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...

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.

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....

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)

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.

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.

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,…

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

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

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

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.

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…

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

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.

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

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.

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.

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.

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.

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

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.

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.

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

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.

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.

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.

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)

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.

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.

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

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.

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...

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.

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

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.

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.

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.

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

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

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.

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…

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.

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.

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.

Sparse reduced-rank regression with covariance estimation

KAUST Repository

Chen, Lisha

2014-12-08

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

Sparse reduced-rank regression with covariance estimation

KAUST Repository

Chen, Lisha; Huang, Jianhua Z.

2014-01-01

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

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)

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

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)

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;

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...

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.

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.

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)

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.

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.

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.

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...

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.

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

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

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.

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

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 ...

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.

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

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.

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.)

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.

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.

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

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....

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.

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

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...

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.

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.

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)

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....

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.

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.

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)

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.

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...

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.

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

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.

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.

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)

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.

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`

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.

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.

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.

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.

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.

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.

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.

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

Science.gov (United States)

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

2013-01-01

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

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

Directory of Open Access Journals (Sweden)

Daniel Bartz

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

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

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.

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

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

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.

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

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

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.

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.…

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.

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°.

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.

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%.

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.)

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.

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

Impact of the 235U Covariance Data in Benchmark Calculations

International Nuclear Information System (INIS)

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

2008-01-01

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

Impact of the 235U covariance data in benchmark calculations

International Nuclear Information System (INIS)

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

2008-01-01

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

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.

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).

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.

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.

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

Directory of Open Access Journals (Sweden)

Manuel Gil

2014-09-01

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

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

Science.gov (United States)

Gil, Manuel

2014-01-01

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

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).

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)

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

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

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

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...

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.

BEATBOX v1.0: Background Error Analysis Testbed with Box Models

Science.gov (United States)

Knote, Christoph; Barré, Jérôme; Eckl, Max

2018-02-01

The Background Error Analysis Testbed (BEATBOX) is a new data assimilation framework for box models. Based on the BOX Model eXtension (BOXMOX) to the Kinetic Pre-Processor (KPP), this framework allows users to conduct performance evaluations of data assimilation experiments, sensitivity analyses, and detailed chemical scheme diagnostics from an observation simulation system experiment (OSSE) point of view. The BEATBOX framework incorporates an observation simulator and a data assimilation system with the possibility of choosing ensemble, adjoint, or combined sensitivities. A user-friendly, Python-based interface allows for the tuning of many parameters for atmospheric chemistry and data assimilation research as well as for educational purposes, for example observation error, model covariances, ensemble size, perturbation distribution in the initial conditions, and so on. In this work, the testbed is described and two case studies are presented to illustrate the design of a typical OSSE experiment, data assimilation experiments, a sensitivity analysis, and a method for diagnosing model errors. BEATBOX is released as an open source tool for the atmospheric chemistry and data assimilation communities.

BEATBOX v1.0: Background Error Analysis Testbed with Box Models

Directory of Open Access Journals (Sweden)

C. Knote

2018-02-01

Full Text Available The Background Error Analysis Testbed (BEATBOX is a new data assimilation framework for box models. Based on the BOX Model eXtension (BOXMOX to the Kinetic Pre-Processor (KPP, this framework allows users to conduct performance evaluations of data assimilation experiments, sensitivity analyses, and detailed chemical scheme diagnostics from an observation simulation system experiment (OSSE point of view. The BEATBOX framework incorporates an observation simulator and a data assimilation system with the possibility of choosing ensemble, adjoint, or combined sensitivities. A user-friendly, Python-based interface allows for the tuning of many parameters for atmospheric chemistry and data assimilation research as well as for educational purposes, for example observation error, model covariances, ensemble size, perturbation distribution in the initial conditions, and so on. In this work, the testbed is described and two case studies are presented to illustrate the design of a typical OSSE experiment, data assimilation experiments, a sensitivity analysis, and a method for diagnosing model errors. BEATBOX is released as an open source tool for the atmospheric chemistry and data assimilation communities.

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)

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.

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.

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.

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

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

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

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)

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.

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

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.

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.

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.

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.

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.

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%.

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.

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

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.

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.

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.

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.

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.

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)

Accounting for Sampling Error in Genetic Eigenvalues Using Random Matrix Theory.

Science.gov (United States)

Sztepanacz, Jacqueline L; Blows, Mark W

2017-07-01

The distribution of genetic variance in multivariate phenotypes is characterized by the empirical spectral distribution of the eigenvalues of the genetic covariance matrix. Empirical estimates of genetic eigenvalues from random effects linear models are known to be overdispersed by sampling error, where large eigenvalues are biased upward, and small eigenvalues are biased downward. The overdispersion of the leading eigenvalues of sample covariance matrices have been demonstrated to conform to the Tracy-Widom (TW) distribution. Here we show that genetic eigenvalues estimated using restricted maximum likelihood (REML) in a multivariate random effects model with an unconstrained genetic covariance structure will also conform to the TW distribution after empirical scaling and centering. However, where estimation procedures using either REML or MCMC impose boundary constraints, the resulting genetic eigenvalues tend not be TW distributed. We show how using confidence intervals from sampling distributions of genetic eigenvalues without reference to the TW distribution is insufficient protection against mistaking sampling error as genetic variance, particularly when eigenvalues are small. By scaling such sampling distributions to the appropriate TW distribution, the critical value of the TW statistic can be used to determine if the magnitude of a genetic eigenvalue exceeds the sampling error for each eigenvalue in the spectral distribution of a given genetic covariance matrix. Copyright © 2017 by the Genetics Society of America.

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

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.

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

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.

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.

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.

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.

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

Directory of Open Access Journals (Sweden)

Tania Dehesh

2015-01-01

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

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

Science.gov (United States)

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

2015-01-01

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

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…

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...

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.

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

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

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

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.

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...

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)

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.

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)

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

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.

Evaluation of JGM 2 geopotential errors from geosat, TOPEX/poseidon and ERS-1 crossover altimetry

Science.gov (United States)

Wagner, C. A.; Klokocník, J.; Tai, C. K.

1995-08-01

World-ocean distribution of the crossover altimetry data from Geosat, TOPEX/Poseidon (T/P) and the ERS 1 missions have provided strong independent evidence that NASA's/CSR's JGM 2 geopotential model (70 x 70 in spherical harmonics) yields accurate radial ephemerides for these satellites. In testing the sea height crossover differences found from altimetry and JGM 2 orbits for these satellites, we have used the sea height differences themselves (of ascending minus descending passes averaged at each location over many exact repeat cycles) and the Lumped Latitude Coefficients (LLC) derived from them. For Geosat we find the geopotential-induced LLC errors (exclusive of non-gravitational and initial state discrepancies) mostly below 6 cm, for TOPEX the corresponding errors are usually below 2 cm, and for ERS 1 (35-day cycle) they are generally belo2 5 cm. In addition, we have found that these observations agree well overall with predictions of accuracy derived from the JGM 2 variance-covariance matrix; the corresponding projected LLC errors for Geosat, T/P, and ERS 1 are usually between 1 and 4 cm, 1 - 2 cm, and 1 - 4 cm, respectively (they depend on the filtering of long-periodic perturbations and on the order of the LLC). This agreement is especially impressive for ERS 1 since no data of any kind from this mission was used in forming JGM 2. The observed crossover differences for Geosat, T/P and ERS 1 are 8, 3, and 11 cm (rms), respectively. These observations also agree well with prediction of accuracy derived from the JGM 2 variance-covariance matrix; the corresponding projected crossover errors for Geosat and T/P are 8 cm and 2.3 cm, respectively. The precision of our mean difference observations is about 3 cm for Geosat (approx. 24,000 observations), 1.5 cm for T/P (approx. 6,000 observations) and 5 cm for ERS 1 (approx. 44,000 observations). Thus, these ``global'' independent data should provide a valuable new source for improving geopotential models. Our results

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...

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.

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...

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.

Reprint of "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

2017-08-01

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.

Estimation and calibration of observation impact signals using the Lanczos method in NOAA/NCEP data assimilation system

Directory of Open Access Journals (Sweden)

M. Wei

2012-09-01

Full Text Available Despite the tremendous progress that has been made in data assimilation (DA methodology, observing systems that reduce observation errors, and model improvements that reduce background errors, the analyses produced by the best available DA systems are still different from the truth. Analysis error and error covariance are important since they describe the accuracy of the analyses, and are directly related to the future forecast errors, i.e., the forecast quality. In addition, analysis error covariance is critically important in building an efficient ensemble forecast system (EFS.

Estimating analysis error covariance in an ensemble-based Kalman filter DA is straightforward, but it is challenging in variational DA systems, which have been in operation at most NWP (Numerical Weather Prediction centers. In this study, we use the Lanczos method in the NCEP (the National Centers for Environmental Prediction Gridpoint Statistical Interpolation (GSI DA system to look into other important aspects and properties of this method that were not exploited before. We apply this method to estimate the observation impact signals (OIS, which are directly related to the analysis error variances. It is found that the smallest eigenvalue of the transformed Hessian matrix converges to one as the number of minimization iterations increases. When more observations are assimilated, the convergence becomes slower and more eigenvectors are needed to retrieve the observation impacts. It is also found that the OIS over data-rich regions can be represented by the eigenvectors with dominant eigenvalues.

Since only a limited number of eigenvectors can be computed due to computational expense, the OIS is severely underestimated, and the analysis error variance is consequently overestimated. It is found that the mean OIS values for temperature and wind components at typical model levels are increased by about 1.5 times when the number of eigenvectors is doubled

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

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)

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.

Cross-covariance functions for multivariate geostatistics

KAUST Repository

Genton, Marc G.

2015-05-01

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

Cross-covariance functions for multivariate geostatistics

KAUST Repository

Genton, Marc G.; Kleiber, William

2015-01-01

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

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.

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.

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

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...

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

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.

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.

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.

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...

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

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)

Covariance matrices for nuclear cross sections derived from nuclear model calculations

International Nuclear Information System (INIS)

Smith, D. L.

2005-01-01

The growing need for covariance information to accompany the evaluated cross section data libraries utilized in contemporary nuclear applications is spurring the development of new methods to provide this information. Many of the current general purpose libraries of evaluated nuclear data used in applications are derived either almost entirely from nuclear model calculations or from nuclear model calculations benchmarked by available experimental data. Consequently, a consistent method for generating covariance information under these circumstances is required. This report discusses a new approach to producing covariance matrices for cross sections calculated using nuclear models. The present method involves establishing uncertainty information for the underlying parameters of nuclear models used in the calculations and then propagating these uncertainties through to the derived cross sections and related nuclear quantities by means of a Monte Carlo technique rather than the more conventional matrix error propagation approach used in some alternative methods. The formalism to be used in such analyses is discussed in this report along with various issues and caveats that need to be considered in order to proceed with a practical implementation of the methodology

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

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

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,

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

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.

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.

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.

The Potential Observation Network Design with Mesoscale Ensemble Sensitivities in Complex Terrain

Science.gov (United States)

2012-03-01

in synoptic storms , extratropical transition and developing hurricanes. Because they rely on lagged covariances from a finite-sized ensemble, they...diagnose predictors of forecast error in synoptic storms , extratropical transition and developing hurricanes. Because they rely on lagged covariances...sensitivities can be used successfully to diagnose predictors of forecast error in synoptic storms (Torn and Hakim 2008), extratropical transition (Torn and

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.

Calculation of track and vertex errors for detector design studies

International Nuclear Information System (INIS)

Harr, R.

1995-01-01

The Kalman Filter technique has come into wide use for charged track reconstruction in high-energy physics experiments. It is also well suited for detector design studies, allowing for the efficient estimation of optimal track covariance matrices without the need of a hit level Monte Carlo simulation. Although much has been published about the Kalman filter equations, there is a lack of previous literature explaining how to implement the equations. In this paper, the operators necessary to implement the Kalman filter equations for two common detector configurations are worked out: a central detector in a uniform solenoidal magnetic field, and a fixed-target detector with no magnetic field in the region of the interactions. With the track covariance matrices in hand, vertex and invariant mass errors are readily calculable. These quantities are particularly interesting for evaluating experiments designed to study weakly decaying particles which give rise to displaced vertices. The optimal vertex errors are obtained via a constrained vertex fit. Solutions are presented to the constrained vertex problem with and without kinematic constraints. Invariant mass errors are obtained via propagation of errors; the use of vertex constrained track parameters is discussed. Many of the derivations are new or previously unpublished

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...

Generation of covariance data among values from a single set of experiments

International Nuclear Information System (INIS)

Smith, D.L.

1992-01-01

Modern nuclear data evaluation methods demand detailed uncertainty information for all input results to be considered. It can be shown from basic statistical principles that provision of a covariance matrix for a set of data provides the necessary information for its proper consideration in the context of other included experimental data and/or a priori representations of the physical parameters in question. This paper examines how an experimenter should go about preparing the covariance matrix for any single experimental data set he intends to report. The process involves detailed examination of the experimental procedures, identification of all error sources (both random and systematic); and consideration of any internal discrepancies. Some specific examples are given to illustrate the methods and principles involved

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.

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

Covariant field equations in supergravity

Energy Technology Data Exchange (ETDEWEB)

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

2017-12-15

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

Covariant field equations in supergravity

International Nuclear Information System (INIS)

Vanhecke, Bram; Proeyen, Antoine van

2017-01-01

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

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

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

Directory of Open Access Journals (Sweden)

Liangping Wu

2014-08-01

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

A Sequential Multiplicative Extended Kalman Filter for Attitude Estimation Using Vector Observations

Science.gov (United States)

Qin, Fangjun; Jiang, Sai; Zha, Feng

2018-01-01

In this paper, a sequential multiplicative extended Kalman filter (SMEKF) is proposed for attitude estimation using vector observations. In the proposed SMEKF, each of the vector observations is processed sequentially to update the attitude, which can make the measurement model linearization more accurate for the next vector observation. This is the main difference to Murrell’s variation of the MEKF, which does not update the attitude estimate during the sequential procedure. Meanwhile, the covariance is updated after all the vector observations have been processed, which is used to account for the special characteristics of the reset operation necessary for the attitude update. This is the main difference to the traditional sequential EKF, which updates the state covariance at each step of the sequential procedure. The numerical simulation study demonstrates that the proposed SMEKF has more consistent and accurate performance in a wide range of initial estimate errors compared to the MEKF and its traditional sequential forms. PMID:29751538

A Sequential Multiplicative Extended Kalman Filter for Attitude Estimation Using Vector Observations

Directory of Open Access Journals (Sweden)

Fangjun Qin

2018-05-01

Full Text Available In this paper, a sequential multiplicative extended Kalman filter (SMEKF is proposed for attitude estimation using vector observations. In the proposed SMEKF, each of the vector observations is processed sequentially to update the attitude, which can make the measurement model linearization more accurate for the next vector observation. This is the main difference to Murrell’s variation of the MEKF, which does not update the attitude estimate during the sequential procedure. Meanwhile, the covariance is updated after all the vector observations have been processed, which is used to account for the special characteristics of the reset operation necessary for the attitude update. This is the main difference to the traditional sequential EKF, which updates the state covariance at each step of the sequential procedure. The numerical simulation study demonstrates that the proposed SMEKF has more consistent and accurate performance in a wide range of initial estimate errors compared to the MEKF and its traditional sequential forms.

Reduced-Rank Array Modes of the California Current Observing System

Science.gov (United States)

Moore, Andrew M.; Arango, Hernan G.; Edwards, Christopher A.

2018-01-01

The information content of the ocean observing array spanning the U.S. west coast is explored using the reduced-rank array modes (RAMs) derived from a four-dimensional variational (4D-Var) data assimilation system covering a period of three decades. RAMs are an extension of the original formulation of array modes introduced by Bennett (1985) but in the reduced model state-space explored by the 4D-Var system, and reveal the extent to which this space is activated by the observations. The projection of the RAMs onto the empirical orthogonal functions (EOFs) of the 4D-Var background error correlation matrix provides a quantitative measure of the effectiveness of the measurements in observing the circulation. It is found that much of the space spanned by the background error covariance is unconstrained by the present ocean observing system. The RAM spectrum is also used to introduce a new criterion to prevent 4D-Var from overfitting the model to the observations.

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...

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.

Systematic Error Study for ALICE charged-jet v2 Measurement

Energy Technology Data Exchange (ETDEWEB)

Heinz, M. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Soltz, R. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

2017-07-18

We study the treatment of systematic errors in the determination of v₂ for charged jets in √ sNN = 2:76 TeV Pb-Pb collisions by the ALICE Collaboration. Working with the reported values and errors for the 0-5% centrality data we evaluate the Χ² according to the formulas given for the statistical and systematic errors, where the latter are separated into correlated and shape contributions. We reproduce both the Χ² and p-values relative to a null (zero) result. We then re-cast the systematic errors into an equivalent co-variance matrix and obtain identical results, demonstrating that the two methods are equivalent.

Covariant w∞ gravity

NARCIS (Netherlands)

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

1990-01-01

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

A study on the characteristics of retrospective optimal interpolation using an Observing System Simulation Experiment

Science.gov (United States)

Kim, Shin-Woo; Noh, Nam-Kyu; Lim, Gyu-Ho

2013-04-01

This study presents the introduction of retrospective optimal interpolation (ROI) and its application with Weather Research and Forecasting model (WRF). Song et al. (2009) suggested ROI method which is an optimal interpolation (OI) that gradually assimilates observations over the analysis window for variance-minimum estimate of an atmospheric state at the initial time of the analysis window. The assimilation window of ROI algorithm is gradually increased, similar with that of the quasi-static variational assimilation (QSVA; Pires et al., 1996). Unlike QSVA method, however, ROI method assimilates the data at post analysis time using perturbation method (Verlaan and Heemink, 1997) without adjoint model. Song and Lim (2011) improved this method by incorporating eigen-decomposition and covariance inflation. The computational costs for ROI can be reduced due to the eigen-decomposition of background error covariance which can concentrate ROI analyses on the error variances of governing eigenmodes by transforming the control variables into eigenspace. A total energy norm is used for the normalization of each control variables. In this study, ROI method is applied to WRF model with Observing System Simulation Experiment (OSSE) to validate the algorithm and to investigate the capability. Horizontal wind, pressure, potential temperature, and water vapor mixing ratio are used for control variables and observations. Firstly, 1-profile assimilation experiment is performed. Subsequently, OSSE's are performed using the virtual observing system which consists of synop, ship, and sonde data. The difference between forecast errors with assimilation and without assimilation is obviously increased as time passed, which means the improvement of forecast error with the assimilation by ROI. The characteristics and strength/weakness of ROI method are also investigated by conducting the experiments with 3D-Var (3-dimensional variational) method and 4D-Var (4-dimensional variational) method

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)

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…

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)

Robust D-optimal designs under correlated error, applicable invariantly for some lifetime distributions

International Nuclear Information System (INIS)

Das, Rabindra Nath; Kim, Jinseog; Park, Jeong-Soo

2015-01-01

In quality engineering, the most commonly used lifetime distributions are log-normal, exponential, gamma and Weibull. Experimental designs are useful for predicting the optimal operating conditions of the process in lifetime improvement experiments. In the present article, invariant robust first-order D-optimal designs are derived for correlated lifetime responses having the above four distributions. Robust designs are developed for some correlated error structures. It is shown that robust first-order D-optimal designs for these lifetime distributions are always robust rotatable but the converse is not true. Moreover, it is observed that these designs depend on the respective error covariance structure but are invariant to the above four lifetime distributions. This article generalizes the results of Das and Lin [7] for the above four lifetime distributions with general (intra-class, inter-class, compound symmetry, and tri-diagonal) correlated error structures. - Highlights: • This paper presents invariant robust first-order D-optimal designs under correlated lifetime responses. • The results of Das and Lin [7] are extended for the four lifetime (log-normal, exponential, gamma and Weibull) distributions. • This paper also generalizes the results of Das and Lin [7] to more general correlated error structures

DINEOF reconstruction of clouded images including error maps – application to the Sea-Surface Temperature around Corsican Island

Directory of Open Access Journals (Sweden)

J.-M. Beckers

2006-01-01

Full Text Available We present an extension to the Data INterpolating Empirical Orthogonal Functions (DINEOF technique which allows not only to fill in clouded images but also to provide an estimation of the error covariance of the reconstruction. This additional information is obtained by an analogy with optimal interpolation. It is shown that the error fields can be obtained with a clever rearrangement of calculations at a cost comparable to that of the interpolation itself. The method is presented on the reconstruction of sea-surface temperature in the Ligurian Sea and around the Corsican Island (Mediterranean Sea, including the calculation of inter-annual variability of average surface values and their expected errors. The application shows that the error fields are not only able to reflect the data-coverage structure but also the covariances of the physical fields.

A Comparison of Three Gap Filling Techniques for Eddy Covariance Net Carbon Fluxes in Short Vegetation Ecosystems

Directory of Open Access Journals (Sweden)

Xiaosong Zhao

2015-01-01

Full Text Available Missing data is an inevitable problem when measuring CO2, water, and energy fluxes between biosphere and atmosphere by eddy covariance systems. To find the optimum gap-filling method for short vegetations, we review three-methods mean diurnal variation (MDV, look-up tables (LUT, and nonlinear regression (NLR for estimating missing values of net ecosystem CO2 exchange (NEE in eddy covariance time series and evaluate their performance for different artificial gap scenarios based on benchmark datasets from marsh and cropland sites in China. The cumulative errors for three methods have no consistent bias trends, which ranged between −30 and +30 mgCO2 m−2 from May to October at three sites. To reduce sum bias in maximum, combined gap-filling methods were selected for short vegetation. The NLR or LUT method was selected after plant rapidly increasing in spring and before the end of plant growing, and MDV method was used to the other stage. The sum relative error (SRE of optimum method ranged between −2 and +4% for four-gap level at three sites, except for 55% gaps at soybean site, which also obviously reduced standard deviation of error.

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....

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.

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.

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.

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

Orbit error characteristic and distribution of TLE using CHAMP orbit data

Science.gov (United States)

Xu, Xiao-li; Xiong, Yong-qing

2018-02-01

Space object orbital covariance data is required for collision risk assessments, but publicly accessible two line element (TLE) data does not provide orbital error information. This paper compared historical TLE data and GPS precision ephemerides of CHAMP to assess TLE orbit accuracy from 2002 to 2008, inclusive. TLE error spatial variations with longitude and latitude were calculated to analyze error characteristics and distribution. The results indicate that TLE orbit data are systematically biased from the limited SGP4 model. The biases can reach the level of kilometers, and the sign and magnitude are correlate significantly with longitude.

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.

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...

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.

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.

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

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.

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

Pairwise registration of TLS point clouds using covariance descriptors and a non-cooperative game

Science.gov (United States)

Zai, Dawei; Li, Jonathan; Guo, Yulan; Cheng, Ming; Huang, Pengdi; Cao, Xiaofei; Wang, Cheng

2017-12-01

It is challenging to automatically register TLS point clouds with noise, outliers and varying overlap. In this paper, we propose a new method for pairwise registration of TLS point clouds. We first generate covariance matrix descriptors with an adaptive neighborhood size from point clouds to find candidate correspondences, we then construct a non-cooperative game to isolate mutual compatible correspondences, which are considered as true positives. The method was tested on three models acquired by two different TLS systems. Experimental results demonstrate that our proposed adaptive covariance (ACOV) descriptor is invariant to rigid transformation and robust to noise and varying resolutions. The average registration errors achieved on three models are 0.46 cm, 0.32 cm and 1.73 cm, respectively. The computational times cost on these models are about 288 s, 184 s and 903 s, respectively. Besides, our registration framework using ACOV descriptors and a game theoretic method is superior to the state-of-the-art methods in terms of both registration error and computational time. The experiment on a large outdoor scene further demonstrates the feasibility and effectiveness of our proposed pairwise registration framework.

Observability of satellite launcher navigation with INS, GPS, attitude sensors and reference trajectory

Science.gov (United States)

Beaudoin, Yanick; Desbiens, André; Gagnon, Eric; Landry, René

2018-01-01

The navigation system of a satellite launcher is of paramount importance. In order to correct the trajectory of the launcher, the position, velocity and attitude must be known with the best possible precision. In this paper, the observability of four navigation solutions is investigated. The first one is the INS/GPS couple. Then, attitude reference sensors, such as magnetometers, are added to the INS/GPS solution. The authors have already demonstrated that the reference trajectory could be used to improve the navigation performance. This approach is added to the two previously mentioned navigation systems. For each navigation solution, the observability is analyzed with different sensor error models. First, sensor biases are neglected. Then, sensor biases are modelled as random walks and as first order Markov processes. The observability is tested with the rank and condition number of the observability matrix, the time evolution of the covariance matrix and sensitivity to measurement outlier tests. The covariance matrix is exploited to evaluate the correlation between states in order to detect structural unobservability problems. Finally, when an unobservable subspace is detected, the result is verified with theoretical analysis of the navigation equations. The results show that evaluating only the observability of a model does not guarantee the ability of the aiding sensors to correct the INS estimates within the mission time. The analysis of the covariance matrix time evolution could be a powerful tool to detect this situation, however in some cases, the problem is only revealed with a sensitivity to measurement outlier test. None of the tested solutions provide GPS position bias observability. For the considered mission, the modelling of the sensor biases as random walks or Markov processes gives equivalent results. Relying on the reference trajectory can improve the precision of the roll estimates. But, in the context of a satellite launcher, the roll

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.

On the Methodology to Calculate the Covariance of Estimated Resonance Parameters

International Nuclear Information System (INIS)

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

2015-01-01

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

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

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...

Analysis of Point Based Image Registration Errors With Applications in Single Molecule Microscopy.

Science.gov (United States)

Cohen, E A K; Ober, R J

2013-12-15

We present an asymptotic treatment of errors involved in point-based image registration where control point (CP) localization is subject to heteroscedastic noise; a suitable model for image registration in fluorescence microscopy. Assuming an affine transform, CPs are used to solve a multivariate regression problem. With measurement errors existing for both sets of CPs this is an errors-in-variable problem and linear least squares is inappropriate; the correct method being generalized least squares. To allow for point dependent errors the equivalence of a generalized maximum likelihood and heteroscedastic generalized least squares model is achieved allowing previously published asymptotic results to be extended to image registration. For a particularly useful model of heteroscedastic noise where covariance matrices are scalar multiples of a known matrix (including the case where covariance matrices are multiples of the identity) we provide closed form solutions to estimators and derive their distribution. We consider the target registration error (TRE) and define a new measure called the localization registration error (LRE) believed to be useful, especially in microscopy registration experiments. Assuming Gaussianity of the CP localization errors, it is shown that the asymptotic distribution for the TRE and LRE are themselves Gaussian and the parameterized distributions are derived. Results are successfully applied to registration in single molecule microscopy to derive the key dependence of the TRE and LRE variance on the number of CPs and their associated photon counts. Simulations show asymptotic results are robust for low CP numbers and non-Gaussianity. The method presented here is shown to outperform GLS on real imaging data.

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

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.

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.

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.

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.

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).

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.)

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...

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...

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...

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.

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.

PERFORMANCE OF THE ZERO FORCING PRECODING MIMO BROADCAST SYSTEMS WITH CHANNEL ESTIMATION ERRORS

Institute of Scientific and Technical Information of China (English)

Wang Jing; Liu Zhanli; Wang Yan; You Xiaohu

2007-01-01

In this paper, the effect of channel estimation errors upon the Zero Forcing (ZF) precoding Multiple Input Multiple Output Broadcast (MIMO BC) systems was studied. Based on the two kinds of Gaussian estimation error models, the performance analysis is conducted under different power allocation strategies. Analysis and simulation show that if the covariance of channel estimation errors is independent of the received Signal to Noise Ratio (SNR), imperfect channel knowledge deteriorates the sum capacity and the Bit Error Rate (BER) performance severely. However, under the situation of orthogonal training and the Minimum Mean Square Error (MMSE) channel estimation, the sum capacity and BER performance are consistent with those of the perfect Channel State Information (CSI)with only a performance degradation.

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.

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

Science.gov (United States)

Gaskins, J T; Daniels, M J

2016-01-02

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

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.

Covariant diagrams for one-loop matching

Energy Technology Data Exchange (ETDEWEB)

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

2017-05-30

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

Covariant diagrams for one-loop matching

International Nuclear Information System (INIS)

Zhang, Zhengkang

2017-01-01

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

Fast Computing for Distance Covariance

OpenAIRE

Huo, Xiaoming; Szekely, Gabor J.

2014-01-01

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

On estimating cosmology-dependent covariance matrices

International Nuclear Information System (INIS)

Morrison, Christopher B.; Schneider, Michael D.

2013-01-01

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

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

Science.gov (United States)

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

2014-07-01

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

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

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)

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...

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...

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.

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)].

Competing risks and time-dependent covariates

DEFF Research Database (Denmark)

Cortese, Giuliana; Andersen, Per K

2010-01-01

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

Activities of covariance utilization working group

International Nuclear Information System (INIS)

Tsujimoto, Kazufumi

2013-01-01

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

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.

Impact of transport model errors on the global and regional methane emissions estimated by inverse modelling

Directory of Open Access Journals (Sweden)

R. Locatelli

2013-10-01

question the consistency of transport model errors in current inverse systems. Future inversions should include more accurately prescribed observation covariances matrices in order to limit the impact of transport model errors on estimated methane fluxes.

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.

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

Quality Quantification of Evaluated Cross Section Covariances

International Nuclear Information System (INIS)

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

2015-01-01

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

Improvement of covariance data for fast reactors

International Nuclear Information System (INIS)

Shibata, Keiichi; Hasegawa, Akira

2000-02-01

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

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.

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)

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

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

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...

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

Science.gov (United States)

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

2018-05-06

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

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…

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.

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....

Considerations for analysis of time-to-event outcomes measured with error: Bias and correction with SIMEX.

Science.gov (United States)

Oh, Eric J; Shepherd, Bryan E; Lumley, Thomas; Shaw, Pamela A

2018-04-15

For time-to-event outcomes, a rich literature exists on the bias introduced by covariate measurement error in regression models, such as the Cox model, and methods of analysis to address this bias. By comparison, less attention has been given to understanding the impact or addressing errors in the failure time outcome. For many diseases, the timing of an event of interest (such as progression-free survival or time to AIDS progression) can be difficult to assess or reliant on self-report and therefore prone to measurement error. For linear models, it is well known that random errors in the outcome variable do not bias regression estimates. With nonlinear models, however, even random error or misclassification can introduce bias into estimated parameters. We compare the performance of 2 common regression models, the Cox and Weibull models, in the setting of measurement error in the failure time outcome. We introduce an extension of the SIMEX method to correct for bias in hazard ratio estimates from the Cox model and discuss other analysis options to address measurement error in the response. A formula to estimate the bias induced into the hazard ratio by classical measurement error in the event time for a log-linear survival model is presented. Detailed numerical studies are presented to examine the performance of the proposed SIMEX method under varying levels and parametric forms of the error in the outcome. We further illustrate the method with observational data on HIV outcomes from the Vanderbilt Comprehensive Care Clinic. Copyright © 2017 John Wiley & Sons, Ltd.

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.)

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

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.

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

Eddy-covariance methane flux measurements over a European beech forest

Science.gov (United States)

Gentsch, Lydia; Siebicke, Lukas; Knohl, Alexander

2015-04-01

The role of forests in global methane (CH4) turnover is currently not well constrained, partially because of the lack of spatially integrative forest-scale measurements of CH4 fluxes. Soil chamber measurements imply that temperate forests generally act as CH4 sinks. Upscaling of chamber observations to the forest scale is however problematic, if the upscaling is not constrained by concurrent 'top-down' measurements, such as of the eddy-covariance type, which provide sufficient integration of spatial variations and of further potential CH4 flux components within forest ecosystems. Ongoing development of laser absorption-based optical instruments, resulting in enhanced measurement stability, precision and sampling speed, has recently improved the prospects for meaningful eddy-covariance measurements at sites with presumably low CH4 fluxes, hence prone to reach the flux detection limit. At present, we are launching eddy-covariance CH4 measurements at a long-running ICOS flux tower site (Hainich National Park, Germany), located in a semi natural, unmanaged, beech dominated forest. Eddy-covariance measurements will be conducted with a laser spectrometer for parallel CH4, H2Ov and CO2 measurements (FGGA, Los Gatos Research, USA). Independent observations of the CO2 flux by the FGGA and a standard Infrared Gas Analyser (LI-7200, LI-COR, USA) will allow to evaluate data quality of measured CH4 fluxes. Here, we want to present first results with a focus on uncertainties of the calculated CH4 fluxes with regard to instrument precision, data processing and site conditions. In future, we plan to compare eddy-covariance flux estimates to side-by-side turbulent flux observations from a novel eddy accumulation system. Furthermore, soil CH4 fluxes will be measured with four automated chambers situated within the tower footprint. Based on a previous soil chamber study at the same site, we expect the Hainich forest site to act as a CH4 sink. However, we hypothesize that our

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

Science.gov (United States)

von Cramon-Taubadel, Noreen; Schroeder, Lauren

2016-10-01

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

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.

Covariant diagrams for one-loop matching

International Nuclear Information System (INIS)

Zhang, Zhengkang

2016-10-01

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

Covariant diagrams for one-loop matching

Energy Technology Data Exchange (ETDEWEB)

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

2016-10-15

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

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

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

Forecast Combination under Heavy-Tailed Errors

Directory of Open Access Journals (Sweden)

Gang Cheng

2015-11-01

Full Text Available Forecast combination has been proven to be a very important technique to obtain accurate predictions for various applications in economics, finance, marketing and many other areas. In many applications, forecast errors exhibit heavy-tailed behaviors for various reasons. Unfortunately, to our knowledge, little has been done to obtain reliable forecast combinations for such situations. The familiar forecast combination methods, such as simple average, least squares regression or those based on the variance-covariance of the forecasts, may perform very poorly due to the fact that outliers tend to occur, and they make these methods have unstable weights, leading to un-robust forecasts. To address this problem, in this paper, we propose two nonparametric forecast combination methods. One is specially proposed for the situations in which the forecast errors are strongly believed to have heavy tails that can be modeled by a scaled Student’s t-distribution; the other is designed for relatively more general situations when there is a lack of strong or consistent evidence on the tail behaviors of the forecast errors due to a shortage of data and/or an evolving data-generating process. Adaptive risk bounds of both methods are developed. They show that the resulting combined forecasts yield near optimal mean forecast errors relative to the candidate forecasts. Simulations and a real example demonstrate their superior performance in that they indeed tend to have significantly smaller prediction errors than the previous combination methods in the presence of forecast outliers.

Correlation- and covariance-supported normalization method for estimating orthodontic trainer treatment for clenching activity.

Science.gov (United States)

Akdenur, B; Okkesum, S; Kara, S; Günes, S

2009-11-01

In this study, electromyography signals sampled from children undergoing orthodontic treatment were used to estimate the effect of an orthodontic trainer on the anterior temporal muscle. A novel data normalization method, called the correlation- and covariance-supported normalization method (CCSNM), based on correlation and covariance between features in a data set, is proposed to provide predictive guidance to the orthodontic technique. The method was tested in two stages: first, data normalization using the CCSNM; second, prediction of normalized values of anterior temporal muscles using an artificial neural network (ANN) with a Levenberg-Marquardt learning algorithm. The data set consists of electromyography signals from right anterior temporal muscles, recorded from 20 children aged 8-13 years with class II malocclusion. The signals were recorded at the start and end of a 6-month treatment. In order to train and test the ANN, two-fold cross-validation was used. The CCSNM was compared with four normalization methods: minimum-maximum normalization, z score, decimal scaling, and line base normalization. In order to demonstrate the performance of the proposed method, prevalent performance-measuring methods, and the mean square error and mean absolute error as mathematical methods, the statistical relation factor R2 and the average deviation have been examined. The results show that the CCSNM was the best normalization method among other normalization methods for estimating the effect of the trainer.

Covariance Evaluation Methodology for Neutron Cross Sections

Energy Technology Data Exchange (ETDEWEB)

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

2008-09-01

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

Covariance matrices of experimental data

International Nuclear Information System (INIS)

Perey, F.G.

1978-01-01

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

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.)

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

Science.gov (United States)

Westgate, Philip M

2013-07-20

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

Covariant perturbations of Schwarzschild black holes

International Nuclear Information System (INIS)

Clarkson, Chris A; Barrett, Richard K

2003-01-01

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

Semiparametric Bayesian Analysis of Nutritional Epidemiology Data in the Presence of Measurement Error

KAUST Repository

Sinha, Samiran

2009-08-10

We propose a semiparametric Bayesian method for handling measurement error in nutritional epidemiological data. Our goal is to estimate nonparametrically the form of association between a disease and exposure variable while the true values of the exposure are never observed. Motivated by nutritional epidemiological data, we consider the setting where a surrogate covariate is recorded in the primary data, and a calibration data set contains information on the surrogate variable and repeated measurements of an unbiased instrumental variable of the true exposure. We develop a flexible Bayesian method where not only is the relationship between the disease and exposure variable treated semiparametrically, but also the relationship between the surrogate and the true exposure is modeled semiparametrically. The two nonparametric functions are modeled simultaneously via B-splines. In addition, we model the distribution of the exposure variable as a Dirichlet process mixture of normal distributions, thus making its modeling essentially nonparametric and placing this work into the context of functional measurement error modeling. We apply our method to the NIH-AARP Diet and Health Study and examine its performance in a simulation study.

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)

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

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.

Spatiotemporal noise covariance estimation from limited empirical magnetoencephalographic data

International Nuclear Information System (INIS)

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

2006-01-01

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

Covariance Inflation in the Ensemble Kalman Filter: A Residual Nudging Perspective and Some Implications

KAUST Repository

Luo, Xiaodong; Hoteit, Ibrahim

2013-01-01

This article examines the influence of covariance inflation on the distance between the measured observation and the simulated (or predicted) observation with respect to the state estimate. In order for the aforementioned distance to be bounded in a certain interval, some sufficient conditions are derived, indicating that the covariance inflation factor should be bounded in a certain interval, and that the inflation bounds are related to the maximum and minimum eigenvalues of certain matrices. Implications of these analytic results are discussed, and a numerical experiment is presented to verify the validity of the analysis conducted.

Covariance Inflation in the Ensemble Kalman Filter: A Residual Nudging Perspective and Some Implications

KAUST Repository

Luo, Xiaodong

2013-10-01

This article examines the influence of covariance inflation on the distance between the measured observation and the simulated (or predicted) observation with respect to the state estimate. In order for the aforementioned distance to be bounded in a certain interval, some sufficient conditions are derived, indicating that the covariance inflation factor should be bounded in a certain interval, and that the inflation bounds are related to the maximum and minimum eigenvalues of certain matrices. Implications of these analytic results are discussed, and a numerical experiment is presented to verify the validity of the analysis conducted.

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

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

Large-region acoustic source mapping using a movable array and sparse covariance fitting.

Science.gov (United States)

Zhao, Shengkui; Tuna, Cagdas; Nguyen, Thi Ngoc Tho; Jones, Douglas L

2017-01-01

Large-region acoustic source mapping is important for city-scale noise monitoring. Approaches using a single-position measurement scheme to scan large regions using small arrays cannot provide clean acoustic source maps, while deploying large arrays spanning the entire region of interest is prohibitively expensive. A multiple-position measurement scheme is applied to scan large regions at multiple spatial positions using a movable array of small size. Based on the multiple-position measurement scheme, a sparse-constrained multiple-position vectorized covariance matrix fitting approach is presented. In the proposed approach, the overall sample covariance matrix of the incoherent virtual array is first estimated using the multiple-position array data and then vectorized using the Khatri-Rao (KR) product. A linear model is then constructed for fitting the vectorized covariance matrix and a sparse-constrained reconstruction algorithm is proposed for recovering source powers from the model. The user parameter settings are discussed. The proposed approach is tested on a 30 m × 40 m region and a 60 m × 40 m region using simulated and measured data. Much cleaner acoustic source maps and lower sound pressure level errors are obtained compared to the beamforming approaches and the previous sparse approach [Zhao, Tuna, Nguyen, and Jones, Proc. IEEE Intl. Conf. on Acoustics, Speech and Signal Processing (ICASSP) (2016)].

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

International Nuclear Information System (INIS)

Nasseri, K.K.

1987-07-01

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

Variance 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

Modifications of Sp(2) covariant superfield quantization

Energy Technology Data Exchange (ETDEWEB)

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

2003-12-04

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

Covariant quantizations in plane and curved spaces

International Nuclear Information System (INIS)

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

2017-01-01

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

Covariant quantizations in plane and curved spaces

Energy Technology Data Exchange (ETDEWEB)

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

2017-07-15

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

Construction of covariance matrix for experimental data

International Nuclear Information System (INIS)

Liu Tingjin; Zhang Jianhua

1992-01-01

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

Instantaneous Attitude Determination Based on Original Multi-antenna Observations Using Adaptively Robust Kalman Filtering

Directory of Open Access Journals (Sweden)

GAN Yu

2015-09-01

Full Text Available Attitude determination directly by carrier phase observation makes optimal use of observation and attitude constraints. The phase models based on misalignment angle and multiplicative quaternion error are derived. The state models for attitude estimation with and without external angular rate sensors are both erected. The attitude errors are estimated by adaptively robust filtering, in which the adaptive factors of ambiguity and attitude error are decided respectively following the idea of multi adaptive factor filtering. The factor of attitude is determined by a three-section function containing Ratio. Adaptively robust filtering makes the best use of constraint and historical information, fusing them in the calculation of float solution. As the accuracy of float solution and the structure of covariance matrix are improved greatly, the fix solution can be searched efficiently using LAMBDA (least-squares ambiguity decorrelation adjustment method merely, perfectly fulfilling the real-time requirement. Field test of a ship-based three-antenna attitude system is used to validate the proposed method. It is showed that direct attitude determination based on adaptively robust filtering has obvious advantages in efficiency and reliability.

Smooth individual level covariates adjustment in disease mapping.

Science.gov (United States)

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

2018-05-01

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

Development of covariance date for fast reactor cores. 3

International Nuclear Information System (INIS)

Shibata, Keiichi; Hasegawa, Akira

1999-03-01

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

The covariant chiral ring

Energy Technology Data Exchange (ETDEWEB)

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

2016-03-23

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

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

International Nuclear Information System (INIS)

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

1992-01-01

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

Statistical learning from nonrecurrent experience with discrete input variables and recursive-error-minimization equations

Science.gov (United States)

Carter, Jeffrey R.; Simon, Wayne E.

1990-08-01

Neural networks are trained using Recursive Error Minimization (REM) equations to perform statistical classification. Using REM equations with continuous input variables reduces the required number of training experiences by factors of one to two orders of magnitude over standard back propagation. Replacing the continuous input variables with discrete binary representations reduces the number of connections by a factor proportional to the number of variables reducing the required number of experiences by another order of magnitude. Undesirable effects of using recurrent experience to train neural networks for statistical classification problems are demonstrated and nonrecurrent experience used to avoid these undesirable effects. 1. THE 1-41 PROBLEM The statistical classification problem which we address is is that of assigning points in ddimensional space to one of two classes. The first class has a covariance matrix of I (the identity matrix) the covariance matrix of the second class is 41. For this reason the problem is known as the 1-41 problem. Both classes have equal probability of occurrence and samples from both classes may appear anywhere throughout the ddimensional space. Most samples near the origin of the coordinate system will be from the first class while most samples away from the origin will be from the second class. Since the two classes completely overlap it is impossible to have a classifier with zero error. The minimum possible error is known as the Bayes error and

Accounting for the measurement error of spectroscopically inferred soil carbon data for improved precision of spatial predictions.

Science.gov (United States)

Somarathna, P D S N; Minasny, Budiman; Malone, Brendan P; Stockmann, Uta; McBratney, Alex B

2018-08-01

Spatial modelling of environmental data commonly only considers spatial variability as the single source of uncertainty. In reality however, the measurement errors should also be accounted for. In recent years, infrared spectroscopy has been shown to offer low cost, yet invaluable information needed for digital soil mapping at meaningful spatial scales for land management. However, spectrally inferred soil carbon data are known to be less accurate compared to laboratory analysed measurements. This study establishes a methodology to filter out the measurement error variability by incorporating the measurement error variance in the spatial covariance structure of the model. The study was carried out in the Lower Hunter Valley, New South Wales, Australia where a combination of laboratory measured, and vis-NIR and MIR inferred topsoil and subsoil soil carbon data are available. We investigated the applicability of residual maximum likelihood (REML) and Markov Chain Monte Carlo (MCMC) simulation methods to generate parameters of the Matérn covariance function directly from the data in the presence of measurement error. The results revealed that the measurement error can be effectively filtered-out through the proposed technique. When the measurement error was filtered from the data, the prediction variance almost halved, which ultimately yielded a greater certainty in spatial predictions of soil carbon. Further, the MCMC technique was successfully used to define the posterior distribution of measurement error. This is an important outcome, as the MCMC technique can be used to estimate the measurement error if it is not explicitly quantified. Although this study dealt with soil carbon data, this method is amenable for filtering the measurement error of any kind of continuous spatial environmental data. Copyright © 2018 Elsevier B.V. All rights reserved.

Introduction to covariant formulation of superstring (field) theory

International Nuclear Information System (INIS)

Anon.

1987-01-01

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

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

KAUST Repository

Ma, Yanyuan

2010-09-14

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 series-based, omnibus goodness-of-fit test in this context, where no likelihood function is available or calculated-i.e. all the tests are proposed in the semiparametric model framework. We demonstrate that our tests have optimality properties and computational advantages that are similar to those of the classical score tests in the parametric model framework. The test procedures are applicable to several semiparametric extensions of measurement error models, including when the measurement error distribution is estimated non-parametrically as well as for generalized partially linear models. The performance of the local score-type and omnibus goodness-of-fit tests is demonstrated through simulation studies and analysis of a nutrition data set.

Graphical representation of covariant-contravariant modal formulae

Directory of Open Access Journals (Sweden)

Miguel Palomino

2011-08-01

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

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...

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.

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.

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.)

AFCI-2.0 Neutron Cross Section Covariance Library

Energy Technology Data Exchange (ETDEWEB)

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

2011-03-01

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

AFCI-2.0 Neutron Cross Section Covariance Library

International Nuclear Information System (INIS)

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

2011-01-01

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

Perceptual learning eases crowding by reducing recognition errors but not position errors.

Science.gov (United States)

Xiong, Ying-Zi; Yu, Cong; Zhang, Jun-Yun

2015-08-01

When an observer reports a letter flanked by additional letters in the visual periphery, the response errors (the crowding effect) may result from failure to recognize the target letter (recognition errors), from mislocating a correctly recognized target letter at a flanker location (target misplacement errors), or from reporting a flanker as the target letter (flanker substitution errors). Crowding can be reduced through perceptual learning. However, it is not known how perceptual learning operates to reduce crowding. In this study we trained observers with a partial-report task (Experiment 1), in which they reported the central target letter of a three-letter string presented in the visual periphery, or a whole-report task (Experiment 2), in which they reported all three letters in order. We then assessed the impact of training on recognition of both unflanked and flanked targets, with particular attention to how perceptual learning affected the types of errors. Our results show that training improved target recognition but not single-letter recognition, indicating that training indeed affected crowding. However, training did not reduce target misplacement errors or flanker substitution errors. This dissociation between target recognition and flanker substitution errors supports the view that flanker substitution may be more likely a by-product (due to response bias), rather than a cause, of crowding. Moreover, the dissociation is not consistent with hypothesized mechanisms of crowding that would predict reduced positional errors.

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

International Nuclear Information System (INIS)

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

1982-01-01

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

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

Multi-subject hierarchical inverse covariance modelling improves estimation of functional brain networks.

Science.gov (United States)

Colclough, Giles L; Woolrich, Mark W; Harrison, Samuel J; Rojas López, Pedro A; Valdes-Sosa, Pedro A; Smith, Stephen M

2018-05-07

A Bayesian model for sparse, hierarchical inverse covariance estimation is presented, and applied to multi-subject functional connectivity estimation in the human brain. It enables simultaneous inference of the strength of connectivity between brain regions at both subject and population level, and is applicable to fmri, meg and eeg data. Two versions of the model can encourage sparse connectivity, either using continuous priors to suppress irrelevant connections, or using an explicit description of the network structure to estimate the connection probability between each pair of regions. A large evaluation of this model, and thirteen methods that represent the state of the art of inverse covariance modelling, is conducted using both simulated and resting-state functional imaging datasets. Our novel Bayesian approach has similar performance to the best extant alternative, Ng et al.'s Sparse Group Gaussian Graphical Model algorithm, which also is based on a hierarchical structure. Using data from the Human Connectome Project, we show that these hierarchical models are able to reduce the measurement error in meg beta-band functional networks by 10%, producing concomitant increases in estimates of the genetic influence on functional connectivity. Copyright © 2018. Published by Elsevier Inc.

Covariance problem in two-dimensional quantum chromodynamics

International Nuclear Information System (INIS)

Hagen, C.R.

1979-01-01

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

Schroedinger covariance states in anisotropic waveguides

International Nuclear Information System (INIS)

Angelow, A.; Trifonov, D.

1995-03-01

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

Form of the manifestly covariant Lagrangian

Science.gov (United States)

Johns, Oliver Davis

1985-10-01

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

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.

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

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.)

Generation of the covariance matrix for a set of nuclear data produced by collapsing a larger parent set through the weighted averaging of equivalent data points

International Nuclear Information System (INIS)

Smith, D.L.

1987-01-01

A method is described for generating the covariance matrix of a set of experimental nuclear data which has been collapsed in size by the averaging of equivalent data points belonging to a larger parent data set. It is assumed that the data values and covariance matrix for the parent set are provided. The collapsed set is obtained by a proper weighted-averaging procedure based on the method of least squares. It is then shown by means of the law of error propagation that the elements of the covariance matrix for the collapsed set are linear combinations of elements from the parent set covariance matrix. The coefficients appearing in these combinations are binary products of the same coefficients which appear as weighting factors in the data collapsing procedure. As an example, the procedure is applied to a collection of recently-measured integral neutron-fission cross-section ratios. (orig.)

Cross-population myelination covariance of human cerebral cortex.

Science.gov (United States)

Ma, Zhiwei; Zhang, Nanyin

2017-09-01

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

New challenges and opportunities in the eddy-covariance methodology for long-term monitoring networks

Science.gov (United States)

Papale, Dario; Fratini, Gerardo

2013-04-01

Eddy-covariance is the most direct and most commonly applied methodology for measuring exchange fluxes of mass and energy between ecosystems and the atmosphere. In recent years, the number of environmental monitoring stations deploying eddy-covariance systems increased dramatically at the global level, exceeding 500 sites worldwide and covering most climatic and ecological regions. Several long-term environmental research infrastructures such as ICOS, NEON and AmeriFlux selected the eddy-covariance as a method to monitor GHG fluxes and are currently collaboratively working towards defining common measurements standards, data processing approaches, QA/QC procedures and uncertainty estimation strategies, to the aim of increasing defensibility of resulting fluxes and intra and inter-comparability of flux databases. In the meanwhile, the eddy-covariance research community keeps identifying technical and methodological flaws that, in some cases, can introduce - and can have introduced to date - significant biases in measured fluxes or increase their uncertainty. Among those, we identify three issues of presumably greater concern, namely: (1) strong underestimation of water vapour fluxes in closed-path systems, and its dependency on relative humidity; (2) flux biases induced by erroneous measurement of absolute gas concentrations; (3) and systematic errors due to underestimation of vertical wind variance in non-orthogonal anemometers. If not properly addressed, these issues can reduce the quality and reliability of the method, especially as a standard methodology in long-term monitoring networks. In this work, we review the status of the art regarding such problems, and propose new evidences based on field experiments as well as numerical simulations. Our analyses confirm the potential relevance of these issues but also hint at possible coping approaches, to minimize problems during setup design, data collection and post-field flux correction. Corrections are under

Covariant extensions and the nonsymmetric unified field

International Nuclear Information System (INIS)

Borchsenius, K.

1976-01-01

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

Computing more proper covariances of energy dependent nuclear data

International Nuclear Information System (INIS)

Vanhanen, R.

2016-01-01

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

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...

Covariant description of Hamiltonian form for field dynamics

International Nuclear Information System (INIS)

Ozaki, Hiroshi

2005-01-01

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

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.

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.

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....

Multi-Satellite Orbit Determination Using Interferometric Observables with RF Localization Applications

Science.gov (United States)

Geeraert, Jeroen L.

Very long baseline interferometry (VLBI) specifically same-beam interferometry (SBI), and dual-satellite geolocation are two fields of research not previously connected. This is due to the different application of each field, SBI is used for relative interplanetary navigation of two satellites while dual-satellite geolocation is used to locate the source of a radio frequency (RF) signal. In this dissertation however, we leverage both fields to create a novel method for multi-satellite orbit determination (OD) using time difference of arrival (TDOA) and frequency difference of arrival (FDOA) measurements. The measurements are double differenced between the satellites and the stations, in so doing, many of the common errors are canceled which can significantly improve measurement precision. Provided with this novel OD technique, the observability is first analyzed to determine the benefits and limitations of this method. In all but a few scenarios the measurements successfully reduce the covariance when examining the Cramer-Rao Lower Bound (CRLB). Reduced observability is encountered with geostationary satellites as their motion with respect to the stations is limited, especially when only one baseline is used. However, when using satellite pairs with greater relative motion with respect to the stations, even satellites that are close to, but not exactly in a geostationary orbit can be estimated accurately. We find that in a strong majority of cases the OD technique provides lower uncertainties and solutions far more accurate than using conventional OD observables such as range and range-rate while also not being affected by common errors and biases. We specifically examine GEO-GEO, GEO-MEO, and GEO-LEO dual-satellite estimation cases. The work is further extended by developing a relative navigation scenario where the chief satellite is assumed to have perfect knowledge, or some small amount of uncertainty considered but not estimated, while estimating the deputy

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.

Metagenomic covariation along densely sampled environmental gradients in the Red Sea

Science.gov (United States)

Thompson, Luke R; Williams, Gareth J; Haroon, Mohamed F; Shibl, Ahmed; Larsen, Peter; Shorenstein, Joshua; Knight, Rob; Stingl, Ulrich

2017-01-01

Oceanic microbial diversity covaries with physicochemical parameters. Temperature, for example, explains approximately half of global variation in surface taxonomic abundance. It is unknown, however, whether covariation patterns hold over narrower parameter gradients and spatial scales, and extending to mesopelagic depths. We collected and sequenced 45 epipelagic and mesopelagic microbial metagenomes on a meridional transect through the eastern Red Sea. We asked which environmental parameters explain the most variation in relative abundances of taxonomic groups, gene ortholog groups, and pathways—at a spatial scale of water mass with different physicochemical properties. Temperature explained the most variation in each metric, followed by nitrate, chlorophyll, phosphate, and salinity. That nitrate explained more variation than phosphate suggested nitrogen limitation, consistent with low surface N:P ratios. Covariation of gene ortholog groups with environmental parameters revealed patterns of functional adaptation to the challenging Red Sea environment: high irradiance, temperature, salinity, and low nutrients. Nutrient-acquisition gene ortholog groups were anti-correlated with concentrations of their respective nutrient species, recapturing trends previously observed across much larger distances and environmental gradients. This dataset of metagenomic covariation along densely sampled environmental gradients includes online data exploration supplements, serving as a community resource for marine microbial ecology. PMID:27420030

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)

White matter tract covariance patterns predict age-declining cognitive abilities.

Science.gov (United States)

Gazes, Yunglin; Bowman, F DuBois; Razlighi, Qolamreza R; O'Shea, Deirdre; Stern, Yaakov; Habeck, Christian

2016-01-15

Previous studies investigating the relationship of white matter (WM) integrity to cognitive abilities and aging have either focused on a global measure or a few selected WM tracts. Ideally, contribution from all of the WM tracts should be evaluated at the same time. However, the high collinearity among WM tracts precludes systematic examination of WM tracts simultaneously without sacrificing statistical power due to stringent multiple-comparison corrections. Multivariate covariance techniques enable comprehensive simultaneous examination of all WM tracts without being penalized for high collinearity among observations. In this study, Scaled Subprofile Modeling (SSM) was applied to the mean integrity of 18 major WM tracts to extract covariance patterns that optimally predicted four cognitive abilities (perceptual speed, episodic memory, fluid reasoning, and vocabulary) in 346 participants across ages 20 to 79years old. Using expression of the covariance patterns, age-independent effects of white matter integrity on cognition and the indirect effect of WM integrity on age-related differences in cognition were tested separately, but inferences from the indirect analyses were cautiously made given that cross-sectional data set was used in the analysis. A separate covariance pattern was identified that significantly predicted each cognitive ability after controlling for age except for vocabulary, but the age by WM covariance pattern interaction was not significant for any of the three abilities. Furthermore, each of the patterns mediated the effect of age on the respective cognitive ability. A distinct set of WM tracts was most influential in each of the three patterns. The WM covariance pattern accounting for fluid reasoning showed the most number of influential WM tracts whereas the episodic memory pattern showed the least number. Specific patterns of WM tracts make significant contributions to the age-related differences in perceptual speed, episodic memory, and

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)

Sensitivity of the model error parameter specification in weak-constraint four-dimensional variational data assimilation

Science.gov (United States)

Shaw, Jeremy A.; Daescu, Dacian N.

2017-08-01

This article presents the mathematical framework to evaluate the sensitivity of a forecast error aspect to the input parameters of a weak-constraint four-dimensional variational data assimilation system (w4D-Var DAS), extending the established theory from strong-constraint 4D-Var. Emphasis is placed on the derivation of the equations for evaluating the forecast sensitivity to parameters in the DAS representation of the model error statistics, including bias, standard deviation, and correlation structure. A novel adjoint-based procedure for adaptive tuning of the specified model error covariance matrix is introduced. Results from numerical convergence tests establish the validity of the model error sensitivity equations. Preliminary experiments providing a proof-of-concept are performed using the Lorenz multi-scale model to illustrate the theoretical concepts and potential benefits for practical applications.

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

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.

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

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

International Nuclear Information System (INIS)

Sonesten, Lars

2003-01-01

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

Uncertainty information in climate data records from Earth observation

Science.gov (United States)

Merchant, C. J.

2017-12-01

How to derive and present uncertainty in climate data records (CDRs) has been debated within the European Space Agency Climate Change Initiative, in search of common principles applicable across a range of essential climate variables. Various points of consensus have been reached, including the importance of improving provision of uncertainty information and the benefit of adopting international norms of metrology for language around the distinct concepts of uncertainty and error. Providing an estimate of standard uncertainty per datum (or the means to readily calculate it) emerged as baseline good practice, and should be highly relevant to users of CDRs when the uncertainty in data is variable (the usual case). Given this baseline, the role of quality flags is clarified as being complementary to and not repetitive of uncertainty information. Data with high uncertainty are not poor quality if a valid estimate of the uncertainty is available. For CDRs and their applications, the error correlation properties across spatio-temporal scales present important challenges that are not fully solved. Error effects that are negligible in the uncertainty of a single pixel may dominate uncertainty in the large-scale and long-term. A further principle is that uncertainty estimates should themselves be validated. The concepts of estimating and propagating uncertainty are generally acknowledged in geophysical sciences, but less widely practised in Earth observation and development of CDRs. Uncertainty in a CDR depends in part (and usually significantly) on the error covariance of the radiances and auxiliary data used in the retrieval. Typically, error covariance information is not available in the fundamental CDR (FCDR) (i.e., with the level-1 radiances), since provision of adequate level-1 uncertainty information is not yet standard practice. Those deriving CDRs thus cannot propagate the radiance uncertainty to their geophysical products. The FIDUCEO project (www.fiduceo.eu) is

Renormalizable Non-Covariant Gauges and Coulomb Gauge Limit

CERN Document Server

Baulieu, L

1999-01-01

To study ``physical'' gauges such as the Coulomb, light-cone, axial or temporal gauge, we consider ``interpolating'' gauges which interpolate linearly between a covariant gauge, such as the Feynman or Landau gauge, and a physical gauge. Lorentz breaking by the gauge-fixing term of interpolating gauges is controlled by extending the BRST method to include not only the local gauge group, but also the global Lorentz group. We enumerate the possible divergences of interpolating gauges, and show that they are renormalizable, and we show that the expectation value of physical observables is the same as in a covariant gauge. In the second part of the article we study the Coulomb-gauge as the singular limit of the Landau-Coulomb interpolating gauge. We find that unrenormalized and renormalized correlation functions are finite in this limit. We also find that there are finite two-loop diagrams of ``unphysical'' particles that are not present in formal canonical quantization in the Coulomb gauge. We verify that in the ...

The method of covariant symbols in curved space-time

International Nuclear Information System (INIS)

Salcedo, L.L.

2007-01-01

Diagonal matrix elements of pseudodifferential operators are needed in order to compute effective Lagrangians and currents. For this purpose the method of symbols is often used, which however lacks manifest covariance. In this work the method of covariant symbols, introduced by Pletnev and Banin, is extended to curved space-time with arbitrary gauge and coordinate connections. For the Riemannian connection we compute the covariant symbols corresponding to external fields, the covariant derivative and the Laplacian, to fourth order in a covariant derivative expansion. This allows one to obtain the covariant symbol of general operators to the same order. The procedure is illustrated by computing the diagonal matrix element of a nontrivial operator to second order. Applications of the method are discussed. (orig.)

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

Conformally covariant massless spin-two field equations

International Nuclear Information System (INIS)

Drew, M.S.; Gegenberg, J.D.

1980-01-01

An explicit proof is constructed to show that the field equations for a symmetric tensor field hsub(ab) describing massless spin-2 particles in Minkowski space-time are not covariant under the 15-parameter group SOsub(4,2); this group is usually associated with conformal transformations on flat space, and here it will be considered as a global gauge group which acts upon matter fields defined on space-time. Notwithstanding the above noncovariance, the equations governing the rank-4 tensor Ssub(abcd) constructed from hsub(ab) are shown to be covariant provided the contraction Ssub(ab) vanishes. Conformal covariance is proved by demonstrating the covariance of the equations for the equivalent 5-component complex field; in fact, covariance is proved for a general field equation applicable to massless particles of any spin >0. It is shown that the noncovariance of the hsub(ab) equations may be ascribed to the fact that the transformation behaviour of hsub(ab) is not the same as that of a field consisting of a gauge only. Since this is in contradistinction to the situation for the electromagnetic-field equations, the vector form of the electromagnetic equations is cast into a form which can be duplicated for the hsub(ab)-field. This procedure results in an alternative, covariant, field equation for hsub(ab). (author)

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.

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)

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.)

Asset allocation with different covariance/correlation estimators

OpenAIRE

Μανταφούνη, Σοφία

2007-01-01

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

Inherent Error in Asynchronous Digital Flight Controls.

Science.gov (United States)

1980-02-01

operation will be eliminated. If T* is close to T, the inherent error (eA) is a small value. Then the deficiency of the basic model, which is de... tK2 at m ~VCONTR0RKIPPIL I~+ R tKT 2 TKT 5 ~I G E 1 i V OTN TRIL 2-REDN HNE IjT e UT 3 ~49__I 4.) 4 -4 - 4.-4 U 4.) k-4E-- Iz E-4 P E-44)-4. 4.)l 1s...indicate the channel failure. To reduce this deficiency , the new model computes a tolerance value equal to the maximum steady-state sample covariance of the

A comparison of entropy balance and probability weighting methods to generalize observational cohorts to a population: a simulation and empirical example.

Science.gov (United States)

Harvey, Raymond A; Hayden, Jennifer D; Kamble, Pravin S; Bouchard, Jonathan R; Huang, Joanna C

2017-04-01

We compared methods to control bias and confounding in observational studies including inverse probability weighting (IPW) and stabilized IPW (sIPW). These methods often require iteration and post-calibration to achieve covariate balance. In comparison, entropy balance (EB) optimizes covariate balance a priori by calibrating weights using the target's moments as constraints. We measured covariate balance empirically and by simulation by using absolute standardized mean difference (ASMD), absolute bias (AB), and root mean square error (RMSE), investigating two scenarios: the size of the observed (exposed) cohort exceeds the target (unexposed) cohort and vice versa. The empirical application weighted a commercial health plan cohort to a nationally representative National Health and Nutrition Examination Survey target on the same covariates and compared average total health care cost estimates across methods. Entropy balance alone achieved balance (ASMD ≤ 0.10) on all covariates in simulation and empirically. In simulation scenario I, EB achieved the lowest AB and RMSE (13.64, 31.19) compared with IPW (263.05, 263.99) and sIPW (319.91, 320.71). In scenario II, EB outperformed IPW and sIPW with smaller AB and RMSE. In scenarios I and II, EB achieved the lowest mean estimate difference from the simulated population outcome ($490.05, $487.62) compared with IPW and sIPW, respectively. Empirically, only EB differed from the unweighted mean cost indicating IPW, and sIPW weighting was ineffective. Entropy balance demonstrated the bias-variance tradeoff achieving higher estimate accuracy, yet lower estimate precision, compared with IPW methods. EB weighting required no post-processing and effectively mitigated observed bias and confounding. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

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.

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

ERRORJ. Covariance processing code system for JENDL. Version 2

International Nuclear Information System (INIS)

Chiba, Gou

2003-09-01

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

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

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

Covariate-adjusted measures of discrimination for survival data

DEFF Research Database (Denmark)

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

2015-01-01

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

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

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.

Use of two-part regression calibration model to correct for measurement error in episodically consumed foods in a single-replicate study design: EPIC case study.

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Agogo, George O; van der Voet, Hilko; van't Veer, Pieter; Ferrari, Pietro; Leenders, Max; Muller, David C; Sánchez-Cantalejo, Emilio; Bamia, Christina; Braaten, Tonje; Knüppel, Sven; Johansson, Ingegerd; van Eeuwijk, Fred A; Boshuizen, Hendriek

2014-01-01

In epidemiologic studies, measurement error in dietary variables often attenuates association between dietary intake and disease occurrence. To adjust for the attenuation caused by error in dietary intake, regression calibration is commonly used. To apply regression calibration, unbiased reference measurements are required. Short-term reference measurements for foods that are not consumed daily contain excess zeroes that pose challenges in the calibration model. We adapted two-part regression calibration model, initially developed for multiple replicates of reference measurements per individual to a single-replicate setting. We showed how to handle excess zero reference measurements by two-step modeling approach, how to explore heteroscedasticity in the consumed amount with variance-mean graph, how to explore nonlinearity with the generalized additive modeling (GAM) and the empirical logit approaches, and how to select covariates in the calibration model. The performance of two-part calibration model was compared with the one-part counterpart. We used vegetable intake and mortality data from European Prospective Investigation on Cancer and Nutrition (EPIC) study. In the EPIC, reference measurements were taken with 24-hour recalls. For each of the three vegetable subgroups assessed separately, correcting for error with an appropriately specified two-part calibration model resulted in about three fold increase in the strength of association with all-cause mortality, as measured by the log hazard ratio. Further found is that the standard way of including covariates in the calibration model can lead to over fitting the two-part calibration model. Moreover, the extent of adjusting for error is influenced by the number and forms of covariates in the calibration model. For episodically consumed foods, we advise researchers to pay special attention to response distribution, nonlinearity, and covariate inclusion in specifying the calibration model.

Comparative Analyses of Phenotypic Trait Covariation within and among Populations.

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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.

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

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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.

A simulation study to quantify the impacts of exposure measurement error on air pollution health risk estimates in copollutant time-series models.

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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.

Determination of covariant Schwinger terms in anomalous gauge theories

International Nuclear Information System (INIS)

Kelnhofer, G.

1991-01-01

A functional integral method is used to determine equal time commutators between the covariant currents and the covariant Gauss-law operators in theories which are affected by an anomaly. By using a differential geometrical setup we show how the derivation of consistent- and covariant Schwinger terms can be understood on an equal footing. We find a modified consistency condition for the covariant anomaly. As a by-product the Bardeen-Zumino functional, which relates consistent and covariant anomalies, can be interpreted as connection on a certain line bundle over all gauge potentials. Finally the commutator anomalies are calculated for the two- and four dimensional case. (Author) 13 refs

Reducing errors in aircraft atmospheric inversion estimates of point-source emissions: the Aliso Canyon natural gas leak as a natural tracer experiment