WorldWideScience

Sample records for method variance bias

  1. The Threat of Common Method Variance Bias to Theory Building

    Science.gov (United States)

    Reio, Thomas G., Jr.

    2010-01-01

    The need for more theory building scholarship remains one of the pressing issues in the field of HRD. Researchers can employ quantitative, qualitative, and/or mixed methods to support vital theory-building efforts, understanding however that each approach has its limitations. The purpose of this article is to explore common method variance bias as…

  2. Variance bias analysis for the Gelbard's batch method

    Energy Technology Data Exchange (ETDEWEB)

    Seo, Jae Uk; Shim, Hyung Jin [Seoul National Univ., Seoul (Korea, Republic of)

    2014-05-15

    In this paper, variances and the bias will be derived analytically when the Gelbard's batch method is applied. And then, the real variance estimated from this bias will be compared with the real variance calculated from replicas. Variance and the bias were derived analytically when the batch method was applied. If the batch method was applied to calculate the sample variance, covariance terms between tallies which exist in the batch were eliminated from the bias. With the 2 by 2 fission matrix problem, we could calculate real variance regardless of whether or not the batch method was applied. However as batch size got larger, standard deviation of real variance was increased. When we perform a Monte Carlo estimation, we could get a sample variance as the statistical uncertainty of it. However, this value is smaller than the real variance of it because a sample variance is biased. To reduce this bias, Gelbard devised the method which is called the Gelbard's batch method. It has been certificated that a sample variance get closer to the real variance when the batch method is applied. In other words, the bias get reduced. This fact is well known to everyone in the MC field. However, so far, no one has given the analytical interpretation on it.

  3. Hybrid biasing approaches for global variance reduction

    International Nuclear Information System (INIS)

    Wu, Zeyun; Abdel-Khalik, Hany S.

    2013-01-01

    A new variant of Monte Carlo—deterministic (DT) hybrid variance reduction approach based on Gaussian process theory is presented for accelerating convergence of Monte Carlo simulation and compared with Forward-Weighted Consistent Adjoint Driven Importance Sampling (FW-CADIS) approach implemented in the SCALE package from Oak Ridge National Laboratory. The new approach, denoted the Gaussian process approach, treats the responses of interest as normally distributed random processes. The Gaussian process approach improves the selection of the weight windows of simulated particles by identifying a subspace that captures the dominant sources of statistical response variations. Like the FW-CADIS approach, the Gaussian process approach utilizes particle importance maps obtained from deterministic adjoint models to derive weight window biasing. In contrast to the FW-CADIS approach, the Gaussian process approach identifies the response correlations (via a covariance matrix) and employs them to reduce the computational overhead required for global variance reduction (GVR) purpose. The effective rank of the covariance matrix identifies the minimum number of uncorrelated pseudo responses, which are employed to bias simulated particles. Numerical experiments, serving as a proof of principle, are presented to compare the Gaussian process and FW-CADIS approaches in terms of the global reduction in standard deviation of the estimated responses. - Highlights: ► Hybrid Monte Carlo Deterministic Method based on Gaussian Process Model is introduced. ► Method employs deterministic model to calculate responses correlations. ► Method employs correlations to bias Monte Carlo transport. ► Method compared to FW-CADIS methodology in SCALE code. ► An order of magnitude speed up is achieved for a PWR core model.

  4. Development of phased mission analysis program with Monte Carlo method. Improvement of the variance reduction technique with biasing towards top event

    International Nuclear Information System (INIS)

    Yang Jinan; Mihara, Takatsugu

    1998-12-01

    This report presents a variance reduction technique to estimate the reliability and availability of highly complex systems during phased mission time using the Monte Carlo simulation. In this study, we introduced the variance reduction technique with a concept of distance between the present system state and the cut set configurations. Using this technique, it becomes possible to bias the transition from the operating states to the failed states of components towards the closest cut set. Therefore a component failure can drive the system towards a cut set configuration more effectively. JNC developed the PHAMMON (Phased Mission Analysis Program with Monte Carlo Method) code which involved the two kinds of variance reduction techniques: (1) forced transition, and (2) failure biasing. However, these techniques did not guarantee an effective reduction in variance. For further improvement, a variance reduction technique incorporating the distance concept was introduced to the PHAMMON code and the numerical calculation was carried out for the different design cases of decay heat removal system in a large fast breeder reactor. Our results indicate that the technique addition of this incorporating distance concept is an effective means of further reducing the variance. (author)

  5. TU-H-CAMPUS-IeP1-01: Bias and Computational Efficiency of Variance Reduction Methods for the Monte Carlo Simulation of Imaging Detectors

    Energy Technology Data Exchange (ETDEWEB)

    Sharma, D; Badano, A [Division of Imaging, Diagnostics and Software Reliability, OSEL/CDRH, Food & Drug Administration, MD (United States); Sempau, J [Technical University of Catalonia, Barcelona (Spain)

    2016-06-15

    Purpose: Variance reduction techniques (VRTs) are employed in Monte Carlo simulations to obtain estimates with reduced statistical uncertainty for a given simulation time. In this work, we study the bias and efficiency of a VRT for estimating the response of imaging detectors. Methods: We implemented Directed Sampling (DS), preferentially directing a fraction of emitted optical photons directly towards the detector by altering the isotropic model. The weight of each optical photon is appropriately modified to maintain simulation estimates unbiased. We use a Monte Carlo tool called fastDETECT2 (part of the hybridMANTIS open-source package) for optical transport, modified for VRT. The weight of each photon is calculated as the ratio of original probability (no VRT) and the new probability for a particular direction. For our analysis of bias and efficiency, we use pulse height spectra, point response functions, and Swank factors. We obtain results for a variety of cases including analog (no VRT, isotropic distribution), and DS with 0.2 and 0.8 optical photons directed towards the sensor plane. We used 10,000, 25-keV primaries. Results: The Swank factor for all cases in our simplified model converged fast (within the first 100 primaries) to a stable value of 0.9. The root mean square error per pixel for DS VRT for the point response function between analog and VRT cases was approximately 5e-4. Conclusion: Our preliminary results suggest that DS VRT does not affect the estimate of the mean for the Swank factor. Our findings indicate that it may be possible to design VRTs for imaging detector simulations to increase computational efficiency without introducing bias.

  6. Network Structure and Biased Variance Estimation in Respondent Driven Sampling.

    Science.gov (United States)

    Verdery, Ashton M; Mouw, Ted; Bauldry, Shawn; Mucha, Peter J

    2015-01-01

    This paper explores bias in the estimation of sampling variance in Respondent Driven Sampling (RDS). Prior methodological work on RDS has focused on its problematic assumptions and the biases and inefficiencies of its estimators of the population mean. Nonetheless, researchers have given only slight attention to the topic of estimating sampling variance in RDS, despite the importance of variance estimation for the construction of confidence intervals and hypothesis tests. In this paper, we show that the estimators of RDS sampling variance rely on a critical assumption that the network is First Order Markov (FOM) with respect to the dependent variable of interest. We demonstrate, through intuitive examples, mathematical generalizations, and computational experiments that current RDS variance estimators will always underestimate the population sampling variance of RDS in empirical networks that do not conform to the FOM assumption. Analysis of 215 observed university and school networks from Facebook and Add Health indicates that the FOM assumption is violated in every empirical network we analyze, and that these violations lead to substantially biased RDS estimators of sampling variance. We propose and test two alternative variance estimators that show some promise for reducing biases, but which also illustrate the limits of estimating sampling variance with only partial information on the underlying population social network.

  7. Fringe biasing: A variance reduction technique for optically thick meshes

    Energy Technology Data Exchange (ETDEWEB)

    Smedley-Stevenson, R. P. [AWE PLC, Aldermaston Reading, Berkshire, RG7 4PR (United Kingdom)

    2013-07-01

    Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)

  8. Fringe biasing: A variance reduction technique for optically thick meshes

    International Nuclear Information System (INIS)

    Smedley-Stevenson, R. P.

    2013-01-01

    Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)

  9. Numerical experiment on variance biases and Monte Carlo neutronics analysis with thermal hydraulic feedback

    International Nuclear Information System (INIS)

    Hyung, Jin Shim; Beom, Seok Han; Chang, Hyo Kim

    2003-01-01

    Monte Carlo (MC) power method based on the fixed number of fission sites at the beginning of each cycle is known to cause biases in the variances of the k-eigenvalue (keff) and the fission reaction rate estimates. Because of the biases, the apparent variances of keff and the fission reaction rate estimates from a single MC run tend to be smaller or larger than the real variances of the corresponding quantities, depending on the degree of the inter-generational correlation of the sample. We demonstrate this through a numerical experiment involving 100 independent MC runs for the neutronics analysis of a 17 x 17 fuel assembly of a pressurized water reactor (PWR). We also demonstrate through the numerical experiment that Gelbard and Prael's batch method and Ueki et al's covariance estimation method enable one to estimate the approximate real variances of keff and the fission reaction rate estimates from a single MC run. We then show that the use of the approximate real variances from the two-bias predicting methods instead of the apparent variances provides an efficient MC power iteration scheme that is required in the MC neutronics analysis of a real system to determine the pin power distribution consistent with the thermal hydraulic (TH) conditions of individual pins of the system. (authors)

  10. Empirical single sample quantification of bias and variance in Q-ball imaging.

    Science.gov (United States)

    Hainline, Allison E; Nath, Vishwesh; Parvathaneni, Prasanna; Blaber, Justin A; Schilling, Kurt G; Anderson, Adam W; Kang, Hakmook; Landman, Bennett A

    2018-02-06

    The bias and variance of high angular resolution diffusion imaging methods have not been thoroughly explored in the literature and may benefit from the simulation extrapolation (SIMEX) and bootstrap techniques to estimate bias and variance of high angular resolution diffusion imaging metrics. The SIMEX approach is well established in the statistics literature and uses simulation of increasingly noisy data to extrapolate back to a hypothetical case with no noise. The bias of calculated metrics can then be computed by subtracting the SIMEX estimate from the original pointwise measurement. The SIMEX technique has been studied in the context of diffusion imaging to accurately capture the bias in fractional anisotropy measurements in DTI. Herein, we extend the application of SIMEX and bootstrap approaches to characterize bias and variance in metrics obtained from a Q-ball imaging reconstruction of high angular resolution diffusion imaging data. The results demonstrate that SIMEX and bootstrap approaches provide consistent estimates of the bias and variance of generalized fractional anisotropy, respectively. The RMSE for the generalized fractional anisotropy estimates shows a 7% decrease in white matter and an 8% decrease in gray matter when compared with the observed generalized fractional anisotropy estimates. On average, the bootstrap technique results in SD estimates that are approximately 97% of the true variation in white matter, and 86% in gray matter. Both SIMEX and bootstrap methods are flexible, estimate population characteristics based on single scans, and may be extended for bias and variance estimation on a variety of high angular resolution diffusion imaging metrics. © 2018 International Society for Magnetic Resonance in Medicine.

  11. Analytical results of variance reduction characteristics of biased Monte Carlo for deep-penetration problems

    International Nuclear Information System (INIS)

    Murthy, K.P.N.; Indira, R.

    1986-01-01

    An analytical formulation is presented for calculating the mean and variance of transmission for a model deep-penetration problem. With this formulation, the variance reduction characteristics of two biased Monte Carlo schemes are studied. The first is the usual exponential biasing wherein it is shown that the optimal biasing parameter depends sensitively on the scattering properties of the shielding medium. The second is a scheme that couples exponential biasing to the scattering angle biasing proposed recently. It is demonstrated that the coupled scheme performs better than exponential biasing

  12. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

    Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.

    2010-01-01

    Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the

  13. Complex differential variance angiography with noise-bias correction for optical coherence tomography of the retina.

    Science.gov (United States)

    Braaf, Boy; Donner, Sabine; Nam, Ahhyun S; Bouma, Brett E; Vakoc, Benjamin J

    2018-02-01

    Complex differential variance (CDV) provides phase-sensitive angiographic imaging for optical coherence tomography (OCT) with immunity to phase-instabilities of the imaging system and small-scale axial bulk motion. However, like all angiographic methods, measurement noise can result in erroneous indications of blood flow that confuse the interpretation of angiographic images. In this paper, a modified CDV algorithm that corrects for this noise-bias is presented. This is achieved by normalizing the CDV signal by analytically derived upper and lower limits. The noise-bias corrected CDV algorithm was implemented into an experimental 1 μm wavelength OCT system for retinal imaging that used an eye tracking scanner laser ophthalmoscope at 815 nm for compensation of lateral eye motions. The noise-bias correction improved the CDV imaging of the blood flow in tissue layers with a low signal-to-noise ratio and suppressed false indications of blood flow outside the tissue. In addition, the CDV signal normalization suppressed noise induced by galvanometer scanning errors and small-scale lateral motion. High quality cross-section and motion-corrected en face angiograms of the retina and choroid are presented.

  14. Coupled bias-variance tradeoff for cross-pose face recognition.

    Science.gov (United States)

    Li, Annan; Shan, Shiguang; Gao, Wen

    2012-01-01

    Subspace-based face representation can be looked as a regression problem. From this viewpoint, we first revisited the problem of recognizing faces across pose differences, which is a bottleneck in face recognition. Then, we propose a new approach for cross-pose face recognition using a regressor with a coupled bias-variance tradeoff. We found that striking a coupled balance between bias and variance in regression for different poses could improve the regressor-based cross-pose face representation, i.e., the regressor can be more stable against a pose difference. With the basic idea, ridge regression and lasso regression are explored. Experimental results on CMU PIE, the FERET, and the Multi-PIE face databases show that the proposed bias-variance tradeoff can achieve considerable reinforcement in recognition performance.

  15. A Bias and Variance Analysis for Multistep-Ahead Time Series Forecasting.

    Science.gov (United States)

    Ben Taieb, Souhaib; Atiya, Amir F

    2016-01-01

    Multistep-ahead forecasts can either be produced recursively by iterating a one-step-ahead time series model or directly by estimating a separate model for each forecast horizon. In addition, there are other strategies; some of them combine aspects of both aforementioned concepts. In this paper, we present a comprehensive investigation into the bias and variance behavior of multistep-ahead forecasting strategies. We provide a detailed review of the different multistep-ahead strategies. Subsequently, we perform a theoretical study that derives the bias and variance for a number of forecasting strategies. Finally, we conduct a Monte Carlo experimental study that compares and evaluates the bias and variance performance of the different strategies. From the theoretical and the simulation studies, we analyze the effect of different factors, such as the forecast horizon and the time series length, on the bias and variance components, and on the different multistep-ahead strategies. Several lessons are learned, and recommendations are given concerning the advantages, disadvantages, and best conditions of use of each strategy.

  16. Evaluation of bias and variance in low-count OSEM list mode reconstruction

    International Nuclear Information System (INIS)

    Jian, Y; Carson, R E; Planeta, B

    2015-01-01

    Statistical algorithms have been widely used in PET image reconstruction. The maximum likelihood expectation maximization reconstruction has been shown to produce bias in applications where images are reconstructed from a relatively small number of counts. In this study, image bias and variability in low-count OSEM reconstruction are investigated on images reconstructed with MOLAR (motion-compensation OSEM list-mode algorithm for resolution-recovery reconstruction) platform. A human brain ([ 11 C]AFM) and a NEMA phantom are used in the simulation and real experiments respectively, for the HRRT and Biograph mCT. Image reconstructions were repeated with different combinations of subsets and iterations. Regions of interest were defined on low-activity and high-activity regions to evaluate the bias and noise at matched effective iteration numbers (iterations × subsets). Minimal negative biases and no positive biases were found at moderate count levels and less than 5% negative bias was found using extremely low levels of counts (0.2 M NEC). At any given count level, other factors, such as subset numbers and frame-based scatter correction may introduce small biases (1–5%) in the reconstructed images. The observed bias was substantially lower than that reported in the literature, perhaps due to the use of point spread function and/or other implementation methods in MOLAR. (paper)

  17. Advanced methods of analysis variance on scenarios of nuclear prospective

    International Nuclear Information System (INIS)

    Blazquez, J.; Montalvo, C.; Balbas, M.; Garcia-Berrocal, A.

    2011-01-01

    Traditional techniques of propagation of variance are not very reliable, because there are uncertainties of 100% relative value, for this so use less conventional methods, such as Beta distribution, Fuzzy Logic and the Monte Carlo Method.

  18. Variance of a potential of mean force obtained using the weighted histogram analysis method.

    Science.gov (United States)

    Cukier, Robert I

    2013-11-27

    A potential of mean force (PMF) that provides the free energy of a thermally driven system along some chosen reaction coordinate (RC) is a useful descriptor of systems characterized by complex, high dimensional potential energy surfaces. Umbrella sampling window simulations use potential energy restraints to provide more uniform sampling along a RC so that potential energy barriers that would otherwise make equilibrium sampling computationally difficult can be overcome. Combining the results from the different biased window trajectories can be accomplished using the Weighted Histogram Analysis Method (WHAM). Here, we provide an analysis of the variance of a PMF along the reaction coordinate. We assume that the potential restraints used for each window lead to Gaussian distributions for the window reaction coordinate densities and that the data sampling in each window is from an equilibrium ensemble sampled so that successive points are statistically independent. Also, we assume that neighbor window densities overlap, as required in WHAM, and that further-than-neighbor window density overlap is negligible. Then, an analytic expression for the variance of the PMF along the reaction coordinate at a desired level of spatial resolution can be generated. The variance separates into a sum over all windows with two kinds of contributions: One from the variance of the biased window density normalized by the total biased window density and the other from the variance of the local (for each window's coordinate range) PMF. Based on the desired spatial resolution of the PMF, the former variance can be minimized relative to that from the latter. The method is applied to a model system that has features of a complex energy landscape evocative of a protein with two conformational states separated by a free energy barrier along a collective reaction coordinate. The variance can be constructed from data that is already available from the WHAM PMF construction.

  19. Automatic treatment of the variance estimation bias in TRIPOLI-4 criticality calculations

    International Nuclear Information System (INIS)

    Dumonteil, E.; Malvagi, F.

    2012-01-01

    The central limit (CLT) theorem States conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. The use of Monte Carlo transport codes, such as Tripoli4, relies on those conditions. While these are verified in protection applications (the cycles provide independent measurements of fluxes and related quantities), the hypothesis of independent estimates/cycles is broken in criticality mode. Indeed the power iteration technique used in this mode couples a generation to its progeny. Often, after what is called 'source convergence' this coupling almost disappears (the solution is closed to equilibrium) but for loosely coupled systems, such as for PWR or large nuclear cores, the equilibrium is never found, or at least may take time to reach, and the variance estimation such as allowed by the CLT is under-evaluated. In this paper we first propose, by the mean of two different methods, to evaluate the typical correlation length, as measured in cycles number, and then use this information to diagnose correlation problems and to provide an improved variance estimation. Those two methods are based on Fourier spectral decomposition and on the lag k autocorrelation calculation. A theoretical modeling of the autocorrelation function, based on Gauss-Markov stochastic processes, will also be presented. Tests will be performed with Tripoli4 on a PWR pin cell. (authors)

  20. Automatic treatment of the variance estimation bias in TRIPOLI-4 criticality calculations

    Energy Technology Data Exchange (ETDEWEB)

    Dumonteil, E.; Malvagi, F. [Commissariat a l' Energie Atomique et Aux Energies Alternatives, CEA SACLAY DEN, Laboratoire de Transport Stochastique et Deterministe, 91191 Gif-sur-Yvette (France)

    2012-07-01

    The central limit (CLT) theorem States conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. The use of Monte Carlo transport codes, such as Tripoli4, relies on those conditions. While these are verified in protection applications (the cycles provide independent measurements of fluxes and related quantities), the hypothesis of independent estimates/cycles is broken in criticality mode. Indeed the power iteration technique used in this mode couples a generation to its progeny. Often, after what is called 'source convergence' this coupling almost disappears (the solution is closed to equilibrium) but for loosely coupled systems, such as for PWR or large nuclear cores, the equilibrium is never found, or at least may take time to reach, and the variance estimation such as allowed by the CLT is under-evaluated. In this paper we first propose, by the mean of two different methods, to evaluate the typical correlation length, as measured in cycles number, and then use this information to diagnose correlation problems and to provide an improved variance estimation. Those two methods are based on Fourier spectral decomposition and on the lag k autocorrelation calculation. A theoretical modeling of the autocorrelation function, based on Gauss-Markov stochastic processes, will also be presented. Tests will be performed with Tripoli4 on a PWR pin cell. (authors)

  1. Application of effective variance method for contamination monitor calibration

    International Nuclear Information System (INIS)

    Goncalez, O.L.; Freitas, I.S.M. de.

    1990-01-01

    In this report, the calibration of a thin window Geiger-Muller type monitor for alpha superficial contamination is presented. The calibration curve is obtained by the method of the least-squares fitting with effective variance. The method and the approach for the calculation are briefly discussed. (author)

  2. A Hold-out method to correct PCA variance inflation

    DEFF Research Database (Denmark)

    Garcia-Moreno, Pablo; Artes-Rodriguez, Antonio; Hansen, Lars Kai

    2012-01-01

    In this paper we analyze the problem of variance inflation experienced by the PCA algorithm when working in an ill-posed scenario where the dimensionality of the training set is larger than its sample size. In an earlier article a correction method based on a Leave-One-Out (LOO) procedure...

  3. Evidence for Response Bias as a Source of Error Variance in Applied Assessment

    Science.gov (United States)

    McGrath, Robert E.; Mitchell, Matthew; Kim, Brian H.; Hough, Leaetta

    2010-01-01

    After 100 years of discussion, response bias remains a controversial topic in psychological measurement. The use of bias indicators in applied assessment is predicated on the assumptions that (a) response bias suppresses or moderates the criterion-related validity of substantive psychological indicators and (b) bias indicators are capable of…

  4. Gravity interpretation of dipping faults using the variance analysis method

    International Nuclear Information System (INIS)

    Essa, Khalid S

    2013-01-01

    A new algorithm is developed to estimate simultaneously the depth and the dip angle of a buried fault from the normalized gravity gradient data. This algorithm utilizes numerical first horizontal derivatives computed from the observed gravity anomaly, using filters of successive window lengths to estimate the depth and the dip angle of a buried dipping fault structure. For a fixed window length, the depth is estimated using a least-squares sense for each dip angle. The method is based on computing the variance of the depths determined from all horizontal gradient anomaly profiles using the least-squares method for each dip angle. The minimum variance is used as a criterion for determining the correct dip angle and depth of the buried structure. When the correct dip angle is used, the variance of the depths is always less than the variances computed using wrong dip angles. The technique can be applied not only to the true residuals, but also to the measured Bouguer gravity data. The method is applied to synthetic data with and without random errors and two field examples from Egypt and Scotland. In all cases examined, the estimated depths and other model parameters are found to be in good agreement with the actual values. (paper)

  5. Analysis of inconsistent source sampling in monte carlo weight-window variance reduction methods

    Directory of Open Access Journals (Sweden)

    David P. Griesheimer

    2017-09-01

    Full Text Available The application of Monte Carlo (MC to large-scale fixed-source problems has recently become possible with new hybrid methods that automate generation of parameters for variance reduction techniques. Two common variance reduction techniques, weight windows and source biasing, have been automated and popularized by the consistent adjoint-driven importance sampling (CADIS method. This method uses the adjoint solution from an inexpensive deterministic calculation to define a consistent set of weight windows and source particles for a subsequent MC calculation. One of the motivations for source consistency is to avoid the splitting or rouletting of particles at birth, which requires computational resources. However, it is not always possible or desirable to implement such consistency, which results in inconsistent source biasing. This paper develops an original framework that mathematically expresses the coupling of the weight window and source biasing techniques, allowing the authors to explore the impact of inconsistent source sampling on the variance of MC results. A numerical experiment supports this new framework and suggests that certain classes of problems may be relatively insensitive to inconsistent source sampling schemes with moderate levels of splitting and rouletting.

  6. Cortical surface-based analysis reduces bias and variance in kinetic modeling of brain PET data

    DEFF Research Database (Denmark)

    Greve, Douglas N; Svarer, Claus; Fisher, Patrick M

    2014-01-01

    Exploratory (i.e., voxelwise) spatial methods are commonly used in neuroimaging to identify areas that show an effect when a region-of-interest (ROI) analysis cannot be performed because no strong a priori anatomical hypothesis exists. However, noise at a single voxel is much higher than noise...... in a ROI making noise management critical to successful exploratory analysis. This work explores how preprocessing choices affect the bias and variability of voxelwise kinetic modeling analysis of brain positron emission tomography (PET) data. These choices include the use of volume- or cortical surface...

  7. Variance reduction methods applied to deep-penetration problems

    International Nuclear Information System (INIS)

    Cramer, S.N.

    1984-01-01

    All deep-penetration Monte Carlo calculations require variance reduction methods. Before beginning with a detailed approach to these methods, several general comments concerning deep-penetration calculations by Monte Carlo, the associated variance reduction, and the similarities and differences of these with regard to non-deep-penetration problems will be addressed. The experienced practitioner of Monte Carlo methods will easily find exceptions to any of these generalities, but it is felt that these comments will aid the novice in understanding some of the basic ideas and nomenclature. Also, from a practical point of view, the discussions and developments presented are oriented toward use of the computer codes which are presented in segments of this Monte Carlo course

  8. Isolating Trait and Method Variance in the Measurement of Callous and Unemotional Traits.

    Science.gov (United States)

    Paiva-Salisbury, Melissa L; Gill, Andrew D; Stickle, Timothy R

    2017-09-01

    To examine hypothesized influence of method variance from negatively keyed items in measurement of callous-unemotional (CU) traits, nine a priori confirmatory factor analysis model comparisons of the Inventory of Callous-Unemotional Traits were evaluated on multiple fit indices and theoretical coherence. Tested models included a unidimensional model, a three-factor model, a three-bifactor model, an item response theory-shortened model, two item-parceled models, and three correlated trait-correlated method minus one models (unidimensional, correlated three-factor, and bifactor). Data were self-reports of 234 adolescents (191 juvenile offenders, 43 high school students; 63% male; ages 11-17 years). Consistent with hypotheses, models accounting for method variance substantially improved fit to the data. Additionally, bifactor models with a general CU factor better fit the data compared with correlated factor models, suggesting a general CU factor is important to understanding the construct of CU traits. Future Inventory of Callous-Unemotional Traits analyses should account for method variance from item keying and response bias to isolate trait variance.

  9. Double Minimum Variance Beamforming Method to Enhance Photoacoustic Imaging

    OpenAIRE

    Paridar, Roya; Mozaffarzadeh, Moein; Nasiriavanaki, Mohammadreza; Orooji, Mahdi

    2018-01-01

    One of the common algorithms used to reconstruct photoacoustic (PA) images is the non-adaptive Delay-and-Sum (DAS) beamformer. However, the quality of the reconstructed PA images obtained by DAS is not satisfying due to its high level of sidelobes and wide mainlobe. In contrast, adaptive beamformers, such as minimum variance (MV), result in an improved image compared to DAS. In this paper, a novel beamforming method, called Double MV (D-MV) is proposed to enhance the image quality compared to...

  10. On a New Variance Reduction Technique: Neural Network Biasing-a Study of Two Test Cases with the Monte Carlo Code Tripoli4

    International Nuclear Information System (INIS)

    Dumonteil, E.

    2009-01-01

    Various variance-reduction techniques are used in Monte Carlo particle transport. Most of them rely either on a hypothesis made by the user (parameters of the exponential biasing, mesh and weight bounds for weight windows, etc.) or on a previous calculation of the system with, for example, a deterministic solver. This paper deals with a new acceleration technique, namely, auto-adaptative neural network biasing. Indeed, instead of using any a priori knowledge of the system, it is possible, at a given point in a simulation, to use the Monte Carlo histories previously simulated to train a neural network, which, in return, should be able to provide an estimation of the adjoint flux, used then for biasing the simulation. We will describe this method, detail its implementation in the Monte Carlo code Tripoli4, and discuss its results on two test cases. (author)

  11. Nonlinear unbiased minimum-variance filter for Mars entry autonomous navigation under large uncertainties and unknown measurement bias.

    Science.gov (United States)

    Xiao, Mengli; Zhang, Yongbo; Fu, Huimin; Wang, Zhihua

    2018-05-01

    High-precision navigation algorithm is essential for the future Mars pinpoint landing mission. The unknown inputs caused by large uncertainties of atmospheric density and aerodynamic coefficients as well as unknown measurement biases may cause large estimation errors of conventional Kalman filters. This paper proposes a derivative-free version of nonlinear unbiased minimum variance filter for Mars entry navigation. This filter has been designed to solve this problem by estimating the state and unknown measurement biases simultaneously with derivative-free character, leading to a high-precision algorithm for the Mars entry navigation. IMU/radio beacons integrated navigation is introduced in the simulation, and the result shows that with or without radio blackout, our proposed filter could achieve an accurate state estimation, much better than the conventional unscented Kalman filter, showing the ability of high-precision Mars entry navigation algorithm. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

  12. Some variance reduction methods for numerical stochastic homogenization.

    Science.gov (United States)

    Blanc, X; Le Bris, C; Legoll, F

    2016-04-28

    We give an overview of a series of recent studies devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires that a set of problems is solved at the microscale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behaviour. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts in the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here. © 2016 The Author(s).

  13. Detecting Microsatellites in Genome Data: Variance in Definitions and Bioinformatic Approaches Cause Systematic Bias

    Directory of Open Access Journals (Sweden)

    Angelika Merkel

    2008-01-01

    Full Text Available Microsatellites are currently one of the most commonly used genetic markers. The application of bioinformatic tools has become common practice in the study of these short tandem repeats (STR. However, in silico studies can suffer from study bias. Using a meta-analysis on microsatellite distribution in yeast we show that estimates of numbers of repeats reported by different studies can differ in the order of several magnitudes, even within a single genome. These differences arise because varying definitions of microsatellites, spanning repeat size, array length and array composition, are used in different search paradigms, with minimum array length being the main influencing factor. Structural differences in the implemented search algorithm additionally contribute to variation in the number of repeats detected. We suggest that for future studies a consistent approach to STR searches is adopted in order to improve the power of intra- and interspecific comparisons

  14. A probability-conserving cross-section biasing mechanism for variance reduction in Monte Carlo particle transport calculations

    Energy Technology Data Exchange (ETDEWEB)

    Mendenhall, Marcus H., E-mail: marcus.h.mendenhall@vanderbilt.edu [Vanderbilt University, Department of Electrical Engineering, P.O. Box 351824B, Nashville, TN 37235 (United States); Weller, Robert A., E-mail: robert.a.weller@vanderbilt.edu [Vanderbilt University, Department of Electrical Engineering, P.O. Box 351824B, Nashville, TN 37235 (United States)

    2012-03-01

    In Monte Carlo particle transport codes, it is often important to adjust reaction cross-sections to reduce the variance of calculations of relatively rare events, in a technique known as non-analog Monte Carlo. We present the theory and sample code for a Geant4 process which allows the cross-section of a G4VDiscreteProcess to be scaled, while adjusting track weights so as to mitigate the effects of altered primary beam depletion induced by the cross-section change. This makes it possible to increase the cross-section of nuclear reactions by factors exceeding 10{sup 4} (in appropriate cases), without distorting the results of energy deposition calculations or coincidence rates. The procedure is also valid for bias factors less than unity, which is useful in problems that involve the computation of particle penetration deep into a target (e.g. atmospheric showers or shielding studies).

  15. A probability-conserving cross-section biasing mechanism for variance reduction in Monte Carlo particle transport calculations

    International Nuclear Information System (INIS)

    Mendenhall, Marcus H.; Weller, Robert A.

    2012-01-01

    In Monte Carlo particle transport codes, it is often important to adjust reaction cross-sections to reduce the variance of calculations of relatively rare events, in a technique known as non-analog Monte Carlo. We present the theory and sample code for a Geant4 process which allows the cross-section of a G4VDiscreteProcess to be scaled, while adjusting track weights so as to mitigate the effects of altered primary beam depletion induced by the cross-section change. This makes it possible to increase the cross-section of nuclear reactions by factors exceeding 10 4 (in appropriate cases), without distorting the results of energy deposition calculations or coincidence rates. The procedure is also valid for bias factors less than unity, which is useful in problems that involve the computation of particle penetration deep into a target (e.g. atmospheric showers or shielding studies).

  16. Autocalibration method for non-stationary CT bias correction.

    Science.gov (United States)

    Vegas-Sánchez-Ferrero, Gonzalo; Ledesma-Carbayo, Maria J; Washko, George R; Estépar, Raúl San José

    2018-02-01

    Computed tomography (CT) is a widely used imaging modality for screening and diagnosis. However, the deleterious effects of radiation exposure inherent in CT imaging require the development of image reconstruction methods which can reduce exposure levels. The development of iterative reconstruction techniques is now enabling the acquisition of low-dose CT images whose quality is comparable to that of CT images acquired with much higher radiation dosages. However, the characterization and calibration of the CT signal due to changes in dosage and reconstruction approaches is crucial to provide clinically relevant data. Although CT scanners are calibrated as part of the imaging workflow, the calibration is limited to select global reference values and does not consider other inherent factors of the acquisition that depend on the subject scanned (e.g. photon starvation, partial volume effect, beam hardening) and result in a non-stationary noise response. In this work, we analyze the effect of reconstruction biases caused by non-stationary noise and propose an autocalibration methodology to compensate it. Our contributions are: 1) the derivation of a functional relationship between observed bias and non-stationary noise, 2) a robust and accurate method to estimate the local variance, 3) an autocalibration methodology that does not necessarily rely on a calibration phantom, attenuates the bias caused by noise and removes the systematic bias observed in devices from different vendors. The validation of the proposed methodology was performed with a physical phantom and clinical CT scans acquired with different configurations (kernels, doses, algorithms including iterative reconstruction). The results confirmed the suitability of the proposed methods for removing the intra-device and inter-device reconstruction biases. Copyright © 2017 Elsevier B.V. All rights reserved.

  17. Sampling of temporal networks: Methods and biases

    Science.gov (United States)

    Rocha, Luis E. C.; Masuda, Naoki; Holme, Petter

    2017-11-01

    Temporal networks have been increasingly used to model a diversity of systems that evolve in time; for example, human contact structures over which dynamic processes such as epidemics take place. A fundamental aspect of real-life networks is that they are sampled within temporal and spatial frames. Furthermore, one might wish to subsample networks to reduce their size for better visualization or to perform computationally intensive simulations. The sampling method may affect the network structure and thus caution is necessary to generalize results based on samples. In this paper, we study four sampling strategies applied to a variety of real-life temporal networks. We quantify the biases generated by each sampling strategy on a number of relevant statistics such as link activity, temporal paths and epidemic spread. We find that some biases are common in a variety of networks and statistics, but one strategy, uniform sampling of nodes, shows improved performance in most scenarios. Given the particularities of temporal network data and the variety of network structures, we recommend that the choice of sampling methods be problem oriented to minimize the potential biases for the specific research questions on hand. Our results help researchers to better design network data collection protocols and to understand the limitations of sampled temporal network data.

  18. Per-pixel bias-variance decomposition of continuous errors in data-driven geospatial modeling: A case study in environmental remote sensing

    Science.gov (United States)

    Gao, Jing; Burt, James E.

    2017-12-01

    This study investigates the usefulness of a per-pixel bias-variance error decomposition (BVD) for understanding and improving spatially-explicit data-driven models of continuous variables in environmental remote sensing (ERS). BVD is a model evaluation method originated from machine learning and have not been examined for ERS applications. Demonstrated with a showcase regression tree model mapping land imperviousness (0-100%) using Landsat images, our results showed that BVD can reveal sources of estimation errors, map how these sources vary across space, reveal the effects of various model characteristics on estimation accuracy, and enable in-depth comparison of different error metrics. Specifically, BVD bias maps can help analysts identify and delineate model spatial non-stationarity; BVD variance maps can indicate potential effects of ensemble methods (e.g. bagging), and inform efficient training sample allocation - training samples should capture the full complexity of the modeled process, and more samples should be allocated to regions with more complex underlying processes rather than regions covering larger areas. Through examining the relationships between model characteristics and their effects on estimation accuracy revealed by BVD for both absolute and squared errors (i.e. error is the absolute or the squared value of the difference between observation and estimate), we found that the two error metrics embody different diagnostic emphases, can lead to different conclusions about the same model, and may suggest different solutions for performance improvement. We emphasize BVD's strength in revealing the connection between model characteristics and estimation accuracy, as understanding this relationship empowers analysts to effectively steer performance through model adjustments.

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

    Directory of Open Access Journals (Sweden)

    Daniel Bartz

    Full Text Available Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation.

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

    Science.gov (United States)

    Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W; Müller, Klaus-Robert; Lemm, Steven

    2013-01-01

    Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation.

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

    Science.gov (United States)

    Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W.; Müller, Klaus-Robert; Lemm, Steven

    2013-01-01

    Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation. PMID:23844016

  2. How large are actor and partner effects of personality on relationship satisfaction? The importance of controlling for shared method variance.

    Science.gov (United States)

    Orth, Ulrich

    2013-10-01

    Previous research suggests that the personality of a relationship partner predicts not only the individual's own satisfaction with the relationship but also the partner's satisfaction. Based on the actor-partner interdependence model, the present research tested whether actor and partner effects of personality are biased when the same method (e.g., self-report) is used for the assessment of personality and relationship satisfaction and, consequently, shared method variance is not controlled for. Data came from 186 couples, of whom both partners provided self- and partner reports on the Big Five personality traits. Depending on the research design, actor effects were larger than partner effects (when using only self-reports), smaller than partner effects (when using only partner reports), or of about the same size as partner effects (when using self- and partner reports). The findings attest to the importance of controlling for shared method variance in dyadic data analysis.

  3. Correcting for Systematic Bias in Sample Estimates of Population Variances: Why Do We Divide by n-1?

    Science.gov (United States)

    Mittag, Kathleen Cage

    An important topic presented in introductory statistics courses is the estimation of population parameters using samples. Students learn that when estimating population variances using sample data, we always get an underestimate of the population variance if we divide by n rather than n-1. One implication of this correction is that the degree of…

  4. Is residual memory variance a valid method for quantifying cognitive reserve? A longitudinal application

    Science.gov (United States)

    Zahodne, Laura B.; Manly, Jennifer J.; Brickman, Adam M.; Narkhede, Atul; Griffith, Erica Y.; Guzman, Vanessa A.; Schupf, Nicole; Stern, Yaakov

    2016-01-01

    Cognitive reserve describes the mismatch between brain integrity and cognitive performance. Older adults with high cognitive reserve are more resilient to age-related brain pathology. Traditionally, cognitive reserve is indexed indirectly via static proxy variables (e.g., years of education). More recently, cross-sectional studies have suggested that reserve can be expressed as residual variance in episodic memory performance that remains after accounting for demographic factors and brain pathology (whole brain, hippocampal, and white matter hyperintensity volumes). The present study extends these methods to a longitudinal framework in a community-based cohort of 244 older adults who underwent two comprehensive neuropsychological and structural magnetic resonance imaging sessions over 4.6 years. On average, residual memory variance decreased over time, consistent with the idea that cognitive reserve is depleted over time. Individual differences in change in residual memory variance predicted incident dementia, independent of baseline residual memory variance. Multiple-group latent difference score models revealed tighter coupling between brain and language changes among individuals with decreasing residual memory variance. These results suggest that changes in residual memory variance may capture a dynamic aspect of cognitive reserve and could be a useful way to summarize individual cognitive responses to brain changes. Change in residual memory variance among initially non-demented older adults was a better predictor of incident dementia than residual memory variance measured at one time-point. PMID:26348002

  5. Is residual memory variance a valid method for quantifying cognitive reserve? A longitudinal application.

    Science.gov (United States)

    Zahodne, Laura B; Manly, Jennifer J; Brickman, Adam M; Narkhede, Atul; Griffith, Erica Y; Guzman, Vanessa A; Schupf, Nicole; Stern, Yaakov

    2015-10-01

    Cognitive reserve describes the mismatch between brain integrity and cognitive performance. Older adults with high cognitive reserve are more resilient to age-related brain pathology. Traditionally, cognitive reserve is indexed indirectly via static proxy variables (e.g., years of education). More recently, cross-sectional studies have suggested that reserve can be expressed as residual variance in episodic memory performance that remains after accounting for demographic factors and brain pathology (whole brain, hippocampal, and white matter hyperintensity volumes). The present study extends these methods to a longitudinal framework in a community-based cohort of 244 older adults who underwent two comprehensive neuropsychological and structural magnetic resonance imaging sessions over 4.6 years. On average, residual memory variance decreased over time, consistent with the idea that cognitive reserve is depleted over time. Individual differences in change in residual memory variance predicted incident dementia, independent of baseline residual memory variance. Multiple-group latent difference score models revealed tighter coupling between brain and language changes among individuals with decreasing residual memory variance. These results suggest that changes in residual memory variance may capture a dynamic aspect of cognitive reserve and could be a useful way to summarize individual cognitive responses to brain changes. Change in residual memory variance among initially non-demented older adults was a better predictor of incident dementia than residual memory variance measured at one time-point. Copyright © 2015. Published by Elsevier Ltd.

  6. Analysis of force variance for a continuous miner drum using the Design of Experiments method

    Energy Technology Data Exchange (ETDEWEB)

    S. Somanchi; V.J. Kecojevic; C.J. Bise [Pennsylvania State University, University Park, PA (United States)

    2006-06-15

    Continuous miners (CMs) are excavating machines designed to extract a variety of minerals by underground mining. The variance in force experienced by the cutting drum is a very important aspect that must be considered during drum design. A uniform variance essentially means that an equal load is applied on the individual cutting bits and this, in turn, enables better cutting action, greater efficiency, and longer bit and machine life. There are certain input parameters used in the drum design whose exact relationships with force variance are not clearly understood. This paper determines (1) the factors that have a significant effect on the force variance of the drum and (2) the values that can be assigned to these factors to minimize the force variance. A computer program, Continuous Miner Drum (CMD), was developed in collaboration with Kennametal, Inc. to facilitate the mechanical design of CM drums. CMD also facilitated data collection for determining significant factors affecting force variance. Six input parameters, including centre pitch, outer pitch, balance angle, shift angle, set angle and relative angle were tested at two levels. Trials were configured using the Design of Experiments (DoE) method where 2{sup 6} full-factorial experimental design was selected to investigate the effect of these factors on force variance. Results from the analysis show that all parameters except balance angle, as well as their interactions, significantly affect the force variance.

  7. Methods to estimate the between‐study variance and its uncertainty in meta‐analysis†

    Science.gov (United States)

    Jackson, Dan; Viechtbauer, Wolfgang; Bender, Ralf; Bowden, Jack; Knapp, Guido; Kuss, Oliver; Higgins, Julian PT; Langan, Dean; Salanti, Georgia

    2015-01-01

    Meta‐analyses are typically used to estimate the overall/mean of an outcome of interest. However, inference about between‐study variability, which is typically modelled using a between‐study variance parameter, is usually an additional aim. The DerSimonian and Laird method, currently widely used by default to estimate the between‐study variance, has been long challenged. Our aim is to identify known methods for estimation of the between‐study variance and its corresponding uncertainty, and to summarise the simulation and empirical evidence that compares them. We identified 16 estimators for the between‐study variance, seven methods to calculate confidence intervals, and several comparative studies. Simulation studies suggest that for both dichotomous and continuous data the estimator proposed by Paule and Mandel and for continuous data the restricted maximum likelihood estimator are better alternatives to estimate the between‐study variance. Based on the scenarios and results presented in the published studies, we recommend the Q‐profile method and the alternative approach based on a ‘generalised Cochran between‐study variance statistic’ to compute corresponding confidence intervals around the resulting estimates. Our recommendations are based on a qualitative evaluation of the existing literature and expert consensus. Evidence‐based recommendations require an extensive simulation study where all methods would be compared under the same scenarios. © 2015 The Authors. Research Synthesis Methods published by John Wiley & Sons Ltd. PMID:26332144

  8. Biasing transition rate method based on direct MC simulation for probabilistic safety assessment

    Institute of Scientific and Technical Information of China (English)

    Xiao-Lei Pan; Jia-Qun Wang; Run Yuan; Fang Wang; Han-Qing Lin; Li-Qin Hu; Jin Wang

    2017-01-01

    Direct Monte Carlo (MC) simulation is a powerful probabilistic safety assessment method for accounting dynamics of the system.But it is not efficient at simulating rare events.A biasing transition rate method based on direct MC simulation is proposed to solve the problem in this paper.This method biases transition rates of the components by adding virtual components to them in series to increase the occurrence probability of the rare event,hence the decrease in the variance of MC estimator.Several cases are used to benchmark this method.The results show that the method is effective at modeling system failure and is more efficient at collecting evidence of rare events than the direct MC simulation.The performance is greatly improved by the biasing transition rate method.

  9. Prospective motion correction with volumetric navigators (vNavs) reduces the bias and variance in brain morphometry induced by subject motion.

    Science.gov (United States)

    Tisdall, M Dylan; Reuter, Martin; Qureshi, Abid; Buckner, Randy L; Fischl, Bruce; van der Kouwe, André J W

    2016-02-15

    Recent work has demonstrated that subject motion produces systematic biases in the metrics computed by widely used morphometry software packages, even when the motion is too small to produce noticeable image artifacts. In the common situation where the control population exhibits different behaviors in the scanner when compared to the experimental population, these systematic measurement biases may produce significant confounds for between-group analyses, leading to erroneous conclusions about group differences. While previous work has shown that prospective motion correction can improve perceived image quality, here we demonstrate that, in healthy subjects performing a variety of directed motions, the use of the volumetric navigator (vNav) prospective motion correction system significantly reduces the motion-induced bias and variance in morphometry. Copyright © 2015 Elsevier Inc. All rights reserved.

  10. Approximate Bias Correction in Econometrics

    OpenAIRE

    James G. MacKinnon; Anthony A. Smith Jr.

    1995-01-01

    This paper discusses ways to reduce the bias of consistent estimators that are biased in finite samples. It is necessary that the bias function, which relates parameter values to bias, should be estimable by computer simulation or by some other method. If so, bias can be reduced or, in some cases that may not be unrealistic, even eliminated. In general, several evaluations of the bias function will be required to do this. Unfortunately, reducing bias may increase the variance, or even the mea...

  11. Variance-to-mean method generalized by linear difference filter technique

    International Nuclear Information System (INIS)

    Hashimoto, Kengo; Ohsaki, Hiroshi; Horiguchi, Tetsuo; Yamane, Yoshihiro; Shiroya, Seiji

    1998-01-01

    The conventional variance-to-mean method (Feynman-α method) seriously suffers the divergency of the variance under such a transient condition as a reactor power drift. Strictly speaking, then, the use of the Feynman-α is restricted to a steady state. To apply the method to more practical uses, it is desirable to overcome this kind of difficulty. For this purpose, we propose an usage of higher-order difference filter technique to reduce the effect of the reactor power drift, and derive several new formulae taking account of the filtering. The capability of the formulae proposed was demonstrated through experiments in the Kyoto University Critical Assembly. The experimental results indicate that the divergency of the variance can be effectively suppressed by the filtering technique, and that the higher-order filter becomes necessary with increasing variation rate in power

  12. The Variance-covariance Method using IOWGA Operator for Tourism Forecast Combination

    Directory of Open Access Journals (Sweden)

    Liangping Wu

    2014-08-01

    Full Text Available Three combination methods commonly used in tourism forecasting are the simple average method, the variance-covariance method and the discounted MSFE method. These methods assign the different weights that can not change at each time point to each individual forecasting model. In this study, we introduce the IOWGA operator combination method which can overcome the defect of previous three combination methods into tourism forecasting. Moreover, we further investigate the performance of the four combination methods through the theoretical evaluation and the forecasting evaluation. The results of the theoretical evaluation show that the IOWGA operator combination method obtains extremely well performance and outperforms the other forecast combination methods. Furthermore, the IOWGA operator combination method can be of well forecast performance and performs almost the same to the variance-covariance combination method for the forecasting evaluation. The IOWGA operator combination method mainly reflects the maximization of improving forecasting accuracy and the variance-covariance combination method mainly reflects the decrease of the forecast error. For future research, it may be worthwhile introducing and examining other new combination methods that may improve forecasting accuracy or employing other techniques to control the time for updating the weights in combined forecasts.

  13. Variance analysis of the Monte-Carlo perturbation source method in inhomogeneous linear particle transport problems

    International Nuclear Information System (INIS)

    Noack, K.

    1982-01-01

    The perturbation source method may be a powerful Monte-Carlo means to calculate small effects in a particle field. In a preceding paper we have formulated this methos in inhomogeneous linear particle transport problems describing the particle fields by solutions of Fredholm integral equations and have derived formulae for the second moment of the difference event point estimator. In the present paper we analyse the general structure of its variance, point out the variance peculiarities, discuss the dependence on certain transport games and on generation procedures of the auxiliary particles and draw conclusions to improve this method

  14. A probability-conserving cross-section biasing mechanism for variance reduction in Monte Carlo particle transport calculations

    OpenAIRE

    Mendenhall, Marcus H.; Weller, Robert A.

    2011-01-01

    In Monte Carlo particle transport codes, it is often important to adjust reaction cross sections to reduce the variance of calculations of relatively rare events, in a technique known as non-analogous Monte Carlo. We present the theory and sample code for a Geant4 process which allows the cross section of a G4VDiscreteProcess to be scaled, while adjusting track weights so as to mitigate the effects of altered primary beam depletion induced by the cross section change. This makes it possible t...

  15. Estimating Mean and Variance Through Quantiles : An Experimental Comparison of Different Methods

    NARCIS (Netherlands)

    Moors, J.J.A.; Strijbosch, L.W.G.; van Groenendaal, W.J.H.

    2002-01-01

    If estimates of mean and variance are needed and only experts' opinions are available, the literature agrees that it is wise behaviour to ask only for their (subjective) estimates of quantiles: from these, estimates of the desired parameters are calculated.Quite a number of methods have been

  16. Analysis of rhythmic variance - ANORVA. A new simple method for detecting rhythms in biological time series

    Directory of Open Access Journals (Sweden)

    Peter Celec

    2004-01-01

    Full Text Available Cyclic variations of variables are ubiquitous in biomedical science. A number of methods for detecting rhythms have been developed, but they are often difficult to interpret. A simple procedure for detecting cyclic variations in biological time series and quantification of their probability is presented here. Analysis of rhythmic variance (ANORVA is based on the premise that the variance in groups of data from rhythmic variables is low when a time distance of one period exists between the data entries. A detailed stepwise calculation is presented including data entry and preparation, variance calculating, and difference testing. An example for the application of the procedure is provided, and a real dataset of the number of papers published per day in January 2003 using selected keywords is compared to randomized datasets. Randomized datasets show no cyclic variations. The number of papers published daily, however, shows a clear and significant (p<0.03 circaseptan (period of 7 days rhythm, probably of social origin

  17. Partial Variance of Increments Method in Solar Wind Observations and Plasma Simulations

    Science.gov (United States)

    Greco, A.; Matthaeus, W. H.; Perri, S.; Osman, K. T.; Servidio, S.; Wan, M.; Dmitruk, P.

    2018-02-01

    The method called "PVI" (Partial Variance of Increments) has been increasingly used in analysis of spacecraft and numerical simulation data since its inception in 2008. The purpose of the method is to study the kinematics and formation of coherent structures in space plasmas, a topic that has gained considerable attention, leading the development of identification methods, observations, and associated theoretical research based on numerical simulations. This review paper will summarize key features of the method and provide a synopsis of the main results obtained by various groups using the method. This will enable new users or those considering methods of this type to find details and background collected in one place.

  18. A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

    International Nuclear Information System (INIS)

    Vidal-Codina, F.; Nguyen, N.C.; Giles, M.B.; Peraire, J.

    2015-01-01

    We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method

  19. Bias in mean velocities and noise in variances and covariances measured using a multistatic acoustic profiler: the Nortek Vectrino Profiler

    International Nuclear Information System (INIS)

    Thomas, R E; Schindfessel, L; Creëlle, S; De Mulder, T; McLelland, S J

    2017-01-01

    This paper compiles the technical characteristics and operating principles of the Nortek Vectrino Profiler and reviews previously reported user experiences. A series of experiments are then presented that investigate instrument behaviour and performance, with a particular focus on variations within the profile. First, controlled tests investigate the sensitivity of acoustic amplitude (and Signal-to-Noise Ratio, SNR) and pulse-to-pulse correlation coefficient, R 2 , to seeding concentration and cell geometry. Second, a novel methodology that systematically shifts profiling cells through a single absolute vertical position investigates the sensitivity of mean velocities, SNR and noise to: (a) emitted sound intensity and the presence (or absence) of acoustic seeding; and (b) varying flow rates under ideal acoustic seeding conditions. A new solution is derived to quantify the noise affecting the two perpendicular tristatic systems of the Vectrino Profiler and its contribution to components of the Reynolds stress tensor. Results suggest that for the Vectrino Profiler: 1. optimum acoustic seeding concentrations are ∼3000 to 6000 mg L −1 ; 2. mean velocity magnitudes are biased by variable amounts in proximal cells but are consistently underestimated in distal cells; 3. noise varies parabolically with a minimum around the ‘sweet spot’, 50 mm below the transceiver; 4. the receiver beams only intersect at the sweet spot and diverge nearer to and further from the transceiver. This divergence significantly reduces the size of the sampled area away from the sweet spot, reducing data quality; 5. the most reliable velocity data will normally be collected in the region between approximately 43 and 61 mm below the transceiver. (paper)

  20. Bias in mean velocities and noise in variances and covariances measured using a multistatic acoustic profiler: the Nortek Vectrino Profiler

    Science.gov (United States)

    Thomas, R. E.; Schindfessel, L.; McLelland, S. J.; Creëlle, S.; De Mulder, T.

    2017-07-01

    This paper compiles the technical characteristics and operating principles of the Nortek Vectrino Profiler and reviews previously reported user experiences. A series of experiments are then presented that investigate instrument behaviour and performance, with a particular focus on variations within the profile. First, controlled tests investigate the sensitivity of acoustic amplitude (and Signal-to-Noise Ratio, SNR) and pulse-to-pulse correlation coefficient, R 2, to seeding concentration and cell geometry. Second, a novel methodology that systematically shifts profiling cells through a single absolute vertical position investigates the sensitivity of mean velocities, SNR and noise to: (a) emitted sound intensity and the presence (or absence) of acoustic seeding; and (b) varying flow rates under ideal acoustic seeding conditions. A new solution is derived to quantify the noise affecting the two perpendicular tristatic systems of the Vectrino Profiler and its contribution to components of the Reynolds stress tensor. Results suggest that for the Vectrino Profiler: 1. optimum acoustic seeding concentrations are ~3000 to 6000 mg L-1 2. mean velocity magnitudes are biased by variable amounts in proximal cells but are consistently underestimated in distal cells; 3. noise varies parabolically with a minimum around the ‘sweet spot’, 50 mm below the transceiver; 4. the receiver beams only intersect at the sweet spot and diverge nearer to and further from the transceiver. This divergence significantly reduces the size of the sampled area away from the sweet spot, reducing data quality; 5. the most reliable velocity data will normally be collected in the region between approximately 43 and 61 mm below the transceiver.

  1. Dynamic Allan Variance Analysis Method with Time-Variant Window Length Based on Fuzzy Control

    Directory of Open Access Journals (Sweden)

    Shanshan Gu

    2015-01-01

    Full Text Available To solve the problem that dynamic Allan variance (DAVAR with fixed length of window cannot meet the identification accuracy requirement of fiber optic gyro (FOG signal over all time domains, a dynamic Allan variance analysis method with time-variant window length based on fuzzy control is proposed. According to the characteristic of FOG signal, a fuzzy controller with the inputs of the first and second derivatives of FOG signal is designed to estimate the window length of the DAVAR. Then the Allan variances of the signals during the time-variant window are simulated to obtain the DAVAR of the FOG signal to describe the dynamic characteristic of the time-varying FOG signal. Additionally, a performance evaluation index of the algorithm based on radar chart is proposed. Experiment results show that, compared with different fixed window lengths DAVAR methods, the change of FOG signal with time can be identified effectively and the evaluation index of performance can be enhanced by 30% at least by the DAVAR method with time-variant window length based on fuzzy control.

  2. Evaluation of Bias-Variance Trade-Off for Commonly Used Post-Summarizing Normalization Procedures in Large-Scale Gene Expression Studies

    Science.gov (United States)

    Qiu, Xing; Hu, Rui; Wu, Zhixin

    2014-01-01

    Normalization procedures are widely used in high-throughput genomic data analyses to remove various technological noise and variations. They are known to have profound impact to the subsequent gene differential expression analysis. Although there has been some research in evaluating different normalization procedures, few attempts have been made to systematically evaluate the gene detection performances of normalization procedures from the bias-variance trade-off point of view, especially with strong gene differentiation effects and large sample size. In this paper, we conduct a thorough study to evaluate the effects of normalization procedures combined with several commonly used statistical tests and MTPs under different configurations of effect size and sample size. We conduct theoretical evaluation based on a random effect model, as well as simulation and biological data analyses to verify the results. Based on our findings, we provide some practical guidance for selecting a suitable normalization procedure under different scenarios. PMID:24941114

  3. A nonparametric mean-variance smoothing method to assess Arabidopsis cold stress transcriptional regulator CBF2 overexpression microarray data.

    Science.gov (United States)

    Hu, Pingsha; Maiti, Tapabrata

    2011-01-01

    Microarray is a powerful tool for genome-wide gene expression analysis. In microarray expression data, often mean and variance have certain relationships. We present a non-parametric mean-variance smoothing method (NPMVS) to analyze differentially expressed genes. In this method, a nonlinear smoothing curve is fitted to estimate the relationship between mean and variance. Inference is then made upon shrinkage estimation of posterior means assuming variances are known. Different methods have been applied to simulated datasets, in which a variety of mean and variance relationships were imposed. The simulation study showed that NPMVS outperformed the other two popular shrinkage estimation methods in some mean-variance relationships; and NPMVS was competitive with the two methods in other relationships. A real biological dataset, in which a cold stress transcription factor gene, CBF2, was overexpressed, has also been analyzed with the three methods. Gene ontology and cis-element analysis showed that NPMVS identified more cold and stress responsive genes than the other two methods did. The good performance of NPMVS is mainly due to its shrinkage estimation for both means and variances. In addition, NPMVS exploits a non-parametric regression between mean and variance, instead of assuming a specific parametric relationship between mean and variance. The source code written in R is available from the authors on request.

  4. Sound recovery via intensity variations of speckle pattern pixels selected with variance-based method

    Science.gov (United States)

    Zhu, Ge; Yao, Xu-Ri; Qiu, Peng; Mahmood, Waqas; Yu, Wen-Kai; Sun, Zhi-Bin; Zhai, Guang-Jie; Zhao, Qing

    2018-02-01

    In general, the sound waves can cause the vibration of the objects that are encountered in the traveling path. If we make a laser beam illuminate the rough surface of an object, it will be scattered into a speckle pattern that vibrates with these sound waves. Here, an efficient variance-based method is proposed to recover the sound information from speckle patterns captured by a high-speed camera. This method allows us to select the proper pixels that have large variances of the gray-value variations over time, from a small region of the speckle patterns. The gray-value variations of these pixels are summed together according to a simple model to recover the sound with a high signal-to-noise ratio. Meanwhile, our method will significantly simplify the computation compared with the traditional digital-image-correlation technique. The effectiveness of the proposed method has been verified by applying a variety of objects. The experimental results illustrate that the proposed method is robust to the quality of the speckle patterns and costs more than one-order less time to perform the same number of the speckle patterns. In our experiment, a sound signal of time duration 1.876 s is recovered from various objects with time consumption of 5.38 s only.

  5. A new method for mapping perceptual biases across visual space.

    Science.gov (United States)

    Finlayson, Nonie J; Papageorgiou, Andriani; Schwarzkopf, D Samuel

    2017-08-01

    How we perceive the environment is not stable and seamless. Recent studies found that how a person qualitatively experiences even simple visual stimuli varies dramatically across different locations in the visual field. Here we use a method we developed recently that we call multiple alternatives perceptual search (MAPS) for efficiently mapping such perceptual biases across several locations. This procedure reliably quantifies the spatial pattern of perceptual biases and also of uncertainty and choice. We show that these measurements are strongly correlated with those from traditional psychophysical methods and that exogenous attention can skew biases without affecting overall task performance. Taken together, MAPS is an efficient method to measure how an individual's perceptual experience varies across space.

  6. Bias correction for estimated QTL effects using the penalized maximum likelihood method.

    Science.gov (United States)

    Zhang, J; Yue, C; Zhang, Y-M

    2012-04-01

    A penalized maximum likelihood method has been proposed as an important approach to the detection of epistatic quantitative trait loci (QTL). However, this approach is not optimal in two special situations: (1) closely linked QTL with effects in opposite directions and (2) small-effect QTL, because the method produces downwardly biased estimates of QTL effects. The present study aims to correct the bias by using correction coefficients and shifting from the use of a uniform prior on the variance parameter of a QTL effect to that of a scaled inverse chi-square prior. The results of Monte Carlo simulation experiments show that the improved method increases the power from 25 to 88% in the detection of two closely linked QTL of equal size in opposite directions and from 60 to 80% in the identification of QTL with small effects (0.5% of the total phenotypic variance). We used the improved method to detect QTL responsible for the barley kernel weight trait using 145 doubled haploid lines developed in the North American Barley Genome Mapping Project. Application of the proposed method to other shrinkage estimation of QTL effects is discussed.

  7. Estimation of measurement variances

    International Nuclear Information System (INIS)

    Jaech, J.L.

    1984-01-01

    The estimation of measurement error parameters in safeguards systems is discussed. Both systematic and random errors are considered. A simple analysis of variances to characterize the measurement error structure with biases varying over time is presented

  8. Estimation of measurement variances

    International Nuclear Information System (INIS)

    Anon.

    1981-01-01

    In the previous two sessions, it was assumed that the measurement error variances were known quantities when the variances of the safeguards indices were calculated. These known quantities are actually estimates based on historical data and on data generated by the measurement program. Session 34 discusses how measurement error parameters are estimated for different situations. The various error types are considered. The purpose of the session is to enable participants to: (1) estimate systematic error variances from standard data; (2) estimate random error variances from data as replicate measurement data; (3) perform a simple analysis of variances to characterize the measurement error structure when biases vary over time

  9. Statistical methods for accurately determining criticality code bias

    International Nuclear Information System (INIS)

    Trumble, E.F.; Kimball, K.D.

    1997-01-01

    A system of statistically treating validation calculations for the purpose of determining computer code bias is provided in this paper. The following statistical treatments are described: weighted regression analysis, lower tolerance limit, lower tolerance band, and lower confidence band. These methods meet the criticality code validation requirements of ANS 8.1. 8 refs., 5 figs., 4 tabs

  10. CEO emotional bias and investment decision, Bayesian network method

    Directory of Open Access Journals (Sweden)

    Jarboui Anis

    2012-08-01

    Full Text Available This research examines the determinants of firms’ investment introducing a behavioral perspective that has received little attention in corporate finance literature. The following central hypothesis emerges from a set of recently developed theories: Investment decisions are influenced not only by their fundamentals but also depend on some other factors. One factor is the biasness of any CEO to their investment, biasness depends on the cognition and emotions, because some leaders use them as heuristic for the investment decision instead of fundamentals. This paper shows how CEO emotional bias (optimism, loss aversion and overconfidence affects the investment decisions. The proposed model of this paper uses Bayesian Network Method to examine this relationship. Emotional bias has been measured by means of a questionnaire comprising several items. As for the selected sample, it has been composed of some 100 Tunisian executives. Our results have revealed that the behavioral analysis of investment decision implies leader affected by behavioral biases (optimism, loss aversion, and overconfidence adjusts its investment choices based on their ability to assess alternatives (optimism and overconfidence and risk perception (loss aversion to create of shareholder value and ensure its place at the head of the management team.

  11. Mean-Variance-CvaR Model of Multiportfolio Optimization via Linear Weighted Sum Method

    Directory of Open Access Journals (Sweden)

    Younes Elahi

    2014-01-01

    Full Text Available We propose a new approach to optimizing portfolios to mean-variance-CVaR (MVC model. Although of several researches have studied the optimal MVC model of portfolio, the linear weighted sum method (LWSM was not implemented in the area. The aim of this paper is to investigate the optimal portfolio model based on MVC via LWSM. With this method, the solution of the MVC model of portfolio as the multiobjective problem is presented. In data analysis section, this approach in investing on two assets is investigated. An MVC model of the multiportfolio was implemented in MATLAB and tested on the presented problem. It is shown that, by using three objective functions, it helps the investors to manage their portfolio better and thereby minimize the risk and maximize the return of the portfolio. The main goal of this study is to modify the current models and simplify it by using LWSM to obtain better results.

  12. Application of variance reduction techniques of Monte-Carlo method to deep penetration shielding problems

    International Nuclear Information System (INIS)

    Rawat, K.K.; Subbaiah, K.V.

    1996-01-01

    General purpose Monte Carlo code MCNP is being widely employed for solving deep penetration problems by applying variance reduction techniques. These techniques depend on the nature and type of the problem being solved. Application of geometry splitting and implicit capture method are examined to study the deep penetration problems of neutron, gamma and coupled neutron-gamma in thick shielding materials. The typical problems chosen are: i) point isotropic monoenergetic gamma ray source of 1 MeV energy in nearly infinite water medium, ii) 252 Cf spontaneous source at the centre of 140 cm thick water and concrete and iii) 14 MeV fast neutrons incident on the axis of 100 cm thick concrete disk. (author). 7 refs., 5 figs

  13. Ant colony method to control variance reduction techniques in the Monte Carlo simulation of clinical electron linear accelerators

    Energy Technology Data Exchange (ETDEWEB)

    Garcia-Pareja, S. [Servicio de Radiofisica Hospitalaria, Hospital Regional Universitario ' Carlos Haya' , Avda. Carlos Haya, s/n, E-29010 Malaga (Spain)], E-mail: garciapareja@gmail.com; Vilches, M. [Servicio de Fisica y Proteccion Radiologica, Hospital Regional Universitario ' Virgen de las Nieves' , Avda. de las Fuerzas Armadas, 2, E-18014 Granada (Spain); Lallena, A.M. [Departamento de Fisica Atomica, Molecular y Nuclear, Universidad de Granada, E-18071 Granada (Spain)

    2007-09-21

    The ant colony method is used to control the application of variance reduction techniques to the simulation of clinical electron linear accelerators of use in cancer therapy. In particular, splitting and Russian roulette, two standard variance reduction methods, are considered. The approach can be applied to any accelerator in a straightforward way and permits, in addition, to investigate the 'hot' regions of the accelerator, an information which is basic to develop a source model for this therapy tool.

  14. Ant colony method to control variance reduction techniques in the Monte Carlo simulation of clinical electron linear accelerators

    International Nuclear Information System (INIS)

    Garcia-Pareja, S.; Vilches, M.; Lallena, A.M.

    2007-01-01

    The ant colony method is used to control the application of variance reduction techniques to the simulation of clinical electron linear accelerators of use in cancer therapy. In particular, splitting and Russian roulette, two standard variance reduction methods, are considered. The approach can be applied to any accelerator in a straightforward way and permits, in addition, to investigate the 'hot' regions of the accelerator, an information which is basic to develop a source model for this therapy tool

  15. Space-partition method for the variance-based sensitivity analysis: Optimal partition scheme and comparative study

    International Nuclear Information System (INIS)

    Zhai, Qingqing; Yang, Jun; Zhao, Yu

    2014-01-01

    Variance-based sensitivity analysis has been widely studied and asserted itself among practitioners. Monte Carlo simulation methods are well developed in the calculation of variance-based sensitivity indices but they do not make full use of each model run. Recently, several works mentioned a scatter-plot partitioning method to estimate the variance-based sensitivity indices from given data, where a single bunch of samples is sufficient to estimate all the sensitivity indices. This paper focuses on the space-partition method in the estimation of variance-based sensitivity indices, and its convergence and other performances are investigated. Since the method heavily depends on the partition scheme, the influence of the partition scheme is discussed and the optimal partition scheme is proposed based on the minimized estimator's variance. A decomposition and integration procedure is proposed to improve the estimation quality for higher order sensitivity indices. The proposed space-partition method is compared with the more traditional method and test cases show that it outperforms the traditional one

  16. Identification of melanoma cells: a method based in mean variance of signatures via spectral densities.

    Science.gov (United States)

    Guerra-Rosas, Esperanza; Álvarez-Borrego, Josué; Angulo-Molina, Aracely

    2017-04-01

    In this paper a new methodology to detect and differentiate melanoma cells from normal cells through 1D-signatures averaged variances calculated with a binary mask is presented. The sample images were obtained from histological sections of mice melanoma tumor of 4 [Formula: see text] in thickness and contrasted with normal cells. The results show that melanoma cells present a well-defined range of averaged variances values obtained from the signatures in the four conditions used.

  17. MCNP variance reduction overview

    International Nuclear Information System (INIS)

    Hendricks, J.S.; Booth, T.E.

    1985-01-01

    The MCNP code is rich in variance reduction features. Standard variance reduction methods found in most Monte Carlo codes are available as well as a number of methods unique to MCNP. We discuss the variance reduction features presently in MCNP as well as new ones under study for possible inclusion in future versions of the code

  18. Common method biases in behavioral research: a critical review of the literature and recommended remedies.

    Science.gov (United States)

    Podsakoff, Philip M; MacKenzie, Scott B; Lee, Jeong-Yeon; Podsakoff, Nathan P

    2003-10-01

    Interest in the problem of method biases has a long history in the behavioral sciences. Despite this, a comprehensive summary of the potential sources of method biases and how to control for them does not exist. Therefore, the purpose of this article is to examine the extent to which method biases influence behavioral research results, identify potential sources of method biases, discuss the cognitive processes through which method biases influence responses to measures, evaluate the many different procedural and statistical techniques that can be used to control method biases, and provide recommendations for how to select appropriate procedural and statistical remedies for different types of research settings.

  19. Study on variance-to-mean method as subcriticality monitor for accelerator driven system operated with pulse-mode

    International Nuclear Information System (INIS)

    Yamauchi, Hideto; Kitamura, Yasunori; Yamane, Yoshihiro; Misawa, Tsuyoshi; Unesaki, Hironobu

    2003-01-01

    Two types of the variance-to-mean methods for the subcritical system that was driven by the periodic and pulsed neutron source were developed and their experimental examination was performed with the Kyoto University Critical Assembly and a pulsed neutron generator. As a result, it was demonstrated that the prompt neutron decay constant could be measured by these methods. From this fact, it was concluded that the present variance-to-mean methods had potential for being used in the subcriticality monitor for the future accelerator driven system operated with the pulse-mode. (author)

  20. Forward-Weighted CADIS Method for Variance Reduction of Monte Carlo Reactor Analyses

    International Nuclear Information System (INIS)

    Wagner, John C.; Mosher, Scott W.

    2010-01-01

    Current state-of-the-art tools and methods used to perform 'real' commercial reactor analyses use high-fidelity transport codes to produce few-group parameters at the assembly level for use in low-order methods applied at the core level. Monte Carlo (MC) methods, which allow detailed and accurate modeling of the full geometry and energy details and are considered the 'gold standard' for radiation transport solutions, are playing an ever-increasing role in correcting and/or verifying the several-decade-old methodology used in current practice. However, the prohibitive computational requirements associated with obtaining fully converged system-wide solutions restrict the role of MC to benchmarking deterministic results at a limited number of state-points for a limited number of relevant quantities. A goal of current research at Oak Ridge National Laboratory (ORNL) is to change this paradigm by enabling the direct use of MC for full-core reactor analyses. The most significant of the many technical challenges that must be overcome is the slow non-uniform convergence of system-wide MC estimates and the memory requirements associated with detailed solutions throughout a reactor (problems involving hundreds of millions of different material and tally regions due to fuel irradiation, temperature distributions, and the needs associated with multi-physics code coupling). To address these challenges, research has focused on development in the following two areas: (1) a hybrid deterministic/MC method for determining high-precision fluxes throughout the problem space in k-eigenvalue problems and (2) an efficient MC domain-decomposition algorithm that partitions the problem phase space onto multiple processors for massively parallel systems, with statistical uncertainty estimation. The focus of this paper is limited to the first area mentioned above. It describes the FW-CADIS method applied to variance reduction of MC reactor analyses and provides initial results for calculating

  1. Theoretical study on new bias factor methods to effectively use critical experiments for improvement of prediction accuracy of neutronic characteristics

    International Nuclear Information System (INIS)

    Kugo, Teruhiko; Mori, Takamasa; Takeda, Toshikazu

    2007-01-01

    Extended bias factor methods are proposed with two new concepts, the LC method and the PE method, in order to effectively use critical experiments and to enhance the applicability of the bias factor method for the improvement of the prediction accuracy of neutronic characteristics of a target core. Both methods utilize a number of critical experimental results and produce a semifictitious experimental value with them. The LC and PE methods define the semifictitious experimental values by a linear combination of experimental values and the product of exponentiated experimental values, respectively, and the corresponding semifictitious calculation values by those of calculation values. A bias factor is defined by the ratio of the semifictitious experimental value to the semifictitious calculation value in both methods. We formulate how to determine weights for the LC method and exponents for the PE method in order to minimize the variance of the design prediction value obtained by multiplying the design calculation value by the bias factor. From a theoretical comparison of these new methods with the conventional method which utilizes a single experimental result and the generalized bias factor method which was previously proposed to utilize a number of experimental results, it is concluded that the PE method is the most useful method for improving the prediction accuracy. The main advantages of the PE method are summarized as follows. The prediction accuracy is necessarily improved compared with the design calculation value even when experimental results include large experimental errors. This is a special feature that the other methods do not have. The prediction accuracy is most effectively improved by utilizing all the experimental results. From these facts, it can be said that the PE method effectively utilizes all the experimental results and has a possibility to make a full-scale-mockup experiment unnecessary with the use of existing and future benchmark

  2. Minimum variance Monte Carlo importance sampling with parametric dependence

    International Nuclear Information System (INIS)

    Ragheb, M.M.H.; Halton, J.; Maynard, C.W.

    1981-01-01

    An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de

  3. Application of bias factor method using random sampling technique for prediction accuracy improvement of critical eigenvalue of BWR

    International Nuclear Information System (INIS)

    Ito, Motohiro; Endo, Tomohiro; Yamamoto, Akio; Kuroda, Yusuke; Yoshii, Takashi

    2017-01-01

    The bias factor method based on the random sampling technique is applied to the benchmark problem of Peach Bottom Unit 2. Validity and availability of the present method, i.e. correction of calculation results and reduction of uncertainty, are confirmed in addition to features and performance of the present method. In the present study, core characteristics in cycle 3 are corrected with the proposed method using predicted and 'measured' critical eigenvalues in cycles 1 and 2. As the source of uncertainty, variance-covariance of cross sections is considered. The calculation results indicate that bias between predicted and measured results, and uncertainty owing to cross section can be reduced. Extension to other uncertainties such as thermal hydraulics properties will be a future task. (author)

  4. Method for calculating the variance and prediction intervals for biomass estimates obtained from allometric equations

    CSIR Research Space (South Africa)

    Kirton, A

    2010-08-01

    Full Text Available for calculating the variance and prediction intervals for biomass estimates obtained from allometric equations A KIRTON B SCHOLES S ARCHIBALD CSIR Ecosystem Processes and Dynamics, Natural Resources and the Environment P.O. BOX 395, Pretoria, 0001, South... intervals (confidence intervals for predicted values) for allometric estimates can be obtained using an example of estimating tree biomass from stem diameter. It explains how to deal with relationships which are in the power function form - a common form...

  5. Sources of method bias in social science research and recommendations on how to control it.

    Science.gov (United States)

    Podsakoff, Philip M; MacKenzie, Scott B; Podsakoff, Nathan P

    2012-01-01

    Despite the concern that has been expressed about potential method biases, and the pervasiveness of research settings with the potential to produce them, there is disagreement about whether they really are a problem for researchers in the behavioral sciences. Therefore, the purpose of this review is to explore the current state of knowledge about method biases. First, we explore the meaning of the terms "method" and "method bias" and then we examine whether method biases influence all measures equally. Next, we review the evidence of the effects that method biases have on individual measures and on the covariation between different constructs. Following this, we evaluate the procedural and statistical remedies that have been used to control method biases and provide recommendations for minimizing method bias.

  6. Mechanism for and method of biasing magnetic sensor

    Science.gov (United States)

    Kautz, David R.

    2007-12-04

    A magnetic sensor package having a biasing mechanism involving a coil-generated, resistor-controlled magnetic field for providing a desired biasing effect. In a preferred illustrated embodiment, the package broadly comprises a substrate; a magnetic sensor element; a biasing mechanism, including a coil and a first resistance element; an amplification mechanism; a filter capacitor element; and an encapsulant. The sensor is positioned within the coil. A current applied to the coil produces a biasing magnetic field. The biasing magnetic field is controlled by selecting a resistance value for the first resistance element which achieves the desired biasing effect. The first resistance element preferably includes a plurality of selectable resistors, the selection of one or more of which sets the resistance value.

  7. An interactive website for analytical method comparison and bias estimation.

    Science.gov (United States)

    Bahar, Burak; Tuncel, Ayse F; Holmes, Earle W; Holmes, Daniel T

    2017-12-01

    Regulatory standards mandate laboratories to perform studies to ensure accuracy and reliability of their test results. Method comparison and bias estimation are important components of these studies. We developed an interactive website for evaluating the relative performance of two analytical methods using R programming language tools. The website can be accessed at https://bahar.shinyapps.io/method_compare/. The site has an easy-to-use interface that allows both copy-pasting and manual entry of data. It also allows selection of a regression model and creation of regression and difference plots. Available regression models include Ordinary Least Squares, Weighted-Ordinary Least Squares, Deming, Weighted-Deming, Passing-Bablok and Passing-Bablok for large datasets. The server processes the data and generates downloadable reports in PDF or HTML format. Our website provides clinical laboratories a practical way to assess the relative performance of two analytical methods. Copyright © 2017 The Canadian Society of Clinical Chemists. Published by Elsevier Inc. All rights reserved.

  8. Evaluating the impact of method bias in health behaviour research: a meta-analytic examination of studies utilising the theories of reasoned action and planned behaviour.

    Science.gov (United States)

    McDermott, Máirtín S; Sharma, Rajeev

    2017-12-01

    The methods employed to measure behaviour in research testing the theories of reasoned action/planned behaviour (TRA/TPB) within the context of health behaviours have the potential to significantly bias findings. One bias yet to be examined in that literature is that due to common method variance (CMV). CMV introduces a variance in scores attributable to the method used to measure a construct, rather than the construct it represents. The primary aim of this study was to evaluate the impact of method bias on the associations of health behaviours with TRA/TPB variables. Data were sourced from four meta-analyses (177 studies). The method used to measure behaviour for each effect size was coded for susceptibility to bias. The moderating impact of method type was assessed using meta-regression. Method type significantly moderated the associations of intentions, attitudes and social norms with behaviour, but not that between perceived behavioural control and behaviour. The magnitude of the moderating effect of method type appeared consistent between cross-sectional and prospective studies, but varied across behaviours. The current findings strongly suggest that method bias significantly inflates associations in TRA/TPB research, and poses a potentially serious validity threat to the cumulative findings reported in that field.

  9. Homogeneity tests for variances and mean test under heterogeneity conditions in a single way ANOVA method

    International Nuclear Information System (INIS)

    Morales P, J.R.; Avila P, P.

    1996-01-01

    If we have consider the maximum permissible levels showed for the case of oysters, it results forbidding to collect oysters at the four stations of the El Chijol Channel ( Veracruz, Mexico), as well as along the channel itself, because the metal concentrations studied exceed these limits. In this case the application of Welch tests were not necessary. For the water hyacinth the means of the treatments were unequal in Fe, Cu, Ni, and Zn. This case is more illustrative, for the conclusion has been reached through the application of the Welch tests to treatments with heterogeneous variances. (Author)

  10. The spatial variance of hill slope erosion in Loess Hilly Area by 137Cs tracing method

    International Nuclear Information System (INIS)

    Li Mian; Yang Jianfeng; Shen Zhenzhou; Hou Jiancai

    2009-01-01

    Based on analysis of 137 Cs activities in soil profiles on hill slope of different slope lengths in the Loess Hilly Area in China, the spatial variance of erosion was studied. The results show that the slope length has great impact on the spatial distribution of the soil erosion intensity, and the soil erosion intensity on loess hill slope was in a fluctuating tendency. In the influx process of runoff in a small watershed, net soil loss intensity increased first and then decreased with flow distance. (authors)

  11. A COSMIC VARIANCE COOKBOOK

    International Nuclear Information System (INIS)

    Moster, Benjamin P.; Rix, Hans-Walter; Somerville, Rachel S.; Newman, Jeffrey A.

    2011-01-01

    Deep pencil beam surveys ( 2 ) are of fundamental importance for studying the high-redshift universe. However, inferences about galaxy population properties (e.g., the abundance of objects) are in practice limited by 'cosmic variance'. This is the uncertainty in observational estimates of the number density of galaxies arising from the underlying large-scale density fluctuations. This source of uncertainty can be significant, especially for surveys which cover only small areas and for massive high-redshift galaxies. Cosmic variance for a given galaxy population can be determined using predictions from cold dark matter theory and the galaxy bias. In this paper, we provide tools for experiment design and interpretation. For a given survey geometry, we present the cosmic variance of dark matter as a function of mean redshift z-bar and redshift bin size Δz. Using a halo occupation model to predict galaxy clustering, we derive the galaxy bias as a function of mean redshift for galaxy samples of a given stellar mass range. In the linear regime, the cosmic variance of these galaxy samples is the product of the galaxy bias and the dark matter cosmic variance. We present a simple recipe using a fitting function to compute cosmic variance as a function of the angular dimensions of the field, z-bar , Δz, and stellar mass m * . We also provide tabulated values and a software tool. The accuracy of the resulting cosmic variance estimates (δσ v /σ v ) is shown to be better than 20%. We find that for GOODS at z-bar =2 and with Δz = 0.5, the relative cosmic variance of galaxies with m * >10 11 M sun is ∼38%, while it is ∼27% for GEMS and ∼12% for COSMOS. For galaxies of m * ∼ 10 10 M sun , the relative cosmic variance is ∼19% for GOODS, ∼13% for GEMS, and ∼6% for COSMOS. This implies that cosmic variance is a significant source of uncertainty at z-bar =2 for small fields and massive galaxies, while for larger fields and intermediate mass galaxies, cosmic

  12. Validation of consistency of Mendelian sampling variance.

    Science.gov (United States)

    Tyrisevä, A-M; Fikse, W F; Mäntysaari, E A; Jakobsen, J; Aamand, G P; Dürr, J; Lidauer, M H

    2018-03-01

    Experiences from international sire evaluation indicate that the multiple-trait across-country evaluation method is sensitive to changes in genetic variance over time. Top bulls from birth year classes with inflated genetic variance will benefit, hampering reliable ranking of bulls. However, none of the methods available today enable countries to validate their national evaluation models for heterogeneity of genetic variance. We describe a new validation method to fill this gap comprising the following steps: estimating within-year genetic variances using Mendelian sampling and its prediction error variance, fitting a weighted linear regression between the estimates and the years under study, identifying possible outliers, and defining a 95% empirical confidence interval for a possible trend in the estimates. We tested the specificity and sensitivity of the proposed validation method with simulated data using a real data structure. Moderate (M) and small (S) size populations were simulated under 3 scenarios: a control with homogeneous variance and 2 scenarios with yearly increases in phenotypic variance of 2 and 10%, respectively. Results showed that the new method was able to estimate genetic variance accurately enough to detect bias in genetic variance. Under the control scenario, the trend in genetic variance was practically zero in setting M. Testing cows with an average birth year class size of more than 43,000 in setting M showed that tolerance values are needed for both the trend and the outlier tests to detect only cases with a practical effect in larger data sets. Regardless of the magnitude (yearly increases in phenotypic variance of 2 or 10%) of the generated trend, it deviated statistically significantly from zero in all data replicates for both cows and bulls in setting M. In setting S with a mean of 27 bulls in a year class, the sampling error and thus the probability of a false-positive result clearly increased. Still, overall estimated genetic

  13. A practical look at Monte Carlo variance reduction methods in radiation shielding

    Energy Technology Data Exchange (ETDEWEB)

    Olsher, Richard H. [Los Alamos National Laboratory, Los Alamos (United States)

    2006-04-15

    With the advent of inexpensive computing power over the past two decades, applications of Monte Carlo radiation transport techniques have proliferated dramatically. At Los Alamos, the Monte Carlo codes MCNP5 and MCNPX are used routinely on personal computer platforms for radiation shielding analysis and dosimetry calculations. These codes feature a rich palette of Variance Reduction (VR) techniques. The motivation of VR is to exchange user efficiency for computational efficiency. It has been said that a few hours of user time often reduces computational time by several orders of magnitude. Unfortunately, user time can stretch into the many hours as most VR techniques require significant user experience and intervention for proper optimization. It is the purpose of this paper to outline VR strategies, tested in practice, optimized for several common radiation shielding tasks, with the hope of reducing user setup time for similar problems. A strategy is defined in this context to mean a collection of MCNP radiation transport physics options and VR techniques that work synergistically to optimize a particular shielding task. Examples are offered the areas of source definition, skyshine, streaming, and transmission.

  14. A practical look at Monte Carlo variance reduction methods in radiation shielding

    International Nuclear Information System (INIS)

    Olsher, Richard H.

    2006-01-01

    With the advent of inexpensive computing power over the past two decades, applications of Monte Carlo radiation transport techniques have proliferated dramatically. At Los Alamos, the Monte Carlo codes MCNP5 and MCNPX are used routinely on personal computer platforms for radiation shielding analysis and dosimetry calculations. These codes feature a rich palette of Variance Reduction (VR) techniques. The motivation of VR is to exchange user efficiency for computational efficiency. It has been said that a few hours of user time often reduces computational time by several orders of magnitude. Unfortunately, user time can stretch into the many hours as most VR techniques require significant user experience and intervention for proper optimization. It is the purpose of this paper to outline VR strategies, tested in practice, optimized for several common radiation shielding tasks, with the hope of reducing user setup time for similar problems. A strategy is defined in this context to mean a collection of MCNP radiation transport physics options and VR techniques that work synergistically to optimize a particular shielding task. Examples are offered the areas of source definition, skyshine, streaming, and transmission

  15. Method for introducing bias magnetization in ungaped cores

    DEFF Research Database (Denmark)

    Aguilar, Andres Revilla; Munk-Nielsen, Stig

    2014-01-01

    The use of permanent magnets for bias magnetization is a known technique to increase the energy storage capability in DC inductors, resulting in a size reduction or increased current rating. This paper presents a brief introduction on the different permanent magnet inductor’s configurations found...

  16. Variance estimation in the analysis of microarray data

    KAUST Repository

    Wang, Yuedong

    2009-04-01

    Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing to the small number of replications. Various methods have been proposed in the literature to overcome this lack of degrees of freedom problem. In this context, it is commonly observed that the variance increases proportionally with the intensity level, which has led many researchers to assume that the variance is a function of the mean. Here we concentrate on estimation of the variance as a function of an unknown mean in two models: the constant coefficient of variation model and the quadratic variance-mean model. Because the means are unknown and estimated with few degrees of freedom, naive methods that use the sample mean in place of the true mean are generally biased because of the errors-in-variables phenomenon. We propose three methods for overcoming this bias. The first two are variations on the theme of the so-called heteroscedastic simulation-extrapolation estimator, modified to estimate the variance function consistently. The third class of estimators is entirely different, being based on semiparametric information calculations. Simulations show the power of our methods and their lack of bias compared with the naive method that ignores the measurement error. The methodology is illustrated by using microarray data from leukaemia patients.

  17. A variance-reduced electrothermal Monte Carlo method for semiconductor device simulation

    Energy Technology Data Exchange (ETDEWEB)

    Muscato, Orazio; Di Stefano, Vincenza [Univ. degli Studi di Catania (Italy). Dipt. di Matematica e Informatica; Wagner, Wolfgang [Weierstrass-Institut fuer Angewandte Analysis und Stochastik (WIAS) Leibniz-Institut im Forschungsverbund Berlin e.V., Berlin (Germany)

    2012-11-01

    This paper is concerned with electron transport and heat generation in semiconductor devices. An improved version of the electrothermal Monte Carlo method is presented. This modification has better approximation properties due to reduced statistical fluctuations. The corresponding transport equations are provided and results of numerical experiments are presented.

  18. Advanced methods of analysis variance on scenarios of nuclear prospective; Metodos avanzados de analisis de varianza en escenarios de prospectiva nuclear

    Energy Technology Data Exchange (ETDEWEB)

    Blazquez, J.; Montalvo, C.; Balbas, M.; Garcia-Berrocal, A.

    2011-07-01

    Traditional techniques of propagation of variance are not very reliable, because there are uncertainties of 100% relative value, for this so use less conventional methods, such as Beta distribution, Fuzzy Logic and the Monte Carlo Method.

  19. Predictive Methods for Dense Polymer Networks: Combating Bias with Bio-Based Structures

    Science.gov (United States)

    2016-03-16

    Combating bias with bio - based structures 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) Andrew J. Guenthner...unlimited. PA Clearance 16152 Integrity  Service  Excellence Predictive methods for dense polymer networks: Combating bias with bio -based...Architectural Bias • Comparison of Petroleum-Based and Bio -Based Chemical Architectures • Continuing Research on Structure-Property Relationships using

  20. A new method to measure galaxy bias by combining the density and weak lensing fields

    Energy Technology Data Exchange (ETDEWEB)

    Pujol, Arnau; Chang, Chihway; Gaztañaga, Enrique; Amara, Adam; Refregier, Alexandre; Bacon, David J.; Carretero, Jorge; Castander, Francisco J.; Crocce, Martin; Fosalba, Pablo; Manera, Marc; Vikram, Vinu

    2016-07-29

    We present a new method to measure redshift-dependent galaxy bias by combining information from the galaxy density field and the weak lensing field. This method is based on the work of Amara et al., who use the galaxy density field to construct a bias-weighted convergence field κg. The main difference between Amara et al.'s work and our new implementation is that here we present another way to measure galaxy bias, using tomography instead of bias parametrizations. The correlation between κg and the true lensing field κ allows us to measure galaxy bias using different zero-lag correlations, such as <κgκ>/<κκ> or <κgκg>/<κgκ>. Our method measures the linear bias factor on linear scales, under the assumption of no stochasticity between galaxies and matter. We use the Marenostrum Institut de Ciències de l'Espai (MICE) simulation to measure the linear galaxy bias for a flux-limited sample (i < 22.5) in tomographic redshift bins using this method. This article is the first that studies the accuracy and systematic uncertainties associated with the implementation of the method and the regime in which it is consistent with the linear galaxy bias defined by projected two-point correlation functions (2PCF). We find that our method is consistent with a linear bias at the per cent level for scales larger than 30 arcmin, while non-linearities appear at smaller scales. This measurement is a good complement to other measurements of bias, since it does not depend strongly on σ8 as do the 2PCF measurements. We will apply this method to the Dark Energy Survey Science Verification data in a follow-up article.

  1. Bias lighting in a radiographic apparatus and method

    International Nuclear Information System (INIS)

    Mcbride, T.R.; Richey, J.B.

    1982-01-01

    The radiographic system includes an x-ray source for irradiating a patient with x-radiation. An image intensifier receives the xradiation which has traversed the patient and produces an optical image of a radiation shadowgraph of the examined area of the patient. A television camera converts the optical image into a video signal. An image processor stores each frame of the video signal generated by the television camera as an electronic image of the optical image viewed on the image intensifier. Alternately , a plurality of frames from the television camera may be combined to produce a composite image. A bias light is provided adjacent the target of a television camera to illuminate the target before an optical image from the image intensifier is monitored by the television camera. This improves the linearity of the response of the television camera, particularly to low amplitude light intensities on the first few video frames generated by the camera

  2. Optimum biasing of integral equations in Monte Carlo calculations

    International Nuclear Information System (INIS)

    Hoogenboom, J.E.

    1979-01-01

    In solving integral equations and estimating average values with the Monte Carlo method, biasing functions may be used to reduce the variancee of the estimates. A simple derivation was used to prove the existence of a zero-variance collision estimator if a specific biasing function and survival probability are applied. This optimum biasing function is the same as that used for the well known zero-variance last-event estimator

  3. Mapping species distributions with MAXENT using a geographically biased sample of presence data: a performance assessment of methods for correcting sampling bias.

    Science.gov (United States)

    Fourcade, Yoan; Engler, Jan O; Rödder, Dennis; Secondi, Jean

    2014-01-01

    MAXENT is now a common species distribution modeling (SDM) tool used by conservation practitioners for predicting the distribution of a species from a set of records and environmental predictors. However, datasets of species occurrence used to train the model are often biased in the geographical space because of unequal sampling effort across the study area. This bias may be a source of strong inaccuracy in the resulting model and could lead to incorrect predictions. Although a number of sampling bias correction methods have been proposed, there is no consensual guideline to account for it. We compared here the performance of five methods of bias correction on three datasets of species occurrence: one "virtual" derived from a land cover map, and two actual datasets for a turtle (Chrysemys picta) and a salamander (Plethodon cylindraceus). We subjected these datasets to four types of sampling biases corresponding to potential types of empirical biases. We applied five correction methods to the biased samples and compared the outputs of distribution models to unbiased datasets to assess the overall correction performance of each method. The results revealed that the ability of methods to correct the initial sampling bias varied greatly depending on bias type, bias intensity and species. However, the simple systematic sampling of records consistently ranked among the best performing across the range of conditions tested, whereas other methods performed more poorly in most cases. The strong effect of initial conditions on correction performance highlights the need for further research to develop a step-by-step guideline to account for sampling bias. However, this method seems to be the most efficient in correcting sampling bias and should be advised in most cases.

  4. Forward-weighted CADIS method for variance reduction of Monte Carlo calculations of distributions and multiple localized quantities

    International Nuclear Information System (INIS)

    Wagner, J. C.; Blakeman, E. D.; Peplow, D. E.

    2009-01-01

    This paper presents a new hybrid (Monte Carlo/deterministic) method for increasing the efficiency of Monte Carlo calculations of distributions, such as flux or dose rate distributions (e.g., mesh tallies), as well as responses at multiple localized detectors and spectra. This method, referred to as Forward-Weighted CADIS (FW-CADIS), is a variation on the Consistent Adjoint Driven Importance Sampling (CADIS) method, which has been used for some time to very effectively improve the efficiency of Monte Carlo calculations of localized quantities, e.g., flux, dose, or reaction rate at a specific location. The basis of this method is the development of an importance function that represents the importance of particles to the objective of uniform Monte Carlo particle density in the desired tally regions. Implementation of this method utilizes the results from a forward deterministic calculation to develop a forward-weighted source for a deterministic adjoint calculation. The resulting adjoint function is then used to generate consistent space- and energy-dependent source biasing parameters and weight windows that are used in a forward Monte Carlo calculation to obtain approximately uniform statistical uncertainties in the desired tally regions. The FW-CADIS method has been implemented in the ADVANTG/MCNP framework and has been fully automated within the MAVRIC sequence of SCALE 6. Results of the application of the method to enabling the calculation of dose rates throughout an entire full-scale pressurized-water reactor facility are presented and discussed. (authors)

  5. Analysis of degree of nonlinearity and stochastic nature of HRV signal during meditation using delay vector variance method.

    Science.gov (United States)

    Reddy, L Ram Gopal; Kuntamalla, Srinivas

    2011-01-01

    Heart rate variability analysis is fast gaining acceptance as a potential non-invasive means of autonomic nervous system assessment in research as well as clinical domains. In this study, a new nonlinear analysis method is used to detect the degree of nonlinearity and stochastic nature of heart rate variability signals during two forms of meditation (Chi and Kundalini). The data obtained from an online and widely used public database (i.e., MIT/BIH physionet database), is used in this study. The method used is the delay vector variance (DVV) method, which is a unified method for detecting the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. From the results it is clear that there is a significant change in the nonlinearity and stochastic nature of the signal before and during the meditation (p value > 0.01). During Chi meditation there is a increase in stochastic nature and decrease in nonlinear nature of the signal. There is a significant decrease in the degree of nonlinearity and stochastic nature during Kundalini meditation.

  6. Evaluation of bias-correction methods for ensemble streamflow volume forecasts

    Directory of Open Access Journals (Sweden)

    T. Hashino

    2007-01-01

    Full Text Available Ensemble prediction systems are used operationally to make probabilistic streamflow forecasts for seasonal time scales. However, hydrological models used for ensemble streamflow prediction often have simulation biases that degrade forecast quality and limit the operational usefulness of the forecasts. This study evaluates three bias-correction methods for ensemble streamflow volume forecasts. All three adjust the ensemble traces using a transformation derived with simulated and observed flows from a historical simulation. The quality of probabilistic forecasts issued when using the three bias-correction methods is evaluated using a distributions-oriented verification approach. Comparisons are made of retrospective forecasts of monthly flow volumes for a north-central United States basin (Des Moines River, Iowa, issued sequentially for each month over a 48-year record. The results show that all three bias-correction methods significantly improve forecast quality by eliminating unconditional biases and enhancing the potential skill. Still, subtle differences in the attributes of the bias-corrected forecasts have important implications for their use in operational decision-making. Diagnostic verification distinguishes these attributes in a context meaningful for decision-making, providing criteria to choose among bias-correction methods with comparable skill.

  7. A Method for Estimating BeiDou Inter-frequency Satellite Clock Bias

    Directory of Open Access Journals (Sweden)

    LI Haojun

    2016-02-01

    Full Text Available A new method for estimating the BeiDou inter-frequency satellite clock bias is proposed, considering the shortage of the current methods. The constant and variable parts of the inter-frequency satellite clock bias are considered in the new method. The data from 10 observation stations are processed to validate the new method. The characterizations of the BeiDou inter-frequency satellite clock bias are also analyzed using the computed results. The results of the BeiDou inter-frequency satellite clock bias indicate that it is stable in the short term. The estimated BeiDou inter-frequency satellite clock bias results are molded. The model results show that the 10 parameters of model for each satellite can express the BeiDou inter-frequency satellite clock bias well and the accuracy reaches cm level. When the model parameters of the first day are used to compute the BeiDou inter-frequency satellite clock bias of the second day, the accuracy also reaches cm level. Based on the stability and modeling, a strategy for the BeiDou satellite clock service is presented to provide the reference of our BeiDou.

  8. Plant Disease Severity Assessment-How Rater Bias, Assessment Method, and Experimental Design Affect Hypothesis Testing and Resource Use Efficiency.

    Science.gov (United States)

    Chiang, Kuo-Szu; Bock, Clive H; Lee, I-Hsuan; El Jarroudi, Moussa; Delfosse, Philippe

    2016-12-01

    The effect of rater bias and assessment method on hypothesis testing was studied for representative experimental designs for plant disease assessment using balanced and unbalanced data sets. Data sets with the same number of replicate estimates for each of two treatments are termed "balanced" and those with unequal numbers of replicate estimates are termed "unbalanced". The three assessment methods considered were nearest percent estimates (NPEs), an amended 10% incremental scale, and the Horsfall-Barratt (H-B) scale. Estimates of severity of Septoria leaf blotch on leaves of winter wheat were used to develop distributions for a simulation model. The experimental designs are presented here in the context of simulation experiments which consider the optimal design for the number of specimens (individual units sampled) and the number of replicate estimates per specimen for a fixed total number of observations (total sample size for the treatments being compared). The criterion used to gauge each method was the power of the hypothesis test. As expected, at a given fixed number of observations, the balanced experimental designs invariably resulted in a higher power compared with the unbalanced designs at different disease severity means, mean differences, and variances. Based on these results, with unbiased estimates using NPE, the recommended number of replicate estimates taken per specimen is 2 (from a sample of specimens of at least 30), because this conserves resources. Furthermore, for biased estimates, an apparent difference in the power of the hypothesis test was observed between assessment methods and between experimental designs. Results indicated that, regardless of experimental design or rater bias, an amended 10% incremental scale has slightly less power compared with NPEs, and that the H-B scale is more likely than the others to cause a type II error. These results suggest that choice of assessment method, optimizing sample number and number of replicate

  9. A scanning tunneling microscope break junction method with continuous bias modulation.

    Science.gov (United States)

    Beall, Edward; Yin, Xing; Waldeck, David H; Wierzbinski, Emil

    2015-09-28

    Single molecule conductance measurements on 1,8-octanedithiol were performed using the scanning tunneling microscope break junction method with an externally controlled modulation of the bias voltage. Application of an AC voltage is shown to improve the signal to noise ratio of low current (low conductance) measurements as compared to the DC bias method. The experimental results show that the current response of the molecule(s) trapped in the junction and the solvent media to the bias modulation can be qualitatively different. A model RC circuit which accommodates both the molecule and the solvent is proposed to analyze the data and extract a conductance for the molecule.

  10. Analysis of latent variance reduction methods in phase space Monte Carlo calculations for 6, 10 and 18 MV photons by using MCNP code

    International Nuclear Information System (INIS)

    Ezzati, A.O.; Sohrabpour, M.

    2013-01-01

    In this study, azimuthal particle redistribution (APR), and azimuthal particle rotational splitting (APRS) methods are implemented in MCNPX2.4 source code. First of all, the efficiency of these methods was compared to two tallying methods. The APRS is more efficient than the APR method in track length estimator tallies. However in the energy deposition tally, both methods have nearly the same efficiency. Latent variance reduction factors were obtained for 6, 10 and 18 MV photons as well. The APRS relative efficiency contours were obtained. These obtained contours reveal that by increasing the photon energies, the contours depth and the surrounding areas were further increased. The relative efficiency contours indicated that the variance reduction factor is position and energy dependent. The out of field voxels relative efficiency contours showed that latent variance reduction methods increased the Monte Carlo (MC) simulation efficiency in the out of field voxels. The APR and APRS average variance reduction factors had differences less than 0.6% for splitting number of 1000. -- Highlights: ► The efficiency of APR and APRS methods was compared to two tallying methods. ► The APRS is more efficient than the APR method in track length estimator tallies. ► In the energy deposition tally, both methods have nearly the same efficiency. ► Variance reduction factors of these methods are position and energy dependent.

  11. Method for exploiting bias in factor analysis using constrained alternating least squares algorithms

    Science.gov (United States)

    Keenan, Michael R.

    2008-12-30

    Bias plays an important role in factor analysis and is often implicitly made use of, for example, to constrain solutions to factors that conform to physical reality. However, when components are collinear, a large range of solutions may exist that satisfy the basic constraints and fit the data equally well. In such cases, the introduction of mathematical bias through the application of constraints may select solutions that are less than optimal. The biased alternating least squares algorithm of the present invention can offset mathematical bias introduced by constraints in the standard alternating least squares analysis to achieve factor solutions that are most consistent with physical reality. In addition, these methods can be used to explicitly exploit bias to provide alternative views and provide additional insights into spectral data sets.

  12. Comparison of Parametric and Nonparametric Methods for Analyzing the Bias of a Numerical Model

    Directory of Open Access Journals (Sweden)

    Isaac Mugume

    2016-01-01

    Full Text Available Numerical models are presently applied in many fields for simulation and prediction, operation, or research. The output from these models normally has both systematic and random errors. The study compared January 2015 temperature data for Uganda as simulated using the Weather Research and Forecast model with actual observed station temperature data to analyze the bias using parametric (the root mean square error (RMSE, the mean absolute error (MAE, mean error (ME, skewness, and the bias easy estimate (BES and nonparametric (the sign test, STM methods. The RMSE normally overestimates the error compared to MAE. The RMSE and MAE are not sensitive to direction of bias. The ME gives both direction and magnitude of bias but can be distorted by extreme values while the BES is insensitive to extreme values. The STM is robust for giving the direction of bias; it is not sensitive to extreme values but it does not give the magnitude of bias. The graphical tools (such as time series and cumulative curves show the performance of the model with time. It is recommended to integrate parametric and nonparametric methods along with graphical methods for a comprehensive analysis of bias of a numerical model.

  13. Human immunophenotyping via low-variance, low-bias, interpretive regression modeling of small, wide data sets: Application to aging and immune response to influenza vaccination.

    Science.gov (United States)

    Holmes, Tyson H; He, Xiao-Song

    2016-10-01

    Small, wide data sets are commonplace in human immunophenotyping research. As defined here, a small, wide data set is constructed by sampling a small to modest quantity n,1small, wide data sets. These prescriptions are distinctive in their especially heavy emphasis on minimizing the use of out-of-sample information for conducting statistical inference. This allows the working immunologist to proceed without being encumbered by imposed and often untestable statistical assumptions. Problems of unmeasured confounders, confidence-interval coverage, feature selection, and shrinkage/denoising are defined clearly and treated in detail. We propose an extension of an existing nonparametric technique for improved small-sample confidence-interval tail coverage from the univariate case (single immune feature) to the multivariate (many, possibly correlated immune features). An important role for derived features in the immunological interpretation of regression analyses is stressed. Areas of further research are discussed. Presented principles and methods are illustrated through application to a small, wide data set of adults spanning a wide range in ages and multiple immunophenotypes that were assayed before and after immunization with inactivated influenza vaccine (IIV). Our regression modeling prescriptions identify some potentially important topics for future immunological research. 1) Immunologists may wish to distinguish age-related differences in immune features from changes in immune features caused by aging. 2) A form of the bootstrap that employs linear extrapolation may prove to be an invaluable analytic tool because it allows the working immunologist to obtain accurate estimates of the stability of immune parameter estimates with a bare minimum of imposed assumptions. 3) Liberal inclusion of immune features in phenotyping panels can facilitate accurate separation of biological signal of interest from noise. In addition, through a combination of denoising and

  14. A method for the quantification of biased signalling at constitutively active receptors.

    Science.gov (United States)

    Hall, David A; Giraldo, Jesús

    2018-06-01

    Biased agonism, the ability of an agonist to differentially activate one of several signal transduction pathways when acting at a given receptor, is an increasingly recognized phenomenon at many receptors. The Black and Leff operational model lacks a way to describe constitutive receptor activity and hence inverse agonism. Thus, it is impossible to analyse the biased signalling of inverse agonists using this model. In this theoretical work, we develop and illustrate methods for the analysis of biased inverse agonism. Methods were derived for quantifying biased signalling in systems that demonstrate constitutive activity using the modified operational model proposed by Slack and Hall. The methods were illustrated using Monte Carlo simulations. The Monte Carlo simulations demonstrated that, with an appropriate experimental design, the model parameters are 'identifiable'. The method is consistent with methods based on the measurement of intrinsic relative activity (RA i ) (ΔΔlogR or ΔΔlog(τ/K a )) proposed by Ehlert and Kenakin and their co-workers but has some advantages. In particular, it allows the quantification of ligand bias independently of 'system bias' removing the requirement to normalize to a standard ligand. In systems with constitutive activity, the Slack and Hall model provides methods for quantifying the absolute bias of agonists and inverse agonists. This provides an alternative to methods based on RA i and is complementary to the ΔΔlog(τ/K a ) method of Kenakin et al. in systems where use of that method is inappropriate due to the presence of constitutive activity. © 2018 The British Pharmacological Society.

  15. Exploring Gender Biases in a General Methods Class.

    Science.gov (United States)

    Quinn, Robert J.; Obenchain, Kathryn M.

    1999-01-01

    Describes how students in a general secondary methods course responded to a gender-neutral exam question by consistently assuming that the student in the hypothetical scenario was male. Describes the follow-up class discussion, noting students' assumptions, defensive responses, subconscious decision making, and awareness/nonawareness of their own…

  16. RELIC: a novel dye-bias correction method for Illumina Methylation BeadChip.

    Science.gov (United States)

    Xu, Zongli; Langie, Sabine A S; De Boever, Patrick; Taylor, Jack A; Niu, Liang

    2017-01-03

    The Illumina Infinium HumanMethylation450 BeadChip and its successor, Infinium MethylationEPIC BeadChip, have been extensively utilized in epigenome-wide association studies. Both arrays use two fluorescent dyes (Cy3-green/Cy5-red) to measure methylation level at CpG sites. However, performance difference between dyes can result in biased estimates of methylation levels. Here we describe a novel method, called REgression on Logarithm of Internal Control probes (RELIC) to correct for dye bias on whole array by utilizing the intensity values of paired internal control probes that monitor the two color channels. We evaluate the method in several datasets against other widely used dye-bias correction methods. Results on data quality improvement showed that RELIC correction statistically significantly outperforms alternative dye-bias correction methods. We incorporated the method into the R package ENmix, which is freely available from the Bioconductor website ( https://www.bioconductor.org/packages/release/bioc/html/ENmix.html ). RELIC is an efficient and robust method to correct for dye-bias in Illumina Methylation BeadChip data. It outperforms other alternative methods and conveniently implemented in R package ENmix to facilitate DNA methylation studies.

  17. Estimating integrated variance in the presence of microstructure noise using linear regression

    Science.gov (United States)

    Holý, Vladimír

    2017-07-01

    Using financial high-frequency data for estimation of integrated variance of asset prices is beneficial but with increasing number of observations so-called microstructure noise occurs. This noise can significantly bias the realized variance estimator. We propose a method for estimation of the integrated variance robust to microstructure noise as well as for testing the presence of the noise. Our method utilizes linear regression in which realized variances estimated from different data subsamples act as dependent variable while the number of observations act as explanatory variable. We compare proposed estimator with other methods on simulated data for several microstructure noise structures.

  18. Estimation of nonlinearities from pseudodynamic and dynamic responses of bridge structures using the Delay Vector Variance method

    Science.gov (United States)

    Jaksic, Vesna; Mandic, Danilo P.; Karoumi, Raid; Basu, Bidroha; Pakrashi, Vikram

    2016-01-01

    Analysis of the variability in the responses of large structural systems and quantification of their linearity or nonlinearity as a potential non-invasive means of structural system assessment from output-only condition remains a challenging problem. In this study, the Delay Vector Variance (DVV) method is used for full scale testing of both pseudo-dynamic and dynamic responses of two bridges, in order to study the degree of nonlinearity of their measured response signals. The DVV detects the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. The pseudo-dynamic data is obtained from a concrete bridge during repair while the dynamic data is obtained from a steel railway bridge traversed by a train. We show that DVV is promising as a marker in establishing the degree to which a change in the signal nonlinearity reflects the change in the real behaviour of a structure. It is also useful in establishing the sensitivity of instruments or sensors deployed to monitor such changes.

  19. A Quantile Mapping Bias Correction Method Based on Hydroclimatic Classification of the Guiana Shield.

    Science.gov (United States)

    Ringard, Justine; Seyler, Frederique; Linguet, Laurent

    2017-06-16

    Satellite precipitation products (SPPs) provide alternative precipitation data for regions with sparse rain gauge measurements. However, SPPs are subject to different types of error that need correction. Most SPP bias correction methods use the statistical properties of the rain gauge data to adjust the corresponding SPP data. The statistical adjustment does not make it possible to correct the pixels of SPP data for which there is no rain gauge data. The solution proposed in this article is to correct the daily SPP data for the Guiana Shield using a novel two set approach, without taking into account the daily gauge data of the pixel to be corrected, but the daily gauge data from surrounding pixels. In this case, a spatial analysis must be involved. The first step defines hydroclimatic areas using a spatial classification that considers precipitation data with the same temporal distributions. The second step uses the Quantile Mapping bias correction method to correct the daily SPP data contained within each hydroclimatic area. We validate the results by comparing the corrected SPP data and daily rain gauge measurements using relative RMSE and relative bias statistical errors. The results show that analysis scale variation reduces rBIAS and rRMSE significantly. The spatial classification avoids mixing rainfall data with different temporal characteristics in each hydroclimatic area, and the defined bias correction parameters are more realistic and appropriate. This study demonstrates that hydroclimatic classification is relevant for implementing bias correction methods at the local scale.

  20. Bias-correction of CORDEX-MENA projections using the Distribution Based Scaling method

    Science.gov (United States)

    Bosshard, Thomas; Yang, Wei; Sjökvist, Elin; Arheimer, Berit; Graham, L. Phil

    2014-05-01

    Within the Regional Initiative for the Assessment of the Impact of Climate Change on Water Resources and Socio-Economic Vulnerability in the Arab Region (RICCAR) lead by UN ESCWA, CORDEX RCM projections for the Middle East Northern Africa (MENA) domain are used to drive hydrological impacts models. Bias-correction of newly available CORDEX-MENA projections is a central part of this project. In this study, the distribution based scaling (DBS) method has been applied to 6 regional climate model projections driven by 2 RCP emission scenarios. The DBS method uses a quantile mapping approach and features a conditional temperature correction dependent on the wet/dry state in the climate model data. The CORDEX-MENA domain is particularly challenging for bias-correction as it spans very diverse climates showing pronounced dry and wet seasons. Results show that the regional climate models simulate too low temperatures and often have a displaced rainfall band compared to WATCH ERA-Interim forcing data in the reference period 1979-2008. DBS is able to correct the temperature biases as well as some aspects of the precipitation biases. Special focus is given to the analysis of the influence of the dry-frequency bias (i.e. climate models simulating too few rain days) on the bias-corrected projections and on the modification of the climate change signal by the DBS method.

  1. [Case-non case studies: Principles, methods, bias and interpretation].

    Science.gov (United States)

    Faillie, Jean-Luc

    2017-10-31

    Case-non case studies belongs to the methods assessing drug safety by analyzing the disproportionality of notifications of adverse drug reactions in pharmacovigilance databases. Used for the first time in the 1980s, the last few decades have seen a significant increase in the use of this design. The principle of the case-non case study is to compare drug exposure in cases of a studied adverse reaction with that of cases of other reported adverse reactions and called "non cases". Results are presented in the form of a reporting odds ratio (ROR), the interpretation of which makes it possible to identify drug safety signals. This article describes the principle of the case-non case study, the method of calculating the ROR and its confidence interval, the different modalities of analysis and how to interpret its results with regard to the advantages and limitations of this design. Copyright © 2017 Société française de pharmacologie et de thérapeutique. Published by Elsevier Masson SAS. All rights reserved.

  2. A method of bias correction for maximal reliability with dichotomous measures.

    Science.gov (United States)

    Penev, Spiridon; Raykov, Tenko

    2010-02-01

    This paper is concerned with the reliability of weighted combinations of a given set of dichotomous measures. Maximal reliability for such measures has been discussed in the past, but the pertinent estimator exhibits a considerable bias and mean squared error for moderate sample sizes. We examine this bias, propose a procedure for bias correction, and develop a more accurate asymptotic confidence interval for the resulting estimator. In most empirically relevant cases, the bias correction and mean squared error correction can be performed simultaneously. We propose an approximate (asymptotic) confidence interval for the maximal reliability coefficient, discuss the implementation of this estimator, and investigate the mean squared error of the associated asymptotic approximation. We illustrate the proposed methods using a numerical example.

  3. N3 Bias Field Correction Explained as a Bayesian Modeling Method

    DEFF Research Database (Denmark)

    Larsen, Christian Thode; Iglesias, Juan Eugenio; Van Leemput, Koen

    2014-01-01

    Although N3 is perhaps the most widely used method for MRI bias field correction, its underlying mechanism is in fact not well understood. Specifically, the method relies on a relatively heuristic recipe of alternating iterative steps that does not optimize any particular objective function. In t...

  4. New method for eliminating the statistical bias in highly turbulent flow measurements

    International Nuclear Information System (INIS)

    Nakao, S.I.; Terao, Y.; Hirata, K.I.; Kitakyushu Industrial Research Institute, Fukuoka, Japan)

    1987-01-01

    A simple method was developed for eliminating statistical bias which can be applied to highly turbulent flows with the sparse and nonuniform seeding conditions. Unlike the method proposed so far, a weighting function was determined based on the idea that the statistical bias could be eliminated if the asymmetric form of the probability density function of the velocity data were corrected. Moreover, the data more than three standard deviations away from the mean were discarded to remove the apparent turbulent intensity resulting from noise. The present method was applied to data obtained in the wake of a block, which provided local turbulent intensities up to about 120 percent, it was found to eliminate the statistical bias with high accuracy. 9 references

  5. Variational Variance Reduction for Monte Carlo Criticality Calculations

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.; Larsen, Edward W.

    2001-01-01

    A new variational variance reduction (VVR) method for Monte Carlo criticality calculations was developed. This method employs (a) a variational functional that is more accurate than the standard direct functional, (b) a representation of the deterministically obtained adjoint flux that is especially accurate for optically thick problems with high scattering ratios, and (c) estimates of the forward flux obtained by Monte Carlo. The VVR method requires no nonanalog Monte Carlo biasing, but it may be used in conjunction with Monte Carlo biasing schemes. Some results are presented from a class of criticality calculations involving alternating arrays of fuel and moderator regions

  6. A New Navigation Satellite Clock Bias Prediction Method Based on Modified Clock-bias Quadratic Polynomial Model

    Science.gov (United States)

    Wang, Y. P.; Lu, Z. P.; Sun, D. S.; Wang, N.

    2016-01-01

    In order to better express the characteristics of satellite clock bias (SCB) and improve SCB prediction precision, this paper proposed a new SCB prediction model which can take physical characteristics of space-borne atomic clock, the cyclic variation, and random part of SCB into consideration. First, the new model employs a quadratic polynomial model with periodic items to fit and extract the trend term and cyclic term of SCB; then based on the characteristics of fitting residuals, a time series ARIMA ~(Auto-Regressive Integrated Moving Average) model is used to model the residuals; eventually, the results from the two models are combined to obtain final SCB prediction values. At last, this paper uses precise SCB data from IGS (International GNSS Service) to conduct prediction tests, and the results show that the proposed model is effective and has better prediction performance compared with the quadratic polynomial model, grey model, and ARIMA model. In addition, the new method can also overcome the insufficiency of the ARIMA model in model recognition and order determination.

  7. Statistical methods for elimination of guarantee-time bias in cohort studies: a simulation study

    Directory of Open Access Journals (Sweden)

    In Sung Cho

    2017-08-01

    Full Text Available Abstract Background Aspirin has been considered to be beneficial in preventing cardiovascular diseases and cancer. Several pharmaco-epidemiology cohort studies have shown protective effects of aspirin on diseases using various statistical methods, with the Cox regression model being the most commonly used approach. However, there are some inherent limitations to the conventional Cox regression approach such as guarantee-time bias, resulting in an overestimation of the drug effect. To overcome such limitations, alternative approaches, such as the time-dependent Cox model and landmark methods have been proposed. This study aimed to compare the performance of three methods: Cox regression, time-dependent Cox model and landmark method with different landmark times in order to address the problem of guarantee-time bias. Methods Through statistical modeling and simulation studies, the performance of the above three methods were assessed in terms of type I error, bias, power, and mean squared error (MSE. In addition, the three statistical approaches were applied to a real data example from the Korean National Health Insurance Database. Effect of cumulative rosiglitazone dose on the risk of hepatocellular carcinoma was used as an example for illustration. Results In the simulated data, time-dependent Cox regression outperformed the landmark method in terms of bias and mean squared error but the type I error rates were similar. The results from real-data example showed the same patterns as the simulation findings. Conclusions While both time-dependent Cox regression model and landmark analysis are useful in resolving the problem of guarantee-time bias, time-dependent Cox regression is the most appropriate method for analyzing cumulative dose effects in pharmaco-epidemiological studies.

  8. Regression dilution bias: tools for correction methods and sample size calculation.

    Science.gov (United States)

    Berglund, Lars

    2012-08-01

    Random errors in measurement of a risk factor will introduce downward bias of an estimated association to a disease or a disease marker. This phenomenon is called regression dilution bias. A bias correction may be made with data from a validity study or a reliability study. In this article we give a non-technical description of designs of reliability studies with emphasis on selection of individuals for a repeated measurement, assumptions of measurement error models, and correction methods for the slope in a simple linear regression model where the dependent variable is a continuous variable. Also, we describe situations where correction for regression dilution bias is not appropriate. The methods are illustrated with the association between insulin sensitivity measured with the euglycaemic insulin clamp technique and fasting insulin, where measurement of the latter variable carries noticeable random error. We provide software tools for estimation of a corrected slope in a simple linear regression model assuming data for a continuous dependent variable and a continuous risk factor from a main study and an additional measurement of the risk factor in a reliability study. Also, we supply programs for estimation of the number of individuals needed in the reliability study and for choice of its design. Our conclusion is that correction for regression dilution bias is seldom applied in epidemiological studies. This may cause important effects of risk factors with large measurement errors to be neglected.

  9. Investigating the minimum achievable variance in a Monte Carlo criticality calculation

    Energy Technology Data Exchange (ETDEWEB)

    Christoforou, Stavros; Eduard Hoogenboom, J. [Delft University of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)

    2008-07-01

    The sources of variance in a Monte Carlo criticality calculation are identified and their contributions analyzed. A zero-variance configuration is initially simulated using analytically calculated adjoint functions for biasing. From there, the various sources are analyzed. It is shown that the minimum threshold comes from the fact that the fission source is approximated. In addition, the merits of a simple variance reduction method, such as implicit capture, are shown when compared to an analog simulation. Finally, it is shown that when non-exact adjoint functions are used for biasing, the variance reduction is rather insensitive to the quality of the adjoints, suggesting that the generation of the adjoints should have as low CPU cost as possible, in order to o et the CPU cost in the implementation of the biasing of a simulation. (authors)

  10. RNA preservation agents and nucleic acid extraction method bias perceived bacterial community composition.

    Directory of Open Access Journals (Sweden)

    Ann McCarthy

    Full Text Available Bias is a pervasive problem when characterizing microbial communities. An important source is the difference in lysis efficiencies of different populations, which vary depending on the extraction protocol used. To avoid such biases impacting comparisons between gene and transcript abundances in the environment, the use of one protocol that simultaneously extracts both types of nucleic acids from microbial community samples has gained popularity. However, knowledge regarding tradeoffs to combined nucleic acid extraction protocols is limited, particularly regarding yield and biases in the observed community composition. Here, we evaluated a commercially available protocol for simultaneous extraction of DNA and RNA, which we adapted for freshwater microbial community samples that were collected on filters. DNA and RNA yields were comparable to other commonly used, but independent DNA and RNA extraction protocols. RNA protection agents benefited RNA quality, but decreased DNA yields significantly. Choice of extraction protocol influenced the perceived bacterial community composition, with strong method-dependent biases observed for specific phyla such as the Verrucomicrobia. The combined DNA/RNA extraction protocol detected significantly higher levels of Verrucomicrobia than the other protocols, and those higher numbers were confirmed by microscopic analysis. Use of RNA protection agents as well as independent sequencing runs caused a significant shift in community composition as well, albeit smaller than the shift caused by using different extraction protocols. Despite methodological biases, sample origin was the strongest determinant of community composition. However, when the abundance of specific phylogenetic groups is of interest, researchers need to be aware of the biases their methods introduce. This is particularly relevant if different methods are used for DNA and RNA extraction, in addition to using RNA protection agents only for RNA

  11. Multimethod Assessment of Psychopathy in Relation to Factors of Internalizing and Externalizing from the Personality Assessment Inventory: The Impact of Method Variance and Suppressor Effects

    Science.gov (United States)

    Blonigen, Daniel M.; Patrick, Christopher J.; Douglas, Kevin S.; Poythress, Norman G.; Skeem, Jennifer L.; Lilienfeld, Scott O.; Edens, John F.; Krueger, Robert F.

    2010-01-01

    Research to date has revealed divergent relations across factors of psychopathy measures with criteria of "internalizing" (INT; anxiety, depression) and "externalizing" (EXT; antisocial behavior, substance use). However, failure to account for method variance and suppressor effects has obscured the consistency of these findings…

  12. A forecasting method to reduce estimation bias in self-reported cell phone data.

    Science.gov (United States)

    Redmayne, Mary; Smith, Euan; Abramson, Michael J

    2013-01-01

    There is ongoing concern that extended exposure to cell phone electromagnetic radiation could be related to an increased risk of negative health effects. Epidemiological studies seek to assess this risk, usually relying on participants' recalled use, but recall is notoriously poor. Our objectives were primarily to produce a forecast method, for use by such studies, to reduce estimation bias in the recalled extent of cell phone use. The method we developed, using Bayes' rule, is modelled with data we collected in a cross-sectional cluster survey exploring cell phone user-habits among New Zealand adolescents. Participants recalled their recent extent of SMS-texting and retrieved from their provider the current month's actual use-to-date. Actual use was taken as the gold standard in the analyses. Estimation bias arose from a large random error, as observed in all cell phone validation studies. We demonstrate that this seriously exaggerates upper-end forecasts of use when used in regression models. This means that calculations using a regression model will lead to underestimation of heavy-users' relative risk. Our Bayesian method substantially reduces estimation bias. In cases where other studies' data conforms to our method's requirements, application should reduce estimation bias, leading to a more accurate relative risk calculation for mid-to-heavy users.

  13. Are Teacher Course Evaluations Biased against Faculty That Teach Quantitative Methods Courses?

    Science.gov (United States)

    Royal, Kenneth D.; Stockdale, Myrah R.

    2015-01-01

    The present study investigated graduate students' responses to teacher/course evaluations (TCE) to determine if students' responses were inherently biased against faculty who teach quantitative methods courses. Item response theory (IRT) and Differential Item Functioning (DIF) techniques were utilized for data analysis. Results indicate students…

  14. A brain MRI bias field correction method created in the Gaussian multi-scale space

    Science.gov (United States)

    Chen, Mingsheng; Qin, Mingxin

    2017-07-01

    A pre-processing step is needed to correct for the bias field signal before submitting corrupted MR images to such image-processing algorithms. This study presents a new bias field correction method. The method creates a Gaussian multi-scale space by the convolution of the inhomogeneous MR image with a two-dimensional Gaussian function. In the multi-Gaussian space, the method retrieves the image details from the differentiation of the original image and convolution image. Then, it obtains an image whose inhomogeneity is eliminated by the weighted sum of image details in each layer in the space. Next, the bias field-corrected MR image is retrieved after the Υ correction, which enhances the contrast and brightness of the inhomogeneity-eliminated MR image. We have tested the approach on T1 MRI and T2 MRI with varying bias field levels and have achieved satisfactory results. Comparison experiments with popular software have demonstrated superior performance of the proposed method in terms of quantitative indices, especially an improvement in subsequent image segmentation.

  15. An improved level set method for brain MR images segmentation and bias correction.

    Science.gov (United States)

    Chen, Yunjie; Zhang, Jianwei; Macione, Jim

    2009-10-01

    Intensity inhomogeneities cause considerable difficulty in the quantitative analysis of magnetic resonance (MR) images. Thus, bias field estimation is a necessary step before quantitative analysis of MR data can be undertaken. This paper presents a variational level set approach to bias correction and segmentation for images with intensity inhomogeneities. Our method is based on an observation that intensities in a relatively small local region are separable, despite of the inseparability of the intensities in the whole image caused by the overall intensity inhomogeneity. We first define a localized K-means-type clustering objective function for image intensities in a neighborhood around each point. The cluster centers in this objective function have a multiplicative factor that estimates the bias within the neighborhood. The objective function is then integrated over the entire domain to define the data term into the level set framework. Our method is able to capture bias of quite general profiles. Moreover, it is robust to initialization, and thereby allows fully automated applications. The proposed method has been used for images of various modalities with promising results.

  16. A forward bias method for lag correction of an a-Si flat panel detector

    International Nuclear Information System (INIS)

    Starman, Jared; Tognina, Carlo; Partain, Larry; Fahrig, Rebecca

    2012-01-01

    Purpose: Digital a-Si flat panel (FP) x-ray detectors can exhibit detector lag, or residual signal, of several percent that can cause ghosting in projection images or severe shading artifacts, known as the radar artifact, in cone-beam computed tomography (CBCT) reconstructions. A major contributor to detector lag is believed to be defect states, or traps, in the a-Si layer of the FP. Software methods to characterize and correct for the detector lag exist, but they may make assumptions such as system linearity and time invariance, which may not be true. The purpose of this work is to investigate a new hardware based method to reduce lag in an a-Si FP and to evaluate its effectiveness at removing shading artifacts in CBCT reconstructions. The feasibility of a novel, partially hardware based solution is also examined. Methods: The proposed hardware solution for lag reduction requires only a minor change to the FP. For pulsed irradiation, the proposed method inserts a new operation step between the readout and data collection stages. During this new stage the photodiode is operated in a forward bias mode, which fills the defect states with charge. A Varian 4030CB panel was modified to allow for operation in the forward bias mode. The contrast of residual lag ghosts was measured for lag frames 2 and 100 after irradiation ceased for standard and forward bias modes. Detector step response, lag, SNR, modulation transfer function (MTF), and detective quantum efficiency (DQE) measurements were made with standard and forward bias firmware. CBCT data of pelvic and head phantoms were also collected. Results: Overall, the 2nd and 100th detector lag frame residual signals were reduced 70%-88% using the new method. SNR, MTF, and DQE measurements show a small decrease in collected signal and a small increase in noise. The forward bias hardware successfully reduced the radar artifact in the CBCT reconstruction of the pelvic and head phantoms by 48%-81%. Conclusions: Overall, the

  17. Methods of Reducing Bias in Combined Thermal/Epithermal Neutron (CTEN) Assays of Heterogeneous Waste

    Energy Technology Data Exchange (ETDEWEB)

    Estep, R.J.; Melton, S.; Miko, D.

    1998-11-17

    We examined the effectiveness of two different methods for correcting CTEN passive and active assays for bias due to variations in the source position in different drum types. Both use the same drum-averaged correction determined from a neural network trained to active flux monitor ratios as a starting point. One method then uses a neural network to obtain a spatial correction factor sensitive to the source location. The other method uses emission tomography. Both methods were found to give significantly improved assay accuracy over the drum-averaged correction, although more study is needed to determine which method works better.

  18. Methods of Reducing Bias in Combined Thermal/Epithermal Neutron (CTEN) Assays of Heterogeneous Waste

    International Nuclear Information System (INIS)

    Estep, R.J.; Melton, S.; Miko, D.

    1998-01-01

    We examined the effectiveness of two different methods for correcting CTEN passive and active assays for bias due to variations in the source position in different drum types. Both use the same drum-averaged correction determined from a neural network trained to active flux monitor ratios as a starting point. One method then uses a neural network to obtain a spatial correction factor sensitive to the source location. The other method uses emission tomography. Both methods were found to give significantly improved assay accuracy over the drum-averaged correction, although more study is needed to determine which method works better

  19. A Novel Bias Correction Method for Soil Moisture and Ocean Salinity (SMOS Soil Moisture: Retrieval Ensembles

    Directory of Open Access Journals (Sweden)

    Ju Hyoung Lee

    2015-12-01

    Full Text Available Bias correction is a very important pre-processing step in satellite data assimilation analysis, as data assimilation itself cannot circumvent satellite biases. We introduce a retrieval algorithm-specific and spatially heterogeneous Instantaneous Field of View (IFOV bias correction method for Soil Moisture and Ocean Salinity (SMOS soil moisture. To the best of our knowledge, this is the first paper to present the probabilistic presentation of SMOS soil moisture using retrieval ensembles. We illustrate that retrieval ensembles effectively mitigated the overestimation problem of SMOS soil moisture arising from brightness temperature errors over West Africa in a computationally efficient way (ensemble size: 12, no time-integration. In contrast, the existing method of Cumulative Distribution Function (CDF matching considerably increased the SMOS biases, due to the limitations of relying on the imperfect reference data. From the validation at two semi-arid sites, Benin (moderately wet and vegetated area and Niger (dry and sandy bare soils, it was shown that the SMOS errors arising from rain and vegetation attenuation were appropriately corrected by ensemble approaches. In Benin, the Root Mean Square Errors (RMSEs decreased from 0.1248 m3/m3 for CDF matching to 0.0678 m3/m3 for the proposed ensemble approach. In Niger, the RMSEs decreased from 0.14 m3/m3 for CDF matching to 0.045 m3/m3 for the ensemble approach.

  20. Evaluation of errors in prior mean and variance in the estimation of integrated circuit failure rates using Bayesian methods

    Science.gov (United States)

    Fletcher, B. C.

    1972-01-01

    The critical point of any Bayesian analysis concerns the choice and quantification of the prior information. The effects of prior data on a Bayesian analysis are studied. Comparisons of the maximum likelihood estimator, the Bayesian estimator, and the known failure rate are presented. The results of the many simulated trails are then analyzed to show the region of criticality for prior information being supplied to the Bayesian estimator. In particular, effects of prior mean and variance are determined as a function of the amount of test data available.

  1. Can bias correction and statistical downscaling methods improve the skill of seasonal precipitation forecasts?

    Science.gov (United States)

    Manzanas, R.; Lucero, A.; Weisheimer, A.; Gutiérrez, J. M.

    2018-02-01

    Statistical downscaling methods are popular post-processing tools which are widely used in many sectors to adapt the coarse-resolution biased outputs from global climate simulations to the regional-to-local scale typically required by users. They range from simple and pragmatic Bias Correction (BC) methods, which directly adjust the model outputs of interest (e.g. precipitation) according to the available local observations, to more complex Perfect Prognosis (PP) ones, which indirectly derive local predictions (e.g. precipitation) from appropriate upper-air large-scale model variables (predictors). Statistical downscaling methods have been extensively used and critically assessed in climate change applications; however, their advantages and limitations in seasonal forecasting are not well understood yet. In particular, a key problem in this context is whether they serve to improve the forecast quality/skill of raw model outputs beyond the adjustment of their systematic biases. In this paper we analyze this issue by applying two state-of-the-art BC and two PP methods to downscale precipitation from a multimodel seasonal hindcast in a challenging tropical region, the Philippines. To properly assess the potential added value beyond the reduction of model biases, we consider two validation scores which are not sensitive to changes in the mean (correlation and reliability categories). Our results show that, whereas BC methods maintain or worsen the skill of the raw model forecasts, PP methods can yield significant skill improvement (worsening) in cases for which the large-scale predictor variables considered are better (worse) predicted by the model than precipitation. For instance, PP methods are found to increase (decrease) model reliability in nearly 40% of the stations considered in boreal summer (autumn). Therefore, the choice of a convenient downscaling approach (either BC or PP) depends on the region and the season.

  2. A Framework for Quantifying the Impacts of Sub-Pixel Reflectance Variance and Covariance on Cloud Optical Thickness and Effective Radius Retrievals Based on the Bi-Spectral Method.

    Science.gov (United States)

    Zhang, Z; Werner, F.; Cho, H. -M.; Wind, Galina; Platnick, S.; Ackerman, A. S.; Di Girolamo, L.; Marshak, A.; Meyer, Kerry

    2017-01-01

    The so-called bi-spectral method retrieves cloud optical thickness (t) and cloud droplet effective radius (re) simultaneously from a pair of cloud reflectance observations, one in a visible or near infrared (VIS/NIR) band and the other in a shortwave-infrared (SWIR) band. A cloudy pixel is usually assumed to be horizontally homogeneous in the retrieval. Ignoring sub-pixel variations of cloud reflectances can lead to a significant bias in the retrieved t and re. In this study, we use the Taylor expansion of a two-variable function to understand and quantify the impacts of sub-pixel variances of VIS/NIR and SWIR cloud reflectances and their covariance on the t and re retrievals. This framework takes into account the fact that the retrievals are determined by both VIS/NIR and SWIR band observations in a mutually dependent way. In comparison with previous studies, it provides a more comprehensive understanding of how sub-pixel cloud reflectance variations impact the t and re retrievals based on the bi-spectral method. In particular, our framework provides a mathematical explanation of how the sub-pixel variation in VIS/NIR band influences the re retrieval and why it can sometimes outweigh the influence of variations in the SWIR band and dominate the error in re retrievals, leading to a potential contribution of positive bias to the re retrieval.

  3. A New Online Calibration Method Based on Lord's Bias-Correction.

    Science.gov (United States)

    He, Yinhong; Chen, Ping; Li, Yong; Zhang, Shumei

    2017-09-01

    Online calibration technique has been widely employed to calibrate new items due to its advantages. Method A is the simplest online calibration method and has attracted many attentions from researchers recently. However, a key assumption of Method A is that it treats person-parameter estimates θ ^ s (obtained by maximum likelihood estimation [MLE]) as their true values θ s , thus the deviation of the estimated θ ^ s from their true values might yield inaccurate item calibration when the deviation is nonignorable. To improve the performance of Method A, a new method, MLE-LBCI-Method A, is proposed. This new method combines a modified Lord's bias-correction method (named as maximum likelihood estimation-Lord's bias-correction with iteration [MLE-LBCI]) with the original Method A in an effort to correct the deviation of θ ^ s which may adversely affect the item calibration precision. Two simulation studies were carried out to explore the performance of both MLE-LBCI and MLE-LBCI-Method A under several scenarios. Simulation results showed that MLE-LBCI could make a significant improvement over the ML ability estimates, and MLE-LBCI-Method A did outperform Method A in almost all experimental conditions.

  4. Bias-corrected Pearson estimating functions for Taylor's power law applied to benthic macrofauna data

    DEFF Research Database (Denmark)

    Jørgensen, Bent; Demétrio, Clarice G. B.; Kristensen, Erik

    2011-01-01

    Estimation of Taylor’s power law for species abundance data may be performed by linear regression of the log empirical variances on the log means, but this method suffers from a problem of bias for sparse data. We show that the bias may be reduced by using a bias-corrected Pearson estimating...

  5. A method for energy window optimization for quantitative tasks that includes the effects of model-mismatch on bias: application to Y-90 bremsstrahlung SPECT imaging

    International Nuclear Information System (INIS)

    Rong Xing; Du Yong; Frey, Eric C

    2012-01-01

    Quantitative Yttrium-90 ( 90 Y) bremsstrahlung single photon emission computed tomography (SPECT) imaging has shown great potential to provide reliable estimates of 90 Y activity distribution for targeted radionuclide therapy dosimetry applications. One factor that potentially affects the reliability of the activity estimates is the choice of the acquisition energy window. In contrast to imaging conventional gamma photon emitters where the acquisition energy windows are usually placed around photopeaks, there has been great variation in the choice of the acquisition energy window for 90 Y imaging due to the continuous and broad energy distribution of the bremsstrahlung photons. In quantitative imaging of conventional gamma photon emitters, previous methods for optimizing the acquisition energy window assumed unbiased estimators and used the variance in the estimates as a figure of merit (FOM). However, for situations, such as 90 Y imaging, where there are errors in the modeling of the image formation process used in the reconstruction there will be bias in the activity estimates. In 90 Y bremsstrahlung imaging this will be especially important due to the high levels of scatter, multiple scatter, and collimator septal penetration and scatter. Thus variance will not be a complete measure of reliability of the estimates and thus is not a complete FOM. To address this, we first aimed to develop a new method to optimize the energy window that accounts for both the bias due to model-mismatch and the variance of the activity estimates. We applied this method to optimize the acquisition energy window for quantitative 90 Y bremsstrahlung SPECT imaging in microsphere brachytherapy. Since absorbed dose is defined as the absorbed energy from the radiation per unit mass of tissues in this new method we proposed a mass-weighted root mean squared error of the volume of interest (VOI) activity estimates as the FOM. To calculate this FOM, two analytical expressions were derived for

  6. A method for energy window optimization for quantitative tasks that includes the effects of model-mismatch on bias: application to Y-90 bremsstrahlung SPECT imaging.

    Science.gov (United States)

    Rong, Xing; Du, Yong; Frey, Eric C

    2012-06-21

    Quantitative Yttrium-90 ((90)Y) bremsstrahlung single photon emission computed tomography (SPECT) imaging has shown great potential to provide reliable estimates of (90)Y activity distribution for targeted radionuclide therapy dosimetry applications. One factor that potentially affects the reliability of the activity estimates is the choice of the acquisition energy window. In contrast to imaging conventional gamma photon emitters where the acquisition energy windows are usually placed around photopeaks, there has been great variation in the choice of the acquisition energy window for (90)Y imaging due to the continuous and broad energy distribution of the bremsstrahlung photons. In quantitative imaging of conventional gamma photon emitters, previous methods for optimizing the acquisition energy window assumed unbiased estimators and used the variance in the estimates as a figure of merit (FOM). However, for situations, such as (90)Y imaging, where there are errors in the modeling of the image formation process used in the reconstruction there will be bias in the activity estimates. In (90)Y bremsstrahlung imaging this will be especially important due to the high levels of scatter, multiple scatter, and collimator septal penetration and scatter. Thus variance will not be a complete measure of reliability of the estimates and thus is not a complete FOM. To address this, we first aimed to develop a new method to optimize the energy window that accounts for both the bias due to model-mismatch and the variance of the activity estimates. We applied this method to optimize the acquisition energy window for quantitative (90)Y bremsstrahlung SPECT imaging in microsphere brachytherapy. Since absorbed dose is defined as the absorbed energy from the radiation per unit mass of tissues in this new method we proposed a mass-weighted root mean squared error of the volume of interest (VOI) activity estimates as the FOM. To calculate this FOM, two analytical expressions were

  7. Hydrological modeling as an evaluation tool of EURO-CORDEX climate projections and bias correction methods

    Science.gov (United States)

    Hakala, Kirsti; Addor, Nans; Seibert, Jan

    2017-04-01

    Streamflow stemming from Switzerland's mountainous landscape will be influenced by climate change, which will pose significant challenges to the water management and policy sector. In climate change impact research, the determination of future streamflow is impeded by different sources of uncertainty, which propagate through the model chain. In this research, we explicitly considered the following sources of uncertainty: (1) climate models, (2) downscaling of the climate projections to the catchment scale, (3) bias correction method and (4) parameterization of the hydrological model. We utilize climate projections at the 0.11 degree 12.5 km resolution from the EURO-CORDEX project, which are the most recent climate projections for the European domain. EURO-CORDEX is comprised of regional climate model (RCM) simulations, which have been downscaled from global climate models (GCMs) from the CMIP5 archive, using both dynamical and statistical techniques. Uncertainties are explored by applying a modeling chain involving 14 GCM-RCMs to ten Swiss catchments. We utilize the rainfall-runoff model HBV Light, which has been widely used in operational hydrological forecasting. The Lindström measure, a combination of model efficiency and volume error, was used as an objective function to calibrate HBV Light. Ten best sets of parameters are then achieved by calibrating using the genetic algorithm and Powell optimization (GAP) method. The GAP optimization method is based on the evolution of parameter sets, which works by selecting and recombining high performing parameter sets with each other. Once HBV is calibrated, we then perform a quantitative comparison of the influence of biases inherited from climate model simulations to the biases stemming from the hydrological model. The evaluation is conducted over two time periods: i) 1980-2009 to characterize the simulation realism under the current climate and ii) 2070-2099 to identify the magnitude of the projected change of

  8. Downside Variance Risk Premium

    OpenAIRE

    Feunou, Bruno; Jahan-Parvar, Mohammad; Okou, Cedric

    2015-01-01

    We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk premium is a priced factor with significant prediction power for aggregate excess returns. Our empirical investigation highlights the positive and s...

  9. A New Variational Method for Bias Correction and Its Applications to Rodent Brain Extraction.

    Science.gov (United States)

    Chang, Huibin; Huang, Weimin; Wu, Chunlin; Huang, Su; Guan, Cuntai; Sekar, Sakthivel; Bhakoo, Kishore Kumar; Duan, Yuping

    2017-03-01

    Brain extraction is an important preprocessing step for further analysis of brain MR images. Significant intensity inhomogeneity can be observed in rodent brain images due to the high-field MRI technique. Unlike most existing brain extraction methods that require bias corrected MRI, we present a high-order and L 0 regularized variational model for bias correction and brain extraction. The model is composed of a data fitting term, a piecewise constant regularization and a smooth regularization, which is constructed on a 3-D formulation for medical images with anisotropic voxel sizes. We propose an efficient multi-resolution algorithm for fast computation. At each resolution layer, we solve an alternating direction scheme, all subproblems of which have the closed-form solutions. The method is tested on three T2 weighted acquisition configurations comprising a total of 50 rodent brain volumes, which are with the acquisition field strengths of 4.7 Tesla, 9.4 Tesla and 17.6 Tesla, respectively. On one hand, we compare the results of bias correction with N3 and N4 in terms of the coefficient of variations on 20 different tissues of rodent brain. On the other hand, the results of brain extraction are compared against manually segmented gold standards, BET, BSE and 3-D PCNN based on a number of metrics. With the high accuracy and efficiency, our proposed method can facilitate automatic processing of large-scale brain studies.

  10. Temperature effects on pitfall catches of epigeal arthropods: a model and method for bias correction.

    Science.gov (United States)

    Saska, Pavel; van der Werf, Wopke; Hemerik, Lia; Luff, Martin L; Hatten, Timothy D; Honek, Alois; Pocock, Michael

    2013-02-01

    Carabids and other epigeal arthropods make important contributions to biodiversity, food webs and biocontrol of invertebrate pests and weeds. Pitfall trapping is widely used for sampling carabid populations, but this technique yields biased estimates of abundance ('activity-density') because individual activity - which is affected by climatic factors - affects the rate of catch. To date, the impact of temperature on pitfall catches, while suspected to be large, has not been quantified, and no method is available to account for it. This lack of knowledge and the unavailability of a method for bias correction affect the confidence that can be placed on results of ecological field studies based on pitfall data.Here, we develop a simple model for the effect of temperature, assuming a constant proportional change in the rate of catch per °C change in temperature, r , consistent with an exponential Q 10 response to temperature. We fit this model to 38 time series of pitfall catches and accompanying temperature records from the literature, using first differences and other detrending methods to account for seasonality. We use meta-analysis to assess consistency of the estimated parameter r among studies.The mean rate of increase in total catch across data sets was 0·0863 ± 0·0058 per °C of maximum temperature and 0·0497 ± 0·0107 per °C of minimum temperature. Multiple regression analyses of 19 data sets showed that temperature is the key climatic variable affecting total catch. Relationships between temperature and catch were also identified at species level. Correction for temperature bias had substantial effects on seasonal trends of carabid catches. Synthesis and Applications . The effect of temperature on pitfall catches is shown here to be substantial and worthy of consideration when interpreting results of pitfall trapping. The exponential model can be used both for effect estimation and for bias correction of observed data. Correcting for temperature

  11. Means and Variances without Calculus

    Science.gov (United States)

    Kinney, John J.

    2005-01-01

    This article gives a method of finding discrete approximations to continuous probability density functions and shows examples of its use, allowing students without calculus access to the calculation of means and variances.

  12. A method of estimating GPS instrumental biases with a convolution algorithm

    Science.gov (United States)

    Li, Qi; Ma, Guanyi; Lu, Weijun; Wan, Qingtao; Fan, Jiangtao; Wang, Xiaolan; Li, Jinghua; Li, Changhua

    2018-03-01

    This paper presents a method of deriving the instrumental differential code biases (DCBs) of GPS satellites and dual frequency receivers. Considering that the total electron content (TEC) varies smoothly over a small area, one ionospheric pierce point (IPP) and four more nearby IPPs were selected to build an equation with a convolution algorithm. In addition, unknown DCB parameters were arranged into a set of equations with GPS observations in a day unit by assuming that DCBs do not vary within a day. Then, the DCBs of satellites and receivers were determined by solving the equation set with the least-squares fitting technique. The performance of this method is examined by applying it to 361 days in 2014 using the observation data from 1311 GPS Earth Observation Network (GEONET) receivers. The result was crosswise-compared with the DCB estimated by the mesh method and the IONEX products from the Center for Orbit Determination in Europe (CODE). The DCB values derived by this method agree with those of the mesh method and the CODE products, with biases of 0.091 ns and 0.321 ns, respectively. The convolution method's accuracy and stability were quite good and showed improvements over the mesh method.

  13. Introduction to variance estimation

    CERN Document Server

    Wolter, Kirk M

    2007-01-01

    We live in the information age. Statistical surveys are used every day to determine or evaluate public policy and to make important business decisions. Correct methods for computing the precision of the survey data and for making inferences to the target population are absolutely essential to sound decision making. Now in its second edition, Introduction to Variance Estimation has for more than twenty years provided the definitive account of the theory and methods for correct precision calculations and inference, including examples of modern, complex surveys in which the methods have been used successfully. The book provides instruction on the methods that are vital to data-driven decision making in business, government, and academe. It will appeal to survey statisticians and other scientists engaged in the planning and conduct of survey research, and to those analyzing survey data and charged with extracting compelling information from such data. It will appeal to graduate students and university faculty who...

  14. An unbiased estimator of the variance of simple random sampling using mixed random-systematic sampling

    OpenAIRE

    Padilla, Alberto

    2009-01-01

    Systematic sampling is a commonly used technique due to its simplicity and ease of implementation. The drawback of this simplicity is that it is not possible to estimate the design variance without bias. There are several ways to circumvent this problem. One method is to suppose that the variable of interest has a random order in the population, so the sample variance of simple random sampling without replacement is used. By means of a mixed random - systematic sample, an unbiased estimator o...

  15. The influence of common method bias on the relationship of the socio-ecological model in predicting physical activity behavior

    Science.gov (United States)

    Wingate, Savanna; Sng, Eveleen; Loprinzi, Paul D.

    2018-01-01

    Background: The purpose of this study was to evaluate the extent, if any, that the association between socio-ecological parameters and physical activity may be influenced by common method bias (CMB). Methods: This study took place between February and May of 2017 at a Southeastern University in the United States. A randomized controlled experiment was employed among 119 young adults.Participants were randomized into either group 1 (the group we attempted to minimize CMB)or group 2 (control group). In group 1, CMB was minimized via various procedural remedies,such as separating the measurement of predictor and criterion variables by introducing a time lag (temporal; 2 visits several days apart), creating a cover story (psychological), and approximating measures to have data collected in different media (computer-based vs. paper and pencil) and different locations to control method variance when collecting self-report measures from the same source. Socio-ecological parameters (self-efficacy; friend support; family support)and physical activity were self-reported. Results: Exercise self-efficacy was significantly associated with physical activity. This association (β = 0.74, 95% CI: 0.33-1.1; P = 0.001) was only observed in group 2 (control), but not in group 1 (experimental group) (β = 0.03; 95% CI: -0.57-0.63; P = 0.91). The difference in these coefficients (i.e., β = 0.74 vs. β = 0.03) was statistically significant (P = 0.04). Conclusion: Future research in this field, when feasible, may wish to consider employing procedural and statistical remedies to minimize CMB. PMID:29423361

  16. A Comparison of Methods for a Priori Bias Correction in Soil Moisture Data Assimilation

    Science.gov (United States)

    Kumar, Sujay V.; Reichle, Rolf H.; Harrison, Kenneth W.; Peters-Lidard, Christa D.; Yatheendradas, Soni; Santanello, Joseph A.

    2011-01-01

    Data assimilation is being increasingly used to merge remotely sensed land surface variables such as soil moisture, snow and skin temperature with estimates from land models. Its success, however, depends on unbiased model predictions and unbiased observations. Here, a suite of continental-scale, synthetic soil moisture assimilation experiments is used to compare two approaches that address typical biases in soil moisture prior to data assimilation: (i) parameter estimation to calibrate the land model to the climatology of the soil moisture observations, and (ii) scaling of the observations to the model s soil moisture climatology. To enable this research, an optimization infrastructure was added to the NASA Land Information System (LIS) that includes gradient-based optimization methods and global, heuristic search algorithms. The land model calibration eliminates the bias but does not necessarily result in more realistic model parameters. Nevertheless, the experiments confirm that model calibration yields assimilation estimates of surface and root zone soil moisture that are as skillful as those obtained through scaling of the observations to the model s climatology. Analysis of innovation diagnostics underlines the importance of addressing bias in soil moisture assimilation and confirms that both approaches adequately address the issue.

  17. Noise variance analysis using a flat panel x-ray detector: A method for additive noise assessment with application to breast CT applications

    Energy Technology Data Exchange (ETDEWEB)

    Yang Kai; Huang, Shih-Ying; Packard, Nathan J.; Boone, John M. [Department of Radiology, University of California, Davis Medical Center, 4860 Y Street, Suite 3100 Ellison Building, Sacramento, California 95817 (United States); Department of Radiology, University of California, Davis Medical Center, 4860 Y Street, Suite 3100 Ellison Building, Sacramento, California 95817 (United States) and Department of Biomedical Engineering, University of California, Davis, Davis, California, 95616 (United States)

    2010-07-15

    Purpose: A simplified linear model approach was proposed to accurately model the response of a flat panel detector used for breast CT (bCT). Methods: Individual detector pixel mean and variance were measured from bCT projection images acquired both in air and with a polyethylene cylinder, with the detector operating in both fixed low gain and dynamic gain mode. Once the coefficients of the linear model are determined, the fractional additive noise can be used as a quantitative metric to evaluate the system's efficiency in utilizing x-ray photons, including the performance of different gain modes of the detector. Results: Fractional additive noise increases as the object thickness increases or as the radiation dose to the detector decreases. For bCT scan techniques on the UC Davis prototype scanner (80 kVp, 500 views total, 30 frames/s), in the low gain mode, additive noise contributes 21% of the total pixel noise variance for a 10 cm object and 44% for a 17 cm object. With the dynamic gain mode, additive noise only represents approximately 2.6% of the total pixel noise variance for a 10 cm object and 7.3% for a 17 cm object. Conclusions: The existence of the signal-independent additive noise is the primary cause for a quadratic relationship between bCT noise variance and the inverse of radiation dose at the detector. With the knowledge of the additive noise contribution to experimentally acquired images, system modifications can be made to reduce the impact of additive noise and improve the quantum noise efficiency of the bCT system.

  18. Variance analysis of the Monte Carlo perturbation source method in inhomogeneous linear particle transport problems. Derivation of formulae

    International Nuclear Information System (INIS)

    Noack, K.

    1981-01-01

    The perturbation source method is used in the Monte Carlo method in calculating small effects in a particle field. It offers primising possibilities for introducing positive correlation between subtracting estimates even in the cases where other methods fail, in the case of geometrical variations of a given arrangement. The perturbation source method is formulated on the basis of integral equations for the particle fields. The formulae for the second moment of the difference of events are derived. Explicity a certain class of transport games and different procedures for generating the so-called perturbation particles are considered [ru

  19. Statistical methods for estimating normal blood chemistry ranges and variance in rainbow trout (Salmo gairdneri), Shasta Strain

    Science.gov (United States)

    Wedemeyer, Gary A.; Nelson, Nancy C.

    1975-01-01

    Gaussian and nonparametric (percentile estimate and tolerance interval) statistical methods were used to estimate normal ranges for blood chemistry (bicarbonate, bilirubin, calcium, hematocrit, hemoglobin, magnesium, mean cell hemoglobin concentration, osmolality, inorganic phosphorus, and pH for juvenile rainbow (Salmo gairdneri, Shasta strain) trout held under defined environmental conditions. The percentile estimate and Gaussian methods gave similar normal ranges, whereas the tolerance interval method gave consistently wider ranges for all blood variables except hemoglobin. If the underlying frequency distribution is unknown, the percentile estimate procedure would be the method of choice.

  20. A High Precision Laser-Based Autofocus Method Using Biased Image Plane for Microscopy

    Directory of Open Access Journals (Sweden)

    Chao-Chen Gu

    2018-01-01

    Full Text Available This study designs and accomplishes a high precision and robust laser-based autofocusing system, in which a biased image plane is applied. In accordance to the designed optics, a cluster-based circle fitting algorithm is proposed to calculate the radius of the detecting spot from the reflected laser beam as an essential factor to obtain the defocus value. The experiment conduct on the experiment device achieved novel performance of high precision and robustness. Furthermore, the low demand of assembly accuracy makes the proposed method a low-cost and realizable solution for autofocusing technique.

  1. Comparison of some biased estimation methods (including ordinary subset regression) in the linear model

    Science.gov (United States)

    Sidik, S. M.

    1975-01-01

    Ridge, Marquardt's generalized inverse, shrunken, and principal components estimators are discussed in terms of the objectives of point estimation of parameters, estimation of the predictive regression function, and hypothesis testing. It is found that as the normal equations approach singularity, more consideration must be given to estimable functions of the parameters as opposed to estimation of the full parameter vector; that biased estimators all introduce constraints on the parameter space; that adoption of mean squared error as a criterion of goodness should be independent of the degree of singularity; and that ordinary least-squares subset regression is the best overall method.

  2. Variance analysis of forecasted streamflow maxima in a wet temperate climate

    Science.gov (United States)

    Al Aamery, Nabil; Fox, James F.; Snyder, Mark; Chandramouli, Chandra V.

    2018-05-01

    Coupling global climate models, hydrologic models and extreme value analysis provides a method to forecast streamflow maxima, however the elusive variance structure of the results hinders confidence in application. Directly correcting the bias of forecasts using the relative change between forecast and control simulations has been shown to marginalize hydrologic uncertainty, reduce model bias, and remove systematic variance when predicting mean monthly and mean annual streamflow, prompting our investigation for maxima streamflow. We assess the variance structure of streamflow maxima using realizations of emission scenario, global climate model type and project phase, downscaling methods, bias correction, extreme value methods, and hydrologic model inputs and parameterization. Results show that the relative change of streamflow maxima was not dependent on systematic variance from the annual maxima versus peak over threshold method applied, albeit we stress that researchers strictly adhere to rules from extreme value theory when applying the peak over threshold method. Regardless of which method is applied, extreme value model fitting does add variance to the projection, and the variance is an increasing function of the return period. Unlike the relative change of mean streamflow, results show that the variance of the maxima's relative change was dependent on all climate model factors tested as well as hydrologic model inputs and calibration. Ensemble projections forecast an increase of streamflow maxima for 2050 with pronounced forecast standard error, including an increase of +30(±21), +38(±34) and +51(±85)% for 2, 20 and 100 year streamflow events for the wet temperate region studied. The variance of maxima projections was dominated by climate model factors and extreme value analyses.

  3. RCP: a novel probe design bias correction method for Illumina Methylation BeadChip.

    Science.gov (United States)

    Niu, Liang; Xu, Zongli; Taylor, Jack A

    2016-09-01

    The Illumina HumanMethylation450 BeadChip has been extensively utilized in epigenome-wide association studies. This array and its successor, the MethylationEPIC array, use two types of probes-Infinium I (type I) and Infinium II (type II)-in order to increase genome coverage but differences in probe chemistries result in different type I and II distributions of methylation values. Ignoring the difference in distributions between the two probe types may bias downstream analysis. Here, we developed a novel method, called Regression on Correlated Probes (RCP), which uses the existing correlation between pairs of nearby type I and II probes to adjust the beta values of all type II probes. We evaluate the effect of this adjustment on reducing probe design type bias, reducing technical variation in duplicate samples, improving accuracy of measurements against known standards, and retention of biological signal. We find that RCP is statistically significantly better than unadjusted data or adjustment with alternative methods including SWAN and BMIQ. We incorporated the method into the R package ENmix, which is freely available from the Bioconductor website (https://www.bioconductor.org/packages/release/bioc/html/ENmix.html). niulg@ucmail.uc.edu Supplementary data are available at Bioinformatics online. Published by Oxford University Press 2016. This work is written by US Government employees and is in the public domain in the US.

  4. A general transform for variance reduction in Monte Carlo simulations

    International Nuclear Information System (INIS)

    Becker, T.L.; Larsen, E.W.

    2011-01-01

    This paper describes a general transform to reduce the variance of the Monte Carlo estimate of some desired solution, such as flux or biological dose. This transform implicitly includes many standard variance reduction techniques, including source biasing, collision biasing, the exponential transform for path-length stretching, and weight windows. Rather than optimizing each of these techniques separately or choosing semi-empirical biasing parameters based on the experience of a seasoned Monte Carlo practitioner, this General Transform unites all these variance techniques to achieve one objective: a distribution of Monte Carlo particles that attempts to optimize the desired solution. Specifically, this transform allows Monte Carlo particles to be distributed according to the user's specification by using information obtained from a computationally inexpensive deterministic simulation of the problem. For this reason, we consider the General Transform to be a hybrid Monte Carlo/Deterministic method. The numerical results con rm that the General Transform distributes particles according to the user-specified distribution and generally provide reasonable results for shielding applications. (author)

  5. Evolution of Genetic Variance during Adaptive Radiation.

    Science.gov (United States)

    Walter, Greg M; Aguirre, J David; Blows, Mark W; Ortiz-Barrientos, Daniel

    2018-04-01

    Genetic correlations between traits can concentrate genetic variance into fewer phenotypic dimensions that can bias evolutionary trajectories along the axis of greatest genetic variance and away from optimal phenotypes, constraining the rate of evolution. If genetic correlations limit adaptation, rapid adaptive divergence between multiple contrasting environments may be difficult. However, if natural selection increases the frequency of rare alleles after colonization of new environments, an increase in genetic variance in the direction of selection can accelerate adaptive divergence. Here, we explored adaptive divergence of an Australian native wildflower by examining the alignment between divergence in phenotype mean and divergence in genetic variance among four contrasting ecotypes. We found divergence in mean multivariate phenotype along two major axes represented by different combinations of plant architecture and leaf traits. Ecotypes also showed divergence in the level of genetic variance in individual traits and the multivariate distribution of genetic variance among traits. Divergence in multivariate phenotypic mean aligned with divergence in genetic variance, with much of the divergence in phenotype among ecotypes associated with changes in trait combinations containing substantial levels of genetic variance. Overall, our results suggest that natural selection can alter the distribution of genetic variance underlying phenotypic traits, increasing the amount of genetic variance in the direction of natural selection and potentially facilitating rapid adaptive divergence during an adaptive radiation.

  6. An alternative method for noise analysis using pixel variance as part of quality control procedures on digital mammography systems

    International Nuclear Information System (INIS)

    Bouwman, R; Broeders, M; Van Engen, R; Young, K; Lazzari, B; Ravaglia, V

    2009-01-01

    According to the European Guidelines for quality assured breast cancer screening and diagnosis, noise analysis is one of the measurements that needs to be performed as part of quality control procedures on digital mammography systems. However, the method recommended in the European Guidelines does not discriminate sufficiently between systems with and without additional noise besides quantum noise. This paper attempts to give an alternative and relatively simple method for noise analysis which can divide noise into electronic noise, structured noise and quantum noise. Quantum noise needs to be the dominant noise source in clinical images for optimal performance of a digital mammography system, and therefore the amount of electronic and structured noise should be minimal. For several digital mammography systems, the noise was separated into components based on the measured pixel value, standard deviation (SD) of the image and the detector entrance dose. The results showed that differences between systems exist. Our findings confirm that the proposed method is able to discriminate systems based on their noise performance and is able to detect possible quality problems. Therefore, we suggest to replace the current method for noise analysis as described in the European Guidelines by the alternative method described in this paper.

  7. An Improved Dynamical Downscaling Method with GCM Bias Corrections and Its Validation with 30 Years of Climate Simulations

    KAUST Repository

    Xu, Zhongfeng; Yang, Zong-Liang

    2012-01-01

    An improved dynamical downscaling method (IDD) with general circulation model (GCM) bias corrections is developed and assessed over North America. A set of regional climate simulations is performed with the Weather Research and Forecasting Model

  8. [The importance of memory bias in obtaining age of menarche by recall method in Brazilian adolescents].

    Science.gov (United States)

    Castilho, Silvia Diez; Nucci, Luciana Bertoldi; Assuino, Samanta Ramos; Hansen, Lucca Ortolan

    2014-06-01

    To compare the age at menarche obtained by recall method according to the time elapsed since the event, in order to verify the importance of the recall bias. Were evaluated 1,671 girls (7-18 years) at schools in Campinas-SP regarding the occurrence of menarche by the status quo method (menarche: yes or no) and the recall method (date of menarche, for those who mentioned it). The age at menarche obtained by the status quo method was calculated by logit, which considers the whole group, and the age obtained by the recall method was calculated as the average of the mentioned age at menarche. In this group, the age at menarche was obtained by the difference between the date of the event and the date of birth. Girls who reported menarche (883, 52.8%) were divided into four groups according to the time elapsed since the event. To analyze the results, we used ANOVA and logistic regression for the analysis, with a significance level of 0.05. The age at menarche calculated by logit was 12.14 y/o (95% CI 12.08 to 12.20). Mean ages obtained by recall were: for those who experienced menarche within the previous year 12.26 y/o (±1.14), between > 1-2 years before, 12.29 y (±1.22); between > 2-3 years before, 12.23 y/o (±1.27); and more than 3 years before, 11.55y/o (±1.24), p recall method was similar for girls who menstruated within the previous 3 years (and approaches the age calculated by logit); when more than 3 years have passed, the recall bias was significant.

  9. Biomedical journals lack a consistent method to detect outcome reporting bias: a cross-sectional analysis.

    Science.gov (United States)

    Huan, L N; Tejani, A M; Egan, G

    2014-10-01

    An increasing amount of recently published literature has implicated outcome reporting bias (ORB) as a major contributor to skewing data in both randomized controlled trials and systematic reviews; however, little is known about the current methods in place to detect ORB. This study aims to gain insight into the detection and management of ORB by biomedical journals. This was a cross-sectional analysis involving standardized questions via email or telephone with the top 30 biomedical journals (2012) ranked by impact factor. The Cochrane Database of Systematic Reviews was excluded leaving 29 journals in the sample. Of 29 journals, 24 (83%) responded to our initial inquiry of which 14 (58%) answered our questions and 10 (42%) declined participation. Five (36%) of the responding journals indicated they had a specific method to detect ORB, whereas 9 (64%) did not have a specific method in place. The prevalence of ORB in the review process seemed to differ with 4 (29%) journals indicating ORB was found commonly, whereas 7 (50%) indicated ORB was uncommon or never detected by their journal previously. The majority (n = 10/14, 72%) of journals were unwilling to report or make discrepancies found in manuscripts available to the public. Although the minority, there were some journals (n = 4/14, 29%) which described thorough methods to detect ORB. Many journals seemed to lack a method with which to detect ORB and its estimated prevalence was much lower than that reported in literature suggesting inadequate detection. There exists a potential for overestimation of treatment effects of interventions and unclear risks. Fortunately, there are journals within this sample which appear to utilize comprehensive methods for detection of ORB, but overall, the data suggest improvements at the biomedical journal level for detecting and minimizing the effect of this bias are needed. © 2014 John Wiley & Sons Ltd.

  10. Phylogenetic uncertainty can bias the number of evolutionary transitions estimated from ancestral state reconstruction methods.

    Science.gov (United States)

    Duchêne, Sebastian; Lanfear, Robert

    2015-09-01

    Ancestral state reconstruction (ASR) is a popular method for exploring the evolutionary history of traits that leave little or no trace in the fossil record. For example, it has been used to test hypotheses about the number of evolutionary origins of key life-history traits such as oviparity, or key morphological structures such as wings. Many studies that use ASR have suggested that the number of evolutionary origins of such traits is higher than was previously thought. The scope of such inferences is increasing rapidly, facilitated by the construction of very large phylogenies and life-history databases. In this paper, we use simulations to show that the number of evolutionary origins of a trait tends to be overestimated when the phylogeny is not perfect. In some cases, the estimated number of transitions can be several fold higher than the true value. Furthermore, we show that the bias is not always corrected by standard approaches to account for phylogenetic uncertainty, such as repeating the analysis on a large collection of possible trees. These findings have important implications for studies that seek to estimate the number of origins of a trait, particularly those that use large phylogenies that are associated with considerable uncertainty. We discuss the implications of this bias, and methods to ameliorate it. © 2015 Wiley Periodicals, Inc.

  11. An alternative method for noise analysis using pixel variance as part of quality control procedures on digital mammography systems.

    NARCIS (Netherlands)

    Bouwman, R.; Young, K.; Lazzari, B.; Ravaglia, V.; Broeders, M.J.M.; Engen, R. van

    2009-01-01

    According to the European Guidelines for quality assured breast cancer screening and diagnosis, noise analysis is one of the measurements that needs to be performed as part of quality control procedures on digital mammography systems. However, the method recommended in the European Guidelines does

  12. Theoretical variance analysis of single- and dual-energy computed tomography methods for calculating proton stopping power ratios of biological tissues

    International Nuclear Information System (INIS)

    Yang, M; Zhu, X R; Mohan, R; Dong, L; Virshup, G; Clayton, J

    2010-01-01

    We discovered an empirical relationship between the logarithm of mean excitation energy (ln I m ) and the effective atomic number (EAN) of human tissues, which allows for computing patient-specific proton stopping power ratios (SPRs) using dual-energy CT (DECT) imaging. The accuracy of the DECT method was evaluated for 'standard' human tissues as well as their variance. The DECT method was compared to the existing standard clinical practice-a procedure introduced by Schneider et al at the Paul Scherrer Institute (the stoichiometric calibration method). In this simulation study, SPRs were derived from calculated CT numbers of known material compositions, rather than from measurement. For standard human tissues, both methods achieved good accuracy with the root-mean-square (RMS) error well below 1%. For human tissues with small perturbations from standard human tissue compositions, the DECT method was shown to be less sensitive than the stoichiometric calibration method. The RMS error remained below 1% for most cases using the DECT method, which implies that the DECT method might be more suitable for measuring patient-specific tissue compositions to improve the accuracy of treatment planning for charged particle therapy. In this study, the effects of CT imaging artifacts due to the beam hardening effect, scatter, noise, patient movement, etc were not analyzed. The true potential of the DECT method achieved in theoretical conditions may not be fully achievable in clinical settings. Further research and development may be needed to take advantage of the DECT method to characterize individual human tissues.

  13. A method for additive bias correction in cross-cultural surveys

    DEFF Research Database (Denmark)

    Scholderer, Joachim; Grunert, Klaus G.; Brunsø, Karen

    2001-01-01

    additive bias from cross-cultural data. The procedure involves four steps: (1) embed a potentially biased item in a factor-analytic measurement model, (2) test for the existence of additive bias between populations, (3) use the factor-analytic model to estimate the magnitude of the bias, and (4) replace......Measurement bias in cross-cultural surveys can seriously threaten the validity of hypothesis tests. Direct comparisons of means depend on the assumption that differences in observed variables reflect differences in the underlying constructs, and not an additive bias that may be caused by cultural...... differences in the understanding of item wording or response category labels. However, experience suggests that additive bias can be found more often than not. Based on the concept of partial measurement invariance (Byrne, Shavelson and Muthén, 1989), the present paper develops a procedure for eliminating...

  14. Codon usage bias: causative factors, quantification methods and genome-wide patterns: with emphasis on insect genomes.

    Science.gov (United States)

    Behura, Susanta K; Severson, David W

    2013-02-01

    Codon usage bias refers to the phenomenon where specific codons are used more often than other synonymous codons during translation of genes, the extent of which varies within and among species. Molecular evolutionary investigations suggest that codon bias is manifested as a result of balance between mutational and translational selection of such genes and that this phenomenon is widespread across species and may contribute to genome evolution in a significant manner. With the advent of whole-genome sequencing of numerous species, both prokaryotes and eukaryotes, genome-wide patterns of codon bias are emerging in different organisms. Various factors such as expression level, GC content, recombination rates, RNA stability, codon position, gene length and others (including environmental stress and population size) can influence codon usage bias within and among species. Moreover, there has been a continuous quest towards developing new concepts and tools to measure the extent of codon usage bias of genes. In this review, we outline the fundamental concepts of evolution of the genetic code, discuss various factors that may influence biased usage of synonymous codons and then outline different principles and methods of measurement of codon usage bias. Finally, we discuss selected studies performed using whole-genome sequences of different insect species to show how codon bias patterns vary within and among genomes. We conclude with generalized remarks on specific emerging aspects of codon bias studies and highlight the recent explosion of genome-sequencing efforts on arthropods (such as twelve Drosophila species, species of ants, honeybee, Nasonia and Anopheles mosquitoes as well as the recent launch of a genome-sequencing project involving 5000 insects and other arthropods) that may help us to understand better the evolution of codon bias and its biological significance. © 2012 The Authors. Biological Reviews © 2012 Cambridge Philosophical Society.

  15. The Distribution of the Sample Minimum-Variance Frontier

    OpenAIRE

    Raymond Kan; Daniel R. Smith

    2008-01-01

    In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us t...

  16. FFT swept filtering: a bias-free method for processing fringe signals in absolute gravimeters

    Science.gov (United States)

    Křen, Petr; Pálinkáš, Vojtech; Mašika, Pavel; Val'ko, Miloš

    2018-05-01

    Absolute gravimeters, based on laser interferometry, are widely used for many applications in geoscience and metrology. Although currently the most accurate FG5 and FG5X gravimeters declare standard uncertainties at the level of 2-3 μGal, their inherent systematic errors affect the gravity reference determined by international key comparisons based predominately on the use of FG5-type instruments. The measurement results for FG5-215 and FG5X-251 clearly showed that the measured g-values depend on the size of the fringe signal and that this effect might be approximated by a linear regression with a slope of up to 0.030 μGal/mV . However, these empirical results do not enable one to identify the source of the effect or to determine a reasonable reference fringe level for correcting g-values in an absolute sense. Therefore, both gravimeters were equipped with new measuring systems (according to Křen et al. in Metrologia 53:27-40, 2016. https://doi.org/10.1088/0026-1394/53/1/27 applied for FG5), running in parallel with the original systems. The new systems use an analogue-to-digital converter HS5 to digitize the fringe signal and a new method of fringe signal analysis based on FFT swept bandpass filtering. We demonstrate that the source of the fringe size effect is connected to a distortion of the fringe signal due to the electronic components used in the FG5(X) gravimeters. To obtain a bias-free g-value, the FFT swept method should be applied for the determination of zero-crossings. A comparison of g-values obtained from the new and the original systems clearly shows that the original system might be biased by approximately 3-5 μGal due to improperly distorted fringe signal processing.

  17. Comparison of Relative Bias, Precision, and Efficiency of Sampling Methods for Natural Enemies of Soybean Aphid (Hemiptera: Aphididae).

    Science.gov (United States)

    Bannerman, J A; Costamagna, A C; McCornack, B P; Ragsdale, D W

    2015-06-01

    Generalist natural enemies play an important role in controlling soybean aphid, Aphis glycines (Hemiptera: Aphididae), in North America. Several sampling methods are used to monitor natural enemy populations in soybean, but there has been little work investigating their relative bias, precision, and efficiency. We compare five sampling methods: quadrats, whole-plant counts, sweep-netting, walking transects, and yellow sticky cards to determine the most practical methods for sampling the three most prominent species, which included Harmonia axyridis (Pallas), Coccinella septempunctata L. (Coleoptera: Coccinellidae), and Orius insidiosus (Say) (Hemiptera: Anthocoridae). We show an important time by sampling method interaction indicated by diverging community similarities within and between sampling methods as the growing season progressed. Similarly, correlations between sampling methods for the three most abundant species over multiple time periods indicated differences in relative bias between sampling methods and suggests that bias is not consistent throughout the growing season, particularly for sticky cards and whole-plant samples. Furthermore, we show that sticky cards produce strongly biased capture rates relative to the other four sampling methods. Precision and efficiency differed between sampling methods and sticky cards produced the most precise (but highly biased) results for adult natural enemies, while walking transects and whole-plant counts were the most efficient methods for detecting coccinellids and O. insidiosus, respectively. Based on bias, precision, and efficiency considerations, the most practical sampling methods for monitoring in soybean include walking transects for coccinellid detection and whole-plant counts for detection of small predators like O. insidiosus. Sweep-netting and quadrat samples are also useful for some applications, when efficiency is not paramount. © The Authors 2015. Published by Oxford University Press on behalf of

  18. Zero-intelligence realized variance estimation

    NARCIS (Netherlands)

    Gatheral, J.; Oomen, R.C.A.

    2010-01-01

    Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and

  19. Implementing a generic method for bias correction in statistical models using random effects, with spatial and population dynamics examples

    DEFF Research Database (Denmark)

    Thorson, James T.; Kristensen, Kasper

    2016-01-01

    Statistical models play an important role in fisheries science when reconciling ecological theory with available data for wild populations or experimental studies. Ecological models increasingly include both fixed and random effects, and are often estimated using maximum likelihood techniques...... configurations of an age-structured population dynamics model. This simulation experiment shows that the epsilon-method and the existing bias-correction method perform equally well in data-rich contexts, but the epsilon-method is slightly less biased in data-poor contexts. We then apply the epsilon......-method to a spatial regression model when estimating an index of population abundance, and compare results with an alternative bias-correction algorithm that involves Markov-chain Monte Carlo sampling. This example shows that the epsilon-method leads to a biologically significant difference in estimates of average...

  20. An improved bias correction method of daily rainfall data using a sliding window technique for climate change impact assessment

    Science.gov (United States)

    Smitha, P. S.; Narasimhan, B.; Sudheer, K. P.; Annamalai, H.

    2018-01-01

    Regional climate models (RCMs) are used to downscale the coarse resolution General Circulation Model (GCM) outputs to a finer resolution for hydrological impact studies. However, RCM outputs often deviate from the observed climatological data, and therefore need bias correction before they are used for hydrological simulations. While there are a number of methods for bias correction, most of them use monthly statistics to derive correction factors, which may cause errors in the rainfall magnitude when applied on a daily scale. This study proposes a sliding window based daily correction factor derivations that help build reliable daily rainfall data from climate models. The procedure is applied to five existing bias correction methods, and is tested on six watersheds in different climatic zones of India for assessing the effectiveness of the corrected rainfall and the consequent hydrological simulations. The bias correction was performed on rainfall data downscaled using Conformal Cubic Atmospheric Model (CCAM) to 0.5° × 0.5° from two different CMIP5 models (CNRM-CM5.0, GFDL-CM3.0). The India Meteorological Department (IMD) gridded (0.25° × 0.25°) observed rainfall data was considered to test the effectiveness of the proposed bias correction method. The quantile-quantile (Q-Q) plots and Nash Sutcliffe efficiency (NSE) were employed for evaluation of different methods of bias correction. The analysis suggested that the proposed method effectively corrects the daily bias in rainfall as compared to using monthly factors. The methods such as local intensity scaling, modified power transformation and distribution mapping, which adjusted the wet day frequencies, performed superior compared to the other methods, which did not consider adjustment of wet day frequencies. The distribution mapping method with daily correction factors was able to replicate the daily rainfall pattern of observed data with NSE value above 0.81 over most parts of India. Hydrological

  1. Assessment of cognitive bias in decision-making and leadership styles among critical care nurses: a mixed methods study.

    Science.gov (United States)

    Lean Keng, Soon; AlQudah, Hani Nawaf Ibrahim

    2017-02-01

    To raise awareness of critical care nurses' cognitive bias in decision-making, its relationship with leadership styles and its impact on care delivery. The relationship between critical care nurses' decision-making and leadership styles in hospitals has been widely studied, but the influence of cognitive bias on decision-making and leadership styles in critical care environments remains poorly understood, particularly in Jordan. Two-phase mixed methods sequential explanatory design and grounded theory. critical care unit, Prince Hamza Hospital, Jordan. Participant sampling: convenience sampling Phase 1 (quantitative, n = 96), purposive sampling Phase 2 (qualitative, n = 20). Pilot tested quantitative survey of 96 critical care nurses in 2012. Qualitative in-depth interviews, informed by quantitative results, with 20 critical care nurses in 2013. Descriptive and simple linear regression quantitative data analyses. Thematic (constant comparative) qualitative data analysis. Quantitative - correlations found between rationality and cognitive bias, rationality and task-oriented leadership styles, cognitive bias and democratic communication styles and cognitive bias and task-oriented leadership styles. Qualitative - 'being competent', 'organizational structures', 'feeling self-confident' and 'being supported' in the work environment identified as key factors influencing critical care nurses' cognitive bias in decision-making and leadership styles. Two-way impact (strengthening and weakening) of cognitive bias in decision-making and leadership styles on critical care nurses' practice performance. There is a need to heighten critical care nurses' consciousness of cognitive bias in decision-making and leadership styles and its impact and to develop organization-level strategies to increase non-biased decision-making. © 2016 John Wiley & Sons Ltd.

  2. The Satellite Clock Bias Prediction Method Based on Takagi-Sugeno Fuzzy Neural Network

    Science.gov (United States)

    Cai, C. L.; Yu, H. G.; Wei, Z. C.; Pan, J. D.

    2017-05-01

    The continuous improvement of the prediction accuracy of Satellite Clock Bias (SCB) is the key problem of precision navigation. In order to improve the precision of SCB prediction and better reflect the change characteristics of SCB, this paper proposes an SCB prediction method based on the Takagi-Sugeno fuzzy neural network. Firstly, the SCB values are pre-treated based on their characteristics. Then, an accurate Takagi-Sugeno fuzzy neural network model is established based on the preprocessed data to predict SCB. This paper uses the precise SCB data with different sampling intervals provided by IGS (International Global Navigation Satellite System Service) to realize the short-time prediction experiment, and the results are compared with the ARIMA (Auto-Regressive Integrated Moving Average) model, GM(1,1) model, and the quadratic polynomial model. The results show that the Takagi-Sugeno fuzzy neural network model is feasible and effective for the SCB short-time prediction experiment, and performs well for different types of clocks. The prediction results for the proposed method are better than the conventional methods obviously.

  3. Evaluation of Bias Correction Method for Satellite-Based Rainfall Data.

    Science.gov (United States)

    Bhatti, Haris Akram; Rientjes, Tom; Haile, Alemseged Tamiru; Habib, Emad; Verhoef, Wouter

    2016-06-15

    With the advances in remote sensing technology, satellite-based rainfall estimates are gaining attraction in the field of hydrology, particularly in rainfall-runoff modeling. Since estimates are affected by errors correction is required. In this study, we tested the high resolution National Oceanic and Atmospheric Administration's (NOAA) Climate Prediction Centre (CPC) morphing technique (CMORPH) satellite rainfall product (CMORPH) in the Gilgel Abbey catchment, Ethiopia. CMORPH data at 8 km-30 min resolution is aggregated to daily to match in-situ observations for the period 2003-2010. Study objectives are to assess bias of the satellite estimates, to identify optimum window size for application of bias correction and to test effectiveness of bias correction. Bias correction factors are calculated for moving window (MW) sizes and for sequential windows (SW's) of 3, 5, 7, 9, …, 31 days with the aim to assess error distribution between the in-situ observations and CMORPH estimates. We tested forward, central and backward window (FW, CW and BW) schemes to assess the effect of time integration on accumulated rainfall. Accuracy of cumulative rainfall depth is assessed by Root Mean Squared Error (RMSE). To systematically correct all CMORPH estimates, station based bias factors are spatially interpolated to yield a bias factor map. Reliability of interpolation is assessed by cross validation. The uncorrected CMORPH rainfall images are multiplied by the interpolated bias map to result in bias corrected CMORPH estimates. Findings are evaluated by RMSE, correlation coefficient (r) and standard deviation (SD). Results showed existence of bias in the CMORPH rainfall. It is found that the 7 days SW approach performs best for bias correction of CMORPH rainfall. The outcome of this study showed the efficiency of our bias correction approach.

  4. Evaluation of Bias Correction Method for Satellite-Based Rainfall Data

    Directory of Open Access Journals (Sweden)

    Haris Akram Bhatti

    2016-06-01

    Full Text Available With the advances in remote sensing technology, satellite-based rainfall estimates are gaining attraction in the field of hydrology, particularly in rainfall-runoff modeling. Since estimates are affected by errors correction is required. In this study, we tested the high resolution National Oceanic and Atmospheric Administration’s (NOAA Climate Prediction Centre (CPC morphing technique (CMORPH satellite rainfall product (CMORPH in the Gilgel Abbey catchment, Ethiopia. CMORPH data at 8 km-30 min resolution is aggregated to daily to match in-situ observations for the period 2003–2010. Study objectives are to assess bias of the satellite estimates, to identify optimum window size for application of bias correction and to test effectiveness of bias correction. Bias correction factors are calculated for moving window (MW sizes and for sequential windows (SW’s of 3, 5, 7, 9, …, 31 days with the aim to assess error distribution between the in-situ observations and CMORPH estimates. We tested forward, central and backward window (FW, CW and BW schemes to assess the effect of time integration on accumulated rainfall. Accuracy of cumulative rainfall depth is assessed by Root Mean Squared Error (RMSE. To systematically correct all CMORPH estimates, station based bias factors are spatially interpolated to yield a bias factor map. Reliability of interpolation is assessed by cross validation. The uncorrected CMORPH rainfall images are multiplied by the interpolated bias map to result in bias corrected CMORPH estimates. Findings are evaluated by RMSE, correlation coefficient (r and standard deviation (SD. Results showed existence of bias in the CMORPH rainfall. It is found that the 7 days SW approach performs best for bias correction of CMORPH rainfall. The outcome of this study showed the efficiency of our bias correction approach.

  5. Evaluation of Bias Correction Method for Satellite-Based Rainfall Data

    Science.gov (United States)

    Bhatti, Haris Akram; Rientjes, Tom; Haile, Alemseged Tamiru; Habib, Emad; Verhoef, Wouter

    2016-01-01

    With the advances in remote sensing technology, satellite-based rainfall estimates are gaining attraction in the field of hydrology, particularly in rainfall-runoff modeling. Since estimates are affected by errors correction is required. In this study, we tested the high resolution National Oceanic and Atmospheric Administration’s (NOAA) Climate Prediction Centre (CPC) morphing technique (CMORPH) satellite rainfall product (CMORPH) in the Gilgel Abbey catchment, Ethiopia. CMORPH data at 8 km-30 min resolution is aggregated to daily to match in-situ observations for the period 2003–2010. Study objectives are to assess bias of the satellite estimates, to identify optimum window size for application of bias correction and to test effectiveness of bias correction. Bias correction factors are calculated for moving window (MW) sizes and for sequential windows (SW’s) of 3, 5, 7, 9, …, 31 days with the aim to assess error distribution between the in-situ observations and CMORPH estimates. We tested forward, central and backward window (FW, CW and BW) schemes to assess the effect of time integration on accumulated rainfall. Accuracy of cumulative rainfall depth is assessed by Root Mean Squared Error (RMSE). To systematically correct all CMORPH estimates, station based bias factors are spatially interpolated to yield a bias factor map. Reliability of interpolation is assessed by cross validation. The uncorrected CMORPH rainfall images are multiplied by the interpolated bias map to result in bias corrected CMORPH estimates. Findings are evaluated by RMSE, correlation coefficient (r) and standard deviation (SD). Results showed existence of bias in the CMORPH rainfall. It is found that the 7 days SW approach performs best for bias correction of CMORPH rainfall. The outcome of this study showed the efficiency of our bias correction approach. PMID:27314363

  6. Bias Correction Methods Explain Much of the Variation Seen in Breast Cancer Risks of BRCA1/2 Mutation Carriers.

    Science.gov (United States)

    Vos, Janet R; Hsu, Li; Brohet, Richard M; Mourits, Marian J E; de Vries, Jakob; Malone, Kathleen E; Oosterwijk, Jan C; de Bock, Geertruida H

    2015-08-10

    Recommendations for treating patients who carry a BRCA1/2 gene are mainly based on cumulative lifetime risks (CLTRs) of breast cancer determined from retrospective cohorts. These risks vary widely (27% to 88%), and it is important to understand why. We analyzed the effects of methods of risk estimation and bias correction and of population factors on CLTRs in this retrospective clinical cohort of BRCA1/2 carriers. The following methods to estimate the breast cancer risk of BRCA1/2 carriers were identified from the literature: Kaplan-Meier, frailty, and modified segregation analyses with bias correction consisting of including or excluding index patients combined with including or excluding first-degree relatives (FDRs) or different conditional likelihoods. These were applied to clinical data of BRCA1/2 families derived from our family cancer clinic for whom a simulation was also performed to evaluate the methods. CLTRs and 95% CIs were estimated and compared with the reference CLTRs. CLTRs ranged from 35% to 83% for BRCA1 and 41% to 86% for BRCA2 carriers at age 70 years width of 95% CIs: 10% to 35% and 13% to 46%, respectively). Relative bias varied from -38% to +16%. Bias correction with inclusion of index patients and untested FDRs gave the smallest bias: +2% (SD, 2%) in BRCA1 and +0.9% (SD, 3.6%) in BRCA2. Much of the variation in breast cancer CLTRs in retrospective clinical BRCA1/2 cohorts is due to the bias-correction method, whereas a smaller part is due to population differences. Kaplan-Meier analyses with bias correction that includes index patients and a proportion of untested FDRs provide suitable CLTRs for carriers counseled in the clinic. © 2015 by American Society of Clinical Oncology.

  7. Assessing total nitrogen in surface-water samples--precision and bias of analytical and computational methods

    Science.gov (United States)

    Rus, David L.; Patton, Charles J.; Mueller, David K.; Crawford, Charles G.

    2013-01-01

    The characterization of total-nitrogen (TN) concentrations is an important component of many surface-water-quality programs. However, three widely used methods for the determination of total nitrogen—(1) derived from the alkaline-persulfate digestion of whole-water samples (TN-A); (2) calculated as the sum of total Kjeldahl nitrogen and dissolved nitrate plus nitrite (TN-K); and (3) calculated as the sum of dissolved nitrogen and particulate nitrogen (TN-C)—all include inherent limitations. A digestion process is intended to convert multiple species of nitrogen that are present in the sample into one measureable species, but this process may introduce bias. TN-A results can be negatively biased in the presence of suspended sediment, and TN-K data can be positively biased in the presence of elevated nitrate because some nitrate is reduced to ammonia and is therefore counted twice in the computation of total nitrogen. Furthermore, TN-C may not be subject to bias but is comparatively imprecise. In this study, the effects of suspended-sediment and nitrate concentrations on the performance of these TN methods were assessed using synthetic samples developed in a laboratory as well as a series of stream samples. A 2007 laboratory experiment measured TN-A and TN-K in nutrient-fortified solutions that had been mixed with varying amounts of sediment-reference materials. This experiment identified a connection between suspended sediment and negative bias in TN-A and detected positive bias in TN-K in the presence of elevated nitrate. A 2009–10 synoptic-field study used samples from 77 stream-sampling sites to confirm that these biases were present in the field samples and evaluated the precision and bias of TN methods. The precision of TN-C and TN-K depended on the precision and relative amounts of the TN-component species used in their respective TN computations. Particulate nitrogen had an average variability (as determined by the relative standard deviation) of 13

  8. A Realization of Bias Correction Method in the GMAO Coupled System

    Science.gov (United States)

    Chang, Yehui; Koster, Randal; Wang, Hailan; Schubert, Siegfried; Suarez, Max

    2018-01-01

    Over the past several decades, a tremendous effort has been made to improve model performance in the simulation of the climate system. The cold or warm sea surface temperature (SST) bias in the tropics is still a problem common to most coupled ocean atmosphere general circulation models (CGCMs). The precipitation biases in CGCMs are also accompanied by SST and surface wind biases. The deficiencies and biases over the equatorial oceans through their influence on the Walker circulation likely contribute the precipitation biases over land surfaces. In this study, we introduce an approach in the CGCM modeling to correct model biases. This approach utilizes the history of the model's short-term forecasting errors and their seasonal dependence to modify model's tendency term and to minimize its climate drift. The study shows that such an approach removes most of model climate biases. A number of other aspects of the model simulation (e.g. extratropical transient activities) are also improved considerably due to the imposed pre-processed initial 3-hour model drift corrections. Because many regional biases in the GEOS-5 CGCM are common amongst other current models, our approaches and findings are applicable to these other models as well.

  9. A Framework Based on 2-D Taylor Expansion for Quantifying the Impacts of Sub-Pixel Reflectance Variance and Covariance on Cloud Optical Thickness and Effective Radius Retrievals Based on the Bi-Spectral Method

    Science.gov (United States)

    Zhang, Z.; Werner, F.; Cho, H. -M.; Wind, G.; Platnick, S.; Ackerman, A. S.; Di Girolamo, L.; Marshak, A.; Meyer, Kerry

    2016-01-01

    The bi-spectral method retrieves cloud optical thickness and cloud droplet effective radius simultaneously from a pair of cloud reflectance observations, one in a visible or near-infrared (VISNIR) band and the other in a shortwave infrared (SWIR) band. A cloudy pixel is usually assumed to be horizontally homogeneous in the retrieval. Ignoring sub-pixel variations of cloud reflectances can lead to a significant bias in the retrieved and re. In the literature, the retrievals of and re are often assumed to be independent and considered separately when investigating the impact of sub-pixel cloud reflectance variations on the bi-spectral method. As a result, the impact on is contributed only by the sub-pixel variation of VISNIR band reflectance and the impact on re only by the sub-pixel variation of SWIR band reflectance. In our new framework, we use the Taylor expansion of a two-variable function to understand and quantify the impacts of sub-pixel variances of VISNIR and SWIR cloud reflectances and their covariance on the and re retrievals. This framework takes into account the fact that the retrievals are determined by both VISNIR and SWIR band observations in a mutually dependent way. In comparison with previous studies, it provides a more comprehensive understanding of how sub-pixel cloud reflectance variations impact the and re retrievals based on the bi-spectral method. In particular, our framework provides a mathematical explanation of how the sub-pixel variation in VISNIR band influences the re retrieval and why it can sometimes outweigh the influence of variations in the SWIR band and dominate the error in re retrievals, leading to a potential contribution of positive bias to the re retrieval. We test our framework using synthetic cloud fields from a large-eddy simulation and real observations from Moderate Resolution Imaging Spectroradiometer. The predicted results based on our framework agree very well with the numerical simulations. Our framework can be used

  10. A Framework Based on 2-D Taylor Expansion for Quantifying the Impacts of Subpixel Reflectance Variance and Covariance on Cloud Optical Thickness and Effective Radius Retrievals Based on the Bispectral Method

    Science.gov (United States)

    Zhang, Z.; Werner, F.; Cho, H.-M.; Wind, G.; Platnick, S.; Ackerman, A. S.; Di Girolamo, L.; Marshak, A.; Meyer, K.

    2016-01-01

    The bispectral method retrieves cloud optical thickness (t) and cloud droplet effective radius (re) simultaneously from a pair of cloud reflectance observations, one in a visible or near-infrared (VIS/NIR) band and the other in a shortwave infrared (SWIR) band. A cloudy pixel is usually assumed to be horizontally homogeneous in the retrieval. Ignoring subpixel variations of cloud reflectances can lead to a significant bias in the retrieved t and re. In the literature, the retrievals of t and re are often assumed to be independent and considered separately when investigating the impact of subpixel cloud reflectance variations on the bispectral method. As a result, the impact on t is contributed only by the subpixel variation of VIS/NIR band reflectance and the impact on re only by the subpixel variation of SWIR band reflectance. In our new framework, we use the Taylor expansion of a two-variable function to understand and quantify the impacts of subpixel variances of VIS/NIR and SWIR cloud reflectances and their covariance on the t and re retrievals. This framework takes into account the fact that the retrievals are determined by both VIS/NIR and SWIR band observations in a mutually dependent way. In comparison with previous studies, it provides a more comprehensive understanding of how subpixel cloud reflectance variations impact the t and re retrievals based on the bispectral method. In particular, our framework provides a mathematical explanation of how the subpixel variation in VIS/NIR band influences the re retrieval and why it can sometimes outweigh the influence of variations in the SWIR band and dominate the error in re retrievals, leading to a potential contribution of positive bias to the re retrieval. We test our framework using synthetic cloud fields from a large-eddy simulation and real observations from Moderate Resolution Imaging Spectroradiometer. The predicted results based on our framework agree very well with the numerical simulations. Our

  11. A new method based on fractal variance function for analysis and quantification of sympathetic and vagal activity in variability of R-R time series in ECG signals

    Energy Technology Data Exchange (ETDEWEB)

    Conte, Elio [Department of Pharmacology and Human Physiology and Tires, Center for Innovative Technologies for Signal Detection and Processing, University of Bari, Bari (Italy); School of Advanced International Studies on Nuclear, Theoretical and Nonlinear Methodologies-Bari (Italy)], E-mail: fisio2@fisiol.uniba.it; Federici, Antonio [Department of Pharmacology and Human Physiology and Tires, Center for Innovative Technologies for Signal Detection and Processing, University of Bari, Bari (Italy); Zbilut, Joseph P. [Department of Molecular Biophysics and Physiology, Rush University Medical Center, 1653W Congress, Chicago, IL 60612 (United States)

    2009-08-15

    It is known that R-R time series calculated from a recorded ECG, are strongly correlated to sympathetic and vagal regulation of the sinus pacemaker activity. In human physiology it is a crucial question to estimate such components with accuracy. Fourier analysis dominates still to day the data analysis efforts of such data ignoring that FFT is valid under some crucial restrictions that results largely violated in R-R time series data as linearity and stationarity. In order to go over such approach, we introduce a new method, called CZF. It is based on variogram analysis. It is aimed from a profound link with Recurrence Quantification Analysis that is a basic tool for investigation of non linear and non stationary time series. Therefore, a relevant feature of the method is that it finally may be applied also in cases of non linear and non stationary time series analysis. In addition, the method enables also to analyze the fractal variance function, the Generalized Fractal Dimension and, finally, the relative probability density function of the data. The CZF gives very satisfactory results. In the present paper it has been applied to direct experimental cases of normal subjects, patients with hypertension before and after therapy and in children under some different conditions of experimentation.

  12. A quantitative method to track protein translocation between intracellular compartments in real-time in live cells using weighted local variance image analysis.

    Directory of Open Access Journals (Sweden)

    Guillaume Calmettes

    Full Text Available The genetic expression of cloned fluorescent proteins coupled to time-lapse fluorescence microscopy has opened the door to the direct visualization of a wide range of molecular interactions in living cells. In particular, the dynamic translocation of proteins can now be explored in real time at the single-cell level. Here we propose a reliable, easy-to-implement, quantitative image processing method to assess protein translocation in living cells based on the computation of spatial variance maps of time-lapse images. The method is first illustrated and validated on simulated images of a fluorescently-labeled protein translocating from mitochondria to cytoplasm, and then applied to experimental data obtained with fluorescently-labeled hexokinase 2 in different cell types imaged by regular or confocal microscopy. The method was found to be robust with respect to cell morphology changes and mitochondrial dynamics (fusion, fission, movement during the time-lapse imaging. Its ease of implementation should facilitate its application to a broad spectrum of time-lapse imaging studies.

  13. A new method based on fractal variance function for analysis and quantification of sympathetic and vagal activity in variability of R-R time series in ECG signals

    International Nuclear Information System (INIS)

    Conte, Elio; Federici, Antonio; Zbilut, Joseph P.

    2009-01-01

    It is known that R-R time series calculated from a recorded ECG, are strongly correlated to sympathetic and vagal regulation of the sinus pacemaker activity. In human physiology it is a crucial question to estimate such components with accuracy. Fourier analysis dominates still to day the data analysis efforts of such data ignoring that FFT is valid under some crucial restrictions that results largely violated in R-R time series data as linearity and stationarity. In order to go over such approach, we introduce a new method, called CZF. It is based on variogram analysis. It is aimed from a profound link with Recurrence Quantification Analysis that is a basic tool for investigation of non linear and non stationary time series. Therefore, a relevant feature of the method is that it finally may be applied also in cases of non linear and non stationary time series analysis. In addition, the method enables also to analyze the fractal variance function, the Generalized Fractal Dimension and, finally, the relative probability density function of the data. The CZF gives very satisfactory results. In the present paper it has been applied to direct experimental cases of normal subjects, patients with hypertension before and after therapy and in children under some different conditions of experimentation.

  14. Automatic variance reduction for Monte Carlo simulations via the local importance function transform

    International Nuclear Information System (INIS)

    Turner, S.A.

    1996-02-01

    The author derives a transformed transport problem that can be solved theoretically by analog Monte Carlo with zero variance. However, the Monte Carlo simulation of this transformed problem cannot be implemented in practice, so he develops a method for approximating it. The approximation to the zero variance method consists of replacing the continuous adjoint transport solution in the transformed transport problem by a piecewise continuous approximation containing local biasing parameters obtained from a deterministic calculation. He uses the transport and collision processes of the transformed problem to bias distance-to-collision and selection of post-collision energy groups and trajectories in a traditional Monte Carlo simulation of ''real'' particles. He refers to the resulting variance reduction method as the Local Importance Function Transform (LIFI) method. He demonstrates the efficiency of the LIFT method for several 3-D, linearly anisotropic scattering, one-group, and multigroup problems. In these problems the LIFT method is shown to be more efficient than the AVATAR scheme, which is one of the best variance reduction techniques currently available in a state-of-the-art Monte Carlo code. For most of the problems considered, the LIFT method produces higher figures of merit than AVATAR, even when the LIFT method is used as a ''black box''. There are some problems that cause trouble for most variance reduction techniques, and the LIFT method is no exception. For example, the author demonstrates that problems with voids, or low density regions, can cause a reduction in the efficiency of the LIFT method. However, the LIFT method still performs better than survival biasing and AVATAR in these difficult cases

  15. Rater bias in psychological research: when is it a problem and what can we do about it?

    Science.gov (United States)

    Hoyt, W T

    2000-03-01

    Rater bias is a substantial source of error in psychological research. Bias distorts observed effect sizes beyond the expected level of attenuation due to intrarater error, and the impact of bias is not accurately estimated using conventional methods of correction for attenuation. Using a model based on multivariate generalizability theory, this article illustrates how bias affects research results. The model identifies 4 types of bias that may affect findings in research using observer ratings, including the biases traditionally termed leniency and halo errors. The impact of bias depends on which of 4 classes of rating design is used, and formulas are derived for correcting observed effect sizes for attenuation (due to bias variance) and inflation (due to bias covariance) in each of these classes. The rater bias model suggests procedures for researchers seeking to minimize adverse impact of bias on study findings.

  16. Bias in calculated keff from subcritical measurements by the 252Cf-source-driven noise analysis method

    International Nuclear Information System (INIS)

    Mihalczo, J.T.; Valentine, T.E.

    1995-01-01

    The development of MCNP-DSP, which allows direct calculation of the measured time and frequency analysis parameters from subcritical measurements using the 252 Cf-source-driven noise analysis method, permits the validation of calculational methods for criticality safety with in-plant subcritical measurements. In addition, a method of obtaining the bias in the calculations, which is essential to the criticality safety specialist, is illustrated using the results of measurements with 17.771-cm-diam, enriched (93.15), unreflected, and unmoderated uranium metal cylinders. For these uranium metal cylinders the bias obtained using MCNP-DSP and ENDF/B-V cross-section data increased with subcriticality. For a critical experiment [height (h) = 12.629 cm], it was -0.0061 ± 0.0003. For a 10.16-cm-high cylinder (k ∼ 0.93), it was 0.0060 ± 0.0016, and for a subcritical cylinder (h = 8.13 cm, k ∼ 0.85), the bias was -0.0137 ± 0.0037, more than a factor of 2 larger in magnitude. This method allows the nuclear criticality safety specialist to establish the bias in calculational methods for criticality safety from in-plant subcritical measurements by the 252 Cf-source-driven noise analysis method

  17. Application of the FW-CADIS variance reduction method to calculate a precise N-flux distribution for the FRJ-2 research reactor

    International Nuclear Information System (INIS)

    Abbasi, F.; Nabbi, R.; Thomauske, B.; Ulrich, J.

    2014-01-01

    For the decommissioning of nuclear facilities, activity and dose rate atlases (ADAs) are required to create and manage a decommissioning plan and optimize the radiation protection measures. By the example of the research reactor FRJ-2, a detailed MCNP model for Monte-Carlo neutron and radiation transport calculations based on a full scale outer core CAD-model was generated. To cope with the inadequacies of the MCNP code for the simulation of a large and complex system like FRJ-2, the FW-CADIS method was embedded in the MCNP simulation runs to optimise particle sampling and weighting. The MAVRIC sequence of the SCALE6 program package, capable of generating importance maps, was applied for this purpose. The application resulted in a significant increase in efficiency and performance of the whole simulation method and in optimised utilization of the computer resources. As a result, the distribution of the neutron flux in the entire reactor structures - as a basis for the generation of the detailed activity atlas - was produced with a low level of variance and a high level of spatial, numerical and statistical precision.

  18. Application of the FW-CADIS variance reduction method to calculate a precise N-flux distribution for the FRJ-2 research reactor

    Energy Technology Data Exchange (ETDEWEB)

    Abbasi, F.; Nabbi, R.; Thomauske, B.; Ulrich, J. [RWTH Aachen Univ. (Germany). Inst. of Nuclear Engineering and Technology

    2014-11-15

    For the decommissioning of nuclear facilities, activity and dose rate atlases (ADAs) are required to create and manage a decommissioning plan and optimize the radiation protection measures. By the example of the research reactor FRJ-2, a detailed MCNP model for Monte-Carlo neutron and radiation transport calculations based on a full scale outer core CAD-model was generated. To cope with the inadequacies of the MCNP code for the simulation of a large and complex system like FRJ-2, the FW-CADIS method was embedded in the MCNP simulation runs to optimise particle sampling and weighting. The MAVRIC sequence of the SCALE6 program package, capable of generating importance maps, was applied for this purpose. The application resulted in a significant increase in efficiency and performance of the whole simulation method and in optimised utilization of the computer resources. As a result, the distribution of the neutron flux in the entire reactor structures - as a basis for the generation of the detailed activity atlas - was produced with a low level of variance and a high level of spatial, numerical and statistical precision.

  19. Reducing bias in the analysis of counting statistics data

    International Nuclear Information System (INIS)

    Hammersley, A.P.; Antoniadis, A.

    1997-01-01

    In the analysis of counting statistics data it is common practice to estimate the variance of the measured data points as the data points themselves. This practice introduces a bias into the results of further analysis which may be significant, and under certain circumstances lead to false conclusions. In the case of normal weighted least squares fitting this bias is quantified and methods to avoid it are proposed. (orig.)

  20. Methods and measurement variance for field estimations of coral colony planar area using underwater photographs and semi-automated image segmentation.

    Science.gov (United States)

    Neal, Benjamin P; Lin, Tsung-Han; Winter, Rivah N; Treibitz, Tali; Beijbom, Oscar; Kriegman, David; Kline, David I; Greg Mitchell, B

    2015-08-01

    Size and growth rates for individual colonies are some of the most essential descriptive parameters for understanding coral communities, which are currently experiencing worldwide declines in health and extent. Accurately measuring coral colony size and changes over multiple years can reveal demographic, growth, or mortality patterns often not apparent from short-term observations and can expose environmental stress responses that may take years to manifest. Describing community size structure can reveal population dynamics patterns, such as periods of failed recruitment or patterns of colony fission, which have implications for the future sustainability of these ecosystems. However, rapidly and non-invasively measuring coral colony sizes in situ remains a difficult task, as three-dimensional underwater digital reconstruction methods are currently not practical for large numbers of colonies. Two-dimensional (2D) planar area measurements from projection of underwater photographs are a practical size proxy, although this method presents operational difficulties in obtaining well-controlled photographs in the highly rugose environment of the coral reef, and requires extensive time for image processing. Here, we present and test the measurement variance for a method of making rapid planar area estimates of small to medium-sized coral colonies using a lightweight monopod image-framing system and a custom semi-automated image segmentation analysis program. This method demonstrated a coefficient of variation of 2.26% for repeated measurements in realistic ocean conditions, a level of error appropriate for rapid, inexpensive field studies of coral size structure, inferring change in colony size over time, or measuring bleaching or disease extent of large numbers of individual colonies.

  1. Substrate bias effect on crystallinity of polycrystalline silicon thin films prepared by pulsed ion-beam evaporation method

    Energy Technology Data Exchange (ETDEWEB)

    Ali, Fazlat; Gunji, Michiharu; Yang, Sung-Chae; Suzuki, Tsuneo; Suematsu, Hisayuki; Jiang, Weihua; Yatsui, Kiyoshi [Nagaoka Univ. of Technology, Extreme Energy-Density Research Inst., Nagaoka, Niigata (Japan)

    2002-06-01

    The deposition of polycrystalline silicon thin films has been tried by a pulsed ion-beam evaporation method, where high crystallinity and deposition rate have been achieved without heating the substrate. The crystallinity and the deposition rate were improved by applying bias voltage to the substrate, where instantaneous substrate heating might have occurred by ion-bombardment. (author)

  2. Substrate bias effect on crystallinity of polycrystalline silicon thin films prepared by pulsed ion-beam evaporation method

    International Nuclear Information System (INIS)

    Ali, Fazlat; Gunji, Michiharu; Yang, Sung-Chae; Suzuki, Tsuneo; Suematsu, Hisayuki; Jiang, Weihua; Yatsui, Kiyoshi

    2002-01-01

    The deposition of polycrystalline silicon thin films has been tried by a pulsed ion-beam evaporation method, where high crystallinity and deposition rate have been achieved without heating the substrate. The crystallinity and the deposition rate were improved by applying bias voltage to the substrate, where instantaneous substrate heating might have occurred by ion-bombardment. (author)

  3. Estimating the encounter rate variance in distance sampling

    Science.gov (United States)

    Fewster, R.M.; Buckland, S.T.; Burnham, K.P.; Borchers, D.L.; Jupp, P.E.; Laake, J.L.; Thomas, L.

    2009-01-01

    The dominant source of variance in line transect sampling is usually the encounter rate variance. Systematic survey designs are often used to reduce the true variability among different realizations of the design, but estimating the variance is difficult and estimators typically approximate the variance by treating the design as a simple random sample of lines. We explore the properties of different encounter rate variance estimators under random and systematic designs. We show that a design-based variance estimator improves upon the model-based estimator of Buckland et al. (2001, Introduction to Distance Sampling. Oxford: Oxford University Press, p. 79) when transects are positioned at random. However, if populations exhibit strong spatial trends, both estimators can have substantial positive bias under systematic designs. We show that poststratification is effective in reducing this bias. ?? 2008, The International Biometric Society.

  4. Restricted Variance Interaction Effects

    DEFF Research Database (Denmark)

    Cortina, Jose M.; Köhler, Tine; Keeler, Kathleen R.

    2018-01-01

    Although interaction hypotheses are increasingly common in our field, many recent articles point out that authors often have difficulty justifying them. The purpose of this article is to describe a particular type of interaction: the restricted variance (RV) interaction. The essence of the RV int...

  5. Does consideration of larger study areas yield more accurate estimates of air pollution health effects? An illustration of the bias-variance trade-off in air pollution epidemiology.

    Science.gov (United States)

    Pedersen, Marie; Siroux, Valérie; Pin, Isabelle; Charles, Marie Aline; Forhan, Anne; Hulin, Agnés; Galineau, Julien; Lepeule, Johanna; Giorgis-Allemand, Lise; Sunyer, Jordi; Annesi-Maesano, Isabella; Slama, Rémy

    2013-10-01

    Spatially-resolved air pollution models can be developed in large areas. The resulting increased exposure contrasts and population size offer opportunities to better characterize the effect of atmospheric pollutants on respiratory health. However the heterogeneity of these areas may also enhance the potential for confounding. We aimed to discuss some analytical approaches to handle this trade-off. We modeled NO2 and PM10 concentrations at the home addresses of 1082 pregnant mothers from EDEN cohort living in and around urban areas, using ADMS dispersion model. Simulations were performed to identify the best strategy to limit confounding by unmeasured factors varying with area type. We examined the relation between modeled concentrations and respiratory health in infants using regression models with and without adjustment or interaction terms with area type. Simulations indicated that adjustment for area limited the bias due to unmeasured confounders varying with area at the costs of a slight decrease in statistical power. In our cohort, rural and urban areas differed for air pollution levels and for many factors associated with respiratory health and exposure. Area tended to modify effect measures of air pollution on respiratory health. Increasing the size of the study area also increases the potential for residual confounding. Our simulations suggest that adjusting for type of area is a good option to limit residual confounding due to area-associated factors without restricting the area size. Other statistical approaches developed in the field of spatial epidemiology are an alternative to control for poorly-measured spatially-varying confounders. © 2013 Elsevier Ltd. All rights reserved.

  6. Item bias detection in the Hospital Anxiety and Depression Scale using structural equation modeling: comparison with other item bias detection methods

    NARCIS (Netherlands)

    Verdam, M.G.E.; Oort, F.J.; Sprangers, M.A.G.

    Purpose Comparison of patient-reported outcomes may be invalidated by the occurrence of item bias, also known as differential item functioning. We show two ways of using structural equation modeling (SEM) to detect item bias: (1) multigroup SEM, which enables the detection of both uniform and

  7. Abstract analysis method facilitates filtering low-methodological quality and high-bias risk systematic reviews on psoriasis interventions.

    Science.gov (United States)

    Gómez-García, Francisco; Ruano, Juan; Aguilar-Luque, Macarena; Alcalde-Mellado, Patricia; Gay-Mimbrera, Jesús; Hernández-Romero, José Luis; Sanz-Cabanillas, Juan Luis; Maestre-López, Beatriz; González-Padilla, Marcelino; Carmona-Fernández, Pedro J; García-Nieto, Antonio Vélez; Isla-Tejera, Beatriz

    2017-12-29

    Article summaries' information and structure may influence researchers/clinicians' decisions to conduct deeper full-text analyses. Specifically, abstracts of systematic reviews (SRs) and meta-analyses (MA) should provide structured summaries for quick assessment. This study explored a method for determining the methodological quality and bias risk of full-text reviews using abstract information alone. Systematic literature searches for SRs and/or MA about psoriasis were undertaken on MEDLINE, EMBASE, and Cochrane database. For each review, quality, abstract-reporting completeness, full-text methodological quality, and bias risk were evaluated using Preferred Reporting Items for Systematic Reviews and Meta-analyses for abstracts (PRISMA-A), Assessing the Methodological Quality of Systematic Reviews (AMSTAR), and ROBIS tools, respectively. Article-, author-, and journal-derived metadata were systematically extracted from eligible studies using a piloted template, and explanatory variables concerning abstract-reporting quality were assessed using univariate and multivariate-regression models. Two classification models concerning SRs' methodological quality and bias risk were developed based on per-item and total PRISMA-A scores and decision-tree algorithms. This work was supported, in part, by project ICI1400136 (JR). No funding was received from any pharmaceutical company. This study analysed 139 SRs on psoriasis interventions. On average, they featured 56.7% of PRISMA-A items. The mean total PRISMA-A score was significantly higher for high-methodological-quality SRs than for moderate- and low-methodological-quality reviews. SRs with low-bias risk showed higher total PRISMA-A values than reviews with high-bias risk. In the final model, only 'authors per review > 6' (OR: 1.098; 95%CI: 1.012-1.194), 'academic source of funding' (OR: 3.630; 95%CI: 1.788-7.542), and 'PRISMA-endorsed journal' (OR: 4.370; 95%CI: 1.785-10.98) predicted PRISMA-A variability. Reviews with a

  8. A zero-variance-based scheme for variance reduction in Monte Carlo criticality

    Energy Technology Data Exchange (ETDEWEB)

    Christoforou, S.; Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)

    2006-07-01

    A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)

  9. A zero-variance-based scheme for variance reduction in Monte Carlo criticality

    International Nuclear Information System (INIS)

    Christoforou, S.; Hoogenboom, J. E.

    2006-01-01

    A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)

  10. On zero variance Monte Carlo path-stretching schemes

    International Nuclear Information System (INIS)

    Lux, I.

    1983-01-01

    A zero variance path-stretching biasing scheme proposed for a special case by Dwivedi is derived in full generality. The procedure turns out to be the generalization of the exponential transform. It is shown that the biased game can be interpreted as an analog simulation procedure, thus saving some computational effort in comparison with the corresponding nonanalog game

  11. Least-squares variance component estimation

    NARCIS (Netherlands)

    Teunissen, P.J.G.; Amiri-Simkooei, A.R.

    2007-01-01

    Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight

  12. Variance estimation for generalized Cavalieri estimators

    OpenAIRE

    Johanna Ziegel; Eva B. Vedel Jensen; Karl-Anton Dorph-Petersen

    2011-01-01

    The precision of stereological estimators based on systematic sampling is of great practical importance. This paper presents methods of data-based variance estimation for generalized Cavalieri estimators where errors in sampling positions may occur. Variance estimators are derived under perturbed systematic sampling, systematic sampling with cumulative errors and systematic sampling with random dropouts. Copyright 2011, Oxford University Press.

  13. Local variances in biomonitoring

    International Nuclear Information System (INIS)

    Wolterbeek, H.Th; Verburg, T.G.

    2001-01-01

    The present study was undertaken to explore possibilities to judge survey quality on basis of a limited and restricted number of a-priori observations. Here, quality is defined as the ratio between survey and local variance (signal-to-noise ratio). The results indicate that the presented surveys do not permit such judgement; the discussion also suggests that the 5-fold local sampling strategies do not merit any sound judgement. As it stands, uncertainties in local determinations may largely obscure possibilities to judge survey quality. The results further imply that surveys will benefit from procedures, controls and approaches in sampling and sample handling, to assess both average, variance and the nature of the distribution of elemental concentrations in local sites. This reasoning is compatible with the idea of the site as a basic homogeneous survey unit, which is implicitly and conceptually underlying any survey performed. (author)

  14. Does ignoring multidestination trips in the travel cost method cause a systematic bias?

    NARCIS (Netherlands)

    Kuosmanen, T.K.; Nillesen, E.E.M.; Wesseler, J.H.H.

    2004-01-01

    The present paper demonstrates that treating multidestination trips (MDT) as single-destination trips does not involve any systematic upward or downward bias in consumer surplus (CS) estimates because the direct negative effect of a price increase (treating MDT as a single-destination trip) is

  15. Local variances in biomonitoring

    International Nuclear Information System (INIS)

    Wolterbeek, H.T.

    1999-01-01

    The present study deals with the (larger-scaled) biomonitoring survey and specifically focuses on the sampling site. In most surveys, the sampling site is simply selected or defined as a spot of (geographical) dimensions which is small relative to the dimensions of the total survey area. Implicitly it is assumed that the sampling site is essentially homogeneous with respect to the investigated variation in survey parameters. As such, the sampling site is mostly regarded as 'the basic unit' of the survey. As a logical consequence, the local (sampling site) variance should also be seen as a basic and important characteristic of the survey. During the study, work is carried out to gain more knowledge of the local variance. Multiple sampling is carried out at a specific site (tree bark, mosses, soils), multi-elemental analyses are carried out by NAA, and local variances are investigated by conventional statistics, factor analytical techniques, and bootstrapping. Consequences of the outcomes are discussed in the context of sampling, sample handling and survey quality. (author)

  16. Antiretroviral treatment cohort analysis using time-updated CD4 counts: assessment of bias with different analytic methods.

    Directory of Open Access Journals (Sweden)

    Katharina Kranzer

    Full Text Available Survival analysis using time-updated CD4+ counts during antiretroviral therapy is frequently employed to determine risk of clinical events. The time-point when the CD4+ count is assumed to change potentially biases effect estimates but methods used to estimate this are infrequently reported.This study examined the effect of three different estimation methods: assuming i a constant CD4+ count from date of measurement until the date of next measurement, ii a constant CD4+ count from the midpoint of the preceding interval until the midpoint of the subsequent interval and iii a linear interpolation between consecutive CD4+ measurements to provide additional midpoint measurements. Person-time, tuberculosis rates and hazard ratios by CD4+ stratum were compared using all available CD4+ counts (measurement frequency 1-3 months and 6 monthly measurements from a clinical cohort. Simulated data were used to compare the extent of bias introduced by these methods.The midpoint method gave the closest fit to person-time spent with low CD4+ counts and for hazard ratios for outcomes both in the clinical dataset and the simulated data.The midpoint method presents a simple option to reduce bias in time-updated CD4+ analysis, particularly at low CD4 cell counts and rapidly increasing counts after ART initiation.

  17. Simultaneous Monte Carlo zero-variance estimates of several correlated means

    International Nuclear Information System (INIS)

    Booth, T.E.

    1998-01-01

    Zero-variance biasing procedures are normally associated with estimating a single mean or tally. In particular, a zero-variance solution occurs when every sampling is made proportional to the product of the true probability multiplied by the expected score (importance) subsequent to the sampling; i.e., the zero-variance sampling is importance weighted. Because every tally has a different importance function, a zero-variance biasing for one tally cannot be a zero-variance biasing for another tally (unless the tallies are perfectly correlated). The way to optimize the situation when the required tallies have positive correlation is shown

  18. Spectral Ambiguity of Allan Variance

    Science.gov (United States)

    Greenhall, C. A.

    1996-01-01

    We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.

  19. Inviting parents to take part in paediatric palliative care research: A mixed-methods examination of selection bias

    OpenAIRE

    Crocker, Joanna C; Beecham, Emma; Kelly, Paula; Dinsdale, Andrew P; Hemsley, June; Jones, Louise; Bluebond-Langner, Myra

    2015-01-01

    Background: Recruitment to paediatric palliative care research is challenging, with high rates of non-invitation of eligible families by clinicians. The impact on sample characteristics is unknown. Aim: To investigate, using mixed methods, non-invitation of eligible families and ensuing selection bias in an interview study about parents? experiences of advance care planning (ACP). Design: We examined differences between eligible families invited and not invited to participate by clinicians us...

  20. Estimation of breeding values for mean and dispersion, their variance and correlation using double hierarchical generalized linear models.

    Science.gov (United States)

    Felleki, M; Lee, D; Lee, Y; Gilmour, A R; Rönnegård, L

    2012-12-01

    The possibility of breeding for uniform individuals by selecting animals expressing a small response to environment has been studied extensively in animal breeding. Bayesian methods for fitting models with genetic components in the residual variance have been developed for this purpose, but have limitations due to the computational demands. We use the hierarchical (h)-likelihood from the theory of double hierarchical generalized linear models (DHGLM) to derive an estimation algorithm that is computationally feasible for large datasets. Random effects for both the mean and residual variance parts of the model are estimated together with their variance/covariance components. An important feature of the algorithm is that it can fit a correlation between the random effects for mean and variance. An h-likelihood estimator is implemented in the R software and an iterative reweighted least square (IRWLS) approximation of the h-likelihood is implemented using ASReml. The difference in variance component estimates between the two implementations is investigated, as well as the potential bias of the methods, using simulations. IRWLS gives the same results as h-likelihood in simple cases with no severe indication of bias. For more complex cases, only IRWLS could be used, and bias did appear. The IRWLS is applied on the pig litter size data previously analysed by Sorensen & Waagepetersen (2003) using Bayesian methodology. The estimates we obtained by using IRWLS are similar to theirs, with the estimated correlation between the random genetic effects being -0·52 for IRWLS and -0·62 in Sorensen & Waagepetersen (2003).

  1. A polar-region-adaptable systematic bias collaborative measurement method for shipboard redundant rotational inertial navigation systems

    Science.gov (United States)

    Wang, Lin; Wu, Wenqi; Wei, Guo; Lian, Junxiang; Yu, Ruihang

    2018-05-01

    The shipboard redundant rotational inertial navigation system (RINS) configuration, including a dual-axis RINS and a single-axis RINS, can satisfy the demand of marine INSs of especially high reliability as well as achieving trade-off between position accuracy and cost. Generally, the dual-axis RINS is the master INS, and the single-axis RINS is the hot backup INS for high reliability purposes. An integrity monitoring system performs a fault detection function to ensure sailing safety. However, improving the accuracy of the backup INS in case of master INS failure has not been given enough attention. Without the aid of any external information, a systematic bias collaborative measurement method based on an augmented Kalman filter is proposed for the redundant RINSs. Estimates of inertial sensor biases can be used by the built-in integrity monitoring system to monitor the RINS running condition. On the other hand, a position error prediction model is designed for the single-axis RINS to estimate the systematic error caused by its azimuth gyro bias. After position error compensation, the position information provided by the single-axis RINS still remains highly accurate, even if the integrity monitoring system detects a dual-axis RINS fault. Moreover, use of a grid frame as a navigation frame makes the proposed method applicable in any area, including the polar regions. Semi-physical simulation and experiments including sea trials verify the validity of the method.

  2. Bias correction method for climate change impact assessment at a basin scale

    Science.gov (United States)

    Nyunt, C.; Jaranilla-sanchez, P. A.; Yamamoto, A.; Nemoto, T.; Kitsuregawa, M.; Koike, T.

    2012-12-01

    Climate change impact studies are mainly based on the general circulation models GCM and these studies play an important role to define suitable adaptation strategies for resilient environment in a basin scale management. For this purpose, this study summarized how to select appropriate GCM to decrease the certain uncertainty amount in analysis. This was applied to the Pampanga, Angat and Kaliwa rivers in Luzon Island, the main island of Philippine and these three river basins play important roles in irrigation water supply, municipal water source for Metro Manila. According to the GCM scores of both seasonal evolution of Asia summer monsoon and spatial correlation and root mean squared error of atmospheric variables over the region, finally six GCM is chosen. Next, we develop a complete, efficient and comprehensive statistical bias correction scheme covering extremes events, normal rainfall and frequency of dry period. Due to the coarse resolution and parameterization scheme of GCM, extreme rainfall underestimation, too many rain days with low intensity and poor representation of local seasonality have been known as bias of GCM. Extreme rainfall has unusual characteristics and it should be focused specifically. Estimated maximum extreme rainfall is crucial for planning and design of infrastructures in river basin. Developing countries have limited technical, financial and management resources for implementing adaptation measures and they need detailed information of drought and flood for near future. Traditionally, the analysis of extreme has been examined using annual maximum series (AMS) adjusted to a Gumbel or Lognormal distribution. The drawback is the loss of the second, third etc, largest rainfall. Another approach is partial duration series (PDS) constructed using the values above a selected threshold and permit more than one event per year. The generalized Pareto distribution (GPD) has been used to model PDS and it is the series of excess over a threshold

  3. A new bias field correction method combining N3 and FCM for improved segmentation of breast density on MRI.

    Science.gov (United States)

    Lin, Muqing; Chan, Siwa; Chen, Jeon-Hor; Chang, Daniel; Nie, Ke; Chen, Shih-Ting; Lin, Cheng-Ju; Shih, Tzu-Ching; Nalcioglu, Orhan; Su, Min-Ying

    2011-01-01

    Quantitative breast density is known as a strong risk factor associated with the development of breast cancer. Measurement of breast density based on three-dimensional breast MRI may provide very useful information. One important step for quantitative analysis of breast density on MRI is the correction of field inhomogeneity to allow an accurate segmentation of the fibroglandular tissue (dense tissue). A new bias field correction method by combining the nonparametric nonuniformity normalization (N3) algorithm and fuzzy-C-means (FCM)-based inhomogeneity correction algorithm is developed in this work. The analysis is performed on non-fat-sat T1-weighted images acquired using a 1.5 T MRI scanner. A total of 60 breasts from 30 healthy volunteers was analyzed. N3 is known as a robust correction method, but it cannot correct a strong bias field on a large area. FCM-based algorithm can correct the bias field on a large area, but it may change the tissue contrast and affect the segmentation quality. The proposed algorithm applies N3 first, followed by FCM, and then the generated bias field is smoothed using Gaussian kernal and B-spline surface fitting to minimize the problem of mistakenly changed tissue contrast. The segmentation results based on the N3+FCM corrected images were compared to the N3 and FCM alone corrected images and another method, coherent local intensity clustering (CLIC), corrected images. The segmentation quality based on different correction methods were evaluated by a radiologist and ranked. The authors demonstrated that the iterative N3+FCM correction method brightens the signal intensity of fatty tissues and that separates the histogram peaks between the fibroglandular and fatty tissues to allow an accurate segmentation between them. In the first reading session, the radiologist found (N3+FCM > N3 > FCM) ranking in 17 breasts, (N3+FCM > N3 = FCM) ranking in 7 breasts, (N3+FCM = N3 > FCM) in 32 breasts, (N3+FCM = N3 = FCM) in 2 breasts, and (N3 > N3

  4. Neuroticism explains unwanted variance in Implicit Association Tests of personality: Possible evidence for an affective valence confound

    Directory of Open Access Journals (Sweden)

    Monika eFleischhauer

    2013-09-01

    Full Text Available Meta-analytic data highlight the value of the Implicit Association Test (IAT as an indirect measure of personality. Based on evidence suggesting that confounding factors such as cognitive abilities contribute to the IAT effect, this study provides a first investigation of whether basic personality traits explain unwanted variance in the IAT. In a gender-balanced sample of 204 volunteers, the Big-Five dimensions were assessed via self-report, peer-report, and IAT. By means of structural equation modeling, latent Big-Five personality factors (based on self- and peer-report were estimated and their predictive value for unwanted variance in the IAT was examined. In a first analysis, unwanted variance was defined in the sense of method-specific variance which may result from differences in task demands between the two IAT block conditions and which can be mirrored by the absolute size of the IAT effects. In a second analysis, unwanted variance was examined in a broader sense defined as those systematic variance components in the raw IAT scores that are not explained by the latent implicit personality factors. In contrast to the absolute IAT scores, this also considers biases associated with the direction of IAT effects (i.e., whether they are positive or negative in sign, biases that might result, for example, from the IAT’s stimulus or category features. None of the explicit Big-Five factors was predictive for method-specific variance in the IATs (first analysis. However, when considering unwanted variance that goes beyond pure method-specific variance (second analysis, a substantial effect of neuroticism occurred that may have been driven by the affective valence of IAT attribute categories and the facilitated processing of negative stimuli, typically associated with neuroticism. The findings thus point to the necessity of using attribute category labels and stimuli of similar affective valence in personality IATs to avoid confounding due to

  5. Bias and precision of methods for estimating the difference in restricted mean survival time from an individual patient data meta-analysis

    Directory of Open Access Journals (Sweden)

    Béranger Lueza

    2016-03-01

    heterogeneity, all methods except the Pooled Kaplan-Meier and the Pooled Exponential with DerSimonian-Laird random effects underestimated the standard error of the rmstD t ∗ $$ rmstD\\left({t}^{\\ast}\\right $$ . Overall, the Pooled Kaplan-Meier method with DerSimonian-Laird random effects formed the best compromise in terms of bias and variance. The rmstD t ∗ = 10 years $$ rmstD\\left({t}^{\\ast },=,10,\\kern0.5em ,\\mathrm{years}\\right $$ estimated with the Pooled Kaplan-Meier method was 0.49 years (95 % CI: [−0.06;1.03], p = 0.08 when comparing radiotherapy plus chemotherapy vs. radiotherapy alone in the MAC-NPC and 0.59 years (95 % CI: [0.34;0.84], p < 0.0001 in the MAC-NPC2. Conclusions We recommend the Pooled Kaplan-Meier method with DerSimonian-Laird random effects to estimate the difference in restricted mean survival time from an individual-patient data meta-analysis.

  6. Experiment of bias probe method at NIRS-18 GHz ECR ion source

    Energy Technology Data Exchange (ETDEWEB)

    Jincho, Kaoru; Yamamoto, Mitsugu; Okada, Takanori; Takasugi, Wataru; Sakuma, Tetsuya; Miyoshi, Tomohiro [Accelerator Engineering Corp., Chiba (Japan); Kitagawa, Atsushi; Muramatsu, Masayuki [National Inst. of Radiological Sciences, Chiba (Japan); Biri, Sandor [Institute of Nuclear Research (ATOMKI), Debrecen (Hungary)

    2000-11-01

    An 18 GHz ECR ion source (NIRS-HEC) has been developed to produce highly charged heavy ions from Ar to Xe. In order to increase the beam intensity of highly charged ion, we tried a technique of supplying cold electrons into the ECR plasma. In this paper, enhancement of the beam intensity is discussed in detail. The bias voltage is applied on the probe to repel cold electrons which flow from a plasma. The output beam current is 130 e{mu}A for Ar{sup 11+}. (J.P.N.)

  7. Experiment of bias probe method at NIRS-18 GHz ECR ion source

    International Nuclear Information System (INIS)

    Jincho, Kaoru; Yamamoto, Mitsugu; Okada, Takanori; Takasugi, Wataru; Sakuma, Tetsuya; Miyoshi, Tomohiro; Kitagawa, Atsushi; Muramatsu, Masayuki; Biri, Sandor

    2000-01-01

    An 18 GHz ECR ion source (NIRS-HEC) has been developed to produce highly charged heavy ions from Ar to Xe. In order to increase the beam intensity of highly charged ion, we tried a technique of supplying cold electrons into the ECR plasma. In this paper, enhancement of the beam intensity is discussed in detail. The bias voltage is applied on the probe to repel cold electrons which flow from a plasma. The output beam current is 130 eμA for Ar 11+ . (J.P.N.)

  8. Standard guide for preparing and interpreting precision and bias statements in test method standards used in the nuclear industry

    CERN Document Server

    American Society for Testing and Materials. Philadelphia

    1992-01-01

    1.1 This guide covers terminology useful for the preparation and interpretation of precision and bias statements. 1.2 In formulating precision and bias statements, it is important to understand the statistical concepts involved and to identify the major sources of variation that affect results. Appendix X1 provides a brief summary of these concepts. 1.3 To illustrate the statistical concepts and to demonstrate some sources of variation, a hypothetical data set has been analyzed in Appendix X2. Reference to this example is made throughout this guide. 1.4 It is difficult and at times impossible to ship nuclear materials for interlaboratory testing. Thus, precision statements for test methods relating to nuclear materials will ordinarily reflect only within-laboratory variation.

  9. Automated variance reduction of Monte Carlo shielding calculations using the discrete ordinates adjoint function

    International Nuclear Information System (INIS)

    Wagner, J.C.; Haghighat, A.

    1998-01-01

    Although the Monte Carlo method is considered to be the most accurate method available for solving radiation transport problems, its applicability is limited by its computational expense. Thus, biasing techniques, which require intuition, guesswork, and iterations involving manual adjustments, are employed to make reactor shielding calculations feasible. To overcome this difficulty, the authors have developed a method for using the S N adjoint function for automated variance reduction of Monte Carlo calculations through source biasing and consistent transport biasing with the weight window technique. They describe the implementation of this method into the standard production Monte Carlo code MCNP and its application to a realistic calculation, namely, the reactor cavity dosimetry calculation. The computational effectiveness of the method, as demonstrated through the increase in calculational efficiency, is demonstrated and quantified. Important issues associated with this method and its efficient use are addressed and analyzed. Additional benefits in terms of the reduction in time and effort required of the user are difficult to quantify but are possibly as important as the computational efficiency. In general, the automated variance reduction method presented is capable of increases in computational performance on the order of thousands, while at the same time significantly reducing the current requirements for user experience, time, and effort. Therefore, this method can substantially increase the applicability and reliability of Monte Carlo for large, real-world shielding applications

  10. Performance of bias-correction methods for exposure measurement error using repeated measurements with and without missing data.

    Science.gov (United States)

    Batistatou, Evridiki; McNamee, Roseanne

    2012-12-10

    It is known that measurement error leads to bias in assessing exposure effects, which can however, be corrected if independent replicates are available. For expensive replicates, two-stage (2S) studies that produce data 'missing by design', may be preferred over a single-stage (1S) study, because in the second stage, measurement of replicates is restricted to a sample of first-stage subjects. Motivated by an occupational study on the acute effect of carbon black exposure on respiratory morbidity, we compare the performance of several bias-correction methods for both designs in a simulation study: an instrumental variable method (EVROS IV) based on grouping strategies, which had been recommended especially when measurement error is large, the regression calibration and the simulation extrapolation methods. For the 2S design, either the problem of 'missing' data was ignored or the 'missing' data were imputed using multiple imputations. Both in 1S and 2S designs, in the case of small or moderate measurement error, regression calibration was shown to be the preferred approach in terms of root mean square error. For 2S designs, regression calibration as implemented by Stata software is not recommended in contrast to our implementation of this method; the 'problematic' implementation of regression calibration although substantially improved with use of multiple imputations. The EVROS IV method, under a good/fairly good grouping, outperforms the regression calibration approach in both design scenarios when exposure mismeasurement is severe. Both in 1S and 2S designs with moderate or large measurement error, simulation extrapolation severely failed to correct for bias. Copyright © 2012 John Wiley & Sons, Ltd.

  11. Correcting estimators of theta and Tajima's D for ascertainment biases caused by the single-nucleotide polymorphism discovery process

    DEFF Research Database (Denmark)

    Ramírez-Soriano, Anna; Nielsen, Rasmus

    2009-01-01

    Most single-nucleotide polymorphism (SNP) data suffer from an ascertainment bias caused by the process of SNP discovery followed by SNP genotyping. The final genotyped data are biased toward an excess of common alleles compared to directly sequenced data, making standard genetic methods of analysis...... the variances and covariances of these estimators and provide a corrected version of Tajima's D statistic. We reanalyze a human genomewide SNP data set and find substantial differences in the results with or without ascertainment bias correction....

  12. Nonequilibrium Kondo effect by the equilibrium numerical renormalization group method: The hybrid Anderson model subject to a finite spin bias

    Science.gov (United States)

    Fang, Tie-Feng; Guo, Ai-Min; Sun, Qing-Feng

    2018-06-01

    We investigate Kondo correlations in a quantum dot with normal and superconducting electrodes, where a spin bias voltage is applied across the device and the local interaction U is either attractive or repulsive. When the spin current is blockaded in the large-gap regime, this nonequilibrium strongly correlated problem maps into an equilibrium model solvable by the numerical renormalization group method. The Kondo spectra with characteristic splitting due to the nonequilibrium spin accumulation are thus obtained at high precision. It is shown that while the bias-induced decoherence of the spin Kondo effect is partially compensated by the superconductivity, the charge Kondo effect is enhanced out of equilibrium and undergoes an additional splitting by the superconducting proximity effect, yielding four Kondo peaks in the local spectral density. In the charge Kondo regime, we find a universal scaling of charge conductance in this hybrid device under different spin biases. The universal conductance as a function of the coupling to the superconducting lead is peaked at and hence directly measures the Kondo temperature. Our results are of direct relevance to recent experiments realizing a negative-U charge Kondo effect in hybrid oxide quantum dots [Nat. Commun. 8, 395 (2017), 10.1038/s41467-017-00495-7].

  13. An Improved Dynamical Downscaling Method with GCM Bias Corrections and Its Validation with 30 Years of Climate Simulations

    KAUST Repository

    Xu, Zhongfeng

    2012-09-01

    An improved dynamical downscaling method (IDD) with general circulation model (GCM) bias corrections is developed and assessed over North America. A set of regional climate simulations is performed with the Weather Research and Forecasting Model (WRF) version 3.3 embedded in the National Center for Atmospheric Research\\'s (NCAR\\'s) Community Atmosphere Model (CAM). The GCM climatological means and the amplitudes of interannual variations are adjusted based on the National Centers for Environmental Prediction (NCEP)-NCAR global reanalysis products (NNRP) before using them to drive WRF. In this study, the WRF downscaling experiments are identical except the initial and lateral boundary conditions derived from the NNRP, original GCM output, and bias-corrected GCM output, respectively. The analysis finds that the IDD greatly improves the downscaled climate in both climatological means and extreme events relative to the traditional dynamical downscaling approach (TDD). The errors of downscaled climatological mean air temperature, geopotential height, wind vector, moisture, and precipitation are greatly reduced when the GCM bias corrections are applied. In the meantime, IDD also improves the downscaled extreme events characterized by the reduced errors in 2-yr return levels of surface air temperature and precipitation. In comparison with TDD, IDD is also able to produce a more realistic probability distribution in summer daily maximum temperature over the central U.S.-Canada region as well as in summer and winter daily precipitation over the middle and eastern United States. © 2012 American Meteorological Society.

  14. Biased Monte Carlo optimization: the basic approach

    International Nuclear Information System (INIS)

    Campioni, Luca; Scardovelli, Ruben; Vestrucci, Paolo

    2005-01-01

    It is well-known that the Monte Carlo method is very successful in tackling several kinds of system simulations. It often happens that one has to deal with rare events, and the use of a variance reduction technique is almost mandatory, in order to have Monte Carlo efficient applications. The main issue associated with variance reduction techniques is related to the choice of the value of the biasing parameter. Actually, this task is typically left to the experience of the Monte Carlo user, who has to make many attempts before achieving an advantageous biasing. A valuable result is provided: a methodology and a practical rule addressed to establish an a priori guidance for the choice of the optimal value of the biasing parameter. This result, which has been obtained for a single component system, has the notable property of being valid for any multicomponent system. In particular, in this paper, the exponential and the uniform biases of exponentially distributed phenomena are investigated thoroughly

  15. Simulation study on heterogeneous variance adjustment for observations with different measurement error variance

    DEFF Research Database (Denmark)

    Pitkänen, Timo; Mäntysaari, Esa A; Nielsen, Ulrik Sander

    2013-01-01

    of variance correction is developed for the same observations. As automated milking systems are becoming more popular the current evaluation model needs to be enhanced to account for the different measurement error variances of observations from automated milking systems. In this simulation study different...... models and different approaches to account for heterogeneous variance when observations have different measurement error variances were investigated. Based on the results we propose to upgrade the currently applied models and to calibrate the heterogeneous variance adjustment method to yield same genetic......The Nordic Holstein yield evaluation model describes all available milk, protein and fat test-day yields from Denmark, Finland and Sweden. In its current form all variance components are estimated from observations recorded under conventional milking systems. Also the model for heterogeneity...

  16. Combining analysis of variance and three‐way factor analysis methods for studying additive and multiplicative effects in sensory panel data

    DEFF Research Database (Denmark)

    Romano, Rosaria; Næs, Tormod; Brockhoff, Per Bruun

    2015-01-01

    Data from descriptive sensory analysis are essentially three‐way data with assessors, samples and attributes as the three ways in the data set. Because of this, there are several ways that the data can be analysed. The paper focuses on the analysis of sensory characteristics of products while...... in the use of the scale with reference to the existing structure of relationships between sensory descriptors. The multivariate assessor model will be tested on a data set from milk. Relations between the proposed model and other multiplicative models like parallel factor analysis and analysis of variance...

  17. The influence of SO4 and NO3 to the acidity (pH) of rainwater using minimum variance quadratic unbiased estimation (MIVQUE) and maximum likelihood methods

    Science.gov (United States)

    Dilla, Shintia Ulfa; Andriyana, Yudhie; Sudartianto

    2017-03-01

    Acid rain causes many bad effects in life. It is formed by two strong acids, sulfuric acid (H2SO4) and nitric acid (HNO3), where sulfuric acid is derived from SO2 and nitric acid from NOx {x=1,2}. The purpose of the research is to find out the influence of So4 and NO3 levels contained in the rain to the acidity (pH) of rainwater. The data are incomplete panel data with two-way error component model. The panel data is a collection of some of the observations that observed from time to time. It is said incomplete if each individual has a different amount of observation. The model used in this research is in the form of random effects model (REM). Minimum variance quadratic unbiased estimation (MIVQUE) is used to estimate the variance error components, while maximum likelihood estimation is used to estimate the parameters. As a result, we obtain the following model: Ŷ* = 0.41276446 - 0.00107302X1 + 0.00215470X2.

  18. A simple method to identify radiation and annealing biases that lead to worst-case CMOS static RAM postirradiation response

    International Nuclear Information System (INIS)

    Fleetwood, D.M.; Dressendorfer, P.V.

    1987-01-01

    The authors illustrate a simple method to identify bias conditions that lead to worst-case postirradiation speed and timing response for SRAMs. Switching cell states between radiation and anneal should lead to maximum speed and timing degradation for many hardened designs and technologies. The greatest SRAM cell imbalance is also established by these radiation and annealing conditions for the hardened and commercial parts that we have examined. These results should provide insight into the behavior of SRAMs during and after irradiation. The results should also be useful to establishing guidelines for integrated-circuit functionality testing, and SEU and dose-rate upset testing, after total-dose irradiation

  19. An Improved BeiDou-2 Satellite-Induced Code Bias Estimation Method

    Directory of Open Access Journals (Sweden)

    Jingyang Fu

    2018-04-01

    Full Text Available Different from GPS, GLONASS, GALILEO and BeiDou-3, it is confirmed that the code multipath bias (CMB, which originate from the satellite end and can be over 1 m, are commonly found in the code observations of BeiDou-2 (BDS IGSO and MEO satellites. In order to mitigate their adverse effects on absolute precise applications which use the code measurements, we propose in this paper an improved correction model to estimate the CMB. Different from the traditional model which considering the correction values are orbit-type dependent (estimating two sets of values for IGSO and MEO, respectively and modeling the CMB as a piecewise linear function with a elevation node separation of 10°, we estimate the corrections for each BDS IGSO + MEO satellite on one hand, and a denser elevation node separation of 5° is used to model the CMB variations on the other hand. Currently, the institutions such as IGS-MGEX operate over 120 stations which providing the daily BDS observations. These large amounts of data provide adequate support to refine the CMB estimation satellite by satellite in our improved model. One month BDS observations from MGEX are used for assessing the performance of the improved CMB model by means of precise point positioning (PPP. Experimental results show that for the satellites on the same orbit type, obvious differences can be found in the CMB at the same node and frequency. Results show that the new correction model can improve the wide-lane (WL ambiguity usage rate for WL fractional cycle bias estimation, shorten the WL and narrow-lane (NL time to first fix (TTFF in PPP ambiguity resolution (AR as well as improve the PPP positioning accuracy. With our improved correction model, the usage of WL ambiguity is increased from 94.1% to 96.0%, the WL and NL TTFF of PPP AR is shorten from 10.6 to 9.3 min, 67.9 to 63.3 min, respectively, compared with the traditional correction model. In addition, both the traditional and improved CMB model have

  20. Parkinson's disease and occupation: differences in associations by case identification method suggest referral bias.

    Science.gov (United States)

    Teschke, Kay; Marion, Stephen A; Tsui, Joseph K C; Shen, Hui; Rugbjerg, Kathrine; Harris, M Anne

    2014-02-01

    We used a population-based sample of 403 Parkinson's disease cases and 405 controls to examine risks by occupation. Results were compared to a previous clinic-based analysis. With censoring of jobs held within 10 years of diagnosis, the following had significantly or strongly increased risks: social science, law and library jobs (OR = 1.8); farming and horticulture jobs (OR = 2.0); gas station jobs (OR = 2.6); and welders (OR = 3.0). The following had significantly decreased risks: management and administration jobs (OR = 0.70); and other health care jobs (OR = 0.44). These results were consistent with other findings for social science and farming occupations. Risks for teaching, medicine and health occupations were not elevated, unlike our previous clinic-based study. This underscores the value of population-based over clinic-based samples. Occupational studies may be particularly susceptible to referral bias because social networks may spread preferentially via jobs. © 2013 Wiley Periodicals, Inc.

  1. Taylor-series and Monte-Carlo-method uncertainty estimation of the width of a probability distribution based on varying bias and random error

    International Nuclear Information System (INIS)

    Wilson, Brandon M; Smith, Barton L

    2013-01-01

    Uncertainties are typically assumed to be constant or a linear function of the measured value; however, this is generally not true. Particle image velocimetry (PIV) is one example of a measurement technique that has highly nonlinear, time varying local uncertainties. Traditional uncertainty methods are not adequate for the estimation of the uncertainty of measurement statistics (mean and variance) in the presence of nonlinear, time varying errors. Propagation of instantaneous uncertainty estimates into measured statistics is performed allowing accurate uncertainty quantification of time-mean and statistics of measurements such as PIV. It is shown that random errors will always elevate the measured variance, and thus turbulent statistics such as u'u'-bar. Within this paper, nonlinear, time varying errors are propagated from instantaneous measurements into the measured mean and variance using the Taylor-series method. With these results and knowledge of the systematic and random uncertainty of each measurement, the uncertainty of the time-mean, the variance and covariance can be found. Applicability of the Taylor-series uncertainty equations to time varying systematic and random errors and asymmetric error distributions are demonstrated with Monte-Carlo simulations. The Taylor-series uncertainty estimates are always accurate for uncertainties on the mean quantity. The Taylor-series variance uncertainty is similar to the Monte-Carlo results for cases in which asymmetric random errors exist or the magnitude of the instantaneous variations in the random and systematic errors is near the ‘true’ variance. However, the Taylor-series method overpredicts the uncertainty in the variance as the instantaneous variations of systematic errors are large or are on the same order of magnitude as the ‘true’ variance. (paper)

  2. Developing a Method for Resolving NOx Emission Inventory Biases Using Discrete Kalman Filter Inversion, Direct Sensitivities, and Satellite-Based Columns

    Science.gov (United States)

    An inverse method was developed to integrate satellite observations of atmospheric pollutant column concentrations and direct sensitivities predicted by a regional air quality model in order to discern biases in the emissions of the pollutant precursors.

  3. On the computational assessment of white matter hyperintensity progression: difficulties in method selection and bias field correction performance on images with significant white matter pathology

    Energy Technology Data Exchange (ETDEWEB)

    Valdes Hernandez, Maria del C.; Gonzalez-Castro, Victor; Wang, Xin; Doubal, Fergus; Munoz Maniega, Susana; Wardlaw, Joanna M. [Centre for Clinical Brian Sciences, Department of Neuroimaging Sciences, Edinburgh (United Kingdom); Ghandour, Dina T. [University of Edinburgh, College of Medicine and Veterinary Medicine, Edinburgh (United Kingdom); Armitage, Paul A. [University of Sheffield, Department of Cardiovascular Sciences, Sheffield (United Kingdom)

    2016-05-15

    Subtle inhomogeneities in the scanner's magnetic fields (B{sub 0} and B{sub 1}) alter the intensity levels of the structural magnetic resonance imaging (MRI) affecting the volumetric assessment of WMH changes. Here, we investigate the influence that (1) correcting the images for the B{sub 1} inhomogeneities (i.e. bias field correction (BFC)) and (2) selection of the WMH change assessment method can have on longitudinal analyses of WMH progression and discuss possible solutions. We used brain structural MRI from 46 mild stroke patients scanned at stroke onset and 3 years later. We tested three BFC approaches: FSL-FAST, N4 and exponentially entropy-driven homomorphic unsharp masking (E{sup 2}D-HUM) and analysed their effect on the measured WMH change. Separately, we tested two methods to assess WMH changes: measuring WMH volumes independently at both time points semi-automatically (MCMxxxVI) and subtracting intensity-normalised FLAIR images at both time points following image gamma correction. We then combined the BFC with the computational method that performed best across the whole sample to assess WMH changes. Analysis of the difference in the variance-to-mean intensity ratio in normal tissue between BFC and uncorrected images and visual inspection showed that all BFC methods altered the WMH appearance and distribution, but FSL-FAST in general performed more consistently across the sample and MRI modalities. The WMH volume change over 3 years obtained with MCMxxxVI with vs. without FSL-FAST BFC did not significantly differ (medians(IQR)(with BFC) = 3.2(6.3) vs. 2.9(7.4)ml (without BFC), p = 0.5), but both differed significantly from the WMH volume change obtained from subtracting post-processed FLAIR images (without BFC)(7.6(8.2)ml, p < 0.001). This latter method considerably inflated the WMH volume change as subtle WMH at baseline that became more intense at follow-up were counted as increase in the volumetric change. Measurement of WMH volume change remains

  4. Statistical methods to correct for verification bias in diagnostic studies are inadequate when there are few false negatives: a simulation study

    Directory of Open Access Journals (Sweden)

    Vickers Andrew J

    2008-11-01

    Full Text Available Abstract Background A common feature of diagnostic research is that results for a diagnostic gold standard are available primarily for patients who are positive for the test under investigation. Data from such studies are subject to what has been termed "verification bias". We evaluated statistical methods for verification bias correction when there are few false negatives. Methods A simulation study was conducted of a screening study subject to verification bias. We compared estimates of the area-under-the-curve (AUC corrected for verification bias varying both the rate and mechanism of verification. Results In a single simulated data set, varying false negatives from 0 to 4 led to verification bias corrected AUCs ranging from 0.550 to 0.852. Excess variation associated with low numbers of false negatives was confirmed in simulation studies and by analyses of published studies that incorporated verification bias correction. The 2.5th – 97.5th centile range constituted as much as 60% of the possible range of AUCs for some simulations. Conclusion Screening programs are designed such that there are few false negatives. Standard statistical methods for verification bias correction are inadequate in this circumstance.

  5. Application of bias factor method with use of virtual experimental value to prediction uncertainty reduction in void reactivity worth of breeding light water reactor

    International Nuclear Information System (INIS)

    Kugo, Teruhiko; Mori, Takamasa; Kojima, Kensuke; Takeda, Toshikazu

    2007-01-01

    We have carried out the critical experiments for the MOX fueled tight lattice LWR cores using FCA facility and constructed the XXII-1 series cores. Utilizing the critical experiments carried out at FCA, we have evaluated the reduction of prediction uncertainty in the coolant void reactivity worth of the breeding LWR core based on the bias factor method with focusing on the prediction uncertainty due to cross section errors. In the present study, we have introduced a concept of a virtual experimental value into the conventional bias factor method to overcome a problem caused by the conventional bias factor method in which the prediction uncertainty increases in the case that the experimental core has the opposite reactivity worth and the consequent opposite sensitivity coefficients to the real core. To extend the applicability of the bias factor method, we have adopted an exponentiated experimental value as the virtual experimental value and formulated the prediction uncertainty reduction by the use of the bias factor method extended by the concept of the virtual experimental value. From the numerical evaluation, it has been shown that the prediction uncertainty due to cross section errors has been reduced by the use of the concept of the virtual experimental value. It is concluded that the introduction of virtual experimental value can effectively utilize experimental data and extend applicability of the bias factor method. (author)

  6. Demonstration of a zero-variance based scheme for variance reduction to a mini-core Monte Carlo calculation

    Energy Technology Data Exchange (ETDEWEB)

    Christoforou, Stavros, E-mail: stavros.christoforou@gmail.com [Kirinthou 17, 34100, Chalkida (Greece); Hoogenboom, J. Eduard, E-mail: j.e.hoogenboom@tudelft.nl [Department of Applied Sciences, Delft University of Technology (Netherlands)

    2011-07-01

    A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k{sub eff} estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)

  7. Demonstration of a zero-variance based scheme for variance reduction to a mini-core Monte Carlo calculation

    International Nuclear Information System (INIS)

    Christoforou, Stavros; Hoogenboom, J. Eduard

    2011-01-01

    A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k_e_f_f estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)

  8. Approximation errors during variance propagation

    International Nuclear Information System (INIS)

    Dinsmore, Stephen

    1986-01-01

    Risk and reliability analyses are often performed by constructing and quantifying large fault trees. The inputs to these models are component failure events whose probability of occuring are best represented as random variables. This paper examines the errors inherent in two approximation techniques used to calculate the top event's variance from the inputs' variance. Two sample fault trees are evaluated and several three dimensional plots illustrating the magnitude of the error over a wide range of input means and variances are given

  9. The power grid AGC frequency bias coefficient online identification method based on wide area information

    Science.gov (United States)

    Wang, Zian; Li, Shiguang; Yu, Ting

    2015-12-01

    This paper propose online identification method of regional frequency deviation coefficient based on the analysis of interconnected grid AGC adjustment response mechanism of regional frequency deviation coefficient and the generator online real-time operation state by measured data through PMU, analyze the optimization method of regional frequency deviation coefficient in case of the actual operation state of the power system and achieve a more accurate and efficient automatic generation control in power system. Verify the validity of the online identification method of regional frequency deviation coefficient by establishing the long-term frequency control simulation model of two-regional interconnected power system.

  10. THE ACCURACY AND BIAS EVALUATION OF THE USA UNEMPLOYMENT RATE FORECASTS. METHODS TO IMPROVE THE FORECASTS ACCURACY

    Directory of Open Access Journals (Sweden)

    MIHAELA BRATU (SIMIONESCU

    2012-12-01

    Full Text Available In this study some alternative forecasts for the unemployment rate of USA made by four institutions (International Monetary Fund (IMF, Organization for Economic Co-operation and Development (OECD, Congressional Budget Office (CBO and Blue Chips (BC are evaluated regarding the accuracy and the biasness. The most accurate predictions on the forecasting horizon 201-2011 were provided by IMF, followed by OECD, CBO and BC.. These results were gotten using U1 Theil’s statistic and a new method that has not been used before in literature in this context. The multi-criteria ranking was applied to make a hierarchy of the institutions regarding the accuracy and five important accuracy measures were taken into account at the same time: mean errors, mean squared error, root mean squared error, U1 and U2 statistics of Theil. The IMF, OECD and CBO predictions are unbiased. The combined forecasts of institutions’ predictions are a suitable strategy to improve the forecasts accuracy of IMF and OECD forecasts when all combination schemes are used, but INV one is the best. The filtered and smoothed original predictions based on Hodrick-Prescott filter, respectively Holt-Winters technique are a good strategy of improving only the BC expectations. The proposed strategies to improve the accuracy do not solve the problem of biasness. The assessment and improvement of forecasts accuracy have an important contribution in growing the quality of decisional process.

  11. Inviting parents to take part in paediatric palliative care research: a mixed-methods examination of selection bias.

    Science.gov (United States)

    Crocker, Joanna C; Beecham, Emma; Kelly, Paula; Dinsdale, Andrew P; Hemsley, June; Jones, Louise; Bluebond-Langner, Myra

    2015-03-01

    Recruitment to paediatric palliative care research is challenging, with high rates of non-invitation of eligible families by clinicians. The impact on sample characteristics is unknown. To investigate, using mixed methods, non-invitation of eligible families and ensuing selection bias in an interview study about parents' experiences of advance care planning (ACP). We examined differences between eligible families invited and not invited to participate by clinicians using (1) field notes of discussions with clinicians during the invitation phase and (2) anonymised information from the service's clinical database. Families were eligible for the ACP study if their child was receiving care from a UK-based tertiary palliative care service (Group A; N = 519) or had died 6-10 months previously having received care from the service (Group B; N = 73). Rates of non-invitation to the ACP study were high. A total of 28 (5.4%) Group A families and 21 (28.8%) Group B families (p research findings. Non-invitation and selection bias should be considered, assessed and reported in palliative care studies. © The Author(s) 2014.

  12. Combination of biased forecasts: Bias correction or bias based weights?

    OpenAIRE

    Wenzel, Thomas

    1999-01-01

    Most of the literature on combination of forecasts deals with the assumption of unbiased individual forecasts. Here, we consider the case of biased forecasts and discuss two different combination techniques resulting in an unbiased forecast. On the one hand we correct the individual forecasts, and on the other we calculate bias based weights. A simulation study gives some insight in the situations where we should use the different methods.

  13. Biases of chamber methods for measuring soil CO2 efflux demonstrated with a laboratory apparatus.

    Science.gov (United States)

    S. Mark Nay; Kim G. Mattson; Bernard T. Bormann

    1994-01-01

    Investigators have historically measured soil CO2 efflux as an indicator of soil microbial and root activity and more recently in calculations of carbon budgets. The most common methods estimate CO2 efflux by placing a chamber over the soil surface and quantifying the amount of CO2 entering the...

  14. A New Method for Negative Bias Temperature Instability Assessment in P-Channel Metal Oxide Semiconductor Transistors

    Science.gov (United States)

    Djezzar, Boualem; Tahi, Hakim; Benabdelmoumene, Abdelmadjid; Chenouf, Amel; Kribes, Youcef

    2012-11-01

    In this paper, we present a new method, named on the fly oxide trap (OTFOT), to extract the bias temperature instability (BTI) in MOS transistors. The OTFOT method is based on charge pumping technique (CP) at low and high frequencies. We emphasize on the theoretical-based concept, giving a clear insight on the easy-use of the OTFOT methodology and demonstrating its viability to characterize the negative BTI (NBTI). Using alternatively high and low frequencies, OTFOT method separates the interface-traps (ΔNit) and border-trap (ΔNbt) (switching oxide-trap) densities independently and also their contributions to the threshold voltage shift (ΔVth), without needing additional methods. The experimental results, from two experimental scenarios, showing the extraction of NBTI-induced shifts caused by interface- and oxide-trap increases are also presented. In the first scenario, all stresses are performed on the same transistor. It exhibits an artifact value of exponent n. In the second scenario, each voltage stress is applied only on one transistor. Its results show an average n of 0.16, 0.05, and 0.11 for NBTI-induced ΔNit, ΔNbt, ΔVth, respectively. Therefore, OTFOT method can contribute to further understand the behavior of the NBTI degradation, especially through the threshold voltage shift components such as ΔVit and ΔVot caused by interface-trap and border-trap, respectively.

  15. Fundamentals of bias temperature instability in MOS transistors characterization methods, process and materials impact, DC and AC modeling

    CERN Document Server

    2016-01-01

    This book aims to cover different aspects of Bias Temperature Instability (BTI). BTI remains as an important reliability concern for CMOS transistors and circuits. Development of BTI resilient technology relies on utilizing artefact-free stress and measurement methods and suitable physics-based models for accurate determination of degradation at end-of-life, and understanding the gate insulator process impact on BTI. This book discusses different ultra-fast characterization techniques for recovery artefact free BTI measurements. It also covers different direct measurements techniques to access pre-existing and newly generated gate insulator traps responsible for BTI. The book provides a consistent physical framework for NBTI and PBTI respectively for p- and n- channel MOSFETs, consisting of trap generation and trapping. A physics-based compact model is presented to estimate measured BTI degradation in planar Si MOSFETs having differently processed SiON and HKMG gate insulators, in planar SiGe MOSFETs and also...

  16. Quantitative evaluation of automated skull-stripping methods applied to contemporary and legacy images: effects of diagnosis, bias correction, and slice location

    DEFF Research Database (Denmark)

    Fennema-Notestine, Christine; Ozyurt, I Burak; Clark, Camellia P

    2006-01-01

    Extractor (BSE, Sandor and Leahy [1997] IEEE Trans Med Imag 16:41-54; Shattuck et al. [2001] Neuroimage 13:856-876) to manually stripped images. The methods were applied to uncorrected and bias-corrected datasets; Legacy and Contemporary T1-weighted image sets; and four diagnostic groups (depressed...... distances, and an Expectation-Maximization algorithm. Methods tended to perform better on contemporary datasets; bias correction did not significantly improve method performance. Mesial sections were most difficult for all methods. Although AD image sets were most difficult to strip, HWA and BSE were more...

  17. Some asymptotic theory for variance function smoothing | Kibua ...

    African Journals Online (AJOL)

    Simple selection of the smoothing parameter is suggested. Both homoscedastic and heteroscedastic regression models are considered. Keywords: Asymptotic, Smoothing, Kernel, Bandwidth, Bias, Variance, Mean squared error, Homoscedastic, Heteroscedastic. > East African Journal of Statistics Vol. 1 (1) 2005: pp. 9-22 ...

  18. The grid-scan. A novel method for a less biased broadband SED modeling

    Energy Technology Data Exchange (ETDEWEB)

    Doert, Marlene [Ruhr-Universitaet Bochum (Germany); Paneque, David [Max-Planck-Institut fuer Physik, Muenchen (Germany)

    2016-07-01

    We present a novel strategy for the modeling of blazar SEDs in the scope of current emission models: the grid-scan modeling. With an unbiased and uniform scan of the multi-dimensional parameter space of current emission models, e.g. the SSC model, and an a posteriori evaluation of the model-to-data agreement, independent sets of equally good model representations can be found. This variety of models generally includes different valid physical scenarios, which offer a more complete picture than single ''best'' solutions found by minimizers or the often-practised ''eyeball-fit''. Additionally, the grid-scan also allows to quantify how well the individual model parameters get constrained by any given experimental data set. The method will be introduced using the example of multi-wavelength spectral measurements of the blazar Markarian 501.

  19. Method and apparatus for sensing a desired component of an incident magnetic field using magneto resistive elements biased in different directions

    Science.gov (United States)

    Pant, Bharat B. (Inventor); Wan, Hong (Inventor)

    1999-01-01

    A method and apparatus for sensing a desired component of a magnetic field using an isotropic magnetoresistive material. This is preferably accomplished by providing a bias field that is parallel to the desired component of the applied magnetic field. The bias field is applied in a first direction relative to a first set of magnetoresistive sensor elements, and in an opposite direction relative to a second set of magnetoresistive sensor elements. In this configuration, the desired component of the incident magnetic field adds to the bias field incident on the first set of magnetoresistive sensor elements, and subtracts from the bias field incident on the second set of magnetoresistive sensor elements. The magnetic field sensor may then sense the desired component of the incident magnetic field by simply sensing the difference in resistance of the first set of magnetoresistive sensor elements and the second set of magnetoresistive sensor elements.

  20. Correction of stream quality trends for the effects of laboratory measurement bias

    Science.gov (United States)

    Alexander, Richard B.; Smith, Richard A.; Schwarz, Gregory E.

    1993-01-01

    We present a statistical model relating measurements of water quality to associated errors in laboratory methods. Estimation of the model allows us to correct trends in water quality for long-term and short-term variations in laboratory measurement errors. An illustration of the bias correction method for a large national set of stream water quality and quality assurance data shows that reductions in the bias of estimates of water quality trend slopes are achieved at the expense of increases in the variance of these estimates. Slight improvements occur in the precision of estimates of trend in bias by using correlative information on bias and water quality to estimate random variations in measurement bias. The results of this investigation stress the need for reliable, long-term quality assurance data and efficient statistical methods to assess the effects of measurement errors on the detection of water quality trends.

  1. R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization.

    Science.gov (United States)

    Dazard, Jean-Eudes; Xu, Hua; Rao, J Sunil

    2011-01-01

    We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets ( p ≫ n paradigm), such as in 'omics'-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real 'omics' test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR ('Mean-Variance Regularization'), downloadable from the CRAN.

  2. Practical Bias Correction in Aerial Surveys of Large Mammals: Validation of Hybrid Double-Observer with Sightability Method against Known Abundance of Feral Horse (Equus caballus) Populations.

    Science.gov (United States)

    Lubow, Bruce C; Ransom, Jason I

    2016-01-01

    Reliably estimating wildlife abundance is fundamental to effective management. Aerial surveys are one of the only spatially robust tools for estimating large mammal populations, but statistical sampling methods are required to address detection biases that affect accuracy and precision of the estimates. Although various methods for correcting aerial survey bias are employed on large mammal species around the world, these have rarely been rigorously validated. Several populations of feral horses (Equus caballus) in the western United States have been intensively studied, resulting in identification of all unique individuals. This provided a rare opportunity to test aerial survey bias correction on populations of known abundance. We hypothesized that a hybrid method combining simultaneous double-observer and sightability bias correction techniques would accurately estimate abundance. We validated this integrated technique on populations of known size and also on a pair of surveys before and after a known number was removed. Our analysis identified several covariates across the surveys that explained and corrected biases in the estimates. All six tests on known populations produced estimates with deviations from the known value ranging from -8.5% to +13.7% and corrected by our statistical models. Our results validate the hybrid method, highlight its potentially broad applicability, identify some limitations, and provide insight and guidance for improving survey designs.

  3. Variance function estimation for immunoassays

    International Nuclear Information System (INIS)

    Raab, G.M.; Thompson, R.; McKenzie, I.

    1980-01-01

    A computer program is described which implements a recently described, modified likelihood method of determining an appropriate weighting function to use when fitting immunoassay dose-response curves. The relationship between the variance of the response and its mean value is assumed to have an exponential form, and the best fit to this model is determined from the within-set variability of many small sets of repeated measurements. The program estimates the parameter of the exponential function with its estimated standard error, and tests the fit of the experimental data to the proposed model. Output options include a list of the actual and fitted standard deviation of the set of responses, a plot of actual and fitted standard deviation against the mean response, and an ordered list of the 10 sets of data with the largest ratios of actual to fitted standard deviation. The program has been designed for a laboratory user without computing or statistical expertise. The test-of-fit has proved valuable for identifying outlying responses, which may be excluded from further analysis by being set to negative values in the input file. (Auth.)

  4. Sympathetic bias.

    Science.gov (United States)

    Levy, David M; Peart, Sandra J

    2008-06-01

    We wish to deal with investigator bias in a statistical context. We sketch how a textbook solution to the problem of "outliers" which avoids one sort of investigator bias, creates the temptation for another sort. We write down a model of the approbation seeking statistician who is tempted by sympathy for client to violate the disciplinary standards. We give a simple account of one context in which we might expect investigator bias to flourish. Finally, we offer tentative suggestions to deal with the problem of investigator bias which follow from our account. As we have given a very sparse and stylized account of investigator bias, we ask what might be done to overcome this limitation.

  5. Autonomous estimation of Allan variance coefficients of onboard fiber optic gyro

    International Nuclear Information System (INIS)

    Song Ningfang; Yuan Rui; Jin Jing

    2011-01-01

    Satellite motion included in gyro output disturbs the estimation of Allan variance coefficients of fiber optic gyro on board. Moreover, as a standard method for noise analysis of fiber optic gyro, Allan variance has too large offline computational effort and data storages to be applied to online estimation. In addition, with the development of deep space exploration, it is urged that satellite requires more autonomy including autonomous fault diagnosis and reconfiguration. To overcome the barriers and meet satellite autonomy, we present a new autonomous method for estimation of Allan variance coefficients including rate ramp, rate random walk, bias instability, angular random walk and quantization noise coefficients. In the method, we calculate differences between angle increments of star sensor and gyro to remove satellite motion from gyro output, and propose a state-space model using nonlinear adaptive filter technique for quantities previously measured from offline data techniques such as the Allan variance method. Simulations show the method correctly estimates Allan variance coefficients, R = 2.7965exp-4 0 /h 2 , K = 1.1714exp-3 0 /h 1.5 , B = 1.3185exp-3 0 /h, N = 5.982exp-4 0 /h 0.5 and Q = 5.197exp-7 0 in real time, and tracks degradation of gyro performance from initail values, R = 0.651 0 /h 2 , K = 0.801 0 /h 1.5 , B = 0.385 0 /h, N = 0.0874 0 /h 0.5 and Q = 8.085exp-5 0 , to final estimations, R = 9.548 0 /h 2 , K = 9.524 0 /h 1.5 , B = 2.234 0 /h, N = 0.5594 0 /h 0.5 and Q = 5.113exp-4 0 , due to gamma radiation in space. The technique proposed here effectively isolates satellite motion, and requires no data storage and any supports from the ground.

  6. Study of variance and covariance terms in linear attenuation coefficient measurements of irregular samples through the two media method by gamma-ray transmission

    International Nuclear Information System (INIS)

    Kuramoto, R.Y.R.Renato Yoichi Ribeiro.; Appoloni, Carlos Roberto

    2002-01-01

    The two media method permits the application of Beer's law (Thesis (Master Degree), Universidade Estadual de Londrina, PR, Brazil, pp. 23) for the linear attenuation coefficient determination of irregular thickness samples by gamma-ray transmission. However, the use of this methodology introduces experimental complexity due to the great number of variables to be measured. As consequence of this complexity, the uncertainties associated with each of these variables may be correlated. In this paper, we examine the covariance terms in the uncertainty propagation, and quantify the correlation among the uncertainties of each of the variables in question

  7. Presence of bias in radiographer plain film reading performance studies

    International Nuclear Information System (INIS)

    Brealey, S.; Scally, A.J.; Thomas, N.B.

    2002-01-01

    Purpose To raise awareness of the frequency of bias that can affect the quality of radiographer plain film reading performance studies. Methods Studies that assessed radiographer(s) plain film reading performance were located by searching electronic databases and grey literature, hand-searching journals, personal communication and scanning reference lists. Thirty studies were judged eligible from all data sources. Results A one-way analysis of variance (ANOVA) demonstrates no statistically significant difference (P=0.25) in the mean proportion of biases present from diagnostic accuracy (0.37), performance (0.42) and outcome (0.44) study designs. Pearson's correlation coefficient showed no statistically significant linear association between the proportion of biases present for the three different study designs and the year that the study was performed. The frequency of biases in film and observer selection and application of the reference standard was quite low. In contrast, many biases were present concerning independence of film reporting and comparison of reports for concordance. Conclusions The findings indicate variation in the presence of bias in radiographer plain film reading performance studies. The careful consideration of bias is an essential component of study quality and hence the validity of the evidence-base used to underpin radiographic reporting policy

  8. The Difference-in-Difference Method: Assessing the Selection Bias in the Effects of Neighborhood Environment on Health

    Science.gov (United States)

    Grafova, Irina; Freedman, Vicki; Lurie, Nicole; Kumar, Rizie; Rogowski, Jeannette

    2013-01-01

    This paper uses the difference-in-difference estimation approach to explore the self-selection bias in estimating the effect of neighborhood economic environment on self-assessed health among older adults. The results indicate that there is evidence of downward bias in the conventional estimates of the effect of neighborhood economic disadvantage on self-reported health, representing a lower bound of the true effect. PMID:23623818

  9. A study of total measurement error in tomographic gamma scanning to assay nuclear material with emphasis on a bias issue for low-activity samples

    International Nuclear Information System (INIS)

    Burr, T.L.; Mercer, D.J.; Prettyman, T.H.

    1998-01-01

    Field experience with the tomographic gamma scanner to assay nuclear material suggests that the analysis techniques can significantly impact the assay uncertainty. For example, currently implemented image reconstruction methods exhibit a positive bias for low-activity samples. Preliminary studies indicate that bias reduction could be achieved at the expense of increased random error variance. In this paper, the authors examine three possible bias sources: (1) measurement error in the estimated transmission matrix, (2) the positivity constraint on the estimated mass of nuclear material, and (3) improper treatment of the measurement error structure. The authors present results from many small-scale simulation studies to examine this bias/variance tradeoff for a few image reconstruction methods in the presence of the three possible bias sources

  10. Revision: Variance Inflation in Regression

    Directory of Open Access Journals (Sweden)

    D. R. Jensen

    2013-01-01

    the intercept; and (iv variance deflation may occur, where ill-conditioned data yield smaller variances than their orthogonal surrogates. Conventional VIFs have all regressors linked, or none, often untenable in practice. Beyond these, our models enable the unlinking of regressors that can be unlinked, while preserving dependence among those intrinsically linked. Moreover, known collinearity indices are extended to encompass angles between subspaces of regressors. To reaccess ill-conditioned data, we consider case studies ranging from elementary examples to data from the literature.

  11. A bias-corrected CMIP5 dataset for Africa using the CDF-t method - a contribution to agricultural impact studies

    Science.gov (United States)

    Moise Famien, Adjoua; Janicot, Serge; Delfin Ochou, Abe; Vrac, Mathieu; Defrance, Dimitri; Sultan, Benjamin; Noël, Thomas

    2018-03-01

    The objective of this paper is to present a new dataset of bias-corrected CMIP5 global climate model (GCM) daily data over Africa. This dataset was obtained using the cumulative distribution function transform (CDF-t) method, a method that has been applied to several regions and contexts but never to Africa. Here CDF-t has been applied over the period 1950-2099 combining Historical runs and climate change scenarios for six variables: precipitation, mean near-surface air temperature, near-surface maximum air temperature, near-surface minimum air temperature, surface downwelling shortwave radiation, and wind speed, which are critical variables for agricultural purposes. WFDEI has been used as the reference dataset to correct the GCMs. Evaluation of the results over West Africa has been carried out on a list of priority user-based metrics that were discussed and selected with stakeholders. It includes simulated yield using a crop model simulating maize growth. These bias-corrected GCM data have been compared with another available dataset of bias-corrected GCMs using WATCH Forcing Data as the reference dataset. The impact of WFD, WFDEI, and also EWEMBI reference datasets has been also examined in detail. It is shown that CDF-t is very effective at removing the biases and reducing the high inter-GCM scattering. Differences with other bias-corrected GCM data are mainly due to the differences among the reference datasets. This is particularly true for surface downwelling shortwave radiation, which has a significant impact in terms of simulated maize yields. Projections of future yields over West Africa are quite different, depending on the bias-correction method used. However all these projections show a similar relative decreasing trend over the 21st century.

  12. Improving computational efficiency of Monte Carlo simulations with variance reduction

    International Nuclear Information System (INIS)

    Turner, A.; Davis, A.

    2013-01-01

    CCFE perform Monte-Carlo transport simulations on large and complex tokamak models such as ITER. Such simulations are challenging since streaming and deep penetration effects are equally important. In order to make such simulations tractable, both variance reduction (VR) techniques and parallel computing are used. It has been found that the application of VR techniques in such models significantly reduces the efficiency of parallel computation due to 'long histories'. VR in MCNP can be accomplished using energy-dependent weight windows. The weight window represents an 'average behaviour' of particles, and large deviations in the arriving weight of a particle give rise to extreme amounts of splitting being performed and a long history. When running on parallel clusters, a long history can have a detrimental effect on the parallel efficiency - if one process is computing the long history, the other CPUs complete their batch of histories and wait idle. Furthermore some long histories have been found to be effectively intractable. To combat this effect, CCFE has developed an adaptation of MCNP which dynamically adjusts the WW where a large weight deviation is encountered. The method effectively 'de-optimises' the WW, reducing the VR performance but this is offset by a significant increase in parallel efficiency. Testing with a simple geometry has shown the method does not bias the result. This 'long history method' has enabled CCFE to significantly improve the performance of MCNP calculations for ITER on parallel clusters, and will be beneficial for any geometry combining streaming and deep penetration effects. (authors)

  13. A New Method for Re-Analyzing Evaluation Bias: Piecewise Growth Curve Modeling Reveals an Asymmetry in the Evaluation of Pro and Con Arguments.

    Directory of Open Access Journals (Sweden)

    Jens Jirschitzka

    Full Text Available In four studies we tested a new methodological approach to the investigation of evaluation bias. The usage of piecewise growth curve modeling allowed for investigation into the impact of people's attitudes on their persuasiveness ratings of pro- and con-arguments, measured over the whole range of the arguments' polarity from an extreme con to an extreme pro position. Moreover, this method provided the opportunity to test specific hypotheses about the course of the evaluation bias within certain polarity ranges. We conducted two field studies with users of an existing online information portal (Studies 1a and 2a as participants, and two Internet laboratory studies with mostly student participants (Studies 1b and 2b. In each of these studies we presented pro- and con-arguments, either for the topic of MOOCs (massive open online courses, Studies 1a and 1b or for the topic of M-learning (mobile learning, Studies 2a and 2b. Our results indicate that using piecewise growth curve models is more appropriate than simpler approaches. An important finding of our studies was an asymmetry of the evaluation bias toward pro- or con-arguments: the evaluation bias appeared over the whole polarity range of pro-arguments and increased with more and more extreme polarity. This clear-cut result pattern appeared only on the pro-argument side. For the con-arguments, in contrast, the evaluation bias did not feature such a systematic picture.

  14. Modelling volatility by variance decomposition

    DEFF Research Database (Denmark)

    Amado, Cristina; Teräsvirta, Timo

    In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the variance of the model to have a smooth time-varying structure of either additive or multiplicative type. The suggested parameterisations describe both nonlinearity and structural change in the condit...

  15. Gini estimation under infinite variance

    NARCIS (Netherlands)

    A. Fontanari (Andrea); N.N. Taleb (Nassim Nicholas); P. Cirillo (Pasquale)

    2018-01-01

    textabstractWe study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α∈(1,2)). We show that, in such a case, the Gini coefficient

  16. Use of an excess variance approach for the certification of reference materials by interlaboratory comparison

    International Nuclear Information System (INIS)

    Crozet, M.; Rigaux, C.; Roudil, D.; Tuffery, B.; Ruas, A.; Desenfant, M.

    2014-01-01

    In the nuclear field, the accuracy and comparability of analytical results are crucial to insure correct accountancy, good process control and safe operational conditions. All of these require reliable measurements based on reference materials whose certified values must be obtained by robust metrological approaches according to the requirements of ISO guides 34 and 35. The data processing of the characterization step is one of the key steps of a reference material production process. Among several methods, the use of interlaboratory comparison results for reference material certification is very common. The DerSimonian and Laird excess variance approach, described and implemented in this paper, is a simple and efficient method for the data processing of interlaboratory comparison results for reference material certification. By taking into account not only the laboratory uncertainties but also the spread of the individual results into the calculation of the weighted mean, this approach minimizes the risk to get biased certified values in the case where one or several laboratories either underestimate their measurement uncertainties or do not identify all measurement biases. This statistical method has been applied to a new CETAMA plutonium reference material certified by interlaboratory comparison and has been compared to the classical weighted mean approach described in ISO Guide 35. This paper shows the benefits of using an 'excess variance' approach for the certification of reference material by interlaboratory comparison. (authors)

  17. Robust Means Modeling: An Alternative for Hypothesis Testing of Independent Means under Variance Heterogeneity and Nonnormality

    Science.gov (United States)

    Fan, Weihua; Hancock, Gregory R.

    2012-01-01

    This study proposes robust means modeling (RMM) approaches for hypothesis testing of mean differences for between-subjects designs in order to control the biasing effects of nonnormality and variance inequality. Drawing from structural equation modeling (SEM), the RMM approaches make no assumption of variance homogeneity and employ robust…

  18. Feynman variance-to-mean method

    International Nuclear Information System (INIS)

    Dowdy, E.J.; Hansen, G.E.; Robba, A.A.

    1985-01-01

    The Feynman and other fluctuation techniques have been shown to be useful for determining the multiplication of subcritical systems. The moments of the counting distribution from neutron detectors is analyzed to yield the multiplication value. The authors present the methodology and some selected applications and results and comparisons with Monte Carlo calculations

  19. Methodical bias for comparison of periodontal ligament injection and local infiltration anesthesia for routine extractions in the maxilla

    Directory of Open Access Journals (Sweden)

    Kämmerer PW

    2018-03-01

    Full Text Available Peer W Kämmerer, Monika Daubländer Department of Oral, Maxillofacial and Facial Plastic Surgery, University Medical Centre Mainz, Mainz, GermanyWe read the article by Al-Shayyab1 with great interest, though we think that there is a methodical bias. Usage of standard dental syringes with 27-gauge needles is not recommended for periodontal ligament (PDL injections as they are very unlikely to achieve the correct pressure needed for successful single tooth anesthesia. In accordance with this, specialized syringes with short 30-gauge needles are commonly used all over the literature.2 The author addresses this in the “Discussion” section and writes that “a standard conventional dental syringe was used in the present study, not a special PDL syringe, since the former is readily available in the clinic and proves equally successful when a standard 27-gauge short needle was used,” citing Malamed from 1982 (a time during which the modern PDL syringes were not developed yet3 and Madan et al who write that “intraligamentary injection technique is equally effective when a standard 27-gauge needle is used”.4 The second assumption refers to the needle only, not the syringe. In addition, this needle issue is not proven by any reference or study. Therefore, one might come to the conclusion that PDL was not carried out correctly. Also, the authors did not evaluate pulp or tissue anesthesia and started the extraction procedure after a latency period of 5 minutes in all cases. In accordance with this, the success rates of the PDL injection cannot be given, but would be of interest.View the original paper by Al-Shayyab and colleagues.

  20. The Theory of Variances in Equilibrium Reconstruction

    International Nuclear Information System (INIS)

    Zakharov, Leonid E.; Lewandowski, Jerome; Foley, Elizabeth L.; Levinton, Fred M.; Yuh, Howard Y.; Drozdov, Vladimir; McDonald, Darren

    2008-01-01

    The theory of variances of equilibrium reconstruction is presented. It complements existing practices with information regarding what kind of plasma profiles can be reconstructed, how accurately, and what remains beyond the abilities of diagnostic systems. The σ-curves, introduced by the present theory, give a quantitative assessment of quality of effectiveness of diagnostic systems in constraining equilibrium reconstructions. The theory also suggests a method for aligning the accuracy of measurements of different physical nature

  1. Fundamentals of exploratory analysis of variance

    CERN Document Server

    Hoaglin, David C; Tukey, John W

    2009-01-01

    The analysis of variance is presented as an exploratory component of data analysis, while retaining the customary least squares fitting methods. Balanced data layouts are used to reveal key ideas and techniques for exploration. The approach emphasizes both the individual observations and the separate parts that the analysis produces. Most chapters include exercises and the appendices give selected percentage points of the Gaussian, t, F chi-squared and studentized range distributions.

  2. Correction of gene expression data: Performance-dependency on inter-replicate and inter-treatment biases.

    Science.gov (United States)

    Darbani, Behrooz; Stewart, C Neal; Noeparvar, Shahin; Borg, Søren

    2014-10-20

    This report investigates for the first time the potential inter-treatment bias source of cell number for gene expression studies. Cell-number bias can affect gene expression analysis when comparing samples with unequal total cellular RNA content or with different RNA extraction efficiencies. For maximal reliability of analysis, therefore, comparisons should be performed at the cellular level. This could be accomplished using an appropriate correction method that can detect and remove the inter-treatment bias for cell-number. Based on inter-treatment variations of reference genes, we introduce an analytical approach to examine the suitability of correction methods by considering the inter-treatment bias as well as the inter-replicate variance, which allows use of the best correction method with minimum residual bias. Analyses of RNA sequencing and microarray data showed that the efficiencies of correction methods are influenced by the inter-treatment bias as well as the inter-replicate variance. Therefore, we recommend inspecting both of the bias sources in order to apply the most efficient correction method. As an alternative correction strategy, sequential application of different correction approaches is also advised. Copyright © 2014 Elsevier B.V. All rights reserved.

  3. Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC

    International Nuclear Information System (INIS)

    Peplow, Douglas E.; Blakeman, Edward D; Wagner, John C

    2007-01-01

    More often than in the past, Monte Carlo methods are being used to compute fluxes or doses over large areas using mesh tallies (a set of region tallies defined on a mesh that overlays the geometry). For problems that demand that the uncertainty in each mesh cell be less than some set maximum, computation time is controlled by the cell with the largest uncertainty. This issue becomes quite troublesome in deep-penetration problems, and advanced variance reduction techniques are required to obtain reasonable uncertainties over large areas. The CADIS (Consistent Adjoint Driven Importance Sampling) methodology has been shown to very efficiently optimize the calculation of a response (flux or dose) for a single point or a small region using weight windows and a biased source based on the adjoint of that response. This has been incorporated into codes such as ADVANTG (based on MCNP) and the new sequence MAVRIC, which will be available in the next release of SCALE. In an effort to compute lower uncertainties everywhere in the problem, Larsen's group has also developed several methods to help distribute particles more evenly, based on forward estimates of flux. This paper focuses on the use of a forward estimate to weight the placement of the source in the adjoint calculation used by CADIS, which we refer to as a forward-weighted CADIS (FW-CADIS)

  4. Variance based OFDM frame synchronization

    Directory of Open Access Journals (Sweden)

    Z. Fedra

    2012-04-01

    Full Text Available The paper deals with a new frame synchronization scheme for OFDM systems and calculates the complexity of this scheme. The scheme is based on the computing of the detection window variance. The variance is computed in two delayed times, so a modified Early-Late loop is used for the frame position detection. The proposed algorithm deals with different variants of OFDM parameters including guard interval, cyclic prefix, and has good properties regarding the choice of the algorithm's parameters since the parameters may be chosen within a wide range without having a high influence on system performance. The verification of the proposed algorithm functionality has been performed on a development environment using universal software radio peripheral (USRP hardware.

  5. Variance decomposition in stochastic simulators.

    Science.gov (United States)

    Le Maître, O P; Knio, O M; Moraes, A

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  6. Variance decomposition in stochastic simulators

    Science.gov (United States)

    Le Maître, O. P.; Knio, O. M.; Moraes, A.

    2015-06-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  7. Variance decomposition in stochastic simulators

    Energy Technology Data Exchange (ETDEWEB)

    Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  8. Variance decomposition in stochastic simulators

    KAUST Repository

    Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro

    2015-01-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  9. Method of observation of low density interface states by means of X-ray photoelectron spectroscopy under bias and passivation by cyanide ions

    International Nuclear Information System (INIS)

    Kobayashi, H.; Sakurai, T.; Yamashita, Y.; Kubota, T.; Maida, O.; Takahashi, M.

    2006-01-01

    X-ray photoelectron spectroscopy (XPS) measurements under bias can observe low density interface states for metal-oxide-semiconductor (MOS) diodes with low densities. This method can give energy distribution of interface states for ultrathin insulating layers for which electrical measurements cannot be performed due to a high density leakage current. During the XPS measurements, a bias voltage is applied to the rear semiconductor surface with respect to the ∼3 nm-thick front platinum layer connected to the ground, and the bias voltage changes the occupation of interface states. Charges accumulated in the interface states shift semiconductor core levels at the interface, and thus the analysis of the bias-induced shifts of the semiconductor core levels measured as a function of the bias voltage gives energy distribution of interface states. In the case of Si-based MOS diodes, the energy distribution and density of interface states strongly depend on the atomic density of silicon dioxide (SiO 2 ) layers and the interfacial roughness, respectively. All the observed interface state spectra possess peaked-structures, indicating that they are due to defect states. An interface state peak near the Si midgap is attributable to isolated Si dangling bonds at the interface, while those above and below the midgap to Si dangling bonds interacting weakly with Si or oxygen atoms in the SiO 2 layers. A method of the elimination of interface states and defect states in Si using cyanide solutions has been developed. The cyanide method simply involves the immersion of Si in KCN solutions. Due to the high Si-CN bond energy of ∼4.5 eV, the bonds are not ruptured at 800 deg. C and upon irradiation. The cyanide treatment results in the improvement of the electrical characteristics of MOS diodes and solar cells

  10. On Mean-Variance Analysis

    OpenAIRE

    Li, Yang; Pirvu, Traian A

    2011-01-01

    This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma approximation is employed to overcome it. Thus, the optimization problem is reduced to a well posed quadratic program. The methodology developed in this paper can be also applied to pricing and hedging in incomplete markets.

  11. Discussion on variance reduction technique for shielding

    Energy Technology Data Exchange (ETDEWEB)

    Maekawa, Fujio [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment

    1998-03-01

    As the task of the engineering design activity of the international thermonuclear fusion experimental reactor (ITER), on 316 type stainless steel (SS316) and the compound system of SS316 and water, the shielding experiment using the D-T neutron source of FNS in Japan Atomic Energy Research Institute has been carried out. However, in these analyses, enormous working time and computing time were required for determining the Weight Window parameter. Limitation or complication was felt when the variance reduction by Weight Window method of MCNP code was carried out. For the purpose of avoiding this difficulty, investigation was performed on the effectiveness of the variance reduction by cell importance method. The conditions of calculation in all cases are shown. As the results, the distribution of fractional standard deviation (FSD) related to neutrons and gamma-ray flux in the direction of shield depth is reported. There is the optimal importance change, and when importance was increased at the same rate as that of the attenuation of neutron or gamma-ray flux, the optimal variance reduction can be done. (K.I.)

  12. Journal bias or author bias?

    Science.gov (United States)

    Harris, Ian

    2016-01-01

    I read with interest the comment by Mark Wilson in the Indian Journal of Medical Ethics regarding bias and conflicts of interest in medical journals. Wilson targets one journal (the New England Journal of Medicine: NEJM) and one particular "scandal" to make his point that journals' decisions on publication are biased by commercial conflicts of interest (CoIs). It is interesting that he chooses the NEJM which, by his own admission, had one of the strictest CoI policies and had published widely on this topic. The feeling is that if the NEJM can be guilty, they can all be guilty.

  13. Confidence Interval Approximation For Treatment Variance In ...

    African Journals Online (AJOL)

    In a random effects model with a single factor, variation is partitioned into two as residual error variance and treatment variance. While a confidence interval can be imposed on the residual error variance, it is not possible to construct an exact confidence interval for the treatment variance. This is because the treatment ...

  14. Temperature variance study in Monte-Carlo photon transport theory

    International Nuclear Information System (INIS)

    Giorla, J.

    1985-10-01

    We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case [fr

  15. Estimation and correction of visibility bias in aerial surveys of wintering ducks

    Science.gov (United States)

    Pearse, A.T.; Gerard, P.D.; Dinsmore, S.J.; Kaminski, R.M.; Reinecke, K.J.

    2008-01-01

    Incomplete detection of all individuals leading to negative bias in abundance estimates is a pervasive source of error in aerial surveys of wildlife, and correcting that bias is a critical step in improving surveys. We conducted experiments using duck decoys as surrogates for live ducks to estimate bias associated with surveys of wintering ducks in Mississippi, USA. We found detection of decoy groups was related to wetland cover type (open vs. forested), group size (1?100 decoys), and interaction of these variables. Observers who detected decoy groups reported counts that averaged 78% of the decoys actually present, and this counting bias was not influenced by either covariate cited above. We integrated this sightability model into estimation procedures for our sample surveys with weight adjustments derived from probabilities of group detection (estimated by logistic regression) and count bias. To estimate variances of abundance estimates, we used bootstrap resampling of transects included in aerial surveys and data from the bias-correction experiment. When we implemented bias correction procedures on data from a field survey conducted in January 2004, we found bias-corrected estimates of abundance increased 36?42%, and associated standard errors increased 38?55%, depending on species or group estimated. We deemed our method successful for integrating correction of visibility bias in an existing sample survey design for wintering ducks in Mississippi, and we believe this procedure could be implemented in a variety of sampling problems for other locations and species.

  16. Simultaneous Monte Carlo zero-variance estimates of several correlated means

    International Nuclear Information System (INIS)

    Booth, T.E.

    1997-08-01

    Zero variance procedures have been in existence since the dawn of Monte Carlo. Previous works all treat the problem of zero variance solutions for a single tally. One often wants to get low variance solutions to more than one tally. When the sets of random walks needed for two tallies are similar, it is more efficient to do zero variance biasing for both tallies in the same Monte Carlo run, instead of two separate runs. The theory presented here correlates the random walks of particles by the similarity of their tallies. Particles with dissimilar tallies rapidly become uncorrelated whereas particles with similar tallies will stay correlated through most of their random walk. The theory herein should allow practitioners to make efficient use of zero-variance biasing procedures in practical problems

  17. Biased Supervision

    OpenAIRE

    Josse Delfgaauw; Michiel Souverijn

    2014-01-01

    markdownabstract__Abstract__ When verifiable performance measures are imperfect, organizations often resort to subjective performance pay. This may give supervisors the power to direct employees towards tasks that mainly benefit the supervisor rather than the organization. We cast a principal-supervisor-agent model in a multitask setting, where the supervisor has an intrinsic preference towards specific tasks. We show that subjective performance pay based on evaluation by a biased supervisor ...

  18. Minimum Variance Portfolios in the Brazilian Equity Market

    Directory of Open Access Journals (Sweden)

    Alexandre Rubesam

    2013-03-01

    Full Text Available We investigate minimum variance portfolios in the Brazilian equity market using different methods to estimate the covariance matrix, from the simple model of using the sample covariance to multivariate GARCH models. We compare the performance of the minimum variance portfolios to those of the following benchmarks: (i the IBOVESPA equity index, (ii an equally-weighted portfolio, (iii the maximum Sharpe ratio portfolio and (iv the maximum growth portfolio. Our results show that the minimum variance portfolio has higher returns with lower risk compared to the benchmarks. We also consider long-short 130/30 minimum variance portfolios and obtain similar results. The minimum variance portfolio invests in relatively few stocks with low βs measured with respect to the IBOVESPA index, being easily replicable by individual and institutional investors alike.

  19. Comparison of variance estimators for metaanalysis of instrumental variable estimates

    NARCIS (Netherlands)

    Schmidt, A. F.; Hingorani, A. D.; Jefferis, B. J.; White, J.; Groenwold, R. H H; Dudbridge, F.; Ben-Shlomo, Y.; Chaturvedi, N.; Engmann, J.; Hughes, A.; Humphries, S.; Hypponen, E.; Kivimaki, M.; Kuh, D.; Kumari, M.; Menon, U.; Morris, R.; Power, C.; Price, J.; Wannamethee, G.; Whincup, P.

    2016-01-01

    Background: Mendelian randomization studies perform instrumental variable (IV) analysis using genetic IVs. Results of individual Mendelian randomization studies can be pooled through meta-analysis. We explored how different variance estimators influence the meta-analysed IV estimate. Methods: Two

  20. Variance-reduction technique for Coulomb-nuclear thermalization of energetic fusion products in hot plasmas

    International Nuclear Information System (INIS)

    DeVeaux, J.C.; Miley, G.H.

    1982-01-01

    A variance-reduction technique involving use of exponential transform and angular-biasing methods has been developed. Its purpose is to minimize the variance and computer time involved in estimating the mean fusion product (fp) energy deposited in a hot, multi-region plasma under the influence of small-energy transfer Coulomb collisions and large-energy transfer nuclear elastic scattering (NES) events. This technique is applicable to high-temperature D- 3 He, Cat. D and D-T plasmas which have highly energetic fps capable of undergoing NES. A first application of this technique is made to a D- 3 He Field Reversed Mirror (FRM) where the Larmor radius of the 14.7 MeV protons are typically comparable to the plasma radius (plasma radius approx. 2 fp gyroradii) and the optimistic fp confinement (approx. 45% of 14.7 MeV protons) previously predicted is vulnerable to large orbit perturbations induced by NES. In the FRM problem, this variance reduction technique is used to estimate the fractional difference in the average fp energy deposited in the closed-field region, E/sub cf/, with and without NES collisions

  1. Beyond the Mean: Sensitivities of the Variance of Population Growth.

    Science.gov (United States)

    Trotter, Meredith V; Krishna-Kumar, Siddharth; Tuljapurkar, Shripad

    2013-03-01

    Populations in variable environments are described by both a mean growth rate and a variance of stochastic population growth. Increasing variance will increase the width of confidence bounds around estimates of population size, growth, probability of and time to quasi-extinction. However, traditional sensitivity analyses of stochastic matrix models only consider the sensitivity of the mean growth rate. We derive an exact method for calculating the sensitivity of the variance in population growth to changes in demographic parameters. Sensitivities of the variance also allow a new sensitivity calculation for the cumulative probability of quasi-extinction. We apply this new analysis tool to an empirical dataset on at-risk polar bears to demonstrate its utility in conservation biology We find that in many cases a change in life history parameters will increase both the mean and variance of population growth of polar bears. This counterintuitive behaviour of the variance complicates predictions about overall population impacts of management interventions. Sensitivity calculations for cumulative extinction risk factor in changes to both mean and variance, providing a highly useful quantitative tool for conservation management. The mean stochastic growth rate and its sensitivities do not fully describe the dynamics of population growth. The use of variance sensitivities gives a more complete understanding of population dynamics and facilitates the calculation of new sensitivities for extinction processes.

  2. A Variational Approach to Simultaneous Image Segmentation and Bias Correction.

    Science.gov (United States)

    Zhang, Kaihua; Liu, Qingshan; Song, Huihui; Li, Xuelong

    2015-08-01

    This paper presents a novel variational approach for simultaneous estimation of bias field and segmentation of images with intensity inhomogeneity. We model intensity of inhomogeneous objects to be Gaussian distributed with different means and variances, and then introduce a sliding window to map the original image intensity onto another domain, where the intensity distribution of each object is still Gaussian but can be better separated. The means of the Gaussian distributions in the transformed domain can be adaptively estimated by multiplying the bias field with a piecewise constant signal within the sliding window. A maximum likelihood energy functional is then defined on each local region, which combines the bias field, the membership function of the object region, and the constant approximating the true signal from its corresponding object. The energy functional is then extended to the whole image domain by the Bayesian learning approach. An efficient iterative algorithm is proposed for energy minimization, via which the image segmentation and bias field correction are simultaneously achieved. Furthermore, the smoothness of the obtained optimal bias field is ensured by the normalized convolutions without extra cost. Experiments on real images demonstrated the superiority of the proposed algorithm to other state-of-the-art representative methods.

  3. Shutdown dose rate analysis with CAD geometry, Cartesian/tetrahedral mesh, and advanced variance reduction

    International Nuclear Information System (INIS)

    Biondo, Elliott D.; Davis, Andrew; Wilson, Paul P.H.

    2016-01-01

    Highlights: • A CAD-based shutdown dose rate analysis workflow has been implemented. • Cartesian and superimposed tetrahedral mesh are fully supported. • Biased and unbiased photon source sampling options are available. • Hybrid Monte Carlo/deterministic techniques accelerate photon transport. • The workflow has been validated with the FNG-ITER benchmark problem. - Abstract: In fusion energy systems (FES) high-energy neutrons born from burning plasma activate system components to form radionuclides. The biological dose rate that results from photons emitted by these radionuclides after shutdown—the shutdown dose rate (SDR)—must be quantified for maintenance planning. This can be done using the Rigorous Two-Step (R2S) method, which involves separate neutron and photon transport calculations, coupled by a nuclear inventory analysis code. The geometric complexity and highly attenuating configuration of FES motivates the use of CAD geometry and advanced variance reduction for this analysis. An R2S workflow has been created with the new capability of performing SDR analysis directly from CAD geometry with Cartesian or tetrahedral meshes and with biased photon source sampling, enabling the use of the Consistent Adjoint Driven Importance Sampling (CADIS) variance reduction technique. This workflow has been validated with the Frascati Neutron Generator (FNG)-ITER SDR benchmark using both Cartesian and tetrahedral meshes and both unbiased and biased photon source sampling. All results are within 20.4% of experimental values, which constitutes satisfactory agreement. Photon transport using CADIS is demonstrated to yield speedups as high as 8.5·10"5 for problems using the FNG geometry.

  4. Effect of titanium incorporation on the structural, mechanical and biocompatible properties of DLC thin films prepared by reactive-biased target ion beam deposition method

    Energy Technology Data Exchange (ETDEWEB)

    Bharathy, P. Vijai [Thin Films and Nanomaterials Lab, School of Physical Sciences, Bharathiar University, Coimbatore 641046 (India); Department of Mechanical Engineering, University of Saskatchewan, Saskatoon (Canada); Nataraj, D., E-mail: de.natraj@gmail.com [Thin Films and Nanomaterials Lab, School of Physical Sciences, Bharathiar University, Coimbatore 641046 (India); Chu, Paul K.; Wang, Huaiyu [Department of Physics and Materials Science, City University of Hong Kong, Tat Chee Avenue, Kowloon (Hong Kong); Yang, Q. [Department of Mechanical Engineering, University of Saskatchewan, Saskatoon (Canada); Kiran, M.S.R.N. [School of Physics, University of Hyderabad, Hyderabad, Andra Pradesh (India); Silvestre-Albero, J. [Laboratorio de Materiales Avanzados, Departmento de Quimica Inorganica, Universidad de Alicante, Ap 99, E-03080 Alicante (Spain); Mangalaraj, D. [Thin Films and Nanomaterials Lab, School of Physical Sciences, Bharathiar University, Coimbatore 641046 (India)

    2010-10-15

    Amorphous diamond like carbon (DLC) and titanium incorporated diamond like carbon (Ti-DLC) thin films were deposited by using reactive-biased target ion beam deposition method. The effects of Ti incorporation and target bias voltage on the microstructure and mechanical properties of the as-deposited films were investigated by means of X-ray photoelectron spectroscopy, Raman spectroscopy, transmission electron microscopy and nano-indentation. It was found that the Ti content in Ti-DLC films gets increased with increasing target bias voltage. At about 4.2 at.% of Ti, uniform sized well dispersed nanocrystals were seen in the DLC matrix. Using FFT analysis, a facility available in the TEM, it was found that the nanocrystals are in cubic TiC phase. Though at the core, the incorporated Ti atoms react with carbon to form cubic TiC; most of the surface exposed Ti atoms were found to react with the atmospheric oxygen to form weakly bonded Ti-O. The presence of TiC nanocrystals greatly modified the sp{sup 3}/sp{sup 2} hybridized bonding ratio and is reflected in mechanical hardness of Ti-DLC films. These films were then tested for their biocompatibility by an invitro cell culturing test. Morphological observation and the cell proliferation test have demonstrated that the human osteoblast cells well attach and proliferate on the surface of Ti incorporated DLC films, suggesting possible applications in bone related implant coatings.

  5. Effect of titanium incorporation on the structural, mechanical and biocompatible properties of DLC thin films prepared by reactive-biased target ion beam deposition method

    International Nuclear Information System (INIS)

    Bharathy, P. Vijai; Nataraj, D.; Chu, Paul K.; Wang, Huaiyu; Yang, Q.; Kiran, M.S.R.N.; Silvestre-Albero, J.; Mangalaraj, D.

    2010-01-01

    Amorphous diamond like carbon (DLC) and titanium incorporated diamond like carbon (Ti-DLC) thin films were deposited by using reactive-biased target ion beam deposition method. The effects of Ti incorporation and target bias voltage on the microstructure and mechanical properties of the as-deposited films were investigated by means of X-ray photoelectron spectroscopy, Raman spectroscopy, transmission electron microscopy and nano-indentation. It was found that the Ti content in Ti-DLC films gets increased with increasing target bias voltage. At about 4.2 at.% of Ti, uniform sized well dispersed nanocrystals were seen in the DLC matrix. Using FFT analysis, a facility available in the TEM, it was found that the nanocrystals are in cubic TiC phase. Though at the core, the incorporated Ti atoms react with carbon to form cubic TiC; most of the surface exposed Ti atoms were found to react with the atmospheric oxygen to form weakly bonded Ti-O. The presence of TiC nanocrystals greatly modified the sp 3 /sp 2 hybridized bonding ratio and is reflected in mechanical hardness of Ti-DLC films. These films were then tested for their biocompatibility by an invitro cell culturing test. Morphological observation and the cell proliferation test have demonstrated that the human osteoblast cells well attach and proliferate on the surface of Ti incorporated DLC films, suggesting possible applications in bone related implant coatings.

  6. Detection of Outliers in Panel Data of Intervention Effects Model Based on Variance of Remainder Disturbance

    Directory of Open Access Journals (Sweden)

    Yanfang Lyu

    2015-01-01

    Full Text Available The presence of outliers can result in seriously biased parameter estimates. In order to detect outliers in panel data models, this paper presents a modeling method to assess the intervention effects based on the variance of remainder disturbance using an arbitrary strictly positive twice continuously differentiable function. This paper also provides a Lagrange Multiplier (LM approach to detect and identify a general type of outlier. Furthermore, fixed effects models and random effects models are discussed to identify outliers and the corresponding LM test statistics are given. The LM test statistics for an individual-based model to detect outliers are given as a particular case. Finally, this paper performs an application using panel data and explains the advantages of the proposed method.

  7. Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.

    Science.gov (United States)

    Dazard, Jean-Eudes; Rao, J Sunil

    2012-07-01

    The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.

  8. Variance-based Salt Body Reconstruction

    KAUST Repository

    Ovcharenko, Oleg

    2017-05-26

    Seismic inversions of salt bodies are challenging when updating velocity models based on Born approximation- inspired gradient methods. We propose a variance-based method for velocity model reconstruction in regions complicated by massive salt bodies. The novel idea lies in retrieving useful information from simultaneous updates corresponding to different single frequencies. Instead of the commonly used averaging of single-iteration monofrequency gradients, our algorithm iteratively reconstructs salt bodies in an outer loop based on updates from a set of multiple frequencies after a few iterations of full-waveform inversion. The variance among these updates is used to identify areas where considerable cycle-skipping occurs. In such areas, we update velocities by interpolating maximum velocities within a certain region. The result of several recursive interpolations is later used as a new starting model to improve results of conventional full-waveform inversion. An application on part of the BP 2004 model highlights the evolution of the proposed approach and demonstrates its effectiveness.

  9. Speed Variance and Its Influence on Accidents.

    Science.gov (United States)

    Garber, Nicholas J.; Gadirau, Ravi

    A study was conducted to investigate the traffic engineering factors that influence speed variance and to determine to what extent speed variance affects accident rates. Detailed analyses were carried out to relate speed variance with posted speed limit, design speeds, and other traffic variables. The major factor identified was the difference…

  10. Approximate zero-variance Monte Carlo estimation of Markovian unreliability

    International Nuclear Information System (INIS)

    Delcoux, J.L.; Labeau, P.E.; Devooght, J.

    1997-01-01

    Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)

  11. Correction for the Hematocrit Bias in Dried Blood Spot Analysis Using a Nondestructive, Single-Wavelength Reflectance-Based Hematocrit Prediction Method.

    Science.gov (United States)

    Capiau, Sara; Wilk, Leah S; De Kesel, Pieter M M; Aalders, Maurice C G; Stove, Christophe P

    2018-02-06

    The hematocrit (Hct) effect is one of the most important hurdles currently preventing more widespread implementation of quantitative dried blood spot (DBS) analysis in a routine context. Indeed, the Hct may affect both the accuracy of DBS methods as well as the interpretation of DBS-based results. We previously developed a method to determine the Hct of a DBS based on its hemoglobin content using noncontact diffuse reflectance spectroscopy. Despite the ease with which the analysis can be performed (i.e., mere scanning of the DBS) and the good results that were obtained, the method did require a complicated algorithm to derive the total hemoglobin content from the DBS's reflectance spectrum. As the total hemoglobin was calculated as the sum of oxyhemoglobin, methemoglobin, and hemichrome, the three main hemoglobin derivatives formed in DBS upon aging, the reflectance spectrum needed to be unmixed to determine the quantity of each of these derivatives. We now simplified the method by only using the reflectance at a single wavelength, located at a quasi-isosbestic point in the reflectance curve. At this wavelength, assuming 1-to-1 stoichiometry of the aging reaction, the reflectance is insensitive to the hemoglobin degradation and only scales with the total amount of hemoglobin and, hence, the Hct. This simplified method was successfully validated. At each quality control level as well as at the limits of quantitation (i.e., 0.20 and 0.67) bias, intra- and interday imprecision were within 10%. Method reproducibility was excellent based on incurred sample reanalysis and surpassed the reproducibility of the original method. Furthermore, the influence of the volume spotted, the measurement location within the spot, as well as storage time and temperature were evaluated, showing no relevant impact of these parameters. Application to 233 patient samples revealed a good correlation between the Hct determined on whole blood and the predicted Hct determined on venous DBS. The

  12. Biased Brownian dynamics for rate constant calculation.

    OpenAIRE

    Zou, G; Skeel, R D; Subramaniam, S

    2000-01-01

    An enhanced sampling method-biased Brownian dynamics-is developed for the calculation of diffusion-limited biomolecular association reaction rates with high energy or entropy barriers. Biased Brownian dynamics introduces a biasing force in addition to the electrostatic force between the reactants, and it associates a probability weight with each trajectory. A simulation loses weight when movement is along the biasing force and gains weight when movement is against the biasing force. The sampl...

  13. Autonomous estimation of Allan variance coefficients of onboard fiber optic gyro

    Energy Technology Data Exchange (ETDEWEB)

    Song Ningfang; Yuan Rui; Jin Jing, E-mail: rayleing@139.com [School of Instrumentation Science and Opto-electronics Engineering, Beihang University, Beijing 100191 (China)

    2011-09-15

    Satellite motion included in gyro output disturbs the estimation of Allan variance coefficients of fiber optic gyro on board. Moreover, as a standard method for noise analysis of fiber optic gyro, Allan variance has too large offline computational effort and data storages to be applied to online estimation. In addition, with the development of deep space exploration, it is urged that satellite requires more autonomy including autonomous fault diagnosis and reconfiguration. To overcome the barriers and meet satellite autonomy, we present a new autonomous method for estimation of Allan variance coefficients including rate ramp, rate random walk, bias instability, angular random walk and quantization noise coefficients. In the method, we calculate differences between angle increments of star sensor and gyro to remove satellite motion from gyro output, and propose a state-space model using nonlinear adaptive filter technique for quantities previously measured from offline data techniques such as the Allan variance method. Simulations show the method correctly estimates Allan variance coefficients, R = 2.7965exp-4 {sup 0}/h{sup 2}, K = 1.1714exp-3 {sup 0}/h{sup 1.5}, B = 1.3185exp-3 {sup 0}/h, N = 5.982exp-4 {sup 0}/h{sup 0.5} and Q = 5.197exp-7 {sup 0} in real time, and tracks degradation of gyro performance from initail values, R = 0.651 {sup 0}/h{sup 2}, K = 0.801 {sup 0}/h{sup 1.5}, B = 0.385 {sup 0}/h, N = 0.0874 {sup 0}/h{sup 0.5} and Q = 8.085exp-5 {sup 0}, to final estimations, R = 9.548 {sup 0}/h{sup 2}, K = 9.524 {sup 0}/h{sup 1.5}, B = 2.234 {sup 0}/h, N = 0.5594 {sup 0}/h{sup 0.5} and Q = 5.113exp-4 {sup 0}, due to gamma radiation in space. The technique proposed here effectively isolates satellite motion, and requires no data storage and any supports from the ground.

  14. Problems of variance reduction in the simulation of random variables

    International Nuclear Information System (INIS)

    Lessi, O.

    1987-01-01

    The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced

  15. Cumulative prospect theory and mean variance analysis. A rigorous comparison

    OpenAIRE

    Hens, Thorsten; Mayer, Janos

    2012-01-01

    We compare asset allocations derived for cumulative prospect theory(CPT) based on two different methods: Maximizing CPT along the mean–variance efficient frontier and maximizing it without that restriction. We find that with normally distributed returns the difference is negligible. However, using standard asset allocation data of pension funds the difference is considerable. Moreover, with derivatives like call options the restriction to the mean-variance efficient frontier results in a siza...

  16. Comparing estimates of genetic variance across different relationship models.

    Science.gov (United States)

    Legarra, Andres

    2016-02-01

    Use of relationships between individuals to estimate genetic variances and heritabilities via mixed models is standard practice in human, plant and livestock genetics. Different models or information for relationships may give different estimates of genetic variances. However, comparing these estimates across different relationship models is not straightforward as the implied base populations differ between relationship models. In this work, I present a method to compare estimates of variance components across different relationship models. I suggest referring genetic variances obtained using different relationship models to the same reference population, usually a set of individuals in the population. Expected genetic variance of this population is the estimated variance component from the mixed model times a statistic, Dk, which is the average self-relationship minus the average (self- and across-) relationship. For most typical models of relationships, Dk is close to 1. However, this is not true for very deep pedigrees, for identity-by-state relationships, or for non-parametric kernels, which tend to overestimate the genetic variance and the heritability. Using mice data, I show that heritabilities from identity-by-state and kernel-based relationships are overestimated. Weighting these estimates by Dk scales them to a base comparable to genomic or pedigree relationships, avoiding wrong comparisons, for instance, "missing heritabilities". Copyright © 2015 Elsevier Inc. All rights reserved.

  17. Ensemble stacking mitigates biases in inference of synaptic connectivity.

    Science.gov (United States)

    Chambers, Brendan; Levy, Maayan; Dechery, Joseph B; MacLean, Jason N

    2018-01-01

    A promising alternative to directly measuring the anatomical connections in a neuronal population is inferring the connections from the activity. We employ simulated spiking neuronal networks to compare and contrast commonly used inference methods that identify likely excitatory synaptic connections using statistical regularities in spike timing. We find that simple adjustments to standard algorithms improve inference accuracy: A signing procedure improves the power of unsigned mutual-information-based approaches and a correction that accounts for differences in mean and variance of background timing relationships, such as those expected to be induced by heterogeneous firing rates, increases the sensitivity of frequency-based methods. We also find that different inference methods reveal distinct subsets of the synaptic network and each method exhibits different biases in the accurate detection of reciprocity and local clustering. To correct for errors and biases specific to single inference algorithms, we combine methods into an ensemble. Ensemble predictions, generated as a linear combination of multiple inference algorithms, are more sensitive than the best individual measures alone, and are more faithful to ground-truth statistics of connectivity, mitigating biases specific to single inference methods. These weightings generalize across simulated datasets, emphasizing the potential for the broad utility of ensemble-based approaches.

  18. Quantitative evaluation of automated skull-stripping methods applied to contemporary and legacy images: effects of diagnosis, bias correction, and slice location

    DEFF Research Database (Denmark)

    Fennema-Notestine, Christine; Ozyurt, I Burak; Clark, Camellia P

    2006-01-01

    Performance of automated methods to isolate brain from nonbrain tissues in magnetic resonance (MR) structural images may be influenced by MR signal inhomogeneities, type of MR image set, regional anatomy, and age and diagnosis of subjects studied. The present study compared the performance of four...... methods: Brain Extraction Tool (BET; Smith [2002]: Hum Brain Mapp 17:143-155); 3dIntracranial (Ward [1999] Milwaukee: Biophysics Research Institute, Medical College of Wisconsin; in AFNI); a Hybrid Watershed algorithm (HWA, Segonne et al. [2004] Neuroimage 22:1060-1075; in FreeSurfer); and Brain Surface...... Extractor (BSE, Sandor and Leahy [1997] IEEE Trans Med Imag 16:41-54; Shattuck et al. [2001] Neuroimage 13:856-876) to manually stripped images. The methods were applied to uncorrected and bias-corrected datasets; Legacy and Contemporary T1-weighted image sets; and four diagnostic groups (depressed...

  19. Robust estimation of the noise variance from background MR data

    NARCIS (Netherlands)

    Sijbers, J.; Den Dekker, A.J.; Poot, D.; Bos, R.; Verhoye, M.; Van Camp, N.; Van der Linden, A.

    2006-01-01

    In the literature, many methods are available for estimation of the variance of the noise in magnetic resonance (MR) images. A commonly used method, based on the maximum of the background mode of the histogram, is revisited and a new, robust, and easy to use method is presented based on maximum

  20. Allowable variance set on left ventricular function parameter

    International Nuclear Information System (INIS)

    Zhou Li'na; Qi Zhongzhi; Zeng Yu; Ou Xiaohong; Li Lin

    2010-01-01

    Purpose: To evaluate the influence of allowable Variance settings on left ventricular function parameter of the arrhythmia patients during gated myocardial perfusion imaging. Method: 42 patients with evident arrhythmia underwent myocardial perfusion SPECT, 3 different allowable variance with 20%, 60%, 100% would be set before acquisition for every patients,and they will be acquired simultaneously. After reconstruction by Astonish, end-diastole volume(EDV) and end-systolic volume (ESV) and left ventricular ejection fraction (LVEF) would be computed with Quantitative Gated SPECT(QGS). Using SPSS software EDV, ESV, EF values of analysis of variance. Result: there is no statistical difference between three groups. Conclusion: arrhythmia patients undergo Gated myocardial perfusion imaging, Allowable Variance settings on EDV, ESV, EF value does not have a statistical meaning. (authors)

  1. Variance Function Partially Linear Single-Index Models1.

    Science.gov (United States)

    Lian, Heng; Liang, Hua; Carroll, Raymond J

    2015-01-01

    We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.

  2. Variance-based sensitivity indices for models with dependent inputs

    International Nuclear Information System (INIS)

    Mara, Thierry A.; Tarantola, Stefano

    2012-01-01

    Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and a univocal set of variance-based sensitivity indices is defined. In the present work, we propose a set of variance-based sensitivity indices to perform sensitivity analysis of models with dependent inputs. These measures allow us to distinguish between the mutual dependent contribution and the independent contribution of an input to the model response variance. Their definition relies on a specific orthogonalisation of the inputs and ANOVA-representations of the model output. In the applications, we show the interest of the new sensitivity indices for model simplification setting. - Highlights: ► Uncertainty and sensitivity analyses are of great help in engineering. ► Several methods exist to perform variance-based sensitivity analysis of model output with independent inputs. ► We define a set of variance-based sensitivity indices for models with dependent inputs. ► Inputs mutual contributions are distinguished from their independent contributions. ► Analytical and computational tests are performed and discussed.

  3. Power Estimation in Multivariate Analysis of Variance

    Directory of Open Access Journals (Sweden)

    Jean François Allaire

    2007-09-01

    Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.

  4. Spot Variance Path Estimation and its Application to High Frequency Jump Testing

    NARCIS (Netherlands)

    Bos, C.S.; Janus, P.; Koopman, S.J.

    2012-01-01

    This paper considers spot variance path estimation from datasets of intraday high-frequency asset prices in the presence of diurnal variance patterns, jumps, leverage effects, and microstructure noise. We rely on parametric and nonparametric methods. The estimated spot variance path can be used to

  5. Influence of Family Structure on Variance Decomposition

    DEFF Research Database (Denmark)

    Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter

    Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained ge...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...

  6. Efficient Cardinality/Mean-Variance Portfolios

    OpenAIRE

    Brito, R. Pedro; Vicente, Luís Nunes

    2014-01-01

    International audience; We propose a novel approach to handle cardinality in portfolio selection, by means of a biobjective cardinality/mean-variance problem, allowing the investor to analyze the efficient tradeoff between return-risk and number of active positions. Recent progress in multiobjective optimization without derivatives allow us to robustly compute (in-sample) the whole cardinality/mean-variance efficient frontier, for a variety of data sets and mean-variance models. Our results s...

  7. Track 4: basic nuclear science variance reduction for Monte Carlo criticality simulations. 6. Variational Variance Reduction for Monte Carlo Criticality Calculations

    International Nuclear Information System (INIS)

    Densmore, Jeffery D.; Larsen, Edward W.

    2001-01-01

    Recently, it has been shown that the figure of merit (FOM) of Monte Carlo source-detector problems can be enhanced by using a variational rather than a direct functional to estimate the detector response. The direct functional, which is traditionally employed in Monte Carlo simulations, requires an estimate of the solution of the forward problem within the detector region. The variational functional is theoretically more accurate than the direct functional, but it requires estimates of the solutions of the forward and adjoint source-detector problems over the entire phase-space of the problem. In recent work, we have performed Monte Carlo simulations using the variational functional by (a) approximating the adjoint solution deterministically and representing this solution as a function in phase-space and (b) estimating the forward solution using Monte Carlo. We have called this general procedure variational variance reduction (VVR). The VVR method is more computationally expensive per history than traditional Monte Carlo because extra information must be tallied and processed. However, the variational functional yields a more accurate estimate of the detector response. Our simulations have shown that the VVR reduction in variance usually outweighs the increase in cost, resulting in an increased FOM. In recent work on source-detector problems, we have calculated the adjoint solution deterministically and represented this solution as a linear-in-angle, histogram-in-space function. This procedure has several advantages over previous implementations: (a) it requires much less adjoint information to be stored and (b) it is highly efficient for diffusive problems, due to the accurate linear-in-angle representation of the adjoint solution. (Traditional variance-reduction methods perform poorly for diffusive problems.) Here, we extend this VVR method to Monte Carlo criticality calculations, which are often diffusive and difficult for traditional variance-reduction methods

  8. The phenotypic variance gradient - a novel concept.

    Science.gov (United States)

    Pertoldi, Cino; Bundgaard, Jørgen; Loeschcke, Volker; Barker, James Stuart Flinton

    2014-11-01

    Evolutionary ecologists commonly use reaction norms, which show the range of phenotypes produced by a set of genotypes exposed to different environments, to quantify the degree of phenotypic variance and the magnitude of plasticity of morphometric and life-history traits. Significant differences among the values of the slopes of the reaction norms are interpreted as significant differences in phenotypic plasticity, whereas significant differences among phenotypic variances (variance or coefficient of variation) are interpreted as differences in the degree of developmental instability or canalization. We highlight some potential problems with this approach to quantifying phenotypic variance and suggest a novel and more informative way to plot reaction norms: namely "a plot of log (variance) on the y-axis versus log (mean) on the x-axis, with a reference line added". This approach gives an immediate impression of how the degree of phenotypic variance varies across an environmental gradient, taking into account the consequences of the scaling effect of the variance with the mean. The evolutionary implications of the variation in the degree of phenotypic variance, which we call a "phenotypic variance gradient", are discussed together with its potential interactions with variation in the degree of phenotypic plasticity and canalization.

  9. Continuous-Time Mean-Variance Portfolio Selection under the CEV Process

    OpenAIRE

    Ma, Hui-qiang

    2014-01-01

    We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance effici...

  10. Towards improving the reliability of future regional climate projections: A bias-correction method applied to precipitation over the west coast of Norway

    Science.gov (United States)

    Valved, A.; Barstad, I.; Sobolowski, S.

    2012-04-01

    The early winter of 2011/2012 in the city of Bergen, located on the west coast of Norway, was dominated by warm, wet and extreme weather. This might be a glimpse of future average climate conditions under continued atmospheric warming and an enhanced hydrological cycle. The extreme weather events have resulted in drainage/sewage problems, landslides, flooding property damage and even death. As the Municipality plans for the future they must contend with a growing population in a geographically complex area in addition to any effects attributable to climate change. While the scientific community is increasingly confident in the projections of large scale changes over the mid - high latitudes this confidence does not extend to the local - regional scale where the magnitude and even direction of change may be highly uncertain. Meanwhile it is precisely these scales that Municipalities such as Bergen require information if they are to plan effectively. Thus, there is a need for reliable, local climate projections, which can aid policy makers and planners in decision-making. Current state of the art regional climate models are capable of providing detailed simulations on the order of 1 or 10km. However, due to the increased computational demands of these simulations, large ensembles, such as those used for GCM experiments, are often not possible. Thus, greater detail, under these circumstances, does not necessarily correspond to greater reliability. One way to deal with this issue is to apply a statistical bias correction method where model results are fitted to observationally derived probability density functions (pdfs). In this way, a full distribution of potential changes may be generated which are constrained by known, observed data.This will result in a shifted model distribution with mean and spread that more closely follows observations. In short, the method temporarily removes the climate signals from the model run working on the different percentiles, fits the

  11. Longitudinal drop-out and weighting against its bias

    Directory of Open Access Journals (Sweden)

    Steffen C. E. Schmidt

    2017-12-01

    Full Text Available Abstract Background The bias caused by drop-out is an important factor in large population-based epidemiological studies. Many studies account for it by weighting their longitudinal data, but to date there is no detailed final approach for how to conduct these weights. Methods In this study we describe the observed longitudinal bias and a three-step longitudinal weighting approach used for the longitudinal data in the MoMo baseline (N = 4528, 4–17 years and wave 1 study with 2807 (62% participants between 2003 and 2012. Results The most meaningful drop-out predictors were socioeconomic status of the household, socioeconomic characteristics of the mother and daily TV usage. Weighting reduced the bias between the longitudinal participants and the baseline sample, and also increased variance by 5% to 35% with a final weighting efficiency of 41.67%. Conclusions We conclude that a weighting procedure is important to reduce longitudinal bias in health-oriented epidemiological studies and suggest identifying the most influencing variables in the first step, then use logistic regression modeling to calculate the inverse of the probability of participation in the second step, and finally trim and standardize the weights in the third step.

  12. A versatile omnibus test for detecting mean and variance heterogeneity.

    Science.gov (United States)

    Cao, Ying; Wei, Peng; Bailey, Matthew; Kauwe, John S K; Maxwell, Taylor J

    2014-01-01

    Recent research has revealed loci that display variance heterogeneity through various means such as biological disruption, linkage disequilibrium (LD), gene-by-gene (G × G), or gene-by-environment interaction. We propose a versatile likelihood ratio test that allows joint testing for mean and variance heterogeneity (LRT(MV)) or either effect alone (LRT(M) or LRT(V)) in the presence of covariates. Using extensive simulations for our method and others, we found that all parametric tests were sensitive to nonnormality regardless of any trait transformations. Coupling our test with the parametric bootstrap solves this issue. Using simulations and empirical data from a known mean-only functional variant, we demonstrate how LD can produce variance-heterogeneity loci (vQTL) in a predictable fashion based on differential allele frequencies, high D', and relatively low r² values. We propose that a joint test for mean and variance heterogeneity is more powerful than a variance-only test for detecting vQTL. This takes advantage of loci that also have mean effects without sacrificing much power to detect variance only effects. We discuss using vQTL as an approach to detect G × G interactions and also how vQTL are related to relationship loci, and how both can create prior hypothesis for each other and reveal the relationships between traits and possibly between components of a composite trait.

  13. Instantaneous variance scaling of AIRS thermodynamic profiles using a circular area Monte Carlo approach

    Science.gov (United States)

    Dorrestijn, Jesse; Kahn, Brian H.; Teixeira, João; Irion, Fredrick W.

    2018-05-01

    Satellite observations are used to obtain vertical profiles of variance scaling of temperature (T) and specific humidity (q) in the atmosphere. A higher spatial resolution nadir retrieval at 13.5 km complements previous Atmospheric Infrared Sounder (AIRS) investigations with 45 km resolution retrievals and enables the derivation of power law scaling exponents to length scales as small as 55 km. We introduce a variable-sized circular-area Monte Carlo methodology to compute exponents instantaneously within the swath of AIRS that yields additional insight into scaling behavior. While this method is approximate and some biases are likely to exist within non-Gaussian portions of the satellite observational swaths of T and q, this method enables the estimation of scale-dependent behavior within instantaneous swaths for individual tropical and extratropical systems of interest. Scaling exponents are shown to fluctuate between β = -1 and -3 at scales ≥ 500 km, while at scales ≤ 500 km they are typically near β ≈ -2, with q slightly lower than T at the smallest scales observed. In the extratropics, the large-scale β is near -3. Within the tropics, however, the large-scale β for T is closer to -1 as small-scale moist convective processes dominate. In the tropics, q exhibits large-scale β between -2 and -3. The values of β are generally consistent with previous works of either time-averaged spatial variance estimates, or aircraft observations that require averaging over numerous flight observational segments. The instantaneous variance scaling methodology is relevant for cloud parameterization development and the assessment of time variability of scaling exponents.

  14. Starting design for use in variance exchange algorithms | Iwundu ...

    African Journals Online (AJOL)

    A new method of constructing the initial design for use in variance exchange algorithms is presented. The method chooses support points to go into the design as measures of distances of the support points from the centre of the geometric region and of permutation-invariant sets. The initial design is as close as possible to ...

  15. Numerical method to calculate the quantum transmission, resonance and eigenvalue energies: application to a biased multibarrier systems

    Energy Technology Data Exchange (ETDEWEB)

    Maiz, F., E-mail: fethimaiz@gmail.com [University of Cartage, Nabeul Engineering Preparatory Institute, Merazka, 8000 Nabeul (Tunisia); King Khalid University, Faculty of Science, Physics Department, PO Box 9004, Abha 61413 (Saudi Arabia)

    2015-04-15

    A novel method to calculate the quantum transmission, resonance and eigenvalue energies forming the sub-bands structure of non-symmetrical, non-periodical semiconducting heterostructure potential has been proposed in this paper. The method can be applied on a multilayer system with varying thickness of the layer and effective mass of electrons and holes. Assuming an approximated effective mass and using Bastard's boundary conditions, Schrödinger equation at each media is solved and then using a confirmed recurrence method, the transmission and reflection coefficients and the energy quantification condition are expressed. They are simple combination of coupled equations. Schrödinger's equation solutions are Airy functions or plane waves, depending on the electrical potential energy slope. To illustrate the feasibility of the proposed method, the N barriers – (N−1) wells structure for N=3, 5, 8, 9, 17 and 35 are studied. All results show very good agreements with previously published results obtained from applying different methods on similar systems.

  16. Dual Labeling Biotin Switch Assay to Reduce Bias Derived From Different Cysteine Subpopulations: A Method to Maximize S-Nitrosylation Detection.

    Science.gov (United States)

    Chung, Heaseung Sophia; Murray, Christopher I; Venkatraman, Vidya; Crowgey, Erin L; Rainer, Peter P; Cole, Robert N; Bomgarden, Ryan D; Rogers, John C; Balkan, Wayne; Hare, Joshua M; Kass, David A; Van Eyk, Jennifer E

    2015-10-23

    S-nitrosylation (SNO), an oxidative post-translational modification of cysteine residues, responds to changes in the cardiac redox-environment. Classic biotin-switch assay and its derivatives are the most common methods used for detecting SNO. In this approach, the labile SNO group is selectively replaced with a single stable tag. To date, a variety of thiol-reactive tags have been introduced. However, these methods have not produced a consistent data set, which suggests an incomplete capture by a single tag and potentially the presence of different cysteine subpopulations. To investigate potential labeling bias in the existing methods with a single tag to detect SNO, explore if there are distinct cysteine subpopulations, and then, develop a strategy to maximize the coverage of SNO proteome. We obtained SNO-modified cysteine data sets for wild-type and S-nitrosoglutathione reductase knockout mouse hearts (S-nitrosoglutathione reductase is a negative regulator of S-nitrosoglutathione production) and nitric oxide-induced human embryonic kidney cell using 2 labeling reagents: the cysteine-reactive pyridyldithiol and iodoacetyl based tandem mass tags. Comparison revealed that <30% of the SNO-modified residues were detected by both tags, whereas the remaining SNO sites were only labeled by 1 reagent. Characterization of the 2 distinct subpopulations of SNO residues indicated that pyridyldithiol reagent preferentially labels cysteine residues that are more basic and hydrophobic. On the basis of this observation, we proposed a parallel dual-labeling strategy followed by an optimized proteomics workflow. This enabled the profiling of 493 SNO sites in S-nitrosoglutathione reductase knockout hearts. Using a protocol comprising 2 tags for dual-labeling maximizes overall detection of SNO by reducing the previously unrecognized labeling bias derived from different cysteine subpopulations. © 2015 American Heart Association, Inc.

  17. Bias against research on gender bias.

    Science.gov (United States)

    Cislak, Aleksandra; Formanowicz, Magdalena; Saguy, Tamar

    2018-01-01

    The bias against women in academia is a documented phenomenon that has had detrimental consequences, not only for women, but also for the quality of science. First, gender bias in academia affects female scientists, resulting in their underrepresentation in academic institutions, particularly in higher ranks. The second type of gender bias in science relates to some findings applying only to male participants, which produces biased knowledge. Here, we identify a third potentially powerful source of gender bias in academia: the bias against research on gender bias. In a bibliometric investigation covering a broad range of social sciences, we analyzed published articles on gender bias and race bias and established that articles on gender bias are funded less often and published in journals with a lower Impact Factor than articles on comparable instances of social discrimination. This result suggests the possibility of an underappreciation of the phenomenon of gender bias and related research within the academic community. Addressing this meta-bias is crucial for the further examination of gender inequality, which severely affects many women across the world.

  18. The Bias in the Presentation of Stimulation when the Up and Down Method is Used with Forced Choice Responding.

    Science.gov (United States)

    1980-07-01

    where this technique has been used to measure sensory thresholds. In the psychological literature the up and down method is sometimes called the staircase...1969. 6. Smith, J. E. K., Stimulus programming in psychophysics. Psychometrika, 26: 27-33, 1961. 7. Taylor, M. M., and Creelman , C. D., PEST

  19. Bias Correction Methods Explain Much of the Variation Seen in Breast Cancer Risks of BRCA1/2 Mutation Carriers

    NARCIS (Netherlands)

    Vos, Janet R.; Hsu, Li; Brohet, Richard M.; Mourits, Marian J. E.; de Vries, Jakob; Malone, Kathleen E.; Oosterwijk, Jan C.; de Bock, Geertruida H.

    2015-01-01

    Purpose Recommendations for treating patients who carry a BRCA1/2 gene are mainly based on cumulative lifetime risks (CLTRs) of breast cancer determined from retrospective cohorts. These risks vary widely (27% to 88%), and it is important to understand why. We analyzed the effects of methods of risk

  20. The effects of language bias and cultural bias estimated using the method of correlated vectors on a large database of IQ comparisons between native Dutch and ethnic minority immigrants from non-Western countries

    NARCIS (Netherlands)

    te Nijenhuis, J.; Willigers, D.; Dragt, J.; van der Flier, H.

    2015-01-01

    Cultural factors and language bias are often used to explain the large differences in mean intelligence test scores between ethnic groups, for instance majority Dutch compared to ethnic minorities. A competing explanation comes from Spearman's hypothesis, which states that these group differences in

  1. Expected Stock Returns and Variance Risk Premia

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Zhou, Hao

    risk premium with the P/E ratio results in an R2 for the quarterly returns of more than twenty-five percent. The results depend crucially on the use of "model-free", as opposed to standard Black-Scholes, implied variances, and realized variances constructed from high-frequency intraday, as opposed...

  2. Nonlinear Epigenetic Variance: Review and Simulations

    Science.gov (United States)

    Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.

    2010-01-01

    We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…

  3. Statistical methodology for estimating the mean difference in a meta-analysis without study-specific variance information.

    Science.gov (United States)

    Sangnawakij, Patarawan; Böhning, Dankmar; Adams, Stephen; Stanton, Michael; Holling, Heinz

    2017-04-30

    Statistical inference for analyzing the results from several independent studies on the same quantity of interest has been investigated frequently in recent decades. Typically, any meta-analytic inference requires that the quantity of interest is available from each study together with an estimate of its variability. The current work is motivated by a meta-analysis on comparing two treatments (thoracoscopic and open) of congenital lung malformations in young children. Quantities of interest include continuous end-points such as length of operation or number of chest tube days. As studies only report mean values (and no standard errors or confidence intervals), the question arises how meta-analytic inference can be developed. We suggest two methods to estimate study-specific variances in such a meta-analysis, where only sample means and sample sizes are available in the treatment arms. A general likelihood ratio test is derived for testing equality of variances in two groups. By means of simulation studies, the bias and estimated standard error of the overall mean difference from both methodologies are evaluated and compared with two existing approaches: complete study analysis only and partial variance information. The performance of the test is evaluated in terms of type I error. Additionally, we illustrate these methods in the meta-analysis on comparing thoracoscopic and open surgery for congenital lung malformations and in a meta-analysis on the change in renal function after kidney donation. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  4. An importance biasing for 1-D deep-penetration problem by Monte Carlo

    International Nuclear Information System (INIS)

    Gupta, H.C.; Dwivedi, S.R.

    1988-01-01

    Using the itegral equations for the first and second moments of the 'total score' in an analogue and non-analogue simulations zero-variance biasing schemes have been obtained for all the commonly used reaction rate estimators. For partial score estimators a new zero-variance biasing scheme has been obtained as a special case. The new zero-variance scheme developed for partial score estimators has been used to develop an importance biasing scheme for use with expectation estimator in one dimensional deep-penetration problems with isotropic scattering. The importance biasing scheme has been studied for variance reduction in shields with anisotropic scattering. It is observed that the scheme not only results into a significant reduction in variance over the exponential biasing but also simplifies the complicated sampling procedure for the particle's outgoing direction at collision point. (author). 27 tables, 79 refs

  5. Portfolio optimization with mean-variance model

    Science.gov (United States)

    Hoe, Lam Weng; Siew, Lam Weng

    2016-06-01

    Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.

  6. Fractal fluctuations and quantum-like chaos in the brain by analysis of variability of brain waves: A new method based on a fractal variance function and random matrix theory: A link with El Naschie fractal Cantorian space-time and V. Weiss and H. Weiss golden ratio in brain

    International Nuclear Information System (INIS)

    Conte, Elio; Khrennikov, Andrei; Federici, Antonio; Zbilut, Joseph P.

    2009-01-01

    We develop a new method for analysis of fundamental brain waves as recorded by the EEG. To this purpose we introduce a Fractal Variance Function that is based on the calculation of the variogram. The method is completed by using Random Matrix Theory. Some examples are given. We also discuss the link of such formulation with H. Weiss and V. Weiss golden ratio found in the brain, and with El Naschie fractal Cantorian space-time theory.

  7. Bias-correction in vector autoregressive models

    DEFF Research Database (Denmark)

    Engsted, Tom; Pedersen, Thomas Quistgaard

    2014-01-01

    We analyze the properties of various methods for bias-correcting parameter estimates in both stationary and non-stationary vector autoregressive models. First, we show that two analytical bias formulas from the existing literature are in fact identical. Next, based on a detailed simulation study......, we show that when the model is stationary this simple bias formula compares very favorably to bootstrap bias-correction, both in terms of bias and mean squared error. In non-stationary models, the analytical bias formula performs noticeably worse than bootstrapping. Both methods yield a notable...... improvement over ordinary least squares. We pay special attention to the risk of pushing an otherwise stationary model into the non-stationary region of the parameter space when correcting for bias. Finally, we consider a recently proposed reduced-bias weighted least squares estimator, and we find...

  8. Spatial analysis based on variance of moving window averages

    OpenAIRE

    Wu, B M; Subbarao, K V; Ferrandino, F J; Hao, J J

    2006-01-01

    A new method for analysing spatial patterns was designed based on the variance of moving window averages (VMWA), which can be directly calculated in geographical information systems or a spreadsheet program (e.g. MS Excel). Different types of artificial data were generated to test the method. Regardless of data types, the VMWA method correctly determined the mean cluster sizes. This method was also employed to assess spatial patterns in historical plant disease survey data encompassing both a...

  9. On the Bias in the Danckwerts’ Plot Method for the Determination of the Gas–Liquid Mass-Transfer Coefficient and Interfacial Area

    Directory of Open Access Journals (Sweden)

    German E. Cortes Garcia

    2018-02-01

    Full Text Available The Danckwerts’ plot method is a commonly used graphical technique to independently determine the interfacial area and mass-transfer coefficient in gas–liquid contactors. The method was derived in 1963 when computational capabilities were limited and intensified process equipment did not exist. A numerical analysis of the underlying assumptions of the method in this paper has shown a bias in the technique, especially for situations where mass-transfer rates are intensified, or where there is limited liquid holdup in the bulk compared to the film layers. In fact, systematic errors of up to 50% in the interfacial area, and as high as 90% in the mass-transfer coefficients, can be expected for modern, intensified gas–liquid contactors, even within the commonly accepted validity limits of a pseudo-first-order reaction and Hatta numbers in the range of 0.3 < Ha < 3. Given the current computational capabilities and the intensified mass-transfer rates in modern gas–liquid contactors, it is therefore imperative that the equations for reaction and diffusion in the liquid films are numerically solved and subsequently used to fit the interfacial area and mass-transfer coefficient to experimental data, which would traditionally be used in the graphical Danckwerts’ method.

  10. The mean and variance of phylogenetic diversity under rarefaction.

    Science.gov (United States)

    Nipperess, David A; Matsen, Frederick A

    2013-06-01

    Phylogenetic diversity (PD) depends on sampling depth, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD.We have derived exact formulae for the mean and variance of PD under rarefaction. We confirm that these formulae are correct by comparing exact solution mean and variance to that calculated by repeated random (Monte Carlo) subsampling of a dataset of stem counts of woody shrubs of Toohey Forest, Queensland, Australia. We also demonstrate the application of the method using two examples: identifying hotspots of mammalian diversity in Australasian ecoregions, and characterising the human vaginal microbiome.There is a very high degree of correspondence between the analytical and random subsampling methods for calculating mean and variance of PD under rarefaction, although the Monte Carlo method requires a large number of random draws to converge on the exact solution for the variance.Rarefaction of mammalian PD of ecoregions in Australasia to a common standard of 25 species reveals very different rank orderings of ecoregions, indicating quite different hotspots of diversity than those obtained for unrarefied PD. The application of these methods to the vaginal microbiome shows that a classical score used to quantify bacterial vaginosis is correlated with the shape of the rarefaction curve.The analytical formulae for the mean and variance of PD under rarefaction are both exact and more efficient than repeated subsampling. Rarefaction of PD allows for many applications where comparisons of samples of different depth is required.

  11. Genetic heterogeneity of within-family variance of body weight in Atlantic salmon (Salmo salar).

    Science.gov (United States)

    Sonesson, Anna K; Odegård, Jørgen; Rönnegård, Lars

    2013-10-17

    Canalization is defined as the stability of a genotype against minor variations in both environment and genetics. Genetic variation in degree of canalization causes heterogeneity of within-family variance. The aims of this study are twofold: (1) quantify genetic heterogeneity of (within-family) residual variance in Atlantic salmon and (2) test whether the observed heterogeneity of (within-family) residual variance can be explained by simple scaling effects. Analysis of body weight in Atlantic salmon using a double hierarchical generalized linear model (DHGLM) revealed substantial heterogeneity of within-family variance. The 95% prediction interval for within-family variance ranged from ~0.4 to 1.2 kg2, implying that the within-family variance of the most extreme high families is expected to be approximately three times larger than the extreme low families. For cross-sectional data, DHGLM with an animal mean sub-model resulted in severe bias, while a corresponding sire-dam model was appropriate. Heterogeneity of variance was not sensitive to Box-Cox transformations of phenotypes, which implies that heterogeneity of variance exists beyond what would be expected from simple scaling effects. Substantial heterogeneity of within-family variance was found for body weight in Atlantic salmon. A tendency towards higher variance with higher means (scaling effects) was observed, but heterogeneity of within-family variance existed beyond what could be explained by simple scaling effects. For cross-sectional data, using the animal mean sub-model in the DHGLM resulted in biased estimates of variance components, which differed substantially both from a standard linear mean animal model and a sire-dam DHGLM model. Although genetic differences in canalization were observed, selection for increased canalization is difficult, because there is limited individual information for the variance sub-model, especially when based on cross-sectional data. Furthermore, potential macro

  12. Portfolio optimization using median-variance approach

    Science.gov (United States)

    Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli

    2013-04-01

    Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.

  13. Variance in parametric images: direct estimation from parametric projections

    International Nuclear Information System (INIS)

    Maguire, R.P.; Leenders, K.L.; Spyrou, N.M.

    2000-01-01

    Recent work has shown that it is possible to apply linear kinetic models to dynamic projection data in PET in order to calculate parameter projections. These can subsequently be back-projected to form parametric images - maps of parameters of physiological interest. Critical to the application of these maps, to test for significant changes between normal and pathophysiology, is an assessment of the statistical uncertainty. In this context, parametric images also include simple integral images from, e.g., [O-15]-water used to calculate statistical parametric maps (SPMs). This paper revisits the concept of parameter projections and presents a more general formulation of the parameter projection derivation as well as a method to estimate parameter variance in projection space, showing which analysis methods (models) can be used. Using simulated pharmacokinetic image data we show that a method based on an analysis in projection space inherently calculates the mathematically rigorous pixel variance. This results in an estimation which is as accurate as either estimating variance in image space during model fitting, or estimation by comparison across sets of parametric images - as might be done between individuals in a group pharmacokinetic PET study. The method based on projections has, however, a higher computational efficiency, and is also shown to be more precise, as reflected in smooth variance distribution images when compared to the other methods. (author)

  14. Improvement of the detection limits in radio-frequency-powered glow discharge optical emission spectrometry associated with bias-current conduction method; Jiko bias denryu donyuho ni yoru koshuha glow hoden hakko bunseki ni okeru kenshutsu genkai no kaizen

    Energy Technology Data Exchange (ETDEWEB)

    Wagatsuma, K. [Tohoku University, Sendai (Japan). Research Institute for Materials

    1999-01-01

    A d.c. bias current driven by the self-bias voltage which is conducted through the r.f.-powered glow discharge plasma varies the emission characteristics drastically, leading to improvement of the detection power in the optical emission spectrometry. By conducting the bias currents of 20-30 mA, the emission intensities of the atomic resonance lines were 10-20 times larger than those obtained with conventional r.t.- powered plasmas. The detection limits for determination of alloyed elements in the re-based binary alloy samples were estimated to be l.6 x 10{sup -3}% Cr for CrI 425.43nm, 7 x 10{sup -4}% Mn for MnI 403.10nm, 1.9>10{sup -3}% Cu for CuI 327.40nm, 1.1 x 10{sup -3}% Al for AlI 396.16nm, and 6.6 x 10{sup -3}% Ni for NiI 352.45 nm. (author)

  15. Exchange coupling and magnetic anisotropy of exchanged-biased quantum tunnelling single-molecule magnet Ni3Mn2 complexes using theoretical methods based on Density Functional Theory.

    Science.gov (United States)

    Gómez-Coca, Silvia; Ruiz, Eliseo

    2012-03-07

    The magnetic properties of a new family of single-molecule magnet Ni(3)Mn(2) complexes were studied using theoretical methods based on Density Functional Theory (DFT). The first part of this study is devoted to analysing the exchange coupling constants, focusing on the intramolecular as well as the intermolecular interactions. The calculated intramolecular J values were in excellent agreement with the experimental data, which show that all the couplings are ferromagnetic, leading to an S = 7 ground state. The intermolecular interactions were investigated because the two complexes studied do not show tunnelling at zero magnetic field. Usually, this exchange-biased quantum tunnelling is attributed to the presence of intermolecular interactions calculated with the help of theoretical methods. The results indicate the presence of weak intermolecular antiferromagnetic couplings that cannot explain the ferromagnetic value found experimentally for one of the systems. In the second part, the goal is to analyse magnetic anisotropy through the calculation of the zero-field splitting parameters (D and E), using DFT methods including the spin-orbit effect.

  16. Variance estimation for sensitivity analysis of poverty and inequality measures

    Directory of Open Access Journals (Sweden)

    Christian Dudel

    2017-04-01

    Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.

  17. The VIX, the Variance Premium, and Expected Returns

    DEFF Research Database (Denmark)

    Osterrieder, Daniela Maria; Ventosa-Santaulària, Daniel; Vera-Valdés, Eduardo

    2018-01-01

    . These problems are eliminated if risk is captured by the variance premium (VP) instead; it is unobservable, however. We propose a 2SLS estimator that produces consistent estimates without observing the VP. Using this method, we find a positive risk–return trade-off and long-run return predictability. Our...

  18. Monte Carlo variance reduction approaches for non-Boltzmann tallies

    International Nuclear Information System (INIS)

    Booth, T.E.

    1992-12-01

    Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed

  19. Grammatical and lexical variance in English

    CERN Document Server

    Quirk, Randolph

    2014-01-01

    Written by one of Britain's most distinguished linguists, this book is concerned with the phenomenon of variance in English grammar and vocabulary across regional, social, stylistic and temporal space.

  20. Biased low differential input impedance current receiver/converter device and method for low noise readout from voltage-controlled detectors

    Science.gov (United States)

    Degtiarenko, Pavel V [Williamsburg, VA; Popov, Vladimir E [Newport News, VA

    2011-03-22

    A first stage electronic system for receiving charge or current from voltage-controlled sensors or detectors that includes a low input impedance current receiver/converter device (for example, a transimpedance amplifier), which is directly coupled to the sensor output, a source of bias voltage, and the device's power supply (or supplies), which use the biased voltage point as a baseline.

  1. Modeling bias and variation in the stochastic processes of small RNA sequencing.

    Science.gov (United States)

    Argyropoulos, Christos; Etheridge, Alton; Sakhanenko, Nikita; Galas, David

    2017-06-20

    The use of RNA-seq as the preferred method for the discovery and validation of small RNA biomarkers has been hindered by high quantitative variability and biased sequence counts. In this paper we develop a statistical model for sequence counts that accounts for ligase bias and stochastic variation in sequence counts. This model implies a linear quadratic relation between the mean and variance of sequence counts. Using a large number of sequencing datasets, we demonstrate how one can use the generalized additive models for location, scale and shape (GAMLSS) distributional regression framework to calculate and apply empirical correction factors for ligase bias. Bias correction could remove more than 40% of the bias for miRNAs. Empirical bias correction factors appear to be nearly constant over at least one and up to four orders of magnitude of total RNA input and independent of sample composition. Using synthetic mixes of known composition, we show that the GAMLSS approach can analyze differential expression with greater accuracy, higher sensitivity and specificity than six existing algorithms (DESeq2, edgeR, EBSeq, limma, DSS, voom) for the analysis of small RNA-seq data. © The Author(s) 2017. Published by Oxford University Press on behalf of Nucleic Acids Research.

  2. A Mean variance analysis of arbitrage portfolios

    Science.gov (United States)

    Fang, Shuhong

    2007-03-01

    Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.

  3. Dynamic Mean-Variance Asset Allocation

    OpenAIRE

    Basak, Suleyman; Chabakauri, Georgy

    2009-01-01

    Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...

  4. Gene set analysis using variance component tests.

    Science.gov (United States)

    Huang, Yen-Tsung; Lin, Xihong

    2013-06-28

    Gene set analyses have become increasingly important in genomic research, as many complex diseases are contributed jointly by alterations of numerous genes. Genes often coordinate together as a functional repertoire, e.g., a biological pathway/network and are highly correlated. However, most of the existing gene set analysis methods do not fully account for the correlation among the genes. Here we propose to tackle this important feature of a gene set to improve statistical power in gene set analyses. We propose to model the effects of an independent variable, e.g., exposure/biological status (yes/no), on multiple gene expression values in a gene set using a multivariate linear regression model, where the correlation among the genes is explicitly modeled using a working covariance matrix. We develop TEGS (Test for the Effect of a Gene Set), a variance component test for the gene set effects by assuming a common distribution for regression coefficients in multivariate linear regression models, and calculate the p-values using permutation and a scaled chi-square approximation. We show using simulations that type I error is protected under different choices of working covariance matrices and power is improved as the working covariance approaches the true covariance. The global test is a special case of TEGS when correlation among genes in a gene set is ignored. Using both simulation data and a published diabetes dataset, we show that our test outperforms the commonly used approaches, the global test and gene set enrichment analysis (GSEA). We develop a gene set analyses method (TEGS) under the multivariate regression framework, which directly models the interdependence of the expression values in a gene set using a working covariance. TEGS outperforms two widely used methods, GSEA and global test in both simulation and a diabetes microarray data.

  5. Correction the Bias of Odds Ratio resulting from the Misclassification of Exposures in the Study of Environmental Risk Factors of Lung Cancer using Bayesian Methods

    Directory of Open Access Journals (Sweden)

    Alireza Abadi

    2015-07-01

    Full Text Available Background & Objective: Inability to measure exact exposure in epidemiological studies is a common problem in many studies, especially cross-sectional studies. Depending on the extent of misclassification, results may be affected. Existing methods for solving this problem require a lot of time and money and it is not practical for some of the exposures. Recently, new methods have been proposed in 1:1 matched case–control studies that have solved these problems to some extent. In the present study we have aimed to extend the existing Bayesian method to adjust for misclassification in matched case–control Studies with 1:2 matching. Methods: Here, the standard Dirichlet prior distribution for a multinomial model was extended to allow the data of exposure–disease (OR parameter to be imported into the model excluding other parameters. Information that exist in literature about association between exposure and disease were used as prior information about OR. In order to correct the misclassification Sensitivity Analysis was accomplished and the results were obtained under three Bayesian Methods. Results: The results of naïve Bayesian model were similar to the classic model. The second Bayesian model by employing prior information about the OR, was heavily affected by these information. The third proposed model provides maximum bias adjustment for the risk of heavy metals, smoking and drug abuse. This model showed that heavy metals are not an important risk factor although raw model (logistic regression Classic detected this exposure as an influencing factor on the incidence of lung cancer. Sensitivity analysis showed that third model is robust regarding to different levels of Sensitivity and Specificity. Conclusion: The present study showed that although in most of exposures the results of the second and third model were similar but the proposed model would be able to correct the misclassification to some extent.

  6. Genetic variants influencing phenotypic variance heterogeneity.

    Science.gov (United States)

    Ek, Weronica E; Rask-Andersen, Mathias; Karlsson, Torgny; Enroth, Stefan; Gyllensten, Ulf; Johansson, Åsa

    2018-03-01

    Most genetic studies identify genetic variants associated with disease risk or with the mean value of a quantitative trait. More rarely, genetic variants associated with variance heterogeneity are considered. In this study, we have identified such variance single-nucleotide polymorphisms (vSNPs) and examined if these represent biological gene × gene or gene × environment interactions or statistical artifacts caused by multiple linked genetic variants influencing the same phenotype. We have performed a genome-wide study, to identify vSNPs associated with variance heterogeneity in DNA methylation levels. Genotype data from over 10 million single-nucleotide polymorphisms (SNPs), and DNA methylation levels at over 430 000 CpG sites, were analyzed in 729 individuals. We identified vSNPs for 7195 CpG sites (P mean DNA methylation levels. We further showed that variance heterogeneity between genotypes mainly represents additional, often rare, SNPs in linkage disequilibrium (LD) with the respective vSNP and for some vSNPs, multiple low frequency variants co-segregating with one of the vSNP alleles. Therefore, our results suggest that variance heterogeneity of DNA methylation mainly represents phenotypic effects by multiple SNPs, rather than biological interactions. Such effects may also be important for interpreting variance heterogeneity of more complex clinical phenotypes.

  7. The Variance Composition of Firm Growth Rates

    Directory of Open Access Journals (Sweden)

    Luiz Artur Ledur Brito

    2009-04-01

    Full Text Available Firms exhibit a wide variability in growth rates. This can be seen as another manifestation of the fact that firms are different from one another in several respects. This study investigated this variability using the variance components technique previously used to decompose the variance of financial performance. The main source of variation in growth rates, responsible for more than 40% of total variance, corresponds to individual, idiosyncratic firm aspects and not to industry, country, or macroeconomic conditions prevailing in specific years. Firm growth, similar to financial performance, is mostly unique to specific firms and not an industry or country related phenomenon. This finding also justifies using growth as an alternative outcome of superior firm resources and as a complementary dimension of competitive advantage. This also links this research with the resource-based view of strategy. Country was the second source of variation with around 10% of total variance. The analysis was done using the Compustat Global database with 80,320 observations, comprising 13,221 companies in 47 countries, covering the years of 1994 to 2002. It also compared the variance structure of growth to the variance structure of financial performance in the same sample.

  8. Simple method to enhance positive bias stress stability of In-Ga-Zn-O thin-film transistors using a vertically graded oxygen-vacancy active layer.

    Science.gov (United States)

    Park, Ji Hoon; Kim, Yeong-Gyu; Yoon, Seokhyun; Hong, Seonghwan; Kim, Hyun Jae

    2014-12-10

    We proposed a simple method to deposit a vertically graded oxygen-vacancy active layer (VGA) to enhance the positive bias stress (PBS) stability of amorphous indium gallium zinc oxide (a-IGZO) thin-film transistors (TFTs). We deposited a-IGZO films by sputtering (target composition; In2O3:Ga2O3:ZnO = 1:1:1 mol %), and the oxygen partial pressure was varied during deposition so that the front channel of the TFTs was fabricated with low oxygen partial pressure and the back channel with high oxygen partial pressure. Using this method, we were able to control the oxygen vacancy concentration of the active layer so that it varied with depth. As a result, the turn-on voltage shift following a 10 000 s PBS of optimized VGA TFT was drastically improved from 12.0 to 5.6 V compared with a conventional a-IGZO TFT, without a significant decrease in the field effect mobility. These results came from the self-passivation effect and decrease in oxygen-vacancy-related trap sites of the VGA TFTs.

  9. AN ADAPTIVE OPTIMAL KALMAN FILTER FOR STOCHASTIC VIBRATION CONTROL SYSTEM WITH UNKNOWN NOISE VARIANCES

    Institute of Scientific and Technical Information of China (English)

    Li Shu; Zhuo Jiashou; Ren Qingwen

    2000-01-01

    In this paper, an optimal criterion is presented for adaptive Kalman filter in a control sys tem with unknown variances of stochastic vibration by constructing a function of noise variances and minimizing the function. We solve the model and measure variances by using DFP optimal method to guarantee the results of Kalman filter to be optimized. Finally, the control of vibration can be implemented by LQG method.

  10. Bias correction of daily satellite precipitation data using genetic algorithm

    Science.gov (United States)

    Pratama, A. W.; Buono, A.; Hidayat, R.; Harsa, H.

    2018-05-01

    Climate Hazards Group InfraRed Precipitation with Stations (CHIRPS) was producted by blending Satellite-only Climate Hazards Group InfraRed Precipitation (CHIRP) with Stasion observations data. The blending process was aimed to reduce bias of CHIRP. However, Biases of CHIRPS on statistical moment and quantil values were high during wet season over Java Island. This paper presented a bias correction scheme to adjust statistical moment of CHIRP using observation precipitation data. The scheme combined Genetic Algorithm and Nonlinear Power Transformation, the results was evaluated based on different season and different elevation level. The experiment results revealed that the scheme robustly reduced bias on variance around 100% reduction and leaded to reduction of first, and second quantile biases. However, bias on third quantile only reduced during dry months. Based on different level of elevation, the performance of bias correction process is only significantly different on skewness indicators.

  11. A Variance Distribution Model of Surface EMG Signals Based on Inverse Gamma Distribution.

    Science.gov (United States)

    Hayashi, Hideaki; Furui, Akira; Kurita, Yuichi; Tsuji, Toshio

    2017-11-01

    Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this variance. Variance distribution estimation based on marginal likelihood maximization is also outlined in this paper. The procedure can be approximated using rectified and smoothed EMG signals, thereby allowing the determination of distribution parameters in real time at low computational cost. Results: A simulation experiment was performed to evaluate the accuracy of distribution estimation using artificially generated EMG signals, with results demonstrating that the proposed model's accuracy is higher than that of maximum-likelihood-based estimation. Analysis of variance distribution using real EMG data also suggested a relationship between variance distribution and signal-dependent noise. Conclusion: The study reported here was conducted to examine the performance of a proposed surface EMG model capable of representing variance distribution and a related distribution parameter estimation method. Experiments using artificial and real EMG data demonstrated the validity of the model. Significance: Variance distribution estimated using the proposed model exhibits potential in the estimation of muscle force. Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this

  12. A modified carrier-to-code leveling method for retrieving ionospheric observables and detecting short-term temporal variability of receiver differential code biases

    Science.gov (United States)

    Zhang, Baocheng; Teunissen, Peter J. G.; Yuan, Yunbin; Zhang, Xiao; Li, Min

    2018-03-01

    Sensing the ionosphere with the global positioning system involves two sequential tasks, namely the ionospheric observable retrieval and the ionospheric parameter estimation. A prominent source of error has long been identified as short-term variability in receiver differential code bias (rDCB). We modify the carrier-to-code leveling (CCL), a method commonly used to accomplish the first task, through assuming rDCB to be unlinked in time. Aside from the ionospheric observables, which are affected by, among others, the rDCB at one reference epoch, the Modified CCL (MCCL) can also provide the rDCB offsets with respect to the reference epoch as by-products. Two consequences arise. First, MCCL is capable of excluding the effects of time-varying rDCB from the ionospheric observables, which, in turn, improves the quality of ionospheric parameters of interest. Second, MCCL has significant potential as a means to detect between-epoch fluctuations experienced by rDCB of a single receiver.

  13. Implementation of an approximate zero-variance scheme in the TRIPOLI Monte Carlo code

    Energy Technology Data Exchange (ETDEWEB)

    Christoforou, S.; Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands); Dumonteil, E.; Petit, O.; Diop, C. [Commissariat a l' Energie Atomique CEA, Gif-sur-Yvette (France)

    2006-07-01

    In an accompanying paper it is shown that theoretically a zero-variance Monte Carlo scheme can be devised for criticality calculations if the space, energy and direction dependent adjoint function is exactly known. This requires biasing of the transition and collision kernels with the appropriate adjoint function. In this paper it is discussed how an existing general purpose Monte Carlo code like TRIPOLI can be modified to approach the zero-variance scheme. This requires modifications for reading in the adjoint function obtained from a separate deterministic calculation for a number of space intervals, energy groups and discrete directions. Furthermore, a function has to be added to supply the direction dependent and the averaged adjoint function at a specific position in the system by interpolation. The initial particle weights of a certain batch must be set inversely proportional to the averaged adjoint function and proper normalization of the initial weights must be secured. The sampling of the biased transition kernel requires cumulative integrals of the biased kernel along the flight path until a certain value, depending on a selected random number is reached to determine a new collision site. The weight of the particle must be adapted accordingly. The sampling of the biased collision kernel (in a multigroup treatment) is much more like the normal sampling procedure. A numerical example is given for a 3-group calculation with a simplified transport model (two-direction model), demonstrating that the zero-variance scheme can be approximated quite well for this simplified case. (authors)

  14. Integrating Variances into an Analytical Database

    Science.gov (United States)

    Sanchez, Carlos

    2010-01-01

    For this project, I enrolled in numerous SATERN courses that taught the basics of database programming. These include: Basic Access 2007 Forms, Introduction to Database Systems, Overview of Database Design, and others. My main job was to create an analytical database that can handle many stored forms and make it easy to interpret and organize. Additionally, I helped improve an existing database and populate it with information. These databases were designed to be used with data from Safety Variances and DCR forms. The research consisted of analyzing the database and comparing the data to find out which entries were repeated the most. If an entry happened to be repeated several times in the database, that would mean that the rule or requirement targeted by that variance has been bypassed many times already and so the requirement may not really be needed, but rather should be changed to allow the variance's conditions permanently. This project did not only restrict itself to the design and development of the database system, but also worked on exporting the data from the database to a different format (e.g. Excel or Word) so it could be analyzed in a simpler fashion. Thanks to the change in format, the data was organized in a spreadsheet that made it possible to sort the data by categories or types and helped speed up searches. Once my work with the database was done, the records of variances could be arranged so that they were displayed in numerical order, or one could search for a specific document targeted by the variances and restrict the search to only include variances that modified a specific requirement. A great part that contributed to my learning was SATERN, NASA's resource for education. Thanks to the SATERN online courses I took over the summer, I was able to learn many new things about computers and databases and also go more in depth into topics I already knew about.

  15. A Mean-Variance Criterion for Economic Model Predictive Control of Stochastic Linear Systems

    DEFF Research Database (Denmark)

    Sokoler, Leo Emil; Dammann, Bernd; Madsen, Henrik

    2014-01-01

    , the tractability of the resulting optimal control problem is addressed. We use a power management case study to compare different variations of the mean-variance strategy with EMPC based on the certainty equivalence principle. The certainty equivalence strategy is much more computationally efficient than the mean......-variance strategies, but it does not account for the variance of the uncertain parameters. Openloop simulations suggest that a single-stage mean-variance approach yields a significantly lower operating cost than the certainty equivalence strategy. In closed-loop, the single-stage formulation is overly conservative...... be modified to perform almost as well as the two-stage mean-variance formulation. Nevertheless, we argue that the mean-variance approach can be used both as a strategy for evaluating less computational demanding methods such as the certainty equivalence method, and as an individual control strategy when...

  16. Benefits of being biased!

    Indian Academy of Sciences (India)

    Administrator

    Journal of Genetics, Vol. 83, No. 2, August 2004. Keywords. codon bias; alcohol dehydrogenase; Darwinian ... RESEARCH COMMENTARY. Benefits of being biased! SUTIRTH DEY*. Evolutionary Biology Laboratory, Evolutionary & Organismal Biology Unit,. Jawaharlal Nehru Centre for Advanced Scientific Research,.

  17. Decomposition of Variance for Spatial Cox Processes.

    Science.gov (United States)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    2013-03-01

    Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.

  18. Variance in binary stellar population synthesis

    Science.gov (United States)

    Breivik, Katelyn; Larson, Shane L.

    2016-03-01

    In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations in less than a week, thus allowing a full exploration of the variance associated with a binary stellar evolution model.

  19. Estimating quadratic variation using realized variance

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole Eiler; Shephard, N.

    2002-01-01

    with a rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....

  20. Estimation of bias with the single-zone assumption in measurement of residential air exchange using the perfluorocarbon tracer gas method.

    Science.gov (United States)

    Van Ryswyk, K; Wallace, L; Fugler, D; MacNeill, M; Héroux, M È; Gibson, M D; Guernsey, J R; Kindzierski, W; Wheeler, A J

    2015-12-01

    Residential air exchange rates (AERs) are vital in understanding the temporal and spatial drivers of indoor air quality (IAQ). Several methods to quantify AERs have been used in IAQ research, often with the assumption that the home is a single, well-mixed air zone. Since 2005, Health Canada has conducted IAQ studies across Canada in which AERs were measured using the perfluorocarbon tracer (PFT) gas method. Emitters and detectors of a single PFT gas were placed on the main floor to estimate a single-zone AER (AER(1z)). In three of these studies, a second set of emitters and detectors were deployed in the basement or second floor in approximately 10% of homes for a two-zone AER estimate (AER(2z)). In total, 287 daily pairs of AER(2z) and AER(1z) estimates were made from 35 homes across three cities. In 87% of the cases, AER(2z) was higher than AER(1z). Overall, the AER(1z) estimates underestimated AER(2z) by approximately 16% (IQR: 5-32%). This underestimate occurred in all cities and seasons and varied in magnitude seasonally, between homes, and daily, indicating that when measuring residential air exchange using a single PFT gas, the assumption of a single well-mixed air zone very likely results in an under prediction of the AER. The results of this study suggest that the long-standing assumption that a home represents a single well-mixed air zone may result in a substantial negative bias in air exchange estimates. Indoor air quality professionals should take this finding into consideration when developing study designs or making decisions related to the recommendation and installation of residential ventilation systems. © 2014 Her Majesty the Queen in Right of Canada. Indoor Air published by John Wiley & Sons Ltd Reproduced with the permission of the Minister of Health Canada.

  1. A simple algorithm to estimate genetic variance in an animal threshold model using Bayesian inference Genetics Selection Evolution 2010, 42:29

    DEFF Research Database (Denmark)

    Ødegård, Jørgen; Meuwissen, Theo HE; Heringstad, Bjørg

    2010-01-01

    Background In the genetic analysis of binary traits with one observation per animal, animal threshold models frequently give biased heritability estimates. In some cases, this problem can be circumvented by fitting sire- or sire-dam models. However, these models are not appropriate in cases where...... records exist for the parents). Furthermore, the new algorithm showed much faster Markov chain mixing properties for genetic parameters (similar to the sire-dam model). Conclusions The new algorithm to estimate genetic parameters via Gibbs sampling solves the bias problems typically occurring in animal...... individual records exist on parents. Therefore, the aim of our study was to develop a new Gibbs sampling algorithm for a proper estimation of genetic (co)variance components within an animal threshold model framework. Methods In the proposed algorithm, individuals are classified as either "informative...

  2. Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function

    OpenAIRE

    Kerstens, Kristiaan; Mounier, Amine; Van de Woestyne, Ignace

    2008-01-01

    The literature suggests that investors prefer portfolios based on mean, variance and skewness rather than portfolios based on mean-variance (MV) criteria solely. Furthermore, a small variety of methods have been proposed to determine mean-variance-skewness (MVS) optimal portfolios. Recently, the shortage function has been introduced as a measure of efficiency, allowing to characterize MVS optimalportfolios using non-parametric mathematical programming tools. While tracing the MV portfolio fro...

  3. Decomposition of variance in terms of conditional means

    Directory of Open Access Journals (Sweden)

    Alessandro Figà Talamanca

    2013-05-01

    Full Text Available Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables. We suggest that this approach be used to complement other existing techniques to study the interdependence of the variables involved. According to our method, the variance is expressed as a sum of orthogonal components, obtained as differences of conditional means, with respect to the qualitative characters. The resulting expression for the variance depends on the ordering in which the characters are considered. We suggest an algorithm which leads to an ordering which is deemed natural. The first set of data concerns the score achieved by a population of students on an entrance examination based on a multiple choice test with 30 questions. In this case the qualitative characters are dyadic and correspond to correct or incorrect answer to each question. The second set of data concerns the delay to obtain the degree for a population of graduates of Italian universities. The variance in this case is analyzed with respect to a set of seven specific qualitative characters of the population studied (gender, previous education, working condition, parent's educational level, field of study, etc..

  4. Perspective projection for variance pose face recognition from camera calibration

    Science.gov (United States)

    Fakhir, M. M.; Woo, W. L.; Chambers, J. A.; Dlay, S. S.

    2016-04-01

    Variance pose is an important research topic in face recognition. The alteration of distance parameters across variance pose face features is a challenging. We provide a solution for this problem using perspective projection for variance pose face recognition. Our method infers intrinsic camera parameters of the image which enable the projection of the image plane into 3D. After this, face box tracking and centre of eyes detection can be identified using our novel technique to verify the virtual face feature measurements. The coordinate system of the perspective projection for face tracking allows the holistic dimensions for the face to be fixed in different orientations. The training of frontal images and the rest of the poses on FERET database determine the distance from the centre of eyes to the corner of box face. The recognition system compares the gallery of images against different poses. The system initially utilises information on position of both eyes then focuses principally on closest eye in order to gather data with greater reliability. Differentiation between the distances and position of the right and left eyes is a unique feature of our work with our algorithm outperforming other state of the art algorithms thus enabling stable measurement in variance pose for each individual.

  5. Ensemble stacking mitigates biases in inference of synaptic connectivity

    Directory of Open Access Journals (Sweden)

    Brendan Chambers

    2018-03-01

    Full Text Available A promising alternative to directly measuring the anatomical connections in a neuronal population is inferring the connections from the activity. We employ simulated spiking neuronal networks to compare and contrast commonly used inference methods that identify likely excitatory synaptic connections using statistical regularities in spike timing. We find that simple adjustments to standard algorithms improve inference accuracy: A signing procedure improves the power of unsigned mutual-information-based approaches and a correction that accounts for differences in mean and variance of background timing relationships, such as those expected to be induced by heterogeneous firing rates, increases the sensitivity of frequency-based methods. We also find that different inference methods reveal distinct subsets of the synaptic network and each method exhibits different biases in the accurate detection of reciprocity and local clustering. To correct for errors and biases specific to single inference algorithms, we combine methods into an ensemble. Ensemble predictions, generated as a linear combination of multiple inference algorithms, are more sensitive than the best individual measures alone, and are more faithful to ground-truth statistics of connectivity, mitigating biases specific to single inference methods. These weightings generalize across simulated datasets, emphasizing the potential for the broad utility of ensemble-based approaches. Mapping the routing of spikes through local circuitry is crucial for understanding neocortical computation. Under appropriate experimental conditions, these maps can be used to infer likely patterns of synaptic recruitment, linking activity to underlying anatomical connections. Such inferences help to reveal the synaptic implementation of population dynamics and computation. We compare a number of standard functional measures to infer underlying connectivity. We find that regularization impacts measures

  6. Variance-based sensitivity analysis for wastewater treatment plant modelling.

    Science.gov (United States)

    Cosenza, Alida; Mannina, Giorgio; Vanrolleghem, Peter A; Neumann, Marc B

    2014-02-01

    Global sensitivity analysis (GSA) is a valuable tool to support the use of mathematical models that characterise technical or natural systems. In the field of wastewater modelling, most of the recent applications of GSA use either regression-based methods, which require close to linear relationships between the model outputs and model factors, or screening methods, which only yield qualitative results. However, due to the characteristics of membrane bioreactors (MBR) (non-linear kinetics, complexity, etc.) there is an interest to adequately quantify the effects of non-linearity and interactions. This can be achieved with variance-based sensitivity analysis methods. In this paper, the Extended Fourier Amplitude Sensitivity Testing (Extended-FAST) method is applied to an integrated activated sludge model (ASM2d) for an MBR system including microbial product formation and physical separation processes. Twenty-one model outputs located throughout the different sections of the bioreactor and 79 model factors are considered. Significant interactions among the model factors are found. Contrary to previous GSA studies for ASM models, we find the relationship between variables and factors to be non-linear and non-additive. By analysing the pattern of the variance decomposition along the plant, the model factors having the highest variance contributions were identified. This study demonstrates the usefulness of variance-based methods in membrane bioreactor modelling where, due to the presence of membranes and different operating conditions than those typically found in conventional activated sludge systems, several highly non-linear effects are present. Further, the obtained results highlight the relevant role played by the modelling approach for MBR taking into account simultaneously biological and physical processes. © 2013.

  7. 29 CFR 1920.2 - Variances.

    Science.gov (United States)

    2010-07-01

    ...) PROCEDURE FOR VARIATIONS FROM SAFETY AND HEALTH REGULATIONS UNDER THE LONGSHOREMEN'S AND HARBOR WORKERS...) or 6(d) of the Williams-Steiger Occupational Safety and Health Act of 1970 (29 U.S.C. 655). The... under the Williams-Steiger Occupational Safety and Health Act of 1970, and any variance from §§ 1910.13...

  8. 78 FR 14122 - Revocation of Permanent Variances

    Science.gov (United States)

    2013-03-04

    ... Douglas Fir planking had to have at least a 1,900 fiber stress and 1,900,000 modulus of elasticity, while the Yellow Pine planking had to have at least 2,500 fiber stress and 2,000,000 modulus of elasticity... the permanent variances, and affected employees, to submit written data, views, and arguments...

  9. Variance Risk Premia on Stocks and Bonds

    DEFF Research Database (Denmark)

    Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea

    Investors in fixed income markets are willing to pay a very large premium to be hedged against shocks in expected volatility and the size of this premium can be studied through variance swaps. Using thirty years of option and high-frequency data, we document the following novel stylized facts...

  10. Biological Variance in Agricultural Products. Theoretical Considerations

    NARCIS (Netherlands)

    Tijskens, L.M.M.; Konopacki, P.

    2003-01-01

    The food that we eat is uniform neither in shape or appearance nor in internal composition or content. Since technology became increasingly important, the presence of biological variance in our food became more and more of a nuisance. Techniques and procedures (statistical, technical) were

  11. Decomposition of variance for spatial Cox processes

    DEFF Research Database (Denmark)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...

  12. Decomposition of variance for spatial Cox processes

    DEFF Research Database (Denmark)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    2013-01-01

    Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...

  13. Decomposition of variance for spatial Cox processes

    DEFF Research Database (Denmark)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introducea general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive...

  14. Variance Swap Replication: Discrete or Continuous?

    Directory of Open Access Journals (Sweden)

    Fabien Le Floc’h

    2018-02-01

    Full Text Available The popular replication formula to price variance swaps assumes continuity of traded option strikes. In practice, however, there is only a discrete set of option strikes traded on the market. We present here different discrete replication strategies and explain why the continuous replication price is more relevant.

  15. Good practices for quantitative bias analysis.

    Science.gov (United States)

    Lash, Timothy L; Fox, Matthew P; MacLehose, Richard F; Maldonado, George; McCandless, Lawrence C; Greenland, Sander

    2014-12-01

    Quantitative bias analysis serves several objectives in epidemiological research. First, it provides a quantitative estimate of the direction, magnitude and uncertainty arising from systematic errors. Second, the acts of identifying sources of systematic error, writing down models to quantify them, assigning values to the bias parameters and interpreting the results combat the human tendency towards overconfidence in research results, syntheses and critiques and the inferences that rest upon them. Finally, by suggesting aspects that dominate uncertainty in a particular research result or topic area, bias analysis can guide efficient allocation of sparse research resources. The fundamental methods of bias analyses have been known for decades, and there have been calls for more widespread use for nearly as long. There was a time when some believed that bias analyses were rarely undertaken because the methods were not widely known and because automated computing tools were not readily available to implement the methods. These shortcomings have been largely resolved. We must, therefore, contemplate other barriers to implementation. One possibility is that practitioners avoid the analyses because they lack confidence in the practice of bias analysis. The purpose of this paper is therefore to describe what we view as good practices for applying quantitative bias analysis to epidemiological data, directed towards those familiar with the methods. We focus on answering questions often posed to those of us who advocate incorporation of bias analysis methods into teaching and research. These include the following. When is bias analysis practical and productive? How does one select the biases that ought to be addressed? How does one select a method to model biases? How does one assign values to the parameters of a bias model? How does one present and interpret a bias analysis?. We hope that our guide to good practices for conducting and presenting bias analyses will encourage

  16. Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium

    DEFF Research Database (Denmark)

    Casas, Isabel; Mao, Xiuping; Veiga, Helena

    This study explores the predictive power of new estimators of the equity variance risk premium and conditional variance for future excess stock market returns, economic activity, and financial instability, both during and after the last global financial crisis. These estimators are obtained from...... time-varying coefficient models are the ones showing considerably higher predictive power for stock market returns and financial instability during the financial crisis, suggesting that an extreme volatility period requires models that can adapt quickly to turmoil........ Moreover, a comparison of the overall results reveals that the conditional variance gains predictive power during the global financial crisis period. Furthermore, both the variance risk premium and conditional variance are determined to be predictors of future financial instability, whereas conditional...

  17. The 'whys' and 'whens' of individual differences in thinking biases.

    Science.gov (United States)

    De Neys, Wim; Bonnefon, Jean-François

    2013-04-01

    Although human thinking is often biased, some individuals are less susceptible to biases than others. These individual differences have been at the forefront of thinking research for more than a decade. We organize the literature in three key accounts (storage, monitoring, and inhibition failure) and propose that a critical but overlooked question concerns the time point at which individual variance arises: do biased and unbiased reasoners take different paths early on in the reasoning process or is the observed variance late to arise? We discuss how this focus on the 'whens' suggests that individual differences in thinking biases are less profound than traditionally assumed, in the sense that they might typically arise at a later stage of the reasoning process. Copyright © 2013 Elsevier Ltd. All rights reserved.

  18. Analytic solution to variance optimization with no short positions

    Science.gov (United States)

    Kondor, Imre; Papp, Gábor; Caccioli, Fabio

    2017-12-01

    We consider the variance portfolio optimization problem with a ban on short selling. We provide an analytical solution by means of the replica method for the case of a portfolio of independent, but not identically distributed, assets. We study the behavior of the solution as a function of the ratio r between the number N of assets and the length T of the time series of returns used to estimate risk. The no-short-selling constraint acts as an asymmetric \

  19. Continuous-Time Mean-Variance Portfolio Selection under the CEV Process

    Directory of Open Access Journals (Sweden)

    Hui-qiang Ma

    2014-01-01

    Full Text Available We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance efficient frontier analytically. The results show that the mean-variance efficient frontier is still a parabola in the mean-variance plane, and the optimal strategies depend not only on the total wealth but also on the stock price. Moreover, some numerical examples are given to analyze the sensitivity of the efficient frontier with respect to the elasticity parameter and to illustrate the results presented in this paper. The numerical results show that the price of risk decreases as the elasticity coefficient increases.

  20. Calculation Methods for Wallenius’ Noncentral Hypergeometric Distribution

    DEFF Research Database (Denmark)

    Fog, Agner

    2008-01-01

    Two different probability distributions are both known in the literature as "the" noncentral hypergeometric distribution. Wallenius' noncentral hypergeometric distribution can be described by an urn model without replacement with bias. Fisher's noncentral hypergeometric distribution...... is the conditional distribution of independent binomial variates given their sum. No reliable calculation method for Wallenius' noncentral hypergeometric distribution has hitherto been described in the literature. Several new methods for calculating probabilities from Wallenius' noncentral hypergeometric...... distribution are derived. Range of applicability, numerical problems, and efficiency are discussed for each method. Approximations to the mean and variance are also discussed. This distribution has important applications in models of biased sampling and in models of evolutionary systems....

  1. Modelling temporal variance of component temperatures and directional anisotropy over vegetated canopy

    Science.gov (United States)

    Bian, Zunjian; du, yongming; li, hua

    2016-04-01

    Land surface temperature (LST) as a key variable plays an important role on hydrological, meteorology and climatological study. Thermal infrared directional anisotropy is one of essential factors to LST retrieval and application on longwave radiance estimation. Many approaches have been proposed to estimate directional brightness temperatures (DBT) over natural and urban surfaces. While less efforts focus on 3-D scene and the surface component temperatures used in DBT models are quiet difficult to acquire. Therefor a combined 3-D model of TRGM (Thermal-region Radiosity-Graphics combined Model) and energy balance method is proposed in the paper for the attempt of synchronously simulation of component temperatures and DBT in the row planted canopy. The surface thermodynamic equilibrium can be final determined by the iteration strategy of TRGM and energy balance method. The combined model was validated by the top-of-canopy DBTs using airborne observations. The results indicated that the proposed model performs well on the simulation of directional anisotropy, especially the hotspot effect. Though we find that the model overestimate the DBT with Bias of 1.2K, it can be an option as a data reference to study temporal variance of component temperatures and DBTs when field measurement is inaccessible

  2. Correction for dynamic bias error in transmission measurements of void fraction

    International Nuclear Information System (INIS)

    Andersson, P.; Sundén, E. Andersson; Svärd, S. Jacobsson; Sjöstrand, H.

    2012-01-01

    Dynamic bias errors occur in transmission measurements, such as X-ray, gamma, or neutron radiography or tomography. This is observed when the properties of the object are not stationary in time and its average properties are assessed. The nonlinear measurement response to changes in transmission within the time scale of the measurement implies a bias, which can be difficult to correct for. A typical example is the tomographic or radiographic mapping of void content in dynamic two-phase flow systems. In this work, the dynamic bias error is described and a method to make a first-order correction is derived. A prerequisite for this method is variance estimates of the system dynamics, which can be obtained using high-speed, time-resolved data acquisition. However, in the absence of such acquisition, a priori knowledge might be used to substitute the time resolved data. Using synthetic data, a void fraction measurement case study has been simulated to demonstrate the performance of the suggested method. The transmission length of the radiation in the object under study and the type of fluctuation of the void fraction have been varied. Significant decreases in the dynamic bias error were achieved to the expense of marginal decreases in precision.

  3. An Analysis of Variance Approach for the Estimation of Response Time Distributions in Tests

    Science.gov (United States)

    Attali, Yigal

    2010-01-01

    Generalizability theory and analysis of variance methods are employed, together with the concept of objective time pressure, to estimate response time distributions and the degree of time pressure in timed tests. By estimating response time variance components due to person, item, and their interaction, and fixed effects due to item types and…

  4. Realized Variance and Market Microstructure Noise

    DEFF Research Database (Denmark)

    Hansen, Peter R.; Lunde, Asger

    2006-01-01

    We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel......-based estimator dominates the RV for the estimation of integrated variance (IV). An empirical analysis of the Dow Jones Industrial Average stocks reveals that market microstructure noise its time-dependent and correlated with increments in the efficient price. This has important implications for volatility...... estimation based on high-frequency data. Finally, we apply cointegration techniques to decompose transaction prices and bid-ask quotes into an estimate of the efficient price and noise. This framework enables us to study the dynamic effects on transaction prices and quotes caused by changes in the efficient...

  5. Variance analysis refines overhead cost control.

    Science.gov (United States)

    Cooper, J C; Suver, J D

    1992-02-01

    Many healthcare organizations may not fully realize the benefits of standard cost accounting techniques because they fail to routinely report volume variances in their internal reports. If overhead allocation is routinely reported on internal reports, managers can determine whether billing remains current or lost charges occur. Healthcare organizations' use of standard costing techniques can lead to more realistic performance measurements and information system improvements that alert management to losses from unrecovered overhead in time for corrective action.

  6. The Genealogical Consequences of Fecundity Variance Polymorphism

    Science.gov (United States)

    Taylor, Jesse E.

    2009-01-01

    The genealogical consequences of within-generation fecundity variance polymorphism are studied using coalescent processes structured by genetic backgrounds. I show that these processes have three distinctive features. The first is that the coalescent rates within backgrounds are not jointly proportional to the infinitesimal variance, but instead depend only on the frequencies and traits of genotypes containing each allele. Second, the coalescent processes at unlinked loci are correlated with the genealogy at the selected locus; i.e., fecundity variance polymorphism has a genomewide impact on genealogies. Third, in diploid models, there are infinitely many combinations of fecundity distributions that have the same diffusion approximation but distinct coalescent processes; i.e., in this class of models, ancestral processes and allele frequency dynamics are not in one-to-one correspondence. Similar properties are expected to hold in models that allow for heritable variation in other traits that affect the coalescent effective population size, such as sex ratio or fecundity and survival schedules. PMID:19433628

  7. Robust LOD scores for variance component-based linkage analysis.

    Science.gov (United States)

    Blangero, J; Williams, J T; Almasy, L

    2000-01-01

    The variance component method is now widely used for linkage analysis of quantitative traits. Although this approach offers many advantages, the importance of the underlying assumption of multivariate normality of the trait distribution within pedigrees has not been studied extensively. Simulation studies have shown that traits with leptokurtic distributions yield linkage test statistics that exhibit excessive Type I error when analyzed naively. We derive analytical formulae relating the deviation from the expected asymptotic distribution of the lod score to the kurtosis and total heritability of the quantitative trait. A simple correction constant yields a robust lod score for any deviation from normality and for any pedigree structure, and effectively eliminates the problem of inflated Type I error due to misspecification of the underlying probability model in variance component-based linkage analysis.

  8. Replica approach to mean-variance portfolio optimization

    Science.gov (United States)

    Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre

    2016-12-01

    We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r  =  N/T  optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.

  9. CPI Bias in Korea

    Directory of Open Access Journals (Sweden)

    Chul Chung

    2007-12-01

    Full Text Available We estimate the CPI bias in Korea by employing the approach of Engel’s Law as suggested by Hamilton (2001. This paper is the first attempt to estimate the bias using Korean panel data, Korean Labor and Income Panel Study(KLIPS. Following Hamilton’s model with non­linear specification correction, our estimation result shows that the cumulative CPI bias over the sample period (2000-2005 was 0.7 percent annually. This CPI bias implies that about 21 percent of the inflation rate during the period can be attributed to the bias. In light of purchasing power parity, we provide an interpretation of the estimated bias.

  10. Male-biased recombination in odonates: insights from a linkage map ...

    Indian Academy of Sciences (India)

    2013-04-05

    Apr 5, 2013 ... Male-biased recombination in odonates: insights from a linkage map of the damselfly ... particular, odonates are emerging model systems for biotic effects of .... sex with highest variance in reproductive success (Trivers. 1988).

  11. Variance Component Selection With Applications to Microbiome Taxonomic Data

    Directory of Open Access Journals (Sweden)

    Jing Zhai

    2018-03-01

    Full Text Available High-throughput sequencing technology has enabled population-based studies of the role of the human microbiome in disease etiology and exposure response. Microbiome data are summarized as counts or composition of the bacterial taxa at different taxonomic levels. An important problem is to identify the bacterial taxa that are associated with a response. One method is to test the association of specific taxon with phenotypes in a linear mixed effect model, which incorporates phylogenetic information among bacterial communities. Another type of approaches consider all taxa in a joint model and achieves selection via penalization method, which ignores phylogenetic information. In this paper, we consider regression analysis by treating bacterial taxa at different level as multiple random effects. For each taxon, a kernel matrix is calculated based on distance measures in the phylogenetic tree and acts as one variance component in the joint model. Then taxonomic selection is achieved by the lasso (least absolute shrinkage and selection operator penalty on variance components. Our method integrates biological information into the variable selection problem and greatly improves selection accuracies. Simulation studies demonstrate the superiority of our methods versus existing methods, for example, group-lasso. Finally, we apply our method to a longitudinal microbiome study of Human Immunodeficiency Virus (HIV infected patients. We implement our method using the high performance computing language Julia. Software and detailed documentation are freely available at https://github.com/JingZhai63/VCselection.

  12. Minimum variance and variance of outgoing quality limit MDS-1(c1, c2) plans

    Science.gov (United States)

    Raju, C.; Vidya, R.

    2016-06-01

    In this article, the outgoing quality (OQ) and total inspection (TI) of multiple deferred state sampling plans MDS-1(c1,c2) are studied. It is assumed that the inspection is rejection rectification. Procedures for designing MDS-1(c1,c2) sampling plans with minimum variance of OQ and TI are developed. A procedure for obtaining a plan for a designated upper limit for the variance of the OQ (VOQL) is outlined.

  13. Spectral analysis of mammographic images using a multitaper method

    International Nuclear Information System (INIS)

    Wu Gang; Mainprize, James G.; Yaffe, Martin J.

    2012-01-01

    Purpose: Power spectral analysis in radiographic images is conventionally performed using a windowed overlapping averaging periodogram. This study describes an alternative approach using a multitaper technique and compares its performance with that of the standard method. This tool will be valuable in power spectrum estimation of images, whose content deviates significantly from uniform white noise. The performance of the multitaper approach will be evaluated in terms of spectral stability, variance reduction, bias, and frequency precision. The ultimate goal is the development of a useful tool for image quality assurance. Methods: A multitaper approach uses successive data windows of increasing order. This mitigates spectral leakage allowing one to calculate a reduced-variance power spectrum. The multitaper approach will be compared with the conventional power spectrum method in several typical situations, including the noise power spectra (NPS) measurements of simulated projection images of a uniform phantom, NPS measurement of real detector images of a uniform phantom for two clinical digital mammography systems, and the estimation of the anatomic noise in mammographic images (simulated images and clinical mammograms). Results: Examination of spectrum variance versus frequency resolution and bias indicates that the multitaper approach is superior to the conventional single taper methods in the prevention of spectrum leakage and variance reduction. More than four times finer frequency precision can be achieved with equivalent or less variance and bias. Conclusions: Without any shortening of the image data length, the bias is smaller and the frequency resolution is higher with the multitaper method, and the need to compromise in the choice of regions of interest size to balance between the reduction of variance and the loss of frequency resolution is largely eliminated.

  14. Examining sources of bias in radiocarbon ages of New Zealand Kiore

    Energy Technology Data Exchange (ETDEWEB)

    Beavan, N.R.; Sparks, R.J. [Institute of Geological and Nuclear Sciences, (New Zealand). Rafter Radiocarbon Laboratory

    1997-12-31

    Recent AMS dates for the Pacific rat (Rattus exulans / Kiore) from natural and archaeological sites are significantly older than the generally accepted time for human arrival in New Zealand. Because Rattus exulans is recognized as a human commensal for Polynesian colonization in Oceania, radiocarbon ages for Kiore could be used as an indicator of earliest human contact with New Zealand. A strictly chronological interpretation of the radiocarbon ages assembled, though, raises serious questions about this arrival time. Therefore, factors that could affect the age determinations were also examined. A research programme in progress at the Rafter Radiocarbon Laboratory aims to identify the range and influence of natural bias and variance in radiocarbon ages in kiore bone samples. It was found that the main factors that could bias these ages were the incomplete removal of contaminants by the current bone preparation methods, and dietary carbon reservoir effects. Preliminary results of the various analytical techniques employed are presented.

  15. Assessment of ulnar variance: a radiological investigation in a Dutch population

    Energy Technology Data Exchange (ETDEWEB)

    Schuurman, A.H. [Dept. of Plastic, Reconstructive and Hand Surgery, University Medical Centre, Utrecht (Netherlands); Dept. of Plastic Surgery, University Medical Centre, Utrecht (Netherlands); Maas, M.; Dijkstra, P.F. [Dept. of Radiology, Univ. of Amsterdam (Netherlands); Kauer, J.M.G. [Dept. of Anatomy and Embryology, Univ. of Nijmegen (Netherlands)

    2001-11-01

    Objective: A radiological study was performed to evaluate ulnar variance in 68 Dutch patients using an electronic digitizer compared with Palmer's concentric circle method. Using the digitizer method only, the effect of different wrist positions and grip on ulnar variance was then investigated. Finally the distribution of ulnar variance in the selected patients was investigated also using the digitizer method. Design and patients: All radiographs were performed with the wrist in a standard zero-rotation position (posteroanterior) and in supination (anteroposterior). Palmer's concentric circle method and an electronic digitizer connected to a personal computer were used to measure ulnar variance. The digitizer consists of a Plexiglas plate with an electronically activated grid beneath it. A radiograph is placed on the plate and a cursor activates a point on the grid. Three plots are marked on the radius and one plot on the most distal part of the ulnar head. The digitizer then determines the difference between a radius passing through the radius plots and the ulnar plot. Results and conclusions: Using the concentric circle method we found an ulna plus predominance, but an ulna minus predominance when using the digitizer method. Overall the ulnar variance distribution for Palmer's method was 41.9% ulna plus, 25.7% neutral and 32.4% ulna minus variance, and for the digitizer method was 40.4% ulna plus, 1.5% neutral and 58.1% ulna minus. The percentage ulnar variance greater than 1 mm on standard radiographs increased from 23% to 58% using the digitizer, with maximum grip, clearly demonstrating the (dynamic) effect of grip on ulnar variance. This almost threefold increase was found to be a significant difference. Significant differences were found between ulnar variance when different wrist positions were compared. (orig.)

  16. Automatic segmentation for brain MR images via a convex optimized segmentation and bias field correction coupled model.

    Science.gov (United States)

    Chen, Yunjie; Zhao, Bo; Zhang, Jianwei; Zheng, Yuhui

    2014-09-01

    Accurate segmentation of magnetic resonance (MR) images remains challenging mainly due to the intensity inhomogeneity, which is also commonly known as bias field. Recently active contour models with geometric information constraint have been applied, however, most of them deal with the bias field by using a necessary pre-processing step before segmentation of MR data. This paper presents a novel automatic variational method, which can segment brain MR images meanwhile correcting the bias field when segmenting images with high intensity inhomogeneities. We first define a function for clustering the image pixels in a smaller neighborhood. The cluster centers in this objective function have a multiplicative factor that estimates the bias within the neighborhood. In order to reduce the effect of the noise, the local intensity variations are described by the Gaussian distributions with different means and variances. Then, the objective functions are integrated over the entire domain. In order to obtain the global optimal and make the results independent of the initialization of the algorithm, we reconstructed the energy function to be convex and calculated it by using the Split Bregman theory. A salient advantage of our method is that its result is independent of initialization, which allows robust and fully automated application. Our method is able to estimate the bias of quite general profiles, even in 7T MR images. Moreover, our model can also distinguish regions with similar intensity distribution with different variances. The proposed method has been rigorously validated with images acquired on variety of imaging modalities with promising results. Copyright © 2014 Elsevier Inc. All rights reserved.

  17. Estimation of noise-free variance to measure heterogeneity.

    Directory of Open Access Journals (Sweden)

    Tilo Winkler

    Full Text Available Variance is a statistical parameter used to characterize heterogeneity or variability in data sets. However, measurements commonly include noise, as random errors superimposed to the actual value, which may substantially increase the variance compared to a noise-free data set. Our aim was to develop and validate a method to estimate noise-free spatial heterogeneity of pulmonary perfusion using dynamic positron emission tomography (PET scans. On theoretical grounds, we demonstrate a linear relationship between the total variance of a data set derived from averages of n multiple measurements, and the reciprocal of n. Using multiple measurements with varying n yields estimates of the linear relationship including the noise-free variance as the constant parameter. In PET images, n is proportional to the number of registered decay events, and the variance of the image is typically normalized by the square of its mean value yielding a coefficient of variation squared (CV(2. The method was evaluated with a Jaszczak phantom as reference spatial heterogeneity (CV(r(2 for comparison with our estimate of noise-free or 'true' heterogeneity (CV(t(2. We found that CV(t(2 was only 5.4% higher than CV(r2. Additional evaluations were conducted on 38 PET scans of pulmonary perfusion using (13NN-saline injection. The mean CV(t(2 was 0.10 (range: 0.03-0.30, while the mean CV(2 including noise was 0.24 (range: 0.10-0.59. CV(t(2 was in average 41.5% of the CV(2 measured including noise (range: 17.8-71.2%. The reproducibility of CV(t(2 was evaluated using three repeated PET scans from five subjects. Individual CV(t(2 were within 16% of each subject's mean and paired t-tests revealed no difference among the results from the three consecutive PET scans. In conclusion, our method provides reliable noise-free estimates of CV(t(2 in PET scans, and may be useful for similar statistical problems in experimental data.

  18. A Monte Carlo Study of Levene's Test of Homogeneity of Variance: Empirical Frequencies of Type I Error in Normal Distributions.

    Science.gov (United States)

    Neel, John H.; Stallings, William M.

    An influential statistics test recommends a Levene text for homogeneity of variance. A recent note suggests that Levene's test is upwardly biased for small samples. Another report shows inflated Alpha estimates and low power. Neither study utilized more than two sample sizes. This Monte Carlo study involved sampling from a normal population for…

  19. Modality-Driven Classification and Visualization of Ensemble Variance

    Energy Technology Data Exchange (ETDEWEB)

    Bensema, Kevin; Gosink, Luke; Obermaier, Harald; Joy, Kenneth I.

    2016-10-01

    Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space. While this approach helps address conceptual and parametric uncertainties, the ensemble datasets produced by this technique present a special challenge to visualization researchers as the ensemble dataset records a distribution of possible values for each location in the domain. Contemporary visualization approaches that rely solely on summary statistics (e.g., mean and variance) cannot convey the detailed information encoded in ensemble distributions that are paramount to ensemble analysis; summary statistics provide no information about modality classification and modality persistence. To address this problem, we propose a novel technique that classifies high-variance locations based on the modality of the distribution of ensemble predictions. Additionally, we develop a set of confidence metrics to inform the end-user of the quality of fit between the distribution at a given location and its assigned class. We apply a similar method to time-varying ensembles to illustrate the relationship between peak variance and bimodal or multimodal behavior. These classification schemes enable a deeper understanding of the behavior of the ensemble members by distinguishing between distributions that can be described by a single tendency and distributions which reflect divergent trends in the ensemble.

  20. Method agreement between measuring of boar sperm concentration using Makler chamber and photometer

    OpenAIRE

    Mrkun Janko; Kosec M.; Zakošek Maja; Zrimšek Petra

    2007-01-01

    Determination of boar sperm concentration using a photometer is used routinely by many artificial insemination (AI) laboratories. The agreement between determining sperm concentration using Makler chamber and a photometer has been assessed. Method agreement was evaluated on the basis of scatter plots with Deming regression line, absolute bias plots with limits of agreement, and relative bias plots. Coefficients of variance for the Makler chamber and a photometer were calculated as 6.575+3.461...

  1. Visual SLAM Using Variance Grid Maps

    Science.gov (United States)

    Howard, Andrew B.; Marks, Tim K.

    2011-01-01

    An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance

  2. Markov bridges, bisection and variance reduction

    DEFF Research Database (Denmark)

    Asmussen, Søren; Hobolth, Asger

    . In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented......Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints...

  3. The value of travel time variance

    OpenAIRE

    Fosgerau, Mogens; Engelson, Leonid

    2010-01-01

    This paper considers the value of travel time variability under scheduling preferences that are de�fined in terms of linearly time-varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can free...

  4. Sampler bias -- Phase 1

    International Nuclear Information System (INIS)

    Blanchard, R.J.

    1995-01-01

    This documents Phase 1 determinations on sampler induced bias for four sampler types used in tank characterization. Each sampler, grab sampler or bottle-on-a-string, auger sampler, sludge sampler and universal sampler, is briefly discussed and their physical limits noted. Phase 2 of this document will define additional testing and analysis to further define Sampler Bias

  5. Photovoltaic Bias Generator

    Science.gov (United States)

    2018-02-01

    Department of the Army position unless so designated by other authorized documents. Citation of manufacturer’s or trade names does not constitute an... Interior view of the photovoltaic bias generator showing wrapped-wire side of circuit board...3 Fig. 4 Interior view of the photovoltaic bias generator showing component side of circuit board

  6. Biases in categorization

    NARCIS (Netherlands)

    Das-Smaal, E.A.

    1990-01-01

    On what grounds can we conclude that an act of categorization is biased? In this chapter, it is contended that in the absence of objective norms of what categories actually are, biases in categorization can only be specified in relation to theoretical understandings of categorization. Therefore, the

  7. Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting

    Directory of Open Access Journals (Sweden)

    Stanislav Anatolyev

    2015-08-01

    Full Text Available Estimation of GARCH models can be simplified by augmenting quasi-maximum likelihood (QML estimation with variance targeting, which reduces the degree of parameterization and facilitates estimation. We compare the two approaches and investigate, via simulations, how non-normality features of the return distribution affect the quality of estimation of the volatility equation and corresponding value-at-risk predictions. We find that most GARCH coefficients and associated predictions are more precisely estimated when no variance targeting is employed. Bias properties are exacerbated for a heavier-tailed distribution of standardized returns, while the distributional asymmetry has little or moderate impact, these phenomena tending to be more pronounced under variance targeting. Some effects further intensify if one uses ML based on a leptokurtic distribution in place of normal QML. The sample size has also a more favorable effect on estimation precision when no variance targeting is used. Thus, if computational costs are not prohibitive, variance targeting should probably be avoided.

  8. Analysis of conditional genetic effects and variance components in developmental genetics.

    Science.gov (United States)

    Zhu, J

    1995-12-01

    A genetic model with additive-dominance effects and genotype x environment interactions is presented for quantitative traits with time-dependent measures. The genetic model for phenotypic means at time t conditional on phenotypic means measured at previous time (t-1) is defined. Statistical methods are proposed for analyzing conditional genetic effects and conditional genetic variance components. Conditional variances can be estimated by minimum norm quadratic unbiased estimation (MINQUE) method. An adjusted unbiased prediction (AUP) procedure is suggested for predicting conditional genetic effects. A worked example from cotton fruiting data is given for comparison of unconditional and conditional genetic variances and additive effects.

  9. Parameter uncertainty effects on variance-based sensitivity analysis

    International Nuclear Information System (INIS)

    Yu, W.; Harris, T.J.

    2009-01-01

    In the past several years there has been considerable commercial and academic interest in methods for variance-based sensitivity analysis. The industrial focus is motivated by the importance of attributing variance contributions to input factors. A more complete understanding of these relationships enables companies to achieve goals related to quality, safety and asset utilization. In a number of applications, it is possible to distinguish between two types of input variables-regressive variables and model parameters. Regressive variables are those that can be influenced by process design or by a control strategy. With model parameters, there are typically no opportunities to directly influence their variability. In this paper, we propose a new method to perform sensitivity analysis through a partitioning of the input variables into these two groupings: regressive variables and model parameters. A sequential analysis is proposed, where first an sensitivity analysis is performed with respect to the regressive variables. In the second step, the uncertainty effects arising from the model parameters are included. This strategy can be quite useful in understanding process variability and in developing strategies to reduce overall variability. When this method is used for nonlinear models which are linear in the parameters, analytical solutions can be utilized. In the more general case of models that are nonlinear in both the regressive variables and the parameters, either first order approximations can be used, or numerically intensive methods must be used

  10. Exploring variance in residential electricity consumption: Household features and building properties

    International Nuclear Information System (INIS)

    Bartusch, Cajsa; Odlare, Monica; Wallin, Fredrik; Wester, Lars

    2012-01-01

    Highlights: ► Statistical analysis of variance are of considerable value in identifying key indicators for policy update. ► Variance in residential electricity use is partly explained by household features. ► Variance in residential electricity use is partly explained by building properties. ► Household behavior has a profound impact on individual electricity use. -- Abstract: Improved means of controlling electricity consumption plays an important part in boosting energy efficiency in the Swedish power market. Developing policy instruments to that end requires more in-depth statistics on electricity use in the residential sector, among other things. The aim of the study has accordingly been to assess the extent of variance in annual electricity consumption in single-family homes as well as to estimate the impact of household features and building properties in this respect using independent samples t-tests and one-way as well as univariate independent samples analyses of variance. Statistically significant variances associated with geographic area, heating system, number of family members, family composition, year of construction, electric water heater and electric underfloor heating have been established. The overall result of the analyses is nevertheless that variance in residential electricity consumption cannot be fully explained by independent variables related to household and building characteristics alone. As for the methodological approach, the results further suggest that methods for statistical analysis of variance are of considerable value in indentifying key indicators for policy update and development.

  11. A proxy for variance in dense matching over homogeneous terrain

    Science.gov (United States)

    Altena, Bas; Cockx, Liesbet; Goedemé, Toon

    2014-05-01

    variance in intensity, the topography was reconstructed entirely. This indicates that to a large extent interpolation was applied. To assess this amount of interpolation processing is done with imagery which is gradually downgraded. Through linking these products with the variance indicator (SNR) this results in a quantitative relation of the interpolation influence onto the topography estimation in respect to contrast. Our proposed method is capable of providing a clear indication of variance in reconstructions from UAV photogrammetry. This indicator has a practical advantage, as it can be implemented before the computational intensive matching phase. As such an acquired dataset can be tested in the field. If an area with too little contrast is identified, camera settings can be adjusted for a new flight, or additional measurements can be done through traditional means.

  12. A Misleading Review of Response Bias: Comment on McGrath, Mitchell, Kim, and Hough (2010)

    Science.gov (United States)

    Rohling, Martin L.; Larrabee, Glenn J.; Greiffenstein, Manfred F.; Ben-Porath, Yossef S.; Lees-Haley, Paul; Green, Paul; Greve, Kevin W.

    2011-01-01

    In the May 2010 issue of "Psychological Bulletin," R. E. McGrath, M. Mitchell, B. H. Kim, and L. Hough published an article entitled "Evidence for Response Bias as a Source of Error Variance in Applied Assessment" (pp. 450-470). They argued that response bias indicators used in a variety of settings typically have insufficient data to support such…

  13. The derivative based variance sensitivity analysis for the distribution parameters and its computation

    International Nuclear Information System (INIS)

    Wang, Pan; Lu, Zhenzhou; Ren, Bo; Cheng, Lei

    2013-01-01

    The output variance is an important measure for the performance of a structural system, and it is always influenced by the distribution parameters of inputs. In order to identify the influential distribution parameters and make it clear that how those distribution parameters influence the output variance, this work presents the derivative based variance sensitivity decomposition according to Sobol′s variance decomposition, and proposes the derivative based main and total sensitivity indices. By transforming the derivatives of various orders variance contributions into the form of expectation via kernel function, the proposed main and total sensitivity indices can be seen as the “by-product” of Sobol′s variance based sensitivity analysis without any additional output evaluation. Since Sobol′s variance based sensitivity indices have been computed efficiently by the sparse grid integration method, this work also employs the sparse grid integration method to compute the derivative based main and total sensitivity indices. Several examples are used to demonstrate the rationality of the proposed sensitivity indices and the accuracy of the applied method

  14. Identifying misbehaving models using baseline climate variance

    Science.gov (United States)

    Schultz, Colin

    2011-06-01

    The majority of projections made using general circulation models (GCMs) are conducted to help tease out the effects on a region, or on the climate system as a whole, of changing climate dynamics. Sun et al., however, used model runs from 20 different coupled atmosphere-ocean GCMs to try to understand a different aspect of climate projections: how bias correction, model selection, and other statistical techniques might affect the estimated outcomes. As a case study, the authors focused on predicting the potential change in precipitation for the Murray-Darling Basin (MDB), a 1-million- square- kilometer area in southeastern Australia that suffered a recent decade of drought that left many wondering about the potential impacts of climate change on this important agricultural region. The authors first compared the precipitation predictions made by the models with 107 years of observations, and they then made bias corrections to adjust the model projections to have the same statistical properties as the observations. They found that while the spread of the projected values was reduced, the average precipitation projection for the end of the 21st century barely changed. Further, the authors determined that interannual variations in precipitation for the MDB could be explained by random chance, where the precipitation in a given year was independent of that in previous years.

  15. Large scale gene expression meta-analysis reveals tissue-specific, sex-biased gene expression in humans

    Directory of Open Access Journals (Sweden)

    Benjamin Mayne

    2016-10-01

    Full Text Available The severity and prevalence of many diseases are known to differ between the sexes. Organ specific sex-biased gene expression may underpin these and other sexually dimorphic traits. To further our understanding of sex differences in transcriptional regulation, we performed meta-analyses of sex biased gene expression in multiple human tissues. We analysed 22 publicly available human gene expression microarray data sets including over 2500 samples from 15 different tissues and 9 different organs. Briefly, by using an inverse-variance method we determined the effect size difference of gene expression between males and females. We found the greatest sex differences in gene expression in the brain, specifically in the anterior cingulate cortex, (1818 genes, followed by the heart (375 genes, kidney (224 genes, colon (218 genes and thyroid (163 genes. More interestingly, we found different parts of the brain with varying numbers and identity of sex-biased genes, indicating that specific cortical regions may influence sexually dimorphic traits. The majority of sex-biased genes in other tissues such as the bladder, liver, lungs and pancreas were on the sex chromosomes or involved in sex hormone production. On average in each tissue, 32% of autosomal genes that were expressed in a sex-biased fashion contained androgen or estrogen hormone response elements. Interestingly, across all tissues, we found approximately two-thirds of autosomal genes that were sex-biased were not under direct influence of sex hormones. To our knowledge this is the largest analysis of sex-biased gene expression in human tissues to date. We identified many sex-biased genes that were not under the direct influence of sex chromosome genes or sex hormones. These may provide targets for future development of sex-specific treatments for diseases.

  16. Analysis of Variance in Statistical Image Processing

    Science.gov (United States)

    Kurz, Ludwik; Hafed Benteftifa, M.

    1997-04-01

    A key problem in practical image processing is the detection of specific features in a noisy image. Analysis of variance (ANOVA) techniques can be very effective in such situations, and this book gives a detailed account of the use of ANOVA in statistical image processing. The book begins by describing the statistical representation of images in the various ANOVA models. The authors present a number of computationally efficient algorithms and techniques to deal with such problems as line, edge, and object detection, as well as image restoration and enhancement. By describing the basic principles of these techniques, and showing their use in specific situations, the book will facilitate the design of new algorithms for particular applications. It will be of great interest to graduate students and engineers in the field of image processing and pattern recognition.

  17. Variance Risk Premia on Stocks and Bonds

    DEFF Research Database (Denmark)

    Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea

    We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...

  18. The value of travel time variance

    DEFF Research Database (Denmark)

    Fosgerau, Mogens; Engelson, Leonid

    2011-01-01

    This paper considers the value of travel time variability under scheduling preferences that are defined in terms of linearly time varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability...... that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can freely choose departure time and to travellers who use a scheduled service with fixed headway. Depending...... on parameters, travellers may be risk averse or risk seeking and the value of travel time may increase or decrease in the mean travel time....

  19. Bias aware Kalman filters

    DEFF Research Database (Denmark)

    Drecourt, J.-P.; Madsen, H.; Rosbjerg, Dan

    2006-01-01

    This paper reviews two different approaches that have been proposed to tackle the problems of model bias with the Kalman filter: the use of a colored noise model and the implementation of a separate bias filter. Both filters are implemented with and without feedback of the bias into the model state....... The colored noise filter formulation is extended to correct both time correlated and uncorrelated model error components. A more stable version of the separate filter without feedback is presented. The filters are implemented in an ensemble framework using Latin hypercube sampling. The techniques...... are illustrated on a simple one-dimensional groundwater problem. The results show that the presented filters outperform the standard Kalman filter and that the implementations with bias feedback work in more general conditions than the implementations without feedback. 2005 Elsevier Ltd. All rights reserved....

  20. Biases in casino betting

    Directory of Open Access Journals (Sweden)

    James Sundali

    2006-07-01

    Full Text Available We examine two departures of individual perceptions of randomness from probability theory: the hot hand and the gambler's fallacy, and their respective opposites. This paper's first contribution is to use data from the field (individuals playing roulette in a casino to demonstrate the existence and impact of these biases that have been previously documented in the lab. Decisions in the field are consistent with biased beliefs, although we observe significant individual heterogeneity in the population. A second contribution is to separately identify these biases within a given individual, then to examine their within-person correlation. We find a positive and significant correlation across individuals between hot hand and gambler's fallacy biases, suggesting a common (root cause of the two related errors. We speculate as to the source of this correlation (locus of control, and suggest future research which could test this speculation.

  1. Introduction to Unconscious Bias

    Science.gov (United States)

    Schmelz, Joan T.

    2010-05-01

    We all have biases, and we are (for the most part) unaware of them. In general, men and women BOTH unconsciously devalue the contributions of women. This can have a detrimental effect on grant proposals, job applications, and performance reviews. Sociology is way ahead of astronomy in these studies. When evaluating identical application packages, male and female University psychology professors preferred 2:1 to hire "Brian” over "Karen” as an assistant professor. When evaluating a more experienced record (at the point of promotion to tenure), reservations were expressed four times more often when the name was female. This unconscious bias has a repeated negative effect on Karen's career. This talk will introduce the concept of unconscious bias and also give recommendations on how to address it using an example for a faculty search committee. The process of eliminating unconscious bias begins with awareness, then moves to policy and practice, and ends with accountability.

  2. Kriging with Unknown Variance Components for Regional Ionospheric Reconstruction

    Directory of Open Access Journals (Sweden)

    Ling Huang

    2017-02-01

    Full Text Available Ionospheric delay effect is a critical issue that limits the accuracy of precise Global Navigation Satellite System (GNSS positioning and navigation for single-frequency users, especially in mid- and low-latitude regions where variations in the ionosphere are larger. Kriging spatial interpolation techniques have been recently introduced to model the spatial correlation and variability of ionosphere, which intrinsically assume that the ionosphere field is stochastically stationary but does not take the random observational errors into account. In this paper, by treating the spatial statistical information on ionosphere as prior knowledge and based on Total Electron Content (TEC semivariogram analysis, we use Kriging techniques to spatially interpolate TEC values. By assuming that the stochastic models of both the ionospheric signals and measurement errors are only known up to some unknown factors, we propose a new Kriging spatial interpolation method with unknown variance components for both the signals of ionosphere and TEC measurements. Variance component estimation has been integrated with Kriging to reconstruct regional ionospheric delays. The method has been applied to data from the Crustal Movement Observation Network of China (CMONOC and compared with the ordinary Kriging and polynomial interpolations with spherical cap harmonic functions, polynomial functions and low-degree spherical harmonic functions. The statistics of results indicate that the daily ionospheric variations during the experimental period characterized by the proposed approach have good agreement with the other methods, ranging from 10 to 80 TEC Unit (TECU, 1 TECU = 1 × 1016 electrons/m2 with an overall mean of 28.2 TECU. The proposed method can produce more appropriate estimations whose general TEC level is as smooth as the ordinary Kriging but with a smaller standard deviation around 3 TECU than others. The residual results show that the interpolation precision of the

  3. Australia's Bond Home Bias

    OpenAIRE

    Anil V. Mishra; Umaru B. Conteh

    2014-01-01

    This paper constructs the float adjusted measure of home bias and explores the determinants of bond home bias by employing the International Monetary Fund's high quality dataset (2001 to 2009) on cross-border bond investment. The paper finds that Australian investors' prefer investing in countries with higher economic development and more developed bond markets. Exchange rate volatility appears to be an impediment for cross-border bond investment. Investors prefer investing in countries with ...

  4. Apparent directional selection by biased pleiotropic mutation.

    Science.gov (United States)

    Tanaka, Yoshinari

    2010-07-01

    Pleiotropic effects of deleterious mutations are considered to be among the factors responsible for genetic constraints on evolution by long-term directional selection acting on a quantitative trait. If pleiotropic phenotypic effects are biased in a particular direction, mutations generate apparent directional selection, which refers to the covariance between fitness and the trait owing to a linear association between the number of mutations possessed by individuals and the genotypic values of the trait. The present analysis has shown how the equilibrium mean value of the trait is determined by a balance between directional selection and biased pleiotropic mutations. Assuming that genes act additively both on the trait and on fitness, the total variance-standardized directional selection gradient was decomposed into apparent and true components. Experimental data on mutation bias from the bristle traits of Drosophila and life history traits of Daphnia suggest that apparent selection explains a small but significant fraction of directional selection pressure that is observed in nature; the data suggest that changes induced in a trait by biased pleiotropic mutation (i.e., by apparent directional selection) are easily compensated for by (true) directional selection.

  5. 76 FR 78698 - Proposed Revocation of Permanent Variances

    Science.gov (United States)

    2011-12-19

    ... Administration (``OSHA'' or ``the Agency'') granted permanent variances to 24 companies engaged in the... DEPARTMENT OF LABOR Occupational Safety and Health Administration [Docket No. OSHA-2011-0054] Proposed Revocation of Permanent Variances AGENCY: Occupational Safety and Health Administration (OSHA...

  6. variance components and genetic parameters for live weight

    African Journals Online (AJOL)

    admin

    Against this background the present study estimated the (co)variance .... Starting values for the (co)variance components of two-trait models were ..... Estimates of genetic parameters for weaning weight of beef accounting for direct-maternal.

  7. Variance decomposition-based sensitivity analysis via neural networks

    International Nuclear Information System (INIS)

    Marseguerra, Marzio; Masini, Riccardo; Zio, Enrico; Cojazzi, Giacomo

    2003-01-01

    This paper illustrates a method for efficiently performing multiparametric sensitivity analyses of the reliability model of a given system. These analyses are of great importance for the identification of critical components in highly hazardous plants, such as the nuclear or chemical ones, thus providing significant insights for their risk-based design and management. The technique used to quantify the importance of a component parameter with respect to the system model is based on a classical decomposition of the variance. When the model of the system is realistically complicated (e.g. by aging, stand-by, maintenance, etc.), its analytical evaluation soon becomes impractical and one is better off resorting to Monte Carlo simulation techniques which, however, could be computationally burdensome. Therefore, since the variance decomposition method requires a large number of system evaluations, each one to be performed by Monte Carlo, the need arises for possibly substituting the Monte Carlo simulation model with a fast, approximated, algorithm. Here we investigate an approach which makes use of neural networks appropriately trained on the results of a Monte Carlo system reliability/availability evaluation to quickly provide with reasonable approximation, the values of the quantities of interest for the sensitivity analyses. The work was a joint effort between the Department of Nuclear Engineering of the Polytechnic of Milan, Italy, and the Institute for Systems, Informatics and Safety, Nuclear Safety Unit of the Joint Research Centre in Ispra, Italy which sponsored the project

  8. Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability

    DEFF Research Database (Denmark)

    Rombouts, Jerome V.K.; Stentoft, Lars; Violante, Francesco

    We develop a joint framework linking the physical variance and its risk neutral expectation implying variance risk premia that are persistent, appropriately reacting to changes in level and variability of the variance and naturally satisfying the sign constraint. Using option market data and real...... events and only marginally by the premium associated with normal price fluctuations....

  9. Bias-Correction in Vector Autoregressive Models: A Simulation Study

    Directory of Open Access Journals (Sweden)

    Tom Engsted

    2014-03-01

    Full Text Available We analyze the properties of various methods for bias-correcting parameter estimates in both stationary and non-stationary vector autoregressive models. First, we show that two analytical bias formulas from the existing literature are in fact identical. Next, based on a detailed simulation study, we show that when the model is stationary this simple bias formula compares very favorably to bootstrap bias-correction, both in terms of bias and mean squared error. In non-stationary models, the analytical bias formula performs noticeably worse than bootstrapping. Both methods yield a notable improvement over ordinary least squares. We pay special attention to the risk of pushing an otherwise stationary model into the non-stationary region of the parameter space when correcting for bias. Finally, we consider a recently proposed reduced-bias weighted least squares estimator, and we find that it compares very favorably in non-stationary models.

  10. An Empirical Temperature Variance Source Model in Heated Jets

    Science.gov (United States)

    Khavaran, Abbas; Bridges, James

    2012-01-01

    An acoustic analogy approach is implemented that models the sources of jet noise in heated jets. The equivalent sources of turbulent mixing noise are recognized as the differences between the fluctuating and Favre-averaged Reynolds stresses and enthalpy fluxes. While in a conventional acoustic analogy only Reynolds stress components are scrutinized for their noise generation properties, it is now accepted that a comprehensive source model should include the additional entropy source term. Following Goldstein s generalized acoustic analogy, the set of Euler equations are divided into two sets of equations that govern a non-radiating base flow plus its residual components. When the base flow is considered as a locally parallel mean flow, the residual equations may be rearranged to form an inhomogeneous third-order wave equation. A general solution is written subsequently using a Green s function method while all non-linear terms are treated as the equivalent sources of aerodynamic sound and are modeled accordingly. In a previous study, a specialized Reynolds-averaged Navier-Stokes (RANS) solver was implemented to compute the variance of thermal fluctuations that determine the enthalpy flux source strength. The main objective here is to present an empirical model capable of providing a reasonable estimate of the stagnation temperature variance in a jet. Such a model is parameterized as a function of the mean stagnation temperature gradient in the jet, and is evaluated using commonly available RANS solvers. The ensuing thermal source distribution is compared with measurements as well as computational result from a dedicated RANS solver that employs an enthalpy variance and dissipation rate model. Turbulent mixing noise predictions are presented for a wide range of jet temperature ratios from 1.0 to 3.20.

  11. Probability biases as Bayesian inference

    Directory of Open Access Journals (Sweden)

    Andre; C. R. Martins

    2006-11-01

    Full Text Available In this article, I will show how several observed biases in human probabilistic reasoning can be partially explained as good heuristics for making inferences in an environment where probabilities have uncertainties associated to them. Previous results show that the weight functions and the observed violations of coalescing and stochastic dominance can be understood from a Bayesian point of view. We will review those results and see that Bayesian methods should also be used as part of the explanation behind other known biases. That means that, although the observed errors are still errors under the be understood as adaptations to the solution of real life problems. Heuristics that allow fast evaluations and mimic a Bayesian inference would be an evolutionary advantage, since they would give us an efficient way of making decisions. %XX In that sense, it should be no surprise that humans reason with % probability as it has been observed.

  12. PWR Facility Dose Modeling Using MCNP5 and the CADIS/ADVANTG Variance-Reduction Methodology

    Energy Technology Data Exchange (ETDEWEB)

    Blakeman, Edward D [ORNL; Peplow, Douglas E. [ORNL; Wagner, John C [ORNL; Murphy, Brian D [ORNL; Mueller, Don [ORNL

    2007-09-01

    The feasibility of modeling a pressurized-water-reactor (PWR) facility and calculating dose rates at all locations within the containment and adjoining structures using MCNP5 with mesh tallies is presented. Calculations of dose rates resulting from neutron and photon sources from the reactor (operating and shut down for various periods) and the spent fuel pool, as well as for the photon source from the primary coolant loop, were all of interest. Identification of the PWR facility, development of the MCNP-based model and automation of the run process, calculation of the various sources, and development of methods for visually examining mesh tally files and extracting dose rates were all a significant part of the project. Advanced variance reduction, which was required because of the size of the model and the large amount of shielding, was performed via the CADIS/ADVANTG approach. This methodology uses an automatically generated three-dimensional discrete ordinates model to calculate adjoint fluxes from which MCNP weight windows and source bias parameters are generated. Investigative calculations were performed using a simple block model and a simplified full-scale model of the PWR containment, in which the adjoint source was placed in various regions. In general, it was shown that placement of the adjoint source on the periphery of the model provided adequate results for regions reasonably close to the source (e.g., within the containment structure for the reactor source). A modification to the CADIS/ADVANTG methodology was also studied in which a global adjoint source is weighted by the reciprocal of the dose response calculated by an earlier forward discrete ordinates calculation. This method showed improved results over those using the standard CADIS/ADVANTG approach, and its further investigation is recommended for future efforts.

  13. PWR Facility Dose Modeling Using MCNP5 and the CADIS/ADVANTG Variance-Reduction Methodology

    International Nuclear Information System (INIS)

    Blakeman, Edward D.; Peplow, Douglas E.; Wagner, John C.; Murphy, Brian D.; Mueller, Don

    2007-01-01

    The feasibility of modeling a pressurized-water-reactor (PWR) facility and calculating dose rates at all locations within the containment and adjoining structures using MCNP5 with mesh tallies is presented. Calculations of dose rates resulting from neutron and photon sources from the reactor (operating and shut down for various periods) and the spent fuel pool, as well as for the photon source from the primary coolant loop, were all of interest. Identification of the PWR facility, development of the MCNP-based model and automation of the run process, calculation of the various sources, and development of methods for visually examining mesh tally files and extracting dose rates were all a significant part of the project. Advanced variance reduction, which was required because of the size of the model and the large amount of shielding, was performed via the CADIS/ADVANTG approach. This methodology uses an automatically generated three-dimensional discrete ordinates model to calculate adjoint fluxes from which MCNP weight windows and source bias parameters are generated. Investigative calculations were performed using a simple block model and a simplified full-scale model of the PWR containment, in which the adjoint source was placed in various regions. In general, it was shown that placement of the adjoint source on the periphery of the model provided adequate results for regions reasonably close to the source (e.g., within the containment structure for the reactor source). A modification to the CADIS/ADVANTG methodology was also studied in which a global adjoint source is weighted by the reciprocal of the dose response calculated by an earlier forward discrete ordinates calculation. This method showed improved results over those using the standard CADIS/ADVANTG approach, and its further investigation is recommended for future efforts

  14. A New Approach for Predicting the Variance of Random Decrement Functions

    DEFF Research Database (Denmark)

    Asmussen, J. C.; Brincker, Rune

    mean Gaussian distributed processes the RD functions are proportional to the correlation functions of the processes. If a linear structur is loaded by Gaussian white noise the modal parameters can be extracted from the correlation funtions of the response, only. One of the weaknesses of the RD...... technique is that no consistent approach to estimate the variance of the RD functions is known. Only approximate relations are available, which can only be used under special conditions. The variance of teh RD functions contains valuable information about accuracy of the estimates. Furthermore, the variance...... can be used as basis for a decision about how many time lags from the RD funtions should be used in the modal parameter extraction procedure. This paper suggests a new method for estimating the variance of the RD functions. The method is consistent in the sense that the accuracy of the approach...

  15. A New Approach for Predicting the Variance of Random Decrement Functions

    DEFF Research Database (Denmark)

    Asmussen, J. C.; Brincker, Rune

    1998-01-01

    mean Gaussian distributed processes the RD functions are proportional to the correlation functions of the processes. If a linear structur is loaded by Gaussian white noise the modal parameters can be extracted from the correlation funtions of the response, only. One of the weaknesses of the RD...... technique is that no consistent approach to estimate the variance of the RD functions is known. Only approximate relations are available, which can only be used under special conditions. The variance of teh RD functions contains valuable information about accuracy of the estimates. Furthermore, the variance...... can be used as basis for a decision about how many time lags from the RD funtions should be used in the modal parameter extraction procedure. This paper suggests a new method for estimating the variance of the RD functions. The method is consistent in the sense that the accuracy of the approach...

  16. Principal component approach in variance component estimation for international sire evaluation

    Directory of Open Access Journals (Sweden)

    Jakobsen Jette

    2011-05-01

    Full Text Available Abstract Background The dairy cattle breeding industry is a highly globalized business, which needs internationally comparable and reliable breeding values of sires. The international Bull Evaluation Service, Interbull, was established in 1983 to respond to this need. Currently, Interbull performs multiple-trait across country evaluations (MACE for several traits and breeds in dairy cattle and provides international breeding values to its member countries. Estimating parameters for MACE is challenging since the structure of datasets and conventional use of multiple-trait models easily result in over-parameterized genetic covariance matrices. The number of parameters to be estimated can be reduced by taking into account only the leading principal components of the traits considered. For MACE, this is readily implemented in a random regression model. Methods This article compares two principal component approaches to estimate variance components for MACE using real datasets. The methods tested were a REML approach that directly estimates the genetic principal components (direct PC and the so-called bottom-up REML approach (bottom-up PC, in which traits are sequentially added to the analysis and the statistically significant genetic principal components are retained. Furthermore, this article evaluates the utility of the bottom-up PC approach to determine the appropriate rank of the (covariance matrix. Results Our study demonstrates the usefulness of both approaches and shows that they can be applied to large multi-country models considering all concerned countries simultaneously. These strategies can thus replace the current practice of estimating the covariance components required through a series of analyses involving selected subsets of traits. Our results support the importance of using the appropriate rank in the genetic (covariance matrix. Using too low a rank resulted in biased parameter estimates, whereas too high a rank did not result in

  17. Simulating publication bias

    DEFF Research Database (Denmark)

    Paldam, Martin

    is censoring: selection by the size of estimate; SR3 selects the optimal combination of fit and size; and SR4 selects the first satisficing result. The last four SRs are steered by priors and result in bias. The MST and the FAT-PET have been developed for detection and correction of such bias. The simulations......Economic research typically runs J regressions for each selected for publication – it is often selected as the ‘best’ of the regressions. The paper examines five possible meanings of the word ‘best’: SR0 is ideal selection with no bias; SR1 is polishing: selection by statistical fit; SR2...... are made by data variation, while the model is the same. It appears that SR0 generates narrow funnels much at odds with observed funnels, while the other four funnels look more realistic. SR1 to SR4 give the mean a substantial bias that confirms the prior causing the bias. The FAT-PET MRA works well...

  18. Enhancement of high-energy distribution tail in Monte Carlo semiconductor simulations using a Variance Reduction Scheme

    Directory of Open Access Journals (Sweden)

    Vincenza Di Stefano

    2009-11-01

    Full Text Available The Multicomb variance reduction technique has been introduced in the Direct Monte Carlo Simulation for submicrometric semiconductor devices. The method has been implemented in bulk silicon. The simulations show that the statistical variance of hot electrons is reduced with some computational cost. The method is efficient and easy to implement in existing device simulators.

  19. Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

    Directory of Open Access Journals (Sweden)

    Daheng Peng

    2017-10-01

    Full Text Available In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.

  20. Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

    OpenAIRE

    Daheng Peng; Fang Zhang

    2017-01-01

    In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.

  1. Automatic Bayes Factors for Testing Equality- and Inequality-Constrained Hypotheses on Variances.

    Science.gov (United States)

    Böing-Messing, Florian; Mulder, Joris

    2018-05-03

    In comparing characteristics of independent populations, researchers frequently expect a certain structure of the population variances. These expectations can be formulated as hypotheses with equality and/or inequality constraints on the variances. In this article, we consider the Bayes factor for testing such (in)equality-constrained hypotheses on variances. Application of Bayes factors requires specification of a prior under every hypothesis to be tested. However, specifying subjective priors for variances based on prior information is a difficult task. We therefore consider so-called automatic or default Bayes factors. These methods avoid the need for the user to specify priors by using information from the sample data. We present three automatic Bayes factors for testing variances. The first is a Bayes factor with equal priors on all variances, where the priors are specified automatically using a small share of the information in the sample data. The second is the fractional Bayes factor, where a fraction of the likelihood is used for automatic prior specification. The third is an adjustment of the fractional Bayes factor such that the parsimony of inequality-constrained hypotheses is properly taken into account. The Bayes factors are evaluated by investigating different properties such as information consistency and large sample consistency. Based on this evaluation, it is concluded that the adjusted fractional Bayes factor is generally recommendable for testing equality- and inequality-constrained hypotheses on variances.

  2. Measuring Agricultural Bias

    DEFF Research Database (Denmark)

    Jensen, Henning Tarp; Robinson, Sherman; Tarp, Finn

    The measurement issue is the key issue in the literature on trade policy-induced agri-cultural price incentive bias. This paper introduces a general equilibrium effective rate of protection (GE-ERP) measure, which extends and generalizes earlier partial equilibrium nominal protection measures...... shares and intersectoral linkages - are crucial for determining the sign and magnitude of trade policy bias. The GE-ERP measure is therefore uniquely suited to capture the full impact of trade policies on agricultural price incentives. A Monte Carlo procedure confirms that the results are robust....... For the 15 sample countries, the results indicate that the agricultural price incentive bias, which was generally perceived to exist during the 1980s, was largely eliminated during the 1990s. The results also demonstrate that general equilibrium effects and country-specific characteristics - including trade...

  3. Does neurocognitive function affect cognitive bias toward an emotional stimulus? Association between general attentional ability and attentional bias toward threat

    OpenAIRE

    Hakamata, Yuko; Matsui, Mie; Tagaya, Hirokuni

    2014-01-01

    Background: Although poorer cognitive performance has been found to be associated with anxiety, it remains unclear whether neurocognitive function affects biased cognitive processing toward emotional information. We investigated whether general cognitive function evaluated with a standard neuropsychological test predicts biased cognition, focusing on attentional bias toward threat. Methods: One hundred and five healthy young adults completed a dot-probe task measuring attentional bias and ...

  4. Worldwide variance in the potential utilization of Gamma Knife radiosurgery.

    Science.gov (United States)

    Hamilton, Travis; Dade Lunsford, L

    2016-12-01

    OBJECTIVE The role of Gamma Knife radiosurgery (GKRS) has expanded worldwide during the past 3 decades. The authors sought to evaluate whether experienced users vary in their estimate of its potential use. METHODS Sixty-six current Gamma Knife users from 24 countries responded to an electronic survey. They estimated the potential role of GKRS for benign and malignant tumors, vascular malformations, and functional disorders. These estimates were compared with published disease epidemiological statistics and the 2014 use reports provided by the Leksell Gamma Knife Society (16,750 cases). RESULTS Respondents reported no significant variation in the estimated use in many conditions for which GKRS is performed: meningiomas, vestibular schwannomas, and arteriovenous malformations. Significant variance in the estimated use of GKRS was noted for pituitary tumors, craniopharyngiomas, and cavernous malformations. For many current indications, the authors found significant variance in GKRS users based in the Americas, Europe, and Asia. Experts estimated that GKRS was used in only 8.5% of the 196,000 eligible cases in 2014. CONCLUSIONS Although there was a general worldwide consensus regarding many major indications for GKRS, significant variability was noted for several more controversial roles. This expert opinion survey also suggested that GKRS is significantly underutilized for many current diagnoses, especially in the Americas. Future studies should be conducted to investigate health care barriers to GKRS for many patients.

  5. Hidden temporal order unveiled in stock market volatility variance

    Directory of Open Access Journals (Sweden)

    Y. Shapira

    2011-06-01

    Full Text Available When analyzed by standard statistical methods, the time series of the daily return of financial indices appear to behave as Markov random series with no apparent temporal order or memory. This empirical result seems to be counter intuitive since investor are influenced by both short and long term past market behaviors. Consequently much effort has been devoted to unveil hidden temporal order in the market dynamics. Here we show that temporal order is hidden in the series of the variance of the stocks volatility. First we show that the correlation between the variances of the daily returns and means of segments of these time series is very large and thus cannot be the output of random series, unless it has some temporal order in it. Next we show that while the temporal order does not show in the series of the daily return, rather in the variation of the corresponding volatility series. More specifically, we found that the behavior of the shuffled time series is equivalent to that of a random time series, while that of the original time series have large deviations from the expected random behavior, which is the result of temporal structure. We found the same generic behavior in 10 different stock markets from 7 different countries. We also present analysis of specially constructed sequences in order to better understand the origin of the observed temporal order in the market sequences. Each sequence was constructed from segments with equal number of elements taken from algebraic distributions of three different slopes.

  6. MENENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL CONDITIONAL MEAN VARIANCE

    Directory of Open Access Journals (Sweden)

    I GEDE ERY NISCAHYANA

    2016-08-01

    Full Text Available When the returns of stock prices show the existence of autocorrelation and heteroscedasticity, then conditional mean variance models are suitable method to model the behavior of the stocks. In this thesis, the implementation of the conditional mean variance model to the autocorrelated and heteroscedastic return was discussed. The aim of this thesis was to assess the effect of the autocorrelated and heteroscedastic returns to the optimal solution of a portfolio. The margin of four stocks, Fortune Mate Indonesia Tbk (FMII.JK, Bank Permata Tbk (BNLI.JK, Suryamas Dutamakmur Tbk (SMDM.JK dan Semen Gresik Indonesia Tbk (SMGR.JK were estimated by GARCH(1,1 model with standard innovations following the standard normal distribution and the t-distribution.  The estimations were used to construct a portfolio. The portfolio optimal was found when the standard innovation used was t-distribution with the standard deviation of 1.4532 and the mean of 0.8023 consisting of 0.9429 (94% of FMII stock, 0.0473 (5% of  BNLI stock, 0% of SMDM stock, 1% of  SMGR stock.

  7. Mean-Variance-Validation Technique for Sequential Kriging Metamodels

    International Nuclear Information System (INIS)

    Lee, Tae Hee; Kim, Ho Sung

    2010-01-01

    The rigorous validation of the accuracy of metamodels is an important topic in research on metamodel techniques. Although a leave-k-out cross-validation technique involves a considerably high computational cost, it cannot be used to measure the fidelity of metamodels. Recently, the mean 0 validation technique has been proposed to quantitatively determine the accuracy of metamodels. However, the use of mean 0 validation criterion may lead to premature termination of a sampling process even if the kriging model is inaccurate. In this study, we propose a new validation technique based on the mean and variance of the response evaluated when sequential sampling method, such as maximum entropy sampling, is used. The proposed validation technique is more efficient and accurate than the leave-k-out cross-validation technique, because instead of performing numerical integration, the kriging model is explicitly integrated to accurately evaluate the mean and variance of the response evaluated. The error in the proposed validation technique resembles a root mean squared error, thus it can be used to determine a stop criterion for sequential sampling of metamodels

  8. PET image reconstruction: mean, variance, and optimal minimax criterion

    International Nuclear Information System (INIS)

    Liu, Huafeng; Guo, Min; Gao, Fei; Shi, Pengcheng; Xue, Liying; Nie, Jing

    2015-01-01

    Given the noise nature of positron emission tomography (PET) measurements, it is critical to know the image quality and reliability as well as expected radioactivity map (mean image) for both qualitative interpretation and quantitative analysis. While existing efforts have often been devoted to providing only the reconstructed mean image, we present a unified framework for joint estimation of the mean and corresponding variance of the radioactivity map based on an efficient optimal min–max criterion. The proposed framework formulates the PET image reconstruction problem to be a transformation from system uncertainties to estimation errors, where the minimax criterion is adopted to minimize the estimation errors with possibly maximized system uncertainties. The estimation errors, in the form of a covariance matrix, express the measurement uncertainties in a complete way. The framework is then optimized by ∞-norm optimization and solved with the corresponding H ∞ filter. Unlike conventional statistical reconstruction algorithms, that rely on the statistical modeling methods of the measurement data or noise, the proposed joint estimation stands from the point of view of signal energies and can handle from imperfect statistical assumptions to even no a priori statistical assumptions. The performance and accuracy of reconstructed mean and variance images are validated using Monte Carlo simulations. Experiments on phantom scans with a small animal PET scanner and real patient scans are also conducted for assessment of clinical potential. (paper)

  9. Argentine Population Genetic Structure: Large Variance in Amerindian Contribution

    Science.gov (United States)

    Seldin, Michael F.; Tian, Chao; Shigeta, Russell; Scherbarth, Hugo R.; Silva, Gabriel; Belmont, John W.; Kittles, Rick; Gamron, Susana; Allevi, Alberto; Palatnik, Simon A.; Alvarellos, Alejandro; Paira, Sergio; Caprarulo, Cesar; Guillerón, Carolina; Catoggio, Luis J.; Prigione, Cristina; Berbotto, Guillermo A.; García, Mercedes A.; Perandones, Carlos E.; Pons-Estel, Bernardo A.; Alarcon-Riquelme, Marta E.

    2011-01-01

    Argentine population genetic structure was examined using a set of 78 ancestry informative markers (AIMs) to assess the contributions of European, Amerindian, and African ancestry in 94 individuals members of this population. Using the Bayesian clustering algorithm STRUCTURE, the mean European contribution was 78%, the Amerindian contribution was 19.4%, and the African contribution was 2.5%. Similar results were found using weighted least mean square method: European, 80.2%; Amerindian, 18.1%; and African, 1.7%. Consistent with previous studies the current results showed very few individuals (four of 94) with greater than 10% African admixture. Notably, when individual admixture was examined, the Amerindian and European admixture showed a very large variance and individual Amerindian contribution ranged from 1.5 to 84.5% in the 94 individual Argentine subjects. These results indicate that admixture must be considered when clinical epidemiology or case control genetic analyses are studied in this population. Moreover, the current study provides a set of informative SNPs that can be used to ascertain or control for this potentially hidden stratification. In addition, the large variance in admixture proportions in individual Argentine subjects shown by this study suggests that this population is appropriate for future admixture mapping studies. PMID:17177183

  10. Assessing Risk of Bias in Randomized Controlled Trials for Autism Spectrum Disorder

    Directory of Open Access Journals (Sweden)

    Paola Matiko Martins Okuda

    2017-11-01

    Full Text Available AimTo determine construct validity and reliability indicators of the Cochrane risk of bias (RoB tool in the context of randomized clinical trials (RCTs for autism spectrum disorder (ASD.MethodsConfirmatory factor analysis was used to evaluate a unidimensional model consisting of 9 RoB categorical indicators evaluated across 94 RCTs addressing interventions for ASD.ResultsOnly five of the nine original RoB items returned good fit indices and so were retained in the analysis. Only one of this five had very high factor loadings. The remaining four indicators had more measurement error than common variance with the RoB latent factor. Together, the five indicators showed poor reliability (ω = 0.687; 95% CI: 0.613–0.761.ConclusionAlthough the Cochrane model of RoB for ASD exhibited good fit indices, the majorities of the items have more residual variance than common variance and, therefore, did not adequately capture the RoB in ASD intervention trials.

  11. Empirical Benchmarks of Hidden Bias in Educational Research: Implication for Assessing How well Propensity Score Methods Approximate Experiments and Conducting Sensitivity Analysis

    Science.gov (United States)

    Dong, Nianbo; Lipsey, Mark

    2014-01-01

    When randomized control trials (RCT) are not feasible, researchers seek other methods to make causal inference, e.g., propensity score methods. One of the underlined assumptions for the propensity score methods to obtain unbiased treatment effect estimates is the ignorability assumption, that is, conditional on the propensity score, treatment…

  12. Application to risk analysis of Monte Carlo method

    International Nuclear Information System (INIS)

    Mihara, Takashi

    2001-01-01

    Phased mission analysis code, PHAMMON by means of monte carlo method is developed for reliability assessment of decay heat removal system in LMFBR. Success criteria and grace periods of the decay heat removal system which has long mission times (∼1 week or ∼1 month) change as a function of time. It is necessary to divide mission time into some phases. In probability safety assessment (PSA) of real systems, it usually happens that the mean time to component failure (MTTF) is considerably long (1000-10 6 hours) and the mean time to component repair (MTTR) is short (∼10 hours). The failure probability of the systems, therefore, is extremely small (10 -6 -10 -9 ). Suitable variance reduction techniques are needed. The PHAMMON code involved two kinds of variance reduction techniques: (1) forced time transitions, and (2) failure biasing. For further reducing the variance of the result from the PHAMMON code execution, a biasing method of the transitions towards the closest cut set incorporating a new distance concept is introduced to the PHAMMON code. Failure probability and it's fractional standard deviation for the decay heat removal system are calculated by the PHAMMON code under the conditions of various success criteria over 168hrs after reactor shutdown. The biasing of the transition towards the closet cut set is an effective means of reducing the variance. (M. Suetake)

  13. Comment on Hoffman and Rovine (2007): SPSS MIXED can estimate models with heterogeneous variances.

    Science.gov (United States)

    Weaver, Bruce; Black, Ryan A

    2015-06-01

    Hoffman and Rovine (Behavior Research Methods, 39:101-117, 2007) have provided a very nice overview of how multilevel models can be useful to experimental psychologists. They included two illustrative examples and provided both SAS and SPSS commands for estimating the models they reported. However, upon examining the SPSS syntax for the models reported in their Table 3, we found no syntax for models 2B and 3B, both of which have heterogeneous error variances. Instead, there is syntax that estimates similar models with homogeneous error variances and a comment stating that SPSS does not allow heterogeneous errors. But that is not correct. We provide SPSS MIXED commands to estimate models 2B and 3B with heterogeneous error variances and obtain results nearly identical to those reported by Hoffman and Rovine in their Table 3. Therefore, contrary to the comment in Hoffman and Rovine's syntax file, SPSS MIXED can estimate models with heterogeneous error variances.

  14. Measuring agricultural policy bias

    DEFF Research Database (Denmark)

    Jensen, Henning Tarp; Robinson, Sherman; Tarp, Finn

    2010-01-01

    Measurement is a key issue in the literature on price incentive bias induced by trade policy. We introduce a general equilibrium measure of the relative effective rate of protection, which generalizes earlier protection measures. For our fifteen sample countries, results indicate that the agricul...

  15. Regional sensitivity analysis using revised mean and variance ratio functions

    International Nuclear Information System (INIS)

    Wei, Pengfei; Lu, Zhenzhou; Ruan, Wenbin; Song, Jingwen

    2014-01-01

    The variance ratio function, derived from the contribution to sample variance (CSV) plot, is a regional sensitivity index for studying how much the output deviates from the original mean of model output when the distribution range of one input is reduced and to measure the contribution of different distribution ranges of each input to the variance of model output. In this paper, the revised mean and variance ratio functions are developed for quantifying the actual change of the model output mean and variance, respectively, when one reduces the range of one input. The connection between the revised variance ratio function and the original one is derived and discussed. It is shown that compared with the classical variance ratio function, the revised one is more suitable to the evaluation of model output variance due to reduced ranges of model inputs. A Monte Carlo procedure, which needs only a set of samples for implementing it, is developed for efficiently computing the revised mean and variance ratio functions. The revised mean and variance ratio functions are compared with the classical ones by using the Ishigami function. At last, they are applied to a planar 10-bar structure

  16. Multi-population Genomic Relationships for Estimating Current Genetic Variances Within and Genetic Correlations Between Populations.

    Science.gov (United States)

    Wientjes, Yvonne C J; Bijma, Piter; Vandenplas, Jérémie; Calus, Mario P L

    2017-10-01

    Different methods are available to calculate multi-population genomic relationship matrices. Since those matrices differ in base population, it is anticipated that the method used to calculate genomic relationships affects the estimate of genetic variances, covariances, and correlations. The aim of this article is to define the multi-population genomic relationship matrix to estimate current genetic variances within and genetic correlations between populations. The genomic relationship matrix containing two populations consists of four blocks, one block for population 1, one block for population 2, and two blocks for relationships between the populations. It is known, based on literature, that by using current allele frequencies to calculate genomic relationships within a population, current genetic variances are estimated. In this article, we theoretically derived the properties of the genomic relationship matrix to estimate genetic correlations between populations and validated it using simulations. When the scaling factor of across-population genomic relationships is equal to the product of the square roots of the scaling factors for within-population genomic relationships, the genetic correlation is estimated unbiasedly even though estimated genetic variances do not necessarily refer to the current population. When this property is not met, the correlation based on estimated variances should be multiplied by a correction factor based on the scaling factors. In this study, we present a genomic relationship matrix which directly estimates current genetic variances as well as genetic correlations between populations. Copyright © 2017 by the Genetics Society of America.

  17. Static models, recursive estimators and the zero-variance approach

    KAUST Repository

    Rubino, Gerardo

    2016-01-07

    When evaluating dependability aspects of complex systems, most models belong to the static world, where time is not an explicit variable. These models suffer from the same problems than dynamic ones (stochastic processes), such as the frequent combinatorial explosion of the state spaces. In the Monte Carlo domain, on of the most significant difficulties is the rare event situation. In this talk, we describe this context and a recent technique that appears to be at the top performance level in the area, where we combined ideas that lead to very fast estimation procedures with another approach called zero-variance approximation. Both ideas produced a very efficient method that has the right theoretical property concerning robustness, the Bounded Relative Error one. Some examples illustrate the results.

  18. Nonresponse bias in randomized controlled experiments in criminology: Putting the Queensland Community Engagement Trial (QCET) under a microscope.

    Science.gov (United States)

    Antrobus, Emma; Elffers, Henk; White, Gentry; Mazerolle, Lorraine

    2013-01-01

    The goal of this article is to examine whether or not the results of the Queensland Community Engagement Trial (QCET)-a randomized controlled trial that tested the impact of procedural justice policing on citizen attitudes toward police-were affected by different types of nonresponse bias. We use two methods (Cochrane and Elffers methods) to explore nonresponse bias: First, we assess the impact of the low response rate by examining the effects of nonresponse group differences between the experimental and control conditions and pooled variance under different scenarios. Second, we assess the degree to which item response rates are influenced by the control and experimental conditions. Our analysis of the QCET data suggests that our substantive findings are not influenced by the low response rate in the trial. The results are robust even under extreme conditions, and statistical significance of the results would only be compromised in cases where the pooled variance was much larger for the nonresponse group and the difference between experimental and control conditions was greatly diminished. We also find that there were no biases in the item response rates across the experimental and control conditions. RCTs that involve field survey responses-like QCET-are potentially compromised by low response rates and how item response rates might be influenced by the control or experimental conditions. Our results show that the QCET results were not sensitive to the overall low response rate across the experimental and control conditions and the item response rates were not significantly different across the experimental and control groups. Overall, our analysis suggests that the results of QCET are robust and any biases in the survey responses do not significantly influence the main experimental findings.

  19. Bias correction for selecting the minimal-error classifier from many machine learning models.

    Science.gov (United States)

    Ding, Ying; Tang, Shaowu; Liao, Serena G; Jia, Jia; Oesterreich, Steffi; Lin, Yan; Tseng, George C

    2014-11-15

    Supervised machine learning is commonly applied in genomic research to construct a classifier from the training data that is generalizable to predict independent testing data. When test datasets are not available, cross-validation is commonly used to estimate the error rate. Many machine learning methods are available, and it is well known that no universally best method exists in general. It has been a common practice to apply many machine learning methods and report the method that produces the smallest cross-validation error rate. Theoretically, such a procedure produces a selection bias. Consequently, many clinical studies with moderate sample sizes (e.g. n = 30-60) risk reporting a falsely small cross-validation error rate that could not be validated later in independent cohorts. In this article, we illustrated the probabilistic framework of the problem and explored the statistical and asymptotic properties. We proposed a new bias correction method based on learning curve fitting by inverse power law (IPL) and compared it with three existing methods: nested cross-validation, weighted mean correction and Tibshirani-Tibshirani procedure. All methods were compared in simulation datasets, five moderate size real datasets and two large breast cancer datasets. The result showed that IPL outperforms the other methods in bias correction with smaller variance, and it has an additional advantage to extrapolate error estimates for larger sample sizes, a practical feature to recommend whether more samples should be recruited to improve the classifier and accuracy. An R package 'MLbias' and all source files are publicly available. tsenglab.biostat.pitt.edu/software.htm. ctseng@pitt.edu Supplementary data are available at Bioinformatics online. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

  20. Impact of an equality constraint on the class-specific residual variances in regression mixtures: A Monte Carlo simulation study.

    Science.gov (United States)

    Kim, Minjung; Lamont, Andrea E; Jaki, Thomas; Feaster, Daniel; Howe, George; Van Horn, M Lee

    2016-06-01

    Regression mixture models are a novel approach to modeling the heterogeneous effects of predictors on an outcome. In the model-building process, often residual variances are disregarded and simplifying assumptions are made without thorough examination of the consequences. In this simulation study, we investigated the impact of an equality constraint on the residual variances across latent classes. We examined the consequences of constraining the residual variances on class enumeration (finding the true number of latent classes) and on the parameter estimates, under a number of different simulation conditions meant to reflect the types of heterogeneity likely to exist in applied analyses. The results showed that bias in class enumeration increased as the difference in residual variances between the classes increased. Also, an inappropriate equality constraint on the residual variances greatly impacted on the estimated class sizes and showed the potential to greatly affect the parameter estimates in each class. These results suggest that it is important to make assumptions about residual variances with care and to carefully report what assumptions are made.

  1. Association analysis using next-generation sequence data from publicly available control groups: the robust variance score statistic.

    Science.gov (United States)

    Derkach, Andriy; Chiang, Theodore; Gong, Jiafen; Addis, Laura; Dobbins, Sara; Tomlinson, Ian; Houlston, Richard; Pal, Deb K; Strug, Lisa J

    2014-08-01

    Sufficiently powered case-control studies with next-generation sequence (NGS) data remain prohibitively expensive for many investigators. If feasible, a more efficient strategy would be to include publicly available sequenced controls. However, these studies can be confounded by differences in sequencing platform; alignment, single nucleotide polymorphism and variant calling algorithms; read depth; and selection thresholds. Assuming one can match cases and controls on the basis of ethnicity and other potential confounding factors, and one has access to the aligned reads in both groups, we investigate the effect of systematic differences in read depth and selection threshold when comparing allele frequencies between cases and controls. We propose a novel likelihood-based method, the robust variance score (RVS), that substitutes genotype calls by their expected values given observed sequence data. We show theoretically that the RVS eliminates read depth bias in the estimation of minor allele frequency. We also demonstrate that, using simulated and real NGS data, the RVS method controls Type I error and has comparable power to the 'gold standard' analysis with the true underlying genotypes for both common and rare variants. An RVS R script and instructions can be found at strug.research.sickkids.ca, and at https://github.com/strug-lab/RVS. lisa.strug@utoronto.ca Supplementary data are available at Bioinformatics online. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

  2. Variance swap payoffs, risk premia and extreme market conditions

    DEFF Research Database (Denmark)

    Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco

    This paper estimates the Variance Risk Premium (VRP) directly from synthetic variance swap payoffs. Since variance swap payoffs are highly volatile, we extract the VRP by using signal extraction techniques based on a state-space representation of our model in combination with a simple economic....... The latter variables and the VRP generate different return predictability on the major US indices. A factor model is proposed to extract a market VRP which turns out to be priced when considering Fama and French portfolios....

  3. Towards a mathematical foundation of minimum-variance theory

    Energy Technology Data Exchange (ETDEWEB)

    Feng Jianfeng [COGS, Sussex University, Brighton (United Kingdom); Zhang Kewei [SMS, Sussex University, Brighton (United Kingdom); Wei Gang [Mathematical Department, Baptist University, Hong Kong (China)

    2002-08-30

    The minimum-variance theory which accounts for arm and eye movements with noise signal inputs was proposed by Harris and Wolpert (1998 Nature 394 780-4). Here we present a detailed theoretical analysis of the theory and analytical solutions of the theory are obtained. Furthermore, we propose a new version of the minimum-variance theory, which is more realistic for a biological system. For the new version we show numerically that the variance is considerably reduced. (author)

  4. Neural Correlates of Biased Responses: The Negative Method Effect in the Rosenberg Self-Esteem Scale Is Associated with Right Amygdala Volume.

    Science.gov (United States)

    Wang, Yinan; Kong, Feng; Huang, Lijie; Liu, Jia

    2016-10-01

    Self-esteem is a widely studied construct in psychology that is typically measured by the Rosenberg Self-Esteem Scale (RSES). However, a series of cross-sectional and longitudinal studies have suggested that a simple and widely used unidimensional factor model does not provide an adequate explanation of RSES responses due to method effects. To identify the neural correlates of the method effect, we sought to determine whether and how method effects were associated with the RSES and investigate the neural basis of these effects. Two hundred and eighty Chinese college students (130 males; mean age = 22.64 years) completed the RSES and underwent magnetic resonance imaging (MRI). Behaviorally, method effects were linked to both positively and negatively worded items in the RSES. Neurally, the right amygdala volume negatively correlated with the negative method factor, while the hippocampal volume positively correlated with the general self-esteem factor in the RSES. The neural dissociation between the general self-esteem factor and negative method factor suggests that there are different neural mechanisms underlying them. The amygdala is involved in modulating negative affectivity; therefore, the current study sheds light on the nature of method effects that are related to self-report with a mix of positively and negatively worded items. © 2015 Wiley Periodicals, Inc.

  5. Determination of the multiplication factor and its bias by the 252Cf-source technique: A method for code benchmarking with subcritical configurations

    International Nuclear Information System (INIS)

    Perez, R.B.; Valentine, T.E.; Mihalczo, J.T.; Mattingly, J.K.

    1997-01-01

    A brief discussion of the Cf-252 source driven method for subcritical measurements serves as an introduction to the concept and use of the spectral ratio, Γ. It has also been shown that the Monte Carlo calculation of spectral densities and effective multiplication factors have as a common denominator the transport propagator. This commonality follows from the fact that the Neumann series expansion of the propagator lends itself to the Monte Carlo method. On this basis a linear relationship between the spectral ratio and the effective multiplication factor has been shown. This relationship demonstrates the ability of subcritical measurements of the ratio of spectral densities to validate transport theory methods and cross sections

  6. RR-Interval variance of electrocardiogram for atrial fibrillation detection

    Science.gov (United States)

    Nuryani, N.; Solikhah, M.; Nugoho, A. S.; Afdala, A.; Anzihory, E.

    2016-11-01

    Atrial fibrillation is a serious heart problem originated from the upper chamber of the heart. The common indication of atrial fibrillation is irregularity of R peak-to-R-peak time interval, which is shortly called RR interval. The irregularity could be represented using variance or spread of RR interval. This article presents a system to detect atrial fibrillation using variances. Using clinical data of patients with atrial fibrillation attack, it is shown that the variance of electrocardiographic RR interval are higher during atrial fibrillation, compared to the normal one. Utilizing a simple detection technique and variances of RR intervals, we find a good performance of atrial fibrillation detection.

  7. Multiperiod Mean-Variance Portfolio Optimization via Market Cloning

    Energy Technology Data Exchange (ETDEWEB)

    Ankirchner, Stefan, E-mail: ankirchner@hcm.uni-bonn.de [Rheinische Friedrich-Wilhelms-Universitaet Bonn, Institut fuer Angewandte Mathematik, Hausdorff Center for Mathematics (Germany); Dermoune, Azzouz, E-mail: Azzouz.Dermoune@math.univ-lille1.fr [Universite des Sciences et Technologies de Lille, Laboratoire Paul Painleve UMR CNRS 8524 (France)

    2011-08-15

    The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.

  8. Multiperiod Mean-Variance Portfolio Optimization via Market Cloning

    International Nuclear Information System (INIS)

    Ankirchner, Stefan; Dermoune, Azzouz

    2011-01-01

    The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.

  9. Discrete and continuous time dynamic mean-variance analysis

    OpenAIRE

    Reiss, Ariane

    1999-01-01

    Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

  10. Discrete time and continuous time dynamic mean-variance analysis

    OpenAIRE

    Reiss, Ariane

    1999-01-01

    Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

  11. Semiparametric efficient and robust estimation of an unknown symmetric population under arbitrary sample selection bias

    KAUST Repository

    Ma, Yanyuan

    2013-09-01

    We propose semiparametric methods to estimate the center and shape of a symmetric population when a representative sample of the population is unavailable due to selection bias. We allow an arbitrary sample selection mechanism determined by the data collection procedure, and we do not impose any parametric form on the population distribution. Under this general framework, we construct a family of consistent estimators of the center that is robust to population model misspecification, and we identify the efficient member that reaches the minimum possible estimation variance. The asymptotic properties and finite sample performance of the estimation and inference procedures are illustrated through theoretical analysis and simulations. A data example is also provided to illustrate the usefulness of the methods in practice. © 2013 American Statistical Association.

  12. The Importance of Variance in Statistical Analysis: Don't Throw Out the Baby with the Bathwater.

    Science.gov (United States)

    Peet, Martha W.

    This paper analyzes what happens to the effect size of a given dataset when the variance is removed by categorization for the purpose of applying "OVA" methods (analysis of variance, analysis of covariance). The dataset is from a classic study by Holzinger and Swinefors (1939) in which more than 20 ability test were administered to 301…

  13. Mixed emotions: Sensitivity to facial variance in a crowd of faces.

    Science.gov (United States)

    Haberman, Jason; Lee, Pegan; Whitney, David

    2015-01-01

    The visual system automatically represents summary information from crowds of faces, such as the average expression. This is a useful heuristic insofar as it provides critical information about the state of the world, not simply information about the state of one individual. However, the average alone is not sufficient for making decisions about how to respond to a crowd. The variance or heterogeneity of the crowd--the mixture of emotions--conveys information about the reliability of the average, essential for determining whether the average can be trusted. Despite its importance, the representation of variance within a crowd of faces has yet to be examined. This is addressed here in three experiments. In the first experiment, observers viewed a sample set of faces that varied in emotion, and then adjusted a subsequent set to match the variance of the sample set. To isolate variance as the summary statistic of interest, the average emotion of both sets was random. Results suggested that observers had information regarding crowd variance. The second experiment verified that this was indeed a uniquely high-level phenomenon, as observers were unable to derive the variance of an inverted set of faces as precisely as an upright set of faces. The third experiment replicated and extended the first two experiments using method-of-constant-stimuli. Together, these results show that the visual system is sensitive to emergent information about the emotional heterogeneity, or ambivalence, in crowds of faces.

  14. An elementary components of variance analysis for multi-center quality control

    International Nuclear Information System (INIS)

    Munson, P.J.; Rodbard, D.

    1977-01-01

    The serious variability of RIA results from different laboratories indicates the need for multi-laboratory collaborative quality control (QC) studies. Statistical analysis methods for such studies using an 'analysis of variance with components of variance estimation' are discussed. This technique allocates the total variance into components corresponding to between-laboratory, between-assay, and residual or within-assay variability. Components of variance analysis also provides an intelligent way to combine the results of several QC samples run at different evels, from which we may decide if any component varies systematically with dose level; if not, pooling of estimates becomes possible. We consider several possible relationships of standard deviation to the laboratory mean. Each relationship corresponds to an underlying statistical model, and an appropriate analysis technique. Tests for homogeneity of variance may be used to determine if an appropriate model has been chosen, although the exact functional relationship of standard deviation to lab mean may be difficult to establish. Appropriate graphical display of the data aids in visual understanding of the data. A plot of the ranked standard deviation vs. ranked laboratory mean is a convenient way to summarize a QC study. This plot also allows determination of the rank correlation, which indicates a net relationship of variance to laboratory mean. (orig.) [de

  15. Bootstrap confidence intervals and bias correction in the estimation of HIV incidence from surveillance data with testing for recent infection.

    Science.gov (United States)

    Carnegie, Nicole Bohme

    2011-04-15

    The incidence of new infections is a key measure of the status of the HIV epidemic, but accurate measurement of incidence is often constrained by limited data. Karon et al. (Statist. Med. 2008; 27:4617–4633) developed a model to estimate the incidence of HIV infection from surveillance data with biologic testing for recent infection for newly diagnosed cases. This method has been implemented by public health departments across the United States and is behind the new national incidence estimates, which are about 40 per cent higher than previous estimates. We show that the delta method approximation given for the variance of the estimator is incomplete, leading to an inflated variance estimate. This contributes to the generation of overly conservative confidence intervals, potentially obscuring important differences between populations. We demonstrate via simulation that an innovative model-based bootstrap method using the specified model for the infection and surveillance process improves confidence interval coverage and adjusts for the bias in the point estimate. Confidence interval coverage is about 94–97 per cent after correction, compared with 96–99 per cent before. The simulated bias in the estimate of incidence ranges from −6.3 to +14.6 per cent under the original model but is consistently under 1 per cent after correction by the model-based bootstrap. In an application to data from King County, Washington in 2007 we observe correction of 7.2 per cent relative bias in the incidence estimate and a 66 per cent reduction in the width of the 95 per cent confidence interval using this method. We provide open-source software to implement the method that can also be extended for alternate models.

  16. Estimadores de componentes de variância em delineamento de blocos aumentados com tratamentos novos de uma ou mais populações Estimators of variance components in the augmented block design with new treatments from one or more populations

    Directory of Open Access Journals (Sweden)

    João Batista Duarte

    2001-09-01

    Full Text Available O objetivo do trabalho foi comparar, por meio de simulação, as estimativas de componentes de variância produzidas pelos métodos ANOVA (análise da variância, ML (máxima verossimilhança, REML (máxima verossimilhança restrita e MIVQUE(0 (estimador quadrático não viesado de variância mínima, no delineamento de blocos aumentados com tratamentos adicionais (progênies de uma ou mais procedências (cruzamentos. Os resultados indicaram superioridade relativa do método MIVQUE(0. O método ANOVA, embora não tendencioso, apresentou as estimativas de menor precisão. Os métodos de máxima verossimilhança, sobretudo ML, tenderam a subestimar a variância do erro experimental ( e a superestimar as variâncias genotípicas (, em especial nos experimentos de menor tamanho (n/>0,5. Contudo, o método produziu as piores estimativas de variâncias genotípicas quando as progênies vieram de diferentes cruzamentos e os experimentos foram pequenos.This work compares by simulation estimates of variance components produced by the ANOVA (analysis of variance, ML (maximum likelihood, REML (restricted maximum likelihood, and MIVQUE(0 (minimum variance quadratic unbiased estimator methods for augmented block design with additional treatments (progenies stemming from one or more origins (crosses. Results showed the superiority of the MIVQUE(0 estimation. The ANOVA method, although unbiased, showed estimates with lower precision. The ML and REML methods produced downwards biased estimates for error variance (, and upwards biased estimates for genotypic variances (, particularly the ML method. Biases for the REML estimation became negligible when progenies were derived from a single cross, and experiments were of larger size with ratios />0.5. This method, however, provided the worst estimates for genotypic variances when progenies were derived from several crosses and the experiments were of small size (n<120 observations.

  17. The impact of pre-selected variance inflation factor thresholds on the ...

    African Journals Online (AJOL)

    It is basically an index that measures how much the variance of an estimated ... the literature were not considered, such as penalised regularisation methods like the Lasso ... Y = 1 if a customer has defaulted, otherwise Y = 0). ..... method- ology is applied, but different VIF-thresholds have to be satisfied during the collinearity.

  18. Estimation bias and bias correction in reduced rank autoregressions

    DEFF Research Database (Denmark)

    Nielsen, Heino Bohn

    2017-01-01

    This paper characterizes the finite-sample bias of the maximum likelihood estimator (MLE) in a reduced rank vector autoregression and suggests two simulation-based bias corrections. One is a simple bootstrap implementation that approximates the bias at the MLE. The other is an iterative root...

  19. Systematic approach to establishing criticality biases

    International Nuclear Information System (INIS)

    Larson, S.L.

    1995-09-01

    A systematic approach has been developed to determine benchmark biases and apply those biases to code results to meet the requirements of DOE Order 5480.24 regarding documenting criticality safety margins. Previously, validation of the code against experimental benchmarks to prove reasonable agreement was sufficient. However, DOE Order 5480.24 requires contractors to adhere to the requirements of ANSI/ANS-8.1 and establish subcritical margins. A method was developed to incorporate biases and uncertainties from benchmark calculations into a k eff value with quantifiable uncertainty. The method produces a 95% confidence level in both the k eff value of the scenario modeled and the distribution of the k eff S calculated by the Monte Carlo code. Application of the method to a group of benchmarks modeled using the KENO-Va code and the SCALE 27 group cross sections is also presented

  20. Investment, managerial capacity, and bias in public health preparedness.

    Science.gov (United States)

    Langabeer, James R; DelliFraine, Jami L; Tyson, Sandra; Emert, Jamie M; Herbold, John

    2009-01-01

    Nearly $7 billion has been invested through national cooperative funding since 2002 to strengthen state and local response capacity. Yet, very little outcome evidence exists to analyze funding effectiveness. The objective of this research is to analyze the relationship between investment (funding) and capacity (readiness) for public health preparedness (PHP). The aim of the authors is to use a management framework to evaluate capacity, and to explore the "immediacy bias" impact on investment stability. This study employs a longitudinal study design, incorporating survey research of the entire population of 68 health departments in the state of Texas. The authors assessed the investment-capacity relationship through several statistical methods. The authors created a structural measure of managerial capacity through principal components analysis, factorizing 10 independent variables and augment this with a perceived readiness level reported from PHP managers. The authors then employ analysis of variance, correlation analyses, and other descriptive statistics. There has been a 539 percent coefficient of variation in funding at the local level between the years 2004 and 2008, and a 63 percent reduction in total resources since the peak of funding, using paired sample data. Results suggest that investment is positively associated with readiness and managerial capacity in local health departments. The authors also find that investment was related to greater community collaboration, higher adoption of Incident Command System (ICS) structure, and more frequent operational drills and exercises. Greater investment is associated with higher levels of capacity and readiness. The authors conclude from this that investment should be stabilized and continued, and not be influenced by historical cognitive biases.