WorldWideScience

Sample records for observation error covariance

  1. Bio-Optical Data Assimilation With Observational Error Covariance Derived From an Ensemble of Satellite Images

    Science.gov (United States)

    Shulman, Igor; Gould, Richard W.; Frolov, Sergey; McCarthy, Sean; Penta, Brad; Anderson, Stephanie; Sakalaukus, Peter

    2018-03-01

    An ensemble-based approach to specify observational error covariance in the data assimilation of satellite bio-optical properties is proposed. The observational error covariance is derived from statistical properties of the generated ensemble of satellite MODIS-Aqua chlorophyll (Chl) images. The proposed observational error covariance is used in the Optimal Interpolation scheme for the assimilation of MODIS-Aqua Chl observations. The forecast error covariance is specified in the subspace of the multivariate (bio-optical, physical) empirical orthogonal functions (EOFs) estimated from a month-long model run. The assimilation of surface MODIS-Aqua Chl improved surface and subsurface model Chl predictions. Comparisons with surface and subsurface water samples demonstrate that data assimilation run with the proposed observational error covariance has higher RMSE than the data assimilation run with "optimistic" assumption about observational errors (10% of the ensemble mean), but has smaller or comparable RMSE than data assimilation run with an assumption that observational errors equal to 35% of the ensemble mean (the target error for satellite data product for chlorophyll). Also, with the assimilation of the MODIS-Aqua Chl data, the RMSE between observed and model-predicted fractions of diatoms to the total phytoplankton is reduced by a factor of two in comparison to the nonassimilative run.

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

    Science.gov (United States)

    Shen, Chung-Wei; Chen, Yi-Hau

    2015-10-01

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

  3. Error Covariance Estimation of Mesoscale Data Assimilation

    National Research Council Canada - National Science Library

    Xu, Qin

    2005-01-01

    The goal of this project is to explore and develop new methods of error covariance estimation that will provide necessary statistical descriptions of prediction and observation errors for mesoscale data assimilation...

  4. Triple collocation-based estimation of spatially correlated observation error covariance in remote sensing soil moisture data assimilation

    Science.gov (United States)

    Wu, Kai; Shu, Hong; Nie, Lei; Jiao, Zhenhang

    2018-01-01

    Spatially correlated errors are typically ignored in data assimilation, thus degenerating the observation error covariance R to a diagonal matrix. We argue that a nondiagonal R carries more observation information making assimilation results more accurate. A method, denoted TC_Cov, was proposed for soil moisture data assimilation to estimate spatially correlated observation error covariance based on triple collocation (TC). Assimilation experiments were carried out to test the performance of TC_Cov. AMSR-E soil moisture was assimilated with a diagonal R matrix computed using the TC and assimilated using a nondiagonal R matrix, as estimated by proposed TC_Cov. The ensemble Kalman filter was considered as the assimilation method. Our assimilation results were validated against climate change initiative data and ground-based soil moisture measurements using the Pearson correlation coefficient and unbiased root mean square difference metrics. These experiments confirmed that deterioration of diagonal R assimilation results occurred when model simulation is more accurate than observation data. Furthermore, nondiagonal R achieved higher correlation coefficient and lower ubRMSD values over diagonal R in experiments and demonstrated the effectiveness of TC_Cov to estimate richly structuralized R in data assimilation. In sum, compared with diagonal R, nondiagonal R may relieve the detrimental effects of assimilation when simulated model results outperform observation data.

  5. Position Error Covariance Matrix Validation and Correction

    Science.gov (United States)

    Frisbee, Joe, Jr.

    2016-01-01

    In order to calculate operationally accurate collision probabilities, the position error covariance matrices predicted at times of closest approach must be sufficiently accurate representations of the position uncertainties. This presentation will discuss why the Gaussian distribution is a reasonable expectation for the position uncertainty and how this assumed distribution type is used in the validation and correction of position error covariance matrices.

  6. An Empirical State Error Covariance Matrix for Batch State Estimation

    Science.gov (United States)

    Frisbee, Joseph H., Jr.

    2011-01-01

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

  7. An Empirical State Error Covariance Matrix Orbit Determination Example

    Science.gov (United States)

    Frisbee, Joseph H., Jr.

    2015-01-01

    State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. First, consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. Then it follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix of the estimate will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully include all of the errors in the state estimate. The empirical error covariance matrix is determined from a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm. It is a formally correct, empirical state error covariance matrix obtained through use of the average form of the weighted measurement residual variance performance index rather than the usual total weighted residual form. Based on its formulation, this matrix will contain the total uncertainty in the state estimate, regardless as to the source of the uncertainty and whether the source is anticipated or not. It is expected that the empirical error covariance matrix will give a better, statistical representation of the state error in poorly modeled systems or when sensor performance

  8. Long-term Observations of Ecohydrology, Climate, Energy Fluxes, and Eddy Covariance Error in a Large, Semiarid Floodplain

    Science.gov (United States)

    Cleverly, J. R.; Thibault, J. R.; Dahm, C. N.; Allred Coonrod, J. E.; Slusher, M.; Teet, S.; Schuetz, J.

    2008-12-01

    Some of the highest rates of water and energy fluxes between terrestrial ecosystems and the atmosphere occur over large floodplains in arid and semiarid areas. Often located in high-pressure zones near 35 degrees latitude, abundant radiation and easily accessible groundwater contribute few limitations on growth and production in desert phreatophytes. Desert regions typically undergo cycles of drought and floods, and phreatophytic communities wax or wane in cover, density, and structure with cumulative species responses to timing and severity in these regional weather cycles. The Rio-ET Laboratory at the University of New Mexico has been collecting long-term data from a flux network of riparian monitoring stations, mounted on towers along the Middle Rio Grande. Ongoing measurements of energy, water and carbon dioxide fluxes, groundwater dynamics, meteorology, leaf area index, and community dynamics began at some locations in 1999. Recent reanalysis of the flux dataset was performed in which error correction procedures were compared to each and other and in relation to an irrigated crop under advection. Most riparian sites exhibited stable atmospheric stratification and an energy balance consistent with evaporative cooling. Evaporative cooling was more prominent in the late afternoon and evening, during wet conditions. Reduced latent heat fluxes were observed in a cottonwood forest following restoration and fire, but only in years when the forest floor was not re-vegetated by opportunistic annuals or target removal species. Water use by riparian phreatophytes was 1) non-responsive to drought during the monsoon season (non-native Russian olive and monospecific saltcedar communities), 2) responded negatively to monsoon-season drought (xeroriparian saltcedar and saltgrass mosaic community), or 3) responded positively to monsoon-season drought (cottonwood forests). Water salvage related to ecological restoration is dependent upon restoration strategy, emphasizing the

  9. Earth Observing System Covariance Realism

    Science.gov (United States)

    Zaidi, Waqar H.; Hejduk, Matthew D.

    2016-01-01

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

  10. Rigorous covariance propagation of geoid errors to geodetic MDT estimates

    Science.gov (United States)

    Pail, R.; Albertella, A.; Fecher, T.; Savcenko, R.

    2012-04-01

    The mean dynamic topography (MDT) is defined as the difference between the mean sea surface (MSS) derived from satellite altimetry, averaged over several years, and the static geoid. Assuming geostrophic conditions, from the MDT the ocean surface velocities as important component of global ocean circulation can be derived from it. Due to the availability of GOCE gravity field models, for the very first time MDT can now be derived solely from satellite observations (altimetry and gravity) down to spatial length-scales of 100 km and even below. Global gravity field models, parameterized in terms of spherical harmonic coefficients, are complemented by the full variance-covariance matrix (VCM). Therefore, for the geoid component a realistic statistical error estimate is available, while the error description of the altimetric component is still an open issue and is, if at all, attacked empirically. In this study we make the attempt to perform, based on the full gravity VCM, rigorous error propagation to derived geostrophic surface velocities, thus also considering all correlations. For the definition of the static geoid we use the third release of the time-wise GOCE model, as well as the satellite-only combination model GOCO03S. In detail, we will investigate the velocity errors resulting from the geoid component in dependence of the harmonic degree, and the impact of using/no using covariances on the MDT errors and its correlations. When deriving an MDT, it is spectrally filtered to a certain maximum degree, which is usually driven by the signal content of the geoid model, by applying isotropic or non-isotropic filters. Since this filtering is acting also on the geoid component, the consistent integration of this filter process into the covariance propagation shall be performed, and its impact shall be quantified. The study will be performed for MDT estimates in specific test areas of particular oceanographic interest.

  11. Are Low-order Covariance Estimates Useful in Error Analyses?

    Science.gov (United States)

    Baker, D. F.; Schimel, D.

    2005-12-01

    Atmospheric trace gas inversions, using modeled atmospheric transport to infer surface sources and sinks from measured concentrations, are most commonly done using least-squares techniques that return not only an estimate of the state (the surface fluxes) but also the covariance matrix describing the uncertainty in that estimate. Besides allowing one to place error bars around the estimate, the covariance matrix may be used in simulation studies to learn what uncertainties would be expected from various hypothetical observing strategies. This error analysis capability is routinely used in designing instrumentation, measurement campaigns, and satellite observing strategies. For example, Rayner, et al (2002) examined the ability of satellite-based column-integrated CO2 measurements to constrain monthly-average CO2 fluxes for about 100 emission regions using this approach. Exact solutions for both state vector and covariance matrix become computationally infeasible, however, when the surface fluxes are solved at finer resolution (e.g., daily in time, under 500 km in space). It is precisely at these finer scales, however, that one would hope to be able to estimate fluxes using high-density satellite measurements. Non-exact estimation methods such as variational data assimilation or the ensemble Kalman filter could be used, but they achieve their computational savings by obtaining an only approximate state estimate and a low-order approximation of the true covariance. One would like to be able to use this covariance matrix to do the same sort of error analyses as are done with the full-rank covariance, but is it correct to do so? Here we compare uncertainties and `information content' derived from full-rank covariance matrices obtained from a direct, batch least squares inversion to those from the incomplete-rank covariance matrices given by a variational data assimilation approach solved with a variable metric minimization technique (the Broyden-Fletcher- Goldfarb

  12. Covariant phase difference observables in quantum mechanics

    International Nuclear Information System (INIS)

    Heinonen, Teiko; Lahti, Pekka; Pellonpaeae, Juha-Pekka

    2003-01-01

    Covariant phase difference observables are determined in two different ways, by a direct computation and by a group theoretical method. A characterization of phase difference observables which can be expressed as the difference of two phase observables is given. The classical limits of such phase difference observables are determined and the Pegg-Barnett phase difference distribution is obtained from the phase difference representation. The relation of Ban's theory to the covariant phase theories is exhibited

  13. Undesirable effects of covariance matrix techniques for error analysis

    International Nuclear Information System (INIS)

    Seibert, D.

    1994-01-01

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

  14. Earth Observing System Covariance Realism Updates

    Science.gov (United States)

    Ojeda Romero, Juan A.; Miguel, Fred

    2017-01-01

    This presentation will be given at the International Earth Science Constellation Mission Operations Working Group meetings June 13-15, 2017 to discuss the Earth Observing System Covariance Realism updates.

  15. An Adaptive Estimation of Forecast Error Covariance Parameters for Kalman Filtering Data Assimilation

    Institute of Scientific and Technical Information of China (English)

    Xiaogu ZHENG

    2009-01-01

    An adaptive estimation of forecast error covariance matrices is proposed for Kalman filtering data assimilation. A forecast error covariance matrix is initially estimated using an ensemble of perturbation forecasts. This initially estimated matrix is then adjusted with scale parameters that are adaptively estimated by minimizing -2log-likelihood of observed-minus-forecast residuals. The proposed approach could be applied to Kalman filtering data assimilation with imperfect models when the model error statistics are not known. A simple nonlinear model (Burgers' equation model) is used to demonstrate the efficacy of the proposed approach.

  16. Minimal covariant observables identifying all pure states

    Energy Technology Data Exchange (ETDEWEB)

    Carmeli, Claudio, E-mail: claudio.carmeli@gmail.com [D.I.M.E., Università di Genova, Via Cadorna 2, I-17100 Savona (Italy); I.N.F.N., Sezione di Genova, Via Dodecaneso 33, I-16146 Genova (Italy); Heinosaari, Teiko, E-mail: teiko.heinosaari@utu.fi [Turku Centre for Quantum Physics, Department of Physics and Astronomy, University of Turku (Finland); Toigo, Alessandro, E-mail: alessandro.toigo@polimi.it [Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci 32, I-20133 Milano (Italy); I.N.F.N., Sezione di Milano, Via Celoria 16, I-20133 Milano (Italy)

    2013-09-02

    It has been recently shown by Heinosaari, Mazzarella and Wolf (2013) [1] that an observable that identifies all pure states of a d-dimensional quantum system has minimally 4d−4 outcomes or slightly less (the exact number depending on d). However, no simple construction of this type of minimal observable is known. We investigate covariant observables that identify all pure states and have minimal number of outcomes. It is shown that the existence of this kind of observables depends on the dimension of the Hilbert space.

  17. On the Likely Utility of Hybrid Weights Optimized for Variances in Hybrid Error Covariance Models

    Science.gov (United States)

    Satterfield, E.; Hodyss, D.; Kuhl, D.; Bishop, C. H.

    2017-12-01

    Because of imperfections in ensemble data assimilation schemes, one cannot assume that the ensemble covariance is equal to the true error covariance of a forecast. Previous work demonstrated how information about the distribution of true error variances given an ensemble sample variance can be revealed from an archive of (observation-minus-forecast, ensemble-variance) data pairs. Here, we derive a simple and intuitively compelling formula to obtain the mean of this distribution of true error variances given an ensemble sample variance from (observation-minus-forecast, ensemble-variance) data pairs produced by a single run of a data assimilation system. This formula takes the form of a Hybrid weighted average of the climatological forecast error variance and the ensemble sample variance. Here, we test the extent to which these readily obtainable weights can be used to rapidly optimize the covariance weights used in Hybrid data assimilation systems that employ weighted averages of static covariance models and flow-dependent ensemble based covariance models. Univariate data assimilation and multi-variate cycling ensemble data assimilation are considered. In both cases, it is found that our computationally efficient formula gives Hybrid weights that closely approximate the optimal weights found through the simple but computationally expensive process of testing every plausible combination of weights.

  18. Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models.

    Science.gov (United States)

    Garcia, Tanya P; Ma, Yanyuan

    2017-10-01

    We develop consistent and efficient estimation of parameters in general regression models with mismeasured covariates. We assume the model error and covariate distributions are unspecified, and the measurement error distribution is a general parametric distribution with unknown variance-covariance. We construct root- n consistent, asymptotically normal and locally efficient estimators using the semiparametric efficient score. We do not estimate any unknown distribution or model error heteroskedasticity. Instead, we form the estimator under possibly incorrect working distribution models for the model error, error-prone covariate, or both. Empirical results demonstrate robustness to different incorrect working models in homoscedastic and heteroskedastic models with error-prone covariates.

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

    Directory of Open Access Journals (Sweden)

    Richard Ménard

    2018-02-01

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

  20. Bayesian semiparametric mixture Tobit models with left censoring, skewness, and covariate measurement errors.

    Science.gov (United States)

    Dagne, Getachew A; Huang, Yangxin

    2013-09-30

    Common problems to many longitudinal HIV/AIDS, cancer, vaccine, and environmental exposure studies are the presence of a lower limit of quantification of an outcome with skewness and time-varying covariates with measurement errors. There has been relatively little work published simultaneously dealing with these features of longitudinal data. In particular, left-censored data falling below a limit of detection may sometimes have a proportion larger than expected under a usually assumed log-normal distribution. In such cases, alternative models, which can account for a high proportion of censored data, should be considered. In this article, we present an extension of the Tobit model that incorporates a mixture of true undetectable observations and those values from a skew-normal distribution for an outcome with possible left censoring and skewness, and covariates with substantial measurement error. To quantify the covariate process, we offer a flexible nonparametric mixed-effects model within the Tobit framework. A Bayesian modeling approach is used to assess the simultaneous impact of left censoring, skewness, and measurement error in covariates on inference. The proposed methods are illustrated using real data from an AIDS clinical study. . Copyright © 2013 John Wiley & Sons, Ltd.

  1. Multivariate Error Covariance Estimates by Monte-Carlo Simulation for Assimilation Studies in the Pacific Ocean

    Science.gov (United States)

    Borovikov, Anna; Rienecker, Michele M.; Keppenne, Christian; Johnson, Gregory C.

    2004-01-01

    One of the most difficult aspects of ocean state estimation is the prescription of the model forecast error covariances. The paucity of ocean observations limits our ability to estimate the covariance structures from model-observation differences. In most practical applications, simple covariances are usually prescribed. Rarely are cross-covariances between different model variables used. Here a comparison is made between a univariate Optimal Interpolation (UOI) scheme and a multivariate OI algorithm (MvOI) in the assimilation of ocean temperature. In the UOI case only temperature is updated using a Gaussian covariance function and in the MvOI salinity, zonal and meridional velocities as well as temperature, are updated using an empirically estimated multivariate covariance matrix. Earlier studies have shown that a univariate OI has a detrimental effect on the salinity and velocity fields of the model. Apparently, in a sequential framework it is important to analyze temperature and salinity together. For the MvOI an estimation of the model error statistics is made by Monte-Carlo techniques from an ensemble of model integrations. An important advantage of using an ensemble of ocean states is that it provides a natural way to estimate cross-covariances between the fields of different physical variables constituting the model state vector, at the same time incorporating the model's dynamical and thermodynamical constraints as well as the effects of physical boundaries. Only temperature observations from the Tropical Atmosphere-Ocean array have been assimilated in this study. In order to investigate the efficacy of the multivariate scheme two data assimilation experiments are validated with a large independent set of recently published subsurface observations of salinity, zonal velocity and temperature. For reference, a third control run with no data assimilation is used to check how the data assimilation affects systematic model errors. While the performance of the

  2. Earth Observation System Flight Dynamics System Covariance Realism

    Science.gov (United States)

    Zaidi, Waqar H.; Tracewell, David

    2016-01-01

    This presentation applies a covariance realism technique to the National Aeronautics and Space Administration (NASA) Earth Observation System (EOS) Aqua and Aura spacecraft based on inferential statistics. The technique consists of three parts: collection calculation of definitive state estimates through orbit determination, calculation of covariance realism test statistics at each covariance propagation point, and proper assessment of those test statistics.

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

    DEFF Research Database (Denmark)

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

    2007-01-01

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

  4. Estimation of genetic connectedness diagnostics based on prediction errors without the prediction error variance-covariance matrix.

    Science.gov (United States)

    Holmes, John B; Dodds, Ken G; Lee, Michael A

    2017-03-02

    An important issue in genetic evaluation is the comparability of random effects (breeding values), particularly between pairs of animals in different contemporary groups. This is usually referred to as genetic connectedness. While various measures of connectedness have been proposed in the literature, there is general agreement that the most appropriate measure is some function of the prediction error variance-covariance matrix. However, obtaining the prediction error variance-covariance matrix is computationally demanding for large-scale genetic evaluations. Many alternative statistics have been proposed that avoid the computational cost of obtaining the prediction error variance-covariance matrix, such as counts of genetic links between contemporary groups, gene flow matrices, and functions of the variance-covariance matrix of estimated contemporary group fixed effects. In this paper, we show that a correction to the variance-covariance matrix of estimated contemporary group fixed effects will produce the exact prediction error variance-covariance matrix averaged by contemporary group for univariate models in the presence of single or multiple fixed effects and one random effect. We demonstrate the correction for a series of models and show that approximations to the prediction error matrix based solely on the variance-covariance matrix of estimated contemporary group fixed effects are inappropriate in certain circumstances. Our method allows for the calculation of a connectedness measure based on the prediction error variance-covariance matrix by calculating only the variance-covariance matrix of estimated fixed effects. Since the number of fixed effects in genetic evaluation is usually orders of magnitudes smaller than the number of random effect levels, the computational requirements for our method should be reduced.

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

    Science.gov (United States)

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

    2001-01-01

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

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

    Science.gov (United States)

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

    2017-01-01

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

  7. On the mean squared error of the ridge estimator of the covariance and precision matrix

    NARCIS (Netherlands)

    van Wieringen, Wessel N.

    2017-01-01

    For a suitably chosen ridge penalty parameter, the ridge regression estimator uniformly dominates the maximum likelihood regression estimator in terms of the mean squared error. Analogous results for the ridge maximum likelihood estimators of covariance and precision matrix are presented.

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

    KAUST Repository

    Sang, Huiyan; Jun, Mikyoung; Huang, Jianhua Z.

    2011-01-01

    This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate models

  9. Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition

    DEFF Research Database (Denmark)

    Yang, Yukay

    I consider multivariate (vector) time series models in which the error covariance matrix may be time-varying. I derive a test of constancy of the error covariance matrix against the alternative that the covariance matrix changes over time. I design a new family of Lagrange-multiplier tests against...... to consider multivariate volatility modelling....

  10. Error estimation for ADS nuclear properties by using nuclear data covariances

    International Nuclear Information System (INIS)

    Tsujimoto, Kazufumi

    2005-01-01

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

  11. Exact sampling of the unobserved covariates in Bayesian spline models for measurement error problems.

    Science.gov (United States)

    Bhadra, Anindya; Carroll, Raymond J

    2016-07-01

    In truncated polynomial spline or B-spline models where the covariates are measured with error, a fully Bayesian approach to model fitting requires the covariates and model parameters to be sampled at every Markov chain Monte Carlo iteration. Sampling the unobserved covariates poses a major computational problem and usually Gibbs sampling is not possible. This forces the practitioner to use a Metropolis-Hastings step which might suffer from unacceptable performance due to poor mixing and might require careful tuning. In this article we show for the cases of truncated polynomial spline or B-spline models of degree equal to one, the complete conditional distribution of the covariates measured with error is available explicitly as a mixture of double-truncated normals, thereby enabling a Gibbs sampling scheme. We demonstrate via a simulation study that our technique performs favorably in terms of computational efficiency and statistical performance. Our results indicate up to 62 and 54 % increase in mean integrated squared error efficiency when compared to existing alternatives while using truncated polynomial splines and B-splines respectively. Furthermore, there is evidence that the gain in efficiency increases with the measurement error variance, indicating the proposed method is a particularly valuable tool for challenging applications that present high measurement error. We conclude with a demonstration on a nutritional epidemiology data set from the NIH-AARP study and by pointing out some possible extensions of the current work.

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

    KAUST Repository

    Sang, Huiyan

    2011-12-01

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

  13. Tests for detecting overdispersion in models with measurement error in covariates.

    Science.gov (United States)

    Yang, Yingsi; Wong, Man Yu

    2015-11-30

    Measurement error in covariates can affect the accuracy in count data modeling and analysis. In overdispersion identification, the true mean-variance relationship can be obscured under the influence of measurement error in covariates. In this paper, we propose three tests for detecting overdispersion when covariates are measured with error: a modified score test and two score tests based on the proposed approximate likelihood and quasi-likelihood, respectively. The proposed approximate likelihood is derived under the classical measurement error model, and the resulting approximate maximum likelihood estimator is shown to have superior efficiency. Simulation results also show that the score test based on approximate likelihood outperforms the test based on quasi-likelihood and other alternatives in terms of empirical power. By analyzing a real dataset containing the health-related quality-of-life measurements of a particular group of patients, we demonstrate the importance of the proposed methods by showing that the analyses with and without measurement error correction yield significantly different results. Copyright © 2015 John Wiley & Sons, Ltd.

  14. Estimating model error covariances in nonlinear state-space models using Kalman smoothing and the expectation-maximisation algorithm

    KAUST Repository

    Dreano, Denis; Tandeo, P.; Pulido, M.; Ait-El-Fquih, Boujemaa; Chonavel, T.; Hoteit, Ibrahim

    2017-01-01

    Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended

  15. Numerical Differentiation Methods for Computing Error Covariance Matrices in Item Response Theory Modeling: An Evaluation and a New Proposal

    Science.gov (United States)

    Tian, Wei; Cai, Li; Thissen, David; Xin, Tao

    2013-01-01

    In item response theory (IRT) modeling, the item parameter error covariance matrix plays a critical role in statistical inference procedures. When item parameters are estimated using the EM algorithm, the parameter error covariance matrix is not an automatic by-product of item calibration. Cai proposed the use of Supplemented EM algorithm for…

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

    Science.gov (United States)

    Boussalis, Dhemetrios; Bayard, David S.

    2013-01-01

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

  17. Robust Adaptive Beamforming with Sensor Position Errors Using Weighted Subspace Fitting-Based Covariance Matrix Reconstruction.

    Science.gov (United States)

    Chen, Peng; Yang, Yixin; Wang, Yong; Ma, Yuanliang

    2018-05-08

    When sensor position errors exist, the performance of recently proposed interference-plus-noise covariance matrix (INCM)-based adaptive beamformers may be severely degraded. In this paper, we propose a weighted subspace fitting-based INCM reconstruction algorithm to overcome sensor displacement for linear arrays. By estimating the rough signal directions, we construct a novel possible mismatched steering vector (SV) set. We analyze the proximity of the signal subspace from the sample covariance matrix (SCM) and the space spanned by the possible mismatched SV set. After solving an iterative optimization problem, we reconstruct the INCM using the estimated sensor position errors. Then we estimate the SV of the desired signal by solving an optimization problem with the reconstructed INCM. The main advantage of the proposed algorithm is its robustness against SV mismatches dominated by unknown sensor position errors. Numerical examples show that even if the position errors are up to half of the assumed sensor spacing, the output signal-to-interference-plus-noise ratio is only reduced by 4 dB. Beam patterns plotted using experiment data show that the interference suppression capability of the proposed beamformer outperforms other tested beamformers.

  18. Accounting for response misclassification and covariate measurement error improves power and reduces bias in epidemiologic studies.

    Science.gov (United States)

    Cheng, Dunlei; Branscum, Adam J; Stamey, James D

    2010-07-01

    To quantify the impact of ignoring misclassification of a response variable and measurement error in a covariate on statistical power, and to develop software for sample size and power analysis that accounts for these flaws in epidemiologic data. A Monte Carlo simulation-based procedure is developed to illustrate the differences in design requirements and inferences between analytic methods that properly account for misclassification and measurement error to those that do not in regression models for cross-sectional and cohort data. We found that failure to account for these flaws in epidemiologic data can lead to a substantial reduction in statistical power, over 25% in some cases. The proposed method substantially reduced bias by up to a ten-fold margin compared to naive estimates obtained by ignoring misclassification and mismeasurement. We recommend as routine practice that researchers account for errors in measurement of both response and covariate data when determining sample size, performing power calculations, or analyzing data from epidemiological studies. 2010 Elsevier Inc. All rights reserved.

  19. Estimating model error covariances in nonlinear state-space models using Kalman smoothing and the expectation-maximisation algorithm

    KAUST Repository

    Dreano, Denis

    2017-04-05

    Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended and ensemble versions of the Kalman smoother. We show that, for additive model errors, the estimate of the error covariance converges. We also investigate other forms of model error, such as parametric or multiplicative errors. We show that additive Gaussian model error is able to compensate for non additive sources of error in the algorithms we propose. We also demonstrate the limitations of the extended version of the algorithm and recommend the use of the more robust and flexible ensemble version. This article is a proof of concept of the methodology with the Lorenz-63 attractor. We developed an open-source Python library to enable future users to apply the algorithm to their own nonlinear dynamical models.

  20. Some observations on interpolating gauges and non-covariant gauges

    Indian Academy of Sciences (India)

    We discuss the viability of using interpolating gauges to define the non-covariant gauges starting from the covariant ones. We draw attention to the need for a very careful treatment of boundary condition defining term. We show that the boundary condition needed to maintain gauge-invariance as the interpolating parameter ...

  1. Covariance analysis of symmetry energy observables from heavy ion collision

    Directory of Open Access Journals (Sweden)

    Yingxun Zhang

    2015-10-01

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

  2. Regional Scaling of Airborne Eddy Covariance Flux Observation

    Science.gov (United States)

    Sachs, T.; Serafimovich, A.; Metzger, S.; Kohnert, K.; Hartmann, J.

    2014-12-01

    The earth's surface is tightly coupled to the global climate system by the vertical exchange of energy and matter. Thus, to better understand and potentially predict changes to our climate system, it is critical to quantify the surface-atmosphere exchange of heat, water vapor, and greenhouse gases on climate-relevant spatial and temporal scales. Currently, most flux observations consist of ground-based, continuous but local measurements. These provide a good basis for temporal integration, but may not be representative of the larger regional context. This is particularly true for the Arctic, where site selection is additionally bound by logistical constraints, among others. Airborne measurements can overcome this limitation by covering distances of hundreds of kilometers over time periods of a few hours. The Airborne Measurements of Methane Fluxes (AIRMETH) campaigns are designed to quantitatively and spatially explicitly address this issue: The research aircraft POLAR 5 is used to acquire thousands of kilometers of eddy-covariance flux data. During the AIRMETH-2012 and AIRMETH-2013 campaigns we measured the turbulent exchange of energy, methane, and (in 2013) carbon dioxide over the North Slope of Alaska, USA, and the Mackenzie Delta, Canada. Here, we present the potential of environmental response functions (ERFs) for quantitatively linking flux observations to meteorological and biophysical drivers in the flux footprints. We use wavelet transforms of the original high-frequency data to improve spatial discretization of the flux observations. This also enables the quantification of continuous and biophysically relevant land cover properties in the flux footprint of each observation. A machine learning technique is then employed to extract and quantify the functional relationships between flux observations and the meteorological and biophysical drivers. The resulting ERFs are used to extrapolate fluxes over spatio-temporally explicit grids of the study area. The

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

    NARCIS (Netherlands)

    Bun, M.; de Haan, M.

    2010-01-01

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

  4. Equating error in observed-score equating

    NARCIS (Netherlands)

    van der Linden, Willem J.

    2006-01-01

    Traditionally, error in equating observed scores on two versions of a test is defined as the difference between the transformations that equate the quantiles of their distributions in the sample and population of test takers. But it is argued that if the goal of equating is to adjust the scores of

  5. On the Kalman Filter error covariance collapse into the unstable subspace

    Directory of Open Access Journals (Sweden)

    A. Trevisan

    2011-03-01

    Full Text Available When the Extended Kalman Filter is applied to a chaotic system, the rank of the error covariance matrices, after a sufficiently large number of iterations, reduces to N+ + N0 where N+ and N0 are the number of positive and null Lyapunov exponents. This is due to the collapse into the unstable and neutral tangent subspace of the solution of the full Extended Kalman Filter. Therefore the solution is the same as the solution obtained by confining the assimilation to the space spanned by the Lyapunov vectors with non-negative Lyapunov exponents. Theoretical arguments and numerical verification are provided to show that the asymptotic state and covariance estimates of the full EKF and of its reduced form, with assimilation in the unstable and neutral subspace (EKF-AUS are the same. The consequences of these findings on applications of Kalman type Filters to chaotic models are discussed.

  6. Ar-Ar_Redux: rigorous error propagation of 40Ar/39Ar data, including covariances

    Science.gov (United States)

    Vermeesch, P.

    2015-12-01

    Rigorous data reduction and error propagation algorithms are needed to realise Earthtime's objective to improve the interlaboratory accuracy of 40Ar/39Ar dating to better than 1% and thereby facilitate the comparison and combination of the K-Ar and U-Pb chronometers. Ar-Ar_Redux is a new data reduction protocol and software program for 40Ar/39Ar geochronology which takes into account two previously underappreciated aspects of the method: 1. 40Ar/39Ar measurements are compositional dataIn its simplest form, the 40Ar/39Ar age equation can be written as: t = log(1+J [40Ar/39Ar-298.5636Ar/39Ar])/λ = log(1 + JR)/λ Where λ is the 40K decay constant and J is the irradiation parameter. The age t does not depend on the absolute abundances of the three argon isotopes but only on their relative ratios. Thus, the 36Ar, 39Ar and 40Ar abundances can be normalised to unity and plotted on a ternary diagram or 'simplex'. Argon isotopic data are therefore subject to the peculiar mathematics of 'compositional data', sensu Aitchison (1986, The Statistical Analysis of Compositional Data, Chapman & Hall). 2. Correlated errors are pervasive throughout the 40Ar/39Ar methodCurrent data reduction protocols for 40Ar/39Ar geochronology propagate the age uncertainty as follows: σ2(t) = [J2 σ2(R) + R2 σ2(J)] / [λ2 (1 + R J)], which implies zero covariance between R and J. In reality, however, significant error correlations are found in every step of the 40Ar/39Ar data acquisition and processing, in both single and multi collector instruments, during blank, interference and decay corrections, age calculation etc. Ar-Ar_Redux revisits every aspect of the 40Ar/39Ar method by casting the raw mass spectrometer data into a contingency table of logratios, which automatically keeps track of all covariances in a compositional context. Application of the method to real data reveals strong correlations (r2 of up to 0.9) between age measurements within a single irradiation batch. Propertly taking

  7. A heteroskedastic error covariance matrix estimator using a first-order conditional autoregressive Markov simulation for deriving asympotical efficient estimates from ecological sampled Anopheles arabiensis aquatic habitat covariates

    Directory of Open Access Journals (Sweden)

    Githure John I

    2009-09-01

    Full Text Available Abstract Background Autoregressive regression coefficients for Anopheles arabiensis aquatic habitat models are usually assessed using global error techniques and are reported as error covariance matrices. A global statistic, however, will summarize error estimates from multiple habitat locations. This makes it difficult to identify where there are clusters of An. arabiensis aquatic habitats of acceptable prediction. It is therefore useful to conduct some form of spatial error analysis to detect clusters of An. arabiensis aquatic habitats based on uncertainty residuals from individual sampled habitats. In this research, a method of error estimation for spatial simulation models was demonstrated using autocorrelation indices and eigenfunction spatial filters to distinguish among the effects of parameter uncertainty on a stochastic simulation of ecological sampled Anopheles aquatic habitat covariates. A test for diagnostic checking error residuals in an An. arabiensis aquatic habitat model may enable intervention efforts targeting productive habitats clusters, based on larval/pupal productivity, by using the asymptotic distribution of parameter estimates from a residual autocovariance matrix. The models considered in this research extends a normal regression analysis previously considered in the literature. Methods Field and remote-sampled data were collected during July 2006 to December 2007 in Karima rice-village complex in Mwea, Kenya. SAS 9.1.4® was used to explore univariate statistics, correlations, distributions, and to generate global autocorrelation statistics from the ecological sampled datasets. A local autocorrelation index was also generated using spatial covariance parameters (i.e., Moran's Indices in a SAS/GIS® database. The Moran's statistic was decomposed into orthogonal and uncorrelated synthetic map pattern components using a Poisson model with a gamma-distributed mean (i.e. negative binomial regression. The eigenfunction

  8. Do current cosmological observations rule out all covariant Galileons?

    Science.gov (United States)

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

    2018-03-01

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

  9. On Bayesian shared component disease mapping and ecological regression with errors in covariates.

    Science.gov (United States)

    MacNab, Ying C

    2010-05-20

    Recent literature on Bayesian disease mapping presents shared component models (SCMs) for joint spatial modeling of two or more diseases with common risk factors. In this study, Bayesian hierarchical formulations of shared component disease mapping and ecological models are explored and developed in the context of ecological regression, taking into consideration errors in covariates. A review of multivariate disease mapping models (MultiVMs) such as the multivariate conditional autoregressive models that are also part of the more recent Bayesian disease mapping literature is presented. Some insights into the connections and distinctions between the SCM and MultiVM procedures are communicated. Important issues surrounding (appropriate) formulation of shared- and disease-specific components, consideration/choice of spatial or non-spatial random effects priors, and identification of model parameters in SCMs are explored and discussed in the context of spatial and ecological analysis of small area multivariate disease or health outcome rates and associated ecological risk factors. The methods are illustrated through an in-depth analysis of four-variate road traffic accident injury (RTAI) data: gender-specific fatal and non-fatal RTAI rates in 84 local health areas in British Columbia (Canada). Fully Bayesian inference via Markov chain Monte Carlo simulations is presented. Copyright 2010 John Wiley & Sons, Ltd.

  10. Covariate measurement error correction methods in mediation analysis with failure time data.

    Science.gov (United States)

    Zhao, Shanshan; Prentice, Ross L

    2014-12-01

    Mediation analysis is important for understanding the mechanisms whereby one variable causes changes in another. Measurement error could obscure the ability of the potential mediator to explain such changes. This article focuses on developing correction methods for measurement error in the mediator with failure time outcomes. We consider a broad definition of measurement error, including technical error, and error associated with temporal variation. The underlying model with the "true" mediator is assumed to be of the Cox proportional hazards model form. The induced hazard ratio for the observed mediator no longer has a simple form independent of the baseline hazard function, due to the conditioning event. We propose a mean-variance regression calibration approach and a follow-up time regression calibration approach, to approximate the partial likelihood for the induced hazard function. Both methods demonstrate value in assessing mediation effects in simulation studies. These methods are generalized to multiple biomarkers and to both case-cohort and nested case-control sampling designs. We apply these correction methods to the Women's Health Initiative hormone therapy trials to understand the mediation effect of several serum sex hormone measures on the relationship between postmenopausal hormone therapy and breast cancer risk. © 2014, The International Biometric Society.

  11. An initial investigation of the GOCE error variance-covariance matrices in the context of the GOCE user toolbox project

    DEFF Research Database (Denmark)

    Bingham, Rory J.; Tscherning, Christian; Knudsen, Per

    2011-01-01

    The availability of the full error variance-covariance matrices for the GOCE gravity field models is an important feature of the GOCE mission. Potentially, it will allow users to evaluate the accuracy of a geoid or mean dynamic topography (MDT) derived from the gravity field model at any particul...

  12. ROBUST KALMAN FILTERING FOR SYSTEMS UNDER NORM BOUNDED UNCERTAINTIES IN ALL SYSTEM MATRICES AND ERROR COVARIANCE CONSTRAINTS

    Institute of Scientific and Technical Information of China (English)

    XIA Yuanqing; HAN Jingqing

    2005-01-01

    This paper concerns robust Kalman filtering for systems under norm bounded uncertainties in all the system matrices and error covariance constraints. Sufficient conditions are given for the existence of such filters in terms of Riccati equations. The solutions to the conditions can be used to design the filters. Finally, an illustrative example is given to demonstrate the effectiveness of the proposed design procedure.

  13. Some observations on interpolating gauges and non-covariant gauges

    International Nuclear Information System (INIS)

    Joglekar, Satish D.

    2003-01-01

    We discuss the viability of using interpolating gauges to define the non-covariant gauges starting from the covariant ones. We draw attention to the need for a very careful treatment of boundary condition defining term. We show that the boundary condition needed to maintain gauge invariance as the interpolating parameter θ varies, depends very sensitively on the parameter variation. We do this with a gauge used by Doust. We also consider the Lagrangian path-integrals in Minkowski space for gauges with a residual gauge-invariance. We point out the necessity of inclusion of an ε-term (even) in the formal treatments, without which one may reach incorrect conclusions. We, further, point out that the ε-term can contribute to the BRST WT-identities in a non-trivial way (even as ε → 0). We point out that these contributions lead to additional constraints on Green's function that are not normally taken into account in the BRST formalism that ignores the ε-term, and that they are characteristic of the way the singularities in propagators are handled. We argue that a prescription, in general, will require renormalization; if at all it is to be viable. (author)

  14. Mitigating Observation Perturbation Sampling Errors in the Stochastic EnKF

    KAUST Repository

    Hoteit, Ibrahim

    2015-03-17

    The stochastic ensemble Kalman filter (EnKF) updates its ensemble members with observations perturbed with noise sampled from the distribution of the observational errors. This was shown to introduce noise into the system and may become pronounced when the ensemble size is smaller than the rank of the observational error covariance, which is often the case in real oceanic and atmospheric data assimilation applications. This work introduces an efficient serial scheme to mitigate the impact of observations’ perturbations sampling in the analysis step of the EnKF, which should provide more accurate ensemble estimates of the analysis error covariance matrices. The new scheme is simple to implement within the serial EnKF algorithm, requiring only the approximation of the EnKF sample forecast error covariance matrix by a matrix with one rank less. The new EnKF scheme is implemented and tested with the Lorenz-96 model. Results from numerical experiments are conducted to compare its performance with the EnKF and two standard deterministic EnKFs. This study shows that the new scheme enhances the behavior of the EnKF and may lead to better performance than the deterministic EnKFs even when implemented with relatively small ensembles.

  15. Mitigating Observation Perturbation Sampling Errors in the Stochastic EnKF

    KAUST Repository

    Hoteit, Ibrahim; Pham, D.-T.; El Gharamti, Mohamad; Luo, X.

    2015-01-01

    The stochastic ensemble Kalman filter (EnKF) updates its ensemble members with observations perturbed with noise sampled from the distribution of the observational errors. This was shown to introduce noise into the system and may become pronounced when the ensemble size is smaller than the rank of the observational error covariance, which is often the case in real oceanic and atmospheric data assimilation applications. This work introduces an efficient serial scheme to mitigate the impact of observations’ perturbations sampling in the analysis step of the EnKF, which should provide more accurate ensemble estimates of the analysis error covariance matrices. The new scheme is simple to implement within the serial EnKF algorithm, requiring only the approximation of the EnKF sample forecast error covariance matrix by a matrix with one rank less. The new EnKF scheme is implemented and tested with the Lorenz-96 model. Results from numerical experiments are conducted to compare its performance with the EnKF and two standard deterministic EnKFs. This study shows that the new scheme enhances the behavior of the EnKF and may lead to better performance than the deterministic EnKFs even when implemented with relatively small ensembles.

  16. Extreme covariant quantum observables in the case of an Abelian symmetry group and a transitive value space

    International Nuclear Information System (INIS)

    Haapasalo, Erkka Theodor; Pellonpaeae, Juha-Pekka

    2011-01-01

    We represent quantum observables as normalized positive operator valued measures and consider convex sets of observables which are covariant with respect to a unitary representation of a locally compact Abelian symmetry group G. The value space of such observables is a transitive G-space. We characterize the extreme points of covariant observables and also determine the covariant extreme points of the larger set of all quantum observables. The results are applied to position, position difference, and time observables.

  17. Large-Scale Covariability Between Aerosol and Precipitation Over the 7-SEAS Region: Observations and Simulations

    Science.gov (United States)

    Huang, Jingfeng; Hsu, N. Christina; Tsay, Si-Chee; Zhang, Chidong; Jeong, Myeong Jae; Gautam, Ritesh; Bettenhausen, Corey; Sayer, Andrew M.; Hansell, Richard A.; Liu, Xiaohong; hide

    2012-01-01

    One of the seven scientific areas of interests of the 7-SEAS field campaign is to evaluate the impact of aerosol on cloud and precipitation (http://7-seas.gsfc.nasa.gov). However, large-scale covariability between aerosol, cloud and precipitation is complicated not only by ambient environment and a variety of aerosol effects, but also by effects from rain washout and climate factors. This study characterizes large-scale aerosol-cloud-precipitation covariability through synergy of long-term multi ]sensor satellite observations with model simulations over the 7-SEAS region [10S-30N, 95E-130E]. Results show that climate factors such as ENSO significantly modulate aerosol and precipitation over the region simultaneously. After removal of climate factor effects, aerosol and precipitation are significantly anti-correlated over the southern part of the region, where high aerosols loading is associated with overall reduced total precipitation with intensified rain rates and decreased rain frequency, decreased tropospheric latent heating, suppressed cloud top height and increased outgoing longwave radiation, enhanced clear-sky shortwave TOA flux but reduced all-sky shortwave TOA flux in deep convective regimes; but such covariability becomes less notable over the northern counterpart of the region where low ]level stratus are found. Using CO as a proxy of biomass burning aerosols to minimize the washout effect, large-scale covariability between CO and precipitation was also investigated and similar large-scale covariability observed. Model simulations with NCAR CAM5 were found to show similar effects to observations in the spatio-temporal patterns. Results from both observations and simulations are valuable for improving our understanding of this region's meteorological system and the roles of aerosol within it. Key words: aerosol; precipitation; large-scale covariability; aerosol effects; washout; climate factors; 7- SEAS; CO; CAM5

  18. Refining estimates of prescription durations by using observed covariates in pharmacoepidemiological databases

    DEFF Research Database (Denmark)

    Støvring, Henrik; Pottegård, Anton; Hallas, Jesper

    2017-01-01

    , patient sex and patient age as covariates. Results: The estimated prescription durations increased with redeemed amount and age. Women generally had longer prescription durations, which increased more with age than men. For 70-year-old women redeeming 300+ pills, we predicted a 95th percentile...... of the inter-arrival density of 225 (95%CI: 201, 249) days. For 50-year-old men redeeming 100 pills, the corresponding prediction was 97 (88, 106) days. Conclusions: The algorithm allows estimation of prescription durations based on the reverse WTD, which can depend upon observed covariates. Statistical...

  19. Observations of geographically correlated orbit errors for TOPEX/Poseidon using the global positioning system

    Science.gov (United States)

    Christensen, E. J.; Haines, B. J.; Mccoll, K. C.; Nerem, R. S.

    1994-01-01

    We have compared Global Positioning System (GPS)-based dynamic and reduced-dynamic TOPEX/Poseidon orbits over three 10-day repeat cycles of the ground-track. The results suggest that the prelaunch joint gravity model (JGM-1) introduces geographically correlated errors (GCEs) which have a strong meridional dependence. The global distribution and magnitude of these GCEs are consistent with a prelaunch covariance analysis, with estimated and predicted global rms error statistics of 2.3 and 2.4 cm rms, respectively. Repeating the analysis with the post-launch joint gravity model (JGM-2) suggests that a portion of the meridional dependence observed in JGM-1 still remains, with global rms error of 1.2 cm.

  20. Covariance approximation for fast and accurate computation of channelized Hotelling observer statistics

    International Nuclear Information System (INIS)

    Bonetto, Paola; Qi, Jinyi; Leahy, Richard M.

    1999-01-01

    We describe a method for computing linear observer statistics for maximum a posteriori (MAP) reconstructions of PET images. The method is based on a theoretical approximation for the mean and covariance of MAP reconstructions. In particular, we derive here a closed form for the channelized Hotelling observer (CHO) statistic applied to 2D MAP images. We show reasonably good correspondence between these theoretical results and Monte Carlo studies. The accuracy and low computational cost of the approximation allow us to analyze the observer performance over a wide range of operating conditions and parameter settings for the MAP reconstruction algorithm

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

    International Nuclear Information System (INIS)

    Nuamah, N.N.N.N.

    1991-01-01

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

  2. Mixed-Poisson Point Process with Partially-Observed Covariates: Ecological Momentary Assessment of Smoking.

    Science.gov (United States)

    Neustifter, Benjamin; Rathbun, Stephen L; Shiffman, Saul

    2012-01-01

    Ecological Momentary Assessment is an emerging method of data collection in behavioral research that may be used to capture the times of repeated behavioral events on electronic devices, and information on subjects' psychological states through the electronic administration of questionnaires at times selected from a probability-based design as well as the event times. A method for fitting a mixed Poisson point process model is proposed for the impact of partially-observed, time-varying covariates on the timing of repeated behavioral events. A random frailty is included in the point-process intensity to describe variation among subjects in baseline rates of event occurrence. Covariate coefficients are estimated using estimating equations constructed by replacing the integrated intensity in the Poisson score equations with a design-unbiased estimator. An estimator is also proposed for the variance of the random frailties. Our estimators are robust in the sense that no model assumptions are made regarding the distribution of the time-varying covariates or the distribution of the random effects. However, subject effects are estimated under gamma frailties using an approximate hierarchical likelihood. The proposed approach is illustrated using smoking data.

  3. Adaptive framework to better characterize errors of apriori fluxes and observational residuals in a Bayesian setup for the urban flux inversions.

    Science.gov (United States)

    Ghosh, S.; Lopez-Coto, I.; Prasad, K.; Karion, A.; Mueller, K.; Gourdji, S.; Martin, C.; Whetstone, J. R.

    2017-12-01

    The National Institute of Standards and Technology (NIST) supports the North-East Corridor Baltimore Washington (NEC-B/W) project and Indianapolis Flux Experiment (INFLUX) aiming to quantify sources of Greenhouse Gas (GHG) emissions as well as their uncertainties. These projects employ different flux estimation methods including top-down inversion approaches. The traditional Bayesian inversion method estimates emission distributions by updating prior information using atmospheric observations of Green House Gases (GHG) coupled to an atmospheric and dispersion model. The magnitude of the update is dependent upon the observed enhancement along with the assumed errors such as those associated with prior information and the atmospheric transport and dispersion model. These errors are specified within the inversion covariance matrices. The assumed structure and magnitude of the specified errors can have large impact on the emission estimates from the inversion. The main objective of this work is to build a data-adaptive model for these covariances matrices. We construct a synthetic data experiment using a Kalman Filter inversion framework (Lopez et al., 2017) employing different configurations of transport and dispersion model and an assumed prior. Unlike previous traditional Bayesian approaches, we estimate posterior emissions using regularized sample covariance matrices associated with prior errors to investigate whether the structure of the matrices help to better recover our hypothetical true emissions. To incorporate transport model error, we use ensemble of transport models combined with space-time analytical covariance to construct a covariance that accounts for errors in space and time. A Kalman Filter is then run using these covariances along with Maximum Likelihood Estimates (MLE) of the involved parameters. Preliminary results indicate that specifying sptio-temporally varying errors in the error covariances can improve the flux estimates and uncertainties. We

  4. Covariant Transform

    OpenAIRE

    Kisil, Vladimir V.

    2010-01-01

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

  5. PEAK COVARIANCE STABILITY OF A RANDOM RICCATI EQUATION ARISING FROM KALMAN FILTERING WITH OBSERVATION LOSSES

    Institute of Scientific and Technical Information of China (English)

    Li XIE; Lihua XIE

    2007-01-01

    We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising from Kalman filtering with measurement losses. A sufficient condition for the peak covariance stability is obtained which has a simpler form and is shown to be less conservative in some cases than a very recent result in existing literature. Furthermore, we show that a known sufficient condition is also necessary when the observability index equals one.

  6. Covariance approximation for fast and accurate computation of channelized Hotelling observer statistics

    Science.gov (United States)

    Bonetto, P.; Qi, Jinyi; Leahy, R. M.

    2000-08-01

    Describes a method for computing linear observer statistics for maximum a posteriori (MAP) reconstructions of PET images. The method is based on a theoretical approximation for the mean and covariance of MAP reconstructions. In particular, the authors derive here a closed form for the channelized Hotelling observer (CHO) statistic applied to 2D MAP images. The theoretical analysis models both the Poission statistics of PET data and the inhomogeneity of tracer uptake. The authors show reasonably good correspondence between these theoretical results and Monte Carlo studies. The accuracy and low computational cost of the approximation allow the authors to analyze the observer performance over a wide range of operating conditions and parameter settings for the MAP reconstruction algorithm.

  7. Relationships between GPS-signal propagation errors and EISCAT observations

    Directory of Open Access Journals (Sweden)

    N. Jakowski

    1996-12-01

    Full Text Available When travelling through the ionosphere the signals of space-based radio navigation systems such as the Global Positioning System (GPS are subject to modifications in amplitude, phase and polarization. In particular, phase changes due to refraction lead to propagation errors of up to 50 m for single-frequency GPS users. If both the L1 and the L2 frequencies transmitted by the GPS satellites are measured, first-order range error contributions of the ionosphere can be determined and removed by difference methods. The ionospheric contribution is proportional to the total electron content (TEC along the ray path between satellite and receiver. Using about ten European GPS receiving stations of the International GPS Service for Geodynamics (IGS, the TEC over Europe is estimated within the geographic ranges -20°≤ λ ≤40°E and 32.5°≤ Φ ≤70°N in longitude and latitude, respectively. The derived TEC maps over Europe contribute to the study of horizontal coupling and transport proces- ses during significant ionospheric events. Due to their comprehensive information about the high-latitude ionosphere, EISCAT observations may help to study the influence of ionospheric phenomena upon propagation errors in GPS navigation systems. Since there are still some accuracy limiting problems to be solved in TEC determination using GPS, data comparison of TEC with vertical electron density profiles derived from EISCAT observations is valuable to enhance the accuracy of propagation-error estimations. This is evident both for absolute TEC calibration as well as for the conversion of ray-path-related observations to vertical TEC. The combination of EISCAT data and GPS-derived TEC data enables a better understanding of large-scale ionospheric processes.

  8. Mars gravity field error analysis from simulated radio tracking of Mars Observer

    International Nuclear Information System (INIS)

    Smith, D.E.; Lerch, F.J.; Chan, J.C.; Chinn, D.S.; Iz, H.B.; Mallama, A.; Patel, G.B.

    1990-01-01

    The Mars Observer (MO) Mission, in a near-polar orbit at 360-410 km altitude for nearly a 2-year observing period, will greatly improve our understanding of the geophysics of Mars, including its gravity field. To assess the expected improvement of the gravity field, the authors have conducted an error analysis based upon the mission plan for the Mars Observer radio tracking data from the Deep Space Network. Their results indicate that it should be possible to obtain a high-resolution model (spherical harmonics complete to degree and order 50 corresponding to a 200-km horizontal resolution) for the gravitational field of the planet. This model, in combination with topography from MO altimetry, should provide for an improved determination of the broad scale density structure and stress state of the Martian crust and upper mantle. The mathematical model for the error analysis is based on the representation of doppler tracking data as a function of the Martian gravity field in spherical harmonics, solar radiation pressure, atmospheric drag, angular momentum desaturation residual acceleration (AMDRA) effects, tracking station biases, and the MO orbit parameters. Two approaches are employed. In the first case, the error covariance matrix of the gravity model is estimated including the effects from all the nongravitational parameters (noise-only case). In the second case, the gravity recovery error is computed as above but includes unmodelled systematic effects from atmospheric drag, AMDRA, and solar radiation pressure (biased case). The error spectrum of gravity shows an order of magnitude of improvement over current knowledge based on doppler data precision from a single station of 0.3 mm s -1 noise for 1-min integration intervals during three 60-day periods

  9. Observations of Co-variation in Cloud Properties and their Relationships with Atmospheric State

    Science.gov (United States)

    Sinclair, K.; van Diedenhoven, B.; Fridlind, A. M.; Arnold, T. G.; Yorks, J. E.; Heymsfield, G. M.; McFarquhar, G. M.; Um, J.

    2017-12-01

    Radiative properties of upper tropospheric ice clouds are generally not well represented in global and cloud models. Cloud top height, cloud thermodynamic phase, cloud optical thickness, cloud water path, particle size and ice crystal shape all serve as observational targets for models to constrain cloud properties. Trends or biases in these cloud properties could have profound effects on the climate since they affect cloud radiative properties. Better understanding of co-variation between these cloud properties and linkages with atmospheric state variables can lead to better representation of clouds in models by reducing biases in their micro- and macro-physical properties as well as their radiative properties. This will also enhance our general understanding of cloud processes. In this analysis we look at remote sensing, in situ and reanalysis data from the MODIS Airborne Simulator (MAS), Cloud Physics Lidar (CPL), Cloud Radar System (CRS), GEOS-5 reanalysis data and GOES imagery obtained during the Tropical Composition, Cloud and Climate Coupling (TC4) airborne campaign. The MAS, CPL and CRS were mounted on the ER-2 high-altitude aircraft during this campaign. In situ observations of ice size and shape were made aboard the DC8 and WB57 aircrafts. We explore how thermodynamic phase, ice effective radius, particle shape and radar reflectivity vary with altitude and also investigate how these observed cloud properties vary with cloud type, cloud top temperature, relative humidity and wind profiles. Observed systematic relationships are supported by physical interpretations of cloud processes and any unexpected differences are examined.

  10. Sensitivity of dose-finding studies to observation errors.

    Science.gov (United States)

    Zohar, Sarah; O'Quigley, John

    2009-11-01

    The purpose of Phase I designs is to estimate the MTD (maximum tolerated dose, in practice a dose with some given acceptable rate of toxicity) while, at the same time, minimizing the number of patients treated at doses too far removed from the MTD. Our purpose here is to investigate the sensitivity of conclusions from dose-finding designs to recording or observation errors. Certain toxicities may go undetected and, conversely, certain non-toxicities may be incorrectly recorded as dose-limiting toxicities. Recording inaccuracies would be expected to have an influence on final and within trial recommendations and, in this paper, we study in greater depth this question. We focus, in particular on three designs used currently; the standard '3+3' design, the grouped up-and-down design [M. Gezmu, N. Flournoy, Group up-and-down designs for dose finding. Journal of Statistical Planning and Inference 2006; 136 (6): 1749-1764.] and the continual reassessment method (CRM, [J. O'Quigley, M. Pepe, L. Fisher, Continual reassessment method: a practical design for phase 1 clinical trials in cancer. Biometrics 1990; 46 (1): 33-48.]). A non-toxicity incorrectly recorded as a toxicity (error of first kind) has a greater influence in general than the converse (error of second kind). These results are illustrated via figures which suggest that the standard '3+3' design in particular is sensitive to errors of the second kind. Such errors can have a very important impact on drug development in that, if carried through to the Phase 2 and Phase 3 studies, we can significantly increase the probability of failure to detect efficacy as a result of having delivered an inadequate dose.

  11. Indirect inference with time series observed with error

    DEFF Research Database (Denmark)

    Rossi, Eduardo; Santucci de Magistris, Paolo

    estimation. We propose to solve this inconsistency by jointly estimating the nuisance and the structural parameters. Under standard assumptions, this estimator is consistent and asymptotically normal. A condition for the identification of ARMA plus noise is obtained. The proposed methodology is used......We analyze the properties of the indirect inference estimator when the observed series are contaminated by measurement error. We show that the indirect inference estimates are asymptotically biased when the nuisance parameters of the measurement error distribution are neglected in the indirect...... to estimate the parameters of continuous-time stochastic volatility models with auxiliary specifications based on realized volatility measures. Monte Carlo simulations shows the bias reduction of the indirect estimates obtained when the microstructure noise is explicitly modeled. Finally, an empirical...

  12. Evaluation of a plot-scale methane emission model using eddy covariance observations and footprint modelling

    Directory of Open Access Journals (Sweden)

    A. Budishchev

    2014-09-01

    Full Text Available Most plot-scale methane emission models – of which many have been developed in the recent past – are validated using data collected with the closed-chamber technique. This method, however, suffers from a low spatial representativeness and a poor temporal resolution. Also, during a chamber-flux measurement the air within a chamber is separated from the ambient atmosphere, which negates the influence of wind on emissions. Additionally, some methane models are validated by upscaling fluxes based on the area-weighted averages of modelled fluxes, and by comparing those to the eddy covariance (EC flux. This technique is rather inaccurate, as the area of upscaling might be different from the EC tower footprint, therefore introducing significant mismatch. In this study, we present an approach to validate plot-scale methane models with EC observations using the footprint-weighted average method. Our results show that the fluxes obtained by the footprint-weighted average method are of the same magnitude as the EC flux. More importantly, the temporal dynamics of the EC flux on a daily timescale are also captured (r2 = 0.7. In contrast, using the area-weighted average method yielded a low (r2 = 0.14 correlation with the EC measurements. This shows that the footprint-weighted average method is preferable when validating methane emission models with EC fluxes for areas with a heterogeneous and irregular vegetation pattern.

  13. Covariance evaluation system

    International Nuclear Information System (INIS)

    Kawano, Toshihiko; Shibata, Keiichi.

    1997-09-01

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

  14. Observations on discretization errors in twisted-mass lattice QCD

    International Nuclear Information System (INIS)

    Sharpe, Stephen R.

    2005-01-01

    I make a number of observations concerning discretization errors in twisted-mass lattice QCD that can be deduced by applying chiral perturbation theory including lattice artifacts. (1) The line along which the partially conserved axial current quark mass vanishes in the untwisted-mass-twisted-mass plane makes an angle to the twisted-mass axis which is a direct measure of O(a) terms in the chiral Lagrangian, and is found numerically to be large; (2) Numerical results for pionic quantities in the mass plane show the qualitative properties predicted by chiral perturbation theory, in particular, an asymmetry in slopes between positive and negative untwisted quark masses; (3) By extending the description of the 'Aoki regime' (where m q ∼a 2 Λ QCD 3 ) to next-to-leading order in chiral perturbation theory I show how the phase-transition lines and lines of maximal twist (using different definitions) extend into this region, and give predictions for the functional form of pionic quantities; (4) I argue that the recent claim that lattice artifacts at maximal twist have apparent infrared singularities in the chiral limit results from expanding about the incorrect vacuum state. Shifting to the correct vacuum (as can be done using chiral perturbation theory) the apparent singularities are summed into nonsingular, and furthermore predicted, forms. I further argue that there is no breakdown in the Symanzik expansion in powers of lattice spacing, and no barrier to simulating at maximal twist in the Aoki regime

  15. Seeing your error alters my pointing: observing systematic pointing errors induces sensori-motor after-effects.

    Directory of Open Access Journals (Sweden)

    Roberta Ronchi

    Full Text Available During the procedure of prism adaptation, subjects execute pointing movements to visual targets under a lateral optical displacement: as consequence of the discrepancy between visual and proprioceptive inputs, their visuo-motor activity is characterized by pointing errors. The perception of such final errors triggers error-correction processes that eventually result into sensori-motor compensation, opposite to the prismatic displacement (i.e., after-effects. Here we tested whether the mere observation of erroneous pointing movements, similar to those executed during prism adaptation, is sufficient to produce adaptation-like after-effects. Neurotypical participants observed, from a first-person perspective, the examiner's arm making incorrect pointing movements that systematically overshot visual targets location to the right, thus simulating a rightward optical deviation. Three classical after-effect measures (proprioceptive, visual and visual-proprioceptive shift were recorded before and after first-person's perspective observation of pointing errors. Results showed that mere visual exposure to an arm that systematically points on the right-side of a target (i.e., without error correction produces a leftward after-effect, which mostly affects the observer's proprioceptive estimation of her body midline. In addition, being exposed to such a constant visual error induced in the observer the illusion "to feel" the seen movement. These findings indicate that it is possible to elicit sensori-motor after-effects by mere observation of movement errors.

  16. Exact covariant results related to the redshift, aberration and luminosity distance for arbitrary spacetime and instantaneous observers

    Energy Technology Data Exchange (ETDEWEB)

    Calvao, Maurcio O.; Lago, Bruno L.; Reis, Ribamar R.R. [Universidade Federal do Rio de Janeiro (IF/UFRJ), RJ (Brazil). Inst. de Fisica

    2011-07-01

    Full text: We start by emphasizing the importance of formalizing the the concepts of a (classical) relativistic instantaneous observer, observer, frame of reference (as distinct from a coordinate system or tetrad) and a local Lorentz boost. Then, as a first result, we apply their concrete definitions to obtain exact covariant expressions for the redshift and aberration, as well as for the redshift transformation under local Lorentz boosts. Afterwards we revisit the notion of luminosity distance, providing some clarifications which render its definition manifestly valid in a completely general setting (not only for comoving observers in the Robertson-Walker spacetime); therefrom we see clearly that (not unexpectedly) the luminosity distance is dependent on the instantaneous observers and we derive its corresponding exact, covariant transformation law. By Etherington's reciprocity theorem, analogous transformation laws can be obtained for other relativistic distances, e.g. the angular size one. The exact covariant transformation law for the luminosity distance has a particularly relevant application for the determination of the impact of peculiar motions on type Ia supernovae observations and data analysis, which is supposed to be one of the main systematic effects plaguing that probe. The redshift and aberration results, on the other hand, might be of interest for precise redshift drift and astrometric (e.g. Gaia) measurements, respectively. We conclude by listing some open avenues for generalizations. (author)

  17. Testing for Change in Mean of Independent Multivariate Observations with Time Varying Covariance

    Directory of Open Access Journals (Sweden)

    Mohamed Boutahar

    2012-01-01

    Full Text Available We consider a nonparametric CUSUM test for change in the mean of multivariate time series with time varying covariance. We prove that under the null, the test statistic has a Kolmogorov limiting distribution. The asymptotic consistency of the test against a large class of alternatives which contains abrupt, smooth and continuous changes is established. We also perform a simulation study to analyze the size distortion and the power of the proposed test.

  18. Generalized linear mixed model for binary outcomes when covariates are subject to measurement errors and detection limits.

    Science.gov (United States)

    Xie, Xianhong; Xue, Xiaonan; Strickler, Howard D

    2018-01-15

    Longitudinal measurement of biomarkers is important in determining risk factors for binary endpoints such as infection or disease. However, biomarkers are subject to measurement error, and some are also subject to left-censoring due to a lower limit of detection. Statistical methods to address these issues are few. We herein propose a generalized linear mixed model and estimate the model parameters using the Monte Carlo Newton-Raphson (MCNR) method. Inferences regarding the parameters are made by applying Louis's method and the delta method. Simulation studies were conducted to compare the proposed MCNR method with existing methods including the maximum likelihood (ML) method and the ad hoc approach of replacing the left-censored values with half of the detection limit (HDL). The results showed that the performance of the MCNR method is superior to ML and HDL with respect to the empirical standard error, as well as the coverage probability for the 95% confidence interval. The HDL method uses an incorrect imputation method, and the computation is constrained by the number of quadrature points; while the ML method also suffers from the constrain for the number of quadrature points, the MCNR method does not have this limitation and approximates the likelihood function better than the other methods. The improvement of the MCNR method is further illustrated with real-world data from a longitudinal study of local cervicovaginal HIV viral load and its effects on oncogenic HPV detection in HIV-positive women. Copyright © 2017 John Wiley & Sons, Ltd.

  19. Eddy covariance observations of methane and nitrous oxide emissions. Towards more accurate estimates from ecosystems

    International Nuclear Information System (INIS)

    Kroon, P.S.

    2010-09-01

    About 30% of the increased greenhouse gas (GHG) emissions of carbon dioxide (CO2), methane (CH4) and nitrous oxide (N2O) are related to land use changes and agricultural activities. In order to select effective measures, knowledge is required about GHG emissions from these ecosystems and how these emissions are influenced by management and meteorological conditions. Accurate emission values are therefore needed for all three GHGs to compile the full GHG balance. However, the current annual estimates of CH4 and N2O emissions from ecosystems have significant uncertainties, even larger than 50%. The present study showed that an advanced technique, micrometeorological eddy covariance flux technique, could obtain more accurate estimates with uncertainties even smaller than 10%. The current regional and global trace gas flux estimates of CH4 and N2O are possibly seriously underestimated due to incorrect measurement procedures. Accurate measurements of both gases are really important since they could even contribute for more than two-third to the total GHG emission. For example: the total GHG emission of a dairy farm site was estimated at 16.10 3 kg ha -1 yr -1 in CO2-equivalents from which 25% and 45% was contributed by CH4 and N2O, respectively. About 60% of the CH4 emission was emitted by ditches and their bordering edges. These emissions are not yet included in the national inventory reports. We recommend including these emissions in coming reports.

  20. Diurnal variability of CO2 flux at coastal zone of Taiwan based on eddy covariance observation

    Science.gov (United States)

    Chien, Hwa; Zhong, Yao-Zhao; Yang, Kang-Hung; Cheng, Hao-Yuan

    2018-06-01

    In this study, we employed shore-based eddy covariance systems for a continuous measurement of the coastal CO2 flux near the northwestern coast of Taiwan from 2011 to 2015. To ensure the validity of the analysis, the data was selected and filtered with a footprint model and an empirical mode decomposition method. The results indicate that the nearshore air-sea and air-land CO2 fluxes exhibited a significant diurnal variability and a substantial day-night difference. The net air-sea CO2 flux was -1.75 ± 0.98 μmol-C m-2 s-1, whereas the net air-land CO2 flux was 0.54 ± 7.35 μmol-C m-2 s-1, which indicated that in northwestern Taiwan, the coastal water acts as a sink of atmospheric CO2 but the coastal land acts as a source. The Random Forest Method was applied to hierarchize the influence of Chl-a, SST, DO, pH and U10 on air-sea CO2 fluxes. The result suggests that the strength of the diurnal air-sea CO2 flux is strongly influenced by the local wind speed.

  1. Eddy covariance observations of surface leakage during shallow subsurface CO2 releases

    Science.gov (United States)

    Lewicki, Jennifer L.; Hilley, George E.; Fischer, Marc L.; Pan, Lehua; Oldenburg, Curtis M.; Dobeck, Laura; Spangler, Lee

    2009-06-01

    We tested the ability of eddy covariance (EC) to detect, locate, and quantify surface CO2 flux leakage signals within a background ecosystem. For 10 days starting on 9 July 2007, and for 7 days starting on 3 August 2007, 0.1 (Release 1) and 0.3 (Release 2) t CO2 d-1, respectively, were released from a horizontal well ˜100 m in length and ˜2.5 m in depth located in an agricultural field in Bozeman, Montana. An EC station measured net CO2 flux (Fc) from 8 June 2006 to 4 September 2006 (mean and standard deviation = -12.4 and 28.1 g m-2 d-1, respectively) and from 28 May 2007 to 4 September 2007 (mean and standard deviation = -12.0 and 28.1 g m-2 d-1, respectively). The Release 2 leakage signal was visible in the Fc time series, whereas the Release 1 signal was difficult to detect within variability of ecosystem fluxes. To improve detection ability, we calculated residual fluxes (Fcr) by subtracting fluxes corresponding to a model for net ecosystem exchange from Fc. Fcr had reduced variability and lacked the negative bias seen in corresponding Fc distributions. Plotting the upper 90th percentile Fcr versus time enhanced the Release 2 leakage signal. However, values measured during Release 1 fell within the variability assumed to be related to unmodeled natural processes. Fcr measurements and corresponding footprint functions were inverted using a least squares approach to infer the spatial distribution of surface CO2 fluxes during Release 2. When combined with flux source area evaluation, inversion results roughly located the CO2 leak, while resolution was insufficient to quantify leakage rate.

  2. Reducing System Artifacts in Hyperspectral Image Data Analysis with the Use of Estimates of the Error Covariance in the Data; TOPICAL

    International Nuclear Information System (INIS)

    HAALAND, DAVID M.; VAN BENTHEM, MARK H.; WEHLBURG, CHRISTINE M.; KOEHLER, IV FREDERICK W.

    2002-01-01

    Hyperspectral Fourier transform infrared images have been obtained from a neoprene sample aged in air at elevated temperatures. The massive amount of spectra available from this heterogeneous sample provides the opportunity to perform quantitative analysis of the spectral data without the need for calibration standards. Multivariate curve resolution (MCR) methods with non-negativity constraints applied to the iterative alternating least squares analysis of the spectral data has been shown to achieve the goal of quantitative image analysis without the use of standards. However, the pure-component spectra and the relative concentration maps were heavily contaminated by the presence of system artifacts in the spectral data. We have demonstrated that the detrimental effects of these artifacts can be minimized by adding an estimate of the error covariance structure of the spectral image data to the MCR algorithm. The estimate is added by augmenting the concentration and pure-component spectra matrices with scores and eigenvectors obtained from the mean-centered repeat image differences of the sample. The implementation of augmentation is accomplished by employing efficient equality constraints on the MCR analysis. Augmentation with the scores from the repeat images is found to primarily improve the pure-component spectral estimates while augmentation with the corresponding eigenvectors primarily improves the concentration maps. Augmentation with both scores and eigenvectors yielded the best result by generating less noisy pure-component spectral estimates and relative concentration maps that were largely free from a striping artifact that is present due to system errors in the FT-IR images. The MCR methods presented are general and can also be applied productively to non-image spectral data

  3. Measurement Error Correction Formula for Cluster-Level Group Differences in Cluster Randomized and Observational Studies

    Science.gov (United States)

    Cho, Sun-Joo; Preacher, Kristopher J.

    2016-01-01

    Multilevel modeling (MLM) is frequently used to detect cluster-level group differences in cluster randomized trial and observational studies. Group differences on the outcomes (posttest scores) are detected by controlling for the covariate (pretest scores) as a proxy variable for unobserved factors that predict future attributes. The pretest and…

  4. Spectral Analysis of Forecast Error Investigated with an Observing System Simulation Experiment

    Science.gov (United States)

    Prive, N. C.; Errico, Ronald M.

    2015-01-01

    The spectra of analysis and forecast error are examined using the observing system simulation experiment (OSSE) framework developed at the National Aeronautics and Space Administration Global Modeling and Assimilation Office (NASAGMAO). A global numerical weather prediction model, the Global Earth Observing System version 5 (GEOS-5) with Gridpoint Statistical Interpolation (GSI) data assimilation, is cycled for two months with once-daily forecasts to 336 hours to generate a control case. Verification of forecast errors using the Nature Run as truth is compared with verification of forecast errors using self-analysis; significant underestimation of forecast errors is seen using self-analysis verification for up to 48 hours. Likewise, self analysis verification significantly overestimates the error growth rates of the early forecast, as well as mischaracterizing the spatial scales at which the strongest growth occurs. The Nature Run-verified error variances exhibit a complicated progression of growth, particularly for low wave number errors. In a second experiment, cycling of the model and data assimilation over the same period is repeated, but using synthetic observations with different explicitly added observation errors having the same error variances as the control experiment, thus creating a different realization of the control. The forecast errors of the two experiments become more correlated during the early forecast period, with correlations increasing for up to 72 hours before beginning to decrease.

  5. Students’ errors in solving combinatorics problems observed from the characteristics of RME modeling

    Science.gov (United States)

    Meika, I.; Suryadi, D.; Darhim

    2018-01-01

    This article was written based on the learning evaluation results of students’ errors in solving combinatorics problems observed from the characteristics of Realistic Mathematics Education (RME); that is modeling. Descriptive method was employed by involving 55 students from two international-based pilot state senior high schools in Banten. The findings of the study suggested that the students still committed errors in simplifying the problem as much 46%; errors in making mathematical model (horizontal mathematization) as much 60%; errors in finishing mathematical model (vertical mathematization) as much 65%; and errors in interpretation as well as validation as much 66%.

  6. A parameterization of observer-based controllers: Bumpless transfer by covariance interpolation

    DEFF Research Database (Denmark)

    Stoustrup, Jakob; Komareji, Mohammad

    2009-01-01

    This paper presents an algorithm to interpolate between two observer-based controllers for a linear multivariable system such that the closed loop system remains stable throughout the interpolation. The method interpolates between the inverse Lyapunov functions for the two original state feedback...

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

    Science.gov (United States)

    Islamiyati, A.; Fatmawati; Chamidah, N.

    2018-03-01

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

  8. A procedure for the significance testing of unmodeled errors in GNSS observations

    Science.gov (United States)

    Li, Bofeng; Zhang, Zhetao; Shen, Yunzhong; Yang, Ling

    2018-01-01

    It is a crucial task to establish a precise mathematical model for global navigation satellite system (GNSS) observations in precise positioning. Due to the spatiotemporal complexity of, and limited knowledge on, systematic errors in GNSS observations, some residual systematic errors would inevitably remain even after corrected with empirical model and parameterization. These residual systematic errors are referred to as unmodeled errors. However, most of the existing studies mainly focus on handling the systematic errors that can be properly modeled and then simply ignore the unmodeled errors that may actually exist. To further improve the accuracy and reliability of GNSS applications, such unmodeled errors must be handled especially when they are significant. Therefore, a very first question is how to statistically validate the significance of unmodeled errors. In this research, we will propose a procedure to examine the significance of these unmodeled errors by the combined use of the hypothesis tests. With this testing procedure, three components of unmodeled errors, i.e., the nonstationary signal, stationary signal and white noise, are identified. The procedure is tested by using simulated data and real BeiDou datasets with varying error sources. The results show that the unmodeled errors can be discriminated by our procedure with approximately 90% confidence. The efficiency of the proposed procedure is further reassured by applying the time-domain Allan variance analysis and frequency-domain fast Fourier transform. In summary, the spatiotemporally correlated unmodeled errors are commonly existent in GNSS observations and mainly governed by the residual atmospheric biases and multipath. Their patterns may also be impacted by the receiver.

  9. Assessing net ecosystem carbon exchange of U S terrestrial ecosystems by integrating eddy covariance flux measurements and satellite observations

    Energy Technology Data Exchange (ETDEWEB)

    Zhuang, Qianlai [Purdue University; Law, Beverly E. [Oregon State University; Baldocchi, Dennis [University of California, Berkeley; Ma, Siyan [University of California, Berkeley; Chen, Jiquan [University of Toledo, Toledo, OH; Richardson, Andrew [Harvard University; Melillo, Jerry [Marine Biological Laboratory; Davis, Ken J. [Pennsylvania State University; Hollinger, D. [USDA Forest Service; Wharton, Sonia [University of California, Davis; Falk, Matthias [University of California, Davis; Paw, U. Kyaw Tha [University of California, Davis; Oren, Ram [Duke University; Katulk, Gabriel G. [Duke University; Noormets, Asko [North Carolina State University; Fischer, Marc [Lawrence Berkeley National Laboratory (LBNL); Verma, Shashi [University of Nebraska; Suyker, A. E. [University of Nebraska, Lincoln; Cook, David R. [Argonne National Laboratory (ANL); Sun, G. [USDA Forest Service; McNulty, Steven G. [USDA Forest Service; Wofsy, Steve [Harvard University; Bolstad, Paul V [University of Minnesota; Burns, Sean [University of Colorado, Boulder; Monson, Russell K. [University of Colorado, Boulder; Curtis, Peter [Ohio State University, The, Columbus; Drake, Bert G. [Smithsonian Environmental Research Center, Edgewater, MD; Foster, David R. [Harvard University; Gu, Lianhong [ORNL; Hadley, Julian L. [Harvard University; Litvak, Marcy [University of New Mexico, Albuquerque; Martin, Timothy A. [University of Florida, Gainesville; Matamala, Roser [Argonne National Laboratory (ANL); Meyers, Tilden [NOAA, Oak Ridge, TN; Oechel, Walter C. [San Diego State University; Schmid, H. P. [Indiana University; Scott, Russell L. [USDA ARS; Torn, Margaret S. [Lawrence Berkeley National Laboratory (LBNL)

    2011-01-01

    More accurate projections of future carbon dioxide concentrations in the atmosphere and associated climate change depend on improved scientific understanding of the terrestrial carbon cycle. Despite the consensus that U.S. terrestrial ecosystems provide a carbon sink, the size, distribution, and interannual variability of this sink remain uncertain. Here we report a terrestrial carbon sink in the conterminous U.S. at 0.63 pg C yr 1 with the majority of the sink in regions dominated by evergreen and deciduous forests and savannas. This estimate is based on our continuous estimates of net ecosystem carbon exchange (NEE) with high spatial (1 km) and temporal (8-day) resolutions derived from NEE measurements from eddy covariance flux towers and wall-to-wall satellite observations from Moderate Resolution Imaging Spectroradiometer (MODIS). We find that the U.S. terrestrial ecosystems could offset a maximum of 40% of the fossil-fuel carbon emissions. Our results show that the U.S. terrestrial carbon sink varied between 0.51 and 0.70 pg C yr 1 over the period 2001 2006. The dominant sources of interannual variation of the carbon sink included extreme climate events and disturbances. Droughts in 2002 and 2006 reduced the U.S. carbon sink by 20% relative to a normal year. Disturbances including wildfires and hurricanes reduced carbon uptake or resulted in carbon release at regional scales. Our results provide an alternative, independent, and novel constraint to the U.S. terrestrial carbon sink.

  10. An Empirical Orthogonal Function-Based Algorithm for Estimating Terrestrial Latent Heat Flux from Eddy Covariance, Meteorological and Satellite Observations.

    Science.gov (United States)

    Feng, Fei; Li, Xianglan; Yao, Yunjun; Liang, Shunlin; Chen, Jiquan; Zhao, Xiang; Jia, Kun; Pintér, Krisztina; McCaughey, J Harry

    2016-01-01

    Accurate estimation of latent heat flux (LE) based on remote sensing data is critical in characterizing terrestrial ecosystems and modeling land surface processes. Many LE products were released during the past few decades, but their quality might not meet the requirements in terms of data consistency and estimation accuracy. Merging multiple algorithms could be an effective way to improve the quality of existing LE products. In this paper, we present a data integration method based on modified empirical orthogonal function (EOF) analysis to integrate the Moderate Resolution Imaging Spectroradiometer (MODIS) LE product (MOD16) and the Priestley-Taylor LE algorithm of Jet Propulsion Laboratory (PT-JPL) estimate. Twenty-two eddy covariance (EC) sites with LE observation were chosen to evaluate our algorithm, showing that the proposed EOF fusion method was capable of integrating the two satellite data sets with improved consistency and reduced uncertainties. Further efforts were needed to evaluate and improve the proposed algorithm at larger spatial scales and time periods, and over different land cover types.

  11. Noncausal two-stage image filtration at presence of observations with anomalous errors

    OpenAIRE

    S. V. Vishnevyy; S. Ya. Zhuk; A. N. Pavliuchenkova

    2013-01-01

    Introduction. It is necessary to develop adaptive algorithms, which allow to detect such regions and to apply filter with respective parameters for suppression of anomalous noises for the purposes of image filtration, which consist of regions with anomalous errors. Development of adaptive algorithm for non-causal two-stage images filtration at pres-ence of observations with anomalous errors. The adaptive algorithm for noncausal two-stage filtration is developed. On the first stage the adaptiv...

  12. Mixtures of Berkson and classical covariate measurement error in the linear mixed model: Bias analysis and application to a study on ultrafine particles.

    Science.gov (United States)

    Deffner, Veronika; Küchenhoff, Helmut; Breitner, Susanne; Schneider, Alexandra; Cyrys, Josef; Peters, Annette

    2018-03-13

    The ultrafine particle measurements in the Augsburger Umweltstudie, a panel study conducted in Augsburg, Germany, exhibit measurement error from various sources. Measurements of mobile devices show classical possibly individual-specific measurement error; Berkson-type error, which may also vary individually, occurs, if measurements of fixed monitoring stations are used. The combination of fixed site and individual exposure measurements results in a mixture of the two error types. We extended existing bias analysis approaches to linear mixed models with a complex error structure including individual-specific error components, autocorrelated errors, and a mixture of classical and Berkson error. Theoretical considerations and simulation results show, that autocorrelation may severely change the attenuation of the effect estimations. Furthermore, unbalanced designs and the inclusion of confounding variables influence the degree of attenuation. Bias correction with the method of moments using data with mixture measurement error partially yielded better results compared to the usage of incomplete data with classical error. Confidence intervals (CIs) based on the delta method achieved better coverage probabilities than those based on Bootstrap samples. Moreover, we present the application of these new methods to heart rate measurements within the Augsburger Umweltstudie: the corrected effect estimates were slightly higher than their naive equivalents. The substantial measurement error of ultrafine particle measurements has little impact on the results. The developed methodology is generally applicable to longitudinal data with measurement error. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  13. State-dependent errors in a land surface model across biomes inferred from eddy covariance observations on multiple timescales

    NARCIS (Netherlands)

    Wang, T.; Brender, P.; Ciais, P.; Piao, S.; Mahecha, M.D.; Chevallier, F.; Reichstein, M.; Ottle, C.; Maignan, F.; Arain, A.; Bohrer, G.; Cescatti, A.; Kiely, G.; Law, B.E.; Lutz, M.; Montagnani, L.; Moors, E.J.

    2012-01-01

    Characterization of state-dependent model biases in land surface models can highlight model deficiencies, and provide new insights into model development. In this study, artificial neural networks (ANNs) are used to estimate the state-dependent biases of a land surface model (ORCHIDEE: ORganising

  14. Error detection in GPS observations by means of Multi-process models

    DEFF Research Database (Denmark)

    Thomsen, Henrik F.

    2001-01-01

    The main purpose of this article is to present the idea of using Multi-process models as a method of detecting errors in GPS observations. The theory behind Multi-process models, and double differenced phase observations in GPS is presented shortly. It is shown how to model cycle slips in the Mul...

  15. Software platform for managing the classification of error- related potentials of observers

    Science.gov (United States)

    Asvestas, P.; Ventouras, E.-C.; Kostopoulos, S.; Sidiropoulos, K.; Korfiatis, V.; Korda, A.; Uzunolglu, A.; Karanasiou, I.; Kalatzis, I.; Matsopoulos, G.

    2015-09-01

    Human learning is partly based on observation. Electroencephalographic recordings of subjects who perform acts (actors) or observe actors (observers), contain a negative waveform in the Evoked Potentials (EPs) of the actors that commit errors and of observers who observe the error-committing actors. This waveform is called the Error-Related Negativity (ERN). Its detection has applications in the context of Brain-Computer Interfaces. The present work describes a software system developed for managing EPs of observers, with the aim of classifying them into observations of either correct or incorrect actions. It consists of an integrated platform for the storage, management, processing and classification of EPs recorded during error-observation experiments. The system was developed using C# and the following development tools and frameworks: MySQL, .NET Framework, Entity Framework and Emgu CV, for interfacing with the machine learning library of OpenCV. Up to six features can be computed per EP recording per electrode. The user can select among various feature selection algorithms and then proceed to train one of three types of classifiers: Artificial Neural Networks, Support Vector Machines, k-nearest neighbour. Next the classifier can be used for classifying any EP curve that has been inputted to the database.

  16. Evaluation of Two Methods for Modeling Measurement Errors When Testing Interaction Effects with Observed Composite Scores

    Science.gov (United States)

    Hsiao, Yu-Yu; Kwok, Oi-Man; Lai, Mark H. C.

    2018-01-01

    Path models with observed composites based on multiple items (e.g., mean or sum score of the items) are commonly used to test interaction effects. Under this practice, researchers generally assume that the observed composites are measured without errors. In this study, we reviewed and evaluated two alternative methods within the structural…

  17. Uncertainty covariances in robotics applications

    International Nuclear Information System (INIS)

    Smith, D.L.

    1984-01-01

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

  18. Observability analysis of a MEMS INS/GPS integration system with gyroscope G-sensitivity errors.

    Science.gov (United States)

    Fan, Chen; Hu, Xiaoping; He, Xiaofeng; Tang, Kanghua; Luo, Bing

    2014-08-28

    Gyroscopes based on micro-electromechanical system (MEMS) technology suffer in high-dynamic applications due to obvious g-sensitivity errors. These errors can induce large biases in the gyroscope, which can directly affect the accuracy of attitude estimation in the integration of the inertial navigation system (INS) and the Global Positioning System (GPS). The observability determines the existence of solutions for compensating them. In this paper, we investigate the observability of the INS/GPS system with consideration of the g-sensitivity errors. In terms of two types of g-sensitivity coefficients matrix, we add them as estimated states to the Kalman filter and analyze the observability of three or nine elements of the coefficient matrix respectively. A global observable condition of the system is presented and validated. Experimental results indicate that all the estimated states, which include position, velocity, attitude, gyro and accelerometer bias, and g-sensitivity coefficients, could be made observable by maneuvering based on the conditions. Compared with the integration system without compensation for the g-sensitivity errors, the attitude accuracy is raised obviously.

  19. Observability Analysis of a MEMS INS/GPS Integration System with Gyroscope G-Sensitivity Errors

    Directory of Open Access Journals (Sweden)

    Chen Fan

    2014-08-01

    Full Text Available Gyroscopes based on micro-electromechanical system (MEMS technology suffer in high-dynamic applications due to obvious g-sensitivity errors. These errors can induce large biases in the gyroscope, which can directly affect the accuracy of attitude estimation in the integration of the inertial navigation system (INS and the Global Positioning System (GPS. The observability determines the existence of solutions for compensating them. In this paper, we investigate the observability of the INS/GPS system with consideration of the g-sensitivity errors. In terms of two types of g-sensitivity coefficients matrix, we add them as estimated states to the Kalman filter and analyze the observability of three or nine elements of the coefficient matrix respectively. A global observable condition of the system is presented and validated. Experimental results indicate that all the estimated states, which include position, velocity, attitude, gyro and accelerometer bias, and g-sensitivity coefficients, could be made observable by maneuvering based on the conditions. Compared with the integration system without compensation for the g-sensitivity errors, the attitude accuracy is raised obviously.

  20. 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...

  1. HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS.

    Science.gov (United States)

    Fan, Jianqing; Liao, Yuan; Mincheva, Martina

    2011-01-01

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

  2. Estimation of sampling error uncertainties in observed surface air temperature change in China

    Science.gov (United States)

    Hua, Wei; Shen, Samuel S. P.; Weithmann, Alexander; Wang, Huijun

    2017-08-01

    This study examines the sampling error uncertainties in the monthly surface air temperature (SAT) change in China over recent decades, focusing on the uncertainties of gridded data, national averages, and linear trends. Results indicate that large sampling error variances appear at the station-sparse area of northern and western China with the maximum value exceeding 2.0 K2 while small sampling error variances are found at the station-dense area of southern and eastern China with most grid values being less than 0.05 K2. In general, the negative temperature existed in each month prior to the 1980s, and a warming in temperature began thereafter, which accelerated in the early and mid-1990s. The increasing trend in the SAT series was observed for each month of the year with the largest temperature increase and highest uncertainty of 0.51 ± 0.29 K (10 year)-1 occurring in February and the weakest trend and smallest uncertainty of 0.13 ± 0.07 K (10 year)-1 in August. The sampling error uncertainties in the national average annual mean SAT series are not sufficiently large to alter the conclusion of the persistent warming in China. In addition, the sampling error uncertainties in the SAT series show a clear variation compared with other uncertainty estimation methods, which is a plausible reason for the inconsistent variations between our estimate and other studies during this period.

  3. Generalized Linear Covariance Analysis

    Science.gov (United States)

    Carpenter, James R.; Markley, F. Landis

    2014-01-01

    This talk presents a comprehensive approach to filter modeling for generalized covariance analysis of both batch least-squares and sequential estimators. We review and extend in two directions the results of prior work that allowed for partitioning of the state space into solve-for'' and consider'' parameters, accounted for differences between the formal values and the true values of the measurement noise, process noise, and textita priori solve-for and consider covariances, and explicitly partitioned the errors into subspaces containing only the influence of the measurement noise, process noise, and solve-for and consider covariances. In this work, we explicitly add sensitivity analysis to this prior work, and relax an implicit assumption that the batch estimator's epoch time occurs prior to the definitive span. We also apply the method to an integrated orbit and attitude problem, in which gyro and accelerometer errors, though not estimated, influence the orbit determination performance. We illustrate our results using two graphical presentations, which we call the variance sandpile'' and the sensitivity mosaic,'' and we compare the linear covariance results to confidence intervals associated with ensemble statistics from a Monte Carlo analysis.

  4. Rate estimation in partially observed Markov jump processes with measurement errors

    OpenAIRE

    Amrein, Michael; Kuensch, Hans R.

    2010-01-01

    We present a simulation methodology for Bayesian estimation of rate parameters in Markov jump processes arising for example in stochastic kinetic models. To handle the problem of missing components and measurement errors in observed data, we embed the Markov jump process into the framework of a general state space model. We do not use diffusion approximations. Markov chain Monte Carlo and particle filter type algorithms are introduced, which allow sampling from the posterior distribution of t...

  5. Making the error-controlling algorithm of observable operator models constructive.

    Science.gov (United States)

    Zhao, Ming-Jie; Jaeger, Herbert; Thon, Michael

    2009-12-01

    Observable operator models (OOMs) are a class of models for stochastic processes that properly subsumes the class that can be modeled by finite-dimensional hidden Markov models (HMMs). One of the main advantages of OOMs over HMMs is that they admit asymptotically correct learning algorithms. A series of learning algorithms has been developed, with increasing computational and statistical efficiency, whose recent culmination was the error-controlling (EC) algorithm developed by the first author. The EC algorithm is an iterative, asymptotically correct algorithm that yields (and minimizes) an assured upper bound on the modeling error. The run time is faster by at least one order of magnitude than EM-based HMM learning algorithms and yields significantly more accurate models than the latter. Here we present a significant improvement of the EC algorithm: the constructive error-controlling (CEC) algorithm. CEC inherits from EC the main idea of minimizing an upper bound on the modeling error but is constructive where EC needs iterations. As a consequence, we obtain further gains in learning speed without loss in modeling accuracy.

  6. The assessment of cognitive errors using an observer-rated method.

    Science.gov (United States)

    Drapeau, Martin

    2014-01-01

    Cognitive Errors (CEs) are a key construct in cognitive behavioral therapy (CBT). Integral to CBT is that individuals with depression process information in an overly negative or biased way, and that this bias is reflected in specific depressotypic CEs which are distinct from normal information processing. Despite the importance of this construct in CBT theory, practice, and research, few methods are available to researchers and clinicians to reliably identify CEs as they occur. In this paper, the author presents a rating system, the Cognitive Error Rating Scale, which can be used by trained observers to identify and assess the cognitive errors of patients or research participants in vivo, i.e., as they are used or reported by the patients or participants. The method is described, including some of the more important rating conventions to be considered when using the method. This paper also describes the 15 cognitive errors assessed, and the different summary scores, including valence of the CEs, that can be derived from the method.

  7. Medication Errors in an Internal Intensive Care Unit of a Large Teaching Hospital: A Direct Observation Study

    Directory of Open Access Journals (Sweden)

    Saadat Delfani

    2012-06-01

    Full Text Available Medication errors account for about 78% of serious medical errors in intensive care unit (ICU. So far no study has been performed in Iran to evaluate all type of possible medication errors in ICU. Therefore the objective of this study was to reveal the frequency, type and consequences of all type of errors in an ICU of a large teaching hospital. The prospective observational study was conducted in an 11 bed internal ICU of a university hospital in Shiraz. In each shift all processes that were performed on one selected patient was observed and recorded by a trained pharmacist. Observer would intervene only if medication error would cause substantial harm. The data was evaluated and then were entered in a form that was designed for this purpose. The study continued for 38 shifts. During this period, a total of 442 errors per 5785 opportunities for errors (7.6% occurred. Of those, there were 9.8% administration errors, 6.8% prescribing errors, 3.3% transcription errors and, 2.3% dispensing errors. Totally 45 interventions were made, 40% of interventions result in the correction of errors. The most common causes of errors were observed to be: rule violations, slip and memory lapses and lack of drug knowledge. According to our results, the rate of errors is alarming and requires implementation of a serious solution. Since our system lacks a well-organize detection and reporting mechanism, there is no means for preventing errors in the first place. Hence, as the first step we must implement a system where errors are routinely detected and reported.

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

    International Nuclear Information System (INIS)

    Bachoc, Francois

    2014-01-01

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

  9. Human dorsal striatum encodes prediction errors during observational learning of instrumental actions.

    Science.gov (United States)

    Cooper, Jeffrey C; Dunne, Simon; Furey, Teresa; O'Doherty, John P

    2012-01-01

    The dorsal striatum plays a key role in the learning and expression of instrumental reward associations that are acquired through direct experience. However, not all learning about instrumental actions require direct experience. Instead, humans and other animals are also capable of acquiring instrumental actions by observing the experiences of others. In this study, we investigated the extent to which human dorsal striatum is involved in observational as well as experiential instrumental reward learning. Human participants were scanned with fMRI while they observed a confederate over a live video performing an instrumental conditioning task to obtain liquid juice rewards. Participants also performed a similar instrumental task for their own rewards. Using a computational model-based analysis, we found reward prediction errors in the dorsal striatum not only during the experiential learning condition but also during observational learning. These results suggest a key role for the dorsal striatum in learning instrumental associations, even when those associations are acquired purely by observing others.

  10. Model-observer similarity, error modeling and social learning in rhesus macaques.

    Directory of Open Access Journals (Sweden)

    Elisabetta Monfardini

    Full Text Available Monkeys readily learn to discriminate between rewarded and unrewarded items or actions by observing their conspecifics. However, they do not systematically learn from humans. Understanding what makes human-to-monkey transmission of knowledge work or fail could help identify mediators and moderators of social learning that operate regardless of language or culture, and transcend inter-species differences. Do monkeys fail to learn when human models show a behavior too dissimilar from the animals' own, or when they show a faultless performance devoid of error? To address this question, six rhesus macaques trained to find which object within a pair concealed a food reward were successively tested with three models: a familiar conspecific, a 'stimulus-enhancing' human actively drawing the animal's attention to one object of the pair without actually performing the task, and a 'monkey-like' human performing the task in the same way as the monkey model did. Reward was manipulated to ensure that all models showed equal proportions of errors and successes. The 'monkey-like' human model improved the animals' subsequent object discrimination learning as much as a conspecific did, whereas the 'stimulus-enhancing' human model tended on the contrary to retard learning. Modeling errors rather than successes optimized learning from the monkey and 'monkey-like' models, while exacerbating the adverse effect of the 'stimulus-enhancing' model. These findings identify error modeling as a moderator of social learning in monkeys that amplifies the models' influence, whether beneficial or detrimental. By contrast, model-observer similarity in behavior emerged as a mediator of social learning, that is, a prerequisite for a model to work in the first place. The latter finding suggests that, as preverbal infants, macaques need to perceive the model as 'like-me' and that, once this condition is fulfilled, any agent can become an effective model.

  11. Computational fluid dynamics analysis and experimental study of a low measurement error temperature sensor used in climate observation.

    Science.gov (United States)

    Yang, Jie; Liu, Qingquan; Dai, Wei

    2017-02-01

    To improve the air temperature observation accuracy, a low measurement error temperature sensor is proposed. A computational fluid dynamics (CFD) method is implemented to obtain temperature errors under various environmental conditions. Then, a temperature error correction equation is obtained by fitting the CFD results using a genetic algorithm method. The low measurement error temperature sensor, a naturally ventilated radiation shield, a thermometer screen, and an aspirated temperature measurement platform are characterized in the same environment to conduct the intercomparison. The aspirated platform served as an air temperature reference. The mean temperature errors of the naturally ventilated radiation shield and the thermometer screen are 0.74 °C and 0.37 °C, respectively. In contrast, the mean temperature error of the low measurement error temperature sensor is 0.11 °C. The mean absolute error and the root mean square error between the corrected results and the measured results are 0.008 °C and 0.01 °C, respectively. The correction equation allows the temperature error of the low measurement error temperature sensor to be reduced by approximately 93.8%. The low measurement error temperature sensor proposed in this research may be helpful to provide a relatively accurate air temperature result.

  12. Observing others stay or switch - How social prediction errors are integrated into reward reversal learning.

    Science.gov (United States)

    Ihssen, Niklas; Mussweiler, Thomas; Linden, David E J

    2016-08-01

    Reward properties of stimuli can undergo sudden changes, and the detection of these 'reversals' is often made difficult by the probabilistic nature of rewards/punishments. Here we tested whether and how humans use social information (someone else's choices) to overcome uncertainty during reversal learning. We show a substantial social influence during reversal learning, which was modulated by the type of observed behavior. Participants frequently followed observed conservative choices (no switches after punishment) made by the (fictitious) other player but ignored impulsive choices (switches), even though the experiment was set up so that both types of response behavior would be similarly beneficial/detrimental (Study 1). Computational modeling showed that participants integrated the observed choices as a 'social prediction error' instead of ignoring or blindly following the other player. Modeling also confirmed higher learning rates for 'conservative' versus 'impulsive' social prediction errors. Importantly, this 'conservative bias' was boosted by interpersonal similarity, which in conjunction with the lack of effects observed in a non-social control experiment (Study 2) confirmed its social nature. A third study suggested that relative weighting of observed impulsive responses increased with increased volatility (frequency of reversals). Finally, simulations showed that in the present paradigm integrating social and reward information was not necessarily more adaptive to maximize earnings than learning from reward alone. Moreover, integrating social information increased accuracy only when conservative and impulsive choices were weighted similarly during learning. These findings suggest that to guide decisions in choice contexts that involve reward reversals humans utilize social cues conforming with their preconceptions more strongly than cues conflicting with them, especially when the other is similar. Copyright © 2016 The Authors. Published by Elsevier B

  13. Errors and discrepancies in the administration of intravenous infusions: a mixed methods multihospital observational study

    OpenAIRE

    Lyons, I.; Furniss, D.; Blandford, A.; Chumbley, G.; Iacovides, I.; Wei, L.; Cox, A.; Mayer, A.; Vos, J.; Galal-Edeen, G. H.; Schnock, K. O.; Dykes, P. C.; Bates, D. W.; Franklin, B. D.

    2018-01-01

    INTRODUCTION: Intravenous medication administration has traditionally been regarded as error prone, with high potential for harm. A recent US multisite study revealed few potentially harmful errors despite a high overall error rate. However, there is limited evidence about infusion practices in England and how they relate to prevalence and types of error. OBJECTIVES: To determine the prevalence, types and severity of errors and discrepancies in infusion administration in English hospitals, an...

  14. Age estimation in forensic anthropology: quantification of observer error in phase versus component-based methods.

    Science.gov (United States)

    Shirley, Natalie R; Ramirez Montes, Paula Andrea

    2015-01-01

    The purpose of this study was to assess observer error in phase versus component-based scoring systems used to develop age estimation methods in forensic anthropology. A method preferred by forensic anthropologists in the AAFS was selected for this evaluation (the Suchey-Brooks method for the pubic symphysis). The Suchey-Brooks descriptions were used to develop a corresponding component-based scoring system for comparison. Several commonly used reliability statistics (kappa, weighted kappa, and the intraclass correlation coefficient) were calculated to assess observer agreement between two observers and to evaluate the efficacy of each of these statistics for this study. The linear weighted kappa was determined to be the most suitable measure of observer agreement. The results show that a component-based system offers the possibility for more objective scoring than a phase system as long as the coding possibilities for each trait do not exceed three states of expression, each with as little overlap as possible. © 2014 American Academy of Forensic Sciences.

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

    KAUST Repository

    Huang, Jianhua Z.

    2012-03-01

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

  16. Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation

    DEFF Research Database (Denmark)

    Picchini, Umberto; Forman, Julie Lyng

    2016-01-01

    a nonlinear stochastic differential equation model observed with correlated measurement errors and an application to protein folding modelling. An approximate Bayesian computation (ABC)-MCMC algorithm is suggested to allow inference for model parameters within reasonable time constraints. The ABC algorithm......In recent years, dynamical modelling has been provided with a range of breakthrough methods to perform exact Bayesian inference. However, it is often computationally unfeasible to apply exact statistical methodologies in the context of large data sets and complex models. This paper considers...... applications. A simulation study is conducted to compare our strategy with exact Bayesian inference, the latter resulting two orders of magnitude slower than ABC-MCMC for the considered set-up. Finally, the ABC algorithm is applied to a large size protein data. The suggested methodology is fairly general...

  17. Clustered multistate models with observation level random effects, mover-stayer effects and dynamic covariates: modelling transition intensities and sojourn times in a study of psoriatic arthritis.

    Science.gov (United States)

    Yiu, Sean; Farewell, Vernon T; Tom, Brian D M

    2018-02-01

    In psoriatic arthritis, it is important to understand the joint activity (represented by swelling and pain) and damage processes because both are related to severe physical disability. The paper aims to provide a comprehensive investigation into both processes occurring over time, in particular their relationship, by specifying a joint multistate model at the individual hand joint level, which also accounts for many of their important features. As there are multiple hand joints, such an analysis will be based on the use of clustered multistate models. Here we consider an observation level random-effects structure with dynamic covariates and allow for the possibility that a subpopulation of patients is at minimal risk of damage. Such an analysis is found to provide further understanding of the activity-damage relationship beyond that provided by previous analyses. Consideration is also given to the modelling of mean sojourn times and jump probabilities. In particular, a novel model parameterization which allows easily interpretable covariate effects to act on these quantities is proposed.

  18. Multiple cyber attacks against a target with observation errors and dependent outcomes: Characterization and optimization

    International Nuclear Information System (INIS)

    Hu, Xiaoxiao; Xu, Maochao; Xu, Shouhuai; Zhao, Peng

    2017-01-01

    In this paper we investigate a cybersecurity model: An attacker can launch multiple attacks against a target with a termination strategy that says that the attacker will stop after observing a number of successful attacks or when the attacker is out of attack resources. However, the attacker's observation of the attack outcomes (i.e., random variables indicating whether the target is compromised or not) has an observation error that is specified by both a false-negative and a false-positive probability. The novelty of the model we study is the accommodation of the dependence between the attack outcomes, because the dependence was assumed away in the literature. In this model, we characterize the monotonicity and bounds of the compromise probability (i.e., the probability that the target is compromised). In addition to extensively showing the impact of dependence on quantities such as compromise probability and attack cost, we give methods for finding the optimal strategy that leads to maximum compromise probability or minimum attack cost. This study highlights that the dependence between random variables cannot be assumed away, because the results will be misleading. - Highlights: • A novel cybersecurity model is proposed to accommodate the dependence among attack outcomes. • The monotonicity and bounds of the compromise probability are studied. • The dependence effect on the compromise probability and attack cost is discussed via simulation. • The optimal strategy that leads to maximum compromise probability or minimum attack cost is presented.

  19. How large are the consequences of covariate imbalance in cluster randomized trials: a simulation study with a continuous outcome and a binary covariate at the cluster level.

    Science.gov (United States)

    Moerbeek, Mirjam; van Schie, Sander

    2016-07-11

    The number of clusters in a cluster randomized trial is often low. It is therefore likely random assignment of clusters to treatment conditions results in covariate imbalance. There are no studies that quantify the consequences of covariate imbalance in cluster randomized trials on parameter and standard error bias and on power to detect treatment effects. The consequences of covariance imbalance in unadjusted and adjusted linear mixed models are investigated by means of a simulation study. The factors in this study are the degree of imbalance, the covariate effect size, the cluster size and the intraclass correlation coefficient. The covariate is binary and measured at the cluster level; the outcome is continuous and measured at the individual level. The results show covariate imbalance results in negligible parameter bias and small standard error bias in adjusted linear mixed models. Ignoring the possibility of covariate imbalance while calculating the sample size at the cluster level may result in a loss in power of at most 25 % in the adjusted linear mixed model. The results are more severe for the unadjusted linear mixed model: parameter biases up to 100 % and standard error biases up to 200 % may be observed. Power levels based on the unadjusted linear mixed model are often too low. The consequences are most severe for large clusters and/or small intraclass correlation coefficients since then the required number of clusters to achieve a desired power level is smallest. The possibility of covariate imbalance should be taken into account while calculating the sample size of a cluster randomized trial. Otherwise more sophisticated methods to randomize clusters to treatments should be used, such as stratification or balance algorithms. All relevant covariates should be carefully identified, be actually measured and included in the statistical model to avoid severe levels of parameter and standard error bias and insufficient power levels.

  20. Drug administration errors in an institution for individuals with intellectual disability : an observational study

    NARCIS (Netherlands)

    van den Bemt, P M L A; Robertz, R; de Jong, A L; van Roon, E N; Leufkens, H G M

    BACKGROUND: Medication errors can result in harm, unless barriers to prevent them are present. Drug administration errors are less likely to be prevented, because they occur in the last stage of the drug distribution process. This is especially the case in non-alert patients, as patients often form

  1. Covariances of smoothed observational data

    Czech Academy of Sciences Publication Activity Database

    Vondrák, Jan; Čepek, A.

    2000-01-01

    Roč. 40, 5-6 (2000), s. 42-44 ISSN 1210-2709 R&D Projects: GA ČR GA205/98/1104 Institutional research plan: CEZ:AV0Z1003909 Keywords : digital filter * smoothing * estimation of uncertainties Subject RIV: BN - Astronomy, Celestial Mechanics, Astrophysics

  2. Structural Analysis of Covariance and Correlation Matrices.

    Science.gov (United States)

    Joreskog, Karl G.

    1978-01-01

    A general approach to analysis of covariance structures is considered, in which the variances and covariances or correlations of the observed variables are directly expressed in terms of the parameters of interest. The statistical problems of identification, estimation and testing of such covariance or correlation structures are discussed.…

  3. Investigation of error estimation method of observational data and comparison method between numerical and observational results toward V and V of seismic simulation

    International Nuclear Information System (INIS)

    Suzuki, Yoshio; Kawakami, Yoshiaki; Nakajima, Norihiro

    2017-01-01

    The method to estimate errors included in observational data and the method to compare numerical results with observational results are investigated toward the verification and validation (V and V) of a seismic simulation. For the method to estimate errors, 144 literatures for the past 5 years (from the year 2010 to 2014) in the structure engineering field and earthquake engineering field where the description about acceleration data is frequent are surveyed. As a result, it is found that some processes to remove components regarded as errors from observational data are used in about 30% of those literatures. Errors are caused by the resolution, the linearity, the temperature coefficient for sensitivity, the temperature coefficient for zero shift, the transverse sensitivity, the seismometer property, the aliasing, and so on. Those processes can be exploited to estimate errors individually. For the method to compare numerical results with observational results, public materials of ASME V and V Symposium 2012-2015, their references, and above 144 literatures are surveyed. As a result, it is found that six methods have been mainly proposed in existing researches. Evaluating those methods using nine items, advantages and disadvantages for those methods are arranged. The method is not well established so that it is necessary to employ those methods by compensating disadvantages and/or to search for a solution to a novel method. (author)

  4. Task errors by emergency physicians are associated with interruptions, multitasking, fatigue and working memory capacity: a prospective, direct observation study.

    Science.gov (United States)

    Westbrook, Johanna I; Raban, Magdalena Z; Walter, Scott R; Douglas, Heather

    2018-01-09

    Interruptions and multitasking have been demonstrated in experimental studies to reduce individuals' task performance. These behaviours are frequently used by clinicians in high-workload, dynamic clinical environments, yet their effects have rarely been studied. To assess the relative contributions of interruptions and multitasking by emergency physicians to prescribing errors. 36 emergency physicians were shadowed over 120 hours. All tasks, interruptions and instances of multitasking were recorded. Physicians' working memory capacity (WMC) and preference for multitasking were assessed using the Operation Span Task (OSPAN) and Inventory of Polychronic Values. Following observation, physicians were asked about their sleep in the previous 24 hours. Prescribing errors were used as a measure of task performance. We performed multivariate analysis of prescribing error rates to determine associations with interruptions and multitasking, also considering physician seniority, age, psychometric measures, workload and sleep. Physicians experienced 7.9 interruptions/hour. 28 clinicians were observed prescribing 239 medication orders which contained 208 prescribing errors. While prescribing, clinicians were interrupted 9.4 times/hour. Error rates increased significantly if physicians were interrupted (rate ratio (RR) 2.82; 95% CI 1.23 to 6.49) or multitasked (RR 1.86; 95% CI 1.35 to 2.56) while prescribing. Having below-average sleep showed a >15-fold increase in clinical error rate (RR 16.44; 95% CI 4.84 to 55.81). WMC was protective against errors; for every 10-point increase on the 75-point OSPAN, a 19% decrease in prescribing errors was observed. There was no effect of polychronicity, workload, physician gender or above-average sleep on error rates. Interruptions, multitasking and poor sleep were associated with significantly increased rates of prescribing errors among emergency physicians. WMC mitigated the negative influence of these factors to an extent. These

  5. Evaluation of covariance in theoretical calculation of nuclear data

    International Nuclear Information System (INIS)

    Kikuchi, Yasuyuki

    1981-01-01

    Covariances of the cross sections are discussed on the statistical model calculations. Two categories of covariance are discussed: One is caused by the model approximation and the other by the errors in the model parameters. As an example, the covariances are calculated for 100 Ru. (author)

  6. Covariate Imbalance and Precision in Measuring Treatment Effects

    Science.gov (United States)

    Liu, Xiaofeng Steven

    2011-01-01

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

  7. Stochastic modeling of the Earth's magnetic field: Inversion for covariances over the observatory era

    DEFF Research Database (Denmark)

    Gillet, N.; Jault, D.; Finlay, Chris

    2013-01-01

    Inferring the core dynamics responsible for the observed geomagnetic secular variation requires knowledge of the magnetic field at the core-mantle boundary together with its associated model covariances. However, most currently available field models have been built using regularization conditions...... variation error model in core flow inversions and geomagnetic data assimilation studies....

  8. Stochastic modelling of the Earth’s magnetic field: inversion for covariances over the observatory era

    DEFF Research Database (Denmark)

    Gillet, Nicolas; Jault, D.; Finlay, Chris

    2013-01-01

    Inferring the core dynamics responsible for the observed geomagnetic secular variation requires knowledge of the magnetic field at the core mantle boundary together with its associated model covariances. However, all currently available field models have been built using regularization conditions...... variation error model in core flow inversions and geomagnetic data assimilation studies....

  9. Identification and estimation of nonlinear models using two samples with nonclassical measurement errors

    KAUST Repository

    Carroll, Raymond J.

    2010-05-01

    This paper considers identification and estimation of a general nonlinear Errors-in-Variables (EIV) model using two samples. Both samples consist of a dependent variable, some error-free covariates, and an error-prone covariate, for which the measurement error has unknown distribution and could be arbitrarily correlated with the latent true values; and neither sample contains an accurate measurement of the corresponding true variable. We assume that the regression model of interest - the conditional distribution of the dependent variable given the latent true covariate and the error-free covariates - is the same in both samples, but the distributions of the latent true covariates vary with observed error-free discrete covariates. We first show that the general latent nonlinear model is nonparametrically identified using the two samples when both could have nonclassical errors, without either instrumental variables or independence between the two samples. When the two samples are independent and the nonlinear regression model is parameterized, we propose sieve Quasi Maximum Likelihood Estimation (Q-MLE) for the parameter of interest, and establish its root-n consistency and asymptotic normality under possible misspecification, and its semiparametric efficiency under correct specification, with easily estimated standard errors. A Monte Carlo simulation and a data application are presented to show the power of the approach.

  10. Uncovering Multivariate Structure in Classroom Observations in the Presence of Rater Errors

    Science.gov (United States)

    McCaffrey, Daniel F.; Yuan, Kun; Savitsky, Terrance D.; Lockwood, J. R.; Edelen, Maria O.

    2015-01-01

    We examine the factor structure of scores from the CLASS-S protocol obtained from observations of middle school classroom teaching. Factor analysis has been used to support both interpretations of scores from classroom observation protocols, like CLASS-S, and the theories about teaching that underlie them. However, classroom observations contain…

  11. Some Observations about the Nearest-Neighbor Model of the Error Threshold

    International Nuclear Information System (INIS)

    Gerrish, Philip J.

    2009-01-01

    I explore some aspects of the 'error threshold' - a critical mutation rate above which a population is nonviable. The phase transition that occurs as mutation rate crosses this threshold has been shown to be mathematically equivalent to the loss of ferromagnetism that occurs as temperature exceeds the Curie point. I will describe some refinements and new results based on the simplest of these mutation models, will discuss the commonly unperceived robustness of this simple model, and I will show some preliminary results comparing qualitative predictions with simulations of finite populations adapting at high mutation rates. I will talk about how these qualitative predictions are relevant to biomedical science and will discuss how my colleagues and I are looking for phase-transition signatures in real populations of Escherichia coli that go extinct as a result of excessive mutation.

  12. Observed Human Actions, and Not Mechanical Actions, Induce Searching Errors in Infants

    Directory of Open Access Journals (Sweden)

    Yusuke Moriguchi

    2012-01-01

    Full Text Available Recent neurophysiological studies have shown that several human brain regions involved in executing actions are activated by merely observing such actions via a human, and not by a mechanical hand. At a behavioral level, observing a human’s movements, but not those of a robot, significantly interferes with ongoing executed movements. However, it is unclear whether the biological tuning in the observation/execution matching system are functional during infancy. The present study examines whether a human’s actions, and not a mechanical action, influence infants’ execution of the same actions due to the observation/execution matching system. Twelve-month-old infants were given a searching task. In the tasks, infants observed an object hidden at location A, after which either a human hand (human condition or a mechanical one (mechanical condition searched the object correctly. Next, the object was hidden at location B and infants were allowed to search the object. We examined whether infants searched the object at location B correctly. The results revealed that infants in the human condition were more likely to search location A than those in the mechanical condition. Moreover, the results suggested that infants’ searching behaviors were affected by their observations of the same actions by a human, but not a mechanical hand. Thus, it may be concluded that the observation/execution matching system may be biologically tuned during infancy.

  13. Imitation Learning Errors Are Affected by Visual Cues in Both Performance and Observation Phases.

    Science.gov (United States)

    Mizuguchi, Takashi; Sugimura, Ryoko; Shimada, Hideaki; Hasegawa, Takehiro

    2017-08-01

    Mechanisms of action imitation were examined. Previous studies have suggested that success or failure of imitation is determined at the point of observing an action. In other words, cognitive processing after observation is not related to the success of imitation; 20 university students participated in each of three experiments in which they observed a series of object manipulations consisting of four elements (hands, tools, object, and end points) and then imitated the manipulations. In Experiment 1, a specific intially observed element was color coded, and the specific manipulated object at the imitation stage was identically color coded; participants accurately imitated the color coded element. In Experiment 2, a specific element was color coded at the observation but not at the imitation stage, and there were no effects of color coding on imitation. In Experiment 3, participants were verbally instructed to attend to a specific element at the imitation stage, but the verbal instructions had no effect. Thus, the success of imitation may not be determined at the stage of observing an action and color coding can provide a clue for imitation at the imitation stage.

  14. Covariance matrices and applications to the field of nuclear data

    International Nuclear Information System (INIS)

    Smith, D.L.

    1981-11-01

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

  15. Covariance and sensitivity data generation at ORNL

    International Nuclear Information System (INIS)

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

    2005-01-01

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

  16. Super-sample covariance approximations and partial sky coverage

    Science.gov (United States)

    Lacasa, Fabien; Lima, Marcos; Aguena, Michel

    2018-04-01

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

  17. Brownian distance covariance

    OpenAIRE

    Székely, Gábor J.; Rizzo, Maria L.

    2010-01-01

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

  18. A class of covariate-dependent spatiotemporal covariance functions

    Science.gov (United States)

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

    2014-01-01

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

  19. Einstein's error

    International Nuclear Information System (INIS)

    Winterflood, A.H.

    1980-01-01

    In discussing Einstein's Special Relativity theory it is claimed that it violates the principle of relativity itself and that an anomalous sign in the mathematics is found in the factor which transforms one inertial observer's measurements into those of another inertial observer. The apparent source of this error is discussed. Having corrected the error a new theory, called Observational Kinematics, is introduced to replace Einstein's Special Relativity. (U.K.)

  20. Error-based analysis of optimal tuning functions explains phenomena observed in sensory neurons

    Directory of Open Access Journals (Sweden)

    Steve Yaeli

    2010-10-01

    Full Text Available Biological systems display impressive capabilities in effectively responding to environmental signals in real time. There is increasing evidence that organisms may indeed be employing near optimal Bayesian calculations in their decision-making. An intriguing question relates to the properties of optimal encoding methods, namely determining the properties of neural populations in sensory layers that optimize performance, subject to physiological constraints. Within an ecological theory of neural encoding/decoding, we show that optimal Bayesian performance requires neural adaptation which reflects environmental changes. Specifically, we predict that neuronal tuning functions possess an optimal width, which increases with prior uncertainty and environmental noise, and decreases with the decoding time window. Furthermore, even for static stimuli, we demonstrate that dynamic sensory tuning functions, acting at relatively short time scales, lead to improved performance. Interestingly, the narrowing of tuning functions as a function of time was recently observed in several biological systems. Such results set the stage for a functional theory which may explain the high reliability of sensory systems, and the utility of neuronal adaptation occurring at multiple time scales.

  1. Error-based analysis of optimal tuning functions explains phenomena observed in sensory neurons.

    Science.gov (United States)

    Yaeli, Steve; Meir, Ron

    2010-01-01

    Biological systems display impressive capabilities in effectively responding to environmental signals in real time. There is increasing evidence that organisms may indeed be employing near optimal Bayesian calculations in their decision-making. An intriguing question relates to the properties of optimal encoding methods, namely determining the properties of neural populations in sensory layers that optimize performance, subject to physiological constraints. Within an ecological theory of neural encoding/decoding, we show that optimal Bayesian performance requires neural adaptation which reflects environmental changes. Specifically, we predict that neuronal tuning functions possess an optimal width, which increases with prior uncertainty and environmental noise, and decreases with the decoding time window. Furthermore, even for static stimuli, we demonstrate that dynamic sensory tuning functions, acting at relatively short time scales, lead to improved performance. Interestingly, the narrowing of tuning functions as a function of time was recently observed in several biological systems. Such results set the stage for a functional theory which may explain the high reliability of sensory systems, and the utility of neuronal adaptation occurring at multiple time scales.

  2. Covariant w∞ gravity

    NARCIS (Netherlands)

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

    1990-01-01

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

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

    Science.gov (United States)

    Pain, Oliver; Dudbridge, Frank; Ronald, Angelica

    2018-04-30

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

  4. Forecasting Covariance Matrices: A Mixed Frequency Approach

    DEFF Research Database (Denmark)

    Halbleib, Roxana; Voev, Valeri

    This paper proposes a new method for forecasting covariance matrices of financial returns. The model mixes volatility forecasts from a dynamic model of daily realized volatilities estimated with high-frequency data with correlation forecasts based on daily data. This new approach allows for flexi......This paper proposes a new method for forecasting covariance matrices of financial returns. The model mixes volatility forecasts from a dynamic model of daily realized volatilities estimated with high-frequency data with correlation forecasts based on daily data. This new approach allows...... for flexible dependence patterns for volatilities and correlations, and can be applied to covariance matrices of large dimensions. The separate modeling of volatility and correlation forecasts considerably reduces the estimation and measurement error implied by the joint estimation and modeling of covariance...

  5. Noisy covariance matrices and portfolio optimization II

    Science.gov (United States)

    Pafka, Szilárd; Kondor, Imre

    2003-03-01

    Recent studies inspired by results from random matrix theory (Galluccio et al.: Physica A 259 (1998) 449; Laloux et al.: Phys. Rev. Lett. 83 (1999) 1467; Risk 12 (3) (1999) 69; Plerou et al.: Phys. Rev. Lett. 83 (1999) 1471) found that covariance matrices determined from empirical financial time series appear to contain such a high amount of noise that their structure can essentially be regarded as random. This seems, however, to be in contradiction with the fundamental role played by covariance matrices in finance, which constitute the pillars of modern investment theory and have also gained industry-wide applications in risk management. Our paper is an attempt to resolve this embarrassing paradox. The key observation is that the effect of noise strongly depends on the ratio r= n/ T, where n is the size of the portfolio and T the length of the available time series. On the basis of numerical experiments and analytic results for some toy portfolio models we show that for relatively large values of r (e.g. 0.6) noise does, indeed, have the pronounced effect suggested by Galluccio et al. (1998), Laloux et al. (1999) and Plerou et al. (1999) and illustrated later by Laloux et al. (Int. J. Theor. Appl. Finance 3 (2000) 391), Plerou et al. (Phys. Rev. E, e-print cond-mat/0108023) and Rosenow et al. (Europhys. Lett., e-print cond-mat/0111537) in a portfolio optimization context, while for smaller r (around 0.2 or below), the error due to noise drops to acceptable levels. Since the length of available time series is for obvious reasons limited in any practical application, any bound imposed on the noise-induced error translates into a bound on the size of the portfolio. In a related set of experiments we find that the effect of noise depends also on whether the problem arises in asset allocation or in a risk measurement context: if covariance matrices are used simply for measuring the risk of portfolios with a fixed composition rather than as inputs to optimization, the

  6. Covariant representations of nuclear *-algebras

    International Nuclear Information System (INIS)

    Moore, S.M.

    1978-01-01

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

  7. Impact of automated dispensing cabinets on medication selection and preparation error rates in an emergency department: a prospective and direct observational before-and-after study.

    Science.gov (United States)

    Fanning, Laura; Jones, Nick; Manias, Elizabeth

    2016-04-01

    The implementation of automated dispensing cabinets (ADCs) in healthcare facilities appears to be increasing, in particular within Australian hospital emergency departments (EDs). While the investment in ADCs is on the increase, no studies have specifically investigated the impacts of ADCs on medication selection and preparation error rates in EDs. Our aim was to assess the impact of ADCs on medication selection and preparation error rates in an ED of a tertiary teaching hospital. Pre intervention and post intervention study involving direct observations of nurses completing medication selection and preparation activities before and after the implementation of ADCs in the original and new emergency departments within a 377-bed tertiary teaching hospital in Australia. Medication selection and preparation error rates were calculated and compared between these two periods. Secondary end points included the impact on medication error type and severity. A total of 2087 medication selection and preparations were observed among 808 patients pre and post intervention. Implementation of ADCs in the new ED resulted in a 64.7% (1.96% versus 0.69%, respectively, P = 0.017) reduction in medication selection and preparation errors. All medication error types were reduced in the post intervention study period. There was an insignificant impact on medication error severity as all errors detected were categorised as minor. The implementation of ADCs could reduce medication selection and preparation errors and improve medication safety in an ED setting. © 2015 John Wiley & Sons, Ltd.

  8. Covariant Noncommutative Field Theory

    Energy Technology Data Exchange (ETDEWEB)

    Estrada-Jimenez, S [Licenciaturas en Fisica y en Matematicas, Facultad de Ingenieria, Universidad Autonoma de Chiapas Calle 4a Ote. Nte. 1428, Tuxtla Gutierrez, Chiapas (Mexico); Garcia-Compean, H [Departamento de Fisica, Centro de Investigacion y de Estudios Avanzados del IPN P.O. Box 14-740, 07000 Mexico D.F., Mexico and Centro de Investigacion y de Estudios Avanzados del IPN, Unidad Monterrey Via del Conocimiento 201, Parque de Investigacion e Innovacion Tecnologica (PIIT) Autopista nueva al Aeropuerto km 9.5, Lote 1, Manzana 29, cp. 66600 Apodaca Nuevo Leon (Mexico); Obregon, O [Instituto de Fisica de la Universidad de Guanajuato P.O. Box E-143, 37150 Leon Gto. (Mexico); Ramirez, C [Facultad de Ciencias Fisico Matematicas, Universidad Autonoma de Puebla, P.O. Box 1364, 72000 Puebla (Mexico)

    2008-07-02

    The covariant approach to noncommutative field and gauge theories is revisited. In the process the formalism is applied to field theories invariant under diffeomorphisms. Local differentiable forms are defined in this context. The lagrangian and hamiltonian formalism is consistently introduced.

  9. Covariant Noncommutative Field Theory

    International Nuclear Information System (INIS)

    Estrada-Jimenez, S.; Garcia-Compean, H.; Obregon, O.; Ramirez, C.

    2008-01-01

    The covariant approach to noncommutative field and gauge theories is revisited. In the process the formalism is applied to field theories invariant under diffeomorphisms. Local differentiable forms are defined in this context. The lagrangian and hamiltonian formalism is consistently introduced

  10. Processing of action- but not stimulus-related prediction errors differs between active and observational feedback learning.

    Science.gov (United States)

    Kobza, Stefan; Bellebaum, Christian

    2015-01-01

    Learning of stimulus-response-outcome associations is driven by outcome prediction errors (PEs). Previous studies have shown larger PE-dependent activity in the striatum for learning from own as compared to observed actions and the following outcomes despite comparable learning rates. We hypothesised that this finding relates primarily to a stronger integration of action and outcome information in active learners. Using functional magnetic resonance imaging, we investigated brain activations related to action-dependent PEs, reflecting the deviation between action values and obtained outcomes, and action-independent PEs, reflecting the deviation between subjective values of response-preceding cues and obtained outcomes. To this end, 16 active and 15 observational learners engaged in a probabilistic learning card-guessing paradigm. On each trial, active learners saw one out of five cues and pressed either a left or right response button to receive feedback (monetary win or loss). Each observational learner observed exactly those cues, responses and outcomes of one active learner. Learning performance was assessed in active test trials without feedback and did not differ between groups. For both types of PEs, activations were found in the globus pallidus, putamen, cerebellum, and insula in active learners. However, only for action-dependent PEs, activations in these structures and the anterior cingulate were increased in active relative to observational learners. Thus, PE-related activity in the reward system is not generally enhanced in active relative to observational learning but only for action-dependent PEs. For the cerebellum, additional activations were found across groups for cue-related uncertainty, thereby emphasising the cerebellum's role in stimulus-outcome learning. Copyright © 2014 Elsevier Ltd. All rights reserved.

  11. Covariance data processing code. ERRORJ

    International Nuclear Information System (INIS)

    Kosako, Kazuaki

    2001-01-01

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

  12. Observing Carbon Dioxide Fluxes on a Corn Field and a Native Savanna in the Colombian Orinoco River Region Using Eddy Covariance

    Science.gov (United States)

    Morales-Rincon, L. A.; Jimenez-Pizarro, R.; Rodríguez, N.

    2016-12-01

    The Orinoco River basin is expected to become Colombia's largest farming belt in the near future. Agriculture and land use change are the most important greenhouse gas (GHG) source in Colombia and one of the most important globally. At the same time, agriculture is one of the few economic sectors that is also able to act as a sink, e.g. through soil carbon storage. Emissions are largely determined by agricultural practices, thus practice identification and C flux monitoring are of paramount importance for mitigation alternative identification. During second semester of 2015, we measured CO2 fluxes over a commercial corn filed the Colombian Orinoco River Region using enclosed-path eddy covariance. The plot behaved as a CO2 sink during crop development. We found that inter-crop activities played a key role in defining whether the area acted as a net source or sink. Quantifying C fluxes at under local soil and meteorological conditions provides new high quality scientific information, which could be incorporated into a wider evaluation of agroindustry process, e.g. through the C footprint. We will also present ongoing carbon flux measurements in a native savanna and will discuss on the possibility of extrapolating our result to wider areas using process based models.

  13. The role of causal reasoning in understanding Simpson's paradox, Lord's paradox, and the suppression effect: covariate selection in the analysis of observational studies

    Directory of Open Access Journals (Sweden)

    Arah Onyebuchi A

    2008-02-01

    Full Text Available Abstract Tu et al present an analysis of the equivalence of three paradoxes, namely, Simpson's, Lord's, and the suppression phenomena. They conclude that all three simply reiterate the occurrence of a change in the association of any two variables when a third variable is statistically controlled for. This is not surprising because reversal or change in magnitude is common in conditional analysis. At the heart of the phenomenon of change in magnitude, with or without reversal of effect estimate, is the question of which to use: the unadjusted (combined table or adjusted (sub-table estimate. Hence, Simpson's paradox and related phenomena are a problem of covariate selection and adjustment (when to adjust or not in the causal analysis of non-experimental data. It cannot be overemphasized that although these paradoxes reveal the perils of using statistical criteria to guide causal analysis, they hold neither the explanations of the phenomenon they depict nor the pointers on how to avoid them. The explanations and solutions lie in causal reasoning which relies on background knowledge, not statistical criteria.

  14. Bayesian approach to errors-in-variables in regression models

    Science.gov (United States)

    Rozliman, Nur Aainaa; Ibrahim, Adriana Irawati Nur; Yunus, Rossita Mohammad

    2017-05-01

    In many applications and experiments, data sets are often contaminated with error or mismeasured covariates. When at least one of the covariates in a model is measured with error, Errors-in-Variables (EIV) model can be used. Measurement error, when not corrected, would cause misleading statistical inferences and analysis. Therefore, our goal is to examine the relationship of the outcome variable and the unobserved exposure variable given the observed mismeasured surrogate by applying the Bayesian formulation to the EIV model. We shall extend the flexible parametric method proposed by Hossain and Gustafson (2009) to another nonlinear regression model which is the Poisson regression model. We shall then illustrate the application of this approach via a simulation study using Markov chain Monte Carlo sampling methods.

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

    Science.gov (United States)

    Darbeheshti, N.; Featherstone, W. E.

    2009-06-01

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

  16. The Relative Importance of Random Error and Observation Frequency in Detecting Trends in Upper Tropospheric Water Vapor

    Science.gov (United States)

    Whiteman, David N.; Vermeesch, Kevin C.; Oman, Luke D.; Weatherhead, Elizabeth C.

    2011-01-01

    Recent published work assessed the amount of time to detect trends in atmospheric water vapor over the coming century. We address the same question and conclude that under the most optimistic scenarios and assuming perfect data (i.e., observations with no measurement uncertainty) the time to detect trends will be at least 12 years at approximately 200 hPa in the upper troposphere. Our times to detect trends are therefore shorter than those recently reported and this difference is affected by data sources used, method of processing the data, geographic location and pressure level in the atmosphere where the analyses were performed. We then consider the question of how instrumental uncertainty plays into the assessment of time to detect trends. We conclude that due to the high natural variability in atmospheric water vapor, the amount of time to detect trends in the upper troposphere is relatively insensitive to instrumental random uncertainty and that it is much more important to increase the frequency of measurement than to decrease the random error in the measurement. This is put in the context of international networks such as the Global Climate Observing System (GCOS) Reference Upper-Air Network (GRUAN) and the Network for the Detection of Atmospheric Composition Change (NDACC) that are tasked with developing time series of climate quality water vapor data.

  17. Phenotypic covariance at species' borders.

    Science.gov (United States)

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

    2013-05-28

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

  18. A comparison of medication administration errors from original medication packaging and multi-compartment compliance aids in care homes: A prospective observational study.

    Science.gov (United States)

    Gilmartin-Thomas, Julia Fiona-Maree; Smith, Felicity; Wolfe, Rory; Jani, Yogini

    2017-07-01

    No published study has been specifically designed to compare medication administration errors between original medication packaging and multi-compartment compliance aids in care homes, using direct observation. Compare the effect of original medication packaging and multi-compartment compliance aids on medication administration accuracy. Prospective observational. Ten Greater London care homes. Nurses and carers administering medications. Between October 2014 and June 2015, a pharmacist researcher directly observed solid, orally administered medications in tablet or capsule form at ten purposively sampled care homes (five only used original medication packaging and five used both multi-compartment compliance aids and original medication packaging). The medication administration error rate was calculated as the number of observed doses administered (or omitted) in error according to medication administration records, compared to the opportunities for error (total number of observed doses plus omitted doses). Over 108.4h, 41 different staff (35 nurses, 6 carers) were observed to administer medications to 823 residents during 90 medication administration rounds. A total of 2452 medication doses were observed (1385 from original medication packaging, 1067 from multi-compartment compliance aids). One hundred and seventy eight medication administration errors were identified from 2493 opportunities for error (7.1% overall medication administration error rate). A greater medication administration error rate was seen for original medication packaging than multi-compartment compliance aids (9.3% and 3.1% respectively, risk ratio (RR)=3.9, 95% confidence interval (CI) 2.4 to 6.1, ppackaging (from original medication packaging-only care homes) and multi-compartment compliance aids (RR=2.3, 95%CI 1.1 to 4.9, p=0.03), and between original medication packaging and multi-compartment compliance aids within care homes that used a combination of both medication administration

  19. Covariance Bell inequalities

    Science.gov (United States)

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

    2017-12-01

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

  20. The covariant chiral ring

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-03-23

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

  1. Dimension from covariance matrices.

    Science.gov (United States)

    Carroll, T L; Byers, J M

    2017-02-01

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

  2. Self-identification and empathy modulate error-related brain activity during the observation of penalty shots between friend and foe

    Science.gov (United States)

    Ganesh, Shanti; van Schie, Hein T.; De Bruijn, Ellen R. A.; Bekkering, Harold

    2009-01-01

    The ability to detect and process errors made by others plays an important role is many social contexts. The capacity to process errors is typically found to rely on sites in the medial frontal cortex. However, it remains to be determined whether responses at these sites are driven primarily by action errors themselves or by the affective consequences normally associated with their commission. Using an experimental paradigm that disentangles action errors and the valence of their affective consequences, we demonstrate that sites in the medial frontal cortex (MFC), including the ventral anterior cingulate cortex (vACC) and pre-supplementary motor area (pre-SMA), respond to action errors independent of the valence of their consequences. The strength of this response was negatively correlated with the empathic concern subscale of the Interpersonal Reactivity Index. We also demonstrate a main effect of self-identification by showing that errors committed by friends and foes elicited significantly different BOLD responses in a separate region of the middle anterior cingulate cortex (mACC). These results suggest that the way we look at others plays a critical role in determining patterns of brain activation during error observation. These findings may have important implications for general theories of error processing. PMID:19015079

  3. A special covariance structure for random coefficient models with both between and within covariates

    International Nuclear Information System (INIS)

    Riedel, K.S.

    1990-07-01

    We review random coefficient (RC) models in linear regression and propose a bias correction to the maximum likelihood (ML) estimator. Asymmptotic expansion of the ML equations are given when the between individual variance is much larger or smaller than the variance from within individual fluctuations. The standard model assumes all but one covariate varies within each individual, (we denote the within covariates by vector χ 1 ). We consider random coefficient models where some of the covariates do not vary in any single individual (we denote the between covariates by vector χ 0 ). The regression coefficients, vector β k , can only be estimated in the subspace X k of X. Thus the number of individuals necessary to estimate vector β and the covariance matrix Δ of vector β increases significantly in the presence of more than one between covariate. When the number of individuals is sufficient to estimate vector β but not the entire matrix Δ , additional assumptions must be imposed on the structure of Δ. A simple reduced model is that the between component of vector β is fixed and only the within component varies randomly. This model fails because it is not invariant under linear coordinate transformations and it can significantly overestimate the variance of new observations. We propose a covariance structure for Δ without these difficulties by first projecting the within covariates onto the space perpendicular to be between covariates. (orig.)

  4. Nuclear data covariances in the Indian context

    International Nuclear Information System (INIS)

    Ganesan, S.

    2014-01-01

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

  5. Impact of the 235U Covariance Data in Benchmark Calculations

    International Nuclear Information System (INIS)

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

    2008-01-01

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

  6. Effect of catalogues coordinate errors of a star onto determination of the physical libration of the Moon from the observations of stars

    Science.gov (United States)

    Petrova, Natalia; Kocoulin, Valerii; Nefediev, Yurii

    2016-07-01

    In the Kazan University computer simulation is carried out for observation of lunar physical libration in projects planned installation of measuring equipment on the lunar surface. One such project is the project of ILOM (Japan), in which on the lunar pole an optical telescope with CCD will be equipped. As a result, the determining the selenographic coordinates (x and y) of a star with an accuracy of 1 ms of arc will be achieved. On the basis of the analytical theory of physical libration we developed a technique for solving the inverse problem of the libration. And we have already shown, for example, that the error in determining selenographic coordinates about ɛ seconds does not lead to errors in the determination of the libration angles ρ and Iσ larger than the 1.414ɛ. Libration in longitude is not determined from observations of the polar star (Petrova et al., 2012). The accuracy of the libration in the inverse problem depends on accuracy of the coordinates of the stars - α and δ - taken from the star catalogs. Checking this influence is the task of the present study. To do simulation we have developed that allows to choose the stars, falling in the field of view of the lunar telescope on observation period. Equatorial coordinates of stars were chosen by us from several fundamental catalogs: UCAC2-BSS, Hipparcos, Tycho, FK6 (part I, III) and the Astronomical Almanac. An analysis of these catalogues from the point of view accuracy of coordinates of stars represented in them was performed by Nefediev et al., 2013. The largest error, 20-70 ms, found in the catalogues UCAC2 and Tycho, the others have an error about a millisecond of arc. We simulated the observations with mentioned errors and got the following results. 1. The error in the declination Δδ of the star causes the same order error in libration parameters ρ and Iσ , while the sensitivity of libration to errors in Δα is ten time smaller. Fortunately, due to statistics (30 to 70, depending on

  7. Covariance Spectroscopy for Fissile Material Detection

    International Nuclear Information System (INIS)

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

    2009-01-01

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

  8. Self-Reported and Observed Punitive Parenting Prospectively Predicts Increased Error-Related Brain Activity in Six-Year-Old Children.

    Science.gov (United States)

    Meyer, Alexandria; Proudfit, Greg Hajcak; Bufferd, Sara J; Kujawa, Autumn J; Laptook, Rebecca S; Torpey, Dana C; Klein, Daniel N

    2015-07-01

    The error-related negativity (ERN) is a negative deflection in the event-related potential (ERP) occurring approximately 50 ms after error commission at fronto-central electrode sites and is thought to reflect the activation of a generic error monitoring system. Several studies have reported an increased ERN in clinically anxious children, and suggest that anxious children are more sensitive to error commission--although the mechanisms underlying this association are not clear. We have previously found that punishing errors results in a larger ERN, an effect that persists after punishment ends. It is possible that learning-related experiences that impact sensitivity to errors may lead to an increased ERN. In particular, punitive parenting might sensitize children to errors and increase their ERN. We tested this possibility in the current study by prospectively examining the relationship between parenting style during early childhood and children's ERN approximately 3 years later. Initially, 295 parents and children (approximately 3 years old) participated in a structured observational measure of parenting behavior, and parents completed a self-report measure of parenting style. At a follow-up assessment approximately 3 years later, the ERN was elicited during a Go/No-Go task, and diagnostic interviews were completed with parents to assess child psychopathology. Results suggested that both observational measures of hostile parenting and self-report measures of authoritarian parenting style uniquely predicted a larger ERN in children 3 years later. We previously reported that children in this sample with anxiety disorders were characterized by an increased ERN. A mediation analysis indicated that ERN magnitude mediated the relationship between harsh parenting and child anxiety disorder. Results suggest that parenting may shape children's error processing through environmental conditioning and thereby risk for anxiety, although future work is needed to confirm this

  9. Self-reported and observed punitive parenting prospectively predicts increased error-related brain activity in six-year-old children

    Science.gov (United States)

    Meyer, Alexandria; Proudfit, Greg Hajcak; Bufferd, Sara J.; Kujawa, Autumn J.; Laptook, Rebecca S.; Torpey, Dana C.; Klein, Daniel N.

    2017-01-01

    The error-related negativity (ERN) is a negative deflection in the event-related potential (ERP) occurring approximately 50 ms after error commission at fronto-central electrode sites and is thought to reflect the activation of a generic error monitoring system. Several studies have reported an increased ERN in clinically anxious children, and suggest that anxious children are more sensitive to error commission—although the mechanisms underlying this association are not clear. We have previously found that punishing errors results in a larger ERN, an effect that persists after punishment ends. It is possible that learning-related experiences that impact sensitivity to errors may lead to an increased ERN. In particular, punitive parenting might sensitize children to errors and increase their ERN. We tested this possibility in the current study by prospectively examining the relationship between parenting style during early childhood and children’s ERN approximately three years later. Initially, 295 parents and children (approximately 3 years old) participated in a structured observational measure of parenting behavior, and parents completed a self-report measure of parenting style. At a follow-up assessment approximately three years later, the ERN was elicited during a Go/No-Go task, and diagnostic interviews were completed with parents to assess child psychopathology. Results suggested that both observational measures of hostile parenting and self-report measures of authoritarian parenting style uniquely predicted a larger ERN in children 3 years later. We previously reported that children in this sample with anxiety disorders were characterized by an increased ERN. A mediation analysis indicated that ERN magnitude mediated the relationship between harsh parenting and child anxiety disorder. Results suggest that parenting may shape children’s error processing through environmental conditioning and thereby risk for anxiety, although future work is needed to

  10. Bayesian source term determination with unknown covariance of measurements

    Science.gov (United States)

    Belal, Alkomiet; Tichý, Ondřej; Šmídl, Václav

    2017-04-01

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

  11. Covariant field equations in supergravity

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-12-15

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

  12. Covariant field equations in supergravity

    International Nuclear Information System (INIS)

    Vanhecke, Bram; Proeyen, Antoine van

    2017-01-01

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

  13. Generally covariant gauge theories

    International Nuclear Information System (INIS)

    Capovilla, R.

    1992-01-01

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

  14. The Bayesian Covariance Lasso.

    Science.gov (United States)

    Khondker, Zakaria S; Zhu, Hongtu; Chu, Haitao; Lin, Weili; Ibrahim, Joseph G

    2013-04-01

    Estimation of sparse covariance matrices and their inverse subject to positive definiteness constraints has drawn a lot of attention in recent years. The abundance of high-dimensional data, where the sample size ( n ) is less than the dimension ( d ), requires shrinkage estimation methods since the maximum likelihood estimator is not positive definite in this case. Furthermore, when n is larger than d but not sufficiently larger, shrinkage estimation is more stable than maximum likelihood as it reduces the condition number of the precision matrix. Frequentist methods have utilized penalized likelihood methods, whereas Bayesian approaches rely on matrix decompositions or Wishart priors for shrinkage. In this paper we propose a new method, called the Bayesian Covariance Lasso (BCLASSO), for the shrinkage estimation of a precision (covariance) matrix. We consider a class of priors for the precision matrix that leads to the popular frequentist penalties as special cases, develop a Bayes estimator for the precision matrix, and propose an efficient sampling scheme that does not precalculate boundaries for positive definiteness. The proposed method is permutation invariant and performs shrinkage and estimation simultaneously for non-full rank data. Simulations show that the proposed BCLASSO performs similarly as frequentist methods for non-full rank data.

  15. An alternative covariance estimator to investigate genetic heterogeneity in populations.

    Science.gov (United States)

    Heslot, Nicolas; Jannink, Jean-Luc

    2015-11-26

    For genomic prediction and genome-wide association studies (GWAS) using mixed models, covariance between individuals is estimated using molecular markers. Based on the properties of mixed models, using available molecular data for prediction is optimal if this covariance is known. Under this assumption, adding individuals to the analysis should never be detrimental. However, some empirical studies showed that increasing training population size decreased prediction accuracy. Recently, results from theoretical models indicated that even if marker density is high and the genetic architecture of traits is controlled by many loci with small additive effects, the covariance between individuals, which depends on relationships at causal loci, is not always well estimated by the whole-genome kinship. We propose an alternative covariance estimator named K-kernel, to account for potential genetic heterogeneity between populations that is characterized by a lack of genetic correlation, and to limit the information flow between a priori unknown populations in a trait-specific manner. This is similar to a multi-trait model and parameters are estimated by REML and, in extreme cases, it can allow for an independent genetic architecture between populations. As such, K-kernel is useful to study the problem of the design of training populations. K-kernel was compared to other covariance estimators or kernels to examine its fit to the data, cross-validated accuracy and suitability for GWAS on several datasets. It provides a significantly better fit to the data than the genomic best linear unbiased prediction model and, in some cases it performs better than other kernels such as the Gaussian kernel, as shown by an empirical null distribution. In GWAS simulations, alternative kernels control type I errors as well as or better than the classical whole-genome kinship and increase statistical power. No or small gains were observed in cross-validated prediction accuracy. This alternative

  16. Galaxy-galaxy lensing estimators and their covariance properties

    Science.gov (United States)

    Singh, Sukhdeep; Mandelbaum, Rachel; Seljak, Uroš; Slosar, Anže; Vazquez Gonzalez, Jose

    2017-11-01

    We study the covariance properties of real space correlation function estimators - primarily galaxy-shear correlations, or galaxy-galaxy lensing - using SDSS data for both shear catalogues and lenses (specifically the BOSS LOWZ sample). Using mock catalogues of lenses and sources, we disentangle the various contributions to the covariance matrix and compare them with a simple analytical model. We show that not subtracting the lensing measurement around random points from the measurement around the lens sample is equivalent to performing the measurement using the lens density field instead of the lens overdensity field. While the measurement using the lens density field is unbiased (in the absence of systematics), its error is significantly larger due to an additional term in the covariance. Therefore, this subtraction should be performed regardless of its beneficial effects on systematics. Comparing the error estimates from data and mocks for estimators that involve the overdensity, we find that the errors are dominated by the shape noise and lens clustering, which empirically estimated covariances (jackknife and standard deviation across mocks) that are consistent with theoretical estimates, and that both the connected parts of the four-point function and the supersample covariance can be neglected for the current levels of noise. While the trade-off between different terms in the covariance depends on the survey configuration (area, source number density), the diagnostics that we use in this work should be useful for future works to test their empirically determined covariances.

  17. Galaxy–galaxy lensing estimators and their covariance properties

    International Nuclear Information System (INIS)

    Singh, Sukhdeep; Mandelbaum, Rachel; Seljak, Uros; Slosar, Anze; Gonzalez, Jose Vazquez

    2017-01-01

    Here, we study the covariance properties of real space correlation function estimators – primarily galaxy–shear correlations, or galaxy–galaxy lensing – using SDSS data for both shear catalogues and lenses (specifically the BOSS LOWZ sample). Using mock catalogues of lenses and sources, we disentangle the various contributions to the covariance matrix and compare them with a simple analytical model. We show that not subtracting the lensing measurement around random points from the measurement around the lens sample is equivalent to performing the measurement using the lens density field instead of the lens overdensity field. While the measurement using the lens density field is unbiased (in the absence of systematics), its error is significantly larger due to an additional term in the covariance. Therefore, this subtraction should be performed regardless of its beneficial effects on systematics. Comparing the error estimates from data and mocks for estimators that involve the overdensity, we find that the errors are dominated by the shape noise and lens clustering, which empirically estimated covariances (jackknife and standard deviation across mocks) that are consistent with theoretical estimates, and that both the connected parts of the four-point function and the supersample covariance can be neglected for the current levels of noise. While the trade-off between different terms in the covariance depends on the survey configuration (area, source number density), the diagnostics that we use in this work should be useful for future works to test their empirically determined covariances.

  18. Error in laboratory report data for platelet count assessment in patients suspicious for dengue: a note from observation

    Directory of Open Access Journals (Sweden)

    Somsri Wiwanitkit

    2016-08-01

    Full Text Available Dengue is a common tropical infection that is still a global health threat. An important laboratory parameter for the management of dengue is platelet count. Platelet count is an useful test for diagnosis and following up on dengue. However, errors in laboratory reports can occur. This study is a retrospective analysis on laboratory report data of complete blood count in cases with suspicious dengue in a medical center within 1 month period during the outbreak season on October, 2015. According to the studied period, there were 184 requests for complete blood count for cases suspected for dengue. From those 184 laboratory report records, errors can be seen in 12 reports (6.5%. This study demonstrates that there are considerable high rate of post-analytical errors in laboratory reports. Interestingly, the platelet count in those erroneous reports can be unreliable and ineffective or problematic when it is used for the management of dengue suspicious patients.

  19. Precomputing Process Noise Covariance for Onboard Sequential Filters

    Science.gov (United States)

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

    2017-01-01

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

  20. Lorentz Covariance of Langevin Equation

    International Nuclear Information System (INIS)

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

    2008-01-01

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

  1. Global patterns of land-atmosphere fluxes of carbon dioxide, latent heat, and sensible heat derived from eddy covariance, satellite, and meteorological observations

    Science.gov (United States)

    Martin, J.; Reichstein, M.

    2012-12-01

    We upscaled FLUXNET observations of carbon dioxide, water and energy fluxes to the global scale using the machine learning technique, Model Tree Ensembles (MTE). We trained MTE to predict site-level gross primary productivity (GPP), terrestrial ecosystem respiration (TER), net ecosystem exchange (NEE), latent energy (LE), and sensible heat (H) based on remote sensing indices, climate and meteorological data, and information on land use. We applied the trained MTEs to generate global flux fields at a 0.5° x 0.5o spatial resolution and a monthly temporal resolution from 1982-2008. Cross-validation analyses revealed good performance of MTE in predicting among-site flux variability with modeling efficiencies (MEf) between 0.64 and 0.84, except for NEE (MEf = 0.32). Performance was also good for predicting seasonal patterns (MEf between 0.84 and 0.89, except for NEE (0.64)). By comparison, predictions of monthly anomalies were weak. Our products are increasingly used to evaluate global land surface models. However, depending on the flux of interest (e.g. gross primary production, terrestrial ecosystem respiration, net ecosystem exchange, evapotranspiration) and the pattern of interest (mean annual map, seasonal cycles, interannual variability, trends) the robustness and uncertainty of these products varies considerably. To avoid pitfalls, this talk also aims at providing an overview of uncertainties associated with these products, and to provide recommendations on the usage for land surface model evaluations. Finally, we present FLUXCOM - an ongoing activity that aims at generating an ensemble of data-driven FLUXNET based products based on diverse approaches.

  2. General covariance and quantum theory

    International Nuclear Information System (INIS)

    Mashhoon, B.

    1986-01-01

    The extension of the principle of relativity to general coordinate systems is based on the hypothesis that an accelerated observer is locally equivalent to a hypothetical inertial observer with the same velocity as the noninertial observer. This hypothesis of locality is expected to be valid for classical particle phenomena as well as for classical wave phenomena but only in the short-wavelength approximation. The generally covariant theory is therefore expected to be in conflict with the quantum theory which is based on wave-particle duality. This is explicitly demonstrated for the frequency of electromagnetic radiation measured by a uniformly rotating observer. The standard Doppler formula is shown to be valid only in the geometric optics approximation. A new definition for the frequency is proposed, and the resulting formula for the frequency measured by the rotating observer is shown to be consistent with expectations based on the classical theory of electrons. A tentative quantum theory is developed on the basis of the generalization of the Bohr frequency condition to include accelerated observers. The description of the causal sequence of events is assumed to be independent of the motion of the observer. Furthermore, the quantum hypothesis is supposed to be valid for all observers. The implications of this theory are critically examined. The new formula for frequency, which is still based on the hypothesis of locality, leads to the observation of negative energy quanta by the rotating observer and is therefore in conflict with the quantum theory

  3. Estimation of covariance matrix on the experimental data for nuclear data evaluation

    International Nuclear Information System (INIS)

    Murata, T.

    1985-01-01

    In order to evaluate fission and capture cross sections of some U and Pu isotopes for JENDL-3, we have a plan for evaluating them simultaneously with a least-squares method. For the simultaneous evaluation, the covariance matrix is required for each experimental data set. In the present work, we have studied the procedures for deriving the covariance matrix from the error data given in the experimental papers. The covariance matrices were obtained using the partial errors and estimated correlation coefficients between the same type partial errors for different neutron energy. Some examples of the covariance matrix estimation are explained and the preliminary results of the simultaneous evaluation are presented. (author)

  4. Asteroid orbital error analysis: Theory and application

    Science.gov (United States)

    Muinonen, K.; Bowell, Edward

    1992-01-01

    We present a rigorous Bayesian theory for asteroid orbital error estimation in which the probability density of the orbital elements is derived from the noise statistics of the observations. For Gaussian noise in a linearized approximation the probability density is also Gaussian, and the errors of the orbital elements at a given epoch are fully described by the covariance matrix. The law of error propagation can then be applied to calculate past and future positional uncertainty ellipsoids (Cappellari et al. 1976, Yeomans et al. 1987, Whipple et al. 1991). To our knowledge, this is the first time a Bayesian approach has been formulated for orbital element estimation. In contrast to the classical Fisherian school of statistics, the Bayesian school allows a priori information to be formally present in the final estimation. However, Bayesian estimation does give the same results as Fisherian estimation when no priori information is assumed (Lehtinen 1988, and reference therein).

  5. The impact of different background errors in the assimilation of satellite radiances and in-situ observational data using WRFDA for three rainfall events over Iran

    Science.gov (United States)

    Zakeri, Zeinab; Azadi, Majid; Ghader, Sarmad

    2018-01-01

    Satellite radiances and in-situ observations are assimilated through Weather Research and Forecasting Data Assimilation (WRFDA) system into Advanced Research WRF (ARW) model over Iran and its neighboring area. Domain specific background error based on x and y components of wind speed (UV) control variables is calculated for WRFDA system and some sensitivity experiments are carried out to compare the impact of global background error and the domain specific background errors, both on the precipitation and 2-m temperature forecasts over Iran. Three precipitation events that occurred over the country during January, September and October 2014 are simulated in three different experiments and the results for precipitation and 2-m temperature are verified against the verifying surface observations. Results show that using domain specific background error improves 2-m temperature and 24-h accumulated precipitation forecasts consistently, while global background error may even degrade the forecasts compared to the experiments without data assimilation. The improvement in 2-m temperature is more evident during the first forecast hours and decreases significantly as the forecast length increases.

  6. Covariate analysis of bivariate survival data

    Energy Technology Data Exchange (ETDEWEB)

    Bennett, L.E.

    1992-01-01

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

  7. Distance covariance for stochastic processes

    DEFF Research Database (Denmark)

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

    2017-01-01

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

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

    Science.gov (United States)

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

    2016-12-01

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

  9. Selecting a separable parametric spatiotemporal covariance structure for longitudinal imaging data.

    Science.gov (United States)

    George, Brandon; Aban, Inmaculada

    2015-01-15

    Longitudinal imaging studies allow great insight into how the structure and function of a subject's internal anatomy changes over time. Unfortunately, the analysis of longitudinal imaging data is complicated by inherent spatial and temporal correlation: the temporal from the repeated measures and the spatial from the outcomes of interest being observed at multiple points in a patient's body. We propose the use of a linear model with a separable parametric spatiotemporal error structure for the analysis of repeated imaging data. The model makes use of spatial (exponential, spherical, and Matérn) and temporal (compound symmetric, autoregressive-1, Toeplitz, and unstructured) parametric correlation functions. A simulation study, inspired by a longitudinal cardiac imaging study on mitral regurgitation patients, compared different information criteria for selecting a particular separable parametric spatiotemporal correlation structure as well as the effects on types I and II error rates for inference on fixed effects when the specified model is incorrect. Information criteria were found to be highly accurate at choosing between separable parametric spatiotemporal correlation structures. Misspecification of the covariance structure was found to have the ability to inflate the type I error or have an overly conservative test size, which corresponded to decreased power. An example with clinical data is given illustrating how the covariance structure procedure can be performed in practice, as well as how covariance structure choice can change inferences about fixed effects. Copyright © 2014 John Wiley & Sons, Ltd.

  10. Bayesian estimation of a proportion under an asymmetric observation error Estimación bayesiana de una proporción bajo error de estimación asimétrico

    Directory of Open Access Journals (Sweden)

    Juan Carlos Correa Morales

    2012-06-01

    Full Text Available The process of estimating a proportion that is associated with a sensitive question can yield responses that are not necessarily according to the reality.To reduce the probability o false response to this kind of sensitive questions some authors have proposed techniques of randomized response assuming asymmetric observation error. In this paper we present a generalization of the case where a symmetric error is assumed since this assumption could be unrealistic in practice. Under the assumption of an assymetric error the likelihood function is built. By doing this we intend that in practice the final user hasan alternative method to reduce the probability of false response. Assuming informative a priori distributions an expresion for the posterior distribution is found. Since this posterior distribution does not have a closed mathematical expression, it is neccesary to use the Gibbs sampler to carry out the estimation process. This technique is illustrated using real data about drug consumptions that were collected by the Oficina de Bienestar from the Universidad Nacional de Colombia at Medellín.El proceso de estimación de una proporción relacionada con una pregunta que puede ser altamente sensible para el encuestado, puede generar respuestas que no necesariamente coinciden con la realidad. Para reducir la probabilidad de respuestas falsas a este tipo de preguntas algunos autores han propuesto técnicas de respuesta aleatorizada asumiendo un error de observación asimétrico. En este artículo se presenta una generalización al caso donde se asume un error simétrico lo cual puede ser un supuesto poco realista en la práctica. Se deduce la función de verosimilitud bajo el supuesto de error de estimación asimétrico.Con esto se pretende que en la práctica se cuente con un método alternativo para reducir la probabilidad de respuestas falsas. Asumiendo distribuciones a priori informativas se encuentra una expresión para la distribuci

  11. Covariance measurement in the presence of non-synchronous trading and market microstructure noise

    NARCIS (Netherlands)

    Griffin, J.E.; Oomen, R.C.A.

    2011-01-01

    This paper studies the problem of covariance estimation when prices are observed non-synchronously and contaminated by i.i.d. microstructure noise. We derive closed form expressions for the bias and variance of three popular covariance estimators, namely realised covariance, realised covariance plus

  12. Retrieval of ice cloud properties using an optimal estimation algorithm and MODIS infrared observations. Part I: Forward model, error analysis, and information content

    Science.gov (United States)

    Wang, Chenxi; Platnick, Steven; Zhang, Zhibo; Meyer, Kerry; Yang, Ping

    2018-01-01

    An optimal estimation (OE) retrieval method is developed to infer three ice cloud properties simultaneously: optical thickness (τ), effective radius (reff), and cloud-top height (h). This method is based on a fast radiative transfer (RT) model and infrared (IR) observations from the MODerate resolution Imaging Spectroradiometer (MODIS). This study conducts thorough error and information content analyses to understand the error propagation and performance of retrievals from various MODIS band combinations under different cloud/atmosphere states. Specifically, the algorithm takes into account four error sources: measurement uncertainty, fast RT model uncertainty, uncertainties in ancillary datasets (e.g., atmospheric state), and assumed ice crystal habit uncertainties. It is found that the ancillary and ice crystal habit error sources dominate the MODIS IR retrieval uncertainty and cannot be ignored. The information content analysis shows that, for a given ice cloud, the use of four MODIS IR observations is sufficient to retrieve the three cloud properties. However, the selection of MODIS IR bands that provide the most information and their order of importance varies with both the ice cloud properties and the ambient atmospheric and the surface states. As a result, this study suggests the inclusion of all MODIS IR bands in practice since little a priori information is available. PMID:29707470

  13. Retrieval of Ice Cloud Properties Using an Optimal Estimation Algorithm and MODIS Infrared Observations. Part I: Forward Model, Error Analysis, and Information Content

    Science.gov (United States)

    Wang, Chenxi; Platnick, Steven; Zhang, Zhibo; Meyer, Kerry; Yang, Ping

    2016-01-01

    An optimal estimation (OE) retrieval method is developed to infer three ice cloud properties simultaneously: optical thickness (tau), effective radius (r(sub eff)), and cloud top height (h). This method is based on a fast radiative transfer (RT) model and infrared (IR) observations from the MODerate resolution Imaging Spectroradiometer (MODIS). This study conducts thorough error and information content analyses to understand the error propagation and performance of retrievals from various MODIS band combinations under different cloud/atmosphere states. Specifically, the algorithm takes into account four error sources: measurement uncertainty, fast RT model uncertainty, uncertainties in ancillary data sets (e.g., atmospheric state), and assumed ice crystal habit uncertainties. It is found that the ancillary and ice crystal habit error sources dominate the MODIS IR retrieval uncertainty and cannot be ignored. The information content analysis shows that for a given ice cloud, the use of four MODIS IR observations is sufficient to retrieve the three cloud properties. However, the selection of MODIS IR bands that provide the most information and their order of importance varies with both the ice cloud properties and the ambient atmospheric and the surface states. As a result, this study suggests the inclusion of all MODIS IR bands in practice since little a priori information is available.

  14. Sparse reduced-rank regression with covariance estimation

    KAUST Repository

    Chen, Lisha

    2014-12-08

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

  15. Sparse reduced-rank regression with covariance estimation

    KAUST Repository

    Chen, Lisha; Huang, Jianhua Z.

    2014-01-01

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

  16. Contributions to Large Covariance and Inverse Covariance Matrices Estimation

    OpenAIRE

    Kang, Xiaoning

    2016-01-01

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

  17. Covariant Lyapunov vectors

    International Nuclear Information System (INIS)

    Ginelli, Francesco; Politi, Antonio; Chaté, Hugues; Livi, Roberto

    2013-01-01

    Recent years have witnessed a growing interest in covariant Lyapunov vectors (CLVs) which span local intrinsic directions in the phase space of chaotic systems. Here, we review the basic results of ergodic theory, with a specific reference to the implications of Oseledets’ theorem for the properties of the CLVs. We then present a detailed description of a ‘dynamical’ algorithm to compute the CLVs and show that it generically converges exponentially in time. We also discuss its numerical performance and compare it with other algorithms presented in the literature. We finally illustrate how CLVs can be used to quantify deviations from hyperbolicity with reference to a dissipative system (a chain of Hénon maps) and a Hamiltonian model (a Fermi–Pasta–Ulam chain). This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Lyapunov analysis: from dynamical systems theory to applications’. (paper)

  18. Deriving covariant holographic entanglement

    Energy Technology Data Exchange (ETDEWEB)

    Dong, Xi [School of Natural Sciences, Institute for Advanced Study, Princeton, NJ 08540 (United States); Lewkowycz, Aitor [Jadwin Hall, Princeton University, Princeton, NJ 08544 (United States); Rangamani, Mukund [Center for Quantum Mathematics and Physics (QMAP), Department of Physics, University of California, Davis, CA 95616 (United States)

    2016-11-07

    We provide a gravitational argument in favour of the covariant holographic entanglement entropy proposal. In general time-dependent states, the proposal asserts that the entanglement entropy of a region in the boundary field theory is given by a quarter of the area of a bulk extremal surface in Planck units. The main element of our discussion is an implementation of an appropriate Schwinger-Keldysh contour to obtain the reduced density matrix (and its powers) of a given region, as is relevant for the replica construction. We map this contour into the bulk gravitational theory, and argue that the saddle point solutions of these replica geometries lead to a consistent prescription for computing the field theory Rényi entropies. In the limiting case where the replica index is taken to unity, a local analysis suffices to show that these saddles lead to the extremal surfaces of interest. We also comment on various properties of holographic entanglement that follow from this construction.

  19. Networks of myelin covariance.

    Science.gov (United States)

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

    2018-04-01

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

  20. Asymptotics for the minimum covariance determinant estimator

    NARCIS (Netherlands)

    Butler, R.W.; Davies, P.L.; Jhun, M.

    1993-01-01

    Consistency is shown for the minimum covariance determinant (MCD) estimators of multivariate location and scale and asymptotic normality is shown for the former. The proofs are made possible by showing a separating ellipsoid property for the MCD subset of observations. An analogous property is shown

  1. Cross-covariance functions for multivariate geostatistics

    KAUST Repository

    Genton, Marc G.

    2015-05-01

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

  2. Cross-covariance functions for multivariate geostatistics

    KAUST Repository

    Genton, Marc G.; Kleiber, William

    2015-01-01

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

  3. On-Line Identification of Simulation Examples for Forgetting Methods to Track Time Varying Parameters Using the Alternative Covariance Matrix in Matlab

    Science.gov (United States)

    Vachálek, Ján

    2011-12-01

    The paper compares the abilities of forgetting methods to track time varying parameters of two different simulated models with different types of excitation. The observed parameters in the simulations are the integral sum of the Euclidean norm, deviation of the parameter estimates from their true values and a selected band prediction error count. As supplementary information, we observe the eigenvalues of the covariance matrix. In the paper we used a modified method of Regularized Exponential Forgetting with Alternative Covariance Matrix (REFACM) along with Directional Forgetting (DF) and three standard regularized methods.

  4. General Galilei Covariant Gaussian Maps

    Science.gov (United States)

    Gasbarri, Giulio; Toroš, Marko; Bassi, Angelo

    2017-09-01

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

  5. Fast Computing for Distance Covariance

    OpenAIRE

    Huo, Xiaoming; Szekely, Gabor J.

    2014-01-01

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

  6. Ocean Spectral Data Assimilation Without Background Error Covariance Matrix

    Science.gov (United States)

    2016-01-01

    problems: Basic concenptual framework 580 and some open questions. J Meteor Soc Japan, 75, 257-288. 581 582 Evensen G (2003) The ensemble Kalman filter ...160. 588 589 Galanis GN, Louka P, Katsafados Kallos PG, Pytharoulis I (2006) Applications of Kalman 590 filters based on non-linear functions...reduction using the OSD is evident in comparison to the OI scheme. Synoptic monthly gridded 27 world ocean temperature , salinity, and absolute

  7. Measurement error models with interactions

    Science.gov (United States)

    Midthune, Douglas; Carroll, Raymond J.; Freedman, Laurence S.; Kipnis, Victor

    2016-01-01

    An important use of measurement error models is to correct regression models for bias due to covariate measurement error. Most measurement error models assume that the observed error-prone covariate (\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{upgreek} \\usepackage{mathrsfs} \\setlength{\\oddsidemargin}{-69pt} \\begin{document} }{}$W$\\end{document}) is a linear function of the unobserved true covariate (\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{upgreek} \\usepackage{mathrsfs} \\setlength{\\oddsidemargin}{-69pt} \\begin{document} }{}$X$\\end{document}) plus other covariates (\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{upgreek} \\usepackage{mathrsfs} \\setlength{\\oddsidemargin}{-69pt} \\begin{document} }{}$Z$\\end{document}) in the regression model. In this paper, we consider models for \\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{upgreek} \\usepackage{mathrsfs} \\setlength{\\oddsidemargin}{-69pt} \\begin{document} }{}$W$\\end{document} that include interactions between \\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{upgreek} \\usepackage{mathrsfs} \\setlength{\\oddsidemargin}{-69pt} \\begin{document} }{}$X$\\end{document} and \\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{upgreek} \\usepackage{mathrsfs} \\setlength{\\oddsidemargin}{-69pt} \\begin{document} }{}$Z$\\end{document}. We derive the conditional distribution of

  8. Probing dark energy with cluster counts and cosmic shear power spectra: including the full covariance

    International Nuclear Information System (INIS)

    Takada, Masahiro; Bridle, Sarah

    2007-01-01

    Several dark energy experiments are available from a single large-area imaging survey and may be combined to improve cosmological parameter constraints and/or test inherent systematics. Two promising experiments are cosmic shear power spectra and counts of galaxy clusters. However, the two experiments probe the same cosmic mass density field in large-scale structure, therefore the combination may be less powerful than first thought. We investigate the cross-covariance between the cosmic shear power spectra and the cluster counts based on the halo model approach, where the cross-covariance arises from the three-point correlations of the underlying mass density field. Fully taking into account the cross-covariance, as well as non-Gaussian errors on the lensing power spectrum covariance, we find a significant cross-correlation between the lensing power spectrum signals at multipoles l∼10 3 and the cluster counts containing halos with masses M∼>10 14 M o-dot . Including the cross-covariance for the combined measurement degrades and in some cases improves the total signal-to-noise (S/N) ratios up to ∼±20% relative to when the two are independent. For cosmological parameter determination, the cross-covariance has a smaller effect as a result of working in a multi-dimensional parameter space, implying that the two observables can be considered independent to a good approximation. We also discuss the fact that cluster count experiments using lensing-selected mass peaks could be more complementary to cosmic shear tomography than mass-selected cluster counts of the corresponding mass threshold. Using lensing selected clusters with a realistic usable detection threshold ((S/N) cluster ∼6 for a ground-based survey), the uncertainty on each dark energy parameter may be roughly halved by the combined experiments, relative to using the power spectra alone

  9. THE MEASUREMENT, TREATMENT, AND IMPACT OF SPECTRAL COVARIANCE AND BAYESIAN PRIORS IN INTEGRAL -FIELD SPECTROSCOPY OF EXOPLANETS

    Energy Technology Data Exchange (ETDEWEB)

    Greco, Johnny P. [Department of Astrophysical Sciences, Princeton University, Princeton, NJ (United States); Brandt, Timothy D. [Institute for Advanced Study, Princeton, NJ (United States)

    2016-12-20

    The recovery of an exoplanet’s atmospheric parameters from its spectrum requires accurate knowledge of the spectral errors and covariances. Unfortunately, the complex image processing used in high-contrast integral-field spectrograph (IFS) observations generally produces spectral covariances that are poorly understood and often ignored. In this work, we show how to measure the spectral errors and covariances and include them self-consistently in parameter retrievals. By combining model exoplanet spectra with a realistic noise model generated from the Gemini Planet Imager (GPI) early science data, we show that ignoring spectral covariance in high-contrast IFS data can both bias inferred parameters and lead to unreliable confidence regions on those parameters. This problem is made worse by the common practice of scaling the χ {sup 2} per degree of freedom to unity; the input parameters then fall outside the 95% confidence regions in as many as ∼80% of noise realizations. The biases we observe can approach the typical levels of precision achieved in high-contrast spectroscopy. Accounting for realistic priors in fully Bayesian retrievals can also have a significant impact on the inferred parameters. Plausible priors on effective temperature and surface gravity can vary by an order of magnitude across the confidence regions appropriate for objects with weak age constraints; priors for objects with good age constraints are dominated by modeling uncertainties. Our methods are directly applicable to existing high-contrast IFSs including GPI and SPHERE, as well as upcoming instruments like CHARIS and, ultimately, WFIRST-AFTA.

  10. Non-evaluation applications for covariance matrices

    Energy Technology Data Exchange (ETDEWEB)

    Smith, D.L.

    1982-05-01

    The possibility for application of covariance matrix techniques to a variety of common research problems other than formal data evaluation are demonstrated by means of several examples. These examples deal with such matters as fitting spectral data, deriving uncertainty estimates for results calculated from experimental data, obtaining the best values for plurally-measured quantities, and methods for analysis of cross section errors based on properties of the experiment. The examples deal with realistic situations encountered in the laboratory, and they are treated in sufficient detail to enable a careful reader to extrapolate the methods to related problems.

  11. Covariant electromagnetic field lines

    Science.gov (United States)

    Hadad, Y.; Cohen, E.; Kaminer, I.; Elitzur, A. C.

    2017-08-01

    Faraday introduced electric field lines as a powerful tool for understanding the electric force, and these field lines are still used today in classrooms and textbooks teaching the basics of electromagnetism within the electrostatic limit. However, despite attempts at generalizing this concept beyond the electrostatic limit, such a fully relativistic field line theory still appears to be missing. In this work, we propose such a theory and define covariant electromagnetic field lines that naturally extend electric field lines to relativistic systems and general electromagnetic fields. We derive a closed-form formula for the field lines curvature in the vicinity of a charge, and show that it is related to the world line of the charge. This demonstrates how the kinematics of a charge can be derived from the geometry of the electromagnetic field lines. Such a theory may also provide new tools in modeling and analyzing electromagnetic phenomena, and may entail new insights regarding long-standing problems such as radiation-reaction and self-force. In particular, the electromagnetic field lines curvature has the attractive property of being non-singular everywhere, thus eliminating all self-field singularities without using renormalization techniques.

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

    KAUST Repository

    Ryu, Duchwan

    2010-09-28

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

  13. Covariance fitting of highly-correlated data in lattice QCD

    Science.gov (United States)

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

    2013-07-01

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

  14. Covariance NMR Processing and Analysis for Protein Assignment.

    Science.gov (United States)

    Harden, Bradley J; Frueh, Dominique P

    2018-01-01

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

  15. Covariation in Natural Causal Induction.

    Science.gov (United States)

    Cheng, Patricia W.; Novick, Laura R.

    1991-01-01

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

  16. An Adaptive Approach to Mitigate Background Covariance Limitations in the Ensemble Kalman Filter

    KAUST Repository

    Song, Hajoon

    2010-07-01

    A new approach is proposed to address the background covariance limitations arising from undersampled ensembles and unaccounted model errors in the ensemble Kalman filter (EnKF). The method enhances the representativeness of the EnKF ensemble by augmenting it with new members chosen adaptively to add missing information that prevents the EnKF from fully fitting the data to the ensemble. The vectors to be added are obtained by back projecting the residuals of the observation misfits from the EnKF analysis step onto the state space. The back projection is done using an optimal interpolation (OI) scheme based on an estimated covariance of the subspace missing from the ensemble. In the experiments reported here, the OI uses a preselected stationary background covariance matrix, as in the hybrid EnKF–three-dimensional variational data assimilation (3DVAR) approach, but the resulting correction is included as a new ensemble member instead of being added to all existing ensemble members. The adaptive approach is tested with the Lorenz-96 model. The hybrid EnKF–3DVAR is used as a benchmark to evaluate the performance of the adaptive approach. Assimilation experiments suggest that the new adaptive scheme significantly improves the EnKF behavior when it suffers from small size ensembles and neglected model errors. It was further found to be competitive with the hybrid EnKF–3DVAR approach, depending on ensemble size and data coverage.

  17. Resampling-based methods in single and multiple testing for equality of covariance/correlation matrices.

    Science.gov (United States)

    Yang, Yang; DeGruttola, Victor

    2012-06-22

    Traditional resampling-based tests for homogeneity in covariance matrices across multiple groups resample residuals, that is, data centered by group means. These residuals do not share the same second moments when the null hypothesis is false, which makes them difficult to use in the setting of multiple testing. An alternative approach is to resample standardized residuals, data centered by group sample means and standardized by group sample covariance matrices. This approach, however, has been observed to inflate type I error when sample size is small or data are generated from heavy-tailed distributions. We propose to improve this approach by using robust estimation for the first and second moments. We discuss two statistics: the Bartlett statistic and a statistic based on eigen-decomposition of sample covariance matrices. Both statistics can be expressed in terms of standardized errors under the null hypothesis. These methods are extended to test homogeneity in correlation matrices. Using simulation studies, we demonstrate that the robust resampling approach provides comparable or superior performance, relative to traditional approaches, for single testing and reasonable performance for multiple testing. The proposed methods are applied to data collected in an HIV vaccine trial to investigate possible determinants, including vaccine status, vaccine-induced immune response level and viral genotype, of unusual correlation pattern between HIV viral load and CD4 count in newly infected patients.

  18. Quantile Regression With Measurement Error

    KAUST Repository

    Wei, Ying

    2009-08-27

    Regression quantiles can be substantially biased when the covariates are measured with error. In this paper we propose a new method that produces consistent linear quantile estimation in the presence of covariate measurement error. The method corrects the measurement error induced bias by constructing joint estimating equations that simultaneously hold for all the quantile levels. An iterative EM-type estimation algorithm to obtain the solutions to such joint estimation equations is provided. The finite sample performance of the proposed method is investigated in a simulation study, and compared to the standard regression calibration approach. Finally, we apply our methodology to part of the National Collaborative Perinatal Project growth data, a longitudinal study with an unusual measurement error structure. © 2009 American Statistical Association.

  19. A three domain covariance framework for EEG/MEG data

    NARCIS (Netherlands)

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

    2015-01-01

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

  20. Impact of the 235U covariance data in benchmark calculations

    International Nuclear Information System (INIS)

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

    2008-01-01

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

  1. A New Approach for Nuclear Data Covariance and Sensitivity Generation

    International Nuclear Information System (INIS)

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

    2005-01-01

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

  2. Covariance-Based Estimation from Multisensor Delayed Measurements with Random Parameter Matrices and Correlated Noises

    Directory of Open Access Journals (Sweden)

    R. Caballero-Águila

    2014-01-01

    Full Text Available The optimal least-squares linear estimation problem is addressed for a class of discrete-time multisensor linear stochastic systems subject to randomly delayed measurements with different delay rates. For each sensor, a different binary sequence is used to model the delay process. The measured outputs are perturbed by both random parameter matrices and one-step autocorrelated and cross correlated noises. Using an innovation approach, computationally simple recursive algorithms are obtained for the prediction, filtering, and smoothing problems, without requiring full knowledge of the state-space model generating the signal process, but only the information provided by the delay probabilities and the mean and covariance functions of the processes (signal, random parameter matrices, and noises involved in the observation model. The accuracy of the estimators is measured by their error covariance matrices, which allow us to analyze the estimator performance in a numerical simulation example that illustrates the feasibility of the proposed algorithms.

  3. Flexible Modeling of Survival Data with Covariates Subject to Detection Limits via Multiple Imputation.

    Science.gov (United States)

    Bernhardt, Paul W; Wang, Huixia Judy; Zhang, Daowen

    2014-01-01

    Models for survival data generally assume that covariates are fully observed. However, in medical studies it is not uncommon for biomarkers to be censored at known detection limits. A computationally-efficient multiple imputation procedure for modeling survival data with covariates subject to detection limits is proposed. This procedure is developed in the context of an accelerated failure time model with a flexible seminonparametric error distribution. The consistency and asymptotic normality of the multiple imputation estimator are established and a consistent variance estimator is provided. An iterative version of the proposed multiple imputation algorithm that approximates the EM algorithm for maximum likelihood is also suggested. Simulation studies demonstrate that the proposed multiple imputation methods work well while alternative methods lead to estimates that are either biased or more variable. The proposed methods are applied to analyze the dataset from a recently-conducted GenIMS study.

  4. Networks of myelin covariance

    Science.gov (United States)

    Slater, David; Ruef, Anne; Sanabria‐Diaz, Gretel; Preisig, Martin; Kherif, Ferath; Draganski, Bogdan; Lutti, Antoine

    2017-01-01

    Abstract Networks of anatomical covariance have been widely used to study connectivity patterns in both normal and pathological brains based on the concurrent changes of morphometric measures (i.e., cortical thickness) between brain structures across subjects (Evans, 2013). However, the existence of networks of microstructural changes within brain tissue has been largely unexplored so far. In this article, we studied in vivo the concurrent myelination processes among brain anatomical structures that gathered together emerge to form nonrandom networks. We name these “networks of myelin covariance” (Myelin‐Nets). The Myelin‐Nets were built from quantitative Magnetization Transfer data—an in‐vivo magnetic resonance imaging (MRI) marker of myelin content. The synchronicity of the variations in myelin content between anatomical regions was measured by computing the Pearson's correlation coefficient. We were especially interested in elucidating the effect of age on the topological organization of the Myelin‐Nets. We therefore selected two age groups: Young‐Age (20–31 years old) and Old‐Age (60–71 years old) and a pool of participants from 48 to 87 years old for a Myelin‐Nets aging trajectory study. We found that the topological organization of the Myelin‐Nets is strongly shaped by aging processes. The global myelin correlation strength, between homologous regions and locally in different brain lobes, showed a significant dependence on age. Interestingly, we also showed that the aging process modulates the resilience of the Myelin‐Nets to damage of principal network structures. In summary, this work sheds light on the organizational principles driving myelination and myelin degeneration in brain gray matter and how such patterns are modulated by aging. PMID:29271053

  5. An Enhanced Method for Scheduling Observations of Large Sky Error Regions for Finding Optical Counterparts to Transients

    Energy Technology Data Exchange (ETDEWEB)

    Rana, Javed; Singhal, Akshat; Gadre, Bhooshan; Bhalerao, Varun; Bose, Sukanta, E-mail: javed@iucaa.in [Inter-University Centre for Astronomy and Astrophysics, Post Bag 4, Ganeshkhind, Pune 411 007 (India)

    2017-04-01

    The discovery and subsequent study of optical counterparts to transient sources is crucial for their complete astrophysical understanding. Various gamma-ray burst (GRB) detectors, and more notably the ground-based gravitational wave detectors, typically have large uncertainties in the sky positions of detected sources. Searching these large sky regions spanning hundreds of square degrees is a formidable challenge for most ground-based optical telescopes, which can usually image less than tens of square degrees of the sky in a single night. We present algorithms for better scheduling of such follow-up observations in order to maximize the probability of imaging the optical counterpart, based on the all-sky probability distribution of the source position. We incorporate realistic observing constraints such as the diurnal cycle, telescope pointing limitations, available observing time, and the rising/setting of the target at the observatory’s location. We use simulations to demonstrate that our proposed algorithms outperform the default greedy observing schedule used by many observatories. Our algorithms are applicable for follow-up of other transient sources with large positional uncertainties, such as Fermi -detected GRBs, and can easily be adapted for scheduling radio or space-based X-ray follow-up.

  6. Errors of Inference Due to Errors of Measurement.

    Science.gov (United States)

    Linn, Robert L.; Werts, Charles E.

    Failure to consider errors of measurement when using partial correlation or analysis of covariance techniques can result in erroneous conclusions. Certain aspects of this problem are discussed and particular attention is given to issues raised in a recent article by Brewar, Campbell, and Crano. (Author)

  7. Preparation of covariance data for the fast reactor. 2

    International Nuclear Information System (INIS)

    Shibata, Keiichi; Hasagawa, Akira

    1998-03-01

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

  8. How much do genetic covariances alter the rate of adaptation?

    Science.gov (United States)

    Agrawal, Aneil F; Stinchcombe, John R

    2009-03-22

    Genetically correlated traits do not evolve independently, and the covariances between traits affect the rate at which a population adapts to a specified selection regime. To measure the impact of genetic covariances on the rate of adaptation, we compare the rate fitness increases given the observed G matrix to the expected rate if all the covariances in the G matrix are set to zero. Using data from the literature, we estimate the effect of genetic covariances in real populations. We find no net tendency for covariances to constrain the rate of adaptation, though the quality and heterogeneity of the data limit the certainty of this result. There are some examples in which covariances strongly constrain the rate of adaptation but these are balanced by counter examples in which covariances facilitate the rate of adaptation; in many cases, covariances have little or no effect. We also discuss how our metric can be used to identify traits or suites of traits whose genetic covariances to other traits have a particularly large impact on the rate of adaptation.

  9. Covariance Manipulation for Conjunction Assessment

    Science.gov (United States)

    Hejduk, M. D.

    2016-01-01

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

  10. Ocean tidal loading affecting precise geodetic observations on Greenland: Error account of surface deformations by tidal gravity measurements

    DEFF Research Database (Denmark)

    Jentzsch, G.; Knudsen, Per; Ramatschi, M.

    2000-01-01

    Air-borne and satellite based altimetry are used to monitor the Greenland ice-cap. Since these measurements are related to fiducial sites at the coast, the robustness of the height differences depends on the stability of these reference points. To benefit from the accuracy of these methods...... observations. Near the coast ocean tidal loading causes additional vertical deformations in the order of 1 to 10 cm Therefore, tidal gravity measurements were carried out at four fiducial sites around Greenland in order to provide corrections for the kinematic part of the coordinates of these sites. Starting...

  11. Parametric Covariance Model for Horizon-Based Optical Navigation

    Science.gov (United States)

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

    2016-01-01

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

  12. Improving the spatial and temporal resolution with quantification of uncertainty and errors in earth observation data sets using Data Interpolating Empirical Orthogonal Functions methodology

    Science.gov (United States)

    El Serafy, Ghada; Gaytan Aguilar, Sandra; Ziemba, Alexander

    2016-04-01

    There is an increasing use of process-based models in the investigation of ecological systems and scenario predictions. The accuracy and quality of these models are improved when run with high spatial and temporal resolution data sets. However, ecological data can often be difficult to collect which manifests itself through irregularities in the spatial and temporal domain of these data sets. Through the use of Data INterpolating Empirical Orthogonal Functions(DINEOF) methodology, earth observation products can be improved to have full spatial coverage within the desired domain as well as increased temporal resolution to daily and weekly time step, those frequently required by process-based models[1]. The DINEOF methodology results in a degree of error being affixed to the refined data product. In order to determine the degree of error introduced through this process, the suspended particulate matter and chlorophyll-a data from MERIS is used with DINEOF to produce high resolution products for the Wadden Sea. These new data sets are then compared with in-situ and other data sources to determine the error. Also, artificial cloud cover scenarios are conducted in order to substantiate the findings from MERIS data experiments. Secondly, the accuracy of DINEOF is explored to evaluate the variance of the methodology. The degree of accuracy is combined with the overall error produced by the methodology and reported in an assessment of the quality of DINEOF when applied to resolution refinement of chlorophyll-a and suspended particulate matter in the Wadden Sea. References [1] Sirjacobs, D.; Alvera-Azcárate, A.; Barth, A.; Lacroix, G.; Park, Y.; Nechad, B.; Ruddick, K.G.; Beckers, J.-M. (2011). Cloud filling of ocean colour and sea surface temperature remote sensing products over the Southern North Sea by the Data Interpolating Empirical Orthogonal Functions methodology. J. Sea Res. 65(1): 114-130. Dx.doi.org/10.1016/j.seares.2010.08.002

  13. New constraints on neutron star models of gamma-ray bursts. II - X-ray observations of three gamma-ray burst error boxes

    Science.gov (United States)

    Boer, M.; Hurley, K.; Pizzichini, G.; Gottardi, M.

    1991-01-01

    Exosat observations are presented for 3 gamma-ray-burst error boxes, one of which may be associated with an optical flash. No point sources were detected at the 3-sigma level. A comparison with Einstein data (Pizzichini et al., 1986) is made for the March 5b, 1979 source. The data are interpreted in the framework of neutron star models and derive upper limits for the neutron star surface temperatures, accretion rates, and surface densities of an accretion disk. Apart from the March 5b, 1979 source, consistency is found with each model.

  14. Covariance matrices of experimental data

    International Nuclear Information System (INIS)

    Perey, F.G.

    1978-01-01

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

  15. Ocean tidal loading affecting precise geodetic observations on Greenland: Error account of surface deformations by tidal gravity measurements

    DEFF Research Database (Denmark)

    Jentzsch, G.; Knudsen, Per; Ramatschi, M.

    2000-01-01

    Air-borne and satellite based altimetry are used to monitor the Greenland ice-cap. Since these measurements are related to fiducial sites at the coast, the robustness of the height differences depends on the stability of these reference points. To benefit from the accuracy of these methods...... on the centimeter level, station corrections regarding the Earth tides and the ocean tidal loading have to be applied. Models for global corrections esp. for the body tides are available and sufficient, but local corrections regarding the effect of the adjacent shelf area still have to be inferred from additional...... observations. Near the coast ocean tidal loading causes additional vertical deformations in the order of 1 to 10 cm Therefore, tidal gravity measurements were carried out at four fiducial sites around Greenland in order to provide corrections for the kinematic part of the coordinates of these sites. Starting...

  16. Evaluation and processing of covariance data

    International Nuclear Information System (INIS)

    Wagner, M.

    1993-01-01

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

  17. On Galilean covariant quantum mechanics

    International Nuclear Information System (INIS)

    Horzela, A.; Kapuscik, E.; Kempczynski, J.; Joint Inst. for Nuclear Research, Dubna

    1991-08-01

    Formalism exhibiting the Galilean covariance of wave mechanics is proposed. A new notion of quantum mechanical forces is introduced. The formalism is illustrated on the example of the harmonic oscillator. (author)

  18. On covariance structure in noisy, big data

    Science.gov (United States)

    Paffenroth, Randy C.; Nong, Ryan; Du Toit, Philip C.

    2013-09-01

    Herein we describe theory and algorithms for detecting covariance structures in large, noisy data sets. Our work uses ideas from matrix completion and robust principal component analysis to detect the presence of low-rank covariance matrices, even when the data is noisy, distorted by large corruptions, and only partially observed. In fact, the ability to handle partial observations combined with ideas from randomized algorithms for matrix decomposition enables us to produce asymptotically fast algorithms. Herein we will provide numerical demonstrations of the methods and their convergence properties. While such methods have applicability to many problems, including mathematical finance, crime analysis, and other large-scale sensor fusion problems, our inspiration arises from applying these methods in the context of cyber network intrusion detection.

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

    International Nuclear Information System (INIS)

    Smith, D.L.

    1988-01-01

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

  20. Evaluation of Approaches to Deal with Low-Frequency Nuisance Covariates in Population Pharmacokinetic Analyses.

    Science.gov (United States)

    Lagishetty, Chakradhar V; Duffull, Stephen B

    2015-11-01

    Clinical studies include occurrences of rare variables, like genotypes, which due to their frequency and strength render their effects difficult to estimate from a dataset. Variables that influence the estimated value of a model-based parameter are termed covariates. It is often difficult to determine if such an effect is significant, since type I error can be inflated when the covariate is rare. Their presence may have either an insubstantial effect on the parameters of interest, hence are ignorable, or conversely they may be influential and therefore non-ignorable. In the case that these covariate effects cannot be estimated due to power and are non-ignorable, then these are considered nuisance, in that they have to be considered but due to type 1 error are of limited interest. This study assesses methods of handling nuisance covariate effects. The specific objectives include (1) calibrating the frequency of a covariate that is associated with type 1 error inflation, (2) calibrating its strength that renders it non-ignorable and (3) evaluating methods for handling these non-ignorable covariates in a nonlinear mixed effects model setting. Type 1 error was determined for the Wald test. Methods considered for handling the nuisance covariate effects were case deletion, Box-Cox transformation and inclusion of a specific fixed effects parameter. Non-ignorable nuisance covariates were found to be effectively handled through addition of a fixed effect parameter.

  1. Criteria of the validation of experimental and evaluated covariance data

    International Nuclear Information System (INIS)

    Badikov, S.

    2008-01-01

    The criteria of the validation of experimental and evaluated covariance data are reviewed. In particular: a) the criterion of the positive definiteness for covariance matrices, b) the relationship between the 'integral' experimental and estimated uncertainties, c) the validity of the statistical invariants, d) the restrictions imposed to correlations between experimental errors, are described. Applying these criteria in nuclear data evaluation was considered and 4 particular points have been examined. First preserving positive definiteness of covariance matrices in case of arbitrary transformation of a random vector was considered, properties of the covariance matrices in operations widely used in neutron and reactor physics (splitting and collapsing energy groups, averaging the physical values over energy groups, estimation parameters on the basis of measurements by means of generalized least squares method) were studied. Secondly, an algorithm for comparison of experimental and estimated 'integral' uncertainties was developed, square root of determinant of a covariance matrix is recommended for use in nuclear data evaluation as a measure of 'integral' uncertainty for vectors of experimental and estimated values. Thirdly, a set of statistical invariants-values which are preserved in statistical processing was presented. And fourthly, the inequality that signals a correlation between experimental errors that leads to unphysical values is given. An application is given concerning the cross-section of the (n,t) reaction on Li 6 with a neutron incident energy comprised between 1 and 100 keV

  2. Error Patterns

    NARCIS (Netherlands)

    Hoede, C.; Li, Z.

    2001-01-01

    In coding theory the problem of decoding focuses on error vectors. In the simplest situation code words are $(0,1)$-vectors, as are the received messages and the error vectors. Comparison of a received word with the code words yields a set of error vectors. In deciding on the original code word,

  3. Data Fusion of Gridded Snow Products Enhanced with Terrain Covariates and a Simple Snow Model

    Science.gov (United States)

    Snauffer, A. M.; Hsieh, W. W.; Cannon, A. J.

    2017-12-01

    Hydrologic planning requires accurate estimates of regional snow water equivalent (SWE), particularly areas with hydrologic regimes dominated by spring melt. While numerous gridded data products provide such estimates, accurate representations are particularly challenging under conditions of mountainous terrain, heavy forest cover and large snow accumulations, contexts which in many ways define the province of British Columbia (BC), Canada. One promising avenue of improving SWE estimates is a data fusion approach which combines field observations with gridded SWE products and relevant covariates. A base artificial neural network (ANN) was constructed using three of the best performing gridded SWE products over BC (ERA-Interim/Land, MERRA and GLDAS-2) and simple location and time covariates. This base ANN was then enhanced to include terrain covariates (slope, aspect and Terrain Roughness Index, TRI) as well as a simple 1-layer energy balance snow model driven by gridded bias-corrected ANUSPLIN temperature and precipitation values. The ANN enhanced with all aforementioned covariates performed better than the base ANN, but most of the skill improvement was attributable to the snow model with very little contribution from the terrain covariates. The enhanced ANN improved station mean absolute error (MAE) by an average of 53% relative to the composing gridded products over the province. Interannual peak SWE correlation coefficient was found to be 0.78, an improvement of 0.05 to 0.18 over the composing products. This nonlinear approach outperformed a comparable multiple linear regression (MLR) model by 22% in MAE and 0.04 in interannual correlation. The enhanced ANN has also been shown to estimate better than the Variable Infiltration Capacity (VIC) hydrologic model calibrated and run for four BC watersheds, improving MAE by 22% and correlation by 0.05. The performance improvements of the enhanced ANN are statistically significant at the 5% level across the province and

  4. Visualization and assessment of spatio-temporal covariance properties

    KAUST Repository

    Huang, Huang; Sun, Ying

    2017-01-01

    approach that constructs test functions using the cross-covariances from time series observed at each pair of spatial locations. These test functions of temporal lags summarize the properties of separability or symmetry for the given spatial pairs. We use

  5. Large Covariance Estimation by Thresholding Principal Orthogonal Complements

    Science.gov (United States)

    Fan, Jianqing; Liao, Yuan; Mincheva, Martina

    2012-01-01

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

  6. Large Covariance Estimation by Thresholding Principal Orthogonal Complements.

    Science.gov (United States)

    Fan, Jianqing; Liao, Yuan; Mincheva, Martina

    2013-09-01

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

  7. Covariant electrodynamics in linear media: Optical metric

    Science.gov (United States)

    Thompson, Robert T.

    2018-03-01

    While the postulate of covariance of Maxwell's equations for all inertial observers led Einstein to special relativity, it was the further demand of general covariance—form invariance under general coordinate transformations, including between accelerating frames—that led to general relativity. Several lines of inquiry over the past two decades, notably the development of metamaterial-based transformation optics, has spurred a greater interest in the role of geometry and space-time covariance for electrodynamics in ponderable media. I develop a generally covariant, coordinate-free framework for electrodynamics in general dielectric media residing in curved background space-times. In particular, I derive a relation for the spatial medium parameters measured by an arbitrary timelike observer. In terms of those medium parameters I derive an explicit expression for the pseudo-Finslerian optical metric of birefringent media and show how it reduces to a pseudo-Riemannian optical metric for nonbirefringent media. This formulation provides a basis for a unified approach to ray and congruence tracing through media in curved space-times that may smoothly vary among positively refracting, negatively refracting, and vacuum.

  8. Using machine learning to assess covariate balance in matching studies.

    Science.gov (United States)

    Linden, Ariel; Yarnold, Paul R

    2016-12-01

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

  9. Multivariate covariance generalized linear models

    DEFF Research Database (Denmark)

    Bonat, W. H.; Jørgensen, Bent

    2016-01-01

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

  10. Operator errors

    International Nuclear Information System (INIS)

    Knuefer; Lindauer

    1980-01-01

    Besides that at spectacular events a combination of component failure and human error is often found. Especially the Rasmussen-Report and the German Risk Assessment Study show for pressurised water reactors that human error must not be underestimated. Although operator errors as a form of human error can never be eliminated entirely, they can be minimized and their effects kept within acceptable limits if a thorough training of personnel is combined with an adequate design of the plant against accidents. Contrary to the investigation of engineering errors, the investigation of human errors has so far been carried out with relatively small budgets. Intensified investigations in this field appear to be a worthwhile effort. (orig.)

  11. The Influence of Normalization Weight in Population Pharmacokinetic Covariate Models.

    Science.gov (United States)

    Goulooze, Sebastiaan C; Völler, Swantje; Välitalo, Pyry A J; Calvier, Elisa A M; Aarons, Leon; Krekels, Elke H J; Knibbe, Catherijne A J

    2018-03-23

    In covariate (sub)models of population pharmacokinetic models, most covariates are normalized to the median value; however, for body weight, normalization to 70 kg or 1 kg is often applied. In this article, we illustrate the impact of normalization weight on the precision of population clearance (CL pop ) parameter estimates. The influence of normalization weight (70, 1 kg or median weight) on the precision of the CL pop estimate, expressed as relative standard error (RSE), was illustrated using data from a pharmacokinetic study in neonates with a median weight of 2.7 kg. In addition, a simulation study was performed to show the impact of normalization to 70 kg in pharmacokinetic studies with paediatric or obese patients. The RSE of the CL pop parameter estimate in the neonatal dataset was lowest with normalization to median weight (8.1%), compared with normalization to 1 kg (10.5%) or 70 kg (48.8%). Typical clearance (CL) predictions were independent of the normalization weight used. Simulations showed that the increase in RSE of the CL pop estimate with 70 kg normalization was highest in studies with a narrow weight range and a geometric mean weight away from 70 kg. When, instead of normalizing with median weight, a weight outside the observed range is used, the RSE of the CL pop estimate will be inflated, and should therefore not be used for model selection. Instead, established mathematical principles can be used to calculate the RSE of the typical CL (CL TV ) at a relevant weight to evaluate the precision of CL predictions.

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

    International Nuclear Information System (INIS)

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

    1992-01-01

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

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

    International Nuclear Information System (INIS)

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

    1993-01-01

    We consider GL q (N)-covariant quantum algebras with generators satisfying quadratic polynomial relations. We show that, up to some inessential arbitrariness, there are only two kinds of such quantum algebras, namely, the algebras with q-deformed commutation and q-deformed anticommutation relations. The connection with the bicovariant differential calculus on the linear quantum groups is discussed. (orig.)

  14. Cosmic censorship conjecture revisited: covariantly

    International Nuclear Information System (INIS)

    Hamid, Aymen I M; Goswami, Rituparno; Maharaj, Sunil D

    2014-01-01

    In this paper we study the dynamics of the trapped region using a frame independent semi-tetrad covariant formalism for general locally rotationally symmetric (LRS) class II spacetimes. We covariantly prove some important geometrical results for the apparent horizon, and state the necessary and sufficient conditions for a singularity to be locally naked. These conditions bring out, for the first time in a quantitative and transparent manner, the importance of the Weyl curvature in deforming and delaying the trapped region during continual gravitational collapse, making the central singularity locally visible. (paper)

  15. Error sources in the real-time NLDAS incident surface solar radiation and an evaluation against field observations and the NARR

    Science.gov (United States)

    Park, G.; Gao, X.; Sorooshian, S.

    2005-12-01

    The atmospheric model is sensitive to the land surface interactions and its coupling with Land surface Models (LSMs) leads to a better ability to forecast weather under extreme climate conditions, such as droughts and floods (Atlas et al. 1993; Beljaars et al. 1996). However, it is still questionable how accurately the surface exchanges can be simulated using LSMs, since terrestrial properties and processes have high variability and heterogeneity. Examinations with long-term and multi-site surface observations including both remotely sensed and ground observations are highly needed to make an objective evaluation on the effectiveness and uncertainty of LSMs at different circumstances. Among several atmospheric forcing required for the offline simulation of LSMs, incident surface solar radiation is one of the most significant components, since it plays a major role in total incoming energy into the land surface. The North American Land Data Assimilation System (NLDAS) and North American Regional Reanalysis (NARR) are two important data sources providing high-resolution surface solar radiation data for the use of research communities. In this study, these data are evaluated against field observations (AmeriFlux) to identify their advantages, deficiencies and sources of errors. The NLDAS incident solar radiation shows a pretty good agreement in monthly mean prior to the summer of 2001, while it overestimates after the summer of 2001 and its bias is pretty close to the EDAS. Two main error sources are identified: 1) GOES solar radiation was not used in the NLDAS for several months in 2001 and 2003, and 2) GOES incident solar radiation when available, was positively biased in year 2002. The known snow detection problem is sometimes identified in the NLDAS, since it is inherited from GOES incident solar radiation. The NARR consistently overestimates incident surface solar radiation, which might produce erroneous outputs if used in the LSMs. Further attention is given to

  16. Quantum-Wave Equation and Heisenberg Inequalities of Covariant Quantum Gravity

    Directory of Open Access Journals (Sweden)

    Claudio Cremaschini

    2017-07-01

    Full Text Available Key aspects of the manifestly-covariant theory of quantum gravity (Cremaschini and Tessarotto 2015–2017 are investigated. These refer, first, to the establishment of the four-scalar, manifestly-covariant evolution quantum wave equation, denoted as covariant quantum gravity (CQG wave equation, which advances the quantum state ψ associated with a prescribed background space-time. In this paper, the CQG-wave equation is proved to follow at once by means of a Hamilton–Jacobi quantization of the classical variational tensor field g ≡ g μ ν and its conjugate momentum, referred to as (canonical g-quantization. The same equation is also shown to be variational and to follow from a synchronous variational principle identified here with the quantum Hamilton variational principle. The corresponding quantum hydrodynamic equations are then obtained upon introducing the Madelung representation for ψ , which provides an equivalent statistical interpretation of the CQG-wave equation. Finally, the quantum state ψ is proven to fulfill generalized Heisenberg inequalities, relating the statistical measurement errors of quantum observables. These are shown to be represented in terms of the standard deviations of the metric tensor g ≡ g μ ν and its quantum conjugate momentum operator.

  17. Covariance matrix estimation for stationary time series

    OpenAIRE

    Xiao, Han; Wu, Wei Biao

    2011-01-01

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

  18. Condition Number Regularized Covariance Estimation.

    Science.gov (United States)

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

    2013-06-01

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

  19. Condition Number Regularized Covariance Estimation*

    Science.gov (United States)

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

    2012-01-01

    Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the “large p small n” setting, the estimate of the covariance matrix is required to be not only invertible, but also well-conditioned. Although many regularization schemes attempt to do this, none of them address the ill-conditioning problem directly. In this paper, we propose a maximum likelihood approach, with the direct goal of obtaining a well-conditioned estimator. No sparsity assumption on either the covariance matrix or its inverse are are imposed, thus making our procedure more widely applicable. We demonstrate that the proposed regularization scheme is computationally efficient, yields a type of Steinian shrinkage estimator, and has a natural Bayesian interpretation. We investigate the theoretical properties of the regularized covariance estimator comprehensively, including its regularization path, and proceed to develop an approach that adaptively determines the level of regularization that is required. Finally, we demonstrate the performance of the regularized estimator in decision-theoretic comparisons and in the financial portfolio optimization setting. The proposed approach has desirable properties, and can serve as a competitive procedure, especially when the sample size is small and when a well-conditioned estimator is required. PMID:23730197

  20. Covariant Gauss law commutator anomaly

    International Nuclear Information System (INIS)

    Dunne, G.V.; Trugenberger, C.A.; Massachusetts Inst. of Tech., Cambridge

    1990-01-01

    Using a (fixed-time) hamiltonian formalism we derive a covariant form for the anomaly in the commutator algebra of Gauss law generators for chiral fermions interacting with a dynamical non-abelian gauge field in 3+1 dimensions. (orig.)

  1. Covariant gauges for constrained systems

    International Nuclear Information System (INIS)

    Gogilidze, S.A.; Khvedelidze, A.M.; Pervushin, V.N.

    1995-01-01

    The method of constructing of extended phase space for singular theories which permits the consideration of covariant gauges without the introducing of a ghost fields, is proposed. The extension of the phase space is carried out by the identification of the initial theory with an equivalent theory with higher derivatives and applying to it the Ostrogradsky method of Hamiltonian description. 7 refs

  2. Continuous Covariate Imbalance and Conditional Power for Clinical Trial Interim Analyses

    Science.gov (United States)

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

    2014-01-01

    Oftentimes valid statistical analyses for clinical trials involve adjustment for known influential covariates, regardless of imbalance observed in these covariates at baseline across treatment groups. Thus, it must be the case that valid interim analyses also properly adjust for these covariates. There are situations, however, in which covariate adjustment is not possible, not planned, or simply carries less merit as it makes inferences less generalizable and less intuitive. In this case, covariate imbalance between treatment groups can have a substantial effect on both interim and final primary outcome analyses. This paper illustrates the effect of influential continuous baseline covariate imbalance on unadjusted conditional power (CP), and thus, on trial decisions based on futility stopping bounds. The robustness of the relationship is illustrated for normal, skewed, and bimodal continuous baseline covariates that are related to a normally distributed primary outcome. Results suggest that unadjusted CP calculations in the presence of influential covariate imbalance require careful interpretation and evaluation. PMID:24607294

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

    Science.gov (United States)

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

    2018-01-01

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

  4. Globally covering a-priori regional gravity covariance models

    Directory of Open Access Journals (Sweden)

    D. Arabelos

    2003-01-01

    Full Text Available Gravity anomaly data generated using Wenzel’s GPM98A model complete to degree 1800, from which OSU91A has been subtracted, have been used to estimate covariance functions for a set of globally covering equal-area blocks of size 22.5° × 22.5° at Equator, having a 2.5° overlap. For each block an analytic covariance function model was determined. The models are based on 4 parameters: the depth to the Bjerhammar sphere (determines correlation, the free-air gravity anomaly variance, a scale factor of the OSU91A error degree-variances and a maximal summation index, N, of the error degree-variances. The depth of Bjerhammar-sphere varies from -134km to nearly zero, N varies from 360 to 40, the scale factor from 0.03 to 38.0 and the gravity variance from 1081 to 24(10µms-22. The parameters are interpreted in terms of the quality of the data used to construct OSU91A and GPM98A and general conditions such as the occurrence of mountain chains. The variation of the parameters show that it is necessary to use regional covariance models in order to obtain a realistic signal to noise ratio in global applications.Key words. GOCE mission, Covariance function, Spacewise approach`

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

    Science.gov (United States)

    Funatogawa, Ikuko; Funatogawa, Takashi

    2011-09-01

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

  6. OD Covariance in Conjunction Assessment: Introduction and Issues

    Science.gov (United States)

    Hejduk, M. D.; Duncan, M.

    2015-01-01

    Primary and secondary covariances combined and projected into conjunction plane (plane perpendicular to relative velocity vector at TCA) Primary placed on x-axis at (miss distance, 0) and represented by circle of radius equal to sum of both spacecraft circumscribing radiiZ-axis perpendicular to x-axis in conjunction plane Pc is portion of combined error ellipsoid that falls within the hard-body radius circle

  7. Cosmology of a covariant Galilean field.

    Science.gov (United States)

    De Felice, Antonio; Tsujikawa, Shinji

    2010-09-10

    We study the cosmology of a covariant scalar field respecting a Galilean symmetry in flat space-time. We show the existence of a tracker solution that finally approaches a de Sitter fixed point responsible for cosmic acceleration today. The viable region of model parameters is clarified by deriving conditions under which ghosts and Laplacian instabilities of scalar and tensor perturbations are absent. The field equation of state exhibits a peculiar phantomlike behavior along the tracker, which allows a possibility to observationally distinguish the Galileon gravity from the cold dark matter model with a cosmological constant.

  8. Error due to unresolved scales in estimation problems for atmospheric data assimilation

    Science.gov (United States)

    Janjic, Tijana

    The error arising due to unresolved scales in data assimilation procedures is examined. The problem of estimating the projection of the state of a passive scalar undergoing advection at a sequence of times is considered. The projection belongs to a finite- dimensional function space and is defined on the continuum. Using the continuum projection of the state of a passive scalar, a mathematical definition is obtained for the error arising due to the presence, in the continuum system, of scales unresolved by the discrete dynamical model. This error affects the estimation procedure through point observations that include the unresolved scales. In this work, two approximate methods for taking into account the error due to unresolved scales and the resulting correlations are developed and employed in the estimation procedure. The resulting formulas resemble the Schmidt-Kalman filter and the usual discrete Kalman filter, respectively. For this reason, the newly developed filters are called the Schmidt-Kalman filter and the traditional filter. In order to test the assimilation methods, a two- dimensional advection model with nonstationary spectrum was developed for passive scalar transport in the atmosphere. An analytical solution on the sphere was found depicting the model dynamics evolution. Using this analytical solution the model error is avoided, and the error due to unresolved scales is the only error left in the estimation problem. It is demonstrated that the traditional and the Schmidt- Kalman filter work well provided the exact covariance function of the unresolved scales is known. However, this requirement is not satisfied in practice, and the covariance function must be modeled. The Schmidt-Kalman filter cannot be computed in practice without further approximations. Therefore, the traditional filter is better suited for practical use. Also, the traditional filter does not require modeling of the full covariance function of the unresolved scales, but only

  9. Coherent states and covariant semi-spectral measures

    International Nuclear Information System (INIS)

    Scutaru, H.

    1976-01-01

    The close connection between Mackey's theory of imprimitivity systems and the so called generalized coherent states introduced by Perelomov is established. Coherent states give a covariant description of the ''localization'' of a quantum system in the phase space in a similar way as the imprimitivity systems give a covariant description of the localization of a quantum system in the configuration space. The observation that for any system of coherent states one can define a covariant semi-spectral measure made possible a rigurous formulation of this idea. A generalization of the notion of coherent states is given. Covariant semi-spectral measures associated with systems of coherent states are defined and characterized. Necessary and sufficient conditions for a unitary representation of a Lie group to be i) a subrepresentation of an induced one and ii) a representation with coherent states are given (author)

  10. Design for Error Tolerance

    DEFF Research Database (Denmark)

    Rasmussen, Jens

    1983-01-01

    An important aspect of the optimal design of computer-based operator support systems is the sensitivity of such systems to operator errors. The author discusses how a system might allow for human variability with the use of reversibility and observability.......An important aspect of the optimal design of computer-based operator support systems is the sensitivity of such systems to operator errors. The author discusses how a system might allow for human variability with the use of reversibility and observability....

  11. Data quality and practical challenges of thyroid volume assessment by ultrasound under field conditions - observer errors may affect prevalence estimates of goitre

    Directory of Open Access Journals (Sweden)

    Torheim Liv E

    2010-12-01

    Full Text Available Abstract Background The ultrasonographic estimation of thyroid size has been advocated as being more precise than palpation to diagnose goitre. However, ultrasound also requires technical proficiency. This study was conducted among Saharawi refugees, where goitre is highly prevalent. The objectives were to assess the overall data quality of ultrasound measurements of thyroid volume (Tvol, including the intra- and inter-observer agreement, under field conditions, and to describe some of the practical challenges encountered. Methods In 2007 a cross-sectional study of 419 children (6-14 years old and 405 women (15-45 years old was performed on a population of Saharawi refugees with prevalent goitre, who reside in the Algerian desert. Tvol was measured by two trained fieldworkers using portable ultrasound equipment (examiner 1 measured 406 individuals, and examiner 2, 418 individuals. Intra- and inter-observer agreement was estimated in 12 children selected from the study population but not part of the main study. In the main study, an observer error was found in one examiner whose ultrasound images were corrected by linear regression after printing and remeasuring a sample of 272 images. Results The intra-observer agreement in Tvol was higher in examiner 1, with an intraclass correlation coefficient (ICC of 0.97 (95% CI: 0.91, 0.99 compared to 0.86 (95% CI: 0.60, 0.96 in examiner 2. The ICC for inter-observer agreement in Tvol was 0.38 (95% CI: -0.20, 0.77. Linear regression coefficients indicated a significant scaling bias in the original measurements of the AP and ML diameter and a systematic underestimation of Tvol (a product of AP, ML, CC and a constant. The agreement between re-measured and original Tvol measured by ICC (95% CI was 0.76 (0.71, 0.81. The agreement between re-measured and corrected Tvol measured by ICC (95% CI was 0.97 (0.96, 0.97. Conclusions An important challenge when using ultrasound to assess thyroid volume under field

  12. Visualization and assessment of spatio-temporal covariance properties

    KAUST Repository

    Huang, Huang

    2017-11-23

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

  13. Group covariance and metrical theory

    International Nuclear Information System (INIS)

    Halpern, L.

    1983-01-01

    The a priori introduction of a Lie group of transformations into a physical theory has often proved to be useful; it usually serves to describe special simplified conditions before a general theory can be worked out. Newton's assumptions of absolute space and time are examples where the Euclidian group and translation group have been introduced. These groups were extended to the Galilei group and modified in the special theory of relativity to the Poincare group to describe physics under the given conditions covariantly in the simplest way. The criticism of the a priori character leads to the formulation of the general theory of relativity. The general metric theory does not really give preference to a particular invariance group - even the principle of equivalence can be adapted to a whole family of groups. The physical laws covariantly inserted into the metric space are however adapted to the Poincare group. 8 references

  14. Accounting for baseline differences and measurement error in the analysis of change over time.

    Science.gov (United States)

    Braun, Julia; Held, Leonhard; Ledergerber, Bruno

    2014-01-15

    If change over time is compared in several groups, it is important to take into account baseline values so that the comparison is carried out under the same preconditions. As the observed baseline measurements are distorted by measurement error, it may not be sufficient to include them as covariate. By fitting a longitudinal mixed-effects model to all data including the baseline observations and subsequently calculating the expected change conditional on the underlying baseline value, a solution to this problem has been provided recently so that groups with the same baseline characteristics can be compared. In this article, we present an extended approach where a broader set of models can be used. Specifically, it is possible to include any desired set of interactions between the time variable and the other covariates, and also, time-dependent covariates can be included. Additionally, we extend the method to adjust for baseline measurement error of other time-varying covariates. We apply the methodology to data from the Swiss HIV Cohort Study to address the question if a joint infection with HIV-1 and hepatitis C virus leads to a slower increase of CD4 lymphocyte counts over time after the start of antiretroviral therapy. Copyright © 2013 John Wiley & Sons, Ltd.

  15. 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.

  16. 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.

  17. 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

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

    Science.gov (United States)

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

    2015-02-01

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

  19. Adjustment of Measurements with Multiplicative Errors: Error Analysis, Estimates of the Variance of Unit Weight, and Effect on Volume Estimation from LiDAR-Type Digital Elevation Models

    Directory of Open Access Journals (Sweden)

    Yun Shi

    2014-01-01

    Full Text Available Modern observation technology has verified that measurement errors can be proportional to the true values of measurements such as GPS, VLBI baselines and LiDAR. Observational models of this type are called multiplicative error models. This paper is to extend the work of Xu and Shimada published in 2000 on multiplicative error models to analytical error analysis of quantities of practical interest and estimates of the variance of unit weight. We analytically derive the variance-covariance matrices of the three least squares (LS adjustments, the adjusted measurements and the corrections of measurements in multiplicative error models. For quality evaluation, we construct five estimators for the variance of unit weight in association of the three LS adjustment methods. Although LiDAR measurements are contaminated with multiplicative random errors, LiDAR-based digital elevation models (DEM have been constructed as if they were of additive random errors. We will simulate a model landslide, which is assumed to be surveyed with LiDAR, and investigate the effect of LiDAR-type multiplicative error measurements on DEM construction and its effect on the estimate of landslide mass volume from the constructed DEM.

  20. Modeling Covariance Breakdowns in Multivariate GARCH

    OpenAIRE

    Jin, Xin; Maheu, John M

    2014-01-01

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

  1. A three domain covariance framework for EEG/MEG data.

    Science.gov (United States)

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

    2015-10-01

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

  2. Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

    Science.gov (United States)

    Xie, Yanmei; Zhang, Biao

    2017-04-20

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

  3. Proofs of Contracted Length Non-covariance

    International Nuclear Information System (INIS)

    Strel'tsov, V.N.

    1994-01-01

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

  4. Construction of covariance matrix for experimental data

    International Nuclear Information System (INIS)

    Liu Tingjin; Zhang Jianhua

    1992-01-01

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

  5. Distributed Remote Vector Gaussian Source Coding with Covariance Distortion Constraints

    DEFF Research Database (Denmark)

    Zahedi, Adel; Østergaard, Jan; Jensen, Søren Holdt

    2014-01-01

    In this paper, we consider a distributed remote source coding problem, where a sequence of observations of source vectors is available at the encoder. The problem is to specify the optimal rate for encoding the observations subject to a covariance matrix distortion constraint and in the presence...

  6. On influential analysis of random observation errors in water environment evaluation%水环境评价中随机观测误差的影响分析

    Institute of Scientific and Technical Information of China (English)

    田鹏伟

    2015-01-01

    The paper illustrates the reasons for the random observation errors in water environment,analyzes definitions,features and regulation of the random observation errors,and explores precautions in the random observation errors in water environment evaluation,so as to provide some reference for the treatment of water pollution.%阐述了水环境评价中产生随机观测误差的原因,分析了随机观测误差的定义、特点及其规律性,并对随机观测误差需注意的事项进行了研究探讨,为水污染的治理提供了一定的参考依据。

  7. Lorentz covariant theory of gravitation

    International Nuclear Information System (INIS)

    Fagundes, H.V.

    1974-12-01

    An alternative method for the calculation of second order effects, like the secular shift of Mercury's perihelium is developed. This method uses the basic ideas of thirring combined with the more mathematical approach of Feyman. In the case of a static source, the treatment used is greatly simplified. Besides, Einstein-Infeld-Hoffmann's Lagrangian for a system of two particles and spin-orbit and spin-spin interactions of two particles with classical spin, ie, internal angular momentum in Moller's sense, are obtained from the Lorentz covariant theory

  8. On an extension of covariance

    International Nuclear Information System (INIS)

    Sebestyen, A.

    1975-07-01

    The principle of covariance is extended to coordinates corresponding to internal degrees of freedom. The conditions for a system to be isolated are given. It is shown how internal forces arise in such systems. Equations for internal fields are derived. By an interpretation of the generalized coordinates based on group theory it is shown how particles of the ordinary sense enter into the model and as a simple application the gravitational interaction of two pointlike particles is considered and the shift of the perihelion is deduced. (Sz.Z.)

  9. Covariant gauges at finite temperature

    CERN Document Server

    Landshoff, Peter V

    1992-01-01

    A prescription is presented for real-time finite-temperature perturbation theory in covariant gauges, in which only the two physical degrees of freedom of the gauge-field propagator acquire thermal parts. The propagators for the unphysical degrees of freedom of the gauge field, and for the Faddeev-Popov ghost field, are independent of temperature. This prescription is applied to the calculation of the one-loop gluon self-energy and the two-loop interaction pressure, and is found to be simpler to use than the conventional one.

  10. Technical Note: New ground-based FTIR measurements at Ile de La Réunion: observations, error analysis, and comparisons with independent data

    Directory of Open Access Journals (Sweden)

    C. Senten

    2008-07-01

    Full Text Available Ground-based high spectral resolution Fourier-transform infrared (FTIR solar absorption spectroscopy is a powerful remote sensing technique to obtain information on the total column abundances and on the vertical distribution of various constituents in the atmosphere. This work presents results from two FTIR measurement campaigns in 2002 and 2004, held at Ile de La Réunion (21° S, 55° E. These campaigns represent the first FTIR observations carried out at a southern (subtropical site. They serve the initiation of regular, long-term FTIR monitoring at this site in the near future. To demonstrate the capabilities of the FTIR measurements at this location for tropospheric and stratospheric monitoring, a detailed report is given on the retrieval strategy, information content and corresponding full error budget evaluation for ozone (O3, methane (CH4, nitrous oxide (N2O, carbon monoxide (CO, ethane (C2H6, hydrogen chloride (HCl, hydrogen fluoride (HF and nitric acid (HNO3 total and partial column retrievals. Moreover, we have made a thorough comparison of the capabilities at sea level altitude (St.-Denis and at 2200 m a.s.l. (Maïdo. It is proved that the performances of the technique are such that the atmospheric variability can be observed, at both locations and in distinct altitude layers. Comparisons with literature and with correlative data from ozone sonde and satellite (i.e., ACE-FTS, HALOE and MOPITT measurements are given to confirm the results. Despite the short time series available at present, we have been able to detect the seasonal variation of CO in the biomass burning season, as well as the impact of particular biomass burning events in Africa and Madagascar on the atmospheric composition above Ile de La Réunion. We also show that differential measurements between St.-Denis and Maïdo provide useful information about the concentrations in the boundary layer.

  11. Local and omnibus goodness-of-fit tests in classical measurement error models

    KAUST Repository

    Ma, Yanyuan; Hart, Jeffrey D.; Janicki, Ryan; Carroll, Raymond J.

    2010-01-01

    We consider functional measurement error models, i.e. models where covariates are measured with error and yet no distributional assumptions are made about the mismeasured variable. We propose and study a score-type local test and an orthogonal

  12. Nursing Associated Medication Errors: Are Internationally Educated Nurses Different from U.S. Educated Nurses?

    Directory of Open Access Journals (Sweden)

    Jay J. Shen

    2018-02-01

    Full Text Available Medication errors can be detrimental to patient safety and contribute to additional costs in healthcare. The United States has seen a steady increase in internationally-educated nurses (IENs entering the nursing workforce. The current study builds upon the existing research examining the relationship between IENs and medication errors by controlling for confounding factors and testing whether IENs were more likely to make multiple medication errors compared to USENs. This study was a quasi-case control study. The 2006 and 2010 medication error incident data from hospital risk management departments were used. The final sample was 1,773, representing 788 registered nurse in the case group and 985 registered nurses in the control group. Multivariable analyses were conducted to examine single medication error, multiple errors, and consequence of medication errors, in comparing the IENs to USENs. IENs tended to have multiple errors more often than USENs in 2006 (31.7% for IENs and 20.5% for USENs, p = 0.03, but these differences became marginally significant after combining both years of data and completing the multivariable models adjusting for covariates (Odds ratio = 1.38, p = 0.06. No significant differences in making a single error and medication error consequences were observed between IENs and USENs. Although no significant differences between IENs and USENs in having medication error incidents were observed, IENs might be more likely to have multiple medication error incidents in a year compared to USENs. Policies that encourage targeted orientation addressing implicit belief systems about the nursing role and explains patient safety expectations as well as procedures for medication administration may be beneficial for IENs. Supportive leadership that is culturally competent, ensures ongoing continuing education in pharmacology, and provides culturally appropriate incentives for self-reporting medication errors are important.

  13. Covariance Evaluation Methodology for Neutron Cross Sections

    Energy Technology Data Exchange (ETDEWEB)

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

    2008-09-01

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

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

    Directory of Open Access Journals (Sweden)

    I PUTU EKA IRAWAN

    2013-11-01

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

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

    Science.gov (United States)

    Mikosch, Jochen; Patchkovskii, Serguei

    2013-10-01

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

  16. Poincare covariance and κ-Minkowski spacetime

    International Nuclear Information System (INIS)

    Dabrowski, Ludwik; Piacitelli, Gherardo

    2011-01-01

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

  17. Covariate selection for the semiparametric additive risk model

    DEFF Research Database (Denmark)

    Martinussen, Torben; Scheike, Thomas

    2009-01-01

    This paper considers covariate selection for the additive hazards model. This model is particularly simple to study theoretically and its practical implementation has several major advantages to the similar methodology for the proportional hazards model. One complication compared...... and study their large sample properties for the situation where the number of covariates p is smaller than the number of observations. We also show that the adaptive Lasso has the oracle property. In many practical situations, it is more relevant to tackle the situation with large p compared with the number...... of observations. We do this by studying the properties of the so-called Dantzig selector in the setting of the additive risk model. Specifically, we establish a bound on how close the solution is to a true sparse signal in the case where the number of covariates is large. In a simulation study, we also compare...

  18. Neutron cross section and covariance data evaluation of experimental data for {sup 27}Al

    Energy Technology Data Exchange (ETDEWEB)

    Chunjuan, Li; Jianfeng, Liu [Physics Department , Zhengzhou Univ., Zhengzhou (China); Tingjin, Liu [China Nuclear Data Center, China Inst. of Atomic Energy, Beijing (China)

    2006-07-15

    The evaluation of neutron cross section and covariance data for {sup 27}Al in the energy range from 210 keV to 20 MeV was carried out on the basis of the experimental data mainly taken from EXFOR library. After the experimental data and their errors were analyzed, selected and corrected, SPCC code was used to fit the data and merge the covariance matrix. The evaluated neutron cross section data and covariance matrix for {sup 27}Al given can be collected for the evaluated library and also can be used as the basis of theoretical calculation concerned. (authors)

  19. Neutron cross section and covariance data evaluation of experimental data for 27Al

    International Nuclear Information System (INIS)

    Li Chunjuan; Liu Jianfeng; Liu Tingjin

    2006-01-01

    The evaluation of neutron cross section and covariance data for 27 Al in the energy range from 210 keV to 20 MeV was carried out on the basis of the experimental data mainly taken from EXFOR library. After the experimental data and their errors were analyzed, selected and corrected, SPCC code was used to fit the data and merge the covariance matrix. The evaluated neutron cross section data and covariance matrix for 27 Al given can be collected for the evaluated library and also can be used as the basis of theoretical calculation concerned. (authors)

  20. Simultaneous Estimation of Model State Variables and Observation and Forecast Biases Using a Two-Stage Hybrid Kalman Filter

    Science.gov (United States)

    Pauwels, V. R. N.; DeLannoy, G. J. M.; Hendricks Franssen, H.-J.; Vereecken, H.

    2013-01-01

    In this paper, we present a two-stage hybrid Kalman filter to estimate both observation and forecast bias in hydrologic models, in addition to state variables. The biases are estimated using the discrete Kalman filter, and the state variables using the ensemble Kalman filter. A key issue in this multi-component assimilation scheme is the exact partitioning of the difference between observation and forecasts into state, forecast bias and observation bias updates. Here, the error covariances of the forecast bias and the unbiased states are calculated as constant fractions of the biased state error covariance, and the observation bias error covariance is a function of the observation prediction error covariance. In a series of synthetic experiments, focusing on the assimilation of discharge into a rainfall-runoff model, it is shown that both static and dynamic observation and forecast biases can be successfully estimated. The results indicate a strong improvement in the estimation of the state variables and resulting discharge as opposed to the use of a bias-unaware ensemble Kalman filter. Furthermore, minimal code modification in existing data assimilation software is needed to implement the method. The results suggest that a better performance of data assimilation methods should be possible if both forecast and observation biases are taken into account.

  1. Simultaneous estimation of model state variables and observation and forecast biases using a two-stage hybrid Kalman filter

    Directory of Open Access Journals (Sweden)

    V. R. N. Pauwels

    2013-09-01

    Full Text Available In this paper, we present a two-stage hybrid Kalman filter to estimate both observation and forecast bias in hydrologic models, in addition to state variables. The biases are estimated using the discrete Kalman filter, and the state variables using the ensemble Kalman filter. A key issue in this multi-component assimilation scheme is the exact partitioning of the difference between observation and forecasts into state, forecast bias and observation bias updates. Here, the error covariances of the forecast bias and the unbiased states are calculated as constant fractions of the biased state error covariance, and the observation bias error covariance is a function of the observation prediction error covariance. In a series of synthetic experiments, focusing on the assimilation of discharge into a rainfall-runoff model, it is shown that both static and dynamic observation and forecast biases can be successfully estimated. The results indicate a strong improvement in the estimation of the state variables and resulting discharge as opposed to the use of a bias-unaware ensemble Kalman filter. Furthermore, minimal code modification in existing data assimilation software is needed to implement the method. The results suggest that a better performance of data assimilation methods should be possible if both forecast and observation biases are taken into account.

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

    Science.gov (United States)

    Lisano, Michael E.

    2007-01-01

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

  3. COVARIANCE ASSISTED SCREENING AND ESTIMATION.

    Science.gov (United States)

    Ke, By Tracy; Jin, Jiashun; Fan, Jianqing

    2014-11-01

    Consider a linear model Y = X β + z , where X = X n,p and z ~ N (0, I n ). The vector β is unknown and it is of interest to separate its nonzero coordinates from the zero ones (i.e., variable selection). Motivated by examples in long-memory time series (Fan and Yao, 2003) and the change-point problem (Bhattacharya, 1994), we are primarily interested in the case where the Gram matrix G = X ' X is non-sparse but sparsifiable by a finite order linear filter. We focus on the regime where signals are both rare and weak so that successful variable selection is very challenging but is still possible. We approach this problem by a new procedure called the Covariance Assisted Screening and Estimation (CASE). CASE first uses a linear filtering to reduce the original setting to a new regression model where the corresponding Gram (covariance) matrix is sparse. The new covariance matrix induces a sparse graph, which guides us to conduct multivariate screening without visiting all the submodels. By interacting with the signal sparsity, the graph enables us to decompose the original problem into many separated small-size subproblems (if only we know where they are!). Linear filtering also induces a so-called problem of information leakage , which can be overcome by the newly introduced patching technique. Together, these give rise to CASE, which is a two-stage Screen and Clean (Fan and Song, 2010; Wasserman and Roeder, 2009) procedure, where we first identify candidates of these submodels by patching and screening , and then re-examine each candidate to remove false positives. For any procedure β̂ for variable selection, we measure the performance by the minimax Hamming distance between the sign vectors of β̂ and β. We show that in a broad class of situations where the Gram matrix is non-sparse but sparsifiable, CASE achieves the optimal rate of convergence. The results are successfully applied to long-memory time series and the change-point model.

  4. The covariance of GPS coordinates and frames

    International Nuclear Information System (INIS)

    Lachieze-Rey, Marc

    2006-01-01

    We explore, in the general relativistic context, the properties of the recently introduced global positioning system (GPS) coordinates, as well as those of the associated frames and coframes that they define. We show that they are covariant and completely independent of any observer. We show that standard spectroscopic and astrometric observations allow any observer to measure (i) the values of the GPS coordinates at his position (ii) the components of his 4-velocity and (iii) the components of the metric in the GPS frame. This provides this system with a unique value both for conceptual discussion (no frame dependence) and for practical use (involved quantities are directly measurable): localization, motion monitoring, astrometry, cosmography and tests of gravitation theories. We show explicitly, in the general relativistic context, how an observer may estimate his position and motion, and reconstruct the components of the metric. This arises from two main results: the extension of the velocity fields of the probes to the whole (curved) spacetime, and the identification of the components of the observer's velocity in the GPS frame with the (inversed) observed redshifts of the probes. Specific cases (non-relativistic velocities, Minkowski and Friedmann-Lemaitre spacetimes, geodesic motions) are studied in detail

  5. Three-class ROC analysis--the equal error utility assumption and the optimality of three-class ROC surface using the ideal observer.

    Science.gov (United States)

    He, Xin; Frey, Eric C

    2006-08-01

    Previously, we have developed a decision model for three-class receiver operating characteristic (ROC) analysis based on decision theory. The proposed decision model maximizes the expected decision utility under the assumption that incorrect decisions have equal utilities under the same hypothesis (equal error utility assumption). This assumption reduced the dimensionality of the "general" three-class ROC analysis and provided a practical figure-of-merit to evaluate the three-class task performance. However, it also limits the generality of the resulting model because the equal error utility assumption will not apply for all clinical three-class decision tasks. The goal of this study was to investigate the optimality of the proposed three-class decision model with respect to several other decision criteria. In particular, besides the maximum expected utility (MEU) criterion used in the previous study, we investigated the maximum-correctness (MC) (or minimum-error), maximum likelihood (ML), and Nyman-Pearson (N-P) criteria. We found that by making assumptions for both MEU and N-P criteria, all decision criteria lead to the previously-proposed three-class decision model. As a result, this model maximizes the expected utility under the equal error utility assumption, maximizes the probability of making correct decisions, satisfies the N-P criterion in the sense that it maximizes the sensitivity of one class given the sensitivities of the other two classes, and the resulting ROC surface contains the maximum likelihood decision operating point. While the proposed three-class ROC analysis model is not optimal in the general sense due to the use of the equal error utility assumption, the range of criteria for which it is optimal increases its applicability for evaluating and comparing a range of diagnostic systems.

  6. Non-Critical Covariant Superstrings

    CERN Document Server

    Grassi, P A

    2005-01-01

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

  7. ISSUES IN NEUTRON CROSS SECTION COVARIANCES

    Energy Technology Data Exchange (ETDEWEB)

    Mattoon, C.M.; Oblozinsky,P.

    2010-04-30

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

  8. Covariant diagrams for one-loop matching

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-05-30

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

  9. Covariant diagrams for one-loop matching

    International Nuclear Information System (INIS)

    Zhang, Zhengkang

    2017-01-01

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

  10. Improvement of covariance data for fast reactors

    International Nuclear Information System (INIS)

    Shibata, Keiichi; Hasegawa, Akira

    2000-02-01

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

  11. On spectral distribution of high dimensional covariation matrices

    DEFF Research Database (Denmark)

    Heinrich, Claudio; Podolskij, Mark

    In this paper we present the asymptotic theory for spectral distributions of high dimensional covariation matrices of Brownian diffusions. More specifically, we consider N-dimensional Itô integrals with time varying matrix-valued integrands. We observe n equidistant high frequency data points...... of the underlying Brownian diffusion and we assume that N/n -> c in (0,oo). We show that under a certain mixed spectral moment condition the spectral distribution of the empirical covariation matrix converges in distribution almost surely. Our proof relies on method of moments and applications of graph theory....

  12. Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier

    We propose a new framework for modeling and forecasting common financial risks based on (un)reliable realized covariance measures constructed from high-frequency intraday data. Our new approach explicitly incorporates the effect of measurement errors and time-varying attenuation biases into the c......We propose a new framework for modeling and forecasting common financial risks based on (un)reliable realized covariance measures constructed from high-frequency intraday data. Our new approach explicitly incorporates the effect of measurement errors and time-varying attenuation biases...

  13. On the use of the covariance matrix to fit correlated data

    Science.gov (United States)

    D'Agostini, G.

    1994-07-01

    Best fits to data which are affected by systematic uncertainties on the normalization factor have the tendency to produce curves lower than expected if the covariance matrix of the data points is used in the definition of the χ2. This paper shows that the effect is a direct consequence of the hypothesis used to estimate the empirical covariance matrix, namely the linearization on which the usual error propagation relies. The bias can become unacceptable if the normalization error is large, or a large number of data points are fitted.

  14. ANL Critical Assembly Covariance Matrix Generation - Addendum

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-01-13

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

  15. Neutron spectrum adjustment. The role of covariances

    International Nuclear Information System (INIS)

    Remec, I.

    1992-01-01

    Neutron spectrum adjustment method is shortly reviewed. Practical example dealing with power reactor pressure vessel exposure rates determination is analysed. Adjusted exposure rates are found only slightly affected by the covariances of measured reaction rates and activation cross sections, while the multigroup spectra covariances were found important. Approximate spectra covariance matrices, as suggested in Astm E944-89, were found useful but care is advised if they are applied in adjustments of spectra at locations without dosimetry. (author) [sl

  16. Modelling the Covariance Structure in Marginal Multivariate Count Models

    DEFF Research Database (Denmark)

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

    2017-01-01

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

  17. Comparison between splines and fractional polynomials for multivariable model building with continuous covariates: a simulation study with continuous response.

    Science.gov (United States)

    Binder, Harald; Sauerbrei, Willi; Royston, Patrick

    2013-06-15

    In observational studies, many continuous or categorical covariates may be related to an outcome. Various spline-based procedures or the multivariable fractional polynomial (MFP) procedure can be used to identify important variables and functional forms for continuous covariates. This is the main aim of an explanatory model, as opposed to a model only for prediction. The type of analysis often guides the complexity of the final model. Spline-based procedures and MFP have tuning parameters for choosing the required complexity. To compare model selection approaches, we perform a simulation study in the linear regression context based on a data structure intended to reflect realistic biomedical data. We vary the sample size, variance explained and complexity parameters for model selection. We consider 15 variables. A sample size of 200 (1000) and R(2)  = 0.2 (0.8) is the scenario with the smallest (largest) amount of information. For assessing performance, we consider prediction error, correct and incorrect inclusion of covariates, qualitative measures for judging selected functional forms and further novel criteria. From limited information, a suitable explanatory model cannot be obtained. Prediction performance from all types of models is similar. With a medium amount of information, MFP performs better than splines on several criteria. MFP better recovers simpler functions, whereas splines better recover more complex functions. For a large amount of information and no local structure, MFP and the spline procedures often select similar explanatory models. Copyright © 2012 John Wiley & Sons, Ltd.

  18. The impact of covariance misspecification in multivariate Gaussian mixtures on estimation and inference: an application to longitudinal modeling.

    Science.gov (United States)

    Heggeseth, Brianna C; Jewell, Nicholas P

    2013-07-20

    Multivariate Gaussian mixtures are a class of models that provide a flexible parametric approach for the representation of heterogeneous multivariate outcomes. When the outcome is a vector of repeated measurements taken on the same subject, there is often inherent dependence between observations. However, a common covariance assumption is conditional independence-that is, given the mixture component label, the outcomes for subjects are independent. In this paper, we study, through asymptotic bias calculations and simulation, the impact of covariance misspecification in multivariate Gaussian mixtures. Although maximum likelihood estimators of regression and mixing probability parameters are not consistent under misspecification, they have little asymptotic bias when mixture components are well separated or if the assumed correlation is close to the truth even when the covariance is misspecified. We also present a robust standard error estimator and show that it outperforms conventional estimators in simulations and can indicate that the model is misspecified. Body mass index data from a national longitudinal study are used to demonstrate the effects of misspecification on potential inferences made in practice. Copyright © 2013 John Wiley & Sons, Ltd.

  19. Incorporating covariance estimation uncertainty in spatial sampling design for prediction with trans-Gaussian random fields

    Directory of Open Access Journals (Sweden)

    Gunter eSpöck

    2015-05-01

    Full Text Available Recently, Spock and Pilz [38], demonstratedthat the spatial sampling design problem forthe Bayesian linear kriging predictor can betransformed to an equivalent experimentaldesign problem for a linear regression modelwith stochastic regression coefficients anduncorrelated errors. The stochastic regressioncoefficients derive from the polar spectralapproximation of the residual process. Thus,standard optimal convex experimental designtheory can be used to calculate optimal spatialsampling designs. The design functionals ̈considered in Spock and Pilz [38] did nottake into account the fact that kriging isactually a plug-in predictor which uses theestimated covariance function. The resultingoptimal designs were close to space-fillingconfigurations, because the design criteriondid not consider the uncertainty of thecovariance function.In this paper we also assume that thecovariance function is estimated, e.g., byrestricted maximum likelihood (REML. Wethen develop a design criterion that fully takesaccount of the covariance uncertainty. Theresulting designs are less regular and space-filling compared to those ignoring covarianceuncertainty. The new designs, however, alsorequire some closely spaced samples in orderto improve the estimate of the covariancefunction. We also relax the assumption ofGaussian observations and assume that thedata is transformed to Gaussianity by meansof the Box-Cox transformation. The resultingprediction method is known as trans-Gaussiankriging. We apply the Smith and Zhu [37]approach to this kriging method and show thatresulting optimal designs also depend on theavailable data. We illustrate our results witha data set of monthly rainfall measurementsfrom Upper Austria.

  20. Modifications of Sp(2) covariant superfield quantization

    Energy Technology Data Exchange (ETDEWEB)

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

    2003-12-04

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

  1. Competing risks and time-dependent covariates

    DEFF Research Database (Denmark)

    Cortese, Giuliana; Andersen, Per K

    2010-01-01

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

  2. Activities of covariance utilization working group

    International Nuclear Information System (INIS)

    Tsujimoto, Kazufumi

    2013-01-01

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

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

    Science.gov (United States)

    Marroig, G; Cheverud, J M

    2001-12-01

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

  4. Covariances for measured activation and fission ratios data

    International Nuclear Information System (INIS)

    Smith, D.L.; Meadows, J.W.; Watanabe, Y.

    1986-01-01

    Methods which are routinely used in the determination of covariance matrices for both integral and differential activation and fission-ratios data acquired at the Argonne National Laboratory Fast-Neutron Generator Facility (FNG) are discussed. Special consideration is given to problems associated with the estimation of correlations between various identified sources of experimental error. Approximation methods which are commonly used to reduce the labor involved in this analysis to manageable levels are described. Results from some experiments which have been recently carried out in this laboratory are presented to illustrate these procedures. 13 refs., 1 fig., 5 tabs

  5. Medication Errors - A Review

    OpenAIRE

    Vinay BC; Nikhitha MK; Patel Sunil B

    2015-01-01

    In this present review article, regarding medication errors its definition, medication error problem, types of medication errors, common causes of medication errors, monitoring medication errors, consequences of medication errors, prevention of medication error and managing medication errors have been explained neatly and legibly with proper tables which is easy to understand.

  6. Covariant Spectator Theory of heavy–light and heavy mesons and the predictive power of covariant interaction kernels

    Energy Technology Data Exchange (ETDEWEB)

    Leitão, Sofia, E-mail: sofia.leitao@tecnico.ulisboa.pt [CFTP, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais 1, 1049-001 Lisboa (Portugal); Stadler, Alfred, E-mail: stadler@uevora.pt [Departamento de Física, Universidade de Évora, 7000-671 Évora (Portugal); CFTP, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais 1, 1049-001 Lisboa (Portugal); Peña, M.T., E-mail: teresa.pena@tecnico.ulisboa.pt [Departamento de Física, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais 1, 1049-001 Lisboa (Portugal); CFTP, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais 1, 1049-001 Lisboa (Portugal); Biernat, Elmar P., E-mail: elmar.biernat@tecnico.ulisboa.pt [CFTP, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais 1, 1049-001 Lisboa (Portugal)

    2017-01-10

    The Covariant Spectator Theory (CST) is used to calculate the mass spectrum and vertex functions of heavy–light and heavy mesons in Minkowski space. The covariant kernel contains Lorentz scalar, pseudoscalar, and vector contributions. The numerical calculations are performed in momentum space, where special care is taken to treat the strong singularities present in the confining kernel. The observed meson spectrum is very well reproduced after fitting a small number of model parameters. Remarkably, a fit to a few pseudoscalar meson states only, which are insensitive to spin–orbit and tensor forces and do not allow to separate the spin–spin from the central interaction, leads to essentially the same model parameters as a more general fit. This demonstrates that the covariance of the chosen interaction kernel is responsible for the very accurate prediction of the spin-dependent quark–antiquark interactions.

  7. Spatio-Temporal Audio Enhancement Based on IAA Noise Covariance Matrix Estimates

    DEFF Research Database (Denmark)

    Nørholm, Sidsel Marie; Jensen, Jesper Rindom; Christensen, Mads Græsbøll

    2014-01-01

    A method for estimating the noise covariance matrix in a mul- tichannel setup is proposed. The method is based on the iter- ative adaptive approach (IAA), which only needs short seg- ments of data to estimate the covariance matrix. Therefore, the method can be used for fast varying signals....... The method is based on an assumption of the desired signal being harmonic, which is used for estimating the noise covariance matrix from the covariance matrix of the observed signal. The noise co- variance estimate is used in the linearly constrained minimum variance (LCMV) filter and compared...

  8. Differential activation of brain regions involved with error-feedback and imitation based motor simulation when observing self and an expert's actions in pilots and non-pilots on a complex glider landing task.

    Science.gov (United States)

    Callan, Daniel E; Terzibas, Cengiz; Cassel, Daniel B; Callan, Akiko; Kawato, Mitsuo; Sato, Masa-Aki

    2013-05-15

    In this fMRI study we investigate neural processes related to the action observation network using a complex perceptual-motor task in pilots and non-pilots. The task involved landing a glider (using aileron, elevator, rudder, and dive brake) as close to a target as possible, passively observing a replay of one's own previous trial, passively observing a replay of an expert's trial, and a baseline do nothing condition. The objective of this study is to investigate two types of motor simulation processes used during observation of action: imitation based motor simulation and error-feedback based motor simulation. It has been proposed that the computational neurocircuitry of the cortex is well suited for unsupervised imitation based learning, whereas, the cerebellum is well suited for error-feedback based learning. Consistent with predictions, pilots (to a greater extent than non-pilots) showed significant differential activity when observing an expert landing the glider in brain regions involved with imitation based motor simulation (including premotor cortex PMC, inferior frontal gyrus IFG, anterior insula, parietal cortex, superior temporal gyrus, and middle temporal MT area) than when observing one's own previous trial which showed significant differential activity in the cerebellum (only for pilots) thought to be concerned with error-feedback based motor simulation. While there was some differential brain activity for pilots in regions involved with both Execution and Observation of the flying task (potential Mirror System sites including IFG, PMC, superior parietal lobule) the majority was adjacent to these areas (Observation Only Sites) (predominantly in PMC, IFG, and inferior parietal loblule). These regions showing greater activity for observation than for action may be involved with processes related to motor-based representational transforms that are not necessary when actually carrying out the task. Copyright © 2013 Elsevier Inc. All rights reserved.

  9. Matérn-based nonstationary cross-covariance models for global processes

    KAUST Repository

    Jun, Mikyoung

    2014-07-01

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

  10. Parameters of the covariance function of galaxies

    International Nuclear Information System (INIS)

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

    1988-01-01

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

  11. Covariance Function for Nearshore Wave Assimilation Systems

    Science.gov (United States)

    2018-01-30

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

  12. Treatment Effects with Many Covariates and Heteroskedasticity

    DEFF Research Database (Denmark)

    Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K.

    The linear regression model is widely used in empirical work in Economics. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We give inference methods that allow for many covariates and heteroskedasticity. Our results...

  13. Quality Quantification of Evaluated Cross Section Covariances

    International Nuclear Information System (INIS)

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

    2015-01-01

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

  14. Evaluation of Data with Systematic Errors

    International Nuclear Information System (INIS)

    Froehner, F. H.

    2003-01-01

    Application-oriented evaluated nuclear data libraries such as ENDF and JEFF contain not only recommended values but also uncertainty information in the form of 'covariance' or 'error files'. These can neither be constructed nor utilized properly without a thorough understanding of uncertainties and correlations. It is shown how incomplete information about errors is described by multivariate probability distributions or, more summarily, by covariance matrices, and how correlations are caused by incompletely known common errors. Parameter estimation for the practically most important case of the Gaussian distribution with common errors is developed in close analogy to the more familiar case without. The formalism shows that, contrary to widespread belief, common ('systematic') and uncorrelated ('random' or 'statistical') errors are to be added in quadrature. It also shows explicitly that repetition of a measurement reduces mainly the statistical uncertainties but not the systematic ones. While statistical uncertainties are readily estimated from the scatter of repeatedly measured data, systematic uncertainties can only be inferred from prior information about common errors and their propagation. The optimal way to handle error-affected auxiliary quantities ('nuisance parameters') in data fitting and parameter estimation is to adjust them on the same footing as the parameters of interest and to integrate (marginalize) them out of the joint posterior distribution afterward

  15. On the algebraic structure of covariant anomalies and covariant Schwinger terms

    International Nuclear Information System (INIS)

    Kelnhofer, G.

    1992-01-01

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

  16. Simultaneous genetic analysis of longitudinal means and covariance structure in the simplex model using twin data

    NARCIS (Netherlands)

    Dolan, C.V.; Molenaar, P.C.M.; Boomsma, D.I.

    1991-01-01

    D. Soerbom's (1974, 1976) simplex model approach to simultaneous analysis of means and covariance structure was applied to analysis of means observed in a single group. The present approach to the simultaneous biometric analysis of covariance and mean structure is based on the testable assumption

  17. Error Budgeting

    Energy Technology Data Exchange (ETDEWEB)

    Vinyard, Natalia Sergeevna [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Perry, Theodore Sonne [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Usov, Igor Olegovich [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2017-10-04

    We calculate opacity from k (hn)=-ln[T(hv)]/pL, where T(hv) is the transmission for photon energy hv, p is sample density, and L is path length through the sample. The density and path length are measured together by Rutherford backscatter. Δk = $\\partial k$\\ $\\partial T$ ΔT + $\\partial k$\\ $\\partial (pL)$. We can re-write this in terms of fractional error as Δk/k = Δ1n(T)/T + Δ(pL)/(pL). Transmission itself is calculated from T=(U-E)/(V-E)=B/B0, where B is transmitted backlighter (BL) signal and B0 is unattenuated backlighter signal. Then ΔT/T=Δln(T)=ΔB/B+ΔB0/B0, and consequently Δk/k = 1/T (ΔB/B + ΔB$_0$/B$_0$ + Δ(pL)/(pL). Transmission is measured in the range of 0.2

  18. Covariant diagrams for one-loop matching

    International Nuclear Information System (INIS)

    Zhang, Zhengkang

    2016-10-01

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

  19. Covariant diagrams for one-loop matching

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-10-15

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

  20. On estimating cosmology-dependent covariance matrices

    International Nuclear Information System (INIS)

    Morrison, Christopher B.; Schneider, Michael D.

    2013-01-01

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

  1. Covariance descriptor fusion for target detection

    Science.gov (United States)

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

    2016-05-01

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

  2. Towards better error statistics for atmospheric inversions of methane surface fluxes

    Directory of Open Access Journals (Sweden)

    A. Berchet

    2013-07-01

    Full Text Available We adapt general statistical methods to estimate the optimal error covariance matrices in a regional inversion system inferring methane surface emissions from atmospheric concentrations. Using a minimal set of physical hypotheses on the patterns of errors, we compute a guess of the error statistics that is optimal in regard to objective statistical criteria for the specific inversion system. With this very general approach applied to a real-data case, we recover sources of errors in the observations and in the prior state of the system that are consistent with expert knowledge while inferred from objective criteria and with affordable computation costs. By not assuming any specific error patterns, our results depict the variability and the inter-dependency of errors induced by complex factors such as the misrepresentation of the observations in the transport model or the inability of the model to reproduce well the situations of steep gradients of concentrations. Situations with probable significant biases (e.g., during the night when vertical mixing is ill-represented by the transport model can also be diagnosed by our methods in order to point at necessary improvement in a model. By additionally analysing the sensitivity of the inversion to each observation, guidelines to enhance data selection in regional inversions are also proposed. We applied our method to a recent significant accidental methane release from an offshore platform in the North Sea and found methane fluxes of the same magnitude than what was officially declared.

  3. Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models.

    Science.gov (United States)

    Cruz-Marcelo, Alejandro; Rosner, Gary L; Müller, Peter; Stewart, Clinton F

    2013-04-01

    In biomedical research, it is often of interest to characterize biologic processes giving rise to observations and to make predictions of future observations. Bayesian nonparametric methods provide a means for carrying out Bayesian inference making as few assumptions about restrictive parametric models as possible. There are several proposals in the literature for extending Bayesian nonparametric models to include dependence on covariates. Limited attention, however, has been directed to the following two aspects. In this article, we examine the effect on fitting and predictive performance of incorporating covariates in a class of Bayesian nonparametric models by one of two primary ways: either in the weights or in the locations of a discrete random probability measure. We show that different strategies for incorporating continuous covariates in Bayesian nonparametric models can result in big differences when used for prediction, even though they lead to otherwise similar posterior inferences. When one needs the predictive density, as in optimal design, and this density is a mixture, it is better to make the weights depend on the covariates. We demonstrate these points via a simulated data example and in an application in which one wants to determine the optimal dose of an anticancer drug used in pediatric oncology.

  4. Comparison of bias-corrected covariance estimators for MMRM analysis in longitudinal data with dropouts.

    Science.gov (United States)

    Gosho, Masahiko; Hirakawa, Akihiro; Noma, Hisashi; Maruo, Kazushi; Sato, Yasunori

    2017-10-01

    In longitudinal clinical trials, some subjects will drop out before completing the trial, so their measurements towards the end of the trial are not obtained. Mixed-effects models for repeated measures (MMRM) analysis with "unstructured" (UN) covariance structure are increasingly common as a primary analysis for group comparisons in these trials. Furthermore, model-based covariance estimators have been routinely used for testing the group difference and estimating confidence intervals of the difference in the MMRM analysis using the UN covariance. However, using the MMRM analysis with the UN covariance could lead to convergence problems for numerical optimization, especially in trials with a small-sample size. Although the so-called sandwich covariance estimator is robust to misspecification of the covariance structure, its performance deteriorates in settings with small-sample size. We investigated the performance of the sandwich covariance estimator and covariance estimators adjusted for small-sample bias proposed by Kauermann and Carroll ( J Am Stat Assoc 2001; 96: 1387-1396) and Mancl and DeRouen ( Biometrics 2001; 57: 126-134) fitting simpler covariance structures through a simulation study. In terms of the type 1 error rate and coverage probability of confidence intervals, Mancl and DeRouen's covariance estimator with compound symmetry, first-order autoregressive (AR(1)), heterogeneous AR(1), and antedependence structures performed better than the original sandwich estimator and Kauermann and Carroll's estimator with these structures in the scenarios where the variance increased across visits. The performance based on Mancl and DeRouen's estimator with these structures was nearly equivalent to that based on the Kenward-Roger method for adjusting the standard errors and degrees of freedom with the UN structure. The model-based covariance estimator with the UN structure under unadjustment of the degrees of freedom, which is frequently used in applications

  5. ERRORJ, Multigroup covariance matrices generation from ENDF-6 format

    International Nuclear Information System (INIS)

    Chiba, Go

    2007-01-01

    1 - Description of program or function: ERRORJ produces multigroup covariance matrices from ENDF-6 format following mainly the methods of the ERRORR module in NJOY94.105. New version differs from previous version in the following features: Additional features in ERRORJ with respect to the NJOY94.105/ERRORR module: - expands processing for the covariance matrices of resolved and unresolved resonance parameters; - processes average cosine of scattering angle and fission spectrum; - treats cross-correlation between different materials and reactions; - accepts input of multigroup constants with various forms (user input, GENDF, etc.); - outputs files with various formats through utility NJOYCOVX (COVERX format, correlation matrix, relative error and standard deviation); - uses a 1% sensitivity method for processing of resonance parameters; - ERRORJ can process the JENDL-3.2 and 3.3 covariance matrices. Additional features of the version 2 with respect to the previous version of ERRORJ: - Since the release of version 2, ERRORJ has been modified to increase its reliability and stability, - calculation of the correlation coefficients in the resonance region, - Option for high-speed calculation is implemented, - Perturbation amount is optimised in a sensitivity calculation, - Effect of the resonance self-shielding can be considered, - a compact covariance format (LCOMP=2) proposed by N. M. Larson can be read. Additional features of the version 2.2.1 with respect to the previous version of ERRORJ: - Several routines were modified to reduce calculation time. The new one needs shorter calculation time (50-70%) than the old version without changing results. - In the U-233 and Pu-241 files of JENDL-3.3 an inconsistency between resonance parameters in MF=32 and those in MF=2 was corrected. NEA-1676/06: This version differs from the previous one (NEA-1676/05) in the following: ERRORJ2.2.1 was modified to treat the self-shielding effect accurately. NEA-1676/07: This version

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

    Directory of Open Access Journals (Sweden)

    Manuel Gil

    2014-09-01

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

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

    Science.gov (United States)

    Gil, Manuel

    2014-01-01

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

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

    Science.gov (United States)

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

    2015-12-01

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

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

    Science.gov (United States)

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

    2017-06-01

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

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

    International Nuclear Information System (INIS)

    Lee, Dong Hyuk; Shim, Hyung Jin

    2015-01-01

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

  11. Two-antenna GNSS Aided-INS Alignment Using Adaptive Control of Filter Noise Covariance

    Directory of Open Access Journals (Sweden)

    HAO Yushi

    2018-04-01

    Full Text Available This paper developed a theory of INS fine alignment in order to restrain the divergence of yaw angle,two antennas GNSS aided-INS integrated alignment algorithm was utilized.An attitude error measurement equation was conducted based on the relationship between baseline vectors calculated by two sensors and attitude error.The algorithm was executed by EKF using adaptive control of filter noise covariance.The experimental results showed that stability of the integrated system was improved under the system noise covariance adaptive control mechanism;The measurement noise covariance adaptive control mechanism can reduce the influence of measurement noise and improve the alignment absolute accuracy;Further improvement was achieved under the condition of minim bias of baseline length.The accuracy of roll and pitch was 0.02°,the accuracy of yaw was 0.04°.

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

    Directory of Open Access Journals (Sweden)

    Tania Dehesh

    2015-01-01

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

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

    Science.gov (United States)

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

    2015-01-01

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

  14. Performance of Modified Test Statistics in Covariance and Correlation Structure Analysis under Conditions of Multivariate Nonnormality.

    Science.gov (United States)

    Fouladi, Rachel T.

    2000-01-01

    Provides an overview of standard and modified normal theory and asymptotically distribution-free covariance and correlation structure analysis techniques and details Monte Carlo simulation results on Type I and Type II error control. Demonstrates through the simulation that robustness and nonrobustness of structure analysis techniques vary as a…

  15. Method to evaluate covariance data for the thorium-uranium fuel cycle

    International Nuclear Information System (INIS)

    Kawano, T.; Chadwick, M.B.

    2003-01-01

    This power point presentation gives an overview about the evaluation strategy for the experimental data for the thorium-uranium fuel cycle. Uncertainties, error propagation and calculation methods are outlined. Covariance evaluation tools and computer codes have been developed and results are presented

  16. Covariant quantizations in plane and curved spaces

    International Nuclear Information System (INIS)

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

    2017-01-01

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

  17. Covariant quantizations in plane and curved spaces

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-07-15

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

  18. Improved characterisation and modelling of measurement errors in electrical resistivity tomography (ERT) surveys

    Science.gov (United States)

    Tso, Chak-Hau Michael; Kuras, Oliver; Wilkinson, Paul B.; Uhlemann, Sebastian; Chambers, Jonathan E.; Meldrum, Philip I.; Graham, James; Sherlock, Emma F.; Binley, Andrew

    2017-11-01

    Measurement errors can play a pivotal role in geophysical inversion. Most inverse models require users to prescribe or assume a statistical model of data errors before inversion. Wrongly prescribed errors can lead to over- or under-fitting of data; however, the derivation of models of data errors is often neglected. With the heightening interest in uncertainty estimation within hydrogeophysics, better characterisation and treatment of measurement errors is needed to provide improved image appraisal. Here we focus on the role of measurement errors in electrical resistivity tomography (ERT). We have analysed two time-lapse ERT datasets: one contains 96 sets of direct and reciprocal data collected from a surface ERT line within a 24 h timeframe; the other is a two-year-long cross-borehole survey at a UK nuclear site with 246 sets of over 50,000 measurements. Our study includes the characterisation of the spatial and temporal behaviour of measurement errors using autocorrelation and correlation coefficient analysis. We find that, in addition to well-known proportionality effects, ERT measurements can also be sensitive to the combination of electrodes used, i.e. errors may not be uncorrelated as often assumed. Based on these findings, we develop a new error model that allows grouping based on electrode number in addition to fitting a linear model to transfer resistance. The new model explains the observed measurement errors better and shows superior inversion results and uncertainty estimates in synthetic examples. It is robust, because it groups errors together based on the electrodes used to make the measurements. The new model can be readily applied to the diagonal data weighting matrix widely used in common inversion methods, as well as to the data covariance matrix in a Bayesian inversion framework. We demonstrate its application using extensive ERT monitoring datasets from the two aforementioned sites.

  19. Heuristic errors in clinical reasoning.

    Science.gov (United States)

    Rylander, Melanie; Guerrasio, Jeannette

    2016-08-01

    Errors in clinical reasoning contribute to patient morbidity and mortality. The purpose of this study was to determine the types of heuristic errors made by third-year medical students and first-year residents. This study surveyed approximately 150 clinical educators inquiring about the types of heuristic errors they observed in third-year medical students and first-year residents. Anchoring and premature closure were the two most common errors observed amongst third-year medical students and first-year residents. There was no difference in the types of errors observed in the two groups. Errors in clinical reasoning contribute to patient morbidity and mortality Clinical educators perceived that both third-year medical students and first-year residents committed similar heuristic errors, implying that additional medical knowledge and clinical experience do not affect the types of heuristic errors made. Further work is needed to help identify methods that can be used to reduce heuristic errors early in a clinician's education. © 2015 John Wiley & Sons Ltd.

  20. Discretization vs. Rounding Error in Euler's Method

    Science.gov (United States)

    Borges, Carlos F.

    2011-01-01

    Euler's method for solving initial value problems is an excellent vehicle for observing the relationship between discretization error and rounding error in numerical computation. Reductions in stepsize, in order to decrease discretization error, necessarily increase the number of steps and so introduce additional rounding error. The problem is…

  1. Students’ Covariational Reasoning in Solving Integrals’ Problems

    Science.gov (United States)

    Harini, N. V.; Fuad, Y.; Ekawati, R.

    2018-01-01

    Covariational reasoning plays an important role to indicate quantities vary in learning calculus. This study investigates students’ covariational reasoning during their studies concerning two covarying quantities in integral problem. Six undergraduate students were chosen to solve problems that involved interpreting and representing how quantities change in tandem. Interviews were conducted to reveal the students’ reasoning while solving covariational problems. The result emphasizes that undergraduate students were able to construct the relation of dependent variables that changes in tandem with the independent variable. However, students faced difficulty in forming images of continuously changing rates and could not accurately apply the concept of integrals. These findings suggest that learning calculus should be increased emphasis on coordinating images of two quantities changing in tandem about instantaneously rate of change and to promote conceptual knowledge in integral techniques.

  2. Covariant Quantization with Extended BRST Symmetry

    OpenAIRE

    Geyer, B.; Gitman, D. M.; Lavrov, P. M.

    1999-01-01

    A short rewiev of covariant quantization methods based on BRST-antiBRST symmetry is given. In particular problems of correct definition of Sp(2) symmetric quantization scheme known as triplectic quantization are considered.

  3. Covariant extensions and the nonsymmetric unified field

    International Nuclear Information System (INIS)

    Borchsenius, K.

    1976-01-01

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

  4. Covariant amplitudes in Polyakov string theory

    International Nuclear Information System (INIS)

    Aoyama, H.; Dhar, A.; Namazie, M.A.

    1986-01-01

    A manifestly Lorentz-covariant and reparametrization-invariant procedure for computing string amplitudes using Polyakov's formulation is described. Both bosonic and superstring theories are dealt with. The computation of string amplitudes is greatly facilitated by this formalism. (orig.)

  5. Covariance upperbound controllers for networked control systems

    International Nuclear Information System (INIS)

    Ko, Sang Ho

    2012-01-01

    This paper deals with designing covariance upperbound controllers for a linear system that can be used in a networked control environment in which control laws are calculated in a remote controller and transmitted through a shared communication link to the plant. In order to compensate for possible packet losses during the transmission, two different techniques are often employed: the zero-input and the hold-input strategy. These use zero input and the latest control input, respectively, when a packet is lost. For each strategy, we synthesize a class of output covariance upperbound controllers for a given covariance upperbound and a packet loss probability. Existence conditions of the covariance upperbound controller are also provided for each strategy. Through numerical examples, performance of the two strategies is compared in terms of feasibility of implementing the controllers

  6. Covariance data evaluation for experimental data

    International Nuclear Information System (INIS)

    Liu Tingjin

    1993-01-01

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

  7. Laser Covariance Vibrometry for Unsymmetrical Mode Detection

    National Research Council Canada - National Science Library

    Kobold, Michael C

    2006-01-01

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

  8. Heteroscedasticity resistant robust covariance matrix estimator

    Czech Academy of Sciences Publication Activity Database

    Víšek, Jan Ámos

    2010-01-01

    Roč. 17, č. 27 (2010), s. 33-49 ISSN 1212-074X Grant - others:GA UK(CZ) GA402/09/0557 Institutional research plan: CEZ:AV0Z10750506 Keywords : Regression * Covariance matrix * Heteroscedasticity * Resistant Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2011/SI/visek-heteroscedasticity resistant robust covariance matrix estimator.pdf

  9. Phase-covariant quantum cloning of qudits

    International Nuclear Information System (INIS)

    Fan Heng; Imai, Hiroshi; Matsumoto, Keiji; Wang, Xiang-Bin

    2003-01-01

    We study the phase-covariant quantum cloning machine for qudits, i.e., the input states in a d-level quantum system have complex coefficients with arbitrary phase but constant module. A cloning unitary transformation is proposed. After optimizing the fidelity between input state and single qudit reduced density operator of output state, we obtain the optimal fidelity for 1 to 2 phase-covariant quantum cloning of qudits and the corresponding cloning transformation

  10. Noncommutative Gauge Theory with Covariant Star Product

    International Nuclear Information System (INIS)

    Zet, G.

    2010-01-01

    We present a noncommutative gauge theory with covariant star product on a space-time with torsion. In order to obtain the covariant star product one imposes some restrictions on the connection of the space-time. Then, a noncommutative gauge theory is developed applying this product to the case of differential forms. Some comments on the advantages of using a space-time with torsion to describe the gravitational field are also given.

  11. Hierarchical matrix approximation of large covariance matrices

    KAUST Repository

    Litvinenko, Alexander

    2015-01-07

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

  12. Hierarchical matrix approximation of large covariance matrices

    KAUST Repository

    Litvinenko, Alexander

    2015-01-05

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

  13. Hierarchical matrix approximation of large covariance matrices

    KAUST Repository

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

    2015-01-01

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

  14. Hierarchical matrix approximation of large covariance matrices

    KAUST Repository

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

    2015-01-01

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

  15. Covariant perturbations of Schwarzschild black holes

    International Nuclear Information System (INIS)

    Clarkson, Chris A; Barrett, Richard K

    2003-01-01

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

  16. Characteristics and error estimation of stratospheric ozone and ozone-related species over Poker Flat (65° N, 147° W, Alaska observed by a ground-based FTIR spectrometer from 2001 to 2003

    Directory of Open Access Journals (Sweden)

    K. Mizutani

    2007-07-01

    Full Text Available It is important to obtain the year-to-year trend of stratospheric minor species in the context of global changes. An important example is the trend in global ozone depletion. The purpose of this paper is to report the accuracy and precision of measurements of stratospheric chemical species that are made at our Poker Flat site in Alaska (65° N, 147° W. Since 1999, minor atmospheric molecules have been observed using a Fourier-Transform solar-absorption infrared Spectrometer (FTS at Poker Flat. Vertical profiles of the abundances of ozone, HNO3, HCl, and HF for the period from 2001 to 2003 were retrieved from FTS spectra using Rodgers' formulation of the Optimal Estimation Method (OEM. The accuracy and precision of the retrievals were estimated by formal error analysis. Errors for the total column were estimated to be 5.3%, 3.4%, 5.9%, and 5.3% for ozone, HNO3, HCl, and HF, respectively. The ozone vertical profiles were in good agreement with profiles derived from collocated ozonesonde measurements that were smoothed with averaging kernel functions that had been obtained with the retrieval procedure used in the analysis of spectra from the ground-based FTS (gb-FTS. The O3, HCl, and HF columns that were retrieved from the FTS measurements were consistent with Earth Probe/Total Ozone Mapping Spectrometer (TOMS and HALogen Occultation Experiment (HALOE data over Alaska within the error limits of all the respective datasets. This is the first report from the Poker Flat FTS observation site on a number of stratospheric gas profiles including a comprehensive error analysis.

  17. Errors in abdominal computed tomography

    International Nuclear Information System (INIS)

    Stephens, S.; Marting, I.; Dixon, A.K.

    1989-01-01

    Sixty-nine patients are presented in whom a substantial error was made on the initial abdominal computed tomography report. Certain features of these errors have been analysed. In 30 (43.5%) a lesion was simply not recognised (error of observation); in 39 (56.5%) the wrong conclusions were drawn about the nature of normal or abnormal structures (error of interpretation). The 39 errors of interpretation were more complex; in 7 patients an abnormal structure was noted but interpreted as normal, whereas in four a normal structure was thought to represent a lesion. Other interpretive errors included those where the wrong cause for a lesion had been ascribed (24 patients), and those where the abnormality was substantially under-reported (4 patients). Various features of these errors are presented and discussed. Errors were made just as often in relation to small and large lesions. Consultants made as many errors as senior registrar radiologists. It is like that dual reporting is the best method of avoiding such errors and, indeed, this is widely practised in our unit. (Author). 9 refs.; 5 figs.; 1 tab

  18. ANGELO-LAMBDA, Covariance matrix interpolation and mathematical verification

    International Nuclear Information System (INIS)

    Kodeli, Ivo

    2007-01-01

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

  19. Image covariance and lesion detectability in direct fan-beam x-ray computed tomography.

    Science.gov (United States)

    Wunderlich, Adam; Noo, Frédéric

    2008-05-21

    We consider noise in computed tomography images that are reconstructed using the classical direct fan-beam filtered backprojection algorithm, from both full- and short-scan data. A new, accurate method for computing image covariance is presented. The utility of the new covariance method is demonstrated by its application to the implementation of a channelized Hotelling observer for a lesion detection task. Results from the new covariance method and its application to the channelized Hotelling observer are compared with results from Monte Carlo simulations. In addition, the impact of a bowtie filter and x-ray tube current modulation on reconstruction noise and lesion detectability are explored for full-scan reconstruction.

  20. Image covariance and lesion detectability in direct fan-beam x-ray computed tomography

    International Nuclear Information System (INIS)

    Wunderlich, Adam; Noo, Frederic

    2008-01-01

    We consider noise in computed tomography images that are reconstructed using the classical direct fan-beam filtered backprojection algorithm, from both full- and short-scan data. A new, accurate method for computing image covariance is presented. The utility of the new covariance method is demonstrated by its application to the implementation of a channelized Hotelling observer for a lesion detection task. Results from the new covariance method and its application to the channelized Hotelling observer are compared with results from Monte Carlo simulations. In addition, the impact of a bowtie filter and x-ray tube current modulation on reconstruction noise and lesion detectability are explored for full-scan reconstruction

  1. Innovative CO2 Analyzer Technology for the Eddy Covariance Flux Monitor, Phase I

    Data.gov (United States)

    National Aeronautics and Space Administration — We propose to build and evaluate NDIR Analyzers that can observe eddy covariance flux of CO2 from unmanned airborne platforms. For both phases, a total of four...

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

    OpenAIRE

    Ole E. Barndorff-Nielsen; Neil Shephard

    2002-01-01

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

  3. COVARIANCE CORRECTION FOR ESTIMATING GROUNDWATER ...

    African Journals Online (AJOL)

    2015-01-15

    Jan 15, 2015 ... between zero and one, depending on location of the observation ..... [1] Alley W.M., Reilly T.E., Franke O.L., Sustainability of ground-water resources, U.S. ... Data assimilation: the ensemble Kalman filter, Springer, New York, ...

  4. Modeling coherent errors in quantum error correction

    Science.gov (United States)

    Greenbaum, Daniel; Dutton, Zachary

    2018-01-01

    Analysis of quantum error correcting codes is typically done using a stochastic, Pauli channel error model for describing the noise on physical qubits. However, it was recently found that coherent errors (systematic rotations) on physical data qubits result in both physical and logical error rates that differ significantly from those predicted by a Pauli model. Here we examine the accuracy of the Pauli approximation for noise containing coherent errors (characterized by a rotation angle ɛ) under the repetition code. We derive an analytic expression for the logical error channel as a function of arbitrary code distance d and concatenation level n, in the small error limit. We find that coherent physical errors result in logical errors that are partially coherent and therefore non-Pauli. However, the coherent part of the logical error is negligible at fewer than {ε }-({dn-1)} error correction cycles when the decoder is optimized for independent Pauli errors, thus providing a regime of validity for the Pauli approximation. Above this number of correction cycles, the persistent coherent logical error will cause logical failure more quickly than the Pauli model would predict, and this may need to be combated with coherent suppression methods at the physical level or larger codes.

  5. Cortisol covariation within parents of young children: Moderation by relationship aggression.

    Science.gov (United States)

    Saxbe, Darby E; Adam, Emma K; Schetter, Christine Dunkel; Guardino, Christine M; Simon, Clarissa; McKinney, Chelsea O; Shalowitz, Madeleine U

    2015-12-01

    Covariation in diurnal cortisol has been observed in several studies of cohabiting couples. In two such studies (Liu et al., 2013; Saxbe and Repetti, 2010), relationship distress was associated with stronger within-couple correlations, suggesting that couples' physiological linkage with each other may indicate problematic dyadic functioning. Although intimate partner aggression has been associated with dysregulation in women's diurnal cortisol, it has not yet been tested as a moderator of within-couple covariation. This study reports on a diverse sample of 122 parents who sampled salivary cortisol on matched days for two years following the birth of an infant. Partners showed strong positive cortisol covariation. In couples with higher levels of partner-perpetrated aggression reported by women at one year postpartum, both women and men had a flatter diurnal decrease in cortisol and stronger correlations with partners' cortisol sampled at the same timepoints. In other words, relationship aggression was linked both with indices of suboptimal cortisol rhythms in both members of the couples and with stronger within-couple covariation coefficients. These results persisted when relationship satisfaction and demographic covariates were included in the model. During some of the sampling days, some women were pregnant with a subsequent child, but pregnancy did not significantly moderate cortisol levels or within-couple covariation. The findings suggest that couples experiencing relationship aggression have both suboptimal neuroendocrine profiles and stronger covariation. Cortisol covariation is an understudied phenomenon with potential implications for couples' relationship functioning and physical health. Copyright © 2015 Elsevier Ltd. All rights reserved.

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

    Science.gov (United States)

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

    2016-01-01

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

  7. On the regularity of the covariance matrix of a discretized scalar field on the sphere

    Energy Technology Data Exchange (ETDEWEB)

    Bilbao-Ahedo, J.D. [Departamento de Física Moderna, Universidad de Cantabria, Av. los Castros s/n, 39005 Santander (Spain); Barreiro, R.B.; Herranz, D.; Vielva, P.; Martínez-González, E., E-mail: bilbao@ifca.unican.es, E-mail: barreiro@ifca.unican.es, E-mail: herranz@ifca.unican.es, E-mail: vielva@ifca.unican.es, E-mail: martinez@ifca.unican.es [Instituto de Física de Cantabria (CSIC-UC), Av. los Castros s/n, 39005 Santander (Spain)

    2017-02-01

    We present a comprehensive study of the regularity of the covariance matrix of a discretized field on the sphere. In a particular situation, the rank of the matrix depends on the number of pixels, the number of spherical harmonics, the symmetries of the pixelization scheme and the presence of a mask. Taking into account the above mentioned components, we provide analytical expressions that constrain the rank of the matrix. They are obtained by expanding the determinant of the covariance matrix as a sum of determinants of matrices made up of spherical harmonics. We investigate these constraints for five different pixelizations that have been used in the context of Cosmic Microwave Background (CMB) data analysis: Cube, Icosahedron, Igloo, GLESP and HEALPix, finding that, at least in the considered cases, the HEALPix pixelization tends to provide a covariance matrix with a rank closer to the maximum expected theoretical value than the other pixelizations. The effect of the propagation of numerical errors in the regularity of the covariance matrix is also studied for different computational precisions, as well as the effect of adding a certain level of noise in order to regularize the matrix. In addition, we investigate the application of the previous results to a particular example that requires the inversion of the covariance matrix: the estimation of the CMB temperature power spectrum through the Quadratic Maximum Likelihood algorithm. Finally, some general considerations in order to achieve a regular covariance matrix are also presented.

  8. Test models for improving filtering with model errors through stochastic parameter estimation

    International Nuclear Information System (INIS)

    Gershgorin, B.; Harlim, J.; Majda, A.J.

    2010-01-01

    The filtering skill for turbulent signals from nature is often limited by model errors created by utilizing an imperfect model for filtering. Updating the parameters in the imperfect model through stochastic parameter estimation is one way to increase filtering skill and model performance. Here a suite of stringent test models for filtering with stochastic parameter estimation is developed based on the Stochastic Parameterization Extended Kalman Filter (SPEKF). These new SPEKF-algorithms systematically correct both multiplicative and additive biases and involve exact formulas for propagating the mean and covariance including the parameters in the test model. A comprehensive study is presented of robust parameter regimes for increasing filtering skill through stochastic parameter estimation for turbulent signals as the observation time and observation noise are varied and even when the forcing is incorrectly specified. The results here provide useful guidelines for filtering turbulent signals in more complex systems with significant model errors.

  9. Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors

    Science.gov (United States)

    Langbein, John

    2017-08-01

    Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/f^{α } with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi: 10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.

  10. Schroedinger covariance states in anisotropic waveguides

    International Nuclear Information System (INIS)

    Angelow, A.; Trifonov, D.

    1995-03-01

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

  11. Form of the manifestly covariant Lagrangian

    Science.gov (United States)

    Johns, Oliver Davis

    1985-10-01

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

  12. Convex Banding of the Covariance Matrix.

    Science.gov (United States)

    Bien, Jacob; Bunea, Florentina; Xiao, Luo

    2016-01-01

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

  13. Variance and covariance calculations for nuclear materials accounting using ''MAVARIC''

    International Nuclear Information System (INIS)

    Nasseri, K.K.

    1987-07-01

    Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined

  14. Variance and covariance calculations for nuclear materials accounting using 'MAVARIC'

    International Nuclear Information System (INIS)

    Nasseri, K.K.

    1987-01-01

    Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined

  15. Multi-level restricted maximum likelihood covariance estimation and kriging for large non-gridded spatial datasets

    KAUST Repository

    Castrillon, Julio

    2015-11-10

    We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the deterministic parameters of the model are filtered out thus enabling the estimation of the covariance parameters to be decoupled from the deterministic component. Moreover, the multi-level covariance matrix of the contrasts exhibit fast decay that is dependent on the smoothness of the covariance function. Due to the fast decay of the multi-level covariance matrix coefficients only a small set is computed with a level dependent criterion. We demonstrate our approach on problems of up to 512,000 observations with a Matérn covariance function and highly irregular placements of the observations. In addition, these problems are numerically unstable and hard to solve with traditional methods.

  16. Statistical errors in Monte Carlo estimates of systematic errors

    Science.gov (United States)

    Roe, Byron P.

    2007-01-01

    For estimating the effects of a number of systematic errors on a data sample, one can generate Monte Carlo (MC) runs with systematic parameters varied and examine the change in the desired observed result. Two methods are often used. In the unisim method, the systematic parameters are varied one at a time by one standard deviation, each parameter corresponding to a MC run. In the multisim method (see ), each MC run has all of the parameters varied; the amount of variation is chosen from the expected distribution of each systematic parameter, usually assumed to be a normal distribution. The variance of the overall systematic error determination is derived for each of the two methods and comparisons are made between them. If one focuses not on the error in the prediction of an individual systematic error, but on the overall error due to all systematic errors in the error matrix element in data bin m, the number of events needed is strongly reduced because of the averaging effect over all of the errors. For simple models presented here the multisim model was far better if the statistical error in the MC samples was larger than an individual systematic error, while for the reverse case, the unisim model was better. Exact formulas and formulas for the simple toy models are presented so that realistic calculations can be made. The calculations in the present note are valid if the errors are in a linear region. If that region extends sufficiently far, one can have the unisims or multisims correspond to k standard deviations instead of one. This reduces the number of events required by a factor of k2. The specific terms unisim and multisim were coined by Peter Meyers and Steve Brice, respectively, for the MiniBooNE experiment. However, the concepts have been developed over time and have been in general use for some time.

  17. Statistical errors in Monte Carlo estimates of systematic errors

    Energy Technology Data Exchange (ETDEWEB)

    Roe, Byron P. [Department of Physics, University of Michigan, Ann Arbor, MI 48109 (United States)]. E-mail: byronroe@umich.edu

    2007-01-01

    For estimating the effects of a number of systematic errors on a data sample, one can generate Monte Carlo (MC) runs with systematic parameters varied and examine the change in the desired observed result. Two methods are often used. In the unisim method, the systematic parameters are varied one at a time by one standard deviation, each parameter corresponding to a MC run. In the multisim method (see ), each MC run has all of the parameters varied; the amount of variation is chosen from the expected distribution of each systematic parameter, usually assumed to be a normal distribution. The variance of the overall systematic error determination is derived for each of the two methods and comparisons are made between them. If one focuses not on the error in the prediction of an individual systematic error, but on the overall error due to all systematic errors in the error matrix element in data bin m, the number of events needed is strongly reduced because of the averaging effect over all of the errors. For simple models presented here the multisim model was far better if the statistical error in the MC samples was larger than an individual systematic error, while for the reverse case, the unisim model was better. Exact formulas and formulas for the simple toy models are presented so that realistic calculations can be made. The calculations in the present note are valid if the errors are in a linear region. If that region extends sufficiently far, one can have the unisims or multisims correspond to k standard deviations instead of one. This reduces the number of events required by a factor of k{sup 2}.

  18. Statistical errors in Monte Carlo estimates of systematic errors

    International Nuclear Information System (INIS)

    Roe, Byron P.

    2007-01-01

    For estimating the effects of a number of systematic errors on a data sample, one can generate Monte Carlo (MC) runs with systematic parameters varied and examine the change in the desired observed result. Two methods are often used. In the unisim method, the systematic parameters are varied one at a time by one standard deviation, each parameter corresponding to a MC run. In the multisim method (see ), each MC run has all of the parameters varied; the amount of variation is chosen from the expected distribution of each systematic parameter, usually assumed to be a normal distribution. The variance of the overall systematic error determination is derived for each of the two methods and comparisons are made between them. If one focuses not on the error in the prediction of an individual systematic error, but on the overall error due to all systematic errors in the error matrix element in data bin m, the number of events needed is strongly reduced because of the averaging effect over all of the errors. For simple models presented here the multisim model was far better if the statistical error in the MC samples was larger than an individual systematic error, while for the reverse case, the unisim model was better. Exact formulas and formulas for the simple toy models are presented so that realistic calculations can be made. The calculations in the present note are valid if the errors are in a linear region. If that region extends sufficiently far, one can have the unisims or multisims correspond to k standard deviations instead of one. This reduces the number of events required by a factor of k 2

  19. Progress on Nuclear Data Covariances: AFCI-1.2 Covariance Library

    International Nuclear Information System (INIS)

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

    2009-01-01

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

  20. ACORNS, Covariance and Correlation Matrix Diagonalization

    International Nuclear Information System (INIS)

    Szondi, E.J.

    1990-01-01

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

  1. Graph Sampling for Covariance Estimation

    KAUST Repository

    Chepuri, Sundeep Prabhakar

    2017-04-25

    In this paper the focus is on subsampling as well as reconstructing the second-order statistics of signals residing on nodes of arbitrary undirected graphs. Second-order stationary graph signals may be obtained by graph filtering zero-mean white noise and they admit a well-defined power spectrum whose shape is determined by the frequency response of the graph filter. Estimating the graph power spectrum forms an important component of stationary graph signal processing and related inference tasks such as Wiener prediction or inpainting on graphs. The central result of this paper is that by sampling a significantly smaller subset of vertices and using simple least squares, we can reconstruct the second-order statistics of the graph signal from the subsampled observations, and more importantly, without any spectral priors. To this end, both a nonparametric approach as well as parametric approaches including moving average and autoregressive models for the graph power spectrum are considered. The results specialize for undirected circulant graphs in that the graph nodes leading to the best compression rates are given by the so-called minimal sparse rulers. A near-optimal greedy algorithm is developed to design the subsampling scheme for the non-parametric and the moving average models, whereas a particular subsampling scheme that allows linear estimation for the autoregressive model is proposed. Numerical experiments on synthetic as well as real datasets related to climatology and processing handwritten digits are provided to demonstrate the developed theory.

  2. A FORMALISM FOR COVARIANT POLARIZED RADIATIVE TRANSPORT BY RAY TRACING

    International Nuclear Information System (INIS)

    Gammie, Charles F.; Leung, Po Kin

    2012-01-01

    We write down a covariant formalism for polarized radiative transfer appropriate for ray tracing through a turbulent plasma. The polarized radiation field is represented by the polarization tensor (coherency matrix) N αβ ≡ (a α k a* β k ), where a k is a Fourier coefficient for the vector potential. Using Maxwell's equations, the Liouville-Vlasov equation, and the WKB approximation, we show that the transport equation in vacuo is k μ ∇ μ N αβ = 0. We show that this is equivalent to Broderick and Blandford's formalism based on invariant Stokes parameters and a rotation coefficient, and suggest a modification that may reduce truncation error in some situations. Finally, we write down several alternative approaches to integrating the transfer equation.

  3. Robust adaptive multichannel SAR processing based on covariance matrix reconstruction

    Science.gov (United States)

    Tan, Zhen-ya; He, Feng

    2018-04-01

    With the combination of digital beamforming (DBF) processing, multichannel synthetic aperture radar(SAR) systems in azimuth promise well in high-resolution and wide-swath imaging, whereas conventional processing methods don't take the nonuniformity of scattering coefficient into consideration. This paper brings up a robust adaptive Multichannel SAR processing method which utilizes the Capon spatial spectrum estimator to obtain the spatial spectrum distribution over all ambiguous directions first, and then the interference-plus-noise covariance Matrix is reconstructed based on definition to acquire the Multichannel SAR processing filter. The performance of processing under nonuniform scattering coefficient is promoted by this novel method and it is robust again array errors. The experiments with real measured data demonstrate the effectiveness and robustness of the proposed method.

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

    Science.gov (United States)

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

    2017-01-01

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

  5. Exploiting Data Sparsity In Covariance Matrix Computations on Heterogeneous Systems

    KAUST Repository

    Charara, Ali M.

    2018-05-24

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

  6. Group covariant protocols for quantum string commitment

    International Nuclear Information System (INIS)

    Tsurumaru, Toyohiro

    2006-01-01

    We study the security of quantum string commitment (QSC) protocols with group covariant encoding scheme. First we consider a class of QSC protocol, which is general enough to incorporate all the QSC protocols given in the preceding literatures. Then among those protocols, we consider group covariant protocols and show that the exact upperbound on the binding condition can be calculated. Next using this result, we prove that for every irreducible representation of a finite group, there always exists a corresponding nontrivial QSC protocol which reaches a level of security impossible to achieve classically

  7. The covariant entropy bound in gravitational collapse

    International Nuclear Information System (INIS)

    Gao, Sijie; Lemos, Jose P. S.

    2004-01-01

    We study the covariant entropy bound in the context of gravitational collapse. First, we discuss critically the heuristic arguments advanced by Bousso. Then we solve the problem through an exact model: a Tolman-Bondi dust shell collapsing into a Schwarzschild black hole. After the collapse, a new black hole with a larger mass is formed. The horizon, L, of the old black hole then terminates at the singularity. We show that the entropy crossing L does not exceed a quarter of the area of the old horizon. Therefore, the covariant entropy bound is satisfied in this process. (author)

  8. Modular invariance and covariant loop calculus

    International Nuclear Information System (INIS)

    Petersen, J.L.; Roland, K.O.; Sidenius, J.R.

    1988-01-01

    The covariant loop calculus provides and efficient technique for computing explicit expressions for the density on moduli space corresponding to arbitrary (bosonic string) loop diagrams. Since modular invariance is not manifest, however, we carry out a detailed comparison with known explicit 2- and 3- loop results derived using analytic geometry (1 loop is known to be ok). We establish identity to 'high' order in some moduli and exactly in others. Agreement is found as a result of various non-trivial cancellations, in part related to number theory. We feel our results provide very strong support for the correctness of the covariant loop calculus approach. (orig.)

  9. Remarks on Bousso's covariant entropy bound

    CERN Document Server

    Mayo, A E

    2002-01-01

    Bousso's covariant entropy bound is put to the test in the context of a non-singular cosmological solution of general relativity found by Bekenstein. Although the model complies with every assumption made in Bousso's original conjecture, the entropy bound is violated due to the occurrence of negative energy density associated with the interaction of some the matter components in the model. We demonstrate how this property allows for the test model to 'elude' a proof of Bousso's conjecture which was given recently by Flanagan, Marolf and Wald. This corroborates the view that the covariant entropy bound should be applied only to stable systems for which every matter component carries positive energy density.

  10. Modular invariance and covariant loop calculus

    International Nuclear Information System (INIS)

    Petersen, J.L.; Roland, K.O.; Sidenius, J.R.

    1988-01-01

    The covariant loop calculus provides an efficient technique for computing explicit expressions for the density on moduli space corresponding to arbitrary (bosonic string) loop diagrams. Since modular invariance is not manifest, however, we carry out a detailed comparison with known explicit two- and three-loop results derived using analytic geometry (one loop is known to be okay). We establish identity to 'high' order in some moduli and exactly in others. Agreement is found as a result of various nontrivial cancellations, in part related to number theory. We feel our results provide very strong support for the correctness of the covariant loop calculus approach. (orig.)

  11. Covariant n2-plet mass formulas

    International Nuclear Information System (INIS)

    Davidson, A.

    1979-01-01

    Using a generalized internal symmetry group analogous to the Lorentz group, we have constructed a covariant n 2 -plet mass operator. This operator is built as a scalar matrix in the (n;n*) representation, and its SU(n) breaking parameters are identified as intrinsic boost ones. Its basic properties are: covariance, Hermiticity, positivity, charge conjugation, quark contents, and a self-consistent n 2 -1, 1 mixing. The GMO and the Okubo formulas are obtained by considering two different limits of the same generalized mass formula

  12. Parametric number covariance in quantum chaotic spectra.

    Science.gov (United States)

    Vinayak; Kumar, Sandeep; Pandey, Akhilesh

    2016-03-01

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

  13. Natural Covariant Planck Scale Cutoffs and the Cosmic Microwave Background Spectrum.

    Science.gov (United States)

    Chatwin-Davies, Aidan; Kempf, Achim; Martin, Robert T W

    2017-07-21

    We calculate the impact of quantum gravity-motivated ultraviolet cutoffs on inflationary predictions for the cosmic microwave background spectrum. We model the ultraviolet cutoffs fully covariantly to avoid possible artifacts of covariance breaking. Imposing these covariant cutoffs results in the production of small, characteristically k-dependent oscillations in the spectrum. The size of the effect scales linearly with the ratio of the Planck to Hubble lengths during inflation. Consequently, the relative size of the effect could be as large as one part in 10^{5}; i.e., eventual observability may not be ruled out.

  14. Activities on covariance estimation in Japanese Nuclear Data Committee

    Energy Technology Data Exchange (ETDEWEB)

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

    1997-03-01

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

  15. Learning from prescribing errors

    OpenAIRE

    Dean, B

    2002-01-01

    

 The importance of learning from medical error has recently received increasing emphasis. This paper focuses on prescribing errors and argues that, while learning from prescribing errors is a laudable goal, there are currently barriers that can prevent this occurring. Learning from errors can take place on an individual level, at a team level, and across an organisation. Barriers to learning from prescribing errors include the non-discovery of many prescribing errors, lack of feedback to th...

  16. Covariant canonical quantization of fields and Bohmian mechanics

    International Nuclear Information System (INIS)

    Nikolic, H.

    2005-01-01

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

  17. Simulations and cosmological inference: A statistical model for power spectra means and covariances

    International Nuclear Information System (INIS)

    Schneider, Michael D.; Knox, Lloyd; Habib, Salman; Heitmann, Katrin; Higdon, David; Nakhleh, Charles

    2008-01-01

    We describe an approximate statistical model for the sample variance distribution of the nonlinear matter power spectrum that can be calibrated from limited numbers of simulations. Our model retains the common assumption of a multivariate normal distribution for the power spectrum band powers but takes full account of the (parameter-dependent) power spectrum covariance. The model is calibrated using an extension of the framework in Habib et al. (2007) to train Gaussian processes for the power spectrum mean and covariance given a set of simulation runs over a hypercube in parameter space. We demonstrate the performance of this machinery by estimating the parameters of a power-law model for the power spectrum. Within this framework, our calibrated sample variance distribution is robust to errors in the estimated covariance and shows rapid convergence of the posterior parameter constraints with the number of training simulations.

  18. Predicting in vivo effect levels for repeat-dose systemic toxicity using chemical, biological, kinetic and study covariates.

    Science.gov (United States)

    Truong, Lisa; Ouedraogo, Gladys; Pham, LyLy; Clouzeau, Jacques; Loisel-Joubert, Sophie; Blanchet, Delphine; Noçairi, Hicham; Setzer, Woodrow; Judson, Richard; Grulke, Chris; Mansouri, Kamel; Martin, Matthew

    2018-02-01

    In an effort to address a major challenge in chemical safety assessment, alternative approaches for characterizing systemic effect levels, a predictive model was developed. Systemic effect levels were curated from ToxRefDB, HESS-DB and COSMOS-DB from numerous study types totaling 4379 in vivo studies for 1247 chemicals. Observed systemic effects in mammalian models are a complex function of chemical dynamics, kinetics, and inter- and intra-individual variability. To address this complex problem, systemic effect levels were modeled at the study-level by leveraging study covariates (e.g., study type, strain, administration route) in addition to multiple descriptor sets, including chemical (ToxPrint, PaDEL, and Physchem), biological (ToxCast), and kinetic descriptors. Using random forest modeling with cross-validation and external validation procedures, study-level covariates alone accounted for approximately 15% of the variance reducing the root mean squared error (RMSE) from 0.96 log 10 to 0.85 log 10  mg/kg/day, providing a baseline performance metric (lower expectation of model performance). A consensus model developed using a combination of study-level covariates, chemical, biological, and kinetic descriptors explained a total of 43% of the variance with an RMSE of 0.69 log 10  mg/kg/day. A benchmark model (upper expectation of model performance) was also developed with an RMSE of 0.5 log 10  mg/kg/day by incorporating study-level covariates and the mean effect level per chemical. To achieve a representative chemical-level prediction, the minimum study-level predicted and observed effect level per chemical were compared reducing the RMSE from 1.0 to 0.73 log 10  mg/kg/day, equivalent to 87% of predictions falling within an order-of-magnitude of the observed value. Although biological descriptors did not improve model performance, the final model was enriched for biological descriptors that indicated xenobiotic metabolism gene expression, oxidative stress, and

  19. Hierarchical matrix approximation of large covariance matrices

    KAUST Repository

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

    2015-01-01

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

  20. Zero curvature conditions and conformal covariance

    International Nuclear Information System (INIS)

    Akemann, G.; Grimm, R.

    1992-05-01

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

  1. On superfield covariant quantization in general coordinates

    International Nuclear Information System (INIS)

    Gitman, D.M.; Moshin, P. Yu.; Tomazelli, J.L.

    2005-01-01

    We propose a natural extension of the BRST-antiBRST superfield covariant scheme in general coordinates. Thus, the coordinate dependence of the basic tensor fields and scalar density of the formalism is extended from the base supermanifold to the complete set of superfield variables. (orig.)

  2. On superfield covariant quantization in general coordinates

    Energy Technology Data Exchange (ETDEWEB)

    Gitman, D.M. [Universidade de Sao Paulo, Instituto de Fisica, Sao Paulo, S.P (Brazil); Moshin, P. Yu. [Universidade de Sao Paulo, Instituto de Fisica, Sao Paulo, S.P (Brazil); Tomsk State Pedagogical University, Tomsk (Russian Federation); Tomazelli, J.L. [UNESP, Departamento de Fisica e Quimica, Campus de Guaratingueta (Brazil)

    2005-12-01

    We propose a natural extension of the BRST-antiBRST superfield covariant scheme in general coordinates. Thus, the coordinate dependence of the basic tensor fields and scalar density of the formalism is extended from the base supermanifold to the complete set of superfield variables. (orig.)

  3. Covariant field theory of closed superstrings

    International Nuclear Information System (INIS)

    Siopsis, G.

    1989-01-01

    The authors construct covariant field theories of both type-II and heterotic strings. Toroidal compactification is also considered. The interaction vertices are based on Witten's vertex representing three strings interacting at the mid-point. For closed strings, the authors thus obtain a bilocal interaction

  4. Conformally covariant composite operators in quantum chromodynamics

    International Nuclear Information System (INIS)

    Craigie, N.S.; Dobrev, V.K.; Todorov, I.T.

    1983-03-01

    Conformal covariance is shown to determine renormalization properties of composite operators in QCD and in the C 6 3 -model at the one-loop level. Its relevance to higher order (renormalization group improved) perturbative calculations in the short distance limit is also discussed. Light cone operator product expansions and spectral representations for wave functions in QCD are derived. (author)

  5. Soft covariant gauges on the lattice

    Energy Technology Data Exchange (ETDEWEB)

    Henty, D.S.; Oliveira, O.; Parrinello, C.; Ryan, S. [Department of Physics and Astronomy, University of Edinburgh, Edinburgh EH9 3JZ, Scotland (UKQCD Collaboration)

    1996-12-01

    We present an exploratory study of a one-parameter family of covariant, nonperturbative lattice gauge-fixing conditions that can be implemented through a simple Monte Carlo algorithm. We demonstrate that at the numerical level the procedure is feasible, and as a first application we examine the gauge dependence of the gluon propagator. {copyright} {ital 1996 The American Physical Society.}

  6. Covariant differential calculus on the quantum hyperplane

    International Nuclear Information System (INIS)

    Wess, J.

    1991-01-01

    We develop a differential calculus on the quantum hyperplane covariant with respect to the action of the quantum group GL q (n). This is a concrete example of noncommutative differential geometry. We describe the general constraints for a noncommutative differential calculus and verify that the example given here satisfies all these constraints. We also discuss briefly the integration over the quantum plane. (orig.)

  7. Covariant single-hole optical potential

    International Nuclear Information System (INIS)

    Kam, J. de

    1982-01-01

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

  8. Nonlinear realization of general covariance group

    International Nuclear Information System (INIS)

    Hamamoto, Shinji

    1979-01-01

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

  9. Covariant quantum mechanics on a null plane

    International Nuclear Information System (INIS)

    Leutwyler, H.; Stern, J.

    1977-03-01

    Lorentz invariance implies that the null plane wave functions factorize into a kinematical part describing the motion of the system as a whole and an inner wave function that involves the specific dynamical properties of the system - in complete correspondence with the non-relativistic situation. Covariance is equivalent to an angular condition which admits non-trivial solutions

  10. Hierarchical matrix approximation of large covariance matrices

    KAUST Repository

    Litvinenko, Alexander

    2015-11-30

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

  11. Approximate methods for derivation of covariance data

    International Nuclear Information System (INIS)

    Tagesen, S.

    1992-01-01

    Several approaches for the derivation of covariance information for evaluated nuclear data files (EFF2 and ENDF/B-VI) have been developed and used at IRK and ORNL respectively. Considerations, governing the choice of a distinct method depending on the quantity and quality of available data are presented, advantages/disadvantages are discussed and examples of results are given

  12. Optimal covariate designs theory and applications

    CERN Document Server

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

    2015-01-01

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

  13. EQUIVALENT MODELS IN COVARIANCE STRUCTURE-ANALYSIS

    NARCIS (Netherlands)

    LUIJBEN, TCW

    1991-01-01

    Defining equivalent models as those that reproduce the same set of covariance matrices, necessary and sufficient conditions are stated for the local equivalence of two expanded identified models M1 and M2 when fitting the more restricted model M0. Assuming several regularity conditions, the rank

  14. Errors, error detection, error correction and hippocampal-region damage: data and theories.

    Science.gov (United States)

    MacKay, Donald G; Johnson, Laura W

    2013-11-01

    This review and perspective article outlines 15 observational constraints on theories of errors, error detection, and error correction, and their relation to hippocampal-region (HR) damage. The core observations come from 10 studies with H.M., an amnesic with cerebellar and HR damage but virtually no neocortical damage. Three studies examined the detection of errors planted in visual scenes (e.g., a bird flying in a fish bowl in a school classroom) and sentences (e.g., I helped themselves to the birthday cake). In all three experiments, H.M. detected reliably fewer errors than carefully matched memory-normal controls. Other studies examined the detection and correction of self-produced errors, with controls for comprehension of the instructions, impaired visual acuity, temporal factors, motoric slowing, forgetting, excessive memory load, lack of motivation, and deficits in visual scanning or attention. In these studies, H.M. corrected reliably fewer errors than memory-normal and cerebellar controls, and his uncorrected errors in speech, object naming, and reading aloud exhibited two consistent features: omission and anomaly. For example, in sentence production tasks, H.M. omitted one or more words in uncorrected encoding errors that rendered his sentences anomalous (incoherent, incomplete, or ungrammatical) reliably more often than controls. Besides explaining these core findings, the theoretical principles discussed here explain H.M.'s retrograde amnesia for once familiar episodic and semantic information; his anterograde amnesia for novel information; his deficits in visual cognition, sentence comprehension, sentence production, sentence reading, and object naming; and effects of aging on his ability to read isolated low frequency words aloud. These theoretical principles also explain a wide range of other data on error detection and correction and generate new predictions for future test. Copyright © 2013 Elsevier Ltd. All rights reserved.

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

    Science.gov (United States)

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

    2015-11-01

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

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

    International Nuclear Information System (INIS)

    Muir, D.W.

    1989-01-01

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

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

    DEFF Research Database (Denmark)

    Kinnebrock, Silja; Podolskij, Mark

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

  18. Evaluation of covariances for resolved resonance parameters of 235U, 238U, and 239Pu in JENDL-3.2

    International Nuclear Information System (INIS)

    Kawano, Toshihiko; Shibata, Keiichi

    2003-02-01

    Evaluation of covariances for resolved resonance parameters of 235 U, 238 U, and 239 Pu was carried out. Although a large number of resolved resonances are observed for major actinides, uncertainties in averaged cross sections are more important than those in resonance parameters in reactor calculations. We developed a simple method which derives a covariance matrix for the resolved resonance parameters from uncertainties in the averaged cross sections. The method was adopted to evaluate the covariance data for some important actinides, and the results were compiled in the JENDL-3.2 covariance file. (author)

  19. Human Error Mechanisms in Complex Work Environments

    DEFF Research Database (Denmark)

    Rasmussen, Jens

    1988-01-01

    will account for most of the action errors observed. In addition, error mechanisms appear to be intimately related to the development of high skill and know-how in a complex work context. This relationship between errors and human adaptation is discussed in detail for individuals and organisations...

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

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole Eiler; Shephard, N.

    2004-01-01

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

  1. Robust entry guidance using linear covariance-based model predictive control

    Directory of Open Access Journals (Sweden)

    Jianjun Luo

    2017-02-01

    Full Text Available For atmospheric entry vehicles, guidance design can be accomplished by solving an optimal issue using optimal control theories. However, traditional design methods generally focus on the nominal performance and do not include considerations of the robustness in the design process. This paper proposes a linear covariance-based model predictive control method for robust entry guidance design. Firstly, linear covariance analysis is employed to directly incorporate the robustness into the guidance design. The closed-loop covariance with the feedback updated control command is initially formulated to provide the expected errors of the nominal state variables in the presence of uncertainties. Then, the closed-loop covariance is innovatively used as a component of the cost function to guarantee the robustness to reduce its sensitivity to uncertainties. After that, the models predictive control is used to solve the optimal problem, and the control commands (bank angles are calculated. Finally, a series of simulations for different missions have been completed to demonstrate the high performance in precision and the robustness with respect to initial perturbations as well as uncertainties in the entry process. The 3σ confidence region results in the presence of uncertainties which show that the robustness of the guidance has been improved, and the errors of the state variables are decreased by approximately 35%.

  2. Correcting for multivariate measurement error by regression calibration in meta-analyses of epidemiological studies

    DEFF Research Database (Denmark)

    Tybjærg-Hansen, Anne

    2009-01-01

    Within-person variability in measured values of multiple risk factors can bias their associations with disease. The multivariate regression calibration (RC) approach can correct for such measurement error and has been applied to studies in which true values or independent repeat measurements...... of the risk factors are observed on a subsample. We extend the multivariate RC techniques to a meta-analysis framework where multiple studies provide independent repeat measurements and information on disease outcome. We consider the cases where some or all studies have repeat measurements, and compare study......-specific, averaged and empirical Bayes estimates of RC parameters. Additionally, we allow for binary covariates (e.g. smoking status) and for uncertainty and time trends in the measurement error corrections. Our methods are illustrated using a subset of individual participant data from prospective long-term studies...

  3. Two-dimensional errors

    International Nuclear Information System (INIS)

    Anon.

    1991-01-01

    This chapter addresses the extension of previous work in one-dimensional (linear) error theory to two-dimensional error analysis. The topics of the chapter include the definition of two-dimensional error, the probability ellipse, the probability circle, elliptical (circular) error evaluation, the application to position accuracy, and the use of control systems (points) in measurements

  4. Part two: Error propagation

    International Nuclear Information System (INIS)

    Picard, R.R.

    1989-01-01

    Topics covered in this chapter include a discussion of exact results as related to nuclear materials management and accounting in nuclear facilities; propagation of error for a single measured value; propagation of error for several measured values; error propagation for materials balances; and an application of error propagation to an example of uranium hexafluoride conversion process

  5. Learning from Errors

    OpenAIRE

    Martínez-Legaz, Juan Enrique; Soubeyran, Antoine

    2003-01-01

    We present a model of learning in which agents learn from errors. If an action turns out to be an error, the agent rejects not only that action but also neighboring actions. We find that, keeping memory of his errors, under mild assumptions an acceptable solution is asymptotically reached. Moreover, one can take advantage of big errors for a faster learning.

  6. The Errors of Our Ways

    Science.gov (United States)

    Kane, Michael

    2011-01-01

    Errors don't exist in our data, but they serve a vital function. Reality is complicated, but our models need to be simple in order to be manageable. We assume that attributes are invariant over some conditions of observation, and once we do that we need some way of accounting for the variability in observed scores over these conditions of…

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

    Directory of Open Access Journals (Sweden)

    Xinwei Li

    2018-05-01

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

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

    International Nuclear Information System (INIS)

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

    1999-01-01

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

  9. Generalized Gaussian Error Calculus

    CERN Document Server

    Grabe, Michael

    2010-01-01

    For the first time in 200 years Generalized Gaussian Error Calculus addresses a rigorous, complete and self-consistent revision of the Gaussian error calculus. Since experimentalists realized that measurements in general are burdened by unknown systematic errors, the classical, widespread used evaluation procedures scrutinizing the consequences of random errors alone turned out to be obsolete. As a matter of course, the error calculus to-be, treating random and unknown systematic errors side by side, should ensure the consistency and traceability of physical units, physical constants and physical quantities at large. The generalized Gaussian error calculus considers unknown systematic errors to spawn biased estimators. Beyond, random errors are asked to conform to the idea of what the author calls well-defined measuring conditions. The approach features the properties of a building kit: any overall uncertainty turns out to be the sum of a contribution due to random errors, to be taken from a confidence inter...

  10. Medication errors: prescribing faults and prescription errors.

    Science.gov (United States)

    Velo, Giampaolo P; Minuz, Pietro

    2009-06-01

    1. Medication errors are common in general practice and in hospitals. Both errors in the act of writing (prescription errors) and prescribing faults due to erroneous medical decisions can result in harm to patients. 2. Any step in the prescribing process can generate errors. Slips, lapses, or mistakes are sources of errors, as in unintended omissions in the transcription of drugs. Faults in dose selection, omitted transcription, and poor handwriting are common. 3. Inadequate knowledge or competence and incomplete information about clinical characteristics and previous treatment of individual patients can result in prescribing faults, including the use of potentially inappropriate medications. 4. An unsafe working environment, complex or undefined procedures, and inadequate communication among health-care personnel, particularly between doctors and nurses, have been identified as important underlying factors that contribute to prescription errors and prescribing faults. 5. Active interventions aimed at reducing prescription errors and prescribing faults are strongly recommended. These should be focused on the education and training of prescribers and the use of on-line aids. The complexity of the prescribing procedure should be reduced by introducing automated systems or uniform prescribing charts, in order to avoid transcription and omission errors. Feedback control systems and immediate review of prescriptions, which can be performed with the assistance of a hospital pharmacist, are also helpful. Audits should be performed periodically.

  11. Advanced error diagnostics of the CMAQ and Chimere modelling systems within the AQMEII3 model evaluation framework

    Directory of Open Access Journals (Sweden)

    E. Solazzo

    2017-09-01

    Full Text Available The work here complements the overview analysis of the modelling systems participating in the third phase of the Air Quality Model Evaluation International Initiative (AQMEII3 by focusing on the performance for hourly surface ozone by two modelling systems, Chimere for Europe and CMAQ for North America. The evaluation strategy outlined in the course of the three phases of the AQMEII activity, aimed to build up a diagnostic methodology for model evaluation, is pursued here and novel diagnostic methods are proposed. In addition to evaluating the base case simulation in which all model components are configured in their standard mode, the analysis also makes use of sensitivity simulations in which the models have been applied by altering and/or zeroing lateral boundary conditions, emissions of anthropogenic precursors, and ozone dry deposition. To help understand of the causes of model deficiencies, the error components (bias, variance, and covariance of the base case and of the sensitivity runs are analysed in conjunction with timescale considerations and error modelling using the available error fields of temperature, wind speed, and NOx concentration. The results reveal the effectiveness and diagnostic power of the methods devised (which remains the main scope of this study, allowing the detection of the timescale and the fields that the two models are most sensitive to. The representation of planetary boundary layer (PBL dynamics is pivotal to both models. In particular, (i the fluctuations slower than ∼ 1.5 days account for 70–85 % of the mean square error of the full (undecomposed ozone time series; (ii a recursive, systematic error with daily periodicity is detected, responsible for 10–20 % of the quadratic total error; (iii errors in representing the timing of the daily transition between stability regimes in the PBL are responsible for a covariance error as large as 9 ppb (as much as the standard deviation of the network

  12. Advanced error diagnostics of the CMAQ and Chimere modelling systems within the AQMEII3 model evaluation framework

    Science.gov (United States)

    Solazzo, Efisio; Hogrefe, Christian; Colette, Augustin; Garcia-Vivanco, Marta; Galmarini, Stefano

    2017-09-01

    The work here complements the overview analysis of the modelling systems participating in the third phase of the Air Quality Model Evaluation International Initiative (AQMEII3) by focusing on the performance for hourly surface ozone by two modelling systems, Chimere for Europe and CMAQ for North America. The evaluation strategy outlined in the course of the three phases of the AQMEII activity, aimed to build up a diagnostic methodology for model evaluation, is pursued here and novel diagnostic methods are proposed. In addition to evaluating the base case simulation in which all model components are configured in their standard mode, the analysis also makes use of sensitivity simulations in which the models have been applied by altering and/or zeroing lateral boundary conditions, emissions of anthropogenic precursors, and ozone dry deposition. To help understand of the causes of model deficiencies, the error components (bias, variance, and covariance) of the base case and of the sensitivity runs are analysed in conjunction with timescale considerations and error modelling using the available error fields of temperature, wind speed, and NOx concentration. The results reveal the effectiveness and diagnostic power of the methods devised (which remains the main scope of this study), allowing the detection of the timescale and the fields that the two models are most sensitive to. The representation of planetary boundary layer (PBL) dynamics is pivotal to both models. In particular, (i) the fluctuations slower than ˜ 1.5 days account for 70-85 % of the mean square error of the full (undecomposed) ozone time series; (ii) a recursive, systematic error with daily periodicity is detected, responsible for 10-20 % of the quadratic total error; (iii) errors in representing the timing of the daily transition between stability regimes in the PBL are responsible for a covariance error as large as 9 ppb (as much as the standard deviation of the network-average ozone observations in

  13. Testing the prediction error difference between two predictors

    NARCIS (Netherlands)

    van de Wiel, M.A.; Berkhof, J.; van Wieringen, W.N.

    2009-01-01

    We develop an inference framework for the difference in errors between 2 prediction procedures. The 2 procedures may differ in any aspect and possibly utilize different sets of covariates. We apply training and testing on the same data set, which is accommodated by sample splitting. For each split,

  14. Medication Administration Errors Involving Paediatric In-Patients in a ...

    African Journals Online (AJOL)

    The drug mostly associated with error was gentamicin with 29 errors (1.2 %). Conclusion: During the study, a high frequency of error was observed. There is a need to modify the way information is handled and shared by professionals as wrong time error was the most implicated error. Attention should also be given to IV ...

  15. Two-stage sparse coding of region covariance via Log-Euclidean kernels to detect saliency.

    Science.gov (United States)

    Zhang, Ying-Ying; Yang, Cai; Zhang, Ping

    2017-05-01

    In this paper, we present a novel bottom-up saliency detection algorithm from the perspective of covariance matrices on a Riemannian manifold. Each superpixel is described by a region covariance matrix on Riemannian Manifolds. We carry out a two-stage sparse coding scheme via Log-Euclidean kernels to extract salient objects efficiently. In the first stage, given background dictionary on image borders, sparse coding of each region covariance via Log-Euclidean kernels is performed. The reconstruction error on the background dictionary is regarded as the initial saliency of each superpixel. In the second stage, an improvement of the initial result is achieved by calculating reconstruction errors of the superpixels on foreground dictionary, which is extracted from the first stage saliency map. The sparse coding in the second stage is similar to the first stage, but is able to effectively highlight the salient objects uniformly from the background. Finally, three post-processing methods-highlight-inhibition function, context-based saliency weighting, and the graph cut-are adopted to further refine the saliency map. Experiments on four public benchmark datasets show that the proposed algorithm outperforms the state-of-the-art methods in terms of precision, recall and mean absolute error, and demonstrate the robustness and efficiency of the proposed method. Copyright © 2017 Elsevier Ltd. All rights reserved.

  16. Utilization of cross-section covariance data in FBR core nuclear design and cross-section adjustment

    International Nuclear Information System (INIS)

    Ishikawa, Makoto

    1994-01-01

    In the core design of large fast breeder reactors (FBRs), it is essentially important to improve the prediction accuracy of nuclear characteristics from the viewpoint of both reducing cost and insuring reliability of the plant. The cross-section errors, that is, covariance data are one of the most dominant sources for the prediction uncertainty of the core parameters, therefore, quantitative evaluation of covariance data is indispensable for FBR core design. The first objective of the present paper is to introduce how the cross-section covariance data are utilized in the FBR core nuclear design works. The second is to delineate the cross-section adjustment study and its application to an FBR design, because this improved design method markedly enhances the needs and importance of the cross-section covariance data. (author)

  17. Application of Consider Covariance to the Extended Kalman Filter

    Science.gov (United States)

    Lundberg, John B.

    1996-01-01

    The extended Kalman filter (EKF) is the basis for many applications of filtering theory to real-time problems where estimates of the state of a dynamical system are to be computed based upon some set of observations. The form of the EKF may vary somewhat from one application to another, but the fundamental principles are typically unchanged among these various applications. As is the case in many filtering applications, models of the dynamical system (differential equations describing the state variables) and models of the relationship between the observations and the state variables are created. These models typically employ a set of constants whose values are established my means of theory or experimental procedure. Since the estimates of the state are formed assuming that the models are perfect, any modeling errors will affect the accuracy of the computed estimates. Note that the modeling errors may be errors of commission (errors in terms included in the model) or omission (errors in terms excluded from the model). Consequently, it becomes imperative when evaluating the performance of real-time filters to evaluate the effect of modeling errors on the estimates of the state.

  18. Determination of covariant Schwinger terms in anomalous gauge theories

    International Nuclear Information System (INIS)

    Kelnhofer, G.

    1991-01-01

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

  19. Uncertainty estimation of core safety parameters using cross-correlations of covariance matrix

    International Nuclear Information System (INIS)

    Yamamoto, Akio; Yasue, Yoshihiro; Endo, Tomohiro; Kodama, Yasuhiro; Ohoka, Yasunori; Tatsumi, Masahiro

    2013-01-01

    An uncertainty reduction method for core safety parameters, for which measurement values are not obtained, is proposed. We empirically recognize that there exist some correlations among the prediction errors of core safety parameters, e.g., a correlation between the control rod worth and the assembly relative power at corresponding position. Correlations of errors among core safety parameters are theoretically estimated using the covariance of cross sections and sensitivity coefficients of core parameters. The estimated correlations of errors among core safety parameters are verified through the direct Monte Carlo sampling method. Once the correlation of errors among core safety parameters is known, we can estimate the uncertainty of a safety parameter for which measurement value is not obtained. (author)

  20. Paragrassmann analysis and covariant quantum algebras

    International Nuclear Information System (INIS)

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

    1993-01-01

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

  1. Covariant holography of a tachyonic accelerating universe

    Energy Technology Data Exchange (ETDEWEB)

    Rozas-Fernandez, Alberto [Consejo Superior de Investigaciones Cientificas, Instituto de Fisica Fundamental, Madrid (Spain); University of Portsmouth, Institute of Cosmology and Gravitation, Portsmouth (United Kingdom)

    2014-08-15

    We apply the holographic principle to a flat dark energy dominated Friedmann-Robertson-Walker spacetime filled with a tachyon scalar field with constant equation of state w = p/ρ, both for w > -1 and w < -1. By using a geometrical covariant procedure, which allows the construction of holographic hypersurfaces, we have obtained for each case the position of the preferred screen and have then compared these with those obtained by using the holographic dark energy model with the future event horizon as the infrared cutoff. In the phantom scenario, one of the two obtained holographic screens is placed on the big rip hypersurface, both for the covariant holographic formalism and the holographic phantom model. It is also analyzed whether the existence of these preferred screens allows a mathematically consistent formulation of fundamental theories based on the existence of an S-matrix at infinite distances. (orig.)

  2. TES/Aura L2 Ammonia Nadir Special Observation V005

    Data.gov (United States)

    National Aeronautics and Space Administration — Atmospheric vertical profile estimates and associated errors (diagonals and covariance matrices), along with retrieved surface temperature, cloud effective optical...

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

    Science.gov (United States)

    Runcie, Daniel E; Mukherjee, Sayan

    2013-07-01

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

  4. Covariances for neutron cross sections calculated using a regional model based on local-model fits to experimental data

    Energy Technology Data Exchange (ETDEWEB)

    Smith, D.L.; Guenther, P.T.

    1983-11-01

    We suggest a procedure for estimating uncertainties in neutron cross sections calculated with a nuclear model descriptive of a specific mass region. It applies standard error propagation techniques, using a model-parameter covariance matrix. Generally, available codes do not generate covariance information in conjunction with their fitting algorithms. Therefore, we resort to estimating a relative covariance matrix a posteriori from a statistical examination of the scatter of elemental parameter values about the regional representation. We numerically demonstrate our method by considering an optical-statistical model analysis of a body of total and elastic scattering data for the light fission-fragment mass region. In this example, strong uncertainty correlations emerge and they conspire to reduce estimated errors to some 50% of those obtained from a naive uncorrelated summation in quadrature. 37 references.

  5. Covariances for neutron cross sections calculated using a regional model based on local-model fits to experimental data

    International Nuclear Information System (INIS)

    Smith, D.L.; Guenther, P.T.

    1983-11-01

    We suggest a procedure for estimating uncertainties in neutron cross sections calculated with a nuclear model descriptive of a specific mass region. It applies standard error propagation techniques, using a model-parameter covariance matrix. Generally, available codes do not generate covariance information in conjunction with their fitting algorithms. Therefore, we resort to estimating a relative covariance matrix a posteriori from a statistical examination of the scatter of elemental parameter values about the regional representation. We numerically demonstrate our method by considering an optical-statistical model analysis of a body of total and elastic scattering data for the light fission-fragment mass region. In this example, strong uncertainty correlations emerge and they conspire to reduce estimated errors to some 50% of those obtained from a naive uncorrelated summation in quadrature. 37 references

  6. Twisted covariant noncommutative self-dual gravity

    International Nuclear Information System (INIS)

    Estrada-Jimenez, S.; Garcia-Compean, H.; Obregon, O.; Ramirez, C.

    2008-01-01

    A twisted covariant formulation of noncommutative self-dual gravity is presented. The formulation for constructing twisted noncommutative Yang-Mills theories is used. It is shown that the noncommutative torsion is solved at any order of the θ expansion in terms of the tetrad and some extra fields of the theory. In the process the first order expansion in θ for the Plebanski action is explicitly obtained.

  7. Superfield quantization in Sp(2) covariant formalism

    CERN Document Server

    Lavrov, P M

    2001-01-01

    The rules of the superfield Sp(2) covariant quantization of the arbitrary gauge theories for the case of the introduction of the gauging with the derivative equations for the gauge functional are generalized. The possibilities of realization of the expanded anti-brackets are considered and it is shown, that only one of the realizations is compatible with the transformations of the expanded BRST-symmetry in the form of super translations along the Grassmann superspace coordinates

  8. Torsion and geometrostasis in covariant superstrings

    International Nuclear Information System (INIS)

    Zachos, C.

    1985-01-01

    The covariant action for freely propagating heterotic superstrings consists of a metric and a torsion term with a special relative strength. It is shown that the strength for which torsion flattens the underlying 10-dimensional superspace geometry is precisely that which yields free oscillators on the light cone. This is in complete analogy with the geometrostasis of two-dimensional sigma-models with Wess-Zumino interactions. 13 refs

  9. Covariant derivatives of the Berezin transform

    Czech Academy of Sciences Publication Activity Database

    Engliš, Miroslav; Otáhalová, R.

    2011-01-01

    Roč. 363, č. 10 (2011), s. 5111-5129 ISSN 0002-9947 R&D Projects: GA AV ČR IAA100190802 Keywords : Berezin transform * Berezin symbol * covariant derivative Subject RIV: BA - General Mathematics Impact factor: 1.093, year: 2011 http://www.ams.org/journals/tran/2011-363-10/S0002-9947-2011-05111-1/home.html

  10. Torsion and geometrostasis in covariant superstrings

    Energy Technology Data Exchange (ETDEWEB)

    Zachos, C.

    1985-01-01

    The covariant action for freely propagating heterotic superstrings consists of a metric and a torsion term with a special relative strength. It is shown that the strength for which torsion flattens the underlying 10-dimensional superspace geometry is precisely that which yields free oscillators on the light cone. This is in complete analogy with the geometrostasis of two-dimensional sigma-models with Wess-Zumino interactions. 13 refs.

  11. Covariance expressions for eigenvalue and eigenvector problems

    Science.gov (United States)

    Liounis, Andrew J.

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

  12. Linear Covariance Analysis for a Lunar Lander

    Science.gov (United States)

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

    2017-01-01

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

  13. A simulation study to quantify the impacts of exposure measurement error on air pollution health risk estimates in copollutant time-series models.

    Science.gov (United States)

    Dionisio, Kathie L; Chang, Howard H; Baxter, Lisa K

    2016-11-25

    Exposure measurement error in copollutant epidemiologic models has the potential to introduce bias in relative risk (RR) estimates. A simulation study was conducted using empirical data to quantify the impact of correlated measurement errors in time-series analyses of air pollution and health. ZIP-code level estimates of exposure for six pollutants (CO, NO x , EC, PM 2.5 , SO 4 , O 3 ) from 1999 to 2002 in the Atlanta metropolitan area were used to calculate spatial, population (i.e. ambient versus personal), and total exposure measurement error. Empirically determined covariance of pollutant concentration pairs and the associated measurement errors were used to simulate true exposure (exposure without error) from observed exposure. Daily emergency department visits for respiratory diseases were simulated using a Poisson time-series model with a main pollutant RR = 1.05 per interquartile range, and a null association for the copollutant (RR = 1). Monte Carlo experiments were used to evaluate the impacts of correlated exposure errors of different copollutant pairs. Substantial attenuation of RRs due to exposure error was evident in nearly all copollutant pairs studied, ranging from 10 to 40% attenuation for spatial error, 3-85% for population error, and 31-85% for total error. When CO, NO x or EC is the main pollutant, we demonstrated the possibility of false positives, specifically identifying significant, positive associations for copollutants based on the estimated type I error rate. The impact of exposure error must be considered when interpreting results of copollutant epidemiologic models, due to the possibility of attenuation of main pollutant RRs and the increased probability of false positives when measurement error is present.

  14. Explicit Covariance Matrix for Particle Measurement Precision

    CERN Document Server

    Karimäki, Veikko

    1997-01-01

    We derive explicit and precise formulae for 3 by 3 error matrix of the particle transverse momentum, direction and impact parameter. The error matrix elements are expressed as functions of up to fourth order statistical moments of the measured coordinates. The formulae are valid for any curvature and track length in case of negligible multiple scattering.

  15. The covariant formulation of f ( T ) gravity

    International Nuclear Information System (INIS)

    Krššák, Martin; Saridakis, Emmanuel N

    2016-01-01

    We show that the well-known problem of frame dependence and violation of local Lorentz invariance in the usual formulation of f ( T ) gravity is a consequence of neglecting the role of spin connection. We re-formulate f ( T ) gravity starting from, instead of the ‘pure tetrad’ teleparallel gravity, the covariant teleparallel gravity, using both the tetrad and the spin connection as dynamical variables, resulting in a fully covariant, consistent, and frame-independent version of f ( T ) gravity, which does not suffer from the notorious problems of the usual, pure tetrad, f ( T ) theory. We present the method to extract solutions for the most physically important cases, such as the Minkowski, the Friedmann–Robertson–Walker (FRW) and the spherically symmetric ones. We show that in covariant f ( T ) gravity we are allowed to use an arbitrary tetrad in an arbitrary coordinate system along with the corresponding spin connection, resulting always in the same physically relevant field equations. (paper)

  16. Development of covariance capabilities in EMPIRE code

    Energy Technology Data Exchange (ETDEWEB)

    Herman,M.; Pigni, M.T.; Oblozinsky, P.; Mughabghab, S.F.; Mattoon, C.M.; Capote, R.; Cho, Young-Sik; Trkov, A.

    2008-06-24

    The nuclear reaction code EMPIRE has been extended to provide evaluation capabilities for neutron cross section covariances in the thermal, resolved resonance, unresolved resonance and fast neutron regions. The Atlas of Neutron Resonances by Mughabghab is used as a primary source of information on uncertainties at low energies. Care is taken to ensure consistency among the resonance parameter uncertainties and those for thermal cross sections. The resulting resonance parameter covariances are formatted in the ENDF-6 File 32. In the fast neutron range our methodology is based on model calculations with the code EMPIRE combined with experimental data through several available approaches. The model-based covariances can be obtained using deterministic (Kalman) or stochastic (Monte Carlo) propagation of model parameter uncertainties. We show that these two procedures yield comparable results. The Kalman filter and/or the generalized least square fitting procedures are employed to incorporate experimental information. We compare the two approaches analyzing results for the major reaction channels on {sup 89}Y. We also discuss a long-standing issue of unreasonably low uncertainties and link it to the rigidity of the model.

  17. SG39 Deliverables. Comments on Covariance Data

    International Nuclear Information System (INIS)

    Yokoyama, Kenji

    2015-01-01

    The covariance matrix of a scattered data set, x_i (i=1,n), must be symmetric and positive-definite. As one of WPEC/SG39 contributions to the SG40/CIELO project, several comments or recommendations on the covariance data are described here from the viewpoint of nuclear-data users. To make the comments concrete and useful for nuclear-data evaluators, the covariance data of the latest evaluated nuclear data library, JENDL-4.0 and ENDF/B-VII.1 are treated here as the representative materials. The surveyed nuclides are five isotopes that are most important for fast reactor application. The nuclides, reactions and energy regions dealt with are followings: Pu-239: fission (2.5∼10 keV) and capture (2.5∼10 keV), U-235: fission (500 eV∼10 keV) and capture (500 eV∼30 keV), U-238: fission (1∼10 MeV), capture (below 20 keV, 20∼150 keV), inelastic (above 100 keV) and elastic (above 20 keV), Fe-56: elastic (below 850 keV) and average scattering cosine (above 10 keV), and, Na-23: capture (600 eV∼600 keV), inelastic (above 1 MeV) and elastic (around 2 keV)

  18. Field error lottery

    Energy Technology Data Exchange (ETDEWEB)

    Elliott, C.J.; McVey, B. (Los Alamos National Lab., NM (USA)); Quimby, D.C. (Spectra Technology, Inc., Bellevue, WA (USA))

    1990-01-01

    The level of field errors in an FEL is an important determinant of its performance. We have computed 3D performance of a large laser subsystem subjected to field errors of various types. These calculations have been guided by simple models such as SWOOP. The technique of choice is utilization of the FELEX free electron laser code that now possesses extensive engineering capabilities. Modeling includes the ability to establish tolerances of various types: fast and slow scale field bowing, field error level, beam position monitor error level, gap errors, defocusing errors, energy slew, displacement and pointing errors. Many effects of these errors on relative gain and relative power extraction are displayed and are the essential elements of determining an error budget. The random errors also depend on the particular random number seed used in the calculation. The simultaneous display of the performance versus error level of cases with multiple seeds illustrates the variations attributable to stochasticity of this model. All these errors are evaluated numerically for comprehensive engineering of the system. In particular, gap errors are found to place requirements beyond mechanical tolerances of {plus minus}25{mu}m, and amelioration of these may occur by a procedure utilizing direct measurement of the magnetic fields at assembly time. 4 refs., 12 figs.

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

    Science.gov (United States)

    Funatogawa, Takashi; Funatogawa, Ikuko; Shyr, Yu

    2011-05-01

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

  20. Prescription Errors in Psychiatry

    African Journals Online (AJOL)

    Arun Kumar Agnihotri

    clinical pharmacists in detecting errors before they have a (sometimes serious) clinical impact should not be underestimated. Research on medication error in mental health care is limited. .... participation in ward rounds and adverse drug.

  1. Flexible Bayesian Dynamic Modeling of Covariance and Correlation Matrices

    KAUST Repository

    Lan, Shiwei; Holbrook, Andrew; Fortin, Norbert J.; Ombao, Hernando; Shahbaba, Babak

    2017-01-01

    Modeling covariance (and correlation) matrices is a challenging problem due to the large dimensionality and positive-definiteness constraint. In this paper, we propose a novel Bayesian framework based on decomposing the covariance matrix

  2. ERRORJ. Covariance processing code. Version 2.2

    International Nuclear Information System (INIS)

    Chiba, Go

    2004-07-01

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

  3. New perspective in covariance evaluation for nuclear data

    International Nuclear Information System (INIS)

    Kanda, Y.

    1992-01-01

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

  4. Parts of the Whole: Error Estimation for Science Students

    Directory of Open Access Journals (Sweden)

    Dorothy Wallace

    2017-01-01

    Full Text Available It is important for science students to understand not only how to estimate error sizes in measurement data, but also to see how these errors contribute to errors in conclusions they may make about the data. Relatively small errors in measurement, errors in assumptions, and roundoff errors in computation may result in large error bounds on computed quantities of interest. In this column, we look closely at a standard method for measuring the volume of cancer tumor xenografts to see how small errors in each of these three factors may contribute to relatively large observed errors in recorded tumor volumes.

  5. Assimilation of surface NO2 and O3 observations into the SILAM chemistry transport model

    Science.gov (United States)

    Vira, J.; Sofiev, M.

    2015-02-01

    This paper describes the assimilation of trace gas observations into the chemistry transport model SILAM (System for Integrated modeLling of Atmospheric coMposition) using the 3D-Var method. Assimilation results for the year 2012 are presented for the prominent photochemical pollutants ozone (O3) and nitrogen dioxide (NO2). Both species are covered by the AirBase observation database, which provides the observational data set used in this study. Attention was paid to the background and observation error covariance matrices, which were obtained primarily by the iterative application of a posteriori diagnostics. The diagnostics were computed separately for 2 months representing summer and winter conditions, and further disaggregated by time of day. This enabled the derivation of background and observation error covariance definitions, which included both seasonal and diurnal variation. The consistency of the obtained covariance matrices was verified using χ2 diagnostics. The analysis scores were computed for a control set of observation stations withheld from assimilation. Compared to a free-running model simulation, the correlation coefficient for daily maximum values was improved from 0.8 to 0.9 for O3 and from 0.53 to 0.63 for NO2.

  6. Measurement error models with uncertainty about the error variance

    NARCIS (Netherlands)

    Oberski, D.L.; Satorra, A.

    2013-01-01

    It is well known that measurement error in observable variables induces bias in estimates in standard regression analysis and that structural equation models are a typical solution to this problem. Often, multiple indicator equations are subsumed as part of the structural equation model, allowing

  7. Structural Equation Models in a Redundancy Analysis Framework With Covariates.

    Science.gov (United States)

    Lovaglio, Pietro Giorgio; Vittadini, Giorgio

    2014-01-01

    A recent method to specify and fit structural equation modeling in the Redundancy Analysis framework based on so-called Extended Redundancy Analysis (ERA) has been proposed in the literature. In this approach, the relationships between the observed exogenous variables and the observed endogenous variables are moderated by the presence of unobservable composites, estimated as linear combinations of exogenous variables. However, in the presence of direct effects linking exogenous and endogenous variables, or concomitant indicators, the composite scores are estimated by ignoring the presence of the specified direct effects. To fit structural equation models, we propose a new specification and estimation method, called Generalized Redundancy Analysis (GRA), allowing us to specify and fit a variety of relationships among composites, endogenous variables, and external covariates. The proposed methodology extends the ERA method, using a more suitable specification and estimation algorithm, by allowing for covariates that affect endogenous indicators indirectly through the composites and/or directly. To illustrate the advantages of GRA over ERA we propose a simulation study of small samples. Moreover, we propose an application aimed at estimating the impact of formal human capital on the initial earnings of graduates of an Italian university, utilizing a structural model consistent with well-established economic theory.

  8. High-dimensional covariance estimation with high-dimensional data

    CERN Document Server

    Pourahmadi, Mohsen

    2013-01-01

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

  9. Examination of the causes of covariation between conduct disorder symptoms and vulnerability to drug dependence.

    Science.gov (United States)

    Button, Tanya M M; Hewitt, John K; Rhee, Soo Hyun; Young, Susan E; Corley, Robin P; Stallings, Michael C

    2006-02-01

    Conduct disorder (CD) symptoms and substance dependence commonly co-occur. Both phenotypes are highly heritable and a common genetic influence on the covariation has been suggested. The aim of this study was to determine the extent to which genes and environment contribute to the covariance between CD and drug dependence using twins from the Colorado Longitudinal Twin Sample and the Colorado Twin Registry. A total of 880 twin pairs (237 monozygotic [MZ] female, 195 MZ male, 116 dizygotic [DZ] female, 118 DZ male and 214 DZ opposite-sex) aged 13 to 18 (mean = 15.65) were included in the analysis. CD was assessed by lifetime Diagnostic and Statistical Manual of Mental Disorders (4th ed.; DSM-IV; American Psychiatric Association, 1994) symptom count and a polysubstance dependence vulnerability index was developed from responses to the Composite International Diagnostic Interview--Substance Abuse Module. A bivariate Cholesky Decomposition model was used to partition the cause of variation and covariation of the two phenotypes. No sex-limitation was observed in our data, and male and female parameter estimates were constrained to be equal. Both CD symptoms and dependence vulnerability were significantly heritable, and genes, shared environment and nonshared environment all contributed to the covariation between them. Genes contributed 35% of the phenotypic covariance, shared environment contributed 46%, and nonshared environmental influences contributed the remaining 19% to the phenotypic covariance. Therefore, there appears to be pleiotropic genetic influence on CD symptoms and dependence vulnerability.

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

    Science.gov (United States)

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

    2016-11-30

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

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

    Science.gov (United States)

    Quintero, Adrian; Lesaffre, Emmanuel

    2017-09-01

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

  12. Comparative Analyses of Phenotypic Trait Covariation within and among Populations.

    Science.gov (United States)

    Peiman, Kathryn S; Robinson, Beren W

    2017-10-01

    Many morphological, behavioral, physiological, and life-history traits covary across the biological scales of individuals, populations, and species. However, the processes that cause traits to covary also change over these scales, challenging our ability to use patterns of trait covariance to infer process. Trait relationships are also widely assumed to have generic functional relationships with similar evolutionary potentials, and even though many different trait relationships are now identified, there is little appreciation that these may influence trait covariation and evolution in unique ways. We use a trait-performance-fitness framework to classify and organize trait relationships into three general classes, address which ones more likely generate trait covariation among individuals in a population, and review how selection shapes phenotypic covariation. We generate predictions about how trait covariance changes within and among populations as a result of trait relationships and in response to selection and consider how these can be tested with comparative data. Careful comparisons of covariation patterns can narrow the set of hypothesized processes that cause trait covariation when the form of the trait relationship and how it responds to selection yield clear predictions about patterns of trait covariation. We discuss the opportunities and limitations of comparative approaches to evaluate hypotheses about the evolutionary causes and consequences of trait covariation and highlight the importance of evaluating patterns within populations replicated in the same and in different selective environments. Explicit hypotheses about trait relationships are key to generating effective predictions about phenotype and its evolution using covariance data.

  13. Covariant differential calculus on quantum spheres of odd dimension

    International Nuclear Information System (INIS)

    Welk, M.

    1998-01-01

    Covariant differential calculus on the quantum spheres S q 2N-1 is studied. Two classification results for covariant first order differential calculi are proved. As an important step towards a description of the noncommutative geometry of the quantum spheres, a framework of covariant differential calculus is established, including first and higher order calculi and a symmetry concept. (author)

  14. On the covariance matrices in the evaluated nuclear data

    International Nuclear Information System (INIS)

    Corcuera, R.P.

    1983-05-01

    The implications of the uncertainties of nuclear data on reactor calculations are shown. The concept of variance, covariance and correlation are expressed first by intuitive definitions and then through statistical theory. The format of the covariance data for ENDF/B is explained and the formulas to obtain the multigroup covariances are given. (Author) [pt

  15. Evaluation of covariance for 238U cross sections

    International Nuclear Information System (INIS)

    Kawano, Toshihiko; Nakamura, Masahiro; Matsuda, Nobuyuki; Kanda, Yukinori

    1995-01-01

    Covariances of 238 U are generated using analytic functions for representation of the cross sections. The covariances of the (n,2n) and (n,3n) reactions are derived with a spline function, while the covariances of the total and the inelastic scattering cross section are estimated with a linearized nuclear model calculation. (author)

  16. Dark matter statistics for large galaxy catalogs: power spectra and covariance matrices

    Science.gov (United States)

    Klypin, Anatoly; Prada, Francisco

    2018-06-01

    Large-scale surveys of galaxies require accurate theoretical predictions of the dark matter clustering for thousands of mock galaxy catalogs. We demonstrate that this goal can be achieve with the new Parallel Particle-Mesh (PM) N-body code GLAM at a very low computational cost. We run ˜22, 000 simulations with ˜2 billion particles that provide ˜1% accuracy of the dark matter power spectra P(k) for wave-numbers up to k ˜ 1hMpc-1. Using this large data-set we study the power spectrum covariance matrix. In contrast to many previous analytical and numerical results, we find that the covariance matrix normalised to the power spectrum C(k, k΄)/P(k)P(k΄) has a complex structure of non-diagonal components: an upturn at small k, followed by a minimum at k ≈ 0.1 - 0.2 hMpc-1, and a maximum at k ≈ 0.5 - 0.6 hMpc-1. The normalised covariance matrix strongly evolves with redshift: C(k, k΄)∝δα(t)P(k)P(k΄), where δ is the linear growth factor and α ≈ 1 - 1.25, which indicates that the covariance matrix depends on cosmological parameters. We also show that waves longer than 1h-1Gpc have very little impact on the power spectrum and covariance matrix. This significantly reduces the computational costs and complexity of theoretical predictions: relatively small volume ˜(1h-1Gpc)3 simulations capture the necessary properties of dark matter clustering statistics. As our results also indicate, achieving ˜1% errors in the covariance matrix for k < 0.50 hMpc-1 requires a resolution better than ɛ ˜ 0.5h-1Mpc.

  17. Discrete-time state estimation for stochastic polynomial systems over polynomial observations

    Science.gov (United States)

    Hernandez-Gonzalez, M.; Basin, M.; Stepanov, O.

    2018-07-01

    This paper presents a solution to the mean-square state estimation problem for stochastic nonlinear polynomial systems over polynomial observations confused with additive white Gaussian noises. The solution is given in two steps: (a) computing the time-update equations and (b) computing the measurement-update equations for the state estimate and error covariance matrix. A closed form of this filter is obtained by expressing conditional expectations of polynomial terms as functions of the state estimate and error covariance. As a particular case, the mean-square filtering equations are derived for a third-degree polynomial system with second-degree polynomial measurements. Numerical simulations show effectiveness of the proposed filter compared to the extended Kalman filter.

  18. Errors in otology.

    Science.gov (United States)

    Kartush, J M

    1996-11-01

    Practicing medicine successfully requires that errors in diagnosis and treatment be minimized. Malpractice laws encourage litigators to ascribe all medical errors to incompetence and negligence. There are, however, many other causes of unintended outcomes. This article describes common causes of errors and suggests ways to minimize mistakes in otologic practice. Widespread dissemination of knowledge about common errors and their precursors can reduce the incidence of their occurrence. Consequently, laws should be passed to allow for a system of non-punitive, confidential reporting of errors and "near misses" that can be shared by physicians nationwide.

  19. MATXTST, Basic Operations for Covariance Matrices

    International Nuclear Information System (INIS)

    Geraldo, Luiz P.; Smith, Donald

    1989-01-01

    1 - Description of program or function: MATXTST and MATXTST1 perform the following operations for a covariance matrix: - test for singularity; - test for positive definiteness; - compute the inverse if the matrix is non-singular; - compute the determinant; - determine the number of positive, negative, and zero eigenvalues; - examine all possible 3 X 3 cross correlations within a sub-matrix corresponding to a leading principal minor which is non-positive definite. While the two programs utilize the same input, the calculational procedures employed are somewhat different and their functions are complementary. The available input options include: i) the full covariance matrix, ii) the basic variables plus the relative covariance matrix, or iii) uncertainties in the basic variables plus the correlation matrix. 2 - Method of solution: MATXTST employs LINPACK subroutines SPOFA and SPODI to test for positive definiteness and to perform further optional calculations. Subroutine SPOFA factors a symmetric matrix M using the Cholesky algorithm to determine the elements of a matrix R which satisfies the relation M=R'R, where R' is the transposed matrix of R. Each leading principal minor of M is tested until the first one is found which is not positive definite. MATXTST1 uses LINPACK subroutines SSICO, SSIFA, and SSIDI to estimate whether the matrix is near to singularity or not (SSICO), and to perform the matrix diagonalization process (SSIFA). The algorithm used in SSIFA is generalization of the Method of Lagrange Reduction. SSIDI is used to compute the determinant and inertia of the matrix. 3 - Restrictions on the complexity of the problem: Matrices of sizes up to 50 X 50 elements can be treated by present versions of the programs

  20. Covariant, chirally symmetric, confining model of mesons

    International Nuclear Information System (INIS)

    Gross, F.; Milana, J.

    1991-01-01

    We introduce a new model of mesons as quark-antiquark bound states. The model is covariant, confining, and chirally symmetric. Our equations give an analytic solution for a zero-mass pseudoscalar bound state in the case of exact chiral symmetry, and also reduce to the familiar, highly successful nonrelativistic linear potential models in the limit of heavy-quark mass and lightly bound systems. In this fashion we are constructing a unified description of all the mesons from the π through the Υ. Numerical solutions for other cases are also presented