the covariant tensors in Riemannian space are replaced by cocovariant cotensors in an integrable Weyl space. A scale-invariant action principle is constructed from the metrical potentials of the integrable Weyl space. Application of the dynamical equations in atomic units to cosmology yields a family of homogeneous solutions characterized by R approx. t for large cosmological times. Equations of motion in atomic units are solved for spherically symmetric gravitational fields. Expressions for perihelion shift and light deflection are derived. They do not differ from the predictions of general relativity except for secular variations, having the age of the universe as a time scale. Similar variations of periods and radii for planetary orbits are also derived
Cocentralizing Generalized Derivations On Multilinear Polynomial On Right Ideals Of Prime Rings
Directory of Open Access Journals (Sweden)
Filippis Vincenzo De
2014-03-01
Full Text Available Let R be a prime ring with Utumi quotient ring U and with extended centroid C, I a non-zero right ideal of R ƒ (x1… xn a multilinear polynomial over C which is not central valued on R and G, H two generalized derivations of R. Suppose that G(ƒ (r ƒ (r- ƒ (rH(ƒ (r ∈ C, for all r =(r1,….,rn ∈ In. Then one of the following holds:
Generalized gravity from modified DFT
International Nuclear Information System (INIS)
Sakatani, Yuho; Uehara, Shozo; Yoshida, Kentaroh
2017-01-01
Recently, generalized equations of type IIB supergravity have been derived from the requirement of classical kappa-symmetry of type IIB superstring theory in the Green-Schwarz formulation. These equations are covariant under generalized T-duality transformations and hence one may expect a formulation similar to double field theory (DFT). In this paper, we consider a modification of the DFT equations of motion by relaxing a condition for the generalized covariant derivative with an extra generalized vector. In this modified double field theory (mDFT), we show that the flatness condition of the modified generalized Ricci tensor leads to the NS-NS part of the generalized equations of type IIB supergravity. In particular, the extra vector fields appearing in the generalized equations correspond to the extra generalized vector in mDFT. We also discuss duality symmetries and a modification of the string charge in mDFT.
Generalized gravity from modified DFT
Energy Technology Data Exchange (ETDEWEB)
Sakatani, Yuho [Department of Physics, Kyoto Prefectural University of Medicine,Kyoto 606-0823 (Japan); Fields, Gravity and Strings, CTPU,Institute for Basic Sciences, Daejeon 34047 (Korea, Republic of); Uehara, Shozo [Department of Physics, Kyoto Prefectural University of Medicine,Kyoto 606-0823 (Japan); Yoshida, Kentaroh [Department of Physics, Kyoto University,Kitashirakawa Oiwake-cho, Kyoto 606-8502 (Japan)
2017-04-20
Recently, generalized equations of type IIB supergravity have been derived from the requirement of classical kappa-symmetry of type IIB superstring theory in the Green-Schwarz formulation. These equations are covariant under generalized T-duality transformations and hence one may expect a formulation similar to double field theory (DFT). In this paper, we consider a modification of the DFT equations of motion by relaxing a condition for the generalized covariant derivative with an extra generalized vector. In this modified double field theory (mDFT), we show that the flatness condition of the modified generalized Ricci tensor leads to the NS-NS part of the generalized equations of type IIB supergravity. In particular, the extra vector fields appearing in the generalized equations correspond to the extra generalized vector in mDFT. We also discuss duality symmetries and a modification of the string charge in mDFT.
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.
Conformally covariant composite operators in quantum chromodynamics
International Nuclear Information System (INIS)
Craigie, N.S.; Dobrev, V.K.; Todorov, I.T.
1983-03-01
Conformal covariance is shown to determine renormalization properties of composite operators in QCD and in the C 6 3 -model at the one-loop level. Its relevance to higher order (renormalization group improved) perturbative calculations in the short distance limit is also discussed. Light cone operator product expansions and spectral representations for wave functions in QCD are derived. (author)
Lotfy, K.; Sarkar, N.
2017-11-01
In this work, a novel generalized model of photothermal theory with two-temperature thermoelasticity theory based on memory-dependent derivative (MDD) theory is performed. A one-dimensional problem for an elastic semiconductor material with isotropic and homogeneous properties has been considered. The problem is solved with a new model (MDD) under the influence of a mechanical force with a photothermal excitation. The Laplace transform technique is used to remove the time-dependent terms in the governing equations. Moreover, the general solutions of some physical fields are obtained. The surface taken into consideration is free of traction and subjected to a time-dependent thermal shock. The numerical Laplace inversion is used to obtain the numerical results of the physical quantities of the problem. Finally, the obtained results are presented and discussed graphically.
Comparative Analyses of Phenotypic Trait Covariation within and among Populations.
Peiman, Kathryn S; Robinson, Beren W
2017-10-01
Many morphological, behavioral, physiological, and life-history traits covary across the biological scales of individuals, populations, and species. However, the processes that cause traits to covary also change over these scales, challenging our ability to use patterns of trait covariance to infer process. Trait relationships are also widely assumed to have generic functional relationships with similar evolutionary potentials, and even though many different trait relationships are now identified, there is little appreciation that these may influence trait covariation and evolution in unique ways. We use a trait-performance-fitness framework to classify and organize trait relationships into three general classes, address which ones more likely generate trait covariation among individuals in a population, and review how selection shapes phenotypic covariation. We generate predictions about how trait covariance changes within and among populations as a result of trait relationships and in response to selection and consider how these can be tested with comparative data. Careful comparisons of covariation patterns can narrow the set of hypothesized processes that cause trait covariation when the form of the trait relationship and how it responds to selection yield clear predictions about patterns of trait covariation. We discuss the opportunities and limitations of comparative approaches to evaluate hypotheses about the evolutionary causes and consequences of trait covariation and highlight the importance of evaluating patterns within populations replicated in the same and in different selective environments. Explicit hypotheses about trait relationships are key to generating effective predictions about phenotype and its evolution using covariance data.
A General Method for QTL Mapping in Multiple Related Populations Derived from Multiple Parents
Directory of Open Access Journals (Sweden)
Yan AO
2009-03-01
Full Text Available It's well known that incorporating some existing populations derived from multiple parents may improve QTL mapping and QTL-based breeding programs. However, no general maximum likelihood method has been available for this strategy. Based on the QTL mapping in multiple related populations derived from two parents, a maximum likelihood estimation method was proposed, which can incorporate several populations derived from three or more parents and also can be used to handle different mating designs. Taking a circle design as an example, we conducted simulation studies to study the effect of QTL heritability and sample size upon the proposed method. The results showed that under the same heritability, enhanced power of QTL detection and more precise and accurate estimation of parameters could be obtained when three F2 populations were jointly analyzed, compared with the joint analysis of any two F2 populations. Higher heritability, especially with larger sample sizes, would increase the ability of QTL detection and improve the estimation of parameters. Potential advantages of the method are as follows: firstly, the existing results of QTL mapping in single population can be compared and integrated with each other with the proposed method, therefore the ability of QTL detection and precision of QTL mapping can be improved. Secondly, owing to multiple alleles in multiple parents, the method can exploit gene resource more adequately, which will lay an important genetic groundwork for plant improvement.
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)
Generalized derivation of the added-mass and circulatory forces for viscous flows
Limacher, Eric; Morton, Chris; Wood, David
2018-01-01
The concept of added mass arises from potential flow analysis and is associated with the acceleration of a body in an inviscid irrotational fluid. When shed vorticity is modeled as vortex singularities embedded in this irrotational flow, the associated force can be superimposed onto the added-mass force due to the linearity of the governing Laplace equation. This decomposition of force into added-mass and circulatory components remains common in modern aerodynamic models, but its applicability to viscous separated flows remains unclear. The present work addresses this knowledge gap by presenting a generalized derivation of the added-mass and circulatory force decomposition which is valid for a body of arbitrary shape in an unbounded, incompressible fluid domain, in both two and three dimensions, undergoing arbitrary motions amid continuous distributions of vorticity. From the general expression, the classical added-mass force is rederived for well-known canonical cases and is seen to be additive to the circulatory force for any flow. The formulation is shown to be equivalent to existing theoretical work under the specific conditions and assumptions of previous studies. It is also validated using a numerical simulation of a pitching plate in a steady freestream flow, conducted by Wang and Eldredge [Theor. Comput. Fluid Dyn. 27, 577 (2013), 10.1007/s00162-012-0279-5]. In response to persistent confusion in the literature, a discussion of the most appropriate physical interpretation of added mass is included, informed by inspection of the derived equations. The added-mass force is seen to account for the dynamic effect of near-body vorticity and is not (as is commonly claimed) associated with the acceleration of near-body fluid which "must" somehow move with the body. Various other consequences of the derivation are discussed, including a concept which has been labeled the conservation of image-vorticity impulse.
Covariant n2-plet mass formulas
International Nuclear Information System (INIS)
Davidson, A.
1979-01-01
Using a generalized internal symmetry group analogous to the Lorentz group, we have constructed a covariant n 2 -plet mass operator. This operator is built as a scalar matrix in the (n;n*) representation, and its SU(n) breaking parameters are identified as intrinsic boost ones. Its basic properties are: covariance, Hermiticity, positivity, charge conjugation, quark contents, and a self-consistent n 2 -1, 1 mixing. The GMO and the Okubo formulas are obtained by considering two different limits of the same generalized mass formula
The Bayesian Covariance Lasso.
Khondker, Zakaria S; Zhu, Hongtu; Chu, Haitao; Lin, Weili; Ibrahim, Joseph G
2013-04-01
Estimation of sparse covariance matrices and their inverse subject to positive definiteness constraints has drawn a lot of attention in recent years. The abundance of high-dimensional data, where the sample size ( n ) is less than the dimension ( d ), requires shrinkage estimation methods since the maximum likelihood estimator is not positive definite in this case. Furthermore, when n is larger than d but not sufficiently larger, shrinkage estimation is more stable than maximum likelihood as it reduces the condition number of the precision matrix. Frequentist methods have utilized penalized likelihood methods, whereas Bayesian approaches rely on matrix decompositions or Wishart priors for shrinkage. In this paper we propose a new method, called the Bayesian Covariance Lasso (BCLASSO), for the shrinkage estimation of a precision (covariance) matrix. We consider a class of priors for the precision matrix that leads to the popular frequentist penalties as special cases, develop a Bayes estimator for the precision matrix, and propose an efficient sampling scheme that does not precalculate boundaries for positive definiteness. The proposed method is permutation invariant and performs shrinkage and estimation simultaneously for non-full rank data. Simulations show that the proposed BCLASSO performs similarly as frequentist methods for non-full rank data.
Covariant Theory of Gravitation in the Spacetime with Finsler Structure
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.
Modular invariance and covariant loop calculus
International Nuclear Information System (INIS)
Petersen, J.L.; Roland, K.O.; Sidenius, J.R.
1988-01-01
The covariant loop calculus provides and efficient technique for computing explicit expressions for the density on moduli space corresponding to arbitrary (bosonic string) loop diagrams. Since modular invariance is not manifest, however, we carry out a detailed comparison with known explicit 2- and 3- loop results derived using analytic geometry (1 loop is known to be ok). We establish identity to 'high' order in some moduli and exactly in others. Agreement is found as a result of various non-trivial cancellations, in part related to number theory. We feel our results provide very strong support for the correctness of the covariant loop calculus approach. (orig.)
Modular invariance and covariant loop calculus
International Nuclear Information System (INIS)
Petersen, J.L.; Roland, K.O.; Sidenius, J.R.
1988-01-01
The covariant loop calculus provides an efficient technique for computing explicit expressions for the density on moduli space corresponding to arbitrary (bosonic string) loop diagrams. Since modular invariance is not manifest, however, we carry out a detailed comparison with known explicit two- and three-loop results derived using analytic geometry (one loop is known to be okay). We establish identity to 'high' order in some moduli and exactly in others. Agreement is found as a result of various nontrivial cancellations, in part related to number theory. We feel our results provide very strong support for the correctness of the covariant loop calculus approach. (orig.)
Parametric number covariance in quantum chaotic spectra.
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.
Spinors, tensors and the covariant form of Dirac's equation
International Nuclear Information System (INIS)
Chen, W.Q.; Cook, A.H.
1986-01-01
The relations between tensors and spinors are used to establish the form of the covariant derivative of a spinor, making use of the fact that certain bilinear combinations of spinors are vectors. The covariant forms of Dirac's equation are thus obtained and examples in specific coordinate systems are displayed. (author)
A scale invariant covariance structure on jet space
DEFF Research Database (Denmark)
Pedersen, Kim Steenstrup; Loog, Marco; Markussen, Bo
2005-01-01
This paper considers scale invariance of statistical image models. We study statistical scale invariance of the covariance structure of jet space under scale space blurring and derive the necessary structure and conditions of the jet covariance matrix in order for it to be scale invariant. As par...
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)
International Nuclear Information System (INIS)
Sun Jun-Wei; Shen Yi; Zhang Guo-Dong; Wang Yan-Feng; Cui Guang-Zhao
2013-01-01
According to the Lyapunov stability theorem, a new general hybrid projective complete dislocated synchronization scheme with non-derivative and derivative coupling based on parameter identification is proposed under the framework of drive-response systems. Every state variable of the response system equals the summation of the hybrid drive systems in the previous hybrid synchronization. However, every state variable of the drive system equals the summation of the hybrid response systems while evolving with time in our method. Complete synchronization, hybrid dislocated synchronization, projective synchronization, non-derivative and derivative coupling, and parameter identification are included as its special item. The Lorenz chaotic system, Rössler chaotic system, memristor chaotic oscillator system, and hyperchaotic Lü system are discussed to show the effectiveness of the proposed methods. (general)
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...
A general derivation and quantification of the third law of thermodynamics.
Masanes, Lluís; Oppenheim, Jonathan
2017-03-14
The most accepted version of the third law of thermodynamics, the unattainability principle, states that any process cannot reach absolute zero temperature in a finite number of steps and within a finite time. Here, we provide a derivation of the principle that applies to arbitrary cooling processes, even those exploiting the laws of quantum mechanics or involving an infinite-dimensional reservoir. We quantify the resources needed to cool a system to any temperature, and translate these resources into the minimal time or number of steps, by considering the notion of a thermal machine that obeys similar restrictions to universal computers. We generally find that the obtainable temperature can scale as an inverse power of the cooling time. Our results also clarify the connection between two versions of the third law (the unattainability principle and the heat theorem), and place ultimate bounds on the speed at which information can be erased.
Physical properties of the Schur complement of local covariance matrices
International Nuclear Information System (INIS)
Haruna, L F; Oliveira, M C de
2007-01-01
General properties of global covariance matrices representing bipartite Gaussian states can be decomposed into properties of local covariance matrices and their Schur complements. We demonstrate that given a bipartite Gaussian state ρ 12 described by a 4 x 4 covariance matrix V, the Schur complement of a local covariance submatrix V 1 of it can be interpreted as a new covariance matrix representing a Gaussian operator of party 1 conditioned to local parity measurements on party 2. The connection with a partial parity measurement over a bipartite quantum state and the determination of the reduced Wigner function is given and an operational process of parity measurement is developed. Generalization of this procedure to an n-partite Gaussian state is given, and it is demonstrated that the n - 1 system state conditioned to a partial parity projection is given by a covariance matrix such that its 2 x 2 block elements are Schur complements of special local matrices
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
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
International Nuclear Information System (INIS)
Giovannini, N.
1977-01-01
A complete description of the projective unitary/antiunitary representations of the general covariance group for a charged (relativistic) particle moving in an external (classical), e.m. field is given. This group was derived in a previous paper, independently of any equation of motion, on the basis of some simple physical assumptions. The physical consequences of these results are then discussed and it is shown how they open some new perspectives. (Auth.)
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.
Covariant differential calculus on the quantum hyperplane
International Nuclear Information System (INIS)
Wess, J.
1991-01-01
We develop a differential calculus on the quantum hyperplane covariant with respect to the action of the quantum group GL q (n). This is a concrete example of noncommutative differential geometry. We describe the general constraints for a noncommutative differential calculus and verify that the example given here satisfies all these constraints. We also discuss briefly the integration over the quantum plane. (orig.)
Earth Observing System Covariance Realism
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.
Di, Xin; Gohel, Suril; Thielcke, Andre; Wehrl, Hans F; Biswal, Bharat B
2017-11-01
Relationships between spatially remote brain regions in human have typically been estimated by moment-to-moment correlations of blood-oxygen-level dependent signals in resting-state using functional MRI (fMRI). Recently, studies using subject-to-subject covariance of anatomical volumes, cortical thickness, and metabolic activity are becoming increasingly popular. However, question remains on whether these measures reflect the same inter-region connectivity and brain network organizations. In the current study, we systematically analyzed inter-subject volumetric covariance from anatomical MRI images, metabolic covariance from fluorodeoxyglucose positron emission tomography images from 193 healthy subjects, and resting-state moment-to-moment correlations from fMRI images of a subset of 44 subjects. The correlation matrices calculated from the three methods were found to be minimally correlated, with higher correlation in the range of 0.31, as well as limited proportion of overlapping connections. The volumetric network showed the highest global efficiency and lowest mean clustering coefficient, leaning toward random-like network, while the metabolic and resting-state networks conveyed properties more resembling small-world networks. Community structures of the volumetric and metabolic networks did not reflect known functional organizations, which could be observed in resting-state network. The current results suggested that inter-subject volumetric and metabolic covariance do not necessarily reflect the inter-regional relationships and network organizations as resting-state correlations, thus calling for cautions on interpreting results of inter-subject covariance networks.
Group covariant protocols for quantum string commitment
International Nuclear Information System (INIS)
Tsurumaru, Toyohiro
2006-01-01
We study the security of quantum string commitment (QSC) protocols with group covariant encoding scheme. First we consider a class of QSC protocol, which is general enough to incorporate all the QSC protocols given in the preceding literatures. Then among those protocols, we consider group covariant protocols and show that the exact upperbound on the binding condition can be calculated. Next using this result, we prove that for every irreducible representation of a finite group, there always exists a corresponding nontrivial QSC protocol which reaches a level of security impossible to achieve classically
Remarks on Bousso's covariant entropy bound
Mayo, A E
2002-01-01
Bousso's covariant entropy bound is put to the test in the context of a non-singular cosmological solution of general relativity found by Bekenstein. Although the model complies with every assumption made in Bousso's original conjecture, the entropy bound is violated due to the occurrence of negative energy density associated with the interaction of some the matter components in the model. We demonstrate how this property allows for the test model to 'elude' a proof of Bousso's conjecture which was given recently by Flanagan, Marolf and Wald. This corroborates the view that the covariant entropy bound should be applied only to stable systems for which every matter component carries positive energy density.
International Nuclear Information System (INIS)
Okawa, Yuji
1999-01-01
The one-loop effective action for general trajectories of D-particles in Matrix theory is calculated in the expansion with respect to the number of derivatives up to six, which gives the equation of motion consistently. The result shows that the terms with six derivatives vanish for straight-line trajectories, however, they do not vanish in general. This provides a concrete example that non-renormalization of twelve-fermion terms does not necessarily imply that of six-derivative terms
General relativity invariance and string field theory
International Nuclear Information System (INIS)
Aref'eva, I.Ya.; Volovich, I.V.
1987-04-01
The general covariance principle in the string field theory is considered. The algebraic properties of the string Lie derivative are discussed. The string vielbein and spin connection are introduced and an action invariant under general co-ordinate transformation is proposed. (author). 18 refs
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
Hubbard, Rebecca A; Johnson, Eric; Chubak, Jessica; Wernli, Karen J; Kamineni, Aruna; Bogart, Andy; Rutter, Carolyn M
2017-06-01
Exposures derived from electronic health records (EHR) may be misclassified, leading to biased estimates of their association with outcomes of interest. An example of this problem arises in the context of cancer screening where test indication, the purpose for which a test was performed, is often unavailable. This poses a challenge to understanding the effectiveness of screening tests because estimates of screening test effectiveness are biased if some diagnostic tests are misclassified as screening. Prediction models have been developed for a variety of exposure variables that can be derived from EHR, but no previous research has investigated appropriate methods for obtaining unbiased association estimates using these predicted probabilities. The full likelihood incorporating information on both the predicted probability of exposure-class membership and the association between the exposure and outcome of interest can be expressed using a finite mixture model. When the regression model of interest is a generalized linear model (GLM), the expectation-maximization algorithm can be used to estimate the parameters using standard software for GLMs. Using simulation studies, we compared the bias and efficiency of this mixture model approach to alternative approaches including multiple imputation and dichotomization of the predicted probabilities to create a proxy for the missing predictor. The mixture model was the only approach that was unbiased across all scenarios investigated. Finally, we explored the performance of these alternatives in a study of colorectal cancer screening with colonoscopy. These findings have broad applicability in studies using EHR data where gold-standard exposures are unavailable and prediction models have been developed for estimating proxies.
Kim, Myong-Ha; Ri, Guk-Chol; O, Hyong-Chol
2013-01-01
This paper provides the existence and representation of solution to an initial value problem for the general multi-term linear fractional differential equation with generalized Riemann-Liouville fractional derivatives and constant coefficients by using operational calculus of Mikusinski's type. We prove that the initial value problem has the solution of if and only if some initial values should be zero.
Convex Banding of the Covariance Matrix.
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.
Asymptotics of empirical eigenstructure for high dimensional spiked covariance.
Wang, Weichen; Fan, Jianqing
2017-06-01
We derive the asymptotic distributions of the spiked eigenvalues and eigenvectors under a generalized and unified asymptotic regime, which takes into account the magnitude of spiked eigenvalues, sample size, and dimensionality. This regime allows high dimensionality and diverging eigenvalues and provides new insights into the roles that the leading eigenvalues, sample size, and dimensionality play in principal component analysis. Our results are a natural extension of those in Paul (2007) to a more general setting and solve the rates of convergence problems in Shen et al. (2013). They also reveal the biases of estimating leading eigenvalues and eigenvectors by using principal component analysis, and lead to a new covariance estimator for the approximate factor model, called shrinkage principal orthogonal complement thresholding (S-POET), that corrects the biases. Our results are successfully applied to outstanding problems in estimation of risks of large portfolios and false discovery proportions for dependent test statistics and are illustrated by simulation studies.
Contributions to Large Covariance and Inverse Covariance Matrices Estimation
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...
International Nuclear Information System (INIS)
Ginelli, Francesco; Politi, Antonio; Chaté, Hugues; Livi, Roberto
2013-01-01
Recent years have witnessed a growing interest in covariant Lyapunov vectors (CLVs) which span local intrinsic directions in the phase space of chaotic systems. Here, we review the basic results of ergodic theory, with a specific reference to the implications of Oseledets’ theorem for the properties of the CLVs. We then present a detailed description of a ‘dynamical’ algorithm to compute the CLVs and show that it generically converges exponentially in time. We also discuss its numerical performance and compare it with other algorithms presented in the literature. We finally illustrate how CLVs can be used to quantify deviations from hyperbolicity with reference to a dissipative system (a chain of Hénon maps) and a Hamiltonian model (a Fermi–Pasta–Ulam chain). This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Lyapunov analysis: from dynamical systems theory to applications’. (paper)
Networks of myelin covariance.
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.
Summary report of technical meeting on neutron cross section covariances
International Nuclear Information System (INIS)
Trkov, A.; Smith, D.L.; Capote Noy, R.
2011-01-01
A summary is given of the Technical Meeting on Neutron Cross Section Covariances. The meeting goal was to assess covariance data needs and recommend appropriate methodologies to address those needs. Discussions on covariance data focused on three general topics: 1) Resonance and unresolved resonance regions; 2) Fast neutron region; and 3) Users' perspective: benchmarks' uncertainty and reactor dosimetry. A number of recommendations for further work were generated and the important work that remains to be done in the field of covariances was identified. (author)
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)
Self-duality in generalized Lorentz superspaces
International Nuclear Information System (INIS)
Devchand, C.; Nuyts, J.
1996-12-01
We extend the notion of self-duality to spaces built from a set of representations of the Lorentz group with bosonic or fermionic behaviour, not having the traditional spin-one upper-bound of super Minkowski space. The generalized derivative vector fields on such superspace are assumed to form a superalgebra. Introducing corresponding gauge potentials and hence covariant derivatives and curvatures, we define generalized self-duality as the Lorentz covariant vanishing of certain irreducible parts of the curvatures. (author). 4 refs
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...
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.)
Fast Computing for Distance Covariance
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...
The utility of covariance of combining ability in plant breeding.
Arunachalam, V
1976-11-01
The definition of covariances of half- and full sibs, and hence that of variances of general and specific combining ability with regard to a quantitative character, is extended to take into account the respective covariances between a pair of characters. The interpretation of the dispersion and correlation matrices of general and specific combining ability is discussed by considering a set of single, three- and four-way crosses, made using diallel and line × tester mating systems in Pennisetum typhoides. The general implications of the concept of covariance of combining ability in plant breeding are discussed.
Covariant quantization of infinite spin particle models, and higher order gauge theories
International Nuclear Information System (INIS)
Edgren, Ludde; Marnelius, Robert
2006-01-01
Further properties of a recently proposed higher order infinite spin particle model are derived. Infinitely many classically equivalent but different Hamiltonian formulations are shown to exist. This leads to a condition of uniqueness in the quantization process. A consistent covariant quantization is shown to exist. Also a recently proposed supersymmetric version for half-odd integer spins is quantized. A general algorithm to derive gauge invariances of higher order Lagrangians is given and applied to the infinite spin particle model, and to a new higher order model for a spinning particle which is proposed here, as well as to a previously given higher order rigid particle model. The latter two models are also covariantly quantized
Duality ensures modular covariance
International Nuclear Information System (INIS)
Li Miao; Yu Ming
1989-11-01
We show that the modular transformations for one point functions on the torus, S(n), satisfy the polynomial equations derived by Moore and Seiberg, provided the duality property of the model is ensured. The formula for S(n) is derived by us previously and should be valid for any conformal field theory. As a consequence, the full consistency conditions for modular invariance at higher genus are completely guaranteed by duality of the theory on the sphere. (orig.)
Fast covariance estimation for innovations computed from a spatial Gibbs point process
DEFF Research Database (Denmark)
Coeurjolly, Jean-Francois; Rubak, Ege
In this paper, we derive an exact formula for the covariance of two innovations computed from a spatial Gibbs point process and suggest a fast method for estimating this covariance. We show how this methodology can be used to estimate the asymptotic covariance matrix of the maximum pseudo...
Edelman, N L; Cassell, J A; Mercer, C H; Bremner, S A; Jones, C I; Gersten, A; deVisser, R O
2018-07-01
Some women attending General Practices (GPs) are at higher risk of unintended pregnancy (RUIP) and sexually transmitted infections (STI) than others. A clinical prediction rule (CPR) may help target resources using psychosocial questions as an acceptable, effective means of assessment. The aim was to derive a CPR that discriminates women who would benefit from sexual health discussion and intervention. Participants were recruited to a cross-sectional survey from six GPs in a city in South-East England in 2016. On arrival, female patients aged 16-44 years were invited to complete a questionnaire that addressed psychosocial factors, and the following self-reported outcomes: 2+ sexual partners in the last year (2PP) and RUIP. For each sexual risk, psychosocial questions were retained from logistic regression modelling which best discriminated women at risk using the C-statistic. Sensitivity and specificity were established in consultation with GP staff. The final sample comprised N = 1238 women. 2PP was predicted by 11 questions including age, binge-drinking weekly, ever having a partner who insulted you often, current smoking, and not cohabiting (C-statistic = 0.83, sensitivity = 73% and specificity = 77%). RUIP was predicted by 5 questions including sexual debut years, and emergency contraception use in the last 6 months (C-statistic = 0.70, sensitivity = 69% and specificity = 57%). 2PP was better discriminated than RUIP but neither to a clinically-useful degree. The finding that different psychosocial factors predicted each outcome has implications for prevention strategies. Further research should investigate causal links between psychosocial factors and sexual risk. Copyright © 2018 The Authors. Published by Elsevier Inc. All rights reserved.
International Nuclear Information System (INIS)
Yan, Z.; Zhang, H.
2001-01-01
In this paper, an isospectral problem and one associated with a new hierarchy of nonlinear evolution equations are presented. As a reduction, a representative system of new generalized derivative nonlinear Schroedinger equations in the hierarchy is given. It is shown that the hierarchy possesses bi-Hamiltonian structures by using the trace identity method and is Liouville integrable. The spectral problem is non linearized as a finite-dimensional completely integrable Hamiltonian system under a constraint between the potentials and spectral functions. Finally, the involutive solutions of the hierarchy of equations are obtained. In particular, the involutive solutions of the system of new generalized derivative nonlinear Schroedinger equations are developed
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
Covariation in Natural Causal Induction.
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)
Slater, David; Ruef, Anne; Sanabria‐Diaz, Gretel; Preisig, Martin; Kherif, Ferath; Draganski, Bogdan; Lutti, Antoine
2017-01-01
Abstract 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, 2013). 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. PMID:29271053
Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models
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....
A general method was developed for the quantification of hydroxycinnamic acid derivatives and flavones, flavonols, and their glycosides based on the UV molar relative response factors (MRRF) of the standards. Each of these phenolic compounds contains a cinnamoyl structure and has a maximum absorban...
Fan, Hong-yi; Xu, Xue-xiang
2009-06-01
By virtue of the generalized Hellmann-Feynman theorem [H. Y. Fan and B. Z. Chen, Phys. Lett. A 203, 95 (1995)], we derive the mean energy of some interacting bosonic systems for some Hamiltonian models without proceeding with diagonalizing the Hamiltonians. Our work extends the field of applications of the Hellmann-Feynman theorem and may enrich the theory of quantum statistics.
Diffeomorphism invariance in the Hamiltonian formulation of General Relativity
International Nuclear Information System (INIS)
Kiriushcheva, N.; Kuzmin, S.V.; Racknor, C.; Valluri, S.R.
2008-01-01
It is shown that when the Einstein-Hilbert Lagrangian is considered without any non-covariant modifications or change of variables, its Hamiltonian formulation leads to results consistent with principles of General Relativity. The first-class constraints of such a Hamiltonian formulation, with the metric tensor taken as a canonical variable, allow one to derive the generator of gauge transformations, which directly leads to diffeomorphism invariance. The given Hamiltonian formulation preserves general covariance of the transformations derivable from it. This characteristic should be used as the crucial consistency requirement that must be met by any Hamiltonian formulation of General Relativity
Schwinger mechanism in linear covariant gauges
Aguilar, A. C.; Binosi, D.; Papavassiliou, J.
2017-02-01
In this work we explore the applicability of a special gluon mass generating mechanism in the context of the linear covariant gauges. In particular, the implementation of the Schwinger mechanism in pure Yang-Mills theories hinges crucially on the inclusion of massless bound-state excitations in the fundamental nonperturbative vertices of the theory. The dynamical formation of such excitations is controlled by a homogeneous linear Bethe-Salpeter equation, whose nontrivial solutions have been studied only in the Landau gauge. Here, the form of this integral equation is derived for general values of the gauge-fixing parameter, under a number of simplifying assumptions that reduce the degree of technical complexity. The kernel of this equation consists of fully dressed gluon propagators, for which recent lattice data are used as input, and of three-gluon vertices dressed by a single form factor, which is modeled by means of certain physically motivated Ansätze. The gauge-dependent terms contributing to this kernel impose considerable restrictions on the infrared behavior of the vertex form factor; specifically, only infrared finite Ansätze are compatible with the existence of nontrivial solutions. When such Ansätze are employed, the numerical study of the integral equation reveals a continuity in the type of solutions as one varies the gauge-fixing parameter, indicating a smooth departure from the Landau gauge. Instead, the logarithmically divergent form factor displaying the characteristic "zero crossing," while perfectly consistent in the Landau gauge, has to undergo a dramatic qualitative transformation away from it, in order to yield acceptable solutions. The possible implications of these results are briefly discussed.
Covariance Manipulation for Conjunction Assessment
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.
International Nuclear Information System (INIS)
Chuan-Mei, Xie; Shao-Long, Wan; Hong-Yi, Fan
2010-01-01
Based on the displacement-squeezing related squeezed coherent state representation |z) g and using the technique of integration within an ordered product of operators, this paper finds a generalized Fresnel operator, whose matrix element in the coordinate representation leads to a generalized Collins formula (Huygens–Fresnel integration transformation describing optical diffraction). The generalized Fresnel operator is derived by a quantum mechanical mapping from z to sz - rz * in the |z) g representation, while |z) g in phase space is graphically denoted by an ellipse. (classical areas of phenomenology)
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
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)
International Nuclear Information System (INIS)
Kushwah, S.S.; Shrivastava, H.C.; Singh, K.S.
2007-01-01
We have generalized the pressure-volume (P-V) relationships using simple polynomial and logarithmic expansions so as to make them consistent with the infinite pressure extrapolation according to the model of Stacey. The formulations are used to evaluate P-V relationships and pressure derivatives of bulk modulus upto third order (K', K'' and K''') for the earth core material taking input parameters based on the seismological data. The results based on the equations of state (EOS) generalized in the present study are found to yield good agreement with the Stacey EOS. The generalized logarithmic EOS due to Poirier and Tarantola deviates substantially from the seismic values for P, K and K'. The generalized Rydberg EOS gives almost identical results with the Birch-Murnaghan third-order EOS. Both of them yield deviations from the seismic data, which are in opposite direction as compared to those found from the generalized Poirier-Tarantola logarithmic EOS
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)
On Galilean covariant quantum mechanics
International Nuclear Information System (INIS)
Horzela, A.; Kapuscik, E.; Kempczynski, J.; Joint Inst. for Nuclear Research, Dubna
1991-08-01
Formalism exhibiting the Galilean covariance of wave mechanics is proposed. A new notion of quantum mechanical forces is introduced. The formalism is illustrated on the example of the harmonic oscillator. (author)
Directory of Open Access Journals (Sweden)
Pinki Majumder
2016-01-01
Full Text Available In this present study, a production inventory model with partial trade credit is formulated and solved in fuzzy environment via Generalized Hukuhara derivative approach. To capture the market, a supplier offers a trade credit period to its retailers. Due to this facility, retailer also offers a partial trade credit period to his/her customer to boost the demand of the item. In practical life situation, demands are generally dependent upon time. Constant demand of an item varies time to time. In this vague situation, demands are taken as time dependent, where its constant part is taken as Left Right - type fuzzy number. In this paper, Generalized Hukuhara derivative approach is used to solve the fuzzy inventory model. Four different cases are considered by using Generalized Hukuhara-(i differentiability and Generalized Hukuhara-(ii differentiability. The objective of this paper is to find out the optimal time so as the total inventory cost is minimum. Finally the model is solved by generalized reduced gradient method. The proposed model and technique are illustrated by numerical examples. Some sensitivity analyses both in tabular and graphical forms are presented and the effects of minimum cost with respect to various inventory parameters are discussed.
Algorithm for Financial Derivatives Evaluation in a Generalized Multi-Heston Model
Directory of Open Access Journals (Sweden)
Dan Negura
2013-02-01
Full Text Available In this paper we show how could a financial derivative be estimated based on an assumed Multi-Heston model support.Keywords: Euler Maruyama discretization method, Monte Carlo simulation, Heston model, Double-Heston model, Multi-Heston model
A generalized one-factor term structure model and pricing of interest rate derivative securities
Jiang, George J.
1997-01-01
The purpose of this paper is to propose a nonparametric interest rate term structure model and investigate its implications on term structure dynamics and prices of interest rate derivative securities. The nonparametric spot interest rate process is estimated from the observed short-term interest
General methods for the preparation of α and/or β deuterium labelled 6-hydroxydopamine derivatives
International Nuclear Information System (INIS)
Borchardt, R.T.; Simmons, J.E.
1982-01-01
A convenient method for the synthesis of 6-hydroxydopamine and its phenethylamine derivatives has been developed. Mono-and di-deuteration has been accomplished using sodium borodeuteride and sodium borohydride in the presence of a deuterium source. (U.K.)
Covariance expressions for eigenvalue and eigenvector problems
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.
Non-evaluation applications for covariance matrices
Energy Technology Data Exchange (ETDEWEB)
Smith, D.L.
1982-05-01
The possibility for application of covariance matrix techniques to a variety of common research problems other than formal data evaluation are demonstrated by means of several examples. These examples deal with such matters as fitting spectral data, deriving uncertainty estimates for results calculated from experimental data, obtaining the best values for plurally-measured quantities, and methods for analysis of cross section errors based on properties of the experiment. The examples deal with realistic situations encountered in the laboratory, and they are treated in sufficient detail to enable a careful reader to extrapolate the methods to related problems.
Cosmology of a covariant Galilean field.
De Felice, Antonio; Tsujikawa, Shinji
2010-09-10
We study the cosmology of a covariant scalar field respecting a Galilean symmetry in flat space-time. We show the existence of a tracker solution that finally approaches a de Sitter fixed point responsible for cosmic acceleration today. The viable region of model parameters is clarified by deriving conditions under which ghosts and Laplacian instabilities of scalar and tensor perturbations are absent. The field equation of state exhibits a peculiar phantomlike behavior along the tracker, which allows a possibility to observationally distinguish the Galileon gravity from the cold dark matter model with a cosmological constant.
A QCD Model Using Generalized Yang-Mills Theory
International Nuclear Information System (INIS)
Wang Dianfu; Song Heshan; Kou Lina
2007-01-01
Generalized Yang-Mills theory has a covariant derivative, which contains both vector and scalar gauge bosons. Based on this theory, we construct a strong interaction model by using the group U(4). By using this U(4) generalized Yang-Mills model, we also obtain a gauge potential solution, which can be used to explain the asymptotic behavior and color confinement.
Daivis, Peter J; Todd, B D
2006-05-21
We present a simple and direct derivation of the SLLOD equations of motion for molecular simulations of general homogeneous flows. We show that these equations of motion (1) generate the correct particle trajectories, (2) conserve the total thermal momentum without requiring the center of mass to be located at the origin, and (3) exactly generate the required energy dissipation. These equations of motion are compared with the g-SLLOD and p-SLLOD equations of motion, which are found to be deficient. Claims that the SLLOD equations of motion are incorrect for elongational flows are critically examined and found to be invalid. It is confirmed that the SLLOD equations are, in general, non-Hamiltonian. We derive a Hamiltonian from which they can be obtained in the special case of a symmetric velocity gradient tensor. In this case, it is possible to perform a canonical transformation that results in the well-known DOLLS tensor Hamiltonian.
Energy Technology Data Exchange (ETDEWEB)
Pang, Yang [Columbia Univ., New York, NY (United States)]|[Brookhaven National Labs., Upton, NY (United States)
1997-09-22
Many phenomenological models for relativistic heavy ion collisions share a common framework - the relativistic Boltzmann equations. Within this framework, a nucleus-nucleus collision is described by the evolution of phase-space distributions of several species of particles. The equations can be effectively solved with the cascade algorithm by sampling each phase-space distribution with points, i.e. {delta}-functions, and by treating the interaction terms as collisions of these points. In between collisions, each point travels on a straight line trajectory. In most implementations of the cascade algorithm, each physical particle, e.g. a hadron or a quark, is often represented by one point. Thus, the cross-section for a collision of two points is just the cross-section of the physical particles, which can be quite large compared to the local density of the system. For an ultra-relativistic nucleus-nucleus collision, this could lead to a large violation of the Lorentz invariance. By using the invariance property of the Boltzmann equation under a scale transformation, a Lorentz invariant cascade algorithm can be obtained. The General Cascade Program - GCP - is a tool for solving the relativistic Boltzmann equation with any number of particle species and very general interactions with the cascade algorithm.
Garcia, Tanya P; Ma, Yanyuan
2017-10-01
We develop consistent and efficient estimation of parameters in general regression models with mismeasured covariates. We assume the model error and covariate distributions are unspecified, and the measurement error distribution is a general parametric distribution with unknown variance-covariance. We construct root- n consistent, asymptotically normal and locally efficient estimators using the semiparametric efficient score. We do not estimate any unknown distribution or model error heteroskedasticity. Instead, we form the estimator under possibly incorrect working distribution models for the model error, error-prone covariate, or both. Empirical results demonstrate robustness to different incorrect working models in homoscedastic and heteroskedastic models with error-prone covariates.
Coherent states and covariant semi-spectral measures
International Nuclear Information System (INIS)
Scutaru, H.
1976-01-01
The close connection between Mackey's theory of imprimitivity systems and the so called generalized coherent states introduced by Perelomov is established. Coherent states give a covariant description of the ''localization'' of a quantum system in the phase space in a similar way as the imprimitivity systems give a covariant description of the localization of a quantum system in the configuration space. The observation that for any system of coherent states one can define a covariant semi-spectral measure made possible a rigurous formulation of this idea. A generalization of the notion of coherent states is given. Covariant semi-spectral measures associated with systems of coherent states are defined and characterized. Necessary and sufficient conditions for a unitary representation of a Lie group to be i) a subrepresentation of an induced one and ii) a representation with coherent states are given (author)
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
A general strategy to endow natural fusion-protein-derived peptides with potent antiviral activity.
Directory of Open Access Journals (Sweden)
Antonello Pessi
Full Text Available Fusion between the viral and target cell membranes is an obligatory step for the infectivity of all enveloped virus, and blocking this process is a clinically validated therapeutic strategy.Viral fusion is driven by specialized proteins which, although specific to each virus, act through a common mechanism, the formation of a complex between two heptad repeat (HR regions. The HR regions are initially separated in an intermediate termed "prehairpin", which bridges the viral and cell membranes, and then fold onto each other to form a 6-helical bundle (6HB, driving the two membranes to fuse. HR-derived peptides can inhibit viral infectivity by binding to the prehairpin intermediate and preventing its transition to the 6HB.The antiviral activity of HR-derived peptides differs considerably among enveloped viruses. For weak inhibitors, potency can be increased by peptide engineering strategies, but sequence-specific optimization is time-consuming. In seeking ways to increase potency without changing the native sequence, we previously reported that attachment to the HR peptide of a cholesterol group ("cholesterol-tagging" dramatically increases its antiviral potency, and simultaneously increases its half-life in vivo. We show here that antiviral potency may be increased by combining cholesterol-tagging with dimerization of the HR-derived sequence, using as examples human parainfluenza virus, Nipah virus, and HIV-1. Together, cholesterol-tagging and dimerization may represent strategies to boost HR peptide potency to levels that in some cases may be compatible with in vivo use, possibly contributing to emergency responses to outbreaks of existing or novel viruses.
Generalized relations among N-dimensional Coulomb Green's functions using fractional derivatives
International Nuclear Information System (INIS)
Blinder, S.M.; Pollock, E.L.
1989-01-01
Hostler [J. Math. Phys. 11, 2966 (1970)] has shown that Coulomb Green's functions of different dimensionality N are related by G (N+2) =OG (N) , where O is a first-order derivative operator in the variables x and y. Thus all the even-dimensional functions are connected, as are analogously the odd-dimensional functions. It is shown that the operations of functional differentiation and integration can further connect the even- to the odd-dimensional functions, so that Hostler's relation can be extended to give G (N+1) =O 1/2 G (N)
DEFF Research Database (Denmark)
Avery, John Scales; Avery, James Emil; Aquilanti, Vincenzo
2004-01-01
The generalized Sturmian method for atomic and molecular electronic structure calculations is a direct configuration interaction method in which the configurations are chosen to be isoenergetic solutions of an approximate N-electron Schrödinger equation with a weighted potential, $\\beta_\
Directory of Open Access Journals (Sweden)
Maxim Ioan
2009-05-01
Full Text Available In our paper we build a reccurence from generalized Garman equation and discretization of 3-dimensional domain. From reccurence we build an algorithm for computing values of an option based on time, momentan volatility of support and value of support on a
Development of covariance capabilities in EMPIRE code
Energy Technology Data Exchange (ETDEWEB)
Herman,M.; Pigni, M.T.; Oblozinsky, P.; Mughabghab, S.F.; Mattoon, C.M.; Capote, R.; Cho, Young-Sik; Trkov, A.
2008-06-24
The nuclear reaction code EMPIRE has been extended to provide evaluation capabilities for neutron cross section covariances in the thermal, resolved resonance, unresolved resonance and fast neutron regions. The Atlas of Neutron Resonances by Mughabghab is used as a primary source of information on uncertainties at low energies. Care is taken to ensure consistency among the resonance parameter uncertainties and those for thermal cross sections. The resulting resonance parameter covariances are formatted in the ENDF-6 File 32. In the fast neutron range our methodology is based on model calculations with the code EMPIRE combined with experimental data through several available approaches. The model-based covariances can be obtained using deterministic (Kalman) or stochastic (Monte Carlo) propagation of model parameter uncertainties. We show that these two procedures yield comparable results. The Kalman filter and/or the generalized least square fitting procedures are employed to incorporate experimental information. We compare the two approaches analyzing results for the major reaction channels on {sup 89}Y. We also discuss a long-standing issue of unreasonably low uncertainties and link it to the rigidity of the model.
Slip effects on a generalized Burgers’ fluid flow between two side walls with fractional derivative
Directory of Open Access Journals (Sweden)
Shihao Han
2016-01-01
Full Text Available This paper presents a research for the 3D flow of a generalized Burgers’ fluid between two side walls generated by an exponential accelerating plate and a constant pressure gradient, where the no-slip assumption between the exponential accelerating plate and the Burgers’ fluid is no longer valid. The governing equations of the generalized Burgers’ fluid flow are established by using the fractional calculus approach. Exact analytic solutions for the 3D flow are established by employing the Laplace transform and the finite Fourier sine transform. Furthermore, some 3D and 2D figures for the fluid velocity and shear stress are plotted to analyze and discuss the effects of various parameters.
Directory of Open Access Journals (Sweden)
Guo Chun Wen
2009-05-01
Full Text Available This article concerns the oblique derivative problems for second-order quasilinear degenerate equations of mixed type with several characteristic boundaries, which include the Tricomi problem as a special case. First we formulate the problem and obtain estimates of its solutions, then we show the existence of solutions by the successive iterations and the Leray-Schauder theorem. We use a complex analytic method: elliptic complex functions are used in the elliptic domain, and hyperbolic complex functions in the hyperbolic domain, such that second-order equations of mixed type with degenerate curve are reduced to the first order mixed complex equations with singular coefficients. An application of the complex analytic method, solves (1.1 below with $m=n=1$, $a=b=0$, which was posed as an open problem by Rassias.
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
GLq(N)-covariant quantum algebras and covariant differential calculus
International Nuclear Information System (INIS)
Isaev, A.P.; Pyatov, P.N.
1993-01-01
We consider GL q (N)-covariant quantum algebras with generators satisfying quadratic polynomial relations. We show that, up to some inessential arbitrariness, there are only two kinds of such quantum algebras, namely, the algebras with q-deformed commutation and q-deformed anticommutation relations. The connection with the bicovariant differential calculus on the linear quantum groups is discussed. (orig.)
A class of covariate-dependent spatiotemporal covariance functions
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
Conservation laws and radiation in the scale covariant theory of gravitation
International Nuclear Information System (INIS)
Beesham, A.
1988-01-01
The conservation laws for mass, energy, and momentum are derived in the scale covariant theory of gravitation. The entropy problem which exists in the standard Friedmann-Lemaitre-Robertson-Walker models can be solved in the present context. Since the weak and strong energy conditions may be violated, a big bang singularity may be avoided, in contrast to general relativity. Since beta is shown to be constant during the radiation-dominated era, the difficulties in the theory associated with nucleosynthesis are avoided. 10 references
Directory of Open Access Journals (Sweden)
Alexei V. Samsonovich
2014-07-01
Full Text Available A key to semantic analysis is a precise and practically useful definition of meaning that is general for all domains of knowledge. We previously introduced the notion of weak semantic map: a metric space allocating concepts along their most general (universal semantic characteristics while at the same time ignoring other, domain-specific aspects of their meanings. Here we address questions of the number, quality, and mutual independence of the weak semantic dimensions. Specifically, we employ semantic relationships not previously used for weak semantic mapping, such as holonymy/meronymy (“is-part/member-of”, and we compare maps constructed from word senses to those constructed from words. We show that the “completeness” dimension derived from the holonym/meronym relation is independent of, and practically orthogonal to, the “abstractness” dimension derived from the hypernym-hyponym (“is-a” relation, while both dimensions are orthogonal to the maps derived from synonymy and antonymy. Interestingly, the choice of using relations among words vs. senses implies a non-trivial trade-off between rich and unambiguous information due to homonymy and polysemy. The practical utility of the new and prior dimensions is illustrated by the automated evaluation of different kinds of documents. Residual analysis of available linguistic resources, such as WordNet, suggests that the number of universal semantic dimensions representable in natural language may be finite. Their complete characterization, as well as the extension of results to non-linguistic materials, remains an open challenge.
Exact Descriptions of General Relativity Derived from Newtonian Mechanics within Curved Geometries
Savickas, David
2015-04-01
General relativity and Newtonian mechanics are shown to be exactly related when Newton's second law is written in a curved geometry by using the physical components of a vector as is defined in tensor calculus. By replacing length within the momentum's velocity by the vector metric in a curved geometry the second law can then be shown to be exactly identical to the geodesic equation of motion occurring in general relativity. When time's vector direction is constant, as similarly occurs in Newtonian mechanics, this equation can be reduced to a curved three-dimensional equation of motion that yields the the Schwarzschild equations of motion for an isolated particle. They can be used to describe gravitational behavior for any array of masses for which the Newtonian gravitational potential is known, and is shown to describe a mass particle's behavior in the gravitational field of a thin mass-rod. This use of Newton's laws allows relativistic behavior to be described in a physically comprehensible manner. D. Savickas, Int. J. Mod. Phys. D 23 1430018, (2014).
Covariant differential complexes of quantum linear groups
International Nuclear Information System (INIS)
Isaev, A.P.; Pyatov, P.N.
1993-01-01
We consider the possible covariant external algebra structures for Cartan's 1-forms (Ω) on G L q (N) and S L q (N). Our starting point is that Ω s realize an adjoint representation of quantum group and all monomials of Ω s possess the unique ordering. For the obtained external algebras we define the differential mapping d possessing the usual nilpotence condition, and the generally deformed version of Leibnitz rules. The status of the known examples of G L q (N)-differential calculi in the proposed classification scheme and the problems of S L q (N)-reduction are discussed. (author.). 26 refs
Linear Covariance Analysis and Epoch State Estimators
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.
Condition Number Regularized Covariance Estimation.
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.
Condition Number Regularized Covariance Estimation*
Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala
2012-01-01
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. PMID:23730197
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
Covariance NMR Processing and Analysis for Protein Assignment.
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.
Lorentz covariant canonical symplectic algorithms for dynamics of charged particles
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.
Video based object representation and classification using multiple covariance matrices.
Zhang, Yurong; Liu, Quan
2017-01-01
Video based object recognition and classification has been widely studied in computer vision and image processing area. One main issue of this task is to develop an effective representation for video. This problem can generally be formulated as image set representation. In this paper, we present a new method called Multiple Covariance Discriminative Learning (MCDL) for image set representation and classification problem. The core idea of MCDL is to represent an image set using multiple covariance matrices with each covariance matrix representing one cluster of images. Firstly, we use the Nonnegative Matrix Factorization (NMF) method to do image clustering within each image set, and then adopt Covariance Discriminative Learning on each cluster (subset) of images. At last, we adopt KLDA and nearest neighborhood classification method for image set classification. Promising experimental results on several datasets show the effectiveness of our MCDL method.
DEFF Research Database (Denmark)
Yang, Yukay
I consider multivariate (vector) time series models in which the error covariance matrix may be time-varying. I derive a test of constancy of the error covariance matrix against the alternative that the covariance matrix changes over time. I design a new family of Lagrange-multiplier tests against...... to consider multivariate volatility modelling....
A photon propagator on de Sitter in covariant gauges
Domazet, S.; Prokopec, T.
2014-01-01
We construct a de Sitter invariant photon propagator in general covariant gauges. Our result is a natural generalization of the Allen-Jacobson photon propagator in Feynman gauge. Our propagator reproduces the correct response to a point static charge and the one-loop electromagnetic stress-energy
Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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
Large Covariance Estimation by Thresholding Principal Orthogonal Complements.
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.
Covariant field equations, gauge fields and conservation laws from Yang-Mills matrix models
International Nuclear Information System (INIS)
Steinacker, Harold
2009-01-01
The effective geometry and the gravitational coupling of nonabelian gauge and scalar fields on generic NC branes in Yang-Mills matrix models is determined. Covariant field equations are derived from the basic matrix equations of motions, known as Yang-Mills algebra. Remarkably, the equations of motion for the Poisson structure and for the nonabelian gauge fields follow from a matrix Noether theorem, and are therefore protected from quantum corrections. This provides a transparent derivation and generalization of the effective action governing the SU(n) gauge fields obtained in [1], including the would-be topological term. In particular, the IKKT matrix model is capable of describing 4-dimensional NC space-times with a general effective metric. Metric deformations of flat Moyal-Weyl space are briefly discussed.
Covariance structure in the skull of Catarrhini: a case of pattern stasis and magnitude evolution.
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
Directory of Open Access Journals (Sweden)
Aron K Barbey
Full Text Available Brain-derived neurotrophic factor (BDNF promotes survival and synaptic plasticity in the human brain. The Val66Met polymorphism of the BDNF gene interferes with intracellular trafficking, packaging, and regulated secretion of this neurotrophin. The human prefrontal cortex (PFC shows lifelong neuroplastic adaption implicating the Val66Met BDNF polymorphism in the recovery of higher-order executive functions after traumatic brain injury (TBI. In this study, we examined the effect of this BDNF polymorphism on the preservation of general intelligence following TBI. We genotyped a sample of male Vietnam combat veterans (n = 156 consisting of a frontal lobe lesion group with focal penetrating head injuries for the Val66Met BDNF polymorphism. Val/Met did not differ from Val/Val genotypes in general cognitive ability before TBI. However, we found substantial average differences between these groups in general intelligence (≈ half a standard deviation or 8 IQ points, verbal comprehension (6 IQ points, perceptual organization (6 IQ points, working memory (8 IQ points, and processing speed (8 IQ points after TBI. These results support the conclusion that Val/Met genotypes preserve general cognitive functioning, whereas Val/Val genotypes are largely susceptible to TBI.
Hierarchical multivariate covariance analysis of metabolic connectivity.
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).
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.
Phenotypic covariance at species' borders.
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.
Conformally covariant massless spin-two field equations
International Nuclear Information System (INIS)
Drew, M.S.; Gegenberg, J.D.
1980-01-01
An explicit proof is constructed to show that the field equations for a symmetric tensor field hsub(ab) describing massless spin-2 particles in Minkowski space-time are not covariant under the 15-parameter group SOsub(4,2); this group is usually associated with conformal transformations on flat space, and here it will be considered as a global gauge group which acts upon matter fields defined on space-time. Notwithstanding the above noncovariance, the equations governing the rank-4 tensor Ssub(abcd) constructed from hsub(ab) are shown to be covariant provided the contraction Ssub(ab) vanishes. Conformal covariance is proved by demonstrating the covariance of the equations for the equivalent 5-component complex field; in fact, covariance is proved for a general field equation applicable to massless particles of any spin >0. It is shown that the noncovariance of the hsub(ab) equations may be ascribed to the fact that the transformation behaviour of hsub(ab) is not the same as that of a field consisting of a gauge only. Since this is in contradistinction to the situation for the electromagnetic-field equations, the vector form of the electromagnetic equations is cast into a form which can be duplicated for the hsub(ab)-field. This procedure results in an alternative, covariant, field equation for hsub(ab). (author)
Robust Covariance Estimators Based on Information Divergences and Riemannian Manifold
Directory of Open Access Journals (Sweden)
Xiaoqiang Hua
2018-03-01
Full Text Available This paper proposes a class of covariance estimators based on information divergences in heterogeneous environments. In particular, the problem of covariance estimation is reformulated on the Riemannian manifold of Hermitian positive-definite (HPD matrices. The means associated with information divergences are derived and used as the estimators. Without resorting to the complete knowledge of the probability distribution of the sample data, the geometry of the Riemannian manifold of HPD matrices is considered in mean estimators. Moreover, the robustness of mean estimators is analyzed using the influence function. Simulation results indicate the robustness and superiority of an adaptive normalized matched filter with our proposed estimators compared with the existing alternatives.
International Nuclear Information System (INIS)
Ridgely, Charles T
2010-01-01
Many textbooks dealing with general relativity do not demonstrate the derivation of forces in enough detail. The analyses presented herein demonstrate straightforward methods for computing forces by way of general relativity. Covariant divergence of the stress-energy-momentum tensor is used to derive a general expression of the force experienced by an observer in general coordinates. The general force is then applied to the local co-moving coordinate system of a uniformly accelerating observer, leading to an expression of the inertial force experienced by the observer. Next, applying the general force in Schwarzschild coordinates is shown to lead to familiar expressions of the gravitational force. As a more complex demonstration, the general force is applied to an observer in Boyer-Lindquist coordinates near a rotating, Kerr black hole. It is then shown that when the angular momentum of the black hole goes to zero, the force on the observer reduces to the force on an observer held stationary in Schwarzschild coordinates. As a final consideration, the force on an observer moving in rotating coordinates is derived. Expressing the force in terms of Christoffel symbols in rotating coordinates leads to familiar expressions of the centrifugal and Coriolis forces on the observer. It is envisioned that the techniques presented herein will be most useful to graduate level students, as well as those undergraduate students having experience with general relativity and tensor analysis.
Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.
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
Semiparametric approach for non-monotone missing covariates in a parametric regression model
Sinha, Samiran
2014-02-26
Missing covariate data often arise in biomedical studies, and analysis of such data that ignores subjects with incomplete information may lead to inefficient and possibly biased estimates. A great deal of attention has been paid to handling a single missing covariate or a monotone pattern of missing data when the missingness mechanism is missing at random. In this article, we propose a semiparametric method for handling non-monotone patterns of missing data. The proposed method relies on the assumption that the missingness mechanism of a variable does not depend on the missing variable itself but may depend on the other missing variables. This mechanism is somewhat less general than the completely non-ignorable mechanism but is sometimes more flexible than the missing at random mechanism where the missingness mechansim is allowed to depend only on the completely observed variables. The proposed approach is robust to misspecification of the distribution of the missing covariates, and the proposed mechanism helps to nullify (or reduce) the problems due to non-identifiability that result from the non-ignorable missingness mechanism. The asymptotic properties of the proposed estimator are derived. Finite sample performance is assessed through simulation studies. Finally, for the purpose of illustration we analyze an endometrial cancer dataset and a hip fracture dataset.
MATXTST, Basic Operations for Covariance Matrices
International Nuclear Information System (INIS)
Geraldo, Luiz P.; Smith, Donald
1989-01-01
1 - Description of program or function: MATXTST and MATXTST1 perform the following operations for a covariance matrix: - test for singularity; - test for positive definiteness; - compute the inverse if the matrix is non-singular; - compute the determinant; - determine the number of positive, negative, and zero eigenvalues; - examine all possible 3 X 3 cross correlations within a sub-matrix corresponding to a leading principal minor which is non-positive definite. While the two programs utilize the same input, the calculational procedures employed are somewhat different and their functions are complementary. The available input options include: i) the full covariance matrix, ii) the basic variables plus the relative covariance matrix, or iii) uncertainties in the basic variables plus the correlation matrix. 2 - Method of solution: MATXTST employs LINPACK subroutines SPOFA and SPODI to test for positive definiteness and to perform further optional calculations. Subroutine SPOFA factors a symmetric matrix M using the Cholesky algorithm to determine the elements of a matrix R which satisfies the relation M=R'R, where R' is the transposed matrix of R. Each leading principal minor of M is tested until the first one is found which is not positive definite. MATXTST1 uses LINPACK subroutines SSICO, SSIFA, and SSIDI to estimate whether the matrix is near to singularity or not (SSICO), and to perform the matrix diagonalization process (SSIFA). The algorithm used in SSIFA is generalization of the Method of Lagrange Reduction. SSIDI is used to compute the determinant and inertia of the matrix. 3 - Restrictions on the complexity of the problem: Matrices of sizes up to 50 X 50 elements can be treated by present versions of the programs
Covariate-adjusted Spearman's rank correlation with probability-scale residuals.
Liu, Qi; Li, Chun; Wanga, Valentine; Shepherd, Bryan E
2018-06-01
It is desirable to adjust Spearman's rank correlation for covariates, yet existing approaches have limitations. For example, the traditionally defined partial Spearman's correlation does not have a sensible population parameter, and the conditional Spearman's correlation defined with copulas cannot be easily generalized to discrete variables. We define population parameters for both partial and conditional Spearman's correlation through concordance-discordance probabilities. The definitions are natural extensions of Spearman's rank correlation in the presence of covariates and are general for any orderable random variables. We show that they can be neatly expressed using probability-scale residuals (PSRs). This connection allows us to derive simple estimators. Our partial estimator for Spearman's correlation between X and Y adjusted for Z is the correlation of PSRs from models of X on Z and of Y on Z, which is analogous to the partial Pearson's correlation derived as the correlation of observed-minus-expected residuals. Our conditional estimator is the conditional correlation of PSRs. We describe estimation and inference, and highlight the use of semiparametric cumulative probability models, which allow preservation of the rank-based nature of Spearman's correlation. We conduct simulations to evaluate the performance of our estimators and compare them with other popular measures of association, demonstrating their robustness and efficiency. We illustrate our method in two applications, a biomarker study and a large survey. © 2017, The International Biometric Society.
Sparse reduced-rank regression with covariance estimation
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
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.
Modeling Covariance Breakdowns in Multivariate GARCH
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...
A covariant canonical description of Liouville field theory
International Nuclear Information System (INIS)
Papadopoulos, G.; Spence, B.
1993-03-01
This paper presents a new parametrisation of the space of solutions of Liouville field theory on a cylinder. In this parametrisation, the solutions are well-defined and manifestly real functions over all space-time and all of parameter space. It is shown that the resulting covariant phase space of the Liouville theory is diffeomorphic to the Hamiltonian one, and to the space of initial data of the theory. The Poisson brackets are derived and shown to be those of the co-tangent bundle of the loop group of the real line. Using Hamiltonian reduction, it is shown that this covariant phase space formulation of Liouville theory may also be obtained from the covariant phase space formulation of the Wess-Zumino-Witten model. 19 refs
Schiefer, Jonathan; Niederbühl, Alexander; Pernice, Volker; Lennartz, Carolin; Hennig, Jürgen; LeVan, Pierre; Rotter, Stefan
2018-03-01
Knowing brain connectivity is of great importance both in basic research and for clinical applications. We are proposing a method to infer directed connectivity from zero-lag covariances of neuronal activity recorded at multiple sites. This allows us to identify causal relations that are reflected in neuronal population activity. To derive our strategy, we assume a generic linear model of interacting continuous variables, the components of which represent the activity of local neuronal populations. The suggested method for inferring connectivity from recorded signals exploits the fact that the covariance matrix derived from the observed activity contains information about the existence, the direction and the sign of connections. Assuming a sparsely coupled network, we disambiguate the underlying causal structure via L1-minimization, which is known to prefer sparse solutions. In general, this method is suited to infer effective connectivity from resting state data of various types. We show that our method is applicable over a broad range of structural parameters regarding network size and connection probability of the network. We also explored parameters affecting its activity dynamics, like the eigenvalue spectrum. Also, based on the simulation of suitable Ornstein-Uhlenbeck processes to model BOLD dynamics, we show that with our method it is possible to estimate directed connectivity from zero-lag covariances derived from such signals. In this study, we consider measurement noise and unobserved nodes as additional confounding factors. Furthermore, we investigate the amount of data required for a reliable estimate. Additionally, we apply the proposed method on full-brain resting-state fast fMRI datasets. The resulting network exhibits a tendency for close-by areas being connected as well as inter-hemispheric connections between corresponding areas. In addition, we found that a surprisingly large fraction of more than one third of all identified connections were of
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
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
Estimation of covariance matrix on the experimental data for nuclear data evaluation
International Nuclear Information System (INIS)
Murata, T.
1985-01-01
In order to evaluate fission and capture cross sections of some U and Pu isotopes for JENDL-3, we have a plan for evaluating them simultaneously with a least-squares method. For the simultaneous evaluation, the covariance matrix is required for each experimental data set. In the present work, we have studied the procedures for deriving the covariance matrix from the error data given in the experimental papers. The covariance matrices were obtained using the partial errors and estimated correlation coefficients between the same type partial errors for different neutron energy. Some examples of the covariance matrix estimation are explained and the preliminary results of the simultaneous evaluation are presented. (author)
Sraj, Ihab
2015-10-22
This paper addresses model dimensionality reduction for Bayesian inference based on prior Gaussian fields with uncertainty in the covariance function hyper-parameters. The dimensionality reduction is traditionally achieved using the Karhunen-Loève expansion of a prior Gaussian process assuming covariance function with fixed hyper-parameters, despite the fact that these are uncertain in nature. The posterior distribution of the Karhunen-Loève coordinates is then inferred using available observations. The resulting inferred field is therefore dependent on the assumed hyper-parameters. Here, we seek to efficiently estimate both the field and covariance hyper-parameters using Bayesian inference. To this end, a generalized Karhunen-Loève expansion is derived using a coordinate transformation to account for the dependence with respect to the covariance hyper-parameters. Polynomial Chaos expansions are employed for the acceleration of the Bayesian inference using similar coordinate transformations, enabling us to avoid expanding explicitly the solution dependence on the uncertain hyper-parameters. We demonstrate the feasibility of the proposed method on a transient diffusion equation by inferring spatially-varying log-diffusivity fields from noisy data. The inferred profiles were found closer to the true profiles when including the hyper-parameters’ uncertainty in the inference formulation.
Lorentz covariant theory of gravitation
International Nuclear Information System (INIS)
Fagundes, H.V.
1974-12-01
An alternative method for the calculation of second order effects, like the secular shift of Mercury's perihelium is developed. This method uses the basic ideas of thirring combined with the more mathematical approach of Feyman. In the case of a static source, the treatment used is greatly simplified. Besides, Einstein-Infeld-Hoffmann's Lagrangian for a system of two particles and spin-orbit and spin-spin interactions of two particles with classical spin, ie, internal angular momentum in Moller's sense, are obtained from the Lorentz covariant theory
Covariant gauges at finite temperature
Landshoff, Peter V
1992-01-01
A prescription is presented for real-time finite-temperature perturbation theory in covariant gauges, in which only the two physical degrees of freedom of the gauge-field propagator acquire thermal parts. The propagators for the unphysical degrees of freedom of the gauge field, and for the Faddeev-Popov ghost field, are independent of temperature. This prescription is applied to the calculation of the one-loop gluon self-energy and the two-loop interaction pressure, and is found to be simpler to use than the conventional one.
Quantum mechanics from general relativity
International Nuclear Information System (INIS)
Sachs, M.
1986-01-01
A generalization of quantum mechanics is demonstrated in the context of general relativity, following from a generally covariant field theory of inertia. Nonrelativistically, the formalism corresponds with linear quantum mechanics. In the limit of special relativity, nonlinearity remains and several new features are derived: (1) Particle-antiparticle pairs do not annihilate; an exact bound state solution is derived corresponding with all experimental facts about annihilation/creation - which, in approximation, gives the blackbody radiation spectrum for a sea of such pairs. (2) A result is proven, without approximation, that is physically equivalent to the Pauli exclusion principle - which, in linear approximation, gives the totally antisymmetrised many-body wave function and Fermi-Dirac statistics. (3) The hydrogen spectrum is derived, including the Lamb shifts, in agreement with experiment; new results are found for high energy electron-proton scattering. (4) Finally, several applications to the elementary particle domain are demonstrated, in agreement with results from experimental high energy physics. (Auth.)
Extended covariance data formats for the ENDF/B-VI differential data evaluation
International Nuclear Information System (INIS)
Peelle, R.W.; Muir, D.W.
1988-01-01
The ENDF/B-V included cross section covariance data, but covariances could not be encoded for all the important data types. New ENDF-6 covariance formats are outlined including those for cross-file (MF) covariances, resonance parameters over the whole range, and secondary energy and angle distributions. One ''late entry'' format encodes covariance data for cross sections that are output from model or fitting codes in terms of the model parameter covariance matrix and the tabulated derivatives of cross sections with respect to the model parameters. Another new format yields multigroup cross section variances that increase as the group width decreases. When evaluators use the new formats, the files can be processed and used for improved uncertainty propagation and data combination. 22 refs
The covariant-evolution-operator method in bound-state QED
International Nuclear Information System (INIS)
Lindgren, Ingvar; Salomonson, Sten; Aasen, Bjoern
2004-01-01
The methods of quantum-electrodynamical (QED) calculations on bound atomic systems are reviewed with emphasis on the newly developed covariant-evolution-operator method. The aim is to compare that method with other available methods and also to point out possibilities to combine that with standard many-body perturbation theory (MBPT) in order to perform accurate numerical QED calculations, including quasi-degeneracy, also for light elements, where the electron correlation is relatively strong. As a background, the time-independent many-body perturbation theory (MBPT) is briefly reviewed, particularly the method with extended model space. Time-dependent perturbation theory is discussed in some detail, introducing the time-evolution operator and the Gell-Mann-Low relation, generalized to an arbitrary model space. Three methods of treating the bound-state QED problem are discussed. The standard S-matrix formulation, which is restricted to a degenerate model space, is discussed only briefly. Two methods applicable also to the quasi-degenerate problem are treated in more detail, the two-times Green's-function and the covariant-evolution-operator techniques. The treatment is concentrated on the latter technique, which has been developed more recently and which has not been discussed in more detail before. A comparison of the two-times Green's-function and the covariant-evolution-operator techniques, which have great similarities, is performed. In the appendix a simple procedure is derived for expressing the evolution-operator diagrams of arbitrary order. The possibilities of merging QED in the covariant evolution-operator formulation with MBPT in a systematic way is indicated. With such a technique it might be feasible to perform accurate QED calculations also on light elements, which is presently not possible with the techniques available
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.
Higher-derivative boson field theories and constrained second-order theories
Energy Technology Data Exchange (ETDEWEB)
Urries, F.J. de [Departamento de Fisica, Universidad de Alcala de Henares, Madrid (Spain) and IMAFF, Consejo Superior de Investigaciones Cientificas, Madrid (Spain)]. E-mail: fernando.urries@uah.es; Julve, J. [IMAFF, Consejo Superior de Investigaciones Cientificas, Madrid (Spain)]. E-mail: julve@imaff.cfmac.csic.es; Sanchez, E.J. [IMAFF, Consejo Superior de Investigaciones Cientificas, Madrid (ES) and Departamento de Matematica, Universidad Europea, Madrid (Spain)]. E-mail: ejesus.sanchez@mat.ind.uem.es
2001-10-26
As an alternative to the covariant Ostrogradski method, we show that higher-derivative (HD) relativistic Lagrangian field theories can be reduced to second differential order by writing them directly as covariant two-derivative theories involving Lagrange multipliers and new fields. Despite the intrinsic non-covariance of the Dirac procedure used to deal with the constraints, the explicit Lorentz invariance is recovered at the end. We develop this new setting on the basis of a simple scalar model and then its applications to generalized electrodynamics and HD gravity are worked out. For a wide class of field theories this method is better suited than Ostrogradski's for a generalization to 2n-derivative theories. (author)
Lorentz-covariant reduced-density-operator theory for relativistic-quantum-information processing
International Nuclear Information System (INIS)
Ahn, Doyeol; Lee, Hyuk-jae; Hwang, Sung Woo
2003-01-01
In this paper, we derived a Lorentz-covariant quantum Liouville equation for the density operator which describes the relativistic-quantum-information processing from Tomonaga-Schwinger equation and an exact formal solution for the reduced density operator is obtained using the projector operator technique and the functional calculus. When all the members of the family of the hypersurfaces become flat hyperplanes, it is shown that our results agree with those of the nonrelativistic case, which is valid only in some specified reference frame. To show that our formulation can be applied to practical problems, we derived the polarization of the vacuum in quantum electrodynamics up to the second order. The formulation presented in this work is general and could be applied to related fields such as quantum electrodynamics and relativistic statistical mechanics
Alam, Md. Ashad; Fukumizu, Kenji; Wang, Yu-Ping
2016-01-01
To the best of our knowledge, there are no general well-founded robust methods for statistical unsupervised learning. Most of the unsupervised methods explicitly or implicitly depend on the kernel covariance operator (kernel CO) or kernel cross-covariance operator (kernel CCO). They are sensitive to contaminated data, even when using bounded positive definite kernels. First, we propose robust kernel covariance operator (robust kernel CO) and robust kernel crosscovariance operator (robust kern...
Merrick, Eamon; Duffield, Christine; Baldwin, Richard; Fry, Margaret
2012-03-01
This article is a report of a study to describe the factors that support organizational opportunities for practice nurse decision-making and skill development for nurses employed in general practice in New South Wales, Australia. Corresponding to the availability of subsidies from the Australian universal health insurer (Medicare), there has been an increase in the number of nurses employed in general practice. Currently, there is no Australian evidence as to the organizational possibilities for these practice nurses to make decisions, develop their own skills and abilities, derive identity from their role or how their role is influenced by social support. Over a 8-month period in 2008 practice, nurses employed in general practice in the State of New South Wales were invited to complete a 26-item self-administered online questionnaire utilizing constructs from Karaseks (1998) Job Content Questionnaire (valid n = 160). Confirmatory Factor Analysis indicated that all scales demonstrated acceptable levels of internal consistency. Sequential regression models revealed that social support exerts a weak influence on decision latitude (R(2) = 0·07); the addition of self-identity through work significantly improved the predictive ability of the model (R(2) = 0·16). Social support and self-identity through work exerted a negative influence on created skill (R(2) = 0·347), whereas social support was effective in predicting self-identity through work (R(2) = 0·148). Collegial and supervisory support in the work environment predicts organizational possibilities for practice nurse decision-making. © 2011 Blackwell Publishing Ltd.
Robust Ensemble Filtering and Its Relation to Covariance Inflation in the Ensemble Kalman Filter
Luo, Xiaodong
2011-12-01
A robust ensemble filtering scheme based on the H∞ filtering theory is proposed. The optimal H∞ filter is derived by minimizing the supremum (or maximum) of a predefined cost function, a criterion different from the minimum variance used in the Kalman filter. By design, the H∞ filter is more robust than the Kalman filter, in the sense that the estimation error in the H∞ filter in general has a finite growth rate with respect to the uncertainties in assimilation, except for a special case that corresponds to the Kalman filter. The original form of the H∞ filter contains global constraints in time, which may be inconvenient for sequential data assimilation problems. Therefore a variant is introduced that solves some time-local constraints instead, and hence it is called the time-local H∞ filter (TLHF). By analogy to the ensemble Kalman filter (EnKF), the concept of ensemble time-local H∞ filter (EnTLHF) is also proposed. The general form of the EnTLHF is outlined, and some of its special cases are discussed. In particular, it is shown that an EnKF with certain covariance inflation is essentially an EnTLHF. In this sense, the EnTLHF provides a general framework for conducting covariance inflation in the EnKF-based methods. Some numerical examples are used to assess the relative robustness of the TLHF–EnTLHF in comparison with the corresponding KF–EnKF method.
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.
How to obtain the covariant form of Maxwell's equations from the continuity equation
International Nuclear Information System (INIS)
Heras, Jose A
2009-01-01
The covariant Maxwell equations are derived from the continuity equation for the electric charge. This result provides an axiomatic approach to Maxwell's equations in which charge conservation is emphasized as the fundamental axiom underlying these equations
How to obtain the covariant form of Maxwell's equations from the continuity equation
Energy Technology Data Exchange (ETDEWEB)
Heras, Jose A [Departamento de Ciencias Basicas, Universidad Autonoma Metropolitana, Unidad Azcapotzalco, Av. San Pablo No. 180, Col. Reynosa, 02200, Mexico D. F. (Mexico); Departamento de Fisica y Matematicas, Universidad Iberoamericana, Prolongacion Paseo de la Reforma 880, Mexico D. F. 01210 (Mexico)
2009-07-15
The covariant Maxwell equations are derived from the continuity equation for the electric charge. This result provides an axiomatic approach to Maxwell's equations in which charge conservation is emphasized as the fundamental axiom underlying these equations.
International Nuclear Information System (INIS)
Backx, C.; Tol, R.R.; Wight, G.R.; Wiel, M.J. van der
1975-01-01
An approximate method is described for obtaining the derivative to K 2 of the generalized oscillator strength for keV electron scattering at zero momentum transfer, over a large range of energy losses. The measured data enable the reduction of the systematical uncertainty in the derivation of optical oscillator strengths to below 1%. Results are presented for He over the spectral range of 19 to 65 eV. The data for the derivation are in satisfactory agreement with earlier electron scattering results at lower impact energy and extend over a sufficient range to allow the application of a sum rule for this term of the generalized oscillator strength. (Auth.)
The 5D Fully-Covariant Theory of Gravitation and Its Astrophysical Applications
Directory of Open Access Journals (Sweden)
Tianxi Zhang
2014-12-01
Full Text Available In this paper, we comprehensively review the five-dimensional (5D fully-covariant theory of gravitation developed by Zhang two decades ago and its recent applications in astrophysics and cosmology. This 5D gravity describes not only the fields, but also the matter and its motion in a 5D spacetime. The greatest advantage of this theory is that there does not exist any unknown parameter, so that we can apply it to explain astrophysical and cosmological issues by quantitatively comparing the results obtained from it with observations and to predict new effects that could not be derived from any other gravitational theories. First, the 5D covariant description of matter and its motion enabled Zhang to analytically derive the fifteenth component of the 5D energy-momentum tensor of matter ( T - 44 , which significantly distinguishes this 5D gravity from other 5D gravitational theories that usually assumed a T - 44 with an unknown parameter, called the scalar charge s, and, thus, to split the 5D covariant field equation into (4 + 1 splitting form as the gravitational, electromagnetic, and scalar field equations. The gravitational field equation turns into the 4D Einstein’s field equation of general relativity if the scalar field is equal to unity. Then, Zhang solved the field equations and obtained an exact static spherically-symmetric external solution of the gravitational, electromagnetic and scalar fields, in which all integral constants were completely determined with a perfect set of simple numbers and parameters that only depend on the mass and electric charge of the matter, by comparing with the obtained weak internal solution of the fields at a large radial distance. In the Einstein frame, the exact field solution obtained from the 5D fully-covariant theory of gravitation reduces to the Schwarzschild solution when the matter is electrically neutral and the fields are weak in strength. This guarantees that the four fundamental tests (light
Generation of phase-covariant quantum cloning
International Nuclear Information System (INIS)
Karimipour, V.; Rezakhani, A.T.
2002-01-01
It is known that in phase-covariant quantum cloning, the equatorial states on the Bloch sphere can be cloned with a fidelity higher than the optimal bound established for universal quantum cloning. We generalize this concept to include other states on the Bloch sphere with a definite z component of spin. It is shown that once we know the z component, we can always clone a state with a fidelity higher than the universal value and that of equatorial states. We also make a detailed study of the entanglement properties of the output copies and show that the equatorial states are the only states that give rise to a separable density matrix for the outputs
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...
Quasi-local mass in the covariant Newtonian spacetime
International Nuclear Information System (INIS)
Wu, Y-H; Wang, C-H
2008-01-01
In general relativity, quasi-local energy-momentum expressions have been constructed from various formulae. However, the Newtonian theory of gravity gives a well-known and a unique quasi-local mass expression (surface integration). Since geometrical formulation of Newtonian gravity has been established in the covariant Newtonian spacetime, it provides a covariant approximation from relativistic to Newtonian theories. By using this approximation, we calculate the Komar integral, the Brown-York quasi-local energy and the Dougan-Mason quasi-local mass in the covariant Newtonian spacetime. It turns out that the Komar integral naturally gives the Newtonian quasi-local mass expression; however, further conditions (spherical symmetry) need to be made for Brown-York and Dougan-Mason expressions
COVARIANCE ASSISTED SCREENING AND ESTIMATION.
Ke, By Tracy; Jin, Jiashun; Fan, Jianqing
2014-11-01
Consider a linear model Y = X β + z , where X = X n,p and z ~ N (0, I n ). The vector β is unknown and it is of interest to separate its nonzero coordinates from the zero ones (i.e., variable selection). Motivated by examples in long-memory time series (Fan and Yao, 2003) and the change-point problem (Bhattacharya, 1994), we are primarily interested in the case where the Gram matrix G = X ' X is non-sparse but sparsifiable by a finite order linear filter. We focus on the regime where signals are both rare and weak so that successful variable selection is very challenging but is still possible. We approach this problem by a new procedure called the Covariance Assisted Screening and Estimation (CASE). CASE first uses a linear filtering to reduce the original setting to a new regression model where the corresponding Gram (covariance) matrix is sparse. The new covariance matrix induces a sparse graph, which guides us to conduct multivariate screening without visiting all the submodels. By interacting with the signal sparsity, the graph enables us to decompose the original problem into many separated small-size subproblems (if only we know where they are!). Linear filtering also induces a so-called problem of information leakage , which can be overcome by the newly introduced patching technique. Together, these give rise to CASE, which is a two-stage Screen and Clean (Fan and Song, 2010; Wasserman and Roeder, 2009) procedure, where we first identify candidates of these submodels by patching and screening , and then re-examine each candidate to remove false positives. For any procedure β̂ for variable selection, we measure the performance by the minimax Hamming distance between the sign vectors of β̂ and β. We show that in a broad class of situations where the Gram matrix is non-sparse but sparsifiable, CASE achieves the optimal rate of convergence. The results are successfully applied to long-memory time series and the change-point model.
Criteria of the validation of experimental and evaluated covariance data
International Nuclear Information System (INIS)
Badikov, S.
2008-01-01
The criteria of the validation of experimental and evaluated covariance data are reviewed. In particular: a) the criterion of the positive definiteness for covariance matrices, b) the relationship between the 'integral' experimental and estimated uncertainties, c) the validity of the statistical invariants, d) the restrictions imposed to correlations between experimental errors, are described. Applying these criteria in nuclear data evaluation was considered and 4 particular points have been examined. First preserving positive definiteness of covariance matrices in case of arbitrary transformation of a random vector was considered, properties of the covariance matrices in operations widely used in neutron and reactor physics (splitting and collapsing energy groups, averaging the physical values over energy groups, estimation parameters on the basis of measurements by means of generalized least squares method) were studied. Secondly, an algorithm for comparison of experimental and estimated 'integral' uncertainties was developed, square root of determinant of a covariance matrix is recommended for use in nuclear data evaluation as a measure of 'integral' uncertainty for vectors of experimental and estimated values. Thirdly, a set of statistical invariants-values which are preserved in statistical processing was presented. And fourthly, the inequality that signals a correlation between experimental errors that leads to unphysical values is given. An application is given concerning the cross-section of the (n,t) reaction on Li 6 with a neutron incident energy comprised between 1 and 100 keV
Covariance and correlation estimation in electron-density maps.
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.
Generalized frame of reference with null congruence
International Nuclear Information System (INIS)
Ferrarese, G.; Antonelli, R.
2000-01-01
The paper derives the main properties of a generalized frame of reference with a null congruence (light flux), by means of adapted non-holonomic techniques; then it studies the geometry of the space-time in terms of non-orthogonal projection: longitudinal and transverse covariant derivatives and corresponding commutation formulae, decomposition of the Riemann and gravitational tensors, lie derivatives of the Ricci rotation coefficients, transverse Bianchi identity. Application to the (absolute and relative) light flux: kinematical characteristics and screen, Sachs theorems etc. are also given
Non-Critical Covariant Superstrings
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.
Energy Technology Data Exchange (ETDEWEB)
Leitão, Sofia, E-mail: sofia.leitao@tecnico.ulisboa.pt [CFTP, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais 1, 1049-001 Lisboa (Portugal); Stadler, Alfred, E-mail: stadler@uevora.pt [Departamento de Física, Universidade de Évora, 7000-671 Évora (Portugal); CFTP, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais 1, 1049-001 Lisboa (Portugal); Peña, M.T., E-mail: teresa.pena@tecnico.ulisboa.pt [Departamento de Física, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais 1, 1049-001 Lisboa (Portugal); CFTP, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais 1, 1049-001 Lisboa (Portugal); Biernat, Elmar P., E-mail: elmar.biernat@tecnico.ulisboa.pt [CFTP, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais 1, 1049-001 Lisboa (Portugal)
2017-01-10
The Covariant Spectator Theory (CST) is used to calculate the mass spectrum and vertex functions of heavy–light and heavy mesons in Minkowski space. The covariant kernel contains Lorentz scalar, pseudoscalar, and vector contributions. The numerical calculations are performed in momentum space, where special care is taken to treat the strong singularities present in the confining kernel. The observed meson spectrum is very well reproduced after fitting a small number of model parameters. Remarkably, a fit to a few pseudoscalar meson states only, which are insensitive to spin–orbit and tensor forces and do not allow to separate the spin–spin from the central interaction, leads to essentially the same model parameters as a more general fit. This demonstrates that the covariance of the chosen interaction kernel is responsible for the very accurate prediction of the spin-dependent quark–antiquark interactions.
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.
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)
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
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.
Neutron spectrum adjustment. The role of covariances
International Nuclear Information System (INIS)
Remec, I.
1992-01-01
Neutron spectrum adjustment method is shortly reviewed. Practical example dealing with power reactor pressure vessel exposure rates determination is analysed. Adjusted exposure rates are found only slightly affected by the covariances of measured reaction rates and activation cross sections, while the multigroup spectra covariances were found important. Approximate spectra covariance matrices, as suggested in Astm E944-89, were found useful but care is advised if they are applied in adjustments of spectra at locations without dosimetry. (author) [sl
Energy Technology Data Exchange (ETDEWEB)
Calvao, Maurcio O.; Lago, Bruno L.; Reis, Ribamar R.R. [Universidade Federal do Rio de Janeiro (IF/UFRJ), RJ (Brazil). Inst. de Fisica
2011-07-01
Full text: We start by emphasizing the importance of formalizing the the concepts of a (classical) relativistic instantaneous observer, observer, frame of reference (as distinct from a coordinate system or tetrad) and a local Lorentz boost. Then, as a first result, we apply their concrete definitions to obtain exact covariant expressions for the redshift and aberration, as well as for the redshift transformation under local Lorentz boosts. Afterwards we revisit the notion of luminosity distance, providing some clarifications which render its definition manifestly valid in a completely general setting (not only for comoving observers in the Robertson-Walker spacetime); therefrom we see clearly that (not unexpectedly) the luminosity distance is dependent on the instantaneous observers and we derive its corresponding exact, covariant transformation law. By Etherington's reciprocity theorem, analogous transformation laws can be obtained for other relativistic distances, e.g. the angular size one. The exact covariant transformation law for the luminosity distance has a particularly relevant application for the determination of the impact of peculiar motions on type Ia supernovae observations and data analysis, which is supposed to be one of the main systematic effects plaguing that probe. The redshift and aberration results, on the other hand, might be of interest for precise redshift drift and astrometric (e.g. Gaia) measurements, respectively. We conclude by listing some open avenues for generalizations. (author)
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.
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)
Shi, Yi; Gulevich, Anton V; Gevorgyan, Vladimir
2014-12-15
A general and efficient NH insertion reaction of rhodium pyridyl carbenes derived from pyridotriazoles was developed. Various NH-containing compounds, including amides, anilines, enamines, and aliphatic amines, smoothly underwent the NH insertion reaction to afford 2-picolylamine derivatives. The developed transformation was further utilized in a facile one-pot synthesis of imidazo[1,5-a]pyridines. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Gauge theories under incorporation of a generalized uncertainty principle
International Nuclear Information System (INIS)
Kober, Martin
2010-01-01
There is considered an extension of gauge theories according to the assumption of a generalized uncertainty principle which implies a minimal length scale. A modification of the usual uncertainty principle implies an extended shape of matter field equations like the Dirac equation. If there is postulated invariance of such a generalized field equation under local gauge transformations, the usual covariant derivative containing the gauge potential has to be replaced by a generalized covariant derivative. This leads to a generalized interaction between the matter field and the gauge field as well as to an additional self-interaction of the gauge field. Since the existence of a minimal length scale seems to be a necessary assumption of any consistent quantum theory of gravity, the gauge principle is a constitutive ingredient of the standard model, and even gravity can be described as gauge theory of local translations or Lorentz transformations, the presented extension of gauge theories appears as a very important consideration.
Scale covariant physics: a 'quantum deformation' of classical electrodynamics
International Nuclear Information System (INIS)
Knoll, Yehonatan; Yavneh, Irad
2010-01-01
We present a deformation of classical electrodynamics, continuously depending on a 'quantum parameter', featuring manifest gauge, Poincare and scale covariance. The theory, dubbed extended charge dynamics (ECD), associates a certain length scale with each charge which, due to scale covariance, is an attribute of a solution, not a parameter of the theory. When the EM field experienced by an ECD charge is slowly varying over that length scale, the dynamics of the charge reduces to classical dynamics, its emitted radiation reduces to the familiar Lienard-Wiechert potential and the above length scale is identified as the charge's Compton length. It is conjectured that quantum mechanics describes statistical aspects of ensembles of ECD solutions, much like classical thermodynamics describes statistical aspects of ensembles of classical solutions. A unique 'remote sensing' feature of ECD, supporting that conjecture, is presented, along with an explanation for the illusion of a photon within a classical treatment of the EM field. Finally, a novel conservation law associated with the scale covariance of ECD is derived, indicating that the scale of a solution may 'drift' with time at a constant rate, much like translation covariance implies a uniform drift of the (average) position.
Fitting direct covariance structures by the MSTRUCT modeling language of the CALIS procedure.
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.
Considerations concering the generalization of the Dirac equations to unstable fermions
International Nuclear Information System (INIS)
Kniehl, Bernd A.; Sirlin, Alberto
2014-08-01
We discuss the generalization of the Dirac equations and spinors in momentum space to free unstable spin-1/2 fermions taking into account the fundamental requirement of Lorentz covariance. We derive the generalized adjoint Dirac equations and spinors, and explain the very simple relation that exists, in our formulation, between the unstable and stable cases. As an application of the generalized spinors, we evaluate the probability density. We also discuss the behavior of the generalized Dirac equations under time reversal.
Partially linear varying coefficient models stratified by a functional covariate
Maity, Arnab
2012-10-01
We consider the problem of estimation in semiparametric varying coefficient models where the covariate modifying the varying coefficients is functional and is modeled nonparametrically. We develop a kernel-based estimator of the nonparametric component and a profiling estimator of the parametric component of the model and derive their asymptotic properties. Specifically, we show the consistency of the nonparametric functional estimates and derive the asymptotic expansion of the estimates of the parametric component. We illustrate the performance of our methodology using a simulation study and a real data application.
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.
The covariance of GPS coordinates and frames
International Nuclear Information System (INIS)
Lachieze-Rey, Marc
2006-01-01
We explore, in the general relativistic context, the properties of the recently introduced global positioning system (GPS) coordinates, as well as those of the associated frames and coframes that they define. We show that they are covariant and completely independent of any observer. We show that standard spectroscopic and astrometric observations allow any observer to measure (i) the values of the GPS coordinates at his position (ii) the components of his 4-velocity and (iii) the components of the metric in the GPS frame. This provides this system with a unique value both for conceptual discussion (no frame dependence) and for practical use (involved quantities are directly measurable): localization, motion monitoring, astrometry, cosmography and tests of gravitation theories. We show explicitly, in the general relativistic context, how an observer may estimate his position and motion, and reconstruct the components of the metric. This arises from two main results: the extension of the velocity fields of the probes to the whole (curved) spacetime, and the identification of the components of the observer's velocity in the GPS frame with the (inversed) observed redshifts of the probes. Specific cases (non-relativistic velocities, Minkowski and Friedmann-Lemaitre spacetimes, geodesic motions) are studied in detail
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
Covariance Function for Nearshore Wave Assimilation Systems
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
Treatment Effects with Many Covariates and Heteroskedasticity
DEFF Research Database (Denmark)
Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K.
The linear regression model is widely used in empirical work in Economics. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We give inference methods that allow for many covariates and heteroskedasticity. Our results...
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)
Position Error Covariance Matrix Validation and Correction
Frisbee, Joe, Jr.
2016-01-01
In order to calculate operationally accurate collision probabilities, the position error covariance matrices predicted at times of closest approach must be sufficiently accurate representations of the position uncertainties. This presentation will discuss why the Gaussian distribution is a reasonable expectation for the position uncertainty and how this assumed distribution type is used in the validation and correction of position error covariance matrices.
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)
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
Covariance descriptor fusion for target detection
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.
Rigorous covariance propagation of geoid errors to geodetic MDT estimates
Pail, R.; Albertella, A.; Fecher, T.; Savcenko, R.
2012-04-01
The mean dynamic topography (MDT) is defined as the difference between the mean sea surface (MSS) derived from satellite altimetry, averaged over several years, and the static geoid. Assuming geostrophic conditions, from the MDT the ocean surface velocities as important component of global ocean circulation can be derived from it. Due to the availability of GOCE gravity field models, for the very first time MDT can now be derived solely from satellite observations (altimetry and gravity) down to spatial length-scales of 100 km and even below. Global gravity field models, parameterized in terms of spherical harmonic coefficients, are complemented by the full variance-covariance matrix (VCM). Therefore, for the geoid component a realistic statistical error estimate is available, while the error description of the altimetric component is still an open issue and is, if at all, attacked empirically. In this study we make the attempt to perform, based on the full gravity VCM, rigorous error propagation to derived geostrophic surface velocities, thus also considering all correlations. For the definition of the static geoid we use the third release of the time-wise GOCE model, as well as the satellite-only combination model GOCO03S. In detail, we will investigate the velocity errors resulting from the geoid component in dependence of the harmonic degree, and the impact of using/no using covariances on the MDT errors and its correlations. When deriving an MDT, it is spectrally filtered to a certain maximum degree, which is usually driven by the signal content of the geoid model, by applying isotropic or non-isotropic filters. Since this filtering is acting also on the geoid component, the consistent integration of this filter process into the covariance propagation shall be performed, and its impact shall be quantified. The study will be performed for MDT estimates in specific test areas of particular oceanographic interest.
A geometric rationale for invariance, covariance and constitutive relations
Romano, Giovanni; Barretta, Raffaele; Diaco, Marina
2018-01-01
There are, in each branch of science, statements which, expressed in ambiguous or even incorrect but seemingly friendly manner, were repeated for a long time and eventually became diffusely accepted. Objectivity of physical fields and of their time rates and frame indifference of constitutive relations are among such notions. A geometric reflection on the description of frame changes as spacetime automorphisms, on induced push-pull transformations and on proper physico-mathematical definitions of material, spatial and spacetime tensor fields and of their time-derivatives along the motion, is here carried out with the aim of pointing out essential notions and of unveiling false claims. Theoretical and computational aspects of nonlinear continuum mechanics, and especially those pertaining to constitutive relations, involving material fields and their time rates, gain decisive conceptual and operative improvement from a proper geometric treatment. Outcomes of the geometric analysis are frame covariance of spacetime velocity, material stretching and material spin. A univocal and frame-covariant tool for evaluation of time rates of material fields is provided by the Lie derivative along the motion. The postulate of frame covariance of material fields is assessed to be a natural physical requirement which cannot interfere with the formulation of constitutive laws, with claims of the contrary stemming from an improper imposition of equality in place of equivalence.
Isotropic covariance functions on graphs and their edges
DEFF Research Database (Denmark)
Anderes, E.; Møller, Jesper; Rasmussen, Jakob Gulddahl
We develop parametric classes of covariance functions on linear networks and their extension to graphs with Euclidean edges, i.e., graphs with edges viewed as line segments or more general sets with a coordinate system allowing us to consider points on the graph which are vertices or points...... on an edge. Our covariance functions are defined on the vertices and edge points of these graphs and are isotropic in the sense that they depend only on the geodesic distance or on a new metric called the resistance metric (which extends the classical resistance metric developed in electrical network theory...... functions in the spatial statistics literature (the power exponential, Matérn, generalized Cauchy, and Dagum classes) are shown to be valid with respect to the resistance metric for any graph with Euclidean edges, whilst they are only valid with respect to the geodesic metric in more special cases....
Phenotypic Covariation and Morphological Diversification in the Ruminant Skull.
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.
Semiparametric estimation of covariance matrices for longitudinal data.
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.
Eddy Covariance Measurements of the Sea-Spray Aerosol Flu
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.
Globally covering a-priori regional gravity covariance models
Directory of Open Access Journals (Sweden)
D. Arabelos
2003-01-01
Full Text Available Gravity anomaly data generated using Wenzel’s GPM98A model complete to degree 1800, from which OSU91A has been subtracted, have been used to estimate covariance functions for a set of globally covering equal-area blocks of size 22.5° × 22.5° at Equator, having a 2.5° overlap. For each block an analytic covariance function model was determined. The models are based on 4 parameters: the depth to the Bjerhammar sphere (determines correlation, the free-air gravity anomaly variance, a scale factor of the OSU91A error degree-variances and a maximal summation index, N, of the error degree-variances. The depth of Bjerhammar-sphere varies from -134km to nearly zero, N varies from 360 to 40, the scale factor from 0.03 to 38.0 and the gravity variance from 1081 to 24(10µms-22. The parameters are interpreted in terms of the quality of the data used to construct OSU91A and GPM98A and general conditions such as the occurrence of mountain chains. The variation of the parameters show that it is necessary to use regional covariance models in order to obtain a realistic signal to noise ratio in global applications.Key words. GOCE mission, Covariance function, Spacewise approach`
van der Wijk, V.; Krut, S.; Pierrot, F.; Herder, Justus Laurens
2011-01-01
This paper proposes a generic method for deriving the general shaking force balance conditions of parallel manipulators. Instead of considering the balancing of a parallel manipulator link-by-link or leg-by-leg, the architecture is considered altogether. The first step is to write the linear
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.
The Higgs mechanism in a covariant-gauge formalism
International Nuclear Information System (INIS)
Yokoyama, Kan-ichi; Kubo, Reijiro.
1975-02-01
In a covariant-gauge formalism for gauge fields the Higgs mechanism is investigated under a spontaneous breakdown of gauge invariance. It is shown that the Goldstone bosons are in general described by a dipole-ghost field and can be consistently eliminated from the physical state-vector space by supplementary conditions. By an asymptotic condition for the relevant fields, field equations and commutators of asymptotic fields are determined. A renormalization problem and an aspect concerning gauge transformations are also discussed. (auth.)
Hawking radiation from the dilaton—(anti) de Sitter black hole via covariant anomaly
International Nuclear Information System (INIS)
Yi-Wen, Han; Yun, Hong; Zhi-Qing, Bao
2009-01-01
Adopting the anomaly cancellation method, initiated by Robinson and Wilczek recently, this paper discusses Hawking radiation from the dilaton—(anti) de Sitter black hole. To save the underlying gauge and general covariance, it introduces covariant fluxes of gauge and energy-momentum tensor to cancel the gauge and gravitational anomalies. The result shows that the introduced compensating fluxes are equivalent to those of a 2-dimensional blackbody radiation at Hawking temperature with appropriate chemical potential. (general)
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
International Nuclear Information System (INIS)
Peng Junjin; Wu Shuangqing
2008-01-01
Motivated by the success of the recently proposed method of anomaly cancellation to derive Hawking fluxes from black hole horizons of spacetimes in various dimensions, we have further extended the covariant anomaly cancellation method shortly simplified by Banerjee and Kulkarni to explore the Hawking radiation of the (3+1)-dimensional charged rotating black strings and their higher dimensional extensions in anti-de Sitter spacetimes, whose horizons are not spherical but can be toroidal, cylindrical or planar, according to their global identifications. It should be emphasized that our analysis presented here is very general in the sense that the determinant of the reduced (1+1)-dimensional effective metric from these black strings need not be equal to one (√(-g)≠1). Our results indicate that the gauge and energy-momentum fluxes needed to cancel the (1+1)-dimensional covariant gauge and gravitational anomalies are compatible with the Hawking fluxes. Besides, thermodynamics of these black strings are studied in the case of a variable cosmological constant
Covariant representation theory of the Poincaré algebra and some of its extensions
Boels, Rutger
2010-01-01
There has been substantial calculational progress in the last few years for gauge theory amplitudes which involve massless four dimensional particles. One of the central ingredients in this has been the ability to keep precise track of the Poincaré algebra quantum numbers of the particles involved. Technically, this is most easily done using the well-known four dimensional spinor helicity method. In this article a natural generalization to all dimensions higher than four is obtained based on a covariant version of the representation theory of the Poincaré algebra. Covariant expressions for all possible polarization states, both bosonic and fermionic, are constructed. For the fermionic states the analysis leads directly to pure spinors. The natural extension to the representation theory of the on-shell supersymmetry algebra results in an elementary derivation of the supersymmetry Ward identities for scattering amplitudes with massless or massive legs in any integer dimension from four onwards. As a proof-of-concept application a higher dimensional analog of the vanishing helicity-equal amplitudes in four dimensions is presented in (super) Yang-Mills theory, Einstein (super-)gravity and superstring theory in a flat background.
International Nuclear Information System (INIS)
Moradian, Rostam
2006-01-01
We develop a generalized real-space effective medium super-cell approximation (EMSCA) method to treat the electronic states of interacting disordered systems. This method is general and allows randomness both in the on-site energies and in the hopping integrals. For a non-interacting disordered system, in the special case of randomness in the on-site energies, this method is equivalent to the non-local coherent potential approximation (NLCPA) derived previously. Also, for an interacting system the EMSCA method leads to the real-space derivation of the generalized dynamical cluster approximation (DCA) for a general lattice structure. We found that the original DCA and the NLCPA are two simple cases of this technique, so the EMSCA is equivalent to the generalized DCA where there is included interaction and randomness in the on-site energies and in the hopping integrals. All of the equations of this formalism are derived by using the effective medium theory in real space
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
Central subspace dimensionality reduction using covariance operators.
Kim, Minyoung; Pavlovic, Vladimir
2011-04-01
We consider the task of dimensionality reduction informed by real-valued multivariate labels. The problem is often treated as Dimensionality Reduction for Regression (DRR), whose goal is to find a low-dimensional representation, the central subspace, of the input data that preserves the statistical correlation with the targets. A class of DRR methods exploits the notion of inverse regression (IR) to discover central subspaces. Whereas most existing IR techniques rely on explicit output space slicing, we propose a novel method called the Covariance Operator Inverse Regression (COIR) that generalizes IR to nonlinear input/output spaces without explicit target slicing. COIR's unique properties make DRR applicable to problem domains with high-dimensional output data corrupted by potentially significant amounts of noise. Unlike recent kernel dimensionality reduction methods that employ iterative nonconvex optimization, COIR yields a closed-form solution. We also establish the link between COIR, other DRR techniques, and popular supervised dimensionality reduction methods, including canonical correlation analysis and linear discriminant analysis. We then extend COIR to semi-supervised settings where many of the input points lack their labels. We demonstrate the benefits of COIR on several important regression problems in both fully supervised and semi-supervised settings.
Covariant Conformal Decomposition of Einstein Equations
Gourgoulhon, E.; Novak, J.
It has been shown1,2 that the usual 3+1 form of Einstein's equations may be ill-posed. This result has been previously observed in numerical simulations3,4. We present a 3+1 type formalism inspired by these works to decompose Einstein's equations. This decomposition is motivated by the aim of stable numerical implementation and resolution of the equations. We introduce the conformal 3-``metric'' (scaled by the determinant of the usual 3-metric) which is a tensor density of weight -2/3. The Einstein equations are then derived in terms of this ``metric'', of the conformal extrinsic curvature and in terms of the associated derivative. We also introduce a flat 3-metric (the asymptotic metric for isolated systems) and the associated derivative. Finally, the generalized Dirac gauge (introduced by Smarr and York5) is used in this formalism and some examples of formulation of Einstein's equations are shown.
International Nuclear Information System (INIS)
Livshits, Gideon I.
2014-01-01
Superpotentials offer a direct means of calculating conserved charges associated with the asymptotic symmetries of space-time. Yet superpotentials have been plagued with inconsistencies, resulting in nonphysical or incongruent values for the mass, angular momentum, and energy loss due to radiation. The approach of Regge and Teitelboim, aimed at a clear Hamiltonian formulation with a boundary, and its extension to the Lagrangian formulation by Julia and Silva have resolved these issues, and have resulted in a consistent, well-defined and unique variational equation for the superpotential, thereby placing it on a firm footing. A hallmark solution of this equation is the KBL superpotential obtained from the first-order Lovelock Lagrangian. Nevertheless, here we show that these formulations are still insufficient for Lovelock Lagrangians of higher orders. We present a paradox, whereby the choice of fields affects the superpotential for equivalent on-shell dynamics. We offer two solutions to this paradox: either the original Lagrangian must be effectively renormalized, or that boundary conditions must be imposed, so that space-time be asymptotically maximally symmetric. Non-metricity is central to this paradox, and we show how quadratic non-metricity in the bulk of space-time contributes to the conserved charges on the boundary, where it vanishes identically. This is a realization of the gravitational Higgs mechanism, proposed by Percacci, where the non-metricity is the analogue of the Goldstone boson
BRST operator quantization of generally covariant gauge systems
International Nuclear Information System (INIS)
Ferraro, R.; Sforza, D.M.
1997-01-01
The BRST generator is realized as a Hermitian nilpotent operator for a finite-dimensional gauge system featuring a quadratic super-Hamiltonian and linear supermomentum constraints. As a result, the emerging ordering for the Hamiltonian constraint is not trivial, because the potential must enter the kinetic term in order to obtain a quantization invariant under scaling. Namely, BRST quantization does not lead to the curvature term used in the literature as a means to get that invariance. The inclusion of the potential in the kinetic term, far from being unnatural, is beautifully justified in light of the Jacobi's principle. copyright 1997 The American Physical Society
Wass, Christopher; Denman-Brice, Alexander; Rios, Chris; Light, Kenneth R; Kolata, Stefan; Smith, Andrew M; Matzel, Louis D
2012-04-01
Contemporary descriptions of human intelligence hold that this trait influences a broad range of cognitive abilities, including learning, attention, and reasoning. Like humans, individual genetically heterogeneous mice express a "general" cognitive trait that influences performance across a diverse array of learning and attentional tasks, and it has been suggested that this trait is qualitatively and structurally analogous to general intelligence in humans. However, the hallmark of human intelligence is the ability to use various forms of "reasoning" to support solutions to novel problems. Here, we find that genetically heterogeneous mice are capable of solving problems that are nominally indicative of inductive and deductive forms of reasoning, and that individuals' capacity for reasoning covaries with more general learning abilities. Mice were characterized for their general learning ability as determined by their aggregate performance (derived from principal component analysis) across a battery of five diverse learning tasks. These animals were then assessed on prototypic tests indicative of deductive reasoning (inferring the meaning of a novel item by exclusion, i.e., "fast mapping") and inductive reasoning (execution of an efficient search strategy in a binary decision tree). The animals exhibited systematic abilities on each of these nominal reasoning tasks that were predicted by their aggregate performance on the battery of learning tasks. These results suggest that the coregulation of reasoning and general learning performance in genetically heterogeneous mice form a core cognitive trait that is analogous to human intelligence. (c) 2012 APA, all rights reserved.
Super-Poincare covariant canonical formulation of superparticles and Green-Schwarz superstrings
International Nuclear Information System (INIS)
Nissimov, E.R.; Pacheva, S.J.
1987-11-01
First, a new unified covariant formulation simultaneously describing both superparticles and spinning particles is proposed. In this formulation both models emerge as different gauge fixings from a more general point-particle model with larger and gauge invariance. The general model possesses covariant and functionally independent first-class constraints only. Next, the above construction is generalized to the case of Green-Schwarz (GS) superstrings. This allows straightforward application of the Batalin-Fradkin-Vilkovisky (BFV) Becchi-Rouet-Stora-Tyutin (BRST) formalism for a manifestly super-Poincare covariant canonical quantization. The corresponding BRST charge turns out to be remarkably simple and is of rank one. It is used to construct a covariant BFV Hamiltonian for the GS superstring exhibiting explicit Parisi-Sourlas OSp(1,1/2) symmetry. (author). 21 refs
Generalized massive optimal data compression
Alsing, Justin; Wandelt, Benjamin
2018-05-01
In this paper, we provide a general procedure for optimally compressing N data down to n summary statistics, where n is equal to the number of parameters of interest. We show that compression to the score function - the gradient of the log-likelihood with respect to the parameters - yields n compressed statistics that are optimal in the sense that they preserve the Fisher information content of the data. Our method generalizes earlier work on linear Karhunen-Loéve compression for Gaussian data whilst recovering both lossless linear compression and quadratic estimation as special cases when they are optimal. We give a unified treatment that also includes the general non-Gaussian case as long as mild regularity conditions are satisfied, producing optimal non-linear summary statistics when appropriate. As a worked example, we derive explicitly the n optimal compressed statistics for Gaussian data in the general case where both the mean and covariance depend on the parameters.
International Nuclear Information System (INIS)
Di Vecchia, P.; Sciuto, S.; Nakayama, R.; Petersen, J.L.; Sidenius, J.R.
1986-11-01
The BRST-invariant N-Reggeon vertex (for the bosonic string) previously given by us in the operator formulation is considered in more detail. In particular we present a direct derivation from the string path integral. Several crucial symmetry properties found a posteriori before, become a priori clearer in this formulation. A number of delicate points related to zero modes, cut off procedures and normal ordering prescriptions are treated in some detail. The old technique of letting the string field acquire a small dimension ε/2 → 0 + is found especially elegant. (orig.)
International Nuclear Information System (INIS)
Pimentel, B.M.; Suzuki, A.T.; Tomazelli, J.L.
1992-01-01
The principle of analytic continuation can be used to derive causal distributions for covariant propagators. We apply this principle as a basis for deriving analytically continued causal distributions for algebraic non-covariant propagators. (author)
Evaluation of covariances for resolved resonance parameters of 235U, 238U, and 239Pu in JENDL-3.2
International Nuclear Information System (INIS)
Kawano, Toshihiko; Shibata, Keiichi
2003-02-01
Evaluation of covariances for resolved resonance parameters of 235 U, 238 U, and 239 Pu was carried out. Although a large number of resolved resonances are observed for major actinides, uncertainties in averaged cross sections are more important than those in resonance parameters in reactor calculations. We developed a simple method which derives a covariance matrix for the resolved resonance parameters from uncertainties in the averaged cross sections. The method was adopted to evaluate the covariance data for some important actinides, and the results were compiled in the JENDL-3.2 covariance file. (author)
International Nuclear Information System (INIS)
Narasimha Murty, B.; Prahlad, B.
2012-01-01
Material supply from a supplier to purchaser involve weighing of the material at both the sites. It is always of interest to know whether there is any difference in the weight of the material and more importantly in the weight of the active ingredient supplied and received. This paper describes the derivation of general expression for variance in difference in the contents of active ingredient in raw material as determined at the seller's and purchaser's site. The derived expression for the variance in difference in the content of active ingredient as determined at seller's and purchaser's site is a generic one though its application is demonstrated for two raw materials
Students’ Covariational Reasoning in Solving Integrals’ Problems
Harini, N. V.; Fuad, Y.; Ekawati, R.
2018-01-01
Covariational reasoning plays an important role to indicate quantities vary in learning calculus. This study investigates students’ covariational reasoning during their studies concerning two covarying quantities in integral problem. Six undergraduate students were chosen to solve problems that involved interpreting and representing how quantities change in tandem. Interviews were conducted to reveal the students’ reasoning while solving covariational problems. The result emphasizes that undergraduate students were able to construct the relation of dependent variables that changes in tandem with the independent variable. However, students faced difficulty in forming images of continuously changing rates and could not accurately apply the concept of integrals. These findings suggest that learning calculus should be increased emphasis on coordinating images of two quantities changing in tandem about instantaneously rate of change and to promote conceptual knowledge in integral techniques.
Covariant Quantization with Extended BRST Symmetry
Geyer, B.; Gitman, D. M.; Lavrov, P. M.
1999-01-01
A short rewiev of covariant quantization methods based on BRST-antiBRST symmetry is given. In particular problems of correct definition of Sp(2) symmetric quantization scheme known as triplectic quantization are considered.
Covariant amplitudes in Polyakov string theory
International Nuclear Information System (INIS)
Aoyama, H.; Dhar, A.; Namazie, M.A.
1986-01-01
A manifestly Lorentz-covariant and reparametrization-invariant procedure for computing string amplitudes using Polyakov's formulation is described. Both bosonic and superstring theories are dealt with. The computation of string amplitudes is greatly facilitated by this formalism. (orig.)
Covariance upperbound controllers for networked control systems
International Nuclear Information System (INIS)
Ko, Sang Ho
2012-01-01
This paper deals with designing covariance upperbound controllers for a linear system that can be used in a networked control environment in which control laws are calculated in a remote controller and transmitted through a shared communication link to the plant. In order to compensate for possible packet losses during the transmission, two different techniques are often employed: the zero-input and the hold-input strategy. These use zero input and the latest control input, respectively, when a packet is lost. For each strategy, we synthesize a class of output covariance upperbound controllers for a given covariance upperbound and a packet loss probability. Existence conditions of the covariance upperbound controller are also provided for each strategy. Through numerical examples, performance of the two strategies is compared in terms of feasibility of implementing the controllers
Forecasting Covariance Matrices: A Mixed Frequency Approach
DEFF Research Database (Denmark)
Halbleib, Roxana; Voev, Valeri
This paper proposes a new method for forecasting covariance matrices of financial returns. The model mixes volatility forecasts from a dynamic model of daily realized volatilities estimated with high-frequency data with correlation forecasts based on daily data. This new approach allows for flexi......This paper proposes a new method for forecasting covariance matrices of financial returns. The model mixes volatility forecasts from a dynamic model of daily realized volatilities estimated with high-frequency data with correlation forecasts based on daily data. This new approach allows...... for flexible dependence patterns for volatilities and correlations, and can be applied to covariance matrices of large dimensions. The separate modeling of volatility and correlation forecasts considerably reduces the estimation and measurement error implied by the joint estimation and modeling of covariance...
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
Earth Observing System Covariance Realism Updates
Ojeda Romero, Juan A.; Miguel, Fred
2017-01-01
This presentation will be given at the International Earth Science Constellation Mission Operations Working Group meetings June 13-15, 2017 to discuss the Earth Observing System Covariance Realism updates.
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...
Error Covariance Estimation of Mesoscale Data Assimilation
National Research Council Canada - National Science Library
Xu, Qin
2005-01-01
The goal of this project is to explore and develop new methods of error covariance estimation that will provide necessary statistical descriptions of prediction and observation errors for mesoscale data assimilation...
Heteroscedasticity resistant robust covariance matrix estimator
Czech Academy of Sciences Publication Activity Database
Víšek, Jan Ámos
2010-01-01
Roč. 17, č. 27 (2010), s. 33-49 ISSN 1212-074X Grant - others:GA UK(CZ) GA402/09/0557 Institutional research plan: CEZ:AV0Z10750506 Keywords : Regression * Covariance matrix * Heteroscedasticity * Resistant Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2011/SI/visek-heteroscedasticity resistant robust covariance matrix estimator.pdf
Phase-covariant quantum cloning of qudits
International Nuclear Information System (INIS)
Fan Heng; Imai, Hiroshi; Matsumoto, Keiji; Wang, Xiang-Bin
2003-01-01
We study the phase-covariant quantum cloning machine for qudits, i.e., the input states in a d-level quantum system have complex coefficients with arbitrary phase but constant module. A cloning unitary transformation is proposed. After optimizing the fidelity between input state and single qudit reduced density operator of output state, we obtain the optimal fidelity for 1 to 2 phase-covariant quantum cloning of qudits and the corresponding cloning transformation
Noncommutative Gauge Theory with Covariant Star Product
International Nuclear Information System (INIS)
Zet, G.
2010-01-01
We present a noncommutative gauge theory with covariant star product on a space-time with torsion. In order to obtain the covariant star product one imposes some restrictions on the connection of the space-time. Then, a noncommutative gauge theory is developed applying this product to the case of differential forms. Some comments on the advantages of using a space-time with torsion to describe the gravitational field are also given.
Covariant phase difference observables in quantum mechanics
International Nuclear Information System (INIS)
Heinonen, Teiko; Lahti, Pekka; Pellonpaeae, Juha-Pekka
2003-01-01
Covariant phase difference observables are determined in two different ways, by a direct computation and by a group theoretical method. A characterization of phase difference observables which can be expressed as the difference of two phase observables is given. The classical limits of such phase difference observables are determined and the Pegg-Barnett phase difference distribution is obtained from the phase difference representation. The relation of Ban's theory to the covariant phase theories is exhibited
Hierarchical matrix approximation of large covariance matrices
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
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
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
Hierarchical matrix approximation of large covariance matrices
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.
International Nuclear Information System (INIS)
Nariai, Hidekazu.
1986-06-01
In similar to Misner and Sharp's formalism in general relativity for a spherical gravitational collapse, a formalism for the spherical gravitational collapse is presented on the basis of a generalized theory of gravitation in the sense of Utiyama-DeWitt (which was later extended by Parker's school and Zel'dovich's one). The resulted formalism is somewhat similar to that developed by me in 1972 based on the scalar-tensor theory of gravity. (author)
Needs for evaluated covariance data for reactor pressure vessel dosimetry
International Nuclear Information System (INIS)
Maerker, R.E.; Broadhead, B.L.; Wagschal, J.J.
1992-01-01
This report discusses new methodology for quantifying and then reducing uncertainties in the calculated pressure vessel fluences of a pressurized water reactor (PWR). The technique involves combining the integral results of the calculated and measured PWR surveillance dosimetry activities with the differential data used in the calculations, along with covariances of all the quantities, into a generalized linear least-squares adjustment procedure. Based on analysis of both PWRs and test reactor benchmarks, substantial evidence now exists to support the conclusion that, of all the nuclear as well as non-nuclear differential data considered, ENDF/B-VI values of the total inelastic iron cross sections and their covariances are the most important data controlling the outcome of the adjustment procedure. Predicted adjustments in these cross sections provided the stimulus for new measurements, the results of which impacted the ENDF/B-VI evaluation of iron 56
Markov modulated Poisson process models incorporating covariates for rainfall intensity.
Thayakaran, R; Ramesh, N I
2013-01-01
Time series of rainfall bucket tip times at the Beaufort Park station, Bracknell, in the UK are modelled by a class of Markov modulated Poisson processes (MMPP) which may be thought of as a generalization of the Poisson process. Our main focus in this paper is to investigate the effects of including covariate information into the MMPP model framework on statistical properties. In particular, we look at three types of time-varying covariates namely temperature, sea level pressure, and relative humidity that are thought to be affecting the rainfall arrival process. Maximum likelihood estimation is used to obtain the parameter estimates, and likelihood ratio tests are employed in model comparison. Simulated data from the fitted model are used to make statistical inferences about the accumulated rainfall in the discrete time interval. Variability of the daily Poisson arrival rates is studied.
On a covariant formulation of the Barbero-Immirzi connection
International Nuclear Information System (INIS)
Fatibene, L; Francaviglia, M; Rovelli, C
2007-01-01
The Barbero-Immirzi (BI) connection, as usually introduced out of a spin connection, is a global object though it does not transform properly as a genuine connection with respect to generic spin transformations, unless quite specific and suitable gauges are imposed. Here we shall investigate whether, and under which global conditions, a (properly transforming and hence global) SU(2)-connection can be canonically defined in a gauge covariant way. Such an SU(2)-connection locally agrees with the usual BI connection and it can be defined on pretty general bundles; in particular, triviality is not assumed. As a by-product we shall also introduce a global covariant SU(2)-connection over the whole spacetime (while for technical reasons the BI connection in the standard formulation is just introduced on a space slice) which restricts to the usual BI connection on a space slice
Estimation of Fuzzy Measures Using Covariance Matrices in Gaussian Mixtures
Directory of Open Access Journals (Sweden)
Nishchal K. Verma
2012-01-01
Full Text Available This paper presents a novel computational approach for estimating fuzzy measures directly from Gaussian mixtures model (GMM. The mixture components of GMM provide the membership functions for the input-output fuzzy sets. By treating consequent part as a function of fuzzy measures, we derived its coefficients from the covariance matrices found directly from GMM and the defuzzified output constructed from both the premise and consequent parts of the nonadditive fuzzy rules that takes the form of Choquet integral. The computational burden involved with the solution of λ-measure is minimized using Q-measure. The fuzzy model whose fuzzy measures were computed using covariance matrices found in GMM has been successfully applied on two benchmark problems and one real-time electric load data of Indian utility. The performance of the resulting model for many experimental studies including the above-mentioned application is found to be better and comparable to recent available fuzzy models. The main contribution of this paper is the estimation of fuzzy measures efficiently and directly from covariance matrices found in GMM, avoiding the computational burden greatly while learning them iteratively and solving polynomial equations of order of the number of input-output variables.
Do current cosmological observations rule out all covariant Galileons?
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.
Directory of Open Access Journals (Sweden)
Chen Yue
Full Text Available The propagation of hydrodynamic wave packets and media with negative refractive index is studied in a quintic derivative nonlinear Schrödinger (DNLS equation. The quintic DNLS equation describe the wave propagation on a discrete electrical transmission line. We obtain a Lagrangian and the invariant variational principle for quintic DNLS equation. By using a class of ordinary differential equation, we found four types of exact solutions of the quintic DNLS equation, which are kink-type solitary wave solution, antikink-type solitary wave solution, sinusoidal solitary wave solution, bell-type solitary wave solution. By applying the modulation instability to discuss stability analysis of the obtained solutions. Modulation instabilities of continuous waves and localized solutions on a zero background have been investigated. Keywords: Quintic derivative NLS equation, Solitary wave solutions, Mathematical physics methods, 2000 MR Subject Classification: 35G20, 35Q53, 37K10, 49S05, 76A60
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...
Hawking radiation, effective actions and covariant boundary conditions
International Nuclear Information System (INIS)
Banerjee, Rabin; Kulkarni, Shailesh
2008-01-01
From an appropriate expression for the effective action, the Hawking radiation from charged black holes is derived, using only covariant boundary conditions at the event horizon. The connection of our approach with the Unruh vacuum and the recent analysis [S.P. Robinson, F. Wilczek, Phys. Rev. Lett. 95 (2005) 011303, (gr-qc/0502074); S. Iso, H. Umetsu, F. Wilczek, Phys. Rev. Lett. 96 (2006) 151302, (hep-th/0602146); R. Banerjee, S. Kulkarni, (arXiv: 0707.2449 [hep-th])] of Hawking radiation using anomalies is established
A special covariance structure for random coefficient models with both between and within covariates
International Nuclear Information System (INIS)
Riedel, K.S.
1990-07-01
We review random coefficient (RC) models in linear regression and propose a bias correction to the maximum likelihood (ML) estimator. Asymmptotic expansion of the ML equations are given when the between individual variance is much larger or smaller than the variance from within individual fluctuations. The standard model assumes all but one covariate varies within each individual, (we denote the within covariates by vector χ 1 ). We consider random coefficient models where some of the covariates do not vary in any single individual (we denote the between covariates by vector χ 0 ). The regression coefficients, vector β k , can only be estimated in the subspace X k of X. Thus the number of individuals necessary to estimate vector β and the covariance matrix Δ of vector β increases significantly in the presence of more than one between covariate. When the number of individuals is sufficient to estimate vector β but not the entire matrix Δ , additional assumptions must be imposed on the structure of Δ. A simple reduced model is that the between component of vector β is fixed and only the within component varies randomly. This model fails because it is not invariant under linear coordinate transformations and it can significantly overestimate the variance of new observations. We propose a covariance structure for Δ without these difficulties by first projecting the within covariates onto the space perpendicular to be between covariates. (orig.)
Are your covariates under control? How normalization can re-introduce covariate effects.
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.
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
Covariant interactions of two spinless particles: all local solutions of the angular condition
International Nuclear Information System (INIS)
Leutwyler, H.; Stern, J.
1977-06-01
The solutions of the algebraic problem posed by covariant Hamiltonian quantum mechanics are discussed. If, in the transverse relative coordinates, the mass and spin operators are differential operators of at most second order, the system is shown to be described by a manifestly covariant wave equation supplemented with a covariant constraint. If, in addition, one requires the wave equation and the constraint to be local in the coordinates of both particles, the freedom left in the interaction reduces to four constants. The resulting class of systems represents a generalization of the relativistic oscillator of Feynman, Kislinger and Ravndal
Siudzińska, Katarzyna; Chruściński, Dariusz
2018-03-01
In matrix algebras, we introduce a class of linear maps that are irreducibly covariant with respect to the finite group generated by the Weyl operators. In particular, we analyze the irreducibly covariant quantum channels, that is, the completely positive and trace-preserving linear maps. Interestingly, imposing additional symmetries leads to the so-called generalized Pauli channels, which were recently considered in the context of the non-Markovian quantum evolution. Finally, we provide examples of irreducibly covariant positive but not necessarily completely positive maps.
Introduction to general relativity
Parthasarthy, R
2016-01-01
INTRODUCTION TO GENERAL RELATIVITY begins with a description of the geometry of curved space, explaining geodesics, parallel transport, covariant differentiation, geodesic deviation and spacetime symmetry by killing vectors. It then introduces Einstein's theory of gravitation followed by Schwarzschild solution with its relevance to Positive Mass theorem. The three tests for Einstein's gravity are explained. Other exact solutions such as Vaidya, Kerr and Reisner - Nordstrom metric are included. In the Chapter on cosmological solutions, a detailed description of Godel metric is provided. It then introduces five dimensional spacetime of Kaluza showing the unification of gravity with electromagnetism. This is extended to include non-Abelian gauge theory by invoking compact extra dimensions. Explicit expressions in this case for Christoffel connections and ricci tensor are derived and the higher dimensional gravity action is shown to compactification are given.
Generalized dilatation operator method for non-relativistic holography
Energy Technology Data Exchange (ETDEWEB)
Chemissany, Wissam, E-mail: wissam@stanford.edu [Department of Physics and SITP, Stanford University, Stanford, CA 94305 (United States); Papadimitriou, Ioannis, E-mail: ioannis.papadimitriou@csic.es [Instituto de Física Teórica UAM/CSIC, Universidad Autónoma de Madrid, Madrid 28049 (Spain)
2014-10-07
We present a general algorithm for constructing the holographic dictionary for Lifshitz and hyperscaling violating Lifshitz backgrounds for any value of the dynamical exponent z and any value of the hyperscaling violation parameter θ compatible with the null energy condition. The objective of the algorithm is the construction of the general asymptotic solution of the radial Hamilton–Jacobi equation subject to the desired boundary conditions, from which the full dictionary can be subsequently derived. Contrary to the relativistic case, we find that a fully covariant construction of the asymptotic solution for running non-relativistic theories necessitates an expansion in the eigenfunctions of two commuting operators instead of one. This provides a covariant but non-relativistic grading of the expansion, according to the number of time derivatives.
Energy Technology Data Exchange (ETDEWEB)
Zhao Xuejing [Universite de Technologie de Troyes, Institut Charles Delaunay and STMR UMR CNRS 6279, 12 rue Marie Curie, 10010 Troyes (France); School of mathematics and statistics, Lanzhou University, Lanzhou 730000 (China); Fouladirad, Mitra, E-mail: mitra.fouladirad@utt.f [Universite de Technologie de Troyes, Institut Charles Delaunay and STMR UMR CNRS 6279, 12 rue Marie Curie, 10010 Troyes (France); Berenguer, Christophe [Universite de Technologie de Troyes, Institut Charles Delaunay and STMR UMR CNRS 6279, 12 rue Marie Curie, 10010 Troyes (France); Bordes, Laurent [Universite de Pau et des Pays de l' Adour, LMA UMR CNRS 5142, 64013 PAU Cedex (France)
2010-08-15
The aim of this paper is to discuss the problem of modelling and optimising condition-based maintenance policies for a deteriorating system in presence of covariates. The deterioration is modelled by a non-monotone stochastic process. The covariates process is assumed to be a time-homogenous Markov chain with finite state space. A model similar to the proportional hazards model is used to show the influence of covariates on the deterioration. In the framework of the system under consideration, an appropriate inspection/replacement policy which minimises the expected average maintenance cost is derived. The average cost under different conditions of covariates and different maintenance policies is analysed through simulation experiments to compare the policies performances.
International Nuclear Information System (INIS)
Zhao Xuejing; Fouladirad, Mitra; Berenguer, Christophe; Bordes, Laurent
2010-01-01
The aim of this paper is to discuss the problem of modelling and optimising condition-based maintenance policies for a deteriorating system in presence of covariates. The deterioration is modelled by a non-monotone stochastic process. The covariates process is assumed to be a time-homogenous Markov chain with finite state space. A model similar to the proportional hazards model is used to show the influence of covariates on the deterioration. In the framework of the system under consideration, an appropriate inspection/replacement policy which minimises the expected average maintenance cost is derived. The average cost under different conditions of covariates and different maintenance policies is analysed through simulation experiments to compare the policies performances.
Treating Sample Covariances for Use in Strongly Coupled Atmosphere-Ocean Data Assimilation
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.
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
Cross-covariance functions for multivariate geostatistics
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
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.
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)
Directory of Open Access Journals (Sweden)
Stephanie C Burke Schinkel
Full Text Available Generalized CD8+ T-cell impairment in chronic hepatitis C virus (HCV infection and the contribution of liver-infiltrating CD8+ T-cells to the immunopathogenesis of this infection remain poorly understood. It is hypothesized that this impairment is partially due to reduced CD8+ T-cell activity in response to cytokines such as IL-7, particularly within the liver. To investigate this, the phenotype and cytokine responsiveness of blood- and liver-derived CD8+ T-cells from healthy controls and individuals with HCV infection were compared. In blood, IL-7 receptor α (CD127 expression on bulk CD8+ T-cells in HCV infection was no different than controls yet was lower on central memory T-cells, and there were fewer naïve cells. IL-7-induced signalling through phosphorylated STAT5 was lower in HCV infection than in controls, and differed between CD8+ T-cell subsets. Production of Bcl-2 following IL-7 stimulation was also lower in HCV infection and inversely related to the degree of liver fibrosis. In liver-derived CD8+ T-cells, STAT5 activation could not be increased with cytokine stimulation and basal Bcl-2 levels of liver-derived CD8+ T-cells were lower than blood-derived counterparts in HCV infection. Therefore, generalized CD8+ T-cell impairment in HCV infection is characterized, in part, by impaired IL-7-mediated signalling and survival, independent of CD127 expression. This impairment is more pronounced in the liver and may be associated with an increased potential for apoptosis. This generalized CD8+ T-cell impairment represents an important immune dysfunction in chronic HCV infection that may alter patient health.
Electrodynamics in scale-covariant gravity theory
International Nuclear Information System (INIS)
Mansfield, V.N.; Malin, S.
1980-01-01
Utilizing the inherent scale-invariance of Maxwell's Equations, classical electrodynamics is incorporated into the theory of scale-invariant gravity. In this incorporation the gravitational constant G is shown to transform like β -2 (β is the gauge function), the generalized Lorentz Force Law is derived, the electric charge is shown to be invariant under gauge transformation, and matter creation is shown to be a necessity. In all nontrivial gauges a modified version of QED is obtained. The deviation from standard QED, however, is shown to be beyond the range of experimental detection when G α β -2 . (orig.)
MIMO Radar Transmit Beampattern Design Without Synthesising the Covariance Matrix
Ahmed, Sajid
2013-10-28
Compared to phased-array, multiple-input multiple-output (MIMO) radars provide more degrees-offreedom (DOF) that can be exploited for improved spatial resolution, better parametric identifiability, lower side-lobe levels at the transmitter/receiver, and design variety of transmit beampatterns. The design of the transmit beampattern generally requires the waveforms to have arbitrary auto- and crosscorrelation properties. The generation of such waveforms is a two step complicated process. In the first step a waveform covariance matrix is synthesised, which is a constrained optimisation problem. In the second step, to realise this covariance matrix actual waveforms are designed, which is also a constrained optimisation problem. Our proposed scheme converts this two step constrained optimisation problem into a one step unconstrained optimisation problem. In the proposed scheme, in contrast to synthesising the covariance matrix for the desired beampattern, nT independent finite-alphabet constantenvelope waveforms are generated and pre-processed, with weight matrix W, before transmitting from the antennas. In this work, two weight matrices are proposed that can be easily optimised for the desired symmetric and non-symmetric beampatterns and guarantee equal average power transmission from each antenna. Simulation results validate our claims.
Corman, J. C.
1976-01-01
A data base for the comparison of advanced energy conversion systems for utility applications using coal or coal-derived fuels was developed. Estimates of power plant performance (efficiency), capital cost, cost of electricity, natural resource requirements, and environmental intrusion characteristics were made for ten advanced conversion systems. Emphasis was on the energy conversion system in the context of a base loaded utility power plant. All power plant concepts were premised on meeting emission standard requirements. A steam power plant (3500 psig, 1000 F) with a conventional coal-burning furnace-boiler was analyzed as a basis for comparison. Combined cycle gas/steam turbine system results indicated competitive efficiency and a lower cost of electricity compared to the reference steam plant. The Open-Cycle MHD system results indicated the potential for significantly higher efficiency than the reference steam plant but with a higher cost of electricity.
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.
A theory of strong interactions ''from'' general relativity
International Nuclear Information System (INIS)
Caldirola, P.; Recami, E.
1979-01-01
In this paper a previous letter (where, among other things, a classical ''quark confinement'' was derived from general relativity plus dilatation-covariance), is completed by showing that the theory is compatible also with quarks ''asymptotic freedom''. Then -within a bi-scale theory of gravitational and strong interactions- a classical field theory is proposed for the (strong) interactions between hadrons. Various consequences are briefly analysed
International Nuclear Information System (INIS)
Yin, Chukai; Su, Bingjing
2001-01-01
The Minerbo's maximum entropy Eddington factor (MEEF) method was proposed as a low-order approximation to transport theory, in which the first two moment equations are closed for the scalar flux f and the current F through a statistically derived nonlinear Eddington factor f. This closure has the ability to handle various degrees of anisotropy of angular flux and is well justified both numerically and theoretically. Thus, a lot of efforts have been made to use this approximation in transport computations, especially in the radiative transfer and astrophysics communities. However, the method suffers numerical instability and may lead to anomalous solutions if the equations are solved by certain commonly used (implicit) mesh schemes. Studies on numerical stability in one-dimensional cases show that the MEEF equations can be solved satisfactorily by an implicit scheme (of treating δΦ/δx) if the angular flux is not too anisotropic so that f 32 , the classic diffusion solution P 1 , the MEEF solution f M obtained by Riemann solvers, and the NFLD solution D M for the two problems, respectively. In Fig. 1, NFLD and MEEF quantitatively predict very close results. However, the NFLD solution is qualitatively better because it is continuous while MEEF predicts unphysical jumps near the middle of the slab. In Fig. 2, the NFLD and MEEF solutions are almost identical, except near the material interface. In summary, the flux-limited diffusion theory derived from the MEEF description is quantitatively as accurate as the MEEF method. However, it is more qualitatively correct and user-friendly than the MEEF method and can be applied efficiently to various steady-state problems. Numerical tests show that this method is widely valid and overall predicts better results than other low-order approximations for various kinds of problems, including eigenvalue problems. Thus, it is an appealing approximate solution technique that is fast computationally and yet is accurate enough for a
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
Are Low-order Covariance Estimates Useful in Error Analyses?
Baker, D. F.; Schimel, D.
2005-12-01
Atmospheric trace gas inversions, using modeled atmospheric transport to infer surface sources and sinks from measured concentrations, are most commonly done using least-squares techniques that return not only an estimate of the state (the surface fluxes) but also the covariance matrix describing the uncertainty in that estimate. Besides allowing one to place error bars around the estimate, the covariance matrix may be used in simulation studies to learn what uncertainties would be expected from various hypothetical observing strategies. This error analysis capability is routinely used in designing instrumentation, measurement campaigns, and satellite observing strategies. For example, Rayner, et al (2002) examined the ability of satellite-based column-integrated CO2 measurements to constrain monthly-average CO2 fluxes for about 100 emission regions using this approach. Exact solutions for both state vector and covariance matrix become computationally infeasible, however, when the surface fluxes are solved at finer resolution (e.g., daily in time, under 500 km in space). It is precisely at these finer scales, however, that one would hope to be able to estimate fluxes using high-density satellite measurements. Non-exact estimation methods such as variational data assimilation or the ensemble Kalman filter could be used, but they achieve their computational savings by obtaining an only approximate state estimate and a low-order approximation of the true covariance. One would like to be able to use this covariance matrix to do the same sort of error analyses as are done with the full-rank covariance, but is it correct to do so? Here we compare uncertainties and `information content' derived from full-rank covariance matrices obtained from a direct, batch least squares inversion to those from the incomplete-rank covariance matrices given by a variational data assimilation approach solved with a variable metric minimization technique (the Broyden-Fletcher- Goldfarb
The covariant entropy bound in gravitational collapse
International Nuclear Information System (INIS)
Gao, Sijie; Lemos, Jose P. S.
2004-01-01
We study the covariant entropy bound in the context of gravitational collapse. First, we discuss critically the heuristic arguments advanced by Bousso. Then we solve the problem through an exact model: a Tolman-Bondi dust shell collapsing into a Schwarzschild black hole. After the collapse, a new black hole with a larger mass is formed. The horizon, L, of the old black hole then terminates at the singularity. We show that the entropy crossing L does not exceed a quarter of the area of the old horizon. Therefore, the covariant entropy bound is satisfied in this process. (author)
Yoneoka, Daisuke; Henmi, Masayuki
2017-11-30
Recently, the number of clinical prediction models sharing the same regression task has increased in the medical literature. However, evidence synthesis methodologies that use the results of these regression models have not been sufficiently studied, particularly in meta-analysis settings where only regression coefficients are available. One of the difficulties lies in the differences between the categorization schemes of continuous covariates across different studies. In general, categorization methods using cutoff values are study specific across available models, even if they focus on the same covariates of interest. Differences in the categorization of covariates could lead to serious bias in the estimated regression coefficients and thus in subsequent syntheses. To tackle this issue, we developed synthesis methods for linear regression models with different categorization schemes of covariates. A 2-step approach to aggregate the regression coefficient estimates is proposed. The first step is to estimate the joint distribution of covariates by introducing a latent sampling distribution, which uses one set of individual participant data to estimate the marginal distribution of covariates with categorization. The second step is to use a nonlinear mixed-effects model with correction terms for the bias due to categorization to estimate the overall regression coefficients. Especially in terms of precision, numerical simulations show that our approach outperforms conventional methods, which only use studies with common covariates or ignore the differences between categorization schemes. The method developed in this study is also applied to a series of WHO epidemiologic studies on white blood cell counts. Copyright © 2017 John Wiley & Sons, Ltd.
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)
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.
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.
International Nuclear Information System (INIS)
Edenstrasser, J.W.
1995-01-01
A multiple time-scale derivative expansion scheme is applied to the dimensionless Fokker--Planck equation and to Maxwell's equations, where the parameter range of a typical fusion plasma was assumed. Within kinetic theory, the four time scales considered are those of Larmor gyration, particle transit, collisions, and classical transport. The corresponding magnetohydrodynamic (MHD) time scales are those of ion Larmor gyration, Alfven, MHD collision, and resistive diffusion. The solution of the zeroth-order equations results in the force-free equilibria and ideal Ohm's law. The solution of the first-order equations leads under the assumption of a weak collisional plasma to the ideal MHD equations. On the MHD-collision time scale, not only the full set of the MHD transport equations is obtained, but also turbulent terms, where the related transport quantities are one order in the expansion parameter larger than those of classical transport. Finally, at the resistive diffusion time scale the known transport equations are arrived at including, however, also turbulent contributions. copyright 1995 American Institute of Physics
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.)
International Nuclear Information System (INIS)
Ustinov, Eugene A.
2005-01-01
An approach to formulation of inversion algorithms for remote sensing in the thermal spectral region in the case of a scattering planetary atmosphere, based on the adjoint equation of radiative transfer (Ustinov (JQSRT 68 (2001) 195; JQSRT 73 (2002) 29); referred to as Papers 1 and 2, respectively, in the main text), is applied to the general case of retrievals of atmospheric and surface parameters for the scattering atmosphere with nadir viewing geometry. Analytic expressions for corresponding weighting functions for atmospheric parameters and partial derivatives for surface parameters are derived. The case of pure atmospheric absorption with a scattering underlying surface is considered and convergence to results obtained for the non-scattering atmospheres (Ustinov (JQSRT 74 (2002) 683), referred to as Paper 3 in the main text) is demonstrated
Covariant solutions of the Bethe-Salpeter equation
International Nuclear Information System (INIS)
Williams, A.G.; Kusaka, K.; Simpson, K.M.
1997-01-01
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. (author)
Mean-Lagrangian formalism and covariance of fluid turbulence.
Ariki, Taketo
2017-05-01
Mean-field-based Lagrangian framework is developed for the fluid turbulence theory, which enables physically objective discussions, especially, of the history effect. Mean flow serves as a purely geometrical object of Lie group theory, providing useful operations to measure the objective rate and history integration of the general tensor field. The proposed framework is applied, on the one hand, to one-point closure model, yielding an objective expression of the turbulence viscoelastic effect. Application to two-point closure, on the other hand, is also discussed, where natural extension of known Lagrangian correlation is discovered on the basis of an extended covariance group.
Homonuclear long-range correlation spectra from HMBC experiments by covariance processing.
Schoefberger, Wolfgang; Smrecki, Vilko; Vikić-Topić, Drazen; Müller, Norbert
2007-07-01
We present a new application of covariance nuclear magnetic resonance processing based on 1H--13C-HMBC experiments which provides an effective way for establishing indirect 1H--1H and 13C--13C nuclear spin connectivity at natural isotope abundance. The method, which identifies correlated spin networks in terms of covariance between one-dimensional traces from a single decoupled HMBC experiment, derives 13C--13C as well as 1H--1H spin connectivity maps from the two-dimensional frequency domain heteronuclear long-range correlation data matrix. The potential and limitations of this novel covariance NMR application are demonstrated on two compounds: eugenyl-beta-D-glucopyranoside and an emodin-derivative. Copyright (c) 2007 John Wiley & Sons, Ltd.
Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series
DEFF Research Database (Denmark)
Davis, Richard A.; Mikosch, Thomas Valentin; Pfaffel, Olivier
2016-01-01
In this paper we give an asymptotic theory for the eigenvalues of the sample covariance matrix of a multivariate time series. The time series constitutes a linear process across time and between components. The input noise of the linear process has regularly varying tails with index α∈(0,4) in...... particular, the time series has infinite fourth moment. We derive the limiting behavior for the largest eigenvalues of the sample covariance matrix and show point process convergence of the normalized eigenvalues. The limiting process has an explicit form involving points of a Poisson process and eigenvalues...... of a non-negative definite matrix. Based on this convergence we derive limit theory for a host of other continuous functionals of the eigenvalues, including the joint convergence of the largest eigenvalues, the joint convergence of the largest eigenvalue and the trace of the sample covariance matrix...
Hierarchical matrix approximation of large covariance matrices
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.
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
Covariant field theory of closed superstrings
International Nuclear Information System (INIS)
Siopsis, G.
1989-01-01
The authors construct covariant field theories of both type-II and heterotic strings. Toroidal compactification is also considered. The interaction vertices are based on Witten's vertex representing three strings interacting at the mid-point. For closed strings, the authors thus obtain a bilocal interaction
Soft covariant gauges on the lattice
Energy Technology Data Exchange (ETDEWEB)
Henty, D.S.; Oliveira, O.; Parrinello, C.; Ryan, S. [Department of Physics and Astronomy, University of Edinburgh, Edinburgh EH9 3JZ, Scotland (UKQCD Collaboration)
1996-12-01
We present an exploratory study of a one-parameter family of covariant, nonperturbative lattice gauge-fixing conditions that can be implemented through a simple Monte Carlo algorithm. We demonstrate that at the numerical level the procedure is feasible, and as a first application we examine the gauge dependence of the gluon propagator. {copyright} {ital 1996 The American Physical Society.}
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.)
Covariant quantum mechanics on a null plane
International Nuclear Information System (INIS)
Leutwyler, H.; Stern, J.
1977-03-01
Lorentz invariance implies that the null plane wave functions factorize into a kinematical part describing the motion of the system as a whole and an inner wave function that involves the specific dynamical properties of the system - in complete correspondence with the non-relativistic situation. Covariance is equivalent to an angular condition which admits non-trivial solutions
Hierarchical matrix approximation of large covariance matrices
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.
Optimal covariate designs theory and applications
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...
Asymptotics for the minimum covariance determinant estimator
Butler, R.W.; Davies, P.L.; Jhun, M.
1993-01-01
Consistency is shown for the minimum covariance determinant (MCD) estimators of multivariate location and scale and asymptotic normality is shown for the former. The proofs are made possible by showing a separating ellipsoid property for the MCD subset of observations. An analogous property is shown
EQUIVALENT MODELS IN COVARIANCE STRUCTURE-ANALYSIS
LUIJBEN, TCW
1991-01-01
Defining equivalent models as those that reproduce the same set of covariance matrices, necessary and sufficient conditions are stated for the local equivalence of two expanded identified models M1 and M2 when fitting the more restricted model M0. Assuming several regularity conditions, the rank
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.
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
Boudghene Stambouli, Ahmed; Zendagui, Djawad; Bard, Pierre-Yves; Derras, Boumédiène
2017-07-01
Most modern seismic codes account for site effects using an amplification factor (AF) that modifies the rock acceleration response spectra in relation to a "site condition proxy," i.e., a parameter related to the velocity profile at the site under consideration. Therefore, for practical purposes, it is interesting to identify the site parameters that best control the frequency-dependent shape of the AF. The goal of the present study is to provide a quantitative assessment of the performance of various site condition proxies to predict the main AF features, including the often used short- and mid-period amplification factors, Fa and Fv, proposed by Borcherdt (in Earthq Spectra 10:617-653, 1994). In this context, the linear, viscoelastic responses of a set of 858 actual soil columns from Japan, the USA, and Europe are computed for a set of 14 real accelerograms with varying frequency contents. The correlation between the corresponding site-specific average amplification factors and several site proxies (considered alone or as multiple combinations) is analyzed using the generalized regression neural network (GRNN). The performance of each site proxy combination is assessed through the variance reduction with respect to the initial amplification factor variability of the 858 profiles. Both the whole period range and specific short- and mid-period ranges associated with the Borcherdt factors Fa and Fv are considered. The actual amplification factor of an arbitrary soil profile is found to be satisfactorily approximated with a limited number of site proxies (4-6). As the usual code practice implies a lower number of site proxies (generally one, sometimes two), a sensitivity analysis is conducted to identify the "best performing" site parameters. The best one is the overall velocity contrast between underlying bedrock and minimum velocity in the soil column. Because these are the most difficult and expensive parameters to measure, especially for thick deposits, other
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.
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.
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....
Bayesian estimation of covariance matrices: Application to market risk management at EDF
International Nuclear Information System (INIS)
Jandrzejewski-Bouriga, M.
2012-01-01
In this thesis, we develop new methods of regularized covariance matrix estimation, under the Bayesian setting. The regularization methodology employed is first related to shrinkage. We investigate a new Bayesian modeling of covariance matrix, based on hierarchical inverse-Wishart distribution, and then derive different estimators under standard loss functions. Comparisons between shrunk and empirical estimators are performed in terms of frequentist performance under different losses. It allows us to highlight the critical importance of the definition of cost function and show the persistent effect of the shrinkage-type prior on inference. In a second time, we consider the problem of covariance matrix estimation in Gaussian graphical models. If the issue is well treated for the decomposable case, it is not the case if you also consider non-decomposable graphs. We then describe a Bayesian and operational methodology to carry out the estimation of covariance matrix of Gaussian graphical models, decomposable or not. This procedure is based on a new and objective method of graphical-model selection, combined with a constrained and regularized estimation of the covariance matrix of the model chosen. The procedures studied effectively manage missing data. These estimation techniques were applied to calculate the covariance matrices involved in the market risk management for portfolios of EDF (Electricity of France), in particular for problems of calculating Value-at-Risk or in Asset Liability Management. (author)
(13)C-(15)N correlation via unsymmetrical indirect covariance NMR: application to vinblastine.
Martin, Gary E; Hilton, Bruce D; Blinov, Kirill A; Williams, Antony J
2007-12-01
Unsymmetrical indirect covariance processing methods allow the derivation of hyphenated 2D NMR data from the component 2D spectra, potentially circumventing the acquisition of the much lower sensitivity hyphenated 2D NMR experimental data. Calculation of HSQC-COSY and HSQC-NOESY spectra from GHSQC, COSY, and NOESY spectra, respectively, has been reported. The use of unsymmetrical indirect covariance processing has also been applied to the combination of (1)H- (13)C GHSQC and (1)H- (15)N long-range correlation data (GHMBC, IMPEACH, or CIGAR-HMBC). The application of unsymmetrical indirect covariance processing to spectra of vinblastine is now reported, specifically the algorithmic extraction of (13)C- (15)N correlations via the unsymmetrical indirect covariance processing of the combination of (1)H- (13)C GHSQC and long-range (1)H- (15)N GHMBC to produce the equivalent of a (13)C- (15)N HSQC-HMBC correlation spectrum. The elimination of artifact responses with aromatic solvent-induced shifts (ASIS) is shown in addition to a method of forecasting potential artifact responses through the indirect covariance processing of the GHSQC spectrum used in the unsymmetrical indirect covariance processing.
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)
Smith, Keith A.; Mosier, Arvin R.; Crutzen, Paul J.; Winiwarter, Wilfried
2012-01-01
In earlier work, we compared the amount of newly fixed nitrogen (N, as synthetic fertilizer and biologically fixed N) entering agricultural systems globally to the total emission of nitrous oxide (N2O). We obtained an N2O emission factor (EF) of 3–5%, and applied it to biofuel production. For ‘first-generation’ biofuels, e.g. biodiesel from rapeseed and bioethanol from corn (maize), that require N fertilizer, N2O from biofuel production could cause (depending on N uptake efficiency) as much or more global warming as that avoided by replacement of fossil fuel by the biofuel. Our subsequent calculations in a follow-up paper, using published life cycle analysis (LCA) models, led to broadly similar conclusions. The N2O EF applies to agricultural crops in general, not just to biofuel crops, and has made possible a top-down estimate of global emissions from agriculture. Independent modelling by another group using bottom-up IPCC inventory methodology has shown good agreement at the global scale with our top-down estimate. Work by Davidson showed that the rate of accumulation of N2O in the atmosphere in the late nineteenth and twentieth centuries was greater than that predicted from agricultural inputs limited to fertilizer N and biologically fixed N (Davidson, E. A. 2009 Nat. Geosci. 2, 659–662.). However, by also including soil organic N mineralized following land-use change and NOx deposited from the atmosphere in our estimates of the reactive N entering the agricultural cycle, we have now obtained a good fit between the observed atmospheric N2O concentrations from 1860 to 2000 and those calculated on the basis of a 4 per cent EF for the reactive N. PMID:22451102
Schoeberl, Mark R.; Douglass, Anne R.; Zhu, Zhengxin; Pawson, Steven
2002-01-01
We use kinematic and diabatic back trajectory calculations, driven by winds from a general circulation model (GCM) and two different data assimilation systems (DAS), to compute the age spectrum at three latitudes in the lower stratosphere. The age-spectra are compared to chemical transport model (CTM) calculations, and the mean ages from all of these studies are compared to observations. The age spectra computed using the GCM winds show a reasonably isolated tropics in good agreement with observations; however, the age spectra determined from the DAS differ from the GCM spectra. For the DAS diabatic trajectory calculations there is too much exchange between the tropics and mid-latitudes. The age spectrum is thus too broad and the tropical mean age is too old as a result of mixing older mid latitude air with tropical air. Likewise the mid latitude mean age is too young due to the in mixing of tropical air. The DAS kinematic trajectory calculations show excessive vertical dispersion of parcels in addition to excessive exchange between the tropics and mid latitudes. Because air is moved rapidly to the troposphere from the vertical dispersion, the age spectrum is shifted toward the young side. The excessive vertical and meridional dispersion compensate in the kinematic case giving a reasonable tropical mean age. The CTM calculation of the age spectrum using the DAS winds shows the same vertical and meridional dispersive characteristics of the kinematic trajectory calculation. These results suggest that the current DAS products will not give realistic trace gas distributions for long integrations; they also help explain why the extra tropical mean ages determined in a number of previous DAS driven CTM s are too young compared with observations. Finally, we note trajectory-generated age spectra . show significant age anomalies correlated with the seasonal cycles. These anomalies can be linked to year-to-year variations in the tropical heating rate. The anomalies are
A Small Guide to Generating Covariances of Experimental Data
International Nuclear Information System (INIS)
Mannhart, Wolf
2011-05-01
A complete description of the uncertainties of an experiment can only be realized by a detailed list of all the uncertainty components, their value and a specification of existing correlations between the data. Based on such information the covariance matrix can be generated, which is necessary for any further proceeding with the experimental data. It is not necessary, and not recommended, that an experimenter evaluates this covariance matrix. The reason for this is that a incorrectly evaluated final covariance matrix can never be corrected if the details are not given. (Such obviously wrong covariance matrices have recently occasionally been found in the literature). Hence quotation of a covariance matrix is an additional step which should not occur without quoting a detailed list of the various uncertainty components and their correlations as well. It must be hoped that editors of journals will understand these necessary requirements. The generalized least squares procedure shown permits an easy way of interchanging data D 0 with parameter estimates P. This means new data can easily be combined with an earlier evaluation. However, it must be mentioned that this is only valid as long as the new data have no correlation with any of the older data of the prior evaluation. Otherwise the old data which show correlation with new data have to be extracted from the evaluation and then, together with the new data and taking account of the correlation, have again to be added to the reduced evaluation. In most cases this step cannot be performed and the evaluation has to be completely redone. A partial way out is given if the evaluation is performed step by step and the results of each step are stored. Then the evaluation need only be repeated from the step which contains correlated data for the first time while all earlier steps remain unchanged. Finally it should be noted that the addition of a small set of new data to a prior evaluation consisting of a large number of
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)
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
Nonlinear entanglement witnesses, covariance matrices and the geometry of separable states
Energy Technology Data Exchange (ETDEWEB)
Guehne, Otfried [Institut fuer Quantenoptik und Quanteninformation, Oesterreichische Akademie der Wissenschaften, A-6020 Innsbruck (Austria); Luetkenhaus, Norbert [Institute for Quantum Computing and Department of Physics and Astronomy, University of Waterloo, 200 University Avenue West, Waterloo, Ontario N2L 3G1 (Canada)
2007-05-15
Entanglement witnesses provide a standard tool for the analysis of entanglement in experiments. We investigate possible nonlinear entanglement witnesses from several perspectives. First, we demonstrate that they can be used to show that the set of separable states has no facets. Second, we give a new derivation of nonlinear witnesses based on covariance matrices. Finally, we investigate extensions to the multipartite case.
Directory of Open Access Journals (Sweden)
L.S. Ferreira
2016-02-01
Full Text Available Proton radioactivity from deformed nuclei is described for the first time by a self-consistent calculation based on covariant relativistic density functionals derived from meson exchange and point coupling models. The calculation provides an important new test to these interactions at the limits of stability, since the mixing of different angular momenta in the single particle wave functions is probed.
International Nuclear Information System (INIS)
Gebbie, Tim; Ellis, G.F.R.
2000-01-01
This is the first of a series of papers systematically extending a 1+3 covariant and gauge-invariant treatment of kinetic theory in curved space-times to a treatment of cosmic microwave background temperature anisotropies arising from inhomogeneities in the early universe. The present paper deals with algebraic issues, both generically and in the context of models linearised about Robertson-Walker geometries. The approach represents radiation anisotropies by projected symmetric and trace-free tensors. The angular correlation functions for the mode coefficients are found in terms of these quantities, following the Wilson-Silk approach, but derived and dealt with in 1+3 covariant and gauge-invariant form. The covariant multipole and mode-expanded angular correlation functions are related to the usual treatments in the literature. The 1+3 covariant and gauge-invariant mode expansion is related to the coordinate approach by linking the Legendre functions to the projected symmetric trace-free representation, using a covariant addition theorem for the tensors to generate the Legendre polynomial recursion relation. This paper lays the foundation for further papers in the series, which use this formalism in a covariant and gauge-invariant approach to developing solutions of the Boltzmann and Liouville equations for the cosmic microwave background before and after decoupling, thus providing a unified covariant and gauge-invariant derivation of the variety of approaches to cosmic microwave background anisotropies in the current literature, as well as a basis for extension of the theory to include nonlinearities
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
Batalin-Vilkovisky formalism in locally covariant field theory
International Nuclear Information System (INIS)
Rejzner, Katarzyna Anna
2011-12-01
The present work contains a complete formulation of the Batalin-Vilkovisky (BV) formalism in the framework of locally covariant field theory. In the first part of the thesis the classical theory is investigated with a particular focus on the infinite dimensional character of the underlying structures. It is shown that the use of infinite dimensional differential geometry allows for a conceptually clear and elegant formulation. The construction of the BV complex is performed in a fully covariant way and we also generalize the BV framework to a more abstract level, using functors and natural transformations. In this setting we construct the BV complex for classical gravity. This allows us to give a homological interpretation to the notion of diffeomorphism invariant physical quantities in general relativity. The second part of the thesis concerns the quantum theory. We provide a framework for the BV quantization that doesn't rely on the path integral formalism, but is completely formulated within perturbative algebraic quantum field theory. To make such a formulation possible we first prove that the renormalized time-ordered product can be understood as a binary operation on a suitable domain. Using this result we prove the associativity of this product and provide a consistent framework for the renormalized BV structures. In particular the renormalized quantum master equation and the renormalized quantum BV operator are defined. To give a precise meaning to theses objects we make a use of the master Ward identity, which is an important structure in causal perturbation theory. (orig.)
Batalin-Vilkovisky formalism in locally covariant field theory
Energy Technology Data Exchange (ETDEWEB)
Rejzner, Katarzyna Anna
2011-12-15
The present work contains a complete formulation of the Batalin-Vilkovisky (BV) formalism in the framework of locally covariant field theory. In the first part of the thesis the classical theory is investigated with a particular focus on the infinite dimensional character of the underlying structures. It is shown that the use of infinite dimensional differential geometry allows for a conceptually clear and elegant formulation. The construction of the BV complex is performed in a fully covariant way and we also generalize the BV framework to a more abstract level, using functors and natural transformations. In this setting we construct the BV complex for classical gravity. This allows us to give a homological interpretation to the notion of diffeomorphism invariant physical quantities in general relativity. The second part of the thesis concerns the quantum theory. We provide a framework for the BV quantization that doesn't rely on the path integral formalism, but is completely formulated within perturbative algebraic quantum field theory. To make such a formulation possible we first prove that the renormalized time-ordered product can be understood as a binary operation on a suitable domain. Using this result we prove the associativity of this product and provide a consistent framework for the renormalized BV structures. In particular the renormalized quantum master equation and the renormalized quantum BV operator are defined. To give a precise meaning to theses objects we make a use of the master Ward identity, which is an important structure in causal perturbation theory. (orig.)
Covariant holography of a tachyonic accelerating universe
Energy Technology Data Exchange (ETDEWEB)
Rozas-Fernandez, Alberto [Consejo Superior de Investigaciones Cientificas, Instituto de Fisica Fundamental, Madrid (Spain); University of Portsmouth, Institute of Cosmology and Gravitation, Portsmouth (United Kingdom)
2014-08-15
We apply the holographic principle to a flat dark energy dominated Friedmann-Robertson-Walker spacetime filled with a tachyon scalar field with constant equation of state w = p/ρ, both for w > -1 and w < -1. By using a geometrical covariant procedure, which allows the construction of holographic hypersurfaces, we have obtained for each case the position of the preferred screen and have then compared these with those obtained by using the holographic dark energy model with the future event horizon as the infrared cutoff. In the phantom scenario, one of the two obtained holographic screens is placed on the big rip hypersurface, both for the covariant holographic formalism and the holographic phantom model. It is also analyzed whether the existence of these preferred screens allows a mathematically consistent formulation of fundamental theories based on the existence of an S-matrix at infinite distances. (orig.)
On covariance structure in noisy, big data
Paffenroth, Randy C.; Nong, Ryan; Du Toit, Philip C.
2013-09-01
Herein we describe theory and algorithms for detecting covariance structures in large, noisy data sets. Our work uses ideas from matrix completion and robust principal component analysis to detect the presence of low-rank covariance matrices, even when the data is noisy, distorted by large corruptions, and only partially observed. In fact, the ability to handle partial observations combined with ideas from randomized algorithms for matrix decomposition enables us to produce asymptotically fast algorithms. Herein we will provide numerical demonstrations of the methods and their convergence properties. While such methods have applicability to many problems, including mathematical finance, crime analysis, and other large-scale sensor fusion problems, our inspiration arises from applying these methods in the context of cyber network intrusion detection.
Twisted covariant noncommutative self-dual gravity
International Nuclear Information System (INIS)
Estrada-Jimenez, S.; Garcia-Compean, H.; Obregon, O.; Ramirez, C.
2008-01-01
A twisted covariant formulation of noncommutative self-dual gravity is presented. The formulation for constructing twisted noncommutative Yang-Mills theories is used. It is shown that the noncommutative torsion is solved at any order of the θ expansion in terms of the tetrad and some extra fields of the theory. In the process the first order expansion in θ for the Plebanski action is explicitly obtained.
Torsion and geometrostasis in covariant superstrings
International Nuclear Information System (INIS)
Zachos, C.
1985-01-01
The covariant action for freely propagating heterotic superstrings consists of a metric and a torsion term with a special relative strength. It is shown that the strength for which torsion flattens the underlying 10-dimensional superspace geometry is precisely that which yields free oscillators on the light cone. This is in complete analogy with the geometrostasis of two-dimensional sigma-models with Wess-Zumino interactions. 13 refs
Torsion and geometrostasis in covariant superstrings
Energy Technology Data Exchange (ETDEWEB)
Zachos, C.
1985-01-01
The covariant action for freely propagating heterotic superstrings consists of a metric and a torsion term with a special relative strength. It is shown that the strength for which torsion flattens the underlying 10-dimensional superspace geometry is precisely that which yields free oscillators on the light cone. This is in complete analogy with the geometrostasis of two-dimensional sigma-models with Wess-Zumino interactions. 13 refs.
Linear Covariance Analysis for a Lunar Lander
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.
The covariant formulation of f ( T ) gravity
International Nuclear Information System (INIS)
Krššák, Martin; Saridakis, Emmanuel N
2016-01-01
We show that the well-known problem of frame dependence and violation of local Lorentz invariance in the usual formulation of f ( T ) gravity is a consequence of neglecting the role of spin connection. We re-formulate f ( T ) gravity starting from, instead of the ‘pure tetrad’ teleparallel gravity, the covariant teleparallel gravity, using both the tetrad and the spin connection as dynamical variables, resulting in a fully covariant, consistent, and frame-independent version of f ( T ) gravity, which does not suffer from the notorious problems of the usual, pure tetrad, f ( T ) theory. We present the method to extract solutions for the most physically important cases, such as the Minkowski, the Friedmann–Robertson–Walker (FRW) and the spherically symmetric ones. We show that in covariant f ( T ) gravity we are allowed to use an arbitrary tetrad in an arbitrary coordinate system along with the corresponding spin connection, resulting always in the same physically relevant field equations. (paper)
SG39 Deliverables. Comments on Covariance Data
International Nuclear Information System (INIS)
Yokoyama, Kenji
2015-01-01
The covariance matrix of a scattered data set, x_i (i=1,n), must be symmetric and positive-definite. As one of WPEC/SG39 contributions to the SG40/CIELO project, several comments or recommendations on the covariance data are described here from the viewpoint of nuclear-data users. To make the comments concrete and useful for nuclear-data evaluators, the covariance data of the latest evaluated nuclear data library, JENDL-4.0 and ENDF/B-VII.1 are treated here as the representative materials. The surveyed nuclides are five isotopes that are most important for fast reactor application. The nuclides, reactions and energy regions dealt with are followings: Pu-239: fission (2.5∼10 keV) and capture (2.5∼10 keV), U-235: fission (500 eV∼10 keV) and capture (500 eV∼30 keV), U-238: fission (1∼10 MeV), capture (below 20 keV, 20∼150 keV), inelastic (above 100 keV) and elastic (above 20 keV), Fe-56: elastic (below 850 keV) and average scattering cosine (above 10 keV), and, Na-23: capture (600 eV∼600 keV), inelastic (above 1 MeV) and elastic (around 2 keV)
Evaluation of covariance data for chromium, iron and nickel contained in JENDL-3.2
International Nuclear Information System (INIS)
Oh, Soo-Youl; Shibata, Keiichi.
1998-01-01
An evaluation has been made for the covariances of neutron cross sections of 52 Cr, 56 Fe, 58 Ni and 60 Ni contained in JENDL-3.2. Reactions considered were the threshold reactions such as (n, 2n), (n, nα), (n, np), (n, p), (n, d), (n, t) and (n, α), the radiative capture reaction above the resonance region, and the inelastic scattering to discrete and continuum levels. Evaluation guidelines and procedures were established during the work. A generalized least-squares fitting code GMA was used in estimating covariances for reactions of which JENDL-3.2 cross sections had been evaluated by taking account of many measured data. For cross sections that had been evaluated by nuclear reaction model calculations, the KALMAN code, which yields covariances of cross sections and of associated model parameters on the basis of the Bayesian statistics, was used in conjunction with reaction model codes EGNASH and CASTHY. The evaluated uncertainties of a few percent to 30% in the cross sections look reasonable, and the correlation matrices show understandable trends. Even though there is no strict way to confirm the validity of the evaluated covariances, tools and procedures adopted in the present work are appropriate for producing covariance files based on JENDL-3.2. The covariances obtained will be compiled into JENDL in the near future. Meanwhile, new sets of optical model and level density parameters were proposed as one of byproducts obtained from the KALMAN calculations. (author)
On the regularity of the covariance matrix of a discretized scalar field on the sphere
Energy Technology Data Exchange (ETDEWEB)
Bilbao-Ahedo, J.D. [Departamento de Física Moderna, Universidad de Cantabria, Av. los Castros s/n, 39005 Santander (Spain); Barreiro, R.B.; Herranz, D.; Vielva, P.; Martínez-González, E., E-mail: bilbao@ifca.unican.es, E-mail: barreiro@ifca.unican.es, E-mail: herranz@ifca.unican.es, E-mail: vielva@ifca.unican.es, E-mail: martinez@ifca.unican.es [Instituto de Física de Cantabria (CSIC-UC), Av. los Castros s/n, 39005 Santander (Spain)
2017-02-01
We present a comprehensive study of the regularity of the covariance matrix of a discretized field on the sphere. In a particular situation, the rank of the matrix depends on the number of pixels, the number of spherical harmonics, the symmetries of the pixelization scheme and the presence of a mask. Taking into account the above mentioned components, we provide analytical expressions that constrain the rank of the matrix. They are obtained by expanding the determinant of the covariance matrix as a sum of determinants of matrices made up of spherical harmonics. We investigate these constraints for five different pixelizations that have been used in the context of Cosmic Microwave Background (CMB) data analysis: Cube, Icosahedron, Igloo, GLESP and HEALPix, finding that, at least in the considered cases, the HEALPix pixelization tends to provide a covariance matrix with a rank closer to the maximum expected theoretical value than the other pixelizations. The effect of the propagation of numerical errors in the regularity of the covariance matrix is also studied for different computational precisions, as well as the effect of adding a certain level of noise in order to regularize the matrix. In addition, we investigate the application of the previous results to a particular example that requires the inversion of the covariance matrix: the estimation of the CMB temperature power spectrum through the Quadratic Maximum Likelihood algorithm. Finally, some general considerations in order to achieve a regular covariance matrix are also presented.
Multilevel covariance regression with correlated random effects in the mean and variance structure.
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.
Kalnins, L. M.; Simons, F.
2017-12-01
Between the vastness of the oceans and the technological challenges water poses, data scarcity is frequently a limiting factor in studying the tectonic and morphological evolution of the seafloor. It is therefore essential to extract maximum information from the available gravity and bathymetry data, whilst also retaining realistic estimates of uncertainties. Here, we use a frequency-domain maximum-likelihood procedure to map the roughness structure and the nature of the topographic covariance of the seafloor. Rather than requiring us to assume the covariance is Gaussian or exponential, the flexibility of the Matérn form's parameterisation (variance, range, and differentiability) lets us solve for the shape of the covariance and map out its changes without a priori assumptions.We also examine the relationship between gravity and bathymetry through their coherence and admittance, particularly the anisotropy in the relationship. We extend the robust analysis developed to map anisotropy in lithospheric strength in the continents (Kalnins et al., 2015) to the oceanic domain. This method lets us separate out measurements of anisotropy likely to be linked to anisotropy in the long-term mechanical strength of the lithosphere itself; those aligned with anisotropies in the input gravity and bathymetry data; and those that are mathematically significant, but unexplained. Ultimately, we aim to use the statistical analyses to infer geophysical parameters of interest, such as oceanic spreading rate, level of volcanic activity, and potential for energy dissipation in ocean circulation. Our first results show a general alignment of strong directions ridge-parallel and weak directions ridge-perpendicular, suggesting widespread mechanical anisotropy derived from the lithosphere's highly anisotropic formation at mid-ocean ridges. However, this pattern changes markedly near sites of significant intraplate volcanism, where little to no robust anisotropy in strength is recovered. This
Directory of Open Access Journals (Sweden)
Daniel Bartz
Full Text Available Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation.
Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W; Müller, Klaus-Robert; Lemm, Steven
2013-01-01
Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation.