Motsepa, Tanki; Aziz, Taha; Fatima, Aeeman; Khalique, Chaudry Masood
2018-03-01
The optimal investment-consumption problem under the constant elasticity of variance (CEV) model is investigated from the perspective of Lie group analysis. The Lie symmetry group of the evolution partial differential equation describing the CEV model is derived. The Lie point symmetries are then used to obtain an exact solution of the governing model satisfying a standard terminal condition. Finally, we construct conservation laws of the underlying equation using the general theorem on conservation laws.
Variance Function Partially Linear Single-Index Models1.
Lian, Heng; Liang, Hua; Carroll, Raymond J
2015-01-01
We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.
International Nuclear Information System (INIS)
Vidal-Codina, F.; Nguyen, N.C.; Giles, M.B.; Peraire, J.
2015-01-01
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method
Analytical approach to linear fractional partial differential equations arising in fluid mechanics
International Nuclear Information System (INIS)
Momani, Shaher; Odibat, Zaid
2006-01-01
In this Letter, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving linear fractional partial differential equations arising in fluid mechanics. The fractional derivatives are described in the Caputo sense. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these methods, the solution takes the form of a convergent series with easily computable components. The corresponding solutions of the integer order equations are found to follow as special cases of those of fractional order equations. Some numerical examples are presented to illustrate the efficiency and reliability of the two methods
Partial Variance of Increments Method in Solar Wind Observations and Plasma Simulations
Greco, A.; Matthaeus, W. H.; Perri, S.; Osman, K. T.; Servidio, S.; Wan, M.; Dmitruk, P.
2018-02-01
The method called "PVI" (Partial Variance of Increments) has been increasingly used in analysis of spacecraft and numerical simulation data since its inception in 2008. The purpose of the method is to study the kinematics and formation of coherent structures in space plasmas, a topic that has gained considerable attention, leading the development of identification methods, observations, and associated theoretical research based on numerical simulations. This review paper will summarize key features of the method and provide a synopsis of the main results obtained by various groups using the method. This will enable new users or those considering methods of this type to find details and background collected in one place.
International Nuclear Information System (INIS)
Kirov, A S; Schmidtlein, C R; Piao, J Z
2008-01-01
Correcting positron emission tomography (PET) images for the partial volume effect (PVE) due to the limited resolution of PET has been a long-standing challenge. Various approaches including incorporation of the system response function in the reconstruction have been previously tested. We present a post-reconstruction PVE correction based on iterative deconvolution using a 3D maximum likelihood expectation-maximization (MLEM) algorithm. To achieve convergence we used a one step late (OSL) regularization procedure based on the assumption of local monotonic behavior of the PET signal following Alenius et al. This technique was further modified to selectively control variance depending on the local topology of the PET image. No prior 'anatomic' information is needed in this approach. An estimate of the noise properties of the image is used instead. The procedure was tested for symmetric and isotropic deconvolution functions with Gaussian shape and full width at half-maximum (FWHM) ranging from 6.31 mm to infinity. The method was applied to simulated and experimental scans of the NEMA NU 2 image quality phantom with the GE Discovery LS PET/CT scanner. The phantom contained uniform activity spheres with diameters ranging from 1 cm to 3.7 cm within uniform background. The optimal sphere activity to variance ratio was obtained when the deconvolution function was replaced by a step function few voxels wide. In this case, the deconvolution method converged in ∼3-5 iterations for most points on both the simulated and experimental images. For the 1 cm diameter sphere, the contrast recovery improved from 12% to 36% in the simulated and from 21% to 55% in the experimental data. Recovery coefficients between 80% and 120% were obtained for all larger spheres, except for the 13 mm diameter sphere in the simulated scan (68%). No increase in variance was observed except for a few voxels neighboring strong activity gradients and inside the largest spheres. Testing the method for
International Nuclear Information System (INIS)
Boccard, Julien; Rudaz, Serge
2016-01-01
Many experimental factors may have an impact on chemical or biological systems. A thorough investigation of the potential effects and interactions between the factors is made possible by rationally planning the trials using systematic procedures, i.e. design of experiments. However, assessing factors' influences remains often a challenging task when dealing with hundreds to thousands of correlated variables, whereas only a limited number of samples is available. In that context, most of the existing strategies involve the ANOVA-based partitioning of sources of variation and the separate analysis of ANOVA submatrices using multivariate methods, to account for both the intrinsic characteristics of the data and the study design. However, these approaches lack the ability to summarise the data using a single model and remain somewhat limited for detecting and interpreting subtle perturbations hidden in complex Omics datasets. In the present work, a supervised multiblock algorithm based on the Orthogonal Partial Least Squares (OPLS) framework, is proposed for the joint analysis of ANOVA submatrices. This strategy has several advantages: (i) the evaluation of a unique multiblock model accounting for all sources of variation; (ii) the computation of a robust estimator (goodness of fit) for assessing the ANOVA decomposition reliability; (iii) the investigation of an effect-to-residuals ratio to quickly evaluate the relative importance of each effect and (iv) an easy interpretation of the model with appropriate outputs. Case studies from metabolomics and transcriptomics, highlighting the ability of the method to handle Omics data obtained from fixed-effects full factorial designs, are proposed for illustration purposes. Signal variations are easily related to main effects or interaction terms, while relevant biochemical information can be derived from the models. - Highlights: • A new method is proposed for the analysis of Omics data generated using design of experiments
Energy Technology Data Exchange (ETDEWEB)
Boccard, Julien, E-mail: julien.boccard@unige.ch; Rudaz, Serge
2016-05-12
Many experimental factors may have an impact on chemical or biological systems. A thorough investigation of the potential effects and interactions between the factors is made possible by rationally planning the trials using systematic procedures, i.e. design of experiments. However, assessing factors' influences remains often a challenging task when dealing with hundreds to thousands of correlated variables, whereas only a limited number of samples is available. In that context, most of the existing strategies involve the ANOVA-based partitioning of sources of variation and the separate analysis of ANOVA submatrices using multivariate methods, to account for both the intrinsic characteristics of the data and the study design. However, these approaches lack the ability to summarise the data using a single model and remain somewhat limited for detecting and interpreting subtle perturbations hidden in complex Omics datasets. In the present work, a supervised multiblock algorithm based on the Orthogonal Partial Least Squares (OPLS) framework, is proposed for the joint analysis of ANOVA submatrices. This strategy has several advantages: (i) the evaluation of a unique multiblock model accounting for all sources of variation; (ii) the computation of a robust estimator (goodness of fit) for assessing the ANOVA decomposition reliability; (iii) the investigation of an effect-to-residuals ratio to quickly evaluate the relative importance of each effect and (iv) an easy interpretation of the model with appropriate outputs. Case studies from metabolomics and transcriptomics, highlighting the ability of the method to handle Omics data obtained from fixed-effects full factorial designs, are proposed for illustration purposes. Signal variations are easily related to main effects or interaction terms, while relevant biochemical information can be derived from the models. - Highlights: • A new method is proposed for the analysis of Omics data generated using design of
Directory of Open Access Journals (Sweden)
Hidetoshi Ooigawa
2015-09-01
Full Text Available Anterior inferior cerebellar artery (AICA–posterior inferior cerebellar artery (PICA is a well-known variant in cerebral arteries. However, aneurysms located on the variant are rare and a giant one has not been reported. We report a case of a partially thrombosed giant aneurysm arising from an AICA–PICA variant. The patient was a 42-year-old man who presented with right hearing loss and facial numbness associated with left hemidysesthesia. Magnetic resonance imaging revealed an approximately 3.0-cm mass lesion at the right cerebello-pontine angle (CPA. Angiography showed a partially thrombosed aneurysm arising from the right AICA–PICA. The aneurysm was treated with endovascular trapping and surgical thrombectomy. Although cerebral aneurysm is known to occur at this site, this case provides awareness, that manifestations of aneurysms in the CPA include progressive multiple cranial nerve palsies and sensory disturbance caused by brainstem compression.
Parshad, Rana; Bayazit, Derviş; Barlow, Nathaniel S.; Prasad, V. Ramchandra
2011-01-01
We consider a reduced form pricing model for mortgage backed securities, formulated as a non-linear partial differential equation. We prove that the model possesses a weak solution. We then show that under additional regularity assumptions on the initial data, we also have a mild solution. This mild solution is shown to be a strong solution via further regularity arguments. We also numerically solve the reduced model via a Fourier spectral method. Lastly, we compare our numerical solution to real market data. We observe interestingly that the reduced model captures a number of recent market trends in this data, that have escaped previous models.
International Nuclear Information System (INIS)
Moster, Benjamin P.; Rix, Hans-Walter; Somerville, Rachel S.; Newman, Jeffrey A.
2011-01-01
Deep pencil beam surveys ( 2 ) are of fundamental importance for studying the high-redshift universe. However, inferences about galaxy population properties (e.g., the abundance of objects) are in practice limited by 'cosmic variance'. This is the uncertainty in observational estimates of the number density of galaxies arising from the underlying large-scale density fluctuations. This source of uncertainty can be significant, especially for surveys which cover only small areas and for massive high-redshift galaxies. Cosmic variance for a given galaxy population can be determined using predictions from cold dark matter theory and the galaxy bias. In this paper, we provide tools for experiment design and interpretation. For a given survey geometry, we present the cosmic variance of dark matter as a function of mean redshift z-bar and redshift bin size Δz. Using a halo occupation model to predict galaxy clustering, we derive the galaxy bias as a function of mean redshift for galaxy samples of a given stellar mass range. In the linear regime, the cosmic variance of these galaxy samples is the product of the galaxy bias and the dark matter cosmic variance. We present a simple recipe using a fitting function to compute cosmic variance as a function of the angular dimensions of the field, z-bar , Δz, and stellar mass m * . We also provide tabulated values and a software tool. The accuracy of the resulting cosmic variance estimates (δσ v /σ v ) is shown to be better than 20%. We find that for GOODS at z-bar =2 and with Δz = 0.5, the relative cosmic variance of galaxies with m * >10 11 M sun is ∼38%, while it is ∼27% for GEMS and ∼12% for COSMOS. For galaxies of m * ∼ 10 10 M sun , the relative cosmic variance is ∼19% for GOODS, ∼13% for GEMS, and ∼6% for COSMOS. This implies that cosmic variance is a significant source of uncertainty at z-bar =2 for small fields and massive galaxies, while for larger fields and intermediate mass galaxies, cosmic
Anderson, D. V.; Koniges, A. E.; Shumaker, D. E.
1988-11-01
Many physical problems require the solution of coupled partial differential equations on two-dimensional domains. When the time scales of interest dictate an implicit discretization of the equations a rather complicated global matrix system needs solution. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximations employed. CPDES2 allows each spatial operator to have 5 or 9 point stencils and allows for general couplings between all of the component PDE's and it automatically generates the matrix structures needed to perform the algorithm. The resulting sparse matrix equation is solved by either the preconditioned conjugate gradient (CG) method or by the preconditioned biconjugate gradient (BCG) algorithm. An arbitrary number of component equations are permitted only limited by available memory. In the sub-band representation used, we generate an algorithm that is written compactly in terms of indirect indices which is vectorizable on some of the newer scientific computers.
Anderson, D. V.; Koniges, A. E.; Shumaker, D. E.
1988-11-01
Many physical problems require the solution of coupled partial differential equations on three-dimensional domains. When the time scales of interest dictate an implicit discretization of the equations a rather complicated global matrix system needs solution. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximations employed. CPDES3 allows each spatial operator to have 7, 15, 19, or 27 point stencils and allows for general couplings between all of the component PDE's and it automatically generates the matrix structures needed to perform the algorithm. The resulting sparse matrix equation is solved by either the preconditioned conjugate gradient (CG) method or by the preconditioned biconjugate gradient (BCG) algorithm. An arbitrary number of component equations are permitted only limited by available memory. In the sub-band representation used, we generate an algorithm that is written compactly in terms of indirect induces which is vectorizable on some of the newer scientific computers.
Downside Variance Risk Premium
Feunou, Bruno; Jahan-Parvar, Mohammad; Okou, Cedric
2015-01-01
We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk premium is a priced factor with significant prediction power for aggregate excess returns. Our empirical investigation highlights the positive and s...
MCNP variance reduction overview
International Nuclear Information System (INIS)
Hendricks, J.S.; Booth, T.E.
1985-01-01
The MCNP code is rich in variance reduction features. Standard variance reduction methods found in most Monte Carlo codes are available as well as a number of methods unique to MCNP. We discuss the variance reduction features presently in MCNP as well as new ones under study for possible inclusion in future versions of the code
Estimation of measurement variances
International Nuclear Information System (INIS)
Anon.
1981-01-01
In the previous two sessions, it was assumed that the measurement error variances were known quantities when the variances of the safeguards indices were calculated. These known quantities are actually estimates based on historical data and on data generated by the measurement program. Session 34 discusses how measurement error parameters are estimated for different situations. The various error types are considered. The purpose of the session is to enable participants to: (1) estimate systematic error variances from standard data; (2) estimate random error variances from data as replicate measurement data; (3) perform a simple analysis of variances to characterize the measurement error structure when biases vary over time
Estimation of measurement variances
International Nuclear Information System (INIS)
Jaech, J.L.
1984-01-01
The estimation of measurement error parameters in safeguards systems is discussed. Both systematic and random errors are considered. A simple analysis of variances to characterize the measurement error structure with biases varying over time is presented
Restricted Variance Interaction Effects
DEFF Research Database (Denmark)
Cortina, Jose M.; Köhler, Tine; Keeler, Kathleen R.
2018-01-01
Although interaction hypotheses are increasingly common in our field, many recent articles point out that authors often have difficulty justifying them. The purpose of this article is to describe a particular type of interaction: the restricted variance (RV) interaction. The essence of the RV int...
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.Th; Verburg, T.G.
2001-01-01
The present study was undertaken to explore possibilities to judge survey quality on basis of a limited and restricted number of a-priori observations. Here, quality is defined as the ratio between survey and local variance (signal-to-noise ratio). The results indicate that the presented surveys do not permit such judgement; the discussion also suggests that the 5-fold local sampling strategies do not merit any sound judgement. As it stands, uncertainties in local determinations may largely obscure possibilities to judge survey quality. The results further imply that surveys will benefit from procedures, controls and approaches in sampling and sample handling, to assess both average, variance and the nature of the distribution of elemental concentrations in local sites. This reasoning is compatible with the idea of the site as a basic homogeneous survey unit, which is implicitly and conceptually underlying any survey performed. (author)
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.T.
1999-01-01
The present study deals with the (larger-scaled) biomonitoring survey and specifically focuses on the sampling site. In most surveys, the sampling site is simply selected or defined as a spot of (geographical) dimensions which is small relative to the dimensions of the total survey area. Implicitly it is assumed that the sampling site is essentially homogeneous with respect to the investigated variation in survey parameters. As such, the sampling site is mostly regarded as 'the basic unit' of the survey. As a logical consequence, the local (sampling site) variance should also be seen as a basic and important characteristic of the survey. During the study, work is carried out to gain more knowledge of the local variance. Multiple sampling is carried out at a specific site (tree bark, mosses, soils), multi-elemental analyses are carried out by NAA, and local variances are investigated by conventional statistics, factor analytical techniques, and bootstrapping. Consequences of the outcomes are discussed in the context of sampling, sample handling and survey quality. (author)
Spectral Ambiguity of Allan Variance
Greenhall, C. A.
1996-01-01
We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.
Introduction to variance estimation
Wolter, Kirk M
2007-01-01
We live in the information age. Statistical surveys are used every day to determine or evaluate public policy and to make important business decisions. Correct methods for computing the precision of the survey data and for making inferences to the target population are absolutely essential to sound decision making. Now in its second edition, Introduction to Variance Estimation has for more than twenty years provided the definitive account of the theory and methods for correct precision calculations and inference, including examples of modern, complex surveys in which the methods have been used successfully. The book provides instruction on the methods that are vital to data-driven decision making in business, government, and academe. It will appeal to survey statisticians and other scientists engaged in the planning and conduct of survey research, and to those analyzing survey data and charged with extracting compelling information from such data. It will appeal to graduate students and university faculty who...
Approximation errors during variance propagation
International Nuclear Information System (INIS)
Dinsmore, Stephen
1986-01-01
Risk and reliability analyses are often performed by constructing and quantifying large fault trees. The inputs to these models are component failure events whose probability of occuring are best represented as random variables. This paper examines the errors inherent in two approximation techniques used to calculate the top event's variance from the inputs' variance. Two sample fault trees are evaluated and several three dimensional plots illustrating the magnitude of the error over a wide range of input means and variances are given
Carcinoma arising in thyroglossal remnants
van Vuuren, P. A.; Balm, A. J.; Gregor, R. T.; Hilgers, F. J.; Loftus, B. M.; Delprat, C. C.; Rutgers, E. J.
1994-01-01
Three patients with a papillary carcinoma arising in a thyroglossal duct cyst are presented and the literature is reviewed. This rare malignancy is seen mostly in women between the ages of 20 and 50 years. The distribution of carcinoma subtypes differs from that of thyroid carcinomas and
Adenosarcoma arising in hepatic endometriosis
International Nuclear Information System (INIS)
N'Senda, P.; Dahan, H.; Tubiana, J.M.; Arrive, L.; Wendum, D.; Balladur, P.
2000-01-01
We report a case of adenosarcoma arising in hepatic endometriosis. Both CT and MR scans demontrated a huge heterogeneous mass containing septated, thick-walled cystic lesions. After enlarged right hepatectomy, the patient was asymptomatic with no abnormalities at liver and abdominal CT scan at 2-year follow-up. (orig.)
Endogeneously arising network allocation rules
Slikker, M.
2006-01-01
In this paper we study endogenously arising network allocation rules. We focus on three allocation rules: the Myerson value, the position value and the component-wise egalitarian solution. For any of these three rules we provide a characterization based on component efficiency and some balanced
Adenosarcoma arising in hepatic endometriosis
Energy Technology Data Exchange (ETDEWEB)
N' Senda, P.; Dahan, H.; Tubiana, J.M.; Arrive, L. [Service de Radiologie, Hopital Saint-Antoine, 75 - Paris (France); Wendum, D. [Service d' Anatomie Pathologie, Hopital Saint-Antoine, 75 - Paris (France); Balladur, P. [Service de Chirurgie Digestive et Generale, Hopital Saint-Antoine, 75 - Paris (France)
2000-08-01
We report a case of adenosarcoma arising in hepatic endometriosis. Both CT and MR scans demontrated a huge heterogeneous mass containing septated, thick-walled cystic lesions. After enlarged right hepatectomy, the patient was asymptomatic with no abnormalities at liver and abdominal CT scan at 2-year follow-up. (orig.)
Network Structure and Biased Variance Estimation in Respondent Driven Sampling.
Verdery, Ashton M; Mouw, Ted; Bauldry, Shawn; Mucha, Peter J
2015-01-01
This paper explores bias in the estimation of sampling variance in Respondent Driven Sampling (RDS). Prior methodological work on RDS has focused on its problematic assumptions and the biases and inefficiencies of its estimators of the population mean. Nonetheless, researchers have given only slight attention to the topic of estimating sampling variance in RDS, despite the importance of variance estimation for the construction of confidence intervals and hypothesis tests. In this paper, we show that the estimators of RDS sampling variance rely on a critical assumption that the network is First Order Markov (FOM) with respect to the dependent variable of interest. We demonstrate, through intuitive examples, mathematical generalizations, and computational experiments that current RDS variance estimators will always underestimate the population sampling variance of RDS in empirical networks that do not conform to the FOM assumption. Analysis of 215 observed university and school networks from Facebook and Add Health indicates that the FOM assumption is violated in every empirical network we analyze, and that these violations lead to substantially biased RDS estimators of sampling variance. We propose and test two alternative variance estimators that show some promise for reducing biases, but which also illustrate the limits of estimating sampling variance with only partial information on the underlying population social network.
Means and Variances without Calculus
Kinney, John J.
2005-01-01
This article gives a method of finding discrete approximations to continuous probability density functions and shows examples of its use, allowing students without calculus access to the calculation of means and variances.
Minimum variance Monte Carlo importance sampling with parametric dependence
International Nuclear Information System (INIS)
Ragheb, M.M.H.; Halton, J.; Maynard, C.W.
1981-01-01
An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de
Hyperbolic partial differential equations
Witten, Matthew
1986-01-01
Hyperbolic Partial Differential Equations III is a refereed journal issue that explores the applications, theory, and/or applied methods related to hyperbolic partial differential equations, or problems arising out of hyperbolic partial differential equations, in any area of research. This journal issue is interested in all types of articles in terms of review, mini-monograph, standard study, or short communication. Some studies presented in this journal include discretization of ideal fluid dynamics in the Eulerian representation; a Riemann problem in gas dynamics with bifurcation; periodic M
Revision: Variance Inflation in Regression
Directory of Open Access Journals (Sweden)
D. R. Jensen
2013-01-01
the intercept; and (iv variance deflation may occur, where ill-conditioned data yield smaller variances than their orthogonal surrogates. Conventional VIFs have all regressors linked, or none, often untenable in practice. Beyond these, our models enable the unlinking of regressors that can be unlinked, while preserving dependence among those intrinsically linked. Moreover, known collinearity indices are extended to encompass angles between subspaces of regressors. To reaccess ill-conditioned data, we consider case studies ranging from elementary examples to data from the literature.
Stable limits for sums of dependent infinite variance random variables
DEFF Research Database (Denmark)
Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas
2011-01-01
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to hold are known in the literature. However, most of these...
Hedging with stock index futures: downside risk versus the variance
Brouwer, F.; Nat, van der M.
1995-01-01
In this paper we investigate hedging a stock portfolio with stock index futures.Instead of defining the hedge ratio as the minimum variance hedge ratio, we considerseveral measures of downside risk: the semivariance according to Markowitz [ 19591 andthe various lower partial moments according to
On the multiplicity of option prices under CEV with positive elasticity of variance
Veestraeten, D.
2017-01-01
The discounted stock price under the Constant Elasticity of Variance model is not a martingale when the elasticity of variance is positive. Two expressions for the European call price then arise, namely the price for which put-call parity holds and the price that represents the lowest cost of
On the multiplicity of option prices under CEV with positive elasticity of variance
Veestraeten, D.
2014-01-01
The discounted stock price under the Constant Elasticity of Variance (CEV) model is a strict local martingale when the elasticity of variance is positive. Two expressions for the European call price then arise, namely the risk-neutral call price and an alternative price that is linked to the unique
Modelling volatility by variance decomposition
DEFF Research Database (Denmark)
Amado, Cristina; Teräsvirta, Timo
In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the variance of the model to have a smooth time-varying structure of either additive or multiplicative type. The suggested parameterisations describe both nonlinearity and structural change in the condit...
Gini estimation under infinite variance
A. Fontanari (Andrea); N.N. Taleb (Nassim Nicholas); P. Cirillo (Pasquale)
2018-01-01
textabstractWe study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α∈(1,2)). We show that, in such a case, the Gini coefficient
On Degenerate Partial Differential Equations
Chen, Gui-Qiang G.
2010-01-01
Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial differential equations, are presented, which arise naturally in some longstanding, fundamental problems in fluid mechanics and differential geometry. The solution to these fundamental problems greatly requires a deep understanding of nonlinear degenerate parti...
Variance based OFDM frame synchronization
Directory of Open Access Journals (Sweden)
Z. Fedra
2012-04-01
Full Text Available The paper deals with a new frame synchronization scheme for OFDM systems and calculates the complexity of this scheme. The scheme is based on the computing of the detection window variance. The variance is computed in two delayed times, so a modified Early-Late loop is used for the frame position detection. The proposed algorithm deals with different variants of OFDM parameters including guard interval, cyclic prefix, and has good properties regarding the choice of the algorithm's parameters since the parameters may be chosen within a wide range without having a high influence on system performance. The verification of the proposed algorithm functionality has been performed on a development environment using universal software radio peripheral (USRP hardware.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Li, Yang; Pirvu, Traian A
2011-01-01
This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma approximation is employed to overcome it. Thus, the optimization problem is reduced to a well posed quadratic program. The methodology developed in this paper can be also applied to pricing and hedging in incomplete markets.
Sangnawakij, Patarawan; Böhning, Dankmar; Adams, Stephen; Stanton, Michael; Holling, Heinz
2017-04-30
Statistical inference for analyzing the results from several independent studies on the same quantity of interest has been investigated frequently in recent decades. Typically, any meta-analytic inference requires that the quantity of interest is available from each study together with an estimate of its variability. The current work is motivated by a meta-analysis on comparing two treatments (thoracoscopic and open) of congenital lung malformations in young children. Quantities of interest include continuous end-points such as length of operation or number of chest tube days. As studies only report mean values (and no standard errors or confidence intervals), the question arises how meta-analytic inference can be developed. We suggest two methods to estimate study-specific variances in such a meta-analysis, where only sample means and sample sizes are available in the treatment arms. A general likelihood ratio test is derived for testing equality of variances in two groups. By means of simulation studies, the bias and estimated standard error of the overall mean difference from both methodologies are evaluated and compared with two existing approaches: complete study analysis only and partial variance information. The performance of the test is evaluated in terms of type I error. Additionally, we illustrate these methods in the meta-analysis on comparing thoracoscopic and open surgery for congenital lung malformations and in a meta-analysis on the change in renal function after kidney donation. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Entanglement witnesses arising from exposed positive linear maps
Ha, Kil-Chan; Kye, Seung-Hyeok
2011-01-01
We consider entanglement witnesses arising from positive linear maps which generate exposed extremal rays. We show that every entanglement can be detected by one of these witnesses, and this witness detects a unique set of entanglement among those. Therefore, they provide a minimal set of witnesses to detect all entanglement in a sense. Furthermore, if those maps are indecomposable then they detect large classes of entanglement with positive partial transposes which have nonempty relative int...
Confidence Interval Approximation For Treatment Variance In ...
African Journals Online (AJOL)
In a random effects model with a single factor, variation is partitioned into two as residual error variance and treatment variance. While a confidence interval can be imposed on the residual error variance, it is not possible to construct an exact confidence interval for the treatment variance. This is because the treatment ...
Genetic Variance in Homophobia: Evidence from Self- and Peer Reports.
Zapko-Willmes, Alexandra; Kandler, Christian
2018-01-01
The present twin study combined self- and peer assessments of twins' general homophobia targeting gay men in order to replicate previous behavior genetic findings across different rater perspectives and to disentangle self-rater-specific variance from common variance in self- and peer-reported homophobia (i.e., rater-consistent variance). We hypothesized rater-consistent variance in homophobia to be attributable to genetic and nonshared environmental effects, and self-rater-specific variance to be partially accounted for by genetic influences. A sample of 869 twins and 1329 peer raters completed a seven item scale containing cognitive, affective, and discriminatory homophobic tendencies. After correction for age and sex differences, we found most of the genetic contributions (62%) and significant nonshared environmental contributions (16%) to individual differences in self-reports on homophobia to be also reflected in peer-reported homophobia. A significant genetic component, however, was self-report-specific (38%), suggesting that self-assessments alone produce inflated heritability estimates to some degree. Different explanations are discussed.
Speed Variance and Its Influence on Accidents.
Garber, Nicholas J.; Gadirau, Ravi
A study was conducted to investigate the traffic engineering factors that influence speed variance and to determine to what extent speed variance affects accident rates. Detailed analyses were carried out to relate speed variance with posted speed limit, design speeds, and other traffic variables. The major factor identified was the difference…
Variance function estimation for immunoassays
International Nuclear Information System (INIS)
Raab, G.M.; Thompson, R.; McKenzie, I.
1980-01-01
A computer program is described which implements a recently described, modified likelihood method of determining an appropriate weighting function to use when fitting immunoassay dose-response curves. The relationship between the variance of the response and its mean value is assumed to have an exponential form, and the best fit to this model is determined from the within-set variability of many small sets of repeated measurements. The program estimates the parameter of the exponential function with its estimated standard error, and tests the fit of the experimental data to the proposed model. Output options include a list of the actual and fitted standard deviation of the set of responses, a plot of actual and fitted standard deviation against the mean response, and an ordered list of the 10 sets of data with the largest ratios of actual to fitted standard deviation. The program has been designed for a laboratory user without computing or statistical expertise. The test-of-fit has proved valuable for identifying outlying responses, which may be excluded from further analysis by being set to negative values in the input file. (Auth.)
Primary extradural meningioma arising from the calvarium
Directory of Open Access Journals (Sweden)
N Ravi
2013-06-01
Full Text Available Meningiomas are the most common intracranial tumours. Meningiomas arising at other locations are termed primary extradural meningiomas (EDM and are rare. Here we report a case of EDM arising from the calvarium – a primary calvarial meningioma (PCM.
Esophageal leiomyoma arising in an epiphrenic diverticulum
International Nuclear Information System (INIS)
Hamilton, S.
1988-01-01
A 32-year old woman was found at surgery to have an esophageal leiomyoma arising within an epiphrenic diverticulum. These uncommon conditions may rarely occur together, causing difficulty in diagnosis of the leiomyoma. Other neoplasms may also arise in an epiphrenic diverticulum and should be borne in mind in this situation. (orig.)
A partially reflecting random walk on spheres algorithm for electrical impedance tomography
Energy Technology Data Exchange (ETDEWEB)
Maire, Sylvain, E-mail: maire@univ-tln.fr [Laboratoire LSIS Equipe Signal et Image, Université du Sud Toulon-Var, Av. Georges Pompidou, BP 56, 83162 La Valette du Var Cedex (France); Simon, Martin, E-mail: simon@math.uni-mainz.de [Institute of Mathematics, Johannes Gutenberg University, 55099 Mainz (Germany)
2015-12-15
In this work, we develop a probabilistic estimator for the voltage-to-current map arising in electrical impedance tomography. This novel so-called partially reflecting random walk on spheres estimator enables Monte Carlo methods to compute the voltage-to-current map in an embarrassingly parallel manner, which is an important issue with regard to the corresponding inverse problem. Our method uses the well-known random walk on spheres algorithm inside subdomains where the diffusion coefficient is constant and employs replacement techniques motivated by finite difference discretization to deal with both mixed boundary conditions and interface transmission conditions. We analyze the global bias and the variance of the new estimator both theoretically and experimentally. Subsequently, the variance of the new estimator is considerably reduced via a novel control variate conditional sampling technique which yields a highly efficient hybrid forward solver coupling probabilistic and deterministic algorithms.
PARALLEL SOLUTION METHODS OF PARTIAL DIFFERENTIAL EQUATIONS
Directory of Open Access Journals (Sweden)
Korhan KARABULUT
1998-03-01
Full Text Available Partial differential equations arise in almost all fields of science and engineering. Computer time spent in solving partial differential equations is much more than that of in any other problem class. For this reason, partial differential equations are suitable to be solved on parallel computers that offer great computation power. In this study, parallel solution to partial differential equations with Jacobi, Gauss-Siedel, SOR (Succesive OverRelaxation and SSOR (Symmetric SOR algorithms is studied.
Evolution of Genetic Variance during Adaptive Radiation.
Walter, Greg M; Aguirre, J David; Blows, Mark W; Ortiz-Barrientos, Daniel
2018-04-01
Genetic correlations between traits can concentrate genetic variance into fewer phenotypic dimensions that can bias evolutionary trajectories along the axis of greatest genetic variance and away from optimal phenotypes, constraining the rate of evolution. If genetic correlations limit adaptation, rapid adaptive divergence between multiple contrasting environments may be difficult. However, if natural selection increases the frequency of rare alleles after colonization of new environments, an increase in genetic variance in the direction of selection can accelerate adaptive divergence. Here, we explored adaptive divergence of an Australian native wildflower by examining the alignment between divergence in phenotype mean and divergence in genetic variance among four contrasting ecotypes. We found divergence in mean multivariate phenotype along two major axes represented by different combinations of plant architecture and leaf traits. Ecotypes also showed divergence in the level of genetic variance in individual traits and the multivariate distribution of genetic variance among traits. Divergence in multivariate phenotypic mean aligned with divergence in genetic variance, with much of the divergence in phenotype among ecotypes associated with changes in trait combinations containing substantial levels of genetic variance. Overall, our results suggest that natural selection can alter the distribution of genetic variance underlying phenotypic traits, increasing the amount of genetic variance in the direction of natural selection and potentially facilitating rapid adaptive divergence during an adaptive radiation.
Issues arising in applying the BSS concepts
International Nuclear Information System (INIS)
Linsley, G.
1997-01-01
The following issues are discussed arising in applying the basic safety standard concepts: terminology, naturally occurring radionuclides, the exemption and clearance levels, management of very low level wastes, transboundary movements, the waste convention
Influence of Family Structure on Variance Decomposition
DEFF Research Database (Denmark)
Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter
Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained ge...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...
Efficient Cardinality/Mean-Variance Portfolios
Brito, R. Pedro; Vicente, Luís Nunes
2014-01-01
International audience; We propose a novel approach to handle cardinality in portfolio selection, by means of a biobjective cardinality/mean-variance problem, allowing the investor to analyze the efficient tradeoff between return-risk and number of active positions. Recent progress in multiobjective optimization without derivatives allow us to robustly compute (in-sample) the whole cardinality/mean-variance efficient frontier, for a variety of data sets and mean-variance models. Our results s...
The phenotypic variance gradient - a novel concept.
Pertoldi, Cino; Bundgaard, Jørgen; Loeschcke, Volker; Barker, James Stuart Flinton
2014-11-01
Evolutionary ecologists commonly use reaction norms, which show the range of phenotypes produced by a set of genotypes exposed to different environments, to quantify the degree of phenotypic variance and the magnitude of plasticity of morphometric and life-history traits. Significant differences among the values of the slopes of the reaction norms are interpreted as significant differences in phenotypic plasticity, whereas significant differences among phenotypic variances (variance or coefficient of variation) are interpreted as differences in the degree of developmental instability or canalization. We highlight some potential problems with this approach to quantifying phenotypic variance and suggest a novel and more informative way to plot reaction norms: namely "a plot of log (variance) on the y-axis versus log (mean) on the x-axis, with a reference line added". This approach gives an immediate impression of how the degree of phenotypic variance varies across an environmental gradient, taking into account the consequences of the scaling effect of the variance with the mean. The evolutionary implications of the variation in the degree of phenotypic variance, which we call a "phenotypic variance gradient", are discussed together with its potential interactions with variation in the degree of phenotypic plasticity and canalization.
DEFF Research Database (Denmark)
Sokoler, Leo Emil; Dammann, Bernd; Madsen, Henrik
2014-01-01
This paper presents a decomposition algorithm for solving the optimal control problem (OCP) that arises in Mean-Variance Economic Model Predictive Control of stochastic linear systems. The algorithm applies the alternating direction method of multipliers to a reformulation of the OCP...
Least-squares variance component estimation
Teunissen, P.J.G.; Amiri-Simkooei, A.R.
2007-01-01
Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight
Expected Stock Returns and Variance Risk Premia
DEFF Research Database (Denmark)
Bollerslev, Tim; Zhou, Hao
risk premium with the P/E ratio results in an R2 for the quarterly returns of more than twenty-five percent. The results depend crucially on the use of "model-free", as opposed to standard Black-Scholes, implied variances, and realized variances constructed from high-frequency intraday, as opposed...
Nonlinear Epigenetic Variance: Review and Simulations
Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.
2010-01-01
We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…
Variance estimation for generalized Cavalieri estimators
Johanna Ziegel; Eva B. Vedel Jensen; Karl-Anton Dorph-Petersen
2011-01-01
The precision of stereological estimators based on systematic sampling is of great practical importance. This paper presents methods of data-based variance estimation for generalized Cavalieri estimators where errors in sampling positions may occur. Variance estimators are derived under perturbed systematic sampling, systematic sampling with cumulative errors and systematic sampling with random dropouts. Copyright 2011, Oxford University Press.
Validation of consistency of Mendelian sampling variance.
Tyrisevä, A-M; Fikse, W F; Mäntysaari, E A; Jakobsen, J; Aamand, G P; Dürr, J; Lidauer, M H
2018-03-01
Experiences from international sire evaluation indicate that the multiple-trait across-country evaluation method is sensitive to changes in genetic variance over time. Top bulls from birth year classes with inflated genetic variance will benefit, hampering reliable ranking of bulls. However, none of the methods available today enable countries to validate their national evaluation models for heterogeneity of genetic variance. We describe a new validation method to fill this gap comprising the following steps: estimating within-year genetic variances using Mendelian sampling and its prediction error variance, fitting a weighted linear regression between the estimates and the years under study, identifying possible outliers, and defining a 95% empirical confidence interval for a possible trend in the estimates. We tested the specificity and sensitivity of the proposed validation method with simulated data using a real data structure. Moderate (M) and small (S) size populations were simulated under 3 scenarios: a control with homogeneous variance and 2 scenarios with yearly increases in phenotypic variance of 2 and 10%, respectively. Results showed that the new method was able to estimate genetic variance accurately enough to detect bias in genetic variance. Under the control scenario, the trend in genetic variance was practically zero in setting M. Testing cows with an average birth year class size of more than 43,000 in setting M showed that tolerance values are needed for both the trend and the outlier tests to detect only cases with a practical effect in larger data sets. Regardless of the magnitude (yearly increases in phenotypic variance of 2 or 10%) of the generated trend, it deviated statistically significantly from zero in all data replicates for both cows and bulls in setting M. In setting S with a mean of 27 bulls in a year class, the sampling error and thus the probability of a false-positive result clearly increased. Still, overall estimated genetic
Portfolio optimization with mean-variance model
Hoe, Lam Weng; Siew, Lam Weng
2016-06-01
Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.
Cutaneous osteosarcoma arising from a burn scar
Energy Technology Data Exchange (ETDEWEB)
Lee, Min A.; Yi, Jaehyuck [Kyungpook National University, Department of Radiology, College of Medicine, Daegu (Korea, Republic of); Kyungpook National University Hospital, Department of Radiology, Daegu (Korea, Republic of); Chae, Jong Min [Kyungpook National University, Department of Pathology, College of Medicine, Daegu (Korea, Republic of)
2017-04-15
Tumors that develop in old burn scars are usually squamous cell carcinomas. Sarcomas have also been reported, albeit rarely. To our knowledge, there has been only one case report of an extraskeletal osteosarcoma arising in a prior burn scar reported in the English-language literature, mainly discussing the clinicopathological features. Herein, we present a case of cutaneous osteosarcoma visualized as a mineralized soft-tissue mass arising from the scar associated with a previous skin burn over the back. This seems to be the first report describing the imaging features of a cutaneous osteosarcoma from an old burn scar. (orig.)
Partial discharges and bulk dielectric field enhancement
DEFF Research Database (Denmark)
McAllister, Iain Wilson; Johansson, Torben
2000-01-01
A consequence of partial discharge activity within a gaseous void is the production of a field enhancement in the solid dielectric in the proximity of the void. This situation arises due to the charge created by the partial discharges accumulating at the void wall. The influence of the spatial...
Portfolio optimization using median-variance approach
Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli
2013-04-01
Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.
Cellular schwannoma arising from sigmoid mesocolon presenting ...
African Journals Online (AJOL)
Schwannomas are a type of peripheral nerve sheath tumors with clinically indolent behavior. Though, they can occur anywhere in body, the incidence in retroperitoneum, mediastinum, and pelvis is exceedingly rare. We present a case of a 58‑year‑old female with a massive twisted tumor arising from sigmoid mesocolon.
Cellular Schwannoma Arising from Sigmoid Mesocolon Presenting ...
African Journals Online (AJOL)
Schwannomas are a type of peripheral nerve sheath tumors with clinically indolent behavior. Though, they can occur anywhere in body, the incidence in retroperitoneum, mediastinum, and pelvis is exceedingly rare. We present a case of a 58‑year‑old female with a massive twisted tumor arising from sigmoid mesocolon.
ARISE: American renaissance in science education
Energy Technology Data Exchange (ETDEWEB)
NONE
1998-09-14
The national standards and state derivatives must be reinforced by models of curricular reform. In this paper, ARISE presents one model based on a set of principles--coherence, integration of the sciences, movement from concrete ideas to abstract ones, inquiry, connection and application, sequencing that is responsive to how people learn.
Indian Academy of Sciences (India)
First page Back Continue Last page Overview Graphics. Partial Cancellation. Full Cancellation is desirable. But complexity requirements are enormous. 4000 tones, 100 Users billions of flops !!! Main Idea: Challenge: To determine which cross-talker to cancel on what “tone” for a given victim. Constraint: Total complexity is ...
Grammatical and lexical variance in English
Quirk, Randolph
2014-01-01
Written by one of Britain's most distinguished linguists, this book is concerned with the phenomenon of variance in English grammar and vocabulary across regional, social, stylistic and temporal space.
A Mean variance analysis of arbitrage portfolios
Fang, Shuhong
2007-03-01
Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.
Dynamic Mean-Variance Asset Allocation
Basak, Suleyman; Chabakauri, Georgy
2009-01-01
Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...
Genetic variants influencing phenotypic variance heterogeneity.
Ek, Weronica E; Rask-Andersen, Mathias; Karlsson, Torgny; Enroth, Stefan; Gyllensten, Ulf; Johansson, Åsa
2018-03-01
Most genetic studies identify genetic variants associated with disease risk or with the mean value of a quantitative trait. More rarely, genetic variants associated with variance heterogeneity are considered. In this study, we have identified such variance single-nucleotide polymorphisms (vSNPs) and examined if these represent biological gene × gene or gene × environment interactions or statistical artifacts caused by multiple linked genetic variants influencing the same phenotype. We have performed a genome-wide study, to identify vSNPs associated with variance heterogeneity in DNA methylation levels. Genotype data from over 10 million single-nucleotide polymorphisms (SNPs), and DNA methylation levels at over 430 000 CpG sites, were analyzed in 729 individuals. We identified vSNPs for 7195 CpG sites (P mean DNA methylation levels. We further showed that variance heterogeneity between genotypes mainly represents additional, often rare, SNPs in linkage disequilibrium (LD) with the respective vSNP and for some vSNPs, multiple low frequency variants co-segregating with one of the vSNP alleles. Therefore, our results suggest that variance heterogeneity of DNA methylation mainly represents phenotypic effects by multiple SNPs, rather than biological interactions. Such effects may also be important for interpreting variance heterogeneity of more complex clinical phenotypes.
The Variance Composition of Firm Growth Rates
Directory of Open Access Journals (Sweden)
Luiz Artur Ledur Brito
2009-04-01
Full Text Available Firms exhibit a wide variability in growth rates. This can be seen as another manifestation of the fact that firms are different from one another in several respects. This study investigated this variability using the variance components technique previously used to decompose the variance of financial performance. The main source of variation in growth rates, responsible for more than 40% of total variance, corresponds to individual, idiosyncratic firm aspects and not to industry, country, or macroeconomic conditions prevailing in specific years. Firm growth, similar to financial performance, is mostly unique to specific firms and not an industry or country related phenomenon. This finding also justifies using growth as an alternative outcome of superior firm resources and as a complementary dimension of competitive advantage. This also links this research with the resource-based view of strategy. Country was the second source of variation with around 10% of total variance. The analysis was done using the Compustat Global database with 80,320 observations, comprising 13,221 companies in 47 countries, covering the years of 1994 to 2002. It also compared the variance structure of growth to the variance structure of financial performance in the same sample.
International Nuclear Information System (INIS)
1978-11-01
This discussion paper considers the possibility of applying to the recycle of plutonium in thermal reactors a particular method of partial processing based on the PUREX process but named CIVEX to emphasise the differences. The CIVEX process is based primarily on the retention of short-lived fission products. The paper suggests: (1) the recycle of fission products with uranium and plutonium in thermal reactor fuel would be technically feasible; (2) it would, however, take ten years or more to develop the CIVEX process to the point where it could be launched on a commercial scale; (3) since the majority of spent fuel to be reprocessed this century will have been in storage for ten years or more, the recycling of short-lived fission products with the U-Pu would not provide an effective means of making refabrication fuel ''inaccessible'' because the radioactivity associated with the fission products would have decayed. There would therefore be no advantage in partial processing
Directory of Open Access Journals (Sweden)
М.М. Karimova
2017-05-01
Full Text Available A girl with partial gigantism (the increased I and II fingers of the left foot is being examined. This condition is a rare and unresolved problem, as the definite reason of its development is not determined. Wait-and-see strategy is recommended, as well as correcting operations after closing of growth zones, and forming of data pool for generalization and development of schemes of drug and radial therapeutic methods.
Occupancy statistics arising from weighted particle rearrangements
International Nuclear Information System (INIS)
Huillet, Thierry
2007-01-01
The box-occupancy distributions arising from weighted rearrangements of a particle system are investigated. In the grand-canonical ensemble, they are characterized by determinantal joint probability generating functions. For doubly non-negative weight matrices, fractional occupancy statistics, generalizing Fermi-Dirac and Bose-Einstein statistics, can be defined. A spatially extended version of these balls-in-boxes problems is investigated
Security risks arising from portable storage devices
CSIR Research Space (South Africa)
Molotsi, K
2012-10-01
Full Text Available of the security risks arising from the use of PSDs, and further provides possible security countermeasures to help organisations and users to protect their digital assets. APPROACH Literature review: ? To investigate security risks posed by PSDs... technology in the workplace. International Journal of Electronic Security and Digital Forensics. 3(1): 73?81 [3] Kim, K., Kim, E. & Hong S. (2009). Privacy information protection in portable device. Proceedings of International Conference on Convergence...
Conjunctival lymphoma arising from reactive lymphoid hyperplasia
Directory of Open Access Journals (Sweden)
Fukuhara Junichi
2012-09-01
Full Text Available Abstract Extra nodal marginal zone B-cell lymphoma (EMZL of the conjunctiva typically arises in the marginal zone of mucosa-associated lymphoid tissue. The pathogenesis of conjunctival EMZL remains unknown. We describe an unusual case of EMZL arising from reactive lymphoid hyperplasia (RLH of the conjunctiva. A 35-year-old woman had fleshy salmon-pink conjunctival tumors in both eyes, oculus uterque (OU. Specimens from conjunctival tumors in the right eye, oculus dexter (OD, revealed a collection of small lymphoid cells in the stroma. Immunohistochemically, immunoglobulin (Ig light chain restriction was not detected. In contrast, diffuse atypical lymphoid cell infiltration was noted in the left eye, oculus sinister (OS, and positive for CD20, a marker for B cells OS. The tumors were histologically diagnosed as RLH OD, and EMZL OS. PCR analysis detected IgH gene rearrangement in the joining region (JH region OU. After 11 months, a re-biopsy specimen demonstrated EMZL based on compatible pathological and genetic findings OD, arising from RLH. This case suggests that even if the diagnosis of the conjunctival lymphoproliferative lesions is histologically benign, confirmation of the B-cell clonality by checking IgH gene rearrangement should be useful to predict the incidence of malignancy.
Parameter uncertainty effects on variance-based sensitivity analysis
International Nuclear Information System (INIS)
Yu, W.; Harris, T.J.
2009-01-01
In the past several years there has been considerable commercial and academic interest in methods for variance-based sensitivity analysis. The industrial focus is motivated by the importance of attributing variance contributions to input factors. A more complete understanding of these relationships enables companies to achieve goals related to quality, safety and asset utilization. In a number of applications, it is possible to distinguish between two types of input variables-regressive variables and model parameters. Regressive variables are those that can be influenced by process design or by a control strategy. With model parameters, there are typically no opportunities to directly influence their variability. In this paper, we propose a new method to perform sensitivity analysis through a partitioning of the input variables into these two groupings: regressive variables and model parameters. A sequential analysis is proposed, where first an sensitivity analysis is performed with respect to the regressive variables. In the second step, the uncertainty effects arising from the model parameters are included. This strategy can be quite useful in understanding process variability and in developing strategies to reduce overall variability. When this method is used for nonlinear models which are linear in the parameters, analytical solutions can be utilized. In the more general case of models that are nonlinear in both the regressive variables and the parameters, either first order approximations can be used, or numerically intensive methods must be used
Variance decomposition-based sensitivity analysis via neural networks
International Nuclear Information System (INIS)
Marseguerra, Marzio; Masini, Riccardo; Zio, Enrico; Cojazzi, Giacomo
2003-01-01
This paper illustrates a method for efficiently performing multiparametric sensitivity analyses of the reliability model of a given system. These analyses are of great importance for the identification of critical components in highly hazardous plants, such as the nuclear or chemical ones, thus providing significant insights for their risk-based design and management. The technique used to quantify the importance of a component parameter with respect to the system model is based on a classical decomposition of the variance. When the model of the system is realistically complicated (e.g. by aging, stand-by, maintenance, etc.), its analytical evaluation soon becomes impractical and one is better off resorting to Monte Carlo simulation techniques which, however, could be computationally burdensome. Therefore, since the variance decomposition method requires a large number of system evaluations, each one to be performed by Monte Carlo, the need arises for possibly substituting the Monte Carlo simulation model with a fast, approximated, algorithm. Here we investigate an approach which makes use of neural networks appropriately trained on the results of a Monte Carlo system reliability/availability evaluation to quickly provide with reasonable approximation, the values of the quantities of interest for the sensitivity analyses. The work was a joint effort between the Department of Nuclear Engineering of the Polytechnic of Milan, Italy, and the Institute for Systems, Informatics and Safety, Nuclear Safety Unit of the Joint Research Centre in Ispra, Italy which sponsored the project
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...
Kapteyn series arising in radiation problems
International Nuclear Information System (INIS)
Lerche, I; Tautz, R C
2008-01-01
In discussing radiation from multiple point charges or magnetic dipoles, moving in circles or ellipses, a variety of Kapteyn series of the second kind arises. Some of the series have been known in closed form for a hundred years or more, others appear not to be available to analytic persuasion. This paper shows how 12 such generic series can be developed to produce either closed analytic expressions or integrals that are not analytically tractable. In addition, the method presented here may be of benefit when one has other Kapteyn series of the second kind to consider, thereby providing an additional reason to consider such series anew
Integrating Variances into an Analytical Database
Sanchez, Carlos
2010-01-01
For this project, I enrolled in numerous SATERN courses that taught the basics of database programming. These include: Basic Access 2007 Forms, Introduction to Database Systems, Overview of Database Design, and others. My main job was to create an analytical database that can handle many stored forms and make it easy to interpret and organize. Additionally, I helped improve an existing database and populate it with information. These databases were designed to be used with data from Safety Variances and DCR forms. The research consisted of analyzing the database and comparing the data to find out which entries were repeated the most. If an entry happened to be repeated several times in the database, that would mean that the rule or requirement targeted by that variance has been bypassed many times already and so the requirement may not really be needed, but rather should be changed to allow the variance's conditions permanently. This project did not only restrict itself to the design and development of the database system, but also worked on exporting the data from the database to a different format (e.g. Excel or Word) so it could be analyzed in a simpler fashion. Thanks to the change in format, the data was organized in a spreadsheet that made it possible to sort the data by categories or types and helped speed up searches. Once my work with the database was done, the records of variances could be arranged so that they were displayed in numerical order, or one could search for a specific document targeted by the variances and restrict the search to only include variances that modified a specific requirement. A great part that contributed to my learning was SATERN, NASA's resource for education. Thanks to the SATERN online courses I took over the summer, I was able to learn many new things about computers and databases and also go more in depth into topics I already knew about.
Decomposition of Variance for Spatial Cox Processes.
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-03-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.
Variance in binary stellar population synthesis
Breivik, Katelyn; Larson, Shane L.
2016-03-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations in less than a week, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Estimating quadratic variation using realized variance
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Shephard, N.
2002-01-01
with a rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....
Fundamental partial compositeness
Sannino, Francesco
2016-11-07
We construct renormalizable Standard Model extensions, valid up to the Planck scale, that give a composite Higgs from a new fundamental strong force acting on fermions and scalars. Yukawa interactions of these particles with Standard Model fermions realize the partial compositeness scenario. Successful models exist because gauge quantum numbers of Standard Model fermions admit a minimal enough 'square root'. Furthermore, right-handed SM fermions have an SU(2)$_R$-like structure, yielding a custodially-protected composite Higgs. Baryon and lepton numbers arise accidentally. Standard Model fermions acquire mass at tree level, while the Higgs potential and flavor violations are generated by quantum corrections. We further discuss accidental symmetries and other dynamical features stemming from the new strongly interacting scalars. If the same phenomenology can be obtained from models without our elementary scalars, they would reappear as composite states.
Fundamental partial compositeness
International Nuclear Information System (INIS)
Sannino, Francesco; Strumia, Alessandro; Tesi, Andrea; Vigiani, Elena
2016-01-01
We construct renormalizable Standard Model extensions, valid up to the Planck scale, that give a composite Higgs from a new fundamental strong force acting on fermions and scalars. Yukawa interactions of these particles with Standard Model fermions realize the partial compositeness scenario. Under certain assumptions on the dynamics of the scalars, successful models exist because gauge quantum numbers of Standard Model fermions admit a minimal enough ‘square root’. Furthermore, right-handed SM fermions have an SU(2)_R-like structure, yielding a custodially-protected composite Higgs. Baryon and lepton numbers arise accidentally. Standard Model fermions acquire mass at tree level, while the Higgs potential and flavor violations are generated by quantum corrections. We further discuss accidental symmetries and other dynamical features stemming from the new strongly interacting scalars. If the same phenomenology can be obtained from models without our elementary scalars, they would reappear as composite states.
Spinal cord injury arising in anaesthesia practice.
Hewson, D W; Bedforth, N M; Hardman, J G
2018-01-01
Spinal cord injury arising during anaesthetic practice is a rare event, but one that carries a significant burden in terms of morbidity and mortality. In this article, we will review the pathophysiology of spinal cord injury. We will then discuss injuries relating to patient position, spinal cord hypoperfusion and neuraxial techniques. The most serious causes of spinal cord injury - vertebral canal haematoma, spinal epidural abscess, meningitis and adhesive arachnoiditis - will be discussed in turn. For each condition, we draw attention to practical, evidence-based measures clinicians can undertake to reduce their incidence, or mitigate their severity. Finally, we will discuss transient neurological symptoms. Some cases of spinal cord injury during anaesthesia can be ascribed to anaesthesia itself, arising as a direct consequence of its conduct. The injury to a spinal nerve root by inaccurate and/or incautious needling during spinal anaesthesia is an obvious example. But in many cases, spinal cord injury during anaesthesia is not caused by, related to, or even associated with, the conduct of the anaesthetic. Surgical factors, whether direct (e.g. spinal nerve root damage due to incorrect pedicle screw placement) or indirect (e.g. cord ischaemia following aortic surgery) are responsible for a significant proportion of spinal cord injuries that occur concurrently with the delivery of regional or general anaesthesia. © 2018 The Association of Anaesthetists of Great Britain and Ireland.
On the noise variance of a digital mammography system
International Nuclear Information System (INIS)
Burgess, Arthur
2004-01-01
A recent paper by Cooper et al. [Med. Phys. 30, 2614-2621 (2003)] contains some apparently anomalous results concerning the relationship between pixel variance and x-ray exposure for a digital mammography system. They found an unexpected peak in a display domain pixel variance plot as a function of 1/mAs (their Fig. 5) with a decrease in the range corresponding to high display data values, corresponding to low x-ray exposures. As they pointed out, if the detector response is linear in exposure and the transformation from raw to display data scales is logarithmic, then pixel variance should be a monotonically increasing function in the figure. They concluded that the total system transfer curve, between input exposure and display image data values, is not logarithmic over the full exposure range. They separated data analysis into two regions and plotted the logarithm of display image pixel variance as a function of the logarithm of the mAs used to produce the phantom images. They found a slope of minus one for high mAs values and concluded that the transfer function is logarithmic in this region. They found a slope of 0.6 for the low mAs region and concluded that the transfer curve was neither linear nor logarithmic for low exposure values. It is known that the digital mammography system investigated by Cooper et al. has a linear relationship between exposure and raw data values [Vedantham et al., Med. Phys. 27, 558-567 (2000)]. The purpose of this paper is to show that the variance effect found by Cooper et al. (their Fig. 5) arises because the transformation from the raw data scale (14 bits) to the display scale (12 bits), for the digital mammography system they investigated, is not logarithmic for raw data values less than about 300 (display data values greater than about 3300). At low raw data values the transformation is linear and prevents over-ranging of the display data scale. Parametric models for the two transformations will be presented. Results of pixel
2010-07-01
...) PROCEDURE FOR VARIATIONS FROM SAFETY AND HEALTH REGULATIONS UNDER THE LONGSHOREMEN'S AND HARBOR WORKERS...) or 6(d) of the Williams-Steiger Occupational Safety and Health Act of 1970 (29 U.S.C. 655). The... under the Williams-Steiger Occupational Safety and Health Act of 1970, and any variance from §§ 1910.13...
78 FR 14122 - Revocation of Permanent Variances
2013-03-04
... Douglas Fir planking had to have at least a 1,900 fiber stress and 1,900,000 modulus of elasticity, while the Yellow Pine planking had to have at least 2,500 fiber stress and 2,000,000 modulus of elasticity... the permanent variances, and affected employees, to submit written data, views, and arguments...
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
Investors in fixed income markets are willing to pay a very large premium to be hedged against shocks in expected volatility and the size of this premium can be studied through variance swaps. Using thirty years of option and high-frequency data, we document the following novel stylized facts...
Biological Variance in Agricultural Products. Theoretical Considerations
Tijskens, L.M.M.; Konopacki, P.
2003-01-01
The food that we eat is uniform neither in shape or appearance nor in internal composition or content. Since technology became increasingly important, the presence of biological variance in our food became more and more of a nuisance. Techniques and procedures (statistical, technical) were
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-01-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introducea general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive...
Variance Swap Replication: Discrete or Continuous?
Directory of Open Access Journals (Sweden)
Fabien Le Floc’h
2018-02-01
Full Text Available The popular replication formula to price variance swaps assumes continuity of traded option strikes. In practice, however, there is only a discrete set of option strikes traded on the market. We present here different discrete replication strategies and explain why the continuous replication price is more relevant.
Zero-intelligence realized variance estimation
Gatheral, J.; Oomen, R.C.A.
2010-01-01
Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and
Variance Reduction Techniques in Monte Carlo Methods
Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.
2010-01-01
Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the
DEFF Research Database (Denmark)
Casas, Isabel; Mao, Xiuping; Veiga, Helena
This study explores the predictive power of new estimators of the equity variance risk premium and conditional variance for future excess stock market returns, economic activity, and financial instability, both during and after the last global financial crisis. These estimators are obtained from...... time-varying coefficient models are the ones showing considerably higher predictive power for stock market returns and financial instability during the financial crisis, suggesting that an extreme volatility period requires models that can adapt quickly to turmoil........ Moreover, a comparison of the overall results reveals that the conditional variance gains predictive power during the global financial crisis period. Furthermore, both the variance risk premium and conditional variance are determined to be predictors of future financial instability, whereas conditional...
Czech Academy of Sciences Publication Activity Database
Escudero, C.; Gazzola, F.; Hakl, Robert; Torres, P.J.
2015-01-01
Roč. 140, č. 4 (2015), s. 385-393 ISSN 0862-7959 Institutional support: RVO:67985840 Keywords : higher order parabolic equation * existence of solution * blow-up in finite time Subject RIV: BA - General Mathematics http://hdl.handle.net/10338.dmlcz/144457
Adenocarcinoma arising in female urethral diverticulum
International Nuclear Information System (INIS)
Patanaphan, V.; Prempree, T.; Sewchand, W.; Hafiz, M.A.; Jaiwatana, J.
1983-01-01
Cancer arising from a female urethral diverticulum is rare, and because of its rarity, a review of the medical literature reveals significant nonuniformity in its management. We report an additional 2 cases of this disease, one of which has an even rarer feature of being mucin-producing. The management of our 2 cases is presented in detail and in line with the management of female urethral cancer. From our extensive literature search, diverticulectomy alone showed poor results with the highest rate of recurrence (67%). Extensive surgery, either in the form of cystourethrectomy or anterior exenteration, offered results comparable with those of combined therapy (diverticulectomy and full course of irradiation for early cases; preoperative irradiation followed by cystourethrectomy for late cases). Individualization of radiation treatment and cooperative effort between urologist and radiation oncologist are essential if best results are to be achieved
Microbial diversity arising from thermodynamic constraints
Großkopf, Tobias; Soyer, Orkun S
2016-01-01
The microbial world displays an immense taxonomic diversity. This diversity is manifested also in a multitude of metabolic pathways that can utilise different substrates and produce different products. Here, we propose that these observations directly link to thermodynamic constraints that inherently arise from the metabolic basis of microbial growth. We show that thermodynamic constraints can enable coexistence of microbes that utilise the same substrate but produce different end products. We find that this thermodynamics-driven emergence of diversity is most relevant for metabolic conversions with low free energy as seen for example under anaerobic conditions, where population dynamics is governed by thermodynamic effects rather than kinetic factors such as substrate uptake rates. These findings provide a general understanding of the microbial diversity based on the first principles of thermodynamics. As such they provide a thermodynamics-based framework for explaining the observed microbial diversity in different natural and synthetic environments. PMID:27035705
Microbial diversity arising from thermodynamic constraints.
Großkopf, Tobias; Soyer, Orkun S
2016-11-01
The microbial world displays an immense taxonomic diversity. This diversity is manifested also in a multitude of metabolic pathways that can utilise different substrates and produce different products. Here, we propose that these observations directly link to thermodynamic constraints that inherently arise from the metabolic basis of microbial growth. We show that thermodynamic constraints can enable coexistence of microbes that utilise the same substrate but produce different end products. We find that this thermodynamics-driven emergence of diversity is most relevant for metabolic conversions with low free energy as seen for example under anaerobic conditions, where population dynamics is governed by thermodynamic effects rather than kinetic factors such as substrate uptake rates. These findings provide a general understanding of the microbial diversity based on the first principles of thermodynamics. As such they provide a thermodynamics-based framework for explaining the observed microbial diversity in different natural and synthetic environments.
Radioisotopes: problems of responsibility arising from medicine
International Nuclear Information System (INIS)
Dupon, Michel.
1978-09-01
Radioisotopes have brought about great progress in the battle against illnesses of mainly tumoral origin, whether in diagnosis (nuclear medicine) or in treatment (medical radiotherapy). They are important enough therefore to warrant investigation. Such a study is attempted here, with special emphasis, at a time when medical responsibility proceedings are being taken more and more often on the medicolegal problems arising from their medical use. It is hoped that this study on medical responsibility in the use of radioisotopes will have shown: that the use of radioisotopes for either diagnosis or therapy constitutes a major banch of medicine; that this importance implies an awareness by the practitioner of a vast responsibility, especially in law where legislation to ensure protection as strict as in the field of ionizing radiations is lacking. The civil responsibility of doctors who use radioisotopes remains to be defined, since for want of adequate jurisprudence we are reduced to hypotheses based on general principles [fr
High grade angiosarcoma arising in fibroadenoma
2011-01-01
Primary angiosarcoma of the breast is a rare tumour that account for fewer than 0.05% of all malignant mammary tumours. Angiosarcoma may have an perfidious clinical onset. Radiologic findings are often nonspecific and may appear completely normal in one-third of cases with primary angiosarcoma. The prognosis is usually poor because of the high rates of local recurrence and early development of metastases. Aggressive surgical resection is the mainstay of treatment. The role of adjuvant therapy has not yet been well established. Here we present a case of a 53 year old, postmenopausal women with primary angiosarcoma arising in fibroadenoma. To our knowledge, this is the first case described in the literature to date. PMID:22185665
Periorbital nodular fasciitis arising during pregnancy
Directory of Open Access Journals (Sweden)
Brandon N Phillips
2014-01-01
Full Text Available Nodular fasciitis (NF is a benign proliferation of fibroblasts and myofibroblasts that rarely occurs in the periorbital region. We report what we believe to be the first case of periorbital NF associated with pregnancy. A case of intravascular fasciitis, a NF variant, has been reported during pregnancy, but it was not located in the periorbital region. A weak presence of estrogen receptors has been reported in NF. This may make it more susceptible to the hormone-related changes during pregnancy and contribute to the development of the lesion by stimulating fibroblasts and smooth muscle cell types. Although rare, NF should be considered in the differential diagnosis of periorbital soft-tissue masses arising during pregnancy.
Airborne iodine-125 arising from surface contamination
International Nuclear Information System (INIS)
Kwok, C.S.; Hilditch, T.E.
1982-01-01
Measurements of airborne 125 I were made during the subdivision of 740 MBq stocks of 125 I iodide solution in a hospital dispensary. Within the fume cupboard the mean airborne 125 I concentration was 3.5 +- 2.9 kBqm -3 . No airborne concentration contamination was found outside the fume cupboard during these dispensing sessions. The airborne 125 I concentration arising from deliberate surface contamination (50 μl, 3.7-6.3 MBq) of the top of a lead pot was measured at a height simulating face level at an open work bench. There was a progressive fall in airborne concentration over seven days but even then the level was still significantly above background. Measurements made with the extraction system of the fume cupboard in operation were 2-3 times lower. (U.K.)
Survival of mutations arising during invasions.
Miller, Judith R
2010-03-01
When a neutral mutation arises in an invading population, it quickly either dies out or 'surfs', i.e. it comes to occupy almost all the habitat available at its time of origin. Beneficial mutations can also surf, as can deleterious mutations over finite time spans. We develop descriptive statistical models that quantify the relationship between the probability that a mutation will surf and demographic parameters for a cellular automaton model of surfing. We also provide a simple analytic model that performs well at predicting the probability of surfing for neutral and beneficial mutations in one dimension. The results suggest that factors - possibly including even abiotic factors - that promote invasion success may also increase the probability of surfing and associated adaptive genetic change, conditioned on such success.
Analysis of a genetically structured variance heterogeneity model using the Box-Cox transformation.
Yang, Ye; Christensen, Ole F; Sorensen, Daniel
2011-02-01
Over recent years, statistical support for the presence of genetic factors operating at the level of the environmental variance has come from fitting a genetically structured heterogeneous variance model to field or experimental data in various species. Misleading results may arise due to skewness of the marginal distribution of the data. To investigate how the scale of measurement affects inferences, the genetically structured heterogeneous variance model is extended to accommodate the family of Box-Cox transformations. Litter size data in rabbits and pigs that had previously been analysed in the untransformed scale were reanalysed in a scale equal to the mode of the marginal posterior distribution of the Box-Cox parameter. In the rabbit data, the statistical evidence for a genetic component at the level of the environmental variance is considerably weaker than that resulting from an analysis in the original metric. In the pig data, the statistical evidence is stronger, but the coefficient of correlation between additive genetic effects affecting mean and variance changes sign, compared to the results in the untransformed scale. The study confirms that inferences on variances can be strongly affected by the presence of asymmetry in the distribution of data. We recommend that to avoid one important source of spurious inferences, future work seeking support for a genetic component acting on environmental variation using a parametric approach based on normality assumptions confirms that these are met.
Boundary Value Problems Arising in Kalman Filtering
Directory of Open Access Journals (Sweden)
Sinem Ertürk
2009-01-01
Full Text Available The classic Kalman filtering equations for independent and correlated white noises are ordinary differential equations (deterministic or stochastic with the respective initial conditions. Changing the noise processes by taking them to be more realistic wide band noises or delayed white noises creates challenging partial differential equations with initial and boundary conditions. In this paper, we are aimed to give a survey of this connection between Kalman filtering and boundary value problems, bringing them into the attention of mathematicians as well as engineers dealing with Kalman filtering and boundary value problems.
Boundary Value Problems Arising in Kalman Filtering
Directory of Open Access Journals (Sweden)
Bashirov Agamirza
2008-01-01
Full Text Available The classic Kalman filtering equations for independent and correlated white noises are ordinary differential equations (deterministic or stochastic with the respective initial conditions. Changing the noise processes by taking them to be more realistic wide band noises or delayed white noises creates challenging partial differential equations with initial and boundary conditions. In this paper, we are aimed to give a survey of this connection between Kalman filtering and boundary value problems, bringing them into the attention of mathematicians as well as engineers dealing with Kalman filtering and boundary value problems.
Partially composite Goldstone Higgs boson
DEFF Research Database (Denmark)
Alanne, Tommi; Franzosi, Diogo Buarque; Frandsen, Mads T.
2017-01-01
We consider a model of dynamical electroweak symmetry breaking with a partially composite Goldstone Higgs boson. The model is based on a strongly interacting fermionic sector coupled to a fundamental scalar sector via Yukawa interactions. The SU(4)×SU(4) global symmetry of these two sectors...... is broken to a single SU(4) via Yukawa interactions. Electroweak symmetry breaking is dynamically induced by condensation due to the strong interactions in the new fermionic sector which further breaks the global symmetry SU(4)→Sp(4). The Higgs boson arises as a partially composite state which is an exact...... Goldstone boson in the limit where SM interactions are turned off. Terms breaking the SU(4) global symmetry explicitly generate a mass for the Goldstone Higgs boson. The model realizes in different limits both (partially) composite Higgs and (bosonic) technicolor models, thereby providing a convenient...
R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization.
Dazard, Jean-Eudes; Xu, Hua; Rao, J Sunil
2011-01-01
We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets ( p ≫ n paradigm), such as in 'omics'-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real 'omics' test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR ('Mean-Variance Regularization'), downloadable from the CRAN.
Unilateral Eye Blinking Arising From the Ictal Ipsilateral Occipital Area.
Falsaperla, Raffaele; Perciavalle, Valentina; Pavone, Piero; Praticò, Andrea Domenico; Elia, Maurizio; Ruggieri, Martino; Caraballo, Roberto; Striano, Pasquale
2016-07-01
We report on an 18-month-old boy with unilateral left eye blinking as a single ictal manifestation without facial twitching. The clinical onset of this phenomenon was first recorded (as an occasional event) at age 3 months, and it was overlooked. By age 6 months, the child's blinking increased to almost daily occurrence in clusters: during blinking the infant showed intact awareness and occasional jerks in the upper limbs and right leg. A video-electroencephalography (video-EEG) documented clinical correlation with a focal pattern arising from the left occipital region, and brain magnetic resonance imaging (MRI) revealed severe brain damage, consisting in poroencephalic hollows and increased spaces in the convexities involving a large area of the left cerebral hemisphere. The boy was prescribed sodium valproate (30 mg/kg/d), resulting in drastic reduction of his clinical seizures. Follow-up to his current age documented good general status, with persistent partial right hemilateral seizures. The blinking progressively disappeared, and is no longer recorded. The pathogenic hypotheses of the unilateral ictal blinking include involvement of the ipsilateral cerebral hemisphere and/or the cerebellar pathways. Review of previous reports of unilateral eye blinking, arising from the ictal ipsilateral brain, revealed that different damaged regions may give rise to blinking ictal phenomena, likely via the trigeminal fibres innervating the subdural intracranial structures and the pial vessels in the ipsilateral affected brain. The eye blinking in the present child represents a further example of an ictal phenomenon, which is predictive of the damaged brain region. © EEG and Clinical Neuroscience Society (ECNS) 2014.
Realized Variance and Market Microstructure Noise
DEFF Research Database (Denmark)
Hansen, Peter R.; Lunde, Asger
2006-01-01
We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel......-based estimator dominates the RV for the estimation of integrated variance (IV). An empirical analysis of the Dow Jones Industrial Average stocks reveals that market microstructure noise its time-dependent and correlated with increments in the efficient price. This has important implications for volatility...... estimation based on high-frequency data. Finally, we apply cointegration techniques to decompose transaction prices and bid-ask quotes into an estimate of the efficient price and noise. This framework enables us to study the dynamic effects on transaction prices and quotes caused by changes in the efficient...
The Theory of Variances in Equilibrium Reconstruction
International Nuclear Information System (INIS)
Zakharov, Leonid E.; Lewandowski, Jerome; Foley, Elizabeth L.; Levinton, Fred M.; Yuh, Howard Y.; Drozdov, Vladimir; McDonald, Darren
2008-01-01
The theory of variances of equilibrium reconstruction is presented. It complements existing practices with information regarding what kind of plasma profiles can be reconstructed, how accurately, and what remains beyond the abilities of diagnostic systems. The σ-curves, introduced by the present theory, give a quantitative assessment of quality of effectiveness of diagnostic systems in constraining equilibrium reconstructions. The theory also suggests a method for aligning the accuracy of measurements of different physical nature
Fundamentals of exploratory analysis of variance
Hoaglin, David C; Tukey, John W
2009-01-01
The analysis of variance is presented as an exploratory component of data analysis, while retaining the customary least squares fitting methods. Balanced data layouts are used to reveal key ideas and techniques for exploration. The approach emphasizes both the individual observations and the separate parts that the analysis produces. Most chapters include exercises and the appendices give selected percentage points of the Gaussian, t, F chi-squared and studentized range distributions.
Variance analysis refines overhead cost control.
Cooper, J C; Suver, J D
1992-02-01
Many healthcare organizations may not fully realize the benefits of standard cost accounting techniques because they fail to routinely report volume variances in their internal reports. If overhead allocation is routinely reported on internal reports, managers can determine whether billing remains current or lost charges occur. Healthcare organizations' use of standard costing techniques can lead to more realistic performance measurements and information system improvements that alert management to losses from unrecovered overhead in time for corrective action.
The Genealogical Consequences of Fecundity Variance Polymorphism
Taylor, Jesse E.
2009-01-01
The genealogical consequences of within-generation fecundity variance polymorphism are studied using coalescent processes structured by genetic backgrounds. I show that these processes have three distinctive features. The first is that the coalescent rates within backgrounds are not jointly proportional to the infinitesimal variance, but instead depend only on the frequencies and traits of genotypes containing each allele. Second, the coalescent processes at unlinked loci are correlated with the genealogy at the selected locus; i.e., fecundity variance polymorphism has a genomewide impact on genealogies. Third, in diploid models, there are infinitely many combinations of fecundity distributions that have the same diffusion approximation but distinct coalescent processes; i.e., in this class of models, ancestral processes and allele frequency dynamics are not in one-to-one correspondence. Similar properties are expected to hold in models that allow for heritable variation in other traits that affect the coalescent effective population size, such as sex ratio or fecundity and survival schedules. PMID:19433628
Discussion on variance reduction technique for shielding
Energy Technology Data Exchange (ETDEWEB)
Maekawa, Fujio [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
1998-03-01
As the task of the engineering design activity of the international thermonuclear fusion experimental reactor (ITER), on 316 type stainless steel (SS316) and the compound system of SS316 and water, the shielding experiment using the D-T neutron source of FNS in Japan Atomic Energy Research Institute has been carried out. However, in these analyses, enormous working time and computing time were required for determining the Weight Window parameter. Limitation or complication was felt when the variance reduction by Weight Window method of MCNP code was carried out. For the purpose of avoiding this difficulty, investigation was performed on the effectiveness of the variance reduction by cell importance method. The conditions of calculation in all cases are shown. As the results, the distribution of fractional standard deviation (FSD) related to neutrons and gamma-ray flux in the direction of shield depth is reported. There is the optimal importance change, and when importance was increased at the same rate as that of the attenuation of neutron or gamma-ray flux, the optimal variance reduction can be done. (K.I.)
[Chemical hazards arising from shale gas extraction].
Pakulska, Daria
2015-01-01
The development of the shale industry is gaining momentum and hence the analysis of chemical hazards to the environment and health of the local population is extreiely timely and important. Chemical hazards are created during the exploitation of all minerals, but in the case of shale gas production, there is much more uncertainty as regards to the effects of new technologies application. American experience suggests the increasing risk of environmental contamination, mainly groundwater. The greatest, concern is the incomplete knowledge of the composition of fluids used for fracturing shale rock and unpredictability of long-term effects of hydraulic fracturing for the environment and health of residents. High population density in the old continent causes the problem of chemical hazards which is much larger than in the USA. Despite the growing public discontent data on this subject are limited. First of all, there is no epidemiological studies to assess the relationship between risk factors, such as air and water pollution, and health effects in populations living in close proximity to gas wells. The aim of this article is to identify and discuss existing concepts on the sources of environmental contamination, an indication of the environment elements under pressure and potential health risks arising from shale gas extraction.
Chemical hazards arising from shale gas extraction
Directory of Open Access Journals (Sweden)
Daria Pakulska
2015-02-01
Full Text Available The development of the shale industry is gaining momentum and hence the analysis of chemical hazards to the environment and health of the local population is extremely timely and important. Chemical hazards are created during the exploitation of all minerals, but in the case of shale gas production, there is much more uncertainty as regards to the effects of new technologies application. American experience suggests the increasing risk of environmental contamination, mainly groundwater. The greatest concern is the incomplete knowledge of the composition of fluids used for fracturing shale rock and unpredictability of long-term effects of hydraulic fracturing for the environment and health of residents. High population density in the old continent causes the problem of chemical hazards which is much larger than in the USA. Despite the growing public discontent data on this subject are limited. First of all, there is no epidemiological studies to assess the relationship between risk factors, such as air and water pollution, and health effects in populations living in close proximity to gas wells. The aim of this article is to identify and discuss existing concepts on the sources of environmental contamination, an indication of the environment elements under pressure and potential health risks arising from shale gas extraction. Med Pr 2015;66(1:99–117
Cutaneous leiomyosarcoma arising in a smallpox scar.
Pol, Robert A; Dannenberg, Hilde; Robertus, Jan-Lukas; van Ginkel, Robert J
2012-07-16
Cutaneous leiomyosarcoma (CLM) is a very rare smooth muscle tumour that accounts for about 2-3% of all superficial soft tissue sarcomas. Although the development of various malignancies in scar tissue is well known, we report the first case of a CLM developing in a small pox scar. A 66-year-old man presented with a painless, slow-growing lump in a small pox scar on his left shoulder. Histological biopsies showed the lesion to be a primary, well-differentiated cutaneous leiomyosarcoma. A CT scan of the thorax was conducted, which showed no signs of metastases. The complete lesion was then surgically excised, and histopathological examination revealed a radically excised cutaneous type leiomyosarcoma After 13 months' review the patient was doing well with no evidence of tumour recurrence. This is the first report of a CLM arising in a small pox scar. Although the extended time interval between scarring and malignant changes makes it difficult to advise strict follow-up for patients with small pox scars, one should be aware that atypical changes and/or symptoms occurring in a small pox scar could potentially mean malignant transformation.
Cutaneous leiomyosarcoma arising in a smallpox scar
Directory of Open Access Journals (Sweden)
Pol Robert A
2012-07-01
Full Text Available Abstract Background Cutaneous leiomyosarcoma (CLM is a very rare smooth muscle tumour that accounts for about 2–3% of all superficial soft tissue sarcomas. Although the development of various malignancies in scar tissue is well known, we report the first case of a CLM developing in a small pox scar. Case presentation A 66-year-old man presented with a painless, slow-growing lump in a small pox scar on his left shoulder. Histological biopsies showed the lesion to be a primary, well-differentiated cutaneous leiomyosarcoma. A CT scan of the thorax was conducted, which showed no signs of metastases. The complete lesion was then surgically excised, and histopathological examination revealed a radically excised cutaneous type leiomyosarcoma After 13 months’ review the patient was doing well with no evidence of tumour recurrence. Conclusions This is the first report of a CLM arising in a small pox scar. Although the extended time interval between scarring and malignant changes makes it difficult to advise strict follow-up for patients with small pox scars, one should be aware that atypical changes and/or symptoms occurring in a small pox scar could potentially mean malignant transformation.
Chemodectomas arising in temporal bone structures
International Nuclear Information System (INIS)
Dickens, W.J.; Million, R.R.; Cassisi, N.J.; Singleton, G.T.
1982-01-01
Eighteen patients with chemodectomas arising in temporal bone structures were evaluated and treated at the University of Florida. Seventeen patients have each been followed a minimum of 3 years. Patients were retrospectively staged as having ''local'' or ''advanced'' disease, depending on the presence or absence of bone destruction and/or cranial nerve involvement. Fourteen of the patients received radiation therapy as all or part of their therapy; 6 patients were treated with radiation therapy alone, 3 patients were irradiated immediately postoperatively for residual disease, and 5 patients had radiation therapy for recurrence after operation. They were treated with cobalt-60 radiation with doses ranging from 3760 to 5640 rad. All irradiated patients demonstrated evidence of tumor regression, and none have had tumor recurrence with followup of 3-12 years. Of the 8 patients with cranial nerve paralysis prior to therapy, 5 had return of function of 1 or more cranial nerves. One of 6 patients treated initially with radiation therapy had a complication, while 6 of 8 patients irradiated postoperatively had complications. None of the complications were fatal. Three patients treated by operation for early disease limited to the hypotympanum had the disease controlled for 11-12 years. Guidelines for the selection of initial therapy are discussed
Radiological emergencies arising from accidents in Italy
International Nuclear Information System (INIS)
Bazzan, A.
1986-01-01
The Nuclear Safety and Health Protection Directorate (DISP) of ENEA has organized a structure of officers and technicians on call whenever an accident related to the activity of ENEA-DISP should occur. The most frequent events arise from natural misfortunes, crime, and deficiencies in public services. As regards technical operations such as measurements, removals, decontaminations and transport, DISP requests utilization of the different structures and equipment available to ENEA research centres and, in particular and most frequently, of the Safety and Radioprotection Division of the main ENEA centre: the Casaccia Research Centre. The technicians of this division are always available via telephone or radio, with the firm duty to be present within one hour from the call. The co-operation between these two structures enables timely and efficient intervention in many circumstances so that population and environmental risks can be avoided. Typical accidental situations are earthquakes, adverse atmospheric events, landslides, collapses, railway and road accidents, lost sources discovery, and seizure of illegally detained sources by judicial power. The paper briefly describes some of the situations which have occurred, and the actions carried out to recover sources and to re-establish safe environmental conditions. (author)
Minimum variance and variance of outgoing quality limit MDS-1(c1, c2) plans
Raju, C.; Vidya, R.
2016-06-01
In this article, the outgoing quality (OQ) and total inspection (TI) of multiple deferred state sampling plans MDS-1(c1,c2) are studied. It is assumed that the inspection is rejection rectification. Procedures for designing MDS-1(c1,c2) sampling plans with minimum variance of OQ and TI are developed. A procedure for obtaining a plan for a designated upper limit for the variance of the OQ (VOQL) is outlined.
Visual SLAM Using Variance Grid Maps
Howard, Andrew B.; Marks, Tim K.
2011-01-01
An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance
Markov bridges, bisection and variance reduction
DEFF Research Database (Denmark)
Asmussen, Søren; Hobolth, Asger
. In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented......Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints...
The value of travel time variance
Fosgerau, Mogens; Engelson, Leonid
2010-01-01
This paper considers the value of travel time variability under scheduling preferences that are de�fined in terms of linearly time-varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can free...
Primary extradural meningioma arising from the calvarium | Ravi ...
African Journals Online (AJOL)
Meningiomas are the most common intracranial tumours. Meningiomas arising at other locations are termed primary extradural meningiomas (EDMs) and are rare. Here we report a case of EDM arising from the calvarium – a primary calvarial meningioma (PCM).
Cementoblastoma Arising in the Maxilla of an 8-Year-Old Boy: A Case Report
Directory of Open Access Journals (Sweden)
Hiroyuki Harada
2011-01-01
Full Text Available Cementoblastoma is an uncommon disease, representing only 1–8% of all odontogenic tumours. Furthermore, this tumour is especially uncommon in children, as only five cases have been reported in this age group. Here, we describe a case of cementoblastoma arising in the maxilla of an 8-year-old boy, that was treated with a partial maxillectomy. The patient's facial appearance has remained satisfactory, and the tumour has not recurred in the 9 years after the operation.
Squamous cell carcinoma arising in an odontogenic cyst
International Nuclear Information System (INIS)
Yu, Jae Jung; Hwang, Eui Hwan; Lee, Sang Rae; Choi, Jeong Hee
2003-01-01
Squamous cell carcinoma arising in an odontogenic cyst is uncommon. The diagnosis of carcinoma arising in a cyst requires that there must be an area of microscopic transition from the benign epithelial cyst lining to the invasive squamous cell carcinoma. We report a histopathologically proven case of squamous cell carcinoma arising in a residual mandibular cyst in a 54-year-old woman.
A pattern recognition approach to transistor array parameter variance
da F. Costa, Luciano; Silva, Filipi N.; Comin, Cesar H.
2018-06-01
The properties of semiconductor devices, including bipolar junction transistors (BJTs), are known to vary substantially in terms of their parameters. In this work, an experimental approach, including pattern recognition concepts and methods such as principal component analysis (PCA) and linear discriminant analysis (LDA), was used to experimentally investigate the variation among BJTs belonging to integrated circuits known as transistor arrays. It was shown that a good deal of the devices variance can be captured using only two PCA axes. It was also verified that, though substantially small variation of parameters is observed for BJT from the same array, larger variation arises between BJTs from distinct arrays, suggesting the consideration of device characteristics in more critical analog designs. As a consequence of its supervised nature, LDA was able to provide a substantial separation of the BJT into clusters, corresponding to each transistor array. In addition, the LDA mapping into two dimensions revealed a clear relationship between the considered measurements. Interestingly, a specific mapping suggested by the PCA, involving the total harmonic distortion variation expressed in terms of the average voltage gain, yielded an even better separation between the transistor array clusters. All in all, this work yielded interesting results from both semiconductor engineering and pattern recognition perspectives.
Variance-based Salt Body Reconstruction
Ovcharenko, Oleg
2017-05-26
Seismic inversions of salt bodies are challenging when updating velocity models based on Born approximation- inspired gradient methods. We propose a variance-based method for velocity model reconstruction in regions complicated by massive salt bodies. The novel idea lies in retrieving useful information from simultaneous updates corresponding to different single frequencies. Instead of the commonly used averaging of single-iteration monofrequency gradients, our algorithm iteratively reconstructs salt bodies in an outer loop based on updates from a set of multiple frequencies after a few iterations of full-waveform inversion. The variance among these updates is used to identify areas where considerable cycle-skipping occurs. In such areas, we update velocities by interpolating maximum velocities within a certain region. The result of several recursive interpolations is later used as a new starting model to improve results of conventional full-waveform inversion. An application on part of the BP 2004 model highlights the evolution of the proposed approach and demonstrates its effectiveness.
Effects of quenching and partial quenching on penguin matrix elements
Golterman, Maarten; Pallante, Elisabetta
2001-01-01
In the calculation of non-leptonic weak decay rates, a "mismatch" arises when the QCD evolution of the relevant weak hamiltonian down to hadronic scales is performed in unquenched QCD, but the hadronic matrix elements are then computed in (partially) quenched lattice QCD. This mismatch arises
Partial differential equations an introduction
Colton, David
2004-01-01
Intended for a college senior or first-year graduate-level course in partial differential equations, this text offers students in mathematics, engineering, and the applied sciences a solid foundation for advanced studies in mathematics. Classical topics presented in a modern context include coverage of integral equations and basic scattering theory. This complete and accessible treatment includes a variety of examples of inverse problems arising from improperly posed applications. Exercises at the ends of chapters, many with answers, offer a clear progression in developing an understanding of
A zero-variance-based scheme for variance reduction in Monte Carlo criticality
Energy Technology Data Exchange (ETDEWEB)
Christoforou, S.; Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)
2006-07-01
A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)
A zero-variance-based scheme for variance reduction in Monte Carlo criticality
International Nuclear Information System (INIS)
Christoforou, S.; Hoogenboom, J. E.
2006-01-01
A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)
Introduction to partial differential equations
Borthwick, David
2016-01-01
This modern take on partial differential equations does not require knowledge beyond vector calculus and linear algebra. The author focuses on the most important classical partial differential equations, including conservation equations and their characteristics, the wave equation, the heat equation, function spaces, and Fourier series, drawing on tools from analysis only as they arise.Within each section the author creates a narrative that answers the five questions: (1) What is the scientific problem we are trying to understand? (2) How do we model that with PDE? (3) What techniques can we use to analyze the PDE? (4) How do those techniques apply to this equation? (5) What information or insight did we obtain by developing and analyzing the PDE? The text stresses the interplay between modeling and mathematical analysis, providing a thorough source of problems and an inspiration for the development of methods.
Power Estimation in Multivariate Analysis of Variance
Directory of Open Access Journals (Sweden)
Jean François Allaire
2007-09-01
Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.
Analysis of Variance in Statistical Image Processing
Kurz, Ludwik; Hafed Benteftifa, M.
1997-04-01
A key problem in practical image processing is the detection of specific features in a noisy image. Analysis of variance (ANOVA) techniques can be very effective in such situations, and this book gives a detailed account of the use of ANOVA in statistical image processing. The book begins by describing the statistical representation of images in the various ANOVA models. The authors present a number of computationally efficient algorithms and techniques to deal with such problems as line, edge, and object detection, as well as image restoration and enhancement. By describing the basic principles of these techniques, and showing their use in specific situations, the book will facilitate the design of new algorithms for particular applications. It will be of great interest to graduate students and engineers in the field of image processing and pattern recognition.
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...
The value of travel time variance
DEFF Research Database (Denmark)
Fosgerau, Mogens; Engelson, Leonid
2011-01-01
This paper considers the value of travel time variability under scheduling preferences that are defined in terms of linearly time varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability...... that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can freely choose departure time and to travellers who use a scheduled service with fixed headway. Depending...... on parameters, travellers may be risk averse or risk seeking and the value of travel time may increase or decrease in the mean travel time....
Hybrid biasing approaches for global variance reduction
International Nuclear Information System (INIS)
Wu, Zeyun; Abdel-Khalik, Hany S.
2013-01-01
A new variant of Monte Carlo—deterministic (DT) hybrid variance reduction approach based on Gaussian process theory is presented for accelerating convergence of Monte Carlo simulation and compared with Forward-Weighted Consistent Adjoint Driven Importance Sampling (FW-CADIS) approach implemented in the SCALE package from Oak Ridge National Laboratory. The new approach, denoted the Gaussian process approach, treats the responses of interest as normally distributed random processes. The Gaussian process approach improves the selection of the weight windows of simulated particles by identifying a subspace that captures the dominant sources of statistical response variations. Like the FW-CADIS approach, the Gaussian process approach utilizes particle importance maps obtained from deterministic adjoint models to derive weight window biasing. In contrast to the FW-CADIS approach, the Gaussian process approach identifies the response correlations (via a covariance matrix) and employs them to reduce the computational overhead required for global variance reduction (GVR) purpose. The effective rank of the covariance matrix identifies the minimum number of uncorrelated pseudo responses, which are employed to bias simulated particles. Numerical experiments, serving as a proof of principle, are presented to compare the Gaussian process and FW-CADIS approaches in terms of the global reduction in standard deviation of the estimated responses. - Highlights: ► Hybrid Monte Carlo Deterministic Method based on Gaussian Process Model is introduced. ► Method employs deterministic model to calculate responses correlations. ► Method employs correlations to bias Monte Carlo transport. ► Method compared to FW-CADIS methodology in SCALE code. ► An order of magnitude speed up is achieved for a PWR core model.
Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.
Dazard, Jean-Eudes; Rao, J Sunil
2012-07-01
The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.
76 FR 78698 - Proposed Revocation of Permanent Variances
2011-12-19
... Administration (``OSHA'' or ``the Agency'') granted permanent variances to 24 companies engaged in the... DEPARTMENT OF LABOR Occupational Safety and Health Administration [Docket No. OSHA-2011-0054] Proposed Revocation of Permanent Variances AGENCY: Occupational Safety and Health Administration (OSHA...
variance components and genetic parameters for live weight
African Journals Online (AJOL)
admin
Against this background the present study estimated the (co)variance .... Starting values for the (co)variance components of two-trait models were ..... Estimates of genetic parameters for weaning weight of beef accounting for direct-maternal.
The Distribution of the Sample Minimum-Variance Frontier
Raymond Kan; Daniel R. Smith
2008-01-01
In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us t...
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability
DEFF Research Database (Denmark)
Rombouts, Jerome V.K.; Stentoft, Lars; Violante, Francesco
We develop a joint framework linking the physical variance and its risk neutral expectation implying variance risk premia that are persistent, appropriately reacting to changes in level and variability of the variance and naturally satisfying the sign constraint. Using option market data and real...... events and only marginally by the premium associated with normal price fluctuations....
Wilms tumor arising in extracoelomic paravertebral soft tissues.
LENUS (Irish Health Repository)
Mulligan, Linda
2012-02-01
Extrarenal Wilms tumor (ERWT) is a well-established entity which most commonly arises within the genitourinary tract, including intracoelomic paranephric soft tissue. Rarely, ERWT arises within teratoma, and it tends to occur predominantly in distinct settings, such as females with spinal defects and males with testicular teratomas. We report a unique ERWT arising within an extracoelomic teratoma of the paraspinal musculature, thereby expanding the range of reported locations for this unusual tumor.
Sztepanacz, Jacqueline L; Rundle, Howard D
2012-10-01
Directional selection is prevalent in nature, yet phenotypes tend to remain relatively constant, suggesting a limit to trait evolution. However, the genetic basis of this limit is unresolved. Given widespread pleiotropy, opposing selection on a trait may arise from the effects of the underlying alleles on other traits under selection, generating net stabilizing selection on trait genetic variance. These pleiotropic costs of trait exaggeration may arise through any number of other traits, making them hard to detect in phenotypic analyses. Stabilizing selection can be inferred, however, if genetic variance is greater among low- compared to high-fitness individuals. We extend a recently suggested approach to provide a direct test of a difference in genetic variance for a suite of cuticular hydrocarbons (CHCs) in Drosophila serrata. Despite strong directional sexual selection on these traits, genetic variance differed between high- and low-fitness individuals and was greater among the low-fitness males for seven of eight CHCs, significantly more than expected by chance. Univariate tests of a difference in genetic variance were nonsignificant but likely have low power. Our results suggest that further CHC exaggeration in D. serrata in response to sexual selection is limited by pleiotropic costs mediated through other traits. © 2012 The Author(s). Evolution© 2012 The Society for the Study of Evolution.
Solitary Fibrous Tumor Arising from Stomach: CT Findings
Park, Sung Hee; Kwon, Jieun; Park, Jong-pil; Park, Mi-Suk; Lim, Joon Seok; Kim, Joo Hee; Kim, Ki Whang
2007-01-01
Solitary fibrous tumors are spindle-cell neoplasms that usually develop in the pleura and peritoneum, and rarely arise in the stomach. To our knowledge, there is only one case reporting a solitary fibrous tumor arising from stomach in the English literature. Here we report the case of a 26-year-old man with a large solitary fibrous tumor arising from the stomach which involved the submucosa and muscular layer and resembled a gastrointestinal stromal tumor in the stomach, based on what was seen during abdominal computed tomography. A solitary fibrous tumor arising from the stomach, although rare, could be considered as a diagnostic possibility for gastric submucosal tumors. PMID:18159603
Modeling the subfilter scalar variance for large eddy simulation in forced isotropic turbulence
Cheminet, Adam; Blanquart, Guillaume
2011-11-01
Static and dynamic model for the subfilter scalar variance in homogeneous isotropic turbulence are investigated using direct numerical simulations (DNS) of a lineary forced passive scalar field. First, we introduce a new scalar forcing technique conditioned only on the scalar field which allows the fluctuating scalar field to reach a statistically stationary state. Statistical properties, including 2nd and 3rd statistical moments, spectra, and probability density functions of the scalar field have been analyzed. Using this technique, we performed constant density and variable density DNS of scalar mixing in isotropic turbulence. The results are used in an a-priori study of scalar variance models. Emphasis is placed on further studying the dynamic model introduced by G. Balarac, H. Pitsch and V. Raman [Phys. Fluids 20, (2008)]. Scalar variance models based on Bedford and Yeo's expansion are accurate for small filter width but errors arise in the inertial subrange. Results suggest that a constant coefficient computed from an assumed Kolmogorov spectrum is often sufficient to predict the subfilter scalar variance.
Sex Estimation From Modern American Humeri and Femora, Accounting for Sample Variance Structure
DEFF Research Database (Denmark)
Boldsen, J. L.; Milner, G. R.; Boldsen, S. K.
2015-01-01
several decades. Results: For measurements individually and collectively, the probabilities of being one sex or the other were generated for samples with an equal distribution of males and females, taking into account the variance structure of the original measurements. The combination providing the best......Objectives: A new procedure for skeletal sex estimation based on humeral and femoral dimensions is presented, based on skeletons from the United States. The approach specifically addresses the problem that arises from a lack of variance homogeneity between the sexes, taking into account prior...... information about the sample's sex ratio, if known. Material and methods: Three measurements useful for estimating the sex of adult skeletons, the humeral and femoral head diameters and the humeral epicondylar breadth, were collected from 258 Americans born between 1893 and 1980 who died within the past...
Major questions about derivation of variance-covariance information for nuclear data evaluations
International Nuclear Information System (INIS)
Peelle, R.W.
1982-01-01
The uncertainties in and correlations among some evaluated nuclear data are now evaluated to permit estimation of data-related uncertainties in the outputs of neutronic calculations and to focus data improvement efforts. Questions are discussed that arise in trying to obtain adequate numerical files of variance-covariance uncertainty information. These involve (1) discrepant data, (2) experimental data with incompletely reported uncertainties, (3) uncertainties in nuclear model results, (4) uncertainty data for the resonance regions and for angle and energy distributions, and (5) the role of integral data in nuclear data evaluation. The question also arises whether files of uncertainty data designed for technological applications can suffice to represent past knowledge in an evaluation that includes new data. Directions are indicated toward resolving these questions
Gene set analysis using variance component tests.
Huang, Yen-Tsung; Lin, Xihong
2013-06-28
Gene set analyses have become increasingly important in genomic research, as many complex diseases are contributed jointly by alterations of numerous genes. Genes often coordinate together as a functional repertoire, e.g., a biological pathway/network and are highly correlated. However, most of the existing gene set analysis methods do not fully account for the correlation among the genes. Here we propose to tackle this important feature of a gene set to improve statistical power in gene set analyses. We propose to model the effects of an independent variable, e.g., exposure/biological status (yes/no), on multiple gene expression values in a gene set using a multivariate linear regression model, where the correlation among the genes is explicitly modeled using a working covariance matrix. We develop TEGS (Test for the Effect of a Gene Set), a variance component test for the gene set effects by assuming a common distribution for regression coefficients in multivariate linear regression models, and calculate the p-values using permutation and a scaled chi-square approximation. We show using simulations that type I error is protected under different choices of working covariance matrices and power is improved as the working covariance approaches the true covariance. The global test is a special case of TEGS when correlation among genes in a gene set is ignored. Using both simulation data and a published diabetes dataset, we show that our test outperforms the commonly used approaches, the global test and gene set enrichment analysis (GSEA). We develop a gene set analyses method (TEGS) under the multivariate regression framework, which directly models the interdependence of the expression values in a gene set using a working covariance. TEGS outperforms two widely used methods, GSEA and global test in both simulation and a diabetes microarray data.
32 CFR 537.19 - Demands arising from maritime claims.
2010-07-01
... 32 National Defense 3 2010-07-01 2010-07-01 true Demands arising from maritime claims. 537.19 Section 537.19 National Defense Department of Defense (Continued) DEPARTMENT OF THE ARMY CLAIMS AND ACCOUNTS CLAIMS ON BEHALF OF THE UNITED STATES § 537.19 Demands arising from maritime claims. (a) It is...
Energy Technology Data Exchange (ETDEWEB)
Nielsen, Bjoern Fredrik
1997-12-31
The main purpose of this thesis has been to analyse self-adjoint second order elliptic partial differential equations arising in reservoir simulation. It studies several mathematical and numerical problems for the pressure equation arising in models of fluid flow in porous media. The theoretical results obtained have been illustrated by a series of numerical experiments. The influence of large variations in the mobility tensor upon the solution of the pressure equation is analysed. The performance of numerical methods applied to such problems have been studied. A new upscaling technique for one-phase flow in heterogeneous reservoirs is developed. The stability of the solution of the pressure equation with respect to small perturbations of the mobility tensor is studied. The results are used to develop a new numerical method for a model of fully nonlinear water waves. 158 refs, 39 figs., 12 tabs.
Energy Technology Data Exchange (ETDEWEB)
Nielsen, Bjoern Fredrik
1998-12-31
The main purpose of this thesis has been to analyse self-adjoint second order elliptic partial differential equations arising in reservoir simulation. It studies several mathematical and numerical problems for the pressure equation arising in models of fluid flow in porous media. The theoretical results obtained have been illustrated by a series of numerical experiments. The influence of large variations in the mobility tensor upon the solution of the pressure equation is analysed. The performance of numerical methods applied to such problems have been studied. A new upscaling technique for one-phase flow in heterogeneous reservoirs is developed. The stability of the solution of the pressure equation with respect to small perturbations of the mobility tensor is studied. The results are used to develop a new numerical method for a model of fully nonlinear water waves. 158 refs, 39 figs., 12 tabs.
Regional sensitivity analysis using revised mean and variance ratio functions
International Nuclear Information System (INIS)
Wei, Pengfei; Lu, Zhenzhou; Ruan, Wenbin; Song, Jingwen
2014-01-01
The variance ratio function, derived from the contribution to sample variance (CSV) plot, is a regional sensitivity index for studying how much the output deviates from the original mean of model output when the distribution range of one input is reduced and to measure the contribution of different distribution ranges of each input to the variance of model output. In this paper, the revised mean and variance ratio functions are developed for quantifying the actual change of the model output mean and variance, respectively, when one reduces the range of one input. The connection between the revised variance ratio function and the original one is derived and discussed. It is shown that compared with the classical variance ratio function, the revised one is more suitable to the evaluation of model output variance due to reduced ranges of model inputs. A Monte Carlo procedure, which needs only a set of samples for implementing it, is developed for efficiently computing the revised mean and variance ratio functions. The revised mean and variance ratio functions are compared with the classical ones by using the Ishigami function. At last, they are applied to a planar 10-bar structure
Estimating the encounter rate variance in distance sampling
Fewster, R.M.; Buckland, S.T.; Burnham, K.P.; Borchers, D.L.; Jupp, P.E.; Laake, J.L.; Thomas, L.
2009-01-01
The dominant source of variance in line transect sampling is usually the encounter rate variance. Systematic survey designs are often used to reduce the true variability among different realizations of the design, but estimating the variance is difficult and estimators typically approximate the variance by treating the design as a simple random sample of lines. We explore the properties of different encounter rate variance estimators under random and systematic designs. We show that a design-based variance estimator improves upon the model-based estimator of Buckland et al. (2001, Introduction to Distance Sampling. Oxford: Oxford University Press, p. 79) when transects are positioned at random. However, if populations exhibit strong spatial trends, both estimators can have substantial positive bias under systematic designs. We show that poststratification is effective in reducing this bias. ?? 2008, The International Biometric Society.
Solitary Fibrous Tumor Arising from Stomach: CT Findings
Park, Sung Hee; Kim, Myeong-Jin; Kwon, Jieun; Park, Jong-pil; Park, Mi-Suk; Lim, Joon Seok; Kim, Joo Hee; Kim, Ki Whang
2007-01-01
Solitary fibrous tumors are spindle-cell neoplasms that usually develop in the pleura and peritoneum, and rarely arise in the stomach. To our knowledge, there is only one case reporting a solitary fibrous tumor arising from stomach in the English literature. Here we report the case of a 26-year-old man with a large solitary fibrous tumor arising from the stomach which involved the submucosa and muscular layer and resembled a gastrointestinal stromal tumor in the stomach, based on what was see...
Variance swap payoffs, risk premia and extreme market conditions
DEFF Research Database (Denmark)
Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco
This paper estimates the Variance Risk Premium (VRP) directly from synthetic variance swap payoffs. Since variance swap payoffs are highly volatile, we extract the VRP by using signal extraction techniques based on a state-space representation of our model in combination with a simple economic....... The latter variables and the VRP generate different return predictability on the major US indices. A factor model is proposed to extract a market VRP which turns out to be priced when considering Fama and French portfolios....
Towards a mathematical foundation of minimum-variance theory
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [COGS, Sussex University, Brighton (United Kingdom); Zhang Kewei [SMS, Sussex University, Brighton (United Kingdom); Wei Gang [Mathematical Department, Baptist University, Hong Kong (China)
2002-08-30
The minimum-variance theory which accounts for arm and eye movements with noise signal inputs was proposed by Harris and Wolpert (1998 Nature 394 780-4). Here we present a detailed theoretical analysis of the theory and analytical solutions of the theory are obtained. Furthermore, we propose a new version of the minimum-variance theory, which is more realistic for a biological system. For the new version we show numerically that the variance is considerably reduced. (author)
Vranish, John M. (Inventor)
2010-01-01
A partial gear bearing including an upper half, comprising peak partial teeth, and a lower, or bottom, half, comprising valley partial teeth. The upper half also has an integrated roller section between each of the peak partial teeth with a radius equal to the gear pitch radius of the radially outwardly extending peak partial teeth. Conversely, the lower half has an integrated roller section between each of the valley half teeth with a radius also equal to the gear pitch radius of the peak partial teeth. The valley partial teeth extend radially inwardly from its roller section. The peak and valley partial teeth are exactly out of phase with each other, as are the roller sections of the upper and lower halves. Essentially, the end roller bearing of the typical gear bearing has been integrated into the normal gear tooth pattern.
RR-Interval variance of electrocardiogram for atrial fibrillation detection
Nuryani, N.; Solikhah, M.; Nugoho, A. S.; Afdala, A.; Anzihory, E.
2016-11-01
Atrial fibrillation is a serious heart problem originated from the upper chamber of the heart. The common indication of atrial fibrillation is irregularity of R peak-to-R-peak time interval, which is shortly called RR interval. The irregularity could be represented using variance or spread of RR interval. This article presents a system to detect atrial fibrillation using variances. Using clinical data of patients with atrial fibrillation attack, it is shown that the variance of electrocardiographic RR interval are higher during atrial fibrillation, compared to the normal one. Utilizing a simple detection technique and variances of RR intervals, we find a good performance of atrial fibrillation detection.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
Energy Technology Data Exchange (ETDEWEB)
Ankirchner, Stefan, E-mail: ankirchner@hcm.uni-bonn.de [Rheinische Friedrich-Wilhelms-Universitaet Bonn, Institut fuer Angewandte Mathematik, Hausdorff Center for Mathematics (Germany); Dermoune, Azzouz, E-mail: Azzouz.Dermoune@math.univ-lille1.fr [Universite des Sciences et Technologies de Lille, Laboratoire Paul Painleve UMR CNRS 8524 (France)
2011-08-15
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
International Nuclear Information System (INIS)
Ankirchner, Stefan; Dermoune, Azzouz
2011-01-01
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Discrete time and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Squamous cell carcinoma arising in mature cystic teratoma of ovary
Directory of Open Access Journals (Sweden)
Ranu Patni
2014-01-01
Full Text Available Squamous cell carcinoma of the ovary is a rare condition and usually arises in mature cystic teratoma (MCT or dermoid cyst of the ovary. The reported incidence of malignant transformation in MCT is approximately 2%. A case of squamous cell carcinoma arising in a dermoid cyst of the ovary presenting at an early stage is presented here. A 53-year-old postmenopausal lady, presented with the complaint of pain in right lower abdomen since one month and a large complex abdomino-pelvic mass on examination and investigations. Final histopathology was reported as squamous cell carcinoma of left ovary arising from dermoid cyst and a benign dermoid cyst in the right ovary. The patient was assigned to squamous cell carcinoma of the ovary arising in a mature cystic teratoma, surgical stage Ic2. In view of the poor prognosis, adjuvant chemotherapy was started.
Convex solutions of systems arising from Monge-Ampere equations
Directory of Open Access Journals (Sweden)
Haiyan Wang
2009-10-01
Full Text Available We establish two criteria for the existence of convex solutions to a boundary value problem for weakly coupled systems arising from the Monge-Ampère equations. We shall use fixed point theorems in a cone.
Empiricism Verses Rationalism: Matters Arising in Medical Practice ...
African Journals Online (AJOL)
Empiricism Verses Rationalism: Matters Arising in Medical Practice. ... AFRREV STECH: An International Journal of Science and Technology ... entirely antagonistic to one another, one favoring the senses and the other favoring the mind.
Multi-objective convex programming problem arising in multivariate ...
African Journals Online (AJOL)
user
Multi-objective convex programming problem arising in ... However, although the consideration of multiple objectives may seem a novel concept, virtually any nontrivial ..... Solving multiobjective programming problems by discrete optimization.
Kantarci, T.
2012-01-01
The five essays in this dissertation address a range of topics in the micro-economic literature on partial retirement. The focus is on the labor market behavior of older age groups. The essays examine the economic and non-economic determinants of partial retirement behavior, the effect of partial
MYC Amplification in Angiosarcoma Arising from an Arteriovenous Graft Site
Directory of Open Access Journals (Sweden)
Kristen M. Paral
2015-01-01
Full Text Available Angiosarcoma arising in association with an arteriovenous graft (AVG or fistula is a unique clinicopathologic scenario that appears to be gaining recognition in the literature. Among reported cases, none has described high-level MYC gene amplification, a genetic aberration that is increasingly unifying the various clinicopathologic subdivisions of angiosarcoma. We therefore report the MYC gene status in a case of angiosarcoma arising at an AVG site.
Electric reaction arising in bone subjected to mechanical loadings
Murasawa, Go; Cho, Hideo; Ogawa, Kazuma
2006-03-01
The aim of present study is the investigation of the electric reaction arising in bone subjected to mechanical loadings. Firstly, specimen was fabricated from femur of cow, and ultrasonic propagation in bone was measured by ultrasonic technique. Secondary, 4-point bending test was conducted up to fracture, and electric reaction arising in bone was measured during loading. Thirdly, cyclic 4-point bending test was conducted to investigate the effect of applied displacement speed on electric reaction.
Risk-sensitivity and the mean-variance trade-off: decision making in sensorimotor control.
Nagengast, Arne J; Braun, Daniel A; Wolpert, Daniel M
2011-08-07
Numerous psychophysical studies suggest that the sensorimotor system chooses actions that optimize the average cost associated with a movement. Recently, however, violations of this hypothesis have been reported in line with economic theories of decision-making that not only consider the mean payoff, but are also sensitive to risk, that is the variability of the payoff. Here, we examine the hypothesis that risk-sensitivity in sensorimotor control arises as a mean-variance trade-off in movement costs. We designed a motor task in which participants could choose between a sure motor action that resulted in a fixed amount of effort and a risky motor action that resulted in a variable amount of effort that could be either lower or higher than the fixed effort. By changing the mean effort of the risky action while experimentally fixing its variance, we determined indifference points at which participants chose equiprobably between the sure, fixed amount of effort option and the risky, variable effort option. Depending on whether participants accepted a variable effort with a mean that was higher, lower or equal to the fixed effort, they could be classified as risk-seeking, risk-averse or risk-neutral. Most subjects were risk-sensitive in our task consistent with a mean-variance trade-off in effort, thereby, underlining the importance of risk-sensitivity in computational models of sensorimotor control.
Directory of Open Access Journals (Sweden)
Francine Blanchet-Sadri
2011-08-01
Full Text Available Partial words are sequences over a finite alphabet that may contain wildcard symbols, called holes, which match or are compatible with all letters; partial words without holes are said to be full words (or simply words. Given an infinite partial word w, the number of distinct full words over the alphabet that are compatible with factors of w of length n, called subwords of w, refers to a measure of complexity of infinite partial words so-called subword complexity. This measure is of particular interest because we can construct partial words with subword complexities not achievable by full words. In this paper, we consider the notion of recurrence over infinite partial words, that is, we study whether all of the finite subwords of a given infinite partial word appear infinitely often, and we establish connections between subword complexity and recurrence in this more general framework.
ANALISIS PORTOFOLIO RESAMPLED EFFICIENT FRONTIER BERDASARKAN OPTIMASI MEAN-VARIANCE
Abdurakhman, Abdurakhman
2008-01-01
Keputusan alokasi asset yang tepat pada investasi portofolio dapat memaksimalkan keuntungan dan atau meminimalkan risiko. Metode yang sering dipakai dalam optimasi portofolio adalah metode Mean-Variance Markowitz. Dalam prakteknya, metode ini mempunyai kelemahan tidak terlalu stabil. Sedikit perubahan dalam estimasi parameter input menyebabkan perubahan besar pada komposisi portofolio. Untuk itu dikembangkan metode optimasi portofolio yang dapat mengatasi ketidakstabilan metode Mean-Variance ...
Capturing option anomalies with a variance-dependent pricing kernel
Christoffersen, P.; Heston, S.; Jacobs, K.
2013-01-01
We develop a GARCH option model with a variance premium by combining the Heston-Nandi (2000) dynamic with a new pricing kernel that nests Rubinstein (1976) and Brennan (1979). While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is
Realized range-based estimation of integrated variance
DEFF Research Database (Denmark)
Christensen, Kim; Podolskij, Mark
2007-01-01
We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is a...
Diagnostic checking in linear processes with infinit variance
Krämer, Walter; Runde, Ralf
1998-01-01
We consider empirical autocorrelations of residuals from infinite variance autoregressive processes. Unlike the finite-variance case, it emerges that the limiting distribution, after suitable normalization, is not always more concentrated around zero when residuals rather than true innovations are employed.
Evaluation of Mean and Variance Integrals without Integration
Joarder, A. H.; Omar, M. H.
2007-01-01
The mean and variance of some continuous distributions, in particular the exponentially decreasing probability distribution and the normal distribution, are considered. Since they involve integration by parts, many students do not feel comfortable. In this note, a technique is demonstrated for deriving mean and variance through differential…
Adjustment of heterogenous variances and a calving year effect in ...
African Journals Online (AJOL)
Data at the beginning and at the end of lactation period, have higher variances than tests in the middle of the lactation. Furthermore, first lactations have lower mean and variances compared to second and third lactations. This is a deviation from the basic assumptions required for the application of repeatability models.
Direct encoding of orientation variance in the visual system.
Norman, Liam J; Heywood, Charles A; Kentridge, Robert W
2015-01-01
Our perception of regional irregularity, an example of which is orientation variance, seems effortless when we view two patches of texture that differ in this attribute. Little is understood, however, of how the visual system encodes a regional statistic like orientation variance, but there is some evidence to suggest that it is directly encoded by populations of neurons tuned broadly to high or low levels. The present study shows that selective adaptation to low or high levels of variance results in a perceptual aftereffect that shifts the perceived level of variance of a subsequently viewed texture in the direction away from that of the adapting stimulus (Experiments 1 and 2). Importantly, the effect is durable across changes in mean orientation, suggesting that the encoding of orientation variance is independent of global first moment orientation statistics (i.e., mean orientation). In Experiment 3 it was shown that the variance-specific aftereffect did not show signs of being encoded in a spatiotopic reference frame, similar to the equivalent aftereffect of adaptation to the first moment orientation statistic (the tilt aftereffect), which is represented in the primary visual cortex and exists only in retinotopic coordinates. Experiment 4 shows that a neuropsychological patient with damage to ventral areas of the cortex but spared intact early areas retains sensitivity to orientation variance. Together these results suggest that orientation variance is encoded directly by the visual system and possibly at an early cortical stage.
Beyond the Mean: Sensitivities of the Variance of Population Growth.
Trotter, Meredith V; Krishna-Kumar, Siddharth; Tuljapurkar, Shripad
2013-03-01
Populations in variable environments are described by both a mean growth rate and a variance of stochastic population growth. Increasing variance will increase the width of confidence bounds around estimates of population size, growth, probability of and time to quasi-extinction. However, traditional sensitivity analyses of stochastic matrix models only consider the sensitivity of the mean growth rate. We derive an exact method for calculating the sensitivity of the variance in population growth to changes in demographic parameters. Sensitivities of the variance also allow a new sensitivity calculation for the cumulative probability of quasi-extinction. We apply this new analysis tool to an empirical dataset on at-risk polar bears to demonstrate its utility in conservation biology We find that in many cases a change in life history parameters will increase both the mean and variance of population growth of polar bears. This counterintuitive behaviour of the variance complicates predictions about overall population impacts of management interventions. Sensitivity calculations for cumulative extinction risk factor in changes to both mean and variance, providing a highly useful quantitative tool for conservation management. The mean stochastic growth rate and its sensitivities do not fully describe the dynamics of population growth. The use of variance sensitivities gives a more complete understanding of population dynamics and facilitates the calculation of new sensitivities for extinction processes.
Genotypic-specific variance in Caenorhabditis elegans lifetime fecundity.
Diaz, S Anaid; Viney, Mark
2014-06-01
Organisms live in heterogeneous environments, so strategies that maximze fitness in such environments will evolve. Variation in traits is important because it is the raw material on which natural selection acts during evolution. Phenotypic variation is usually thought to be due to genetic variation and/or environmentally induced effects. Therefore, genetically identical individuals in a constant environment should have invariant traits. Clearly, genetically identical individuals do differ phenotypically, usually thought to be due to stochastic processes. It is now becoming clear, especially from studies of unicellular species, that phenotypic variance among genetically identical individuals in a constant environment can be genetically controlled and that therefore, in principle, this can be subject to selection. However, there has been little investigation of these phenomena in multicellular species. Here, we have studied the mean lifetime fecundity (thus a trait likely to be relevant to reproductive success), and variance in lifetime fecundity, in recently-wild isolates of the model nematode Caenorhabditis elegans. We found that these genotypes differed in their variance in lifetime fecundity: some had high variance in fecundity, others very low variance. We find that this variance in lifetime fecundity was negatively related to the mean lifetime fecundity of the lines, and that the variance of the lines was positively correlated between environments. We suggest that the variance in lifetime fecundity may be a bet-hedging strategy used by this species.
On the Endogeneity of the Mean-Variance Efficient Frontier.
Somerville, R. A.; O'Connell, Paul G. J.
2002-01-01
Explains that the endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in portfolio selection literature and in widely used textbooks. Demonstrates endogeneity and discusses the impact of parameter changes on the mean-variance efficient frontier and on the beta coefficients of individual…
42 CFR 456.522 - Content of request for variance.
2010-10-01
... 42 Public Health 4 2010-10-01 2010-10-01 false Content of request for variance. 456.522 Section 456.522 Public Health CENTERS FOR MEDICARE & MEDICAID SERVICES, DEPARTMENT OF HEALTH AND HUMAN... perform UR within the time requirements for which the variance is requested and its good faith efforts to...
29 CFR 1905.5 - Effect of variances.
2010-07-01
...-STEIGER OCCUPATIONAL SAFETY AND HEALTH ACT OF 1970 General § 1905.5 Effect of variances. All variances... Regulations Relating to Labor (Continued) OCCUPATIONAL SAFETY AND HEALTH ADMINISTRATION, DEPARTMENT OF LABOR... concerning a proposed penalty or period of abatement is pending before the Occupational Safety and Health...
29 CFR 1904.38 - Variances from the recordkeeping rule.
2010-07-01
..., DEPARTMENT OF LABOR RECORDING AND REPORTING OCCUPATIONAL INJURIES AND ILLNESSES Other OSHA Injury and Illness... he or she finds appropriate. (iv) If the Assistant Secretary grants your variance petition, OSHA will... Secretary is reviewing your variance petition. (4) If I have already been cited by OSHA for not following...
Gender Variance and Educational Psychology: Implications for Practice
Yavuz, Carrie
2016-01-01
The area of gender variance appears to be more visible in both the media and everyday life. Within educational psychology literature gender variance remains underrepresented. The positioning of educational psychologists working across the three levels of child and family, school or establishment and education authority/council, means that they are…
Investigation of Scalar Filtered Density Function in Turbulent Partially Premixed Flames
National Research Council Canada - National Science Library
Tong, Chenning
2006-01-01
... using measurement data obtained in turbulent partially premixed methane/air (Sandia) flames. For SGS scalar variance small compared to its mean, the FMDF is not far from Gaussian and the SGS scalar is well mixed...
Minimum Variance Portfolios in the Brazilian Equity Market
Directory of Open Access Journals (Sweden)
Alexandre Rubesam
2013-03-01
Full Text Available We investigate minimum variance portfolios in the Brazilian equity market using different methods to estimate the covariance matrix, from the simple model of using the sample covariance to multivariate GARCH models. We compare the performance of the minimum variance portfolios to those of the following benchmarks: (i the IBOVESPA equity index, (ii an equally-weighted portfolio, (iii the maximum Sharpe ratio portfolio and (iv the maximum growth portfolio. Our results show that the minimum variance portfolio has higher returns with lower risk compared to the benchmarks. We also consider long-short 130/30 minimum variance portfolios and obtain similar results. The minimum variance portfolio invests in relatively few stocks with low βs measured with respect to the IBOVESPA index, being easily replicable by individual and institutional investors alike.
Directory of Open Access Journals (Sweden)
Rachelle Bascara
2016-10-01
Full Text Available This paper shows an alternative way in which compatriot partiality could be justified within the framework of global distributive justice. Philosophers who argue that compatriot partiality is similar to racial partiality capture something correct about compatriot partiality. However, the analogy should not lead us to comprehensively reject compatriot partiality. We can justify compatriot partiality on the same grounds that liberation movements and affirmative action have been justified. Hence, given cosmopolitan demands of justice, special consideration for the economic well-being of your nation as a whole is justified if and only if the country it identifies is an oppressed developing nation in an unjust global order.This justification is incomplete. We also need to say why Person A, qua national of Country A, is justified in helping her compatriots in Country A over similarly or slightly more oppressed non-compatriots in Country B. I argue that Person A’s partiality towards her compatriots admits further vindication because it is part of an oppressed group’s project of self-emancipation, which is preferable to paternalistic emancipation.Finally, I identify three benefits in my justification for compatriot partiality. First, I do not offer a blanket justification for all forms of compatriot partiality. Partiality between members of oppressed groups is only a temporary effective measure designed to level an unlevel playing field. Second, because history attests that sovereign republics could arise as a collective response to colonial oppression, justifying compatriot partiality on the grounds that I have identified is conducive to the development of sovereignty and even democracy in poor countries, thereby avoiding problems of infringement that many humanitarian poverty alleviation efforts encounter. Finally, my justification for compatriot partiality complies with the implicit cosmopolitan commitment to the realizability of global justice
Integrating mean and variance heterogeneities to identify differentially expressed genes.
Ouyang, Weiwei; An, Qiang; Zhao, Jinying; Qin, Huaizhen
2016-12-06
In functional genomics studies, tests on mean heterogeneity have been widely employed to identify differentially expressed genes with distinct mean expression levels under different experimental conditions. Variance heterogeneity (aka, the difference between condition-specific variances) of gene expression levels is simply neglected or calibrated for as an impediment. The mean heterogeneity in the expression level of a gene reflects one aspect of its distribution alteration; and variance heterogeneity induced by condition change may reflect another aspect. Change in condition may alter both mean and some higher-order characteristics of the distributions of expression levels of susceptible genes. In this report, we put forth a conception of mean-variance differentially expressed (MVDE) genes, whose expression means and variances are sensitive to the change in experimental condition. We mathematically proved the null independence of existent mean heterogeneity tests and variance heterogeneity tests. Based on the independence, we proposed an integrative mean-variance test (IMVT) to combine gene-wise mean heterogeneity and variance heterogeneity induced by condition change. The IMVT outperformed its competitors under comprehensive simulations of normality and Laplace settings. For moderate samples, the IMVT well controlled type I error rates, and so did existent mean heterogeneity test (i.e., the Welch t test (WT), the moderated Welch t test (MWT)) and the procedure of separate tests on mean and variance heterogeneities (SMVT), but the likelihood ratio test (LRT) severely inflated type I error rates. In presence of variance heterogeneity, the IMVT appeared noticeably more powerful than all the valid mean heterogeneity tests. Application to the gene profiles of peripheral circulating B raised solid evidence of informative variance heterogeneity. After adjusting for background data structure, the IMVT replicated previous discoveries and identified novel experiment
Four Different Tumors Arising in a Nevus Sebaceous
Directory of Open Access Journals (Sweden)
Takeshi Namiki
2016-04-01
Full Text Available Nevus sebaceous is known by its association with one or more secondary tumors, but more than three multiple tumors arising from a nevus sebaceous is extremely rare. A 67-year-old female presented with a light brown plaque on the back of her head that contained a dome-shaped black node and an erosive lesion. Histopathological examination showed atypical basaloid cells in the black node. At the periphery of that node, structures resembling follicular germs extruded from interlacing cords in the upper portion and tumor nests with sebocytes were in the lower portion. In the erosive lesion, papillated structures with an apocrine epithelium were observed. In the light brown plaque, enlargement of sebaceous lobules was noted. From those histopathological features, a diagnosis of syringocystadenoma papilliferum, sebaceoma, trichoblastoma and basal cell carcinoma arising from a nevus sebaceous was made. We discuss the rarity of multiple tumors arising from a nevus sebaceous.
Anomalous Posterior Intercostal Arterial Trunk Arising From the Abdominal Aorta
Energy Technology Data Exchange (ETDEWEB)
Jie, Bing, E-mail: jbshh@163.com; Yu, Dong, E-mail: yudong-mail@126.com; Jiang, Sen, E-mail: jasfly77@vip.163.com [Tongji University School of Medicine, Department of Radiology, Shanghai Pulmonary Hospital (China)
2016-04-15
A common trunk of the ipsilateral posterior intercostal artery (PIA) arising from the thoracic aorta is usually an anatomical variation. However, a common trunk of bilateral posterior intercostal arterial trunk (PIAT) arising from the abdominal aorta is rare. It is important to recognize this anatomical variation of PIA when performing interventional radiological procedures. We present a rare case of an anomalous PIAT that originated from the abdominal aorta in a patient with hemoptysis caused by tuberculosis sequelae. Bilateral 4th to 11th PIAs arose from a common trunk and the trunk arising from the posterior aspect of the abdominal aorta at the level of T12/L1 intervertebral space. The pathological right 4th and 5th PIAs and bronchial arteries were embolized. Hemoptysis has been controlled for 3 months.
Comparing estimates of genetic variance across different relationship models.
Legarra, Andres
2016-02-01
Use of relationships between individuals to estimate genetic variances and heritabilities via mixed models is standard practice in human, plant and livestock genetics. Different models or information for relationships may give different estimates of genetic variances. However, comparing these estimates across different relationship models is not straightforward as the implied base populations differ between relationship models. In this work, I present a method to compare estimates of variance components across different relationship models. I suggest referring genetic variances obtained using different relationship models to the same reference population, usually a set of individuals in the population. Expected genetic variance of this population is the estimated variance component from the mixed model times a statistic, Dk, which is the average self-relationship minus the average (self- and across-) relationship. For most typical models of relationships, Dk is close to 1. However, this is not true for very deep pedigrees, for identity-by-state relationships, or for non-parametric kernels, which tend to overestimate the genetic variance and the heritability. Using mice data, I show that heritabilities from identity-by-state and kernel-based relationships are overestimated. Weighting these estimates by Dk scales them to a base comparable to genomic or pedigree relationships, avoiding wrong comparisons, for instance, "missing heritabilities". Copyright © 2015 Elsevier Inc. All rights reserved.
Variance computations for functional of absolute risk estimates.
Pfeiffer, R M; Petracci, E
2011-07-01
We present a simple influence function based approach to compute the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.
Estimating High-Frequency Based (Co-) Variances: A Unified Approach
DEFF Research Database (Denmark)
Voev, Valeri; Nolte, Ingmar
We propose a unified framework for estimating integrated variances and covariances based on simple OLS regressions, allowing for a general market microstructure noise specification. We show that our estimators can outperform, in terms of the root mean squared error criterion, the most recent...... and commonly applied estimators, such as the realized kernels of Barndorff-Nielsen, Hansen, Lunde & Shephard (2006), the two-scales realized variance of Zhang, Mykland & Aït-Sahalia (2005), the Hayashi & Yoshida (2005) covariance estimator, and the realized variance and covariance with the optimal sampling...
Meta-analysis of SNPs involved in variance heterogeneity using Levene's test for equal variances
Deng, Wei Q; Asma, Senay; Paré, Guillaume
2014-01-01
Meta-analysis is a commonly used approach to increase the sample size for genome-wide association searches when individual studies are otherwise underpowered. Here, we present a meta-analysis procedure to estimate the heterogeneity of the quantitative trait variance attributable to genetic variants using Levene's test without needing to exchange individual-level data. The meta-analysis of Levene's test offers the opportunity to combine the considerable sample size of a genome-wide meta-analysis to identify the genetic basis of phenotypic variability and to prioritize single-nucleotide polymorphisms (SNPs) for gene–gene and gene–environment interactions. The use of Levene's test has several advantages, including robustness to departure from the normality assumption, freedom from the influence of the main effects of SNPs, and no assumption of an additive genetic model. We conducted a meta-analysis of the log-transformed body mass index of 5892 individuals and identified a variant with a highly suggestive Levene's test P-value of 4.28E-06 near the NEGR1 locus known to be associated with extreme obesity. PMID:23921533
Lower Limb Injuries Arising From Motorcycle Crashes | Kortor ...
African Journals Online (AJOL)
Background: Motorcycle accidents are the second most common cause of road traffic accidents in both developing and developed countries. In this study we aim to look at the pattern and characteristics of lower limb injuries arising from motorcycle accidents and evaluate early outcome of treatment. Methods: All the patients ...
Squamous cell carcinoma arising in a mature cystic teratoma
Directory of Open Access Journals (Sweden)
Gupta Vishwanath
2009-04-01
Full Text Available Two cases of squamous cell carcinoma (SCC arising in a mature cystic teratoma (MCT are being discussed for their rarity and pattern of infiltration of tumor cells in the stroma (alpha mode, beta mode and gamma mode, which is a key factor in deciding the prognosis and patient survival.
Ecknomic benefits arising from the Canadian nuclear industry
International Nuclear Information System (INIS)
1982-03-01
This document is a collection of surveys of the Canadian nuclear industry, with forecasts covering a number of possible scenarios. Topics covered include uranium mining and processing; economic benefits arising from the design, manufacture and construction of CANDU generating stations; employment and economic activity in the Canadian nqclear industry; and an overview of the remainder of the industry
Testicular artery arising from an aberrant right renal artery | Suluba ...
African Journals Online (AJOL)
This case report we discovered the rare variation of the origin of the right testicular artery arising from the right aberrant renal artery with double renal artery irrigating both left and right kidneys. These variations in the testicular arteries and renal arteries have implication to surgical procedures such as orchidopexy repair for ...
Sound radiation quantities arising from a resilient circular radiator
Aarts, R.M.; Janssen, A.J.E.M.
2009-01-01
Power series expansions in ka are derived for the pressure at the edge of a radiator, the reaction force on the radiator, and the total radiated power arising from a harmonically excited, resilient, flat, circular radiator of radius a in an infinite baffle. The velocity profiles on the radiator are
Comparison of variance estimators for metaanalysis of instrumental variable estimates
Schmidt, A. F.; Hingorani, A. D.; Jefferis, B. J.; White, J.; Groenwold, R. H H; Dudbridge, F.; Ben-Shlomo, Y.; Chaturvedi, N.; Engmann, J.; Hughes, A.; Humphries, S.; Hypponen, E.; Kivimaki, M.; Kuh, D.; Kumari, M.; Menon, U.; Morris, R.; Power, C.; Price, J.; Wannamethee, G.; Whincup, P.
2016-01-01
Background: Mendelian randomization studies perform instrumental variable (IV) analysis using genetic IVs. Results of individual Mendelian randomization studies can be pooled through meta-analysis. We explored how different variance estimators influence the meta-analysed IV estimate. Methods: Two
Capturing Option Anomalies with a Variance-Dependent Pricing Kernel
DEFF Research Database (Denmark)
Christoffersen, Peter; Heston, Steven; Jacobs, Kris
2013-01-01
We develop a GARCH option model with a new pricing kernel allowing for a variance premium. While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is nonmonotonic. A negative variance premium makes it U shaped. We present new semiparametric...... evidence to confirm this U-shaped relationship between the risk-neutral and physical probability densities. The new pricing kernel substantially improves our ability to reconcile the time-series properties of stock returns with the cross-section of option prices. It provides a unified explanation...... for the implied volatility puzzle, the overreaction of long-term options to changes in short-term variance, and the fat tails of the risk-neutral return distribution relative to the physical distribution....
Phenotypic variance explained by local ancestry in admixed African Americans.
Shriner, Daniel; Bentley, Amy R; Doumatey, Ayo P; Chen, Guanjie; Zhou, Jie; Adeyemo, Adebowale; Rotimi, Charles N
2015-01-01
We surveyed 26 quantitative traits and disease outcomes to understand the proportion of phenotypic variance explained by local ancestry in admixed African Americans. After inferring local ancestry as the number of African-ancestry chromosomes at hundreds of thousands of genotyped loci across all autosomes, we used a linear mixed effects model to estimate the variance explained by local ancestry in two large independent samples of unrelated African Americans. We found that local ancestry at major and polygenic effect genes can explain up to 20 and 8% of phenotypic variance, respectively. These findings provide evidence that most but not all additive genetic variance is explained by genetic markers undifferentiated by ancestry. These results also inform the proportion of health disparities due to genetic risk factors and the magnitude of error in association studies not controlling for local ancestry.
Allowable variance set on left ventricular function parameter
International Nuclear Information System (INIS)
Zhou Li'na; Qi Zhongzhi; Zeng Yu; Ou Xiaohong; Li Lin
2010-01-01
Purpose: To evaluate the influence of allowable Variance settings on left ventricular function parameter of the arrhythmia patients during gated myocardial perfusion imaging. Method: 42 patients with evident arrhythmia underwent myocardial perfusion SPECT, 3 different allowable variance with 20%, 60%, 100% would be set before acquisition for every patients,and they will be acquired simultaneously. After reconstruction by Astonish, end-diastole volume(EDV) and end-systolic volume (ESV) and left ventricular ejection fraction (LVEF) would be computed with Quantitative Gated SPECT(QGS). Using SPSS software EDV, ESV, EF values of analysis of variance. Result: there is no statistical difference between three groups. Conclusion: arrhythmia patients undergo Gated myocardial perfusion imaging, Allowable Variance settings on EDV, ESV, EF value does not have a statistical meaning. (authors)
Host nutrition alters the variance in parasite transmission potential.
Vale, Pedro F; Choisy, Marc; Little, Tom J
2013-04-23
The environmental conditions experienced by hosts are known to affect their mean parasite transmission potential. How different conditions may affect the variance of transmission potential has received less attention, but is an important question for disease management, especially if specific ecological contexts are more likely to foster a few extremely infectious hosts. Using the obligate-killing bacterium Pasteuria ramosa and its crustacean host Daphnia magna, we analysed how host nutrition affected the variance of individual parasite loads, and, therefore, transmission potential. Under low food, individual parasite loads showed similar mean and variance, following a Poisson distribution. By contrast, among well-nourished hosts, parasite loads were right-skewed and overdispersed, following a negative binomial distribution. Abundant food may, therefore, yield individuals causing potentially more transmission than the population average. Measuring both the mean and variance of individual parasite loads in controlled experimental infections may offer a useful way of revealing risk factors for potential highly infectious hosts.
Advanced methods of analysis variance on scenarios of nuclear prospective
International Nuclear Information System (INIS)
Blazquez, J.; Montalvo, C.; Balbas, M.; Garcia-Berrocal, A.
2011-01-01
Traditional techniques of propagation of variance are not very reliable, because there are uncertainties of 100% relative value, for this so use less conventional methods, such as Beta distribution, Fuzzy Logic and the Monte Carlo Method.
Some variance reduction methods for numerical stochastic homogenization.
Blanc, X; Le Bris, C; Legoll, F
2016-04-28
We give an overview of a series of recent studies devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires that a set of problems is solved at the microscale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behaviour. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts in the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here. © 2016 The Author(s).
Heritability, variance components and genetic advance of some ...
African Journals Online (AJOL)
Heritability, variance components and genetic advance of some yield and yield related traits in Ethiopian ... African Journal of Biotechnology ... randomized complete block design at Adet Agricultural Research Station in 2008 cropping season.
Variance estimation in the analysis of microarray data
Wang, Yuedong; Ma, Yanyuan; Carroll, Raymond J.
2009-01-01
Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing
Röring, Johan
2017-01-01
Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...
ASYMMETRY OF MARKET RETURNS AND THE MEAN VARIANCE FRONTIER
SENGUPTA, Jati K.; PARK, Hyung S.
1994-01-01
The hypothesis that the skewness and asymmetry have no significant impact on the mean variance frontier is found to be strongly violated by monthly U.S. data over the period January 1965 through December 1974. This result raises serious doubts whether the common market portifolios such as SP 500, value weighted and equal weighted returns can serve as suitable proxies for meanvariance efficient portfolios in the CAPM framework. A new test for assessing the impact of skewness on the variance fr...
Towards the ultimate variance-conserving convection scheme
International Nuclear Information System (INIS)
Os, J.J.A.M. van; Uittenbogaard, R.E.
2004-01-01
In the past various arguments have been used for applying kinetic energy-conserving advection schemes in numerical simulations of incompressible fluid flows. One argument is obeying the programmed dissipation by viscous stresses or by sub-grid stresses in Direct Numerical Simulation and Large Eddy Simulation, see e.g. [Phys. Fluids A 3 (7) (1991) 1766]. Another argument is that, according to e.g. [J. Comput. Phys. 6 (1970) 392; 1 (1966) 119], energy-conserving convection schemes are more stable i.e. by prohibiting a spurious blow-up of volume-integrated energy in a closed volume without external energy sources. In the above-mentioned references it is stated that nonlinear instability is due to spatial truncation rather than to time truncation and therefore these papers are mainly concerned with the spatial integration. In this paper we demonstrate that discretized temporal integration of a spatially variance-conserving convection scheme can induce non-energy conserving solutions. In this paper the conservation of the variance of a scalar property is taken as a simple model for the conservation of kinetic energy. In addition, the derivation and testing of a variance-conserving scheme allows for a clear definition of kinetic energy-conserving advection schemes for solving the Navier-Stokes equations. Consequently, we first derive and test a strictly variance-conserving space-time discretization for the convection term in the convection-diffusion equation. Our starting point is the variance-conserving spatial discretization of the convection operator presented by Piacsek and Williams [J. Comput. Phys. 6 (1970) 392]. In terms of its conservation properties, our variance-conserving scheme is compared to other spatially variance-conserving schemes as well as with the non-variance-conserving schemes applied in our shallow-water solver, see e.g. [Direct and Large-eddy Simulation Workshop IV, ERCOFTAC Series, Kluwer Academic Publishers, 2001, pp. 409-287
Problems of variance reduction in the simulation of random variables
International Nuclear Information System (INIS)
Lessi, O.
1987-01-01
The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced
Cumulative prospect theory and mean variance analysis. A rigorous comparison
Hens, Thorsten; Mayer, Janos
2012-01-01
We compare asset allocations derived for cumulative prospect theory(CPT) based on two different methods: Maximizing CPT along the mean–variance efficient frontier and maximizing it without that restriction. We find that with normally distributed returns the difference is negligible. However, using standard asset allocation data of pension funds the difference is considerable. Moreover, with derivatives like call options the restriction to the mean-variance efficient frontier results in a siza...
Global Variance Risk Premium and Forex Return Predictability
Aloosh, Arash
2014-01-01
In a long-run risk model with stochastic volatility and frictionless markets, I express expected forex returns as a function of consumption growth variances and stock variance risk premiums (VRPs)—the difference between the risk-neutral and statistical expectations of market return variation. This provides a motivation for using the forward-looking information available in stock market volatility indices to predict forex returns. Empirically, I find that stock VRPs predict forex returns at a ...
Global Gravity Wave Variances from Aura MLS: Characteristics and Interpretation
2008-12-01
slight longitudinal variations, with secondary high- latitude peaks occurring over Greenland and Europe . As the QBO changes to the westerly phase, the...equatorial GW temperature variances from suborbital data (e.g., Eck- ermann et al. 1995). The extratropical wave variances are generally larger in the...emanating from tropopause altitudes, presumably radiated from tropospheric jet stream in- stabilities associated with baroclinic storm systems that
Temperature variance study in Monte-Carlo photon transport theory
International Nuclear Information System (INIS)
Giorla, J.
1985-10-01
We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case [fr
Mean-Variance Optimization in Markov Decision Processes
Mannor, Shie; Tsitsiklis, John N.
2011-01-01
We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomized or history-based policies can improve performance. We prove that the complexity of computing a policy that maximizes the mean reward under a variance constraint is NP-hard for some cases, and strongly NP-hard for others. We finally offer pseudo-polynomial exact and approximation algorithms.
The asymptotic variance of departures in critically loaded queues
Al Hanbali, Ahmad; Mandjes, M.R.H.; Nazarathy, Y.; Whitt, W.
2011-01-01
We consider the asymptotic variance of the departure counting process D(t) of the GI/G/1 queue; D(t) denotes the number of departures up to time t. We focus on the case where the system load ϱ equals 1, and prove that the asymptotic variance rate satisfies limt→∞varD(t) / t = λ(1 - 2 / π)(ca2 +
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 estimation in the analysis of microarray data
Wang, Yuedong
2009-04-01
Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing to the small number of replications. Various methods have been proposed in the literature to overcome this lack of degrees of freedom problem. In this context, it is commonly observed that the variance increases proportionally with the intensity level, which has led many researchers to assume that the variance is a function of the mean. Here we concentrate on estimation of the variance as a function of an unknown mean in two models: the constant coefficient of variation model and the quadratic variance-mean model. Because the means are unknown and estimated with few degrees of freedom, naive methods that use the sample mean in place of the true mean are generally biased because of the errors-in-variables phenomenon. We propose three methods for overcoming this bias. The first two are variations on the theme of the so-called heteroscedastic simulation-extrapolation estimator, modified to estimate the variance function consistently. The third class of estimators is entirely different, being based on semiparametric information calculations. Simulations show the power of our methods and their lack of bias compared with the naive method that ignores the measurement error. The methodology is illustrated by using microarray data from leukaemia patients.
Why risk is not variance: an expository note.
Cox, Louis Anthony Tony
2008-08-01
Variance (or standard deviation) of return is widely used as a measure of risk in financial investment risk analysis applications, where mean-variance analysis is applied to calculate efficient frontiers and undominated portfolios. Why, then, do health, safety, and environmental (HS&E) and reliability engineering risk analysts insist on defining risk more flexibly, as being determined by probabilities and consequences, rather than simply by variances? This note suggests an answer by providing a simple proof that mean-variance decision making violates the principle that a rational decisionmaker should prefer higher to lower probabilities of receiving a fixed gain, all else being equal. Indeed, simply hypothesizing a continuous increasing indifference curve for mean-variance combinations at the origin is enough to imply that a decisionmaker must find unacceptable some prospects that offer a positive probability of gain and zero probability of loss. Unlike some previous analyses of limitations of variance as a risk metric, this expository note uses only simple mathematics and does not require the additional framework of von Neumann Morgenstern utility theory.
Approximate zero-variance Monte Carlo estimation of Markovian unreliability
International Nuclear Information System (INIS)
Delcoux, J.L.; Labeau, P.E.; Devooght, J.
1997-01-01
Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)
A versatile omnibus test for detecting mean and variance heterogeneity.
Cao, Ying; Wei, Peng; Bailey, Matthew; Kauwe, John S K; Maxwell, Taylor J
2014-01-01
Recent research has revealed loci that display variance heterogeneity through various means such as biological disruption, linkage disequilibrium (LD), gene-by-gene (G × G), or gene-by-environment interaction. We propose a versatile likelihood ratio test that allows joint testing for mean and variance heterogeneity (LRT(MV)) or either effect alone (LRT(M) or LRT(V)) in the presence of covariates. Using extensive simulations for our method and others, we found that all parametric tests were sensitive to nonnormality regardless of any trait transformations. Coupling our test with the parametric bootstrap solves this issue. Using simulations and empirical data from a known mean-only functional variant, we demonstrate how LD can produce variance-heterogeneity loci (vQTL) in a predictable fashion based on differential allele frequencies, high D', and relatively low r² values. We propose that a joint test for mean and variance heterogeneity is more powerful than a variance-only test for detecting vQTL. This takes advantage of loci that also have mean effects without sacrificing much power to detect variance only effects. We discuss using vQTL as an approach to detect G × G interactions and also how vQTL are related to relationship loci, and how both can create prior hypothesis for each other and reveal the relationships between traits and possibly between components of a composite trait.
Variance-based sensitivity indices for models with dependent inputs
International Nuclear Information System (INIS)
Mara, Thierry A.; Tarantola, Stefano
2012-01-01
Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and a univocal set of variance-based sensitivity indices is defined. In the present work, we propose a set of variance-based sensitivity indices to perform sensitivity analysis of models with dependent inputs. These measures allow us to distinguish between the mutual dependent contribution and the independent contribution of an input to the model response variance. Their definition relies on a specific orthogonalisation of the inputs and ANOVA-representations of the model output. In the applications, we show the interest of the new sensitivity indices for model simplification setting. - Highlights: ► Uncertainty and sensitivity analyses are of great help in engineering. ► Several methods exist to perform variance-based sensitivity analysis of model output with independent inputs. ► We define a set of variance-based sensitivity indices for models with dependent inputs. ► Inputs mutual contributions are distinguished from their independent contributions. ► Analytical and computational tests are performed and discussed.
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
Asiri, Sharefa M.
2017-01-01
Partial Differential Equations (PDEs) are commonly used to model complex systems that arise for example in biology, engineering, chemistry, and elsewhere. The parameters (or coefficients) and the source of PDE models are often unknown
2010-07-01
... under international agreements (for those claims arising in the United States). Responsibility for... civilian component is attached, including the legal office of another armed force, to carry out the responsibility to investigate. The investigation will comply with the responsible Service's implementing claims...
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.
Successful removable partial dentures.
Lynch, Christopher D
2012-03-01
Removable partial dentures (RPDs) remain a mainstay of prosthodontic care for partially dentate patients. Appropriately designed, they can restore masticatory efficiency, improve aesthetics and speech, and help secure overall oral health. However, challenges remain in providing such treatments, including maintaining adequate plaque control, achieving adequate retention, and facilitating patient tolerance. The aim of this paper is to review the successful provision of RPDs. Removable partial dentures are a successful form of treatment for replacing missing teeth, and can be successfully provided with appropriate design and fabrication concepts in mind.
Beginning partial differential equations
O'Neil, Peter V
2011-01-01
A rigorous, yet accessible, introduction to partial differential equations-updated in a valuable new edition Beginning Partial Differential Equations, Second Edition provides a comprehensive introduction to partial differential equations (PDEs) with a special focus on the significance of characteristics, solutions by Fourier series, integrals and transforms, properties and physical interpretations of solutions, and a transition to the modern function space approach to PDEs. With its breadth of coverage, this new edition continues to present a broad introduction to the field, while also addres
CMB-S4 and the hemispherical variance anomaly
O'Dwyer, Márcio; Copi, Craig J.; Knox, Lloyd; Starkman, Glenn D.
2017-09-01
Cosmic microwave background (CMB) full-sky temperature data show a hemispherical asymmetry in power nearly aligned with the Ecliptic. In real space, this anomaly can be quantified by the temperature variance in the Northern and Southern Ecliptic hemispheres, with the Northern hemisphere displaying an anomalously low variance while the Southern hemisphere appears unremarkable [consistent with expectations from the best-fitting theory, Lambda Cold Dark Matter (ΛCDM)]. While this is a well-established result in temperature, the low signal-to-noise ratio in current polarization data prevents a similar comparison. This will change with a proposed ground-based CMB experiment, CMB-S4. With that in mind, we generate realizations of polarization maps constrained by the temperature data and predict the distribution of the hemispherical variance in polarization considering two different sky coverage scenarios possible in CMB-S4: full Ecliptic north coverage and just the portion of the North that can be observed from a ground-based telescope at the high Chilean Atacama plateau. We find that even in the set of realizations constrained by the temperature data, the low Northern hemisphere variance observed in temperature is not expected in polarization. Therefore, observing an anomalously low variance in polarization would make the hypothesis that the temperature anomaly is simply a statistical fluke more unlikely and thus increase the motivation for physical explanations. We show, within ΛCDM, how variance measurements in both sky coverage scenarios are related. We find that the variance makes for a good statistic in cases where the sky coverage is limited, however, full northern coverage is still preferable.
Arthroscopic Resection of Wrist Ganglion Arising from the Lunotriquetral Joint
Mak, Michael C. K.; Ho, Pak-cheong; Tse, W. L.; Wong, Clara W. Y.
2013-01-01
The dorsal wrist ganglion is the most common wrist mass, and previous studies have shown that it arises from the scapholunate interval in the vast majority of cases. Treatment has traditionally been open excision, and more recently arthroscopic resection has been established as an effective and less invasive treatment method. However, application of this technique to ganglia in atypical locations has not been reported, where open excision is the usual practice. This report describes two cases...
Hausdorff dimension of certain sets arising in Engel expansions
Fang, Lulu; Wu, Min
2018-05-01
The present paper is concerned with the Hausdorff dimension of certain sets arising in Engel expansions. In particular, the Hausdorff dimension of the set is completely determined, where A n (x) can stand for the digit, gap and ratio between two consecutive digits in the Engel expansion of x and ϕ is a positive function defined on natural numbers. These results significantly extend the existing results of Galambos’ open problems on the Hausdorff dimension of sets related to the growth rate of digits.
Apocrine carcinoma arising in a complex fibroadenoma: a case report.
Mele, Marco; Vahl, Pernille; Funder, Jonas Amstrup; Sorensen, Anne Schmidt; Jensen, Vibeke
2014-01-01
A carcinoma arising in a fibroadenoma is a rare event, which often entails a diagnostic challenge. The most common type is the lobular carcinoma and secondary a ductal carcinoma. We present an extremely rare case of malignant development of an invasive apocrine carcinoma in a complex fibroadenoma and underline the importance for clinicians to recognize the possibility of benign and malignant co-existence especially in older women.
Radiation-induced squamous carcinoma arising within a seborrhoeic keratosis
Energy Technology Data Exchange (ETDEWEB)
Suvarna, S.K.; Bagary, M.; Glazer, G. (Saint Mary' s Hospital, London (United Kingdom))
1993-04-01
Seborrhoeic keratoses (SK) are common skin tumours. They are benign, and present little difficulty in management. However, rare malignant transformation is recognized. The authors report a case of a squamous cell carcinoma arising from dysplastic changes within a long-standing SK on the chest wall of a 75-year-old retired radiologist, and consider the role of radiation in inducing malignant change within SKs. (author).
Radiation-induced squamous carcinoma arising within a seborrhoeic keratosis
International Nuclear Information System (INIS)
Suvarna, S.K.; Bagary, M.; Glazer, G.
1993-01-01
Seborrhoeic keratoses (SK) are common skin tumours. They are benign, and present little difficulty in management. However, rare malignant transformation is recognized. The authors report a case of a squamous cell carcinoma arising from dysplastic changes within a long-standing SK on the chest wall of a 75-year-old retired radiologist, and consider the role of radiation in inducing malignant change within SKs. (author)
Squamous neoplasms arising within tattoos: clinical presentation, histopathology and management.
Junqueira, A L; Wanat, K A; Farah, R S
2017-08-01
Tattooing, which involves the placement of ink into the skin, is an ancient decorative technique that has remained popular in modern society. Tattoos have long been known to cause cutaneous reactions, which include the emergence of neoplasms such as keratoacanthoma (KA) and squamous cell carcinoma (SCC) in tattooed areas of the skin. We review the clinical presentations, histology and treatment options for squamous neoplasms, primarily KA and SCC, arising in tattoos. © 2017 British Association of Dermatologists.
Basal Cell Carcinoma Arising in a Tattooed Eyebrow
Lee, Jong-Sun; Park, Jin; Kim, Seong-Min; Kim, Han-Uk
2009-01-01
Malignant skin tumors, including squamous cell carcinoma and malignant melanoma, have occurred in tattoos. Seven documented cases of basal cell carcinoma associated with tattoos have also been reported in the medical literature. We encountered a patient with basal cell carcinoma in a tattooed eyebrow. We report on this case as the eighth reported case of a patient with basal cell carcinoma arising in a tattooed area. PMID:20523804
Squamous cell carcinoma arising in previously burned or irradiated skin
International Nuclear Information System (INIS)
Edwards, M.J.; Hirsch, R.M.; Broadwater, J.R.; Netscher, D.T.; Ames, F.C.
1989-01-01
Squamous cell carcinoma (SCC) arising in previously burned or irradiated skin was reviewed in 66 patients treated between 1944 and 1986. Healing of the initial injury was complicated in 70% of patients. Mean interval from initial injury to diagnosis of SCC was 37 years. The overwhelming majority of patients presented with a chronic intractable ulcer in previously injured skin. The regional relapse rate after surgical excision was very high, 58% of all patients. Predominant patterns of recurrence were in local skin and regional lymph nodes (93% of recurrences). Survival rates at 5, 10, and 20 years were 52%, 34%, and 23%, respectively. Five-year survival rates in previously burned and irradiated patients were not significantly different (53% and 50%, respectively). This review, one of the largest reported series, better defines SCC arising in previously burned or irradiated skin as a locally aggressive disease that is distinct from SCC arising in sunlight-damaged skin. An increased awareness of the significance of chronic ulceration in scar tissue may allow earlier diagnosis. Regional disease control and survival depend on surgical resection of all known disease and may require radical lymph node dissection or amputation
Transoral videolaryngoscopic surgery for papillary carcinoma arising in lingual thyroid.
Mogi, Chisato; Shinomiya, Hirotaka; Fujii, Natsumi; Tsuruta, Tomoyuki; Morita, Naruhiko; Furukawa, Tatsuya; Teshima, Masanori; Kanzawa, Maki; Hirokawa, Mitsuyoshi; Otsuki, Naoki; Nibu, Ken-Ichi
2018-05-15
Carcinoma arising in lingual thyroid is an extremely rare entity accounting for only 1% of all reported ectopic thyroids. Here, we report a case of carcinoma arising in lingual thyroid, which has been successfully managed by transoral resection and bilateral neck dissections. A lingual mass 4-cm in diameter with calcification was incidentally detected by computed tomography at medical check-up. No thyroid tissue was observed in normal position. Ultrasound examination showed bilateral multiple lymphadenopathies. Fine needle aspiration biopsy from lymph node in his right neck was diagnosed as Class III and thyroglobulin level of the specimen was 459ng/ml. Due to the difficulty in performing FNA of the lingual masses, right neck dissection was performed in advance for diagnostic purpose. Pathological examination showed existence of large and small follicular thyroid tissues in several lymph nodes, suggesting lymph node metastasis from thyroid carcinoma. Two months after the initial surgery, video-assisted transoral resection of lingual thyroid with simultaneous left neck dissection was performed. Postoperative course was uneventful. Papillary carcinoma was found in the lingual thyroid and thyroid tissues were also found in left cervical lymph nodes. Video-assisted transoral resection was useful for the treatment of thyroid cancer arising in lingual thyroid. Copyright © 2018 Elsevier B.V. All rights reserved.
Partial knee replacement - slideshow
... page: //medlineplus.gov/ency/presentations/100225.htm Partial knee replacement - series—Normal anatomy To use the sharing ... A.M. Editorial team. Related MedlinePlus Health Topics Knee Replacement A.D.A.M., Inc. is accredited ...
Improved analysis of all-sky meteor radar measurements of gravity wave variances and momentum fluxes
Directory of Open Access Journals (Sweden)
V. F. Andrioli
2013-05-01
Full Text Available The advantages of using a composite day analysis for all-sky interferometric meteor radars when measuring mean winds and tides are widely known. On the other hand, problems arise if this technique is applied to Hocking's (2005 gravity wave analysis for all-sky meteor radars. In this paper we describe how a simple change in the procedure makes it possible to use a composite day in Hocking's analysis. Also, we explain how a modified composite day can be constructed to test its ability to measure gravity wave momentum fluxes. Test results for specified mean, tidal, and gravity wave fields, including tidal amplitudes and gravity wave momentum fluxes varying strongly with altitude and/or time, suggest that the modified composite day allows characterization of monthly mean profiles of the gravity wave momentum fluxes, with good accuracy at least at the altitudes where the meteor counts are large (from 89 to 92.5 km. In the present work we also show that the variances measured with Hocking's method are often contaminated by the tidal fields and suggest a method of empirical correction derived from a simple simulation model. The results presented here greatly increase our confidence because they show that our technique is able to remove the tide-induced false variances from Hocking's analysis.
How does variance in fertility change over the demographic transition?
Hruschka, Daniel J; Burger, Oskar
2016-04-19
Most work on the human fertility transition has focused on declines in mean fertility. However, understanding changes in the variance of reproductive outcomes can be equally important for evolutionary questions about the heritability of fertility, individual determinants of fertility and changing patterns of reproductive skew. Here, we document how variance in completed fertility among women (45-49 years) differs across 200 surveys in 72 low- to middle-income countries where fertility transitions are currently in progress at various stages. Nearly all (91%) of samples exhibit variance consistent with a Poisson process of fertility, which places systematic, and often severe, theoretical upper bounds on the proportion of variance that can be attributed to individual differences. In contrast to the pattern of total variance, these upper bounds increase from high- to mid-fertility samples, then decline again as samples move from mid to low fertility. Notably, the lowest fertility samples often deviate from a Poisson process. This suggests that as populations move to low fertility their reproduction shifts from a rate-based process to a focus on an ideal number of children. We discuss the implications of these findings for predicting completed fertility from individual-level variables. © 2016 The Author(s).
Beginning partial differential equations
O'Neil, Peter V
2014-01-01
A broad introduction to PDEs with an emphasis on specialized topics and applications occurring in a variety of fields Featuring a thoroughly revised presentation of topics, Beginning Partial Differential Equations, Third Edition provides a challenging, yet accessible,combination of techniques, applications, and introductory theory on the subjectof partial differential equations. The new edition offers nonstandard coverageon material including Burger's equation, the telegraph equation, damped wavemotion, and the use of characteristics to solve nonhomogeneous problems. The Third Edition is or
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
ERC Workshop on Geometric Partial Differential Equations
Novaga, Matteo; Valdinoci, Enrico
2013-01-01
This book is the outcome of a conference held at the Centro De Giorgi of the Scuola Normale of Pisa in September 2012. The aim of the conference was to discuss recent results on nonlinear partial differential equations, and more specifically geometric evolutions and reaction-diffusion equations. Particular attention was paid to self-similar solutions, such as solitons and travelling waves, asymptotic behaviour, formation of singularities and qualitative properties of solutions. These problems arise in many models from Physics, Biology, Image Processing and Applied Mathematics in general, and have attracted a lot of attention in recent years.
A case of malignant fibrous histiocytoma arising in the irradiated maxilla
International Nuclear Information System (INIS)
Fukuta, Yoshiyasu; Yamada, Kazumi; Ohmura, Hiromi; Kudo, Keigo; Takeda, Yasunori
1994-01-01
A malignant fibrous histiocytoma (MFH) arising in the irradiated maxilla is reported. The patient was a 59-year-old Japanese female who was referred to us for a relatively well defined and lobulated tumor extending from the right buccal mucosa to left hard palate. Her past medical history revealed that she had had a squamous cell carcinoma of the right buccal mucosa treated by 145 Gy of radiotherapy 3 years previously. Although the patient underwent a bilateral partial maxillectomy, she died due to extensive local recurrence 14 months postoperatively. Histopathologically, proliferation of atypical tumor cells of non-epithelial origin, i.e., spindle-shaped fibroblastic cells, histiocytic cells and bizarre multinucleated giant cells, were noted. Furthermore, a storiform pattern was also seen in part of the lesion. These features suggested that this care was a postirradiation malignant fibrous histiocytoma. (author)
A case of malignant fibrous histiocytoma arising in the irradiated maxilla
Energy Technology Data Exchange (ETDEWEB)
Fukuta, Yoshiyasu; Yamada, Kazumi; Ohmura, Hiromi; Kudo, Keigo; Takeda, Yasunori (Iwate Medical Univ., Morioka (Japan). School of Dentistry)
1994-03-01
A malignant fibrous histiocytoma (MFH) arising in the irradiated maxilla is reported. The patient was a 59-year-old Japanese female who was referred to us for a relatively well defined and lobulated tumor extending from the right buccal mucosa to left hard palate. Her past medical history revealed that she had had a squamous cell carcinoma of the right buccal mucosa treated by 145 Gy of radiotherapy 3 years previously. Although the patient underwent a bilateral partial maxillectomy, she died due to extensive local recurrence 14 months postoperatively. Histopathologically, proliferation of atypical tumor cells of non-epithelial origin, i.e., spindle-shaped fibroblastic cells, histiocytic cells and bizarre multinucleated giant cells, were noted. Furthermore, a storiform pattern was also seen in part of the lesion. These features suggested that this care was a postirradiation malignant fibrous histiocytoma. (author).
New applications of partial residual methodology
International Nuclear Information System (INIS)
Uslu, V.R.
1999-12-01
The formulation of a problem of interest in the framework of a statistical analysis starts with collecting the data, choosing a model, making certain assumptions as described in the basic paradigm by Box (1980). This stage is is called model building. Then the estimation stage is in order by pretending as if the formulation of the problem was true to obtain estimates, to make tests and inferences. In the final stage, called diagnostic checking, checking of whether there are some disagreements between the data and the model fitted is done by using diagnostic measures and diagnostic plots. It is well known that statistical methods perform best under the condition that all assumptions related to the methods are satisfied. However it is true that having the ideal case in practice is very difficult. Diagnostics are therefore becoming important so are diagnostic plots because they provide a immediate assessment. Partial residual plots that are the main interest of the present study are playing the major role among the diagnostic plots in multiple regression analysis. In statistical literature it is admitted that partial residual plots are more useful than ordinary residual plots in detecting outliers, nonconstant variance, and especially discovering curvatures. In this study we consider the partial residual methodology in statistical methods rather than multiple regression. We have shown that for the same purpose as in the multiple regression the use of partial residual plots is possible particularly in autoregressive time series models, transfer function models, linear mixed models and ridge regression. (author)
Impact of Damping Uncertainty on SEA Model Response Variance
Schiller, Noah; Cabell, Randolph; Grosveld, Ferdinand
2010-01-01
Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.
Genetic and environmental variance in content dimensions of the MMPI.
Rose, R J
1988-08-01
To evaluate genetic and environmental variance in the Minnesota Multiphasic Personality Inventory (MMPI), I studied nine factor scales identified in the first item factor analysis of normal adult MMPIs in a sample of 820 adolescent and young adult co-twins. Conventional twin comparisons documented heritable variance in six of the nine MMPI factors (Neuroticism, Psychoticism, Extraversion, Somatic Complaints, Inadequacy, and Cynicism), whereas significant influence from shared environmental experience was found for four factors (Masculinity versus Femininity, Extraversion, Religious Orthodoxy, and Intellectual Interests). Genetic variance in the nine factors was more evident in results from twin sisters than those of twin brothers, and a developmental-genetic analysis, using hierarchical multiple regressions of double-entry matrixes of the twins' raw data, revealed that in four MMPI factor scales, genetic effects were significantly modulated by age or gender or their interaction during the developmental period from early adolescence to early adulthood.
A new variance stabilizing transformation for gene expression data analysis.
Kelmansky, Diana M; Martínez, Elena J; Leiva, Víctor
2013-12-01
In this paper, we introduce a new family of power transformations, which has the generalized logarithm as one of its members, in the same manner as the usual logarithm belongs to the family of Box-Cox power transformations. Although the new family has been developed for analyzing gene expression data, it allows a wider scope of mean-variance related data to be reached. We study the analytical properties of the new family of transformations, as well as the mean-variance relationships that are stabilized by using its members. We propose a methodology based on this new family, which includes a simple strategy for selecting the family member adequate for a data set. We evaluate the finite sample behavior of different classical and robust estimators based on this strategy by Monte Carlo simulations. We analyze real genomic data by using the proposed transformation to empirically show how the new methodology allows the variance of these data to be stabilized.
Pricing perpetual American options under multiscale stochastic elasticity of variance
International Nuclear Information System (INIS)
Yoon, Ji-Hun
2015-01-01
Highlights: • We study the effects of the stochastic elasticity of variance on perpetual American option. • Our SEV model consists of a fast mean-reverting factor and a slow mean-revering factor. • A slow scale factor has a very significant impact on the option price. • We analyze option price structures through the market prices of elasticity risk. - Abstract: This paper studies pricing the perpetual American options under a constant elasticity of variance type of underlying asset price model where the constant elasticity is replaced by a fast mean-reverting Ornstein–Ulenbeck process and a slowly varying diffusion process. By using a multiscale asymptotic analysis, we find the impact of the stochastic elasticity of variance on the option prices and the optimal exercise prices with respect to model parameters. Our results enhance the existing option price structures in view of flexibility and applicability through the market prices of elasticity risk
Monte Carlo variance reduction approaches for non-Boltzmann tallies
International Nuclear Information System (INIS)
Booth, T.E.
1992-12-01
Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed
Partial differential operators of elliptic type
Shimakura, Norio
1992-01-01
This book, which originally appeared in Japanese, was written for use in an undergraduate course or first year graduate course in partial differential equations and is likely to be of interest to researchers as well. This book presents a comprehensive study of the theory of elliptic partial differential operators. Beginning with the definitions of ellipticity for higher order operators, Shimakura discusses the Laplacian in Euclidean spaces, elementary solutions, smoothness of solutions, Vishik-Sobolev problems, the Schauder theory, and degenerate elliptic operators. The appendix covers such preliminaries as ordinary differential equations, Sobolev spaces, and maximum principles. Because elliptic operators arise in many areas, readers will appreciate this book for the way it brings together a variety of techniques that have arisen in different branches of mathematics.
The mean and variance of phylogenetic diversity under rarefaction.
Nipperess, David A; Matsen, Frederick A
2013-06-01
Phylogenetic diversity (PD) depends on sampling depth, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD.We have derived exact formulae for the mean and variance of PD under rarefaction. We confirm that these formulae are correct by comparing exact solution mean and variance to that calculated by repeated random (Monte Carlo) subsampling of a dataset of stem counts of woody shrubs of Toohey Forest, Queensland, Australia. We also demonstrate the application of the method using two examples: identifying hotspots of mammalian diversity in Australasian ecoregions, and characterising the human vaginal microbiome.There is a very high degree of correspondence between the analytical and random subsampling methods for calculating mean and variance of PD under rarefaction, although the Monte Carlo method requires a large number of random draws to converge on the exact solution for the variance.Rarefaction of mammalian PD of ecoregions in Australasia to a common standard of 25 species reveals very different rank orderings of ecoregions, indicating quite different hotspots of diversity than those obtained for unrarefied PD. The application of these methods to the vaginal microbiome shows that a classical score used to quantify bacterial vaginosis is correlated with the shape of the rarefaction curve.The analytical formulae for the mean and variance of PD under rarefaction are both exact and more efficient than repeated subsampling. Rarefaction of PD allows for many applications where comparisons of samples of different depth is required.
How edge-reinforced random walk arises naturally
Rolles, S.W.W.
2003-01-01
We give a characterization of a modified edge-reinforced random walk in terms of certain partially exchangeable sequences. In particular, we obtain a characterization of an edge-reinforced random walk (introduced by Coppersmith and Diaconis) on a 2-edge-connected graph. Modifying the notion of
Variance estimation for sensitivity analysis of poverty and inequality measures
Directory of Open Access Journals (Sweden)
Christian Dudel
2017-04-01
Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.
Studying Variance in the Galactic Ultra-compact Binary Population
Larson, Shane; Breivik, Katelyn
2017-01-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations on week-long timescales, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Variance of a product with application to uranium estimation
International Nuclear Information System (INIS)
Lowe, V.W.; Waterman, M.S.
1976-01-01
The U in a container can either be determined directly by NDA or by estimating the weight of material in the container and the concentration of U in this material. It is important to examine the statistical properties of estimating the amount of U by multiplying the estimates of weight and concentration. The variance of the product determines the accuracy of the estimate of the amount of uranium. This paper examines the properties of estimates of the variance of the product of two random variables
Variance components for body weight in Japanese quails (Coturnix japonica
Directory of Open Access Journals (Sweden)
RO Resende
2005-03-01
Full Text Available The objective of this study was to estimate the variance components for body weight in Japanese quails by Bayesian procedures. The body weight at hatch (BWH and at 7 (BW07, 14 (BW14, 21 (BW21 and 28 days of age (BW28 of 3,520 quails was recorded from August 2001 to June 2002. A multiple-trait animal model with additive genetic, maternal environment and residual effects was implemented by Gibbs sampling methodology. A single Gibbs sampling with 80,000 rounds was generated by the program MTGSAM (Multiple Trait Gibbs Sampling in Animal Model. Normal and inverted Wishart distributions were used as prior distributions for the random effects and the variance components, respectively. Variance components were estimated based on the 500 samples that were left after elimination of 30,000 rounds in the burn-in period and 100 rounds of each thinning interval. The posterior means of additive genetic variance components were 0.15; 4.18; 14.62; 27.18 and 32.68; the posterior means of maternal environment variance components were 0.23; 1.29; 2.76; 4.12 and 5.16; and the posterior means of residual variance components were 0.084; 6.43; 22.66; 31.21 and 30.85, at hatch, 7, 14, 21 and 28 days old, respectively. The posterior means of heritability were 0.33; 0.35; 0.36; 0.43 and 0.47 at hatch, 7, 14, 21 and 28 days old, respectively. These results indicate that heritability increased with age. On the other hand, after hatch there was a marked reduction in the maternal environment variance proportion of the phenotypic variance, whose estimates were 0.50; 0.11; 0.07; 0.07 and 0.08 for BWH, BW07, BW14, BW21 and BW28, respectively. The genetic correlation between weights at different ages was high, except for those estimates between BWH and weight at other ages. Changes in body weight of quails can be efficiently achieved by selection.
Levine's guide to SPSS for analysis of variance
Braver, Sanford L; Page, Melanie
2003-01-01
A greatly expanded and heavily revised second edition, this popular guide provides instructions and clear examples for running analyses of variance (ANOVA) and several other related statistical tests of significance with SPSS. No other guide offers the program statements required for the more advanced tests in analysis of variance. All of the programs in the book can be run using any version of SPSS, including versions 11 and 11.5. A table at the end of the preface indicates where each type of analysis (e.g., simple comparisons) can be found for each type of design (e.g., mixed two-factor desi
Variance squeezing and entanglement of the XX central spin model
International Nuclear Information System (INIS)
El-Orany, Faisal A A; Abdalla, M Sebawe
2011-01-01
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
Asymptotic variance of grey-scale surface area estimators
DEFF Research Database (Denmark)
Svane, Anne Marie
Grey-scale local algorithms have been suggested as a fast way of estimating surface area from grey-scale digital images. Their asymptotic mean has already been described. In this paper, the asymptotic behaviour of the variance is studied in isotropic and sufficiently smooth settings, resulting...... in a general asymptotic bound. For compact convex sets with nowhere vanishing Gaussian curvature, the asymptotics can be described more explicitly. As in the case of volume estimators, the variance is decomposed into a lattice sum and an oscillating term of at most the same magnitude....
Variance squeezing and entanglement of the XX central spin model
Energy Technology Data Exchange (ETDEWEB)
El-Orany, Faisal A A [Department of Mathematics and Computer Science, Faculty of Science, Suez Canal University, Ismailia (Egypt); Abdalla, M Sebawe, E-mail: m.sebaweh@physics.org [Mathematics Department, College of Science, King Saud University PO Box 2455, Riyadh 11451 (Saudi Arabia)
2011-01-21
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
The CANDU-PHW generating system waste arisings
International Nuclear Information System (INIS)
Simmons, G.R.
1979-03-01
In this report, the volume of material and level of contained radioactive nuclides are tabulated for wastes arising from four fuel cycles which might be operated in CANDU-PHW (CANada Deuterium Uranium - Pressurized Heavy Water) reactors. The data presented, based on Canadian experience and/or studies, cover the range of conditioned waste volumes which could be expected from steady-state (no growth), CANDU-PHW-powered electrical generating systems. The wastes arising from operation and decommissioning of facilities in each phase of each fuel cycle are estimated. Each fuel cycle is considered to operate in isolation with the data given in terms of quantities per gigawatt-year of electricity produced. Three of the fuel cycles for which data are presented, the natural uranium once-through cycle, the plutonium-enriched uranium cycle (plutonium recycle) and the low-burnup uranium-enriched thorium cycle (thorium and uranium recycle), were studied by INFCE WG.7 (the International Nuclear Fuel Cycle Evaluation, Working Group 7) as fuel cycles 4, 5 and 6. The high-burnup uranium-enriched thorium cycle is included for comparison. INFCE WG.7 selected many common reference parameters which are applied uniformly to all seven INFCE WG.7 reference fuel cycles in determining waste arisings. Where these parameters differ from the data of Canadian origin given in the body of this report, the INFCE WG.7 data are given in an appendix. The waste management costs associated with operation of each INFCE WG.7 reference fuel cycle were calculated and compared by the working group. An arbitrary set of costing parameters and disposal technologies was selected by the working group for application to each of the reference fuel cycles. The waste management and disposal costs for the PHW reactor fuel cycles based on these arbitrary cost parameters are given in an appendix. (author)
Knowledge Protection and Input Complexity Arising from Open Innovation
DEFF Research Database (Denmark)
Peeters, Thijs; Sofka, Wolfgang
Controlling unique knowledge is of increasing importance to firms. Therefore, firms use knowledge protection mechanisms to prevent competitors from imitating their knowledge. We study the effects of the complexity of knowledge inputs that arises from open innovation on the importance of two widely...... used protection mechanisms: patents and trademarks. We argue that this complexity makes the threat of imitation less predictable, and thus makes knowledge protection more important. By analyzing survey data of 938 German firms, we find that patents are more important for firms in industries with higher...... knowledge input complexity. Furthermore, we show that the dynamics and not the level of knowledge input complexity positively affect the importance of trademarks....
Dealing with uncertainty arising out of probabilistic risk assessment
International Nuclear Information System (INIS)
Solomon, K.A.; Kastenberg, W.E.; Nelson, P.F.
1984-03-01
In addressing the area of safety goal implementation, the question of uncertainty arises. This report suggests that the Nuclear Regulatory Commission (NRC) should examine how other regulatory organizations have addressed the issue. Several examples are given from the chemical industry, and comparisons are made to nuclear power risks. Recommendations are made as to various considerations that the NRC should require in probabilistic risk assessments in order to properly treat uncertainties in the implementation of the safety goal policy. 40 references, 7 figures, 5 tables
Solitary fibrous tumor arising in an intrathoracic goiter
DEFF Research Database (Denmark)
Larsen, Stine Rosenkilde; Godballe, Christian; Krogdahl, Annelise
2010-01-01
. CONCLUSION: The histological appearance and immunohistochemical reaction pattern of SFT is characteristic. The entity should be considered when dealing with a spindle cell lesion in the thyroid gland. All cases of this site of origin reported have had a benign clinical course. As only a small number of cases......BACKGROUND: Solitary fibrous tumor (SFT) is a rare spindle cell tumor most often found in the mediastinal pleura. Nineteen cases of SFT arising in the thyroid gland have been reported. We report a case of SFT of the thyroid gland with immunohistochemical and cytogenetic investigation. SUMMARY: A 58...
Facial Cellulitis Arising from Dens Evaginatus: A Case Report
Directory of Open Access Journals (Sweden)
Chun-Ming Chen
2005-07-01
Full Text Available Dens evaginatus is a developmental anomaly that produces a tubercle on the occlusal surface of a tooth. It is found most frequently in the mandibular premolars. The occlusal tubercle easily causes occlusal interferences. Attrition or fracture of the tubercle can lead to pulpitis, pulp necrosis, periapical pathosis, and periapical infection. This case report illustrates the treatment of facial cellulitis arising from dens evaginatus with open apex. Calcium hydroxide was used for the apexification procedure. One year after canal obturation, radiography revealed no apical pathosis and the apical seal was evident.
Management of radioactive solid waste arisings from PFR reprocessing
International Nuclear Information System (INIS)
Allardice, R.H.; Hackney, S.; Bailey, G.; Bremner, W.; Lillyman, E.; Pugh, O.; Reekie, J.
1982-01-01
A description is given of the solid radioactive waste management facilities for dealing with the arisings from PFR reprocessing at the Dounreay Nuclear Power Development Establishment. Four major categories of solid waste are identified. The 'La Calhene' posting system for the transfer of active wastes which has been installed is discussed. The three new retrievable stores for high α#betta##betta#, high α low #betta##betta# and low α high #betta##betta# are described. The methods of waste categorisation by non-destructive assay techniques are outlined. Finally a review of operating experience with the facilities is presented. (U.K.)
Radiologic findings of malignant tumors arising from ovarian endometriosis
International Nuclear Information System (INIS)
Lee, Eun Ju; Joo, Hee Jae; Kim, Bo Hyun
1999-01-01
To determine the radiologic characteristics of malignant tumors arising from ovarian endometriosis. The radiologic findings of eleven patients with pelvic masses histologically confirmed as malignant ovarian tumors arising from endometriosis were retrospectively reviewed. All patients underwent MR, and six underwent ultrasonography. The findings were evaluated with regard to tumor size and shape, locularity, thickness and enhancement of the wall and septa, the presence of papillary nodule or solid portion, signal intensity of the locule, the presence of mass in contralateral ovary, ascites, local invasion, distant metastases, and the Pathologic diagnosis included clear cell carcinoma in six cases, endometrioid carcinoma in three, and mucinous cystadenocarcinoma of borderline malignancy and endometrial stromal sarcoma in one case each. Tumor size ranged from 8 to 20 (mean, 12.7)cm. The tumors were mixed in four cases, entirely cystic in three, predominantly cystic in three, and predominantly solid in one. Six cases were unilocular and five were multilocular. The wall and septa varied in thickness and regularity and were well enhanced in all but one case. In all cases papillary nodules or solid portions with similar enhancement to uterine myometrium were seen. On T1WI, the signal intensity of fluid was seen to be high in eight cases, low or intermediate in two, and of differing intensity in one. Ten cases showed high signal intensity on T2WI, whereas in one case in which high signal intensity was seen on T1WI, there was low signal intensity(shading). In three cases the contralateral ovary contained an endometrioma. Other features included ascites in seven cases and peritoneal seeding in one. Malignant ovarian tumors arising from endometriosis showed radiologic features of malignancy:they were larger than 10cm, there was enhancement of the wall and septa, and a papillary nodule or solid portion was present. However, the presence of hyperintense fluid, as seen on T1WI
Radiologic findings of malignant tumors arising from ovarian endometriosis
Energy Technology Data Exchange (ETDEWEB)
Lee, Eun Ju; Joo, Hee Jae [Ajou Univ. College of Medicine, Suwon (Korea, Republic of); Kim, Bo Hyun [SungkyunKwan Univ. College of Medicine, Seoul (Korea, Republic of)
1999-11-01
To determine the radiologic characteristics of malignant tumors arising from ovarian endometriosis. The radiologic findings of eleven patients with pelvic masses histologically confirmed as malignant ovarian tumors arising from endometriosis were retrospectively reviewed. All patients underwent MR, and six underwent ultrasonography. The findings were evaluated with regard to tumor size and shape, locularity, thickness and enhancement of the wall and septa, the presence of papillary nodule or solid portion, signal intensity of the locule, the presence of mass in contralateral ovary, ascites, local invasion, distant metastases, and the Pathologic diagnosis included clear cell carcinoma in six cases, endometrioid carcinoma in three, and mucinous cystadenocarcinoma of borderline malignancy and endometrial stromal sarcoma in one case each. Tumor size ranged from 8 to 20 (mean, 12.7)cm. The tumors were mixed in four cases, entirely cystic in three, predominantly cystic in three, and predominantly solid in one. Six cases were unilocular and five were multilocular. The wall and septa varied in thickness and regularity and were well enhanced in all but one case. In all cases papillary nodules or solid portions with similar enhancement to uterine myometrium were seen. On T1WI, the signal intensity of fluid was seen to be high in eight cases, low or intermediate in two, and of differing intensity in one. Ten cases showed high signal intensity on T2WI, whereas in one case in which high signal intensity was seen on T1WI, there was low signal intensity(shading). In three cases the contralateral ovary contained an endometrioma. Other features included ascites in seven cases and peritoneal seeding in one. Malignant ovarian tumors arising from endometriosis showed radiologic features of malignancy:they were larger than 10cm, there was enhancement of the wall and septa, and a papillary nodule or solid portion was present. However, the presence of hyperintense fluid, as seen on T1WI
Digital holographic reconstruction detection of localized corrosion arising from scratches
Directory of Open Access Journals (Sweden)
LIANG WANG
2010-04-01
Full Text Available In this study, electrochemical methods and the digital holographic reconstruction technique were combined to detect the localized scratch-induced corrosion process of Alloy 690 in 0.50 mol dm-3 H2SO4 containing 0.10 mol dm-3 NaCl. The numerical reconstruction method has been proved to be an effective technique to detect changes of solution concentration. One can obtain direct information from the reconstructed images and capture subtle more revealing changes. It provides a method to detect localized corrosion arising from scratches.
Bastani, Ali Foroush; Dastgerdi, Maryam Vahid; Mighani, Abolfazl
2018-06-01
The main aim of this paper is the analytical and numerical study of a time-dependent second-order nonlinear partial differential equation (PDE) arising from the endogenous stochastic volatility model, introduced in [Bensoussan, A., Crouhy, M. and Galai, D., Stochastic equity volatility related to the leverage effect (I): equity volatility behavior. Applied Mathematical Finance, 1, 63-85, 1994]. As the first step, we derive a consistent set of initial and boundary conditions to complement the PDE, when the firm is financed by equity and debt. In the sequel, we propose a Newton-based iteration scheme for nonlinear parabolic PDEs which is an extension of a method for solving elliptic partial differential equations introduced in [Fasshauer, G. E., Newton iteration with multiquadrics for the solution of nonlinear PDEs. Computers and Mathematics with Applications, 43, 423-438, 2002]. The scheme is based on multilevel collocation using radial basis functions (RBFs) to solve the resulting locally linearized elliptic PDEs obtained at each level of the Newton iteration. We show the effectiveness of the resulting framework by solving a prototypical example from the field and compare the results with those obtained from three different techniques: (1) a finite difference discretization; (2) a naive RBF collocation and (3) a benchmark approximation, introduced for the first time in this paper. The numerical results confirm the robustness, higher convergence rate and good stability properties of the proposed scheme compared to other alternatives. We also comment on some possible research directions in this field.
Partial differential equations
Evans, Lawrence C
2010-01-01
This text gives a comprehensive survey of modern techniques in the theoretical study of partial differential equations (PDEs) with particular emphasis on nonlinear equations. The exposition is divided into three parts: representation formulas for solutions; theory for linear partial differential equations; and theory for nonlinear partial differential equations. Included are complete treatments of the method of characteristics; energy methods within Sobolev spaces; regularity for second-order elliptic, parabolic, and hyperbolic equations; maximum principles; the multidimensional calculus of variations; viscosity solutions of Hamilton-Jacobi equations; shock waves and entropy criteria for conservation laws; and, much more.The author summarizes the relevant mathematics required to understand current research in PDEs, especially nonlinear PDEs. While he has reworked and simplified much of the classical theory (particularly the method of characteristics), he primarily emphasizes the modern interplay between funct...
Energy Technology Data Exchange (ETDEWEB)
Christoforou, Stavros, E-mail: stavros.christoforou@gmail.com [Kirinthou 17, 34100, Chalkida (Greece); Hoogenboom, J. Eduard, E-mail: j.e.hoogenboom@tudelft.nl [Department of Applied Sciences, Delft University of Technology (Netherlands)
2011-07-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k{sub eff} estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
International Nuclear Information System (INIS)
Christoforou, Stavros; Hoogenboom, J. Eduard
2011-01-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k_e_f_f estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
2014-01-01
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...
Analysis of Variance: What Is Your Statistical Software Actually Doing?
Li, Jian; Lomax, Richard G.
2011-01-01
Users assume statistical software packages produce accurate results. In this article, the authors systematically examined Statistical Package for the Social Sciences (SPSS) and Statistical Analysis System (SAS) for 3 analysis of variance (ANOVA) designs, mixed-effects ANOVA, fixed-effects analysis of covariance (ANCOVA), and nested ANOVA. For each…
Genetic variance components for residual feed intake and feed ...
African Journals Online (AJOL)
Feeding costs of animals is a major determinant of profitability in livestock production enterprises. Genetic selection to improve feed efficiency aims to reduce feeding cost in beef cattle and thereby improve profitability. This study estimated genetic (co)variances between weaning weight and other production, reproduction ...
Cumulative Prospect Theory, Option Returns, and the Variance Premium
Baele, Lieven; Driessen, Joost; Ebert, Sebastian; Londono Yarce, J.M.; Spalt, Oliver
The variance premium and the pricing of out-of-the-money (OTM) equity index options are major challenges to standard asset pricing models. We develop a tractable equilibrium model with Cumulative Prospect Theory (CPT) preferences that can overcome both challenges. The key insight is that the
Hydrograph variances over different timescales in hydropower production networks
Zmijewski, Nicholas; Wörman, Anders
2016-08-01
The operation of water reservoirs involves a spectrum of timescales based on the distribution of stream flow travel times between reservoirs, as well as the technical, environmental, and social constraints imposed on the operation. In this research, a hydrodynamically based description of the flow between hydropower stations was implemented to study the relative importance of wave diffusion on the spectrum of hydrograph variance in a regulated watershed. Using spectral decomposition of the effluence hydrograph of a watershed, an exact expression of the variance in the outflow response was derived, as a function of the trends of hydraulic and geomorphologic dispersion and management of production and reservoirs. We show that the power spectra of involved time-series follow nearly fractal patterns, which facilitates examination of the relative importance of wave diffusion and possible changes in production demand on the outflow spectrum. The exact spectral solution can also identify statistical bounds of future demand patterns due to limitations in storage capacity. The impact of the hydraulic description of the stream flow on the reservoir discharge was examined for a given power demand in River Dalälven, Sweden, as function of a stream flow Peclet number. The regulation of hydropower production on the River Dalälven generally increased the short-term variance in the effluence hydrograph, whereas wave diffusion decreased the short-term variance over periods of white noise) as a result of current production objectives.
Gravity interpretation of dipping faults using the variance analysis method
International Nuclear Information System (INIS)
Essa, Khalid S
2013-01-01
A new algorithm is developed to estimate simultaneously the depth and the dip angle of a buried fault from the normalized gravity gradient data. This algorithm utilizes numerical first horizontal derivatives computed from the observed gravity anomaly, using filters of successive window lengths to estimate the depth and the dip angle of a buried dipping fault structure. For a fixed window length, the depth is estimated using a least-squares sense for each dip angle. The method is based on computing the variance of the depths determined from all horizontal gradient anomaly profiles using the least-squares method for each dip angle. The minimum variance is used as a criterion for determining the correct dip angle and depth of the buried structure. When the correct dip angle is used, the variance of the depths is always less than the variances computed using wrong dip angles. The technique can be applied not only to the true residuals, but also to the measured Bouguer gravity data. The method is applied to synthetic data with and without random errors and two field examples from Egypt and Scotland. In all cases examined, the estimated depths and other model parameters are found to be in good agreement with the actual values. (paper)
Bounds for Tail Probabilities of the Sample Variance
Directory of Open Access Journals (Sweden)
Van Zuijlen M
2009-01-01
Full Text Available We provide bounds for tail probabilities of the sample variance. The bounds are expressed in terms of Hoeffding functions and are the sharpest known. They are designed having in mind applications in auditing as well as in processing data related to environment.
Robust estimation of the noise variance from background MR data
Sijbers, J.; Den Dekker, A.J.; Poot, D.; Bos, R.; Verhoye, M.; Van Camp, N.; Van der Linden, A.
2006-01-01
In the literature, many methods are available for estimation of the variance of the noise in magnetic resonance (MR) images. A commonly used method, based on the maximum of the background mode of the histogram, is revisited and a new, robust, and easy to use method is presented based on maximum
Computing the Expected Value and Variance of Geometric Measures
DEFF Research Database (Denmark)
Staals, Frank; Tsirogiannis, Constantinos
2017-01-01
distance (MPD), the squared Euclidean distance from the centroid, and the diameter of the minimum enclosing disk. We also describe an efficient (1-e)-approximation algorithm for computing the mean and variance of the mean pairwise distance. We implemented three of our algorithms and we show that our...
Estimation of the additive and dominance variances in South African ...
African Journals Online (AJOL)
The objective of this study was to estimate dominance variance for number born alive (NBA), 21- day litter weight (LWT21) and interval between parities (FI) in South African Landrace pigs. A total of 26223 NBA, 21335 LWT21 and 16370 FI records were analysed. Bayesian analysis via Gibbs sampling was used to estimate ...
A note on minimum-variance theory and beyond
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [Department of Informatics, Sussex University, Brighton, BN1 9QH (United Kingdom); Tartaglia, Giangaetano [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy); Tirozzi, Brunello [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy)
2004-04-30
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons.
A Visual Model for the Variance and Standard Deviation
Orris, J. B.
2011-01-01
This paper shows how the variance and standard deviation can be represented graphically by looking at each squared deviation as a graphical object--in particular, as a square. A series of displays show how the standard deviation is the size of the average square.
Multidimensional adaptive testing with a minimum error-variance criterion
van der Linden, Willem J.
1997-01-01
The case of adaptive testing under a multidimensional logistic response model is addressed. An adaptive algorithm is proposed that minimizes the (asymptotic) variance of the maximum-likelihood (ML) estimator of a linear combination of abilities of interest. The item selection criterion is a simple
Asymptotics of variance of the lattice point count
Czech Academy of Sciences Publication Activity Database
Janáček, Jiří
2008-01-01
Roč. 58, č. 3 (2008), s. 751-758 ISSN 0011-4642 R&D Projects: GA AV ČR(CZ) IAA100110502 Institutional research plan: CEZ:AV0Z50110509 Keywords : point lattice * variance Subject RIV: BA - General Mathematics Impact factor: 0.210, year: 2008
Vertical velocity variances and Reynold stresses at Brookhaven
DEFF Research Database (Denmark)
Busch, Niels E.; Brown, R.M.; Frizzola, J.A.
1970-01-01
Results of wind tunnel tests of the Brookhaven annular bivane are presented. The energy transfer functions describing the instrument response and the numerical filter employed in the data reduction process have been used to obtain corrected values of the normalized variance of the vertical wind v...
Estimates of variance components for postweaning feed intake and ...
African Journals Online (AJOL)
Mike
2013-03-09
Mar 9, 2013 ... transformation of RFIp and RDGp to z-scores (mean = 0.0, variance = 1.0) and then ... generation pedigree (n = 9 653) used for this analysis. ..... Nkrumah, J.D., Basarab, J.A., Wang, Z., Li, C., Price, M.A., Okine, E.K., Crews Jr., ...
An observation on the variance of a predicted response in ...
African Journals Online (AJOL)
... these properties and computational simplicity. To avoid over fitting, along with the obvious advantage of having a simpler equation, it is shown that the addition of a variable to a regression equation does not reduce the variance of a predicted response. Key words: Linear regression; Partitioned matrix; Predicted response ...
An entropy approach to size and variance heterogeneity
Balasubramanyan, L.; Stefanou, S.E.; Stokes, J.R.
2012-01-01
In this paper, we investigate the effect of bank size differences on cost efficiency heterogeneity using a heteroskedastic stochastic frontier model. This model is implemented by using an information theoretic maximum entropy approach. We explicitly model both bank size and variance heterogeneity
The Threat of Common Method Variance Bias to Theory Building
Reio, Thomas G., Jr.
2010-01-01
The need for more theory building scholarship remains one of the pressing issues in the field of HRD. Researchers can employ quantitative, qualitative, and/or mixed methods to support vital theory-building efforts, understanding however that each approach has its limitations. The purpose of this article is to explore common method variance bias as…
Variance in parametric images: direct estimation from parametric projections
International Nuclear Information System (INIS)
Maguire, R.P.; Leenders, K.L.; Spyrou, N.M.
2000-01-01
Recent work has shown that it is possible to apply linear kinetic models to dynamic projection data in PET in order to calculate parameter projections. These can subsequently be back-projected to form parametric images - maps of parameters of physiological interest. Critical to the application of these maps, to test for significant changes between normal and pathophysiology, is an assessment of the statistical uncertainty. In this context, parametric images also include simple integral images from, e.g., [O-15]-water used to calculate statistical parametric maps (SPMs). This paper revisits the concept of parameter projections and presents a more general formulation of the parameter projection derivation as well as a method to estimate parameter variance in projection space, showing which analysis methods (models) can be used. Using simulated pharmacokinetic image data we show that a method based on an analysis in projection space inherently calculates the mathematically rigorous pixel variance. This results in an estimation which is as accurate as either estimating variance in image space during model fitting, or estimation by comparison across sets of parametric images - as might be done between individuals in a group pharmacokinetic PET study. The method based on projections has, however, a higher computational efficiency, and is also shown to be more precise, as reflected in smooth variance distribution images when compared to the other methods. (author)
40 CFR 268.44 - Variance from a treatment standard.
2010-07-01
... complete petition may be requested as needed to send to affected states and Regional Offices. (e) The... provide an opportunity for public comment. The final decision on a variance from a treatment standard will... than) the concentrations necessary to minimize short- and long-term threats to human health and the...
Application of effective variance method for contamination monitor calibration
International Nuclear Information System (INIS)
Goncalez, O.L.; Freitas, I.S.M. de.
1990-01-01
In this report, the calibration of a thin window Geiger-Muller type monitor for alpha superficial contamination is presented. The calibration curve is obtained by the method of the least-squares fitting with effective variance. The method and the approach for the calculation are briefly discussed. (author)
The VIX, the Variance Premium, and Expected Returns
DEFF Research Database (Denmark)
Osterrieder, Daniela Maria; Ventosa-Santaulària, Daniel; Vera-Valdés, Eduardo
2018-01-01
. These problems are eliminated if risk is captured by the variance premium (VP) instead; it is unobservable, however. We propose a 2SLS estimator that produces consistent estimates without observing the VP. Using this method, we find a positive risk–return trade-off and long-run return predictability. Our...
Some asymptotic theory for variance function smoothing | Kibua ...
African Journals Online (AJOL)
Simple selection of the smoothing parameter is suggested. Both homoscedastic and heteroscedastic regression models are considered. Keywords: Asymptotic, Smoothing, Kernel, Bandwidth, Bias, Variance, Mean squared error, Homoscedastic, Heteroscedastic. > East African Journal of Statistics Vol. 1 (1) 2005: pp. 9-22 ...
Variance-optimal hedging for processes with stationary independent increments
DEFF Research Database (Denmark)
Hubalek, Friedrich; Kallsen, J.; Krawczyk, L.
We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward recursion or backward stochastic differential equation, we...
Adaptive Nonparametric Variance Estimation for a Ratio Estimator ...
African Journals Online (AJOL)
Kernel estimators for smooth curves require modifications when estimating near end points of the support, both for practical and asymptotic reasons. The construction of such boundary kernels as solutions of variational problem is a difficult exercise. For estimating the error variance of a ratio estimator, we suggest an ...
A note on minimum-variance theory and beyond
International Nuclear Information System (INIS)
Feng Jianfeng; Tartaglia, Giangaetano; Tirozzi, Brunello
2004-01-01
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons
Handling nonnormality and variance heterogeneity for quantitative sublethal toxicity tests.
Ritz, Christian; Van der Vliet, Leana
2009-09-01
The advantages of using regression-based techniques to derive endpoints from environmental toxicity data are clear, and slowly, this superior analytical technique is gaining acceptance. As use of regression-based analysis becomes more widespread, some of the associated nuances and potential problems come into sharper focus. Looking at data sets that cover a broad spectrum of standard test species, we noticed that some model fits to data failed to meet two key assumptions-variance homogeneity and normality-that are necessary for correct statistical analysis via regression-based techniques. Failure to meet these assumptions often is caused by reduced variance at the concentrations showing severe adverse effects. Although commonly used with linear regression analysis, transformation of the response variable only is not appropriate when fitting data using nonlinear regression techniques. Through analysis of sample data sets, including Lemna minor, Eisenia andrei (terrestrial earthworm), and algae, we show that both the so-called Box-Cox transformation and use of the Poisson distribution can help to correct variance heterogeneity and nonnormality and so allow nonlinear regression analysis to be implemented. Both the Box-Cox transformation and the Poisson distribution can be readily implemented into existing protocols for statistical analysis. By correcting for nonnormality and variance heterogeneity, these two statistical tools can be used to encourage the transition to regression-based analysis and the depreciation of less-desirable and less-flexible analytical techniques, such as linear interpolation.
Molecular variance of the Tunisian almond germplasm assessed by ...
African Journals Online (AJOL)
The genetic variance analysis of 82 almond (Prunus dulcis Mill.) genotypes was performed using ten genomic simple sequence repeats (SSRs). A total of 50 genotypes from Tunisia including local landraces identified while prospecting the different sites of Bizerte and Sidi Bouzid (Northern and central parts) which are the ...
Starting design for use in variance exchange algorithms | Iwundu ...
African Journals Online (AJOL)
A new method of constructing the initial design for use in variance exchange algorithms is presented. The method chooses support points to go into the design as measures of distances of the support points from the centre of the geometric region and of permutation-invariant sets. The initial design is as close as possible to ...
Decomposition of variance in terms of conditional means
Directory of Open Access Journals (Sweden)
Alessandro Figà Talamanca
2013-05-01
Full Text Available Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables. We suggest that this approach be used to complement other existing techniques to study the interdependence of the variables involved. According to our method, the variance is expressed as a sum of orthogonal components, obtained as differences of conditional means, with respect to the qualitative characters. The resulting expression for the variance depends on the ordering in which the characters are considered. We suggest an algorithm which leads to an ordering which is deemed natural. The first set of data concerns the score achieved by a population of students on an entrance examination based on a multiple choice test with 30 questions. In this case the qualitative characters are dyadic and correspond to correct or incorrect answer to each question. The second set of data concerns the delay to obtain the degree for a population of graduates of Italian universities. The variance in this case is analyzed with respect to a set of seven specific qualitative characters of the population studied (gender, previous education, working condition, parent's educational level, field of study, etc..
A Hold-out method to correct PCA variance inflation
DEFF Research Database (Denmark)
Garcia-Moreno, Pablo; Artes-Rodriguez, Antonio; Hansen, Lars Kai
2012-01-01
In this paper we analyze the problem of variance inflation experienced by the PCA algorithm when working in an ill-posed scenario where the dimensionality of the training set is larger than its sample size. In an earlier article a correction method based on a Leave-One-Out (LOO) procedure...
Heterogeneity of variance and its implications on dairy cattle breeding
African Journals Online (AJOL)
Milk yield data (n = 12307) from 116 Holstein-Friesian herds were grouped into three production environments based on mean and standard deviation of herd 305-day milk yield and evaluated for within herd variation using univariate animal model procedures. Variance components were estimated by derivative free REML ...
Effects of Diversification of Assets on Mean and Variance | Jayeola ...
African Journals Online (AJOL)
Diversification is a means of minimizing risk and maximizing returns by investing in a variety of assets of the portfolio. This paper is written to determine the effects of diversification of three types of Assets; uncorrelated, perfectly correlated and perfectly negatively correlated assets on mean and variance. To go about this, ...
Perspective projection for variance pose face recognition from camera calibration
Fakhir, M. M.; Woo, W. L.; Chambers, J. A.; Dlay, S. S.
2016-04-01
Variance pose is an important research topic in face recognition. The alteration of distance parameters across variance pose face features is a challenging. We provide a solution for this problem using perspective projection for variance pose face recognition. Our method infers intrinsic camera parameters of the image which enable the projection of the image plane into 3D. After this, face box tracking and centre of eyes detection can be identified using our novel technique to verify the virtual face feature measurements. The coordinate system of the perspective projection for face tracking allows the holistic dimensions for the face to be fixed in different orientations. The training of frontal images and the rest of the poses on FERET database determine the distance from the centre of eyes to the corner of box face. The recognition system compares the gallery of images against different poses. The system initially utilises information on position of both eyes then focuses principally on closest eye in order to gather data with greater reliability. Differentiation between the distances and position of the right and left eyes is a unique feature of our work with our algorithm outperforming other state of the art algorithms thus enabling stable measurement in variance pose for each individual.
On zero variance Monte Carlo path-stretching schemes
International Nuclear Information System (INIS)
Lux, I.
1983-01-01
A zero variance path-stretching biasing scheme proposed for a special case by Dwivedi is derived in full generality. The procedure turns out to be the generalization of the exponential transform. It is shown that the biased game can be interpreted as an analog simulation procedure, thus saving some computational effort in comparison with the corresponding nonanalog game
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation
The variance quadtree algorithm: use for spatial sampling design
Minasny, B.; McBratney, A.B.; Walvoort, D.J.J.
2007-01-01
Spatial sampling schemes are mainly developed to determine sampling locations that can cover the variation of environmental properties in the area of interest. Here we proposed the variance quadtree algorithm for sampling in an area with prior information represented as ancillary or secondary
Properties of realized variance under alternative sampling schemes
Oomen, R.C.A.
2006-01-01
This paper investigates the statistical properties of the realized variance estimator in the presence of market microstructure noise. Different from the existing literature, the analysis relies on a pure jump process for high frequency security prices and explicitly distinguishes among alternative
Variance component and heritability estimates of early growth traits ...
African Journals Online (AJOL)
as selection criteria for meat production in sheep (Anon, 1970; Olson et ai., 1976;. Lasslo et ai., 1985; Badenhorst et ai., 1991). If these traits are to be included in a breeding programme, accurate estimates of breeding values will be needed to optimize selection programmes. This requires a knowledge of variance and co-.
Variances in consumers prices of selected food Items among ...
African Journals Online (AJOL)
The study focused on the determination of variances among consumer prices of rice (local white), beans (white) and garri (yellow) in Watts, Okurikang and 8 Miles markets in southern zone of Cross River State. Completely randomized design was used to test the research hypothesis. Comparing the consumer prices of rice, ...
Age Differences in the Variance of Personality Characteristics
Czech Academy of Sciences Publication Activity Database
Mottus, R.; Allik, J.; Hřebíčková, Martina; Kööts-Ausmees, L.; Realo, A.
2016-01-01
Roč. 30, č. 1 (2016), s. 4-11 ISSN 0890-2070 R&D Projects: GA ČR GA13-25656S Institutional support: RVO:68081740 Keywords : variance * individual differences * personality * five-factor model Subject RIV: AN - Psychology Impact factor: 3.707, year: 2016
Optimization of partial search
International Nuclear Information System (INIS)
Korepin, Vladimir E
2005-01-01
A quantum Grover search algorithm can find a target item in a database faster than any classical algorithm. One can trade accuracy for speed and find a part of the database (a block) containing the target item even faster; this is partial search. A partial search algorithm was recently suggested by Grover and Radhakrishnan. Here we optimize it. Efficiency of the search algorithm is measured by the number of queries to the oracle. The author suggests a new version of the Grover-Radhakrishnan algorithm which uses a minimal number of such queries. The algorithm can run on the same hardware that is used for the usual Grover algorithm. (letter to the editor)
Multiple Ectopic Hepatocellular Carcinomas Arising in the Abdominal Cavity
Directory of Open Access Journals (Sweden)
Toru Miyake
2012-09-01
Full Text Available Ectopic hepatocellular carcinoma (HCC is a very rare clinical entity that is defined as HCC arising from extrahepatic liver tissue. This report presents a case of ectopic multiple HCC arising in the abdominal cavity. A 42-year-old otherwise healthy male presented with liver dysfunction at a general health checkup. Both HCV antibody and hepatitis B surface antigen were negative. Laboratory examination showed elevations in serum alpha-fetoprotein and PIVKA-II. Ultrasonography and computed tomography revealed multiple nodular lesions in the abdominal cavity with ascites without a possible primary tumor. Exploratory laparoscopy was performed, which revealed bloody ascites and multiple brown nodular tumors measuring approximately 10 mm in size that were disseminated on the perineum and mesentery. A postoperative PET-CT scan was performed but it did not reveal any evidence of a tumor in the liver. The tumors resected from the peritoneum were diagnosed as HCC. The present case of HCC was thought to have possibly developed from ectopic liver on the peritoneum or mesentery.
Basal Cell Carcinoma Arising in a Breast Augmentation Scar.
Edwards, Lisa R; Cresce, Nicole D; Russell, Mark A
2017-04-01
We report a case of a 46-year-old female who presented with a persistent lesion on the inferior right breast. The lesion was located within the scar from a breast augmentation procedure 12 years ago. The lesion had been treated as several conditions with no improvement. Biopsy revealed a superficial and nodular basal cell carcinoma, and the lesion was successfully removed with Mohs micrographic surgery. Basal cell carcinoma arising in a surgical scar is exceedingly rare with only 13 reported cases to date. This is the first reported case of basal cell carcinoma arising in a breast augmentation scar. We emphasize the importance of biopsy for suspicious lesions or those refractory to treatment, particularly those lesions that form within a scar. Level of Evidence V This journal requires that authors assign a level of evidence to each article. For a full description of these Evidence-Based Medicine ratings, please refer to the Table of Contents or the online Instructions to Authors www.springer.com/00266 .
High-Grade Leiomyosarcoma Arising in a Previously Replanted Limb
Directory of Open Access Journals (Sweden)
Tiffany J. Pan
2015-01-01
Full Text Available Sarcoma development has been associated with genetics, irradiation, viral infections, and immunodeficiency. Reports of sarcomas arising in the setting of prior trauma, as in burn scars or fracture sites, are rare. We report a case of a leiomyosarcoma arising in an arm that had previously been replanted at the level of the elbow joint following traumatic amputation when the patient was eight years old. He presented twenty-four years later with a 10.8 cm mass in the replanted arm located on the volar forearm. The tumor was completely resected and pathology examination showed a high-grade, subfascial spindle cell sarcoma diagnosed as a grade 3 leiomyosarcoma with stage pT2bNxMx. The patient underwent treatment with brachytherapy, reconstruction with a free flap, and subsequently chemotherapy. To the best of our knowledge, this is the first case report of leiomyosarcoma developing in a replanted extremity. Development of leiomyosarcoma in this case could be related to revascularization, scar formation, or chronic injury after replantation. The patient remains healthy without signs of recurrence at three-year follow-up.
Poorly Differentiated Squamous Cell Carcinoma Arising in Tattooed Skin
Sarma, Deba P.; Dentlinger, Renee B.; Forystek, Amanda M.; Stevens, Todd; Huerter, Christopher
2010-01-01
Introduction. Tattoos have increasingly become accepted by mainstream Western society. As a result, the incidence of tattoo-associated dermatoses is on the rise. The presence of a poorly differentiated squamous cell carcinoma in an old tattooed skin is of interest as it has not been previously documented. Case Presentation. A 79-year-old white homeless man of European descent presented to the dermatology clinic with a painless raised nodule on his left forearm arising in a tattooed area. A biopsy of the lesion revealed a poorly differentiated squamous cell carcinoma infiltrating into a tattoo. The lesion was completely excised and the patient remains disease-free one year later. Conclusion. All previous reports of squamous cell carcinomas arising in tattoos have been well-differentiated low-grade type or keratoacanthoma-type and are considered to be coincidental rather than related to any carcinogenic effect of the tattoo pigments. Tattoo-associated poorly differentiated invasive carcinoma appears to be extremely rare. PMID:21274289
Poorly Differentiated Squamous Cell Carcinoma Arising in Tattooed Skin
Directory of Open Access Journals (Sweden)
Deba P. Sarma
2010-01-01
Full Text Available Introduction. Tattoos have increasingly become accepted by mainstream Western society. As a result, the incidence of tattoo-associated dermatoses is on the rise. The presence of a poorly differentiated squamous cell carcinoma in an old tattooed skin is of interest as it has not been previously documented. Case Presentation. A 79-year-old white homeless man of European descent presented to the dermatology clinic with a painless raised nodule on his left forearm arising in a tattooed area. A biopsy of the lesion revealed a poorly differentiated squamous cell carcinoma infiltrating into a tattoo. The lesion was completely excised and the patient remains disease-free one year later. Conclusion. All previous reports of squamous cell carcinomas arising in tattoos have been well-differentiated low-grade type or keratoacanthoma-type and are considered to be coincidental rather than related to any carcinogenic effect of the tattoo pigments. Tattoo-associated poorly differentiated invasive carcinoma appears to be extremely rare.
Nipple adenoma arising from axillary accessory breast: a case report
Directory of Open Access Journals (Sweden)
Shioi Yoshihiro
2012-11-01
Full Text Available Abstract Nipple adenoma is a relatively rare benign breast neoplasm, and cases of the disease arising from the axillary accessory breast have very seldom been reported in the English literature. We report a case of nipple adenoma arising from axillary accessory breast including clinical and pathological findings. An 82-year-old woman presented with the complaint of a small painful mass in the right axilla. Physical examination confirmed a well-defined eczematous crusted mass that was 8 mm in size. The diagnosis of nipple adenoma was made from an excisional specimen on the basis of characteristic histological findings. Microscopic structural features included a compact proliferation of small tubules lined by epithelial and myoepithelial cells, and the merging of glandular epithelial cells of the adenoma into squamous epithelial cells in the superficial epidermal layer. Because clinically nipple adenoma may resemble Paget’s disease and pathologically can be misinterpreted as tubular carcinoma, the correct identification of nipple adenoma is an important factor in the differential diagnosis for axillary tumor neoplasms. Virtual slides The virtual slide(s for this article can be found here: http://www.diagnosticpathology.diagnomx.eu/vs/1186821489769063
Variance in exposed perturbations impairs retention of visuomotor adaptation.
Canaveral, Cesar Augusto; Danion, Frédéric; Berrigan, Félix; Bernier, Pierre-Michel
2017-11-01
Sensorimotor control requires an accurate estimate of the state of the body. The brain optimizes state estimation by combining sensory signals with predictions of the sensory consequences of motor commands using a forward model. Given that both sensory signals and predictions are uncertain (i.e., noisy), the brain optimally weights the relative reliance on each source of information during adaptation. In support, it is known that uncertainty in the sensory predictions influences the rate and generalization of visuomotor adaptation. We investigated whether uncertainty in the sensory predictions affects the retention of a new visuomotor relationship. This was done by exposing three separate groups to a visuomotor rotation whose mean was common at 15° counterclockwise but whose variance around the mean differed (i.e., SD of 0°, 3.2°, or 4.5°). Retention was assessed by measuring the persistence of the adapted behavior in a no-vision phase. Results revealed that mean reach direction late in adaptation was similar across groups, suggesting it depended mainly on the mean of exposed rotations and was robust to differences in variance. However, retention differed across groups, with higher levels of variance being associated with a more rapid reversion toward nonadapted behavior. A control experiment ruled out the possibility that differences in retention were accounted for by differences in success rates. Exposure to variable rotations may have increased the uncertainty in sensory predictions, making the adapted forward model more labile and susceptible to change or decay. NEW & NOTEWORTHY The brain predicts the sensory consequences of motor commands through a forward model. These predictions are subject to uncertainty. We use visuomotor adaptation and modulate uncertainty in the sensory predictions by manipulating the variance in exposed rotations. Results reveal that variance does not influence the final extent of adaptation but selectively impairs the retention of
Variance risk premia in CO_2 markets: A political perspective
International Nuclear Information System (INIS)
Reckling, Dennis
2016-01-01
The European Commission discusses the change of free allocation plans to guarantee a stable market equilibrium. Selling over-allocated contracts effectively depreciates prices and negates the effect intended by the regulator to establish a stable price mechanism for CO_2 assets. Our paper investigates mispricing and allocation issues by quantitatively analyzing variance risk premia of CO_2 markets over the course of changing regimes (Phase I-III) for three different assets (European Union Allowances, Certified Emissions Reductions and European Reduction Units). The research paper gives recommendations to regulatory bodies in order to most effectively cap the overall carbon dioxide emissions. The analysis of an enriched dataset, comprising not only of additional CO_2 assets, but also containing data from the European Energy Exchange, shows that variance risk premia are equal to a sample average of 0.69 for European Union Allowances (EUA), 0.17 for Certified Emissions Reductions (CER) and 0.81 for European Reduction Units (ERU). We identify the existence of a common risk factor across different assets that justifies the presence of risk premia. Various policy implications with regards to gaining investors’ confidence in the market are being reviewed. Consequently, we recommend the implementation of a price collar approach to support stable prices for emission allowances. - Highlights: •Enriched dataset covering all three political phases of the CO_2 markets. •Clear policy implications for regulators to most effectively cap the overall CO_2 emissions pool. •Applying a cross-asset benchmark index for variance beta estimation. •CER contracts have been analyzed with respect to variance risk premia for the first time. •Increased forecasting accuracy for CO_2 asset returns by using variance risk premia.
Auxiliary partial liver transplantation
C.B. Reuvers (Cornelis Bastiaan)
1986-01-01
textabstractIn this thesis studies on auxiliary partial liver transplantation in the dog and the pig are reported. The motive to perform this study was the fact that patients with acute hepatic failure or end-stage chronic liver disease are often considered to form too great a risk for successful
DEFF Research Database (Denmark)
Andersen, Marie Louise Max; Hougaard, Philip; Pörksen, Sven
2014-01-01
OBJECTIVE: To validate the partial remission (PR) definition based on insulin dose-adjusted HbA1c (IDAA1c). SUBJECTS AND METHODS: The IDAA1c was developed using data in 251 children from the European Hvidoere cohort. For validation, 129 children from a Danish cohort were followed from the onset...
Fundamental partial compositeness
DEFF Research Database (Denmark)
Sannino, Francesco; Strumia, Alessandro; Tesi, Andrea
2016-01-01
We construct renormalizable Standard Model extensions, valid up to the Planck scale, that give a composite Higgs from a new fundamental strong force acting on fermions and scalars. Yukawa interactions of these particles with Standard Model fermions realize the partial compositeness scenario. Unde...
Fernandez, R.; Deveaux, V.
2010-01-01
We provide a formal definition and study the basic properties of partially ordered chains (POC). These systems were proposed to model textures in image processing and to represent independence relations between random variables in statistics (in the later case they are known as Bayesian networks).
Partially Hidden Markov Models
DEFF Research Database (Denmark)
Forchhammer, Søren Otto; Rissanen, Jorma
1996-01-01
Partially Hidden Markov Models (PHMM) are introduced. They differ from the ordinary HMM's in that both the transition probabilities of the hidden states and the output probabilities are conditioned on past observations. As an illustration they are applied to black and white image compression where...
W. van der Hoek (Wiebe); J.O.M. Jaspars; E. Thijsse
1995-01-01
textabstractWe propose an epistemic logic in which knowledge is fully introspective and implies truth, although truth need not imply epistemic possibility. The logic is presented in sequential format and is interpreted in a natural class of partial models, called balloon models. We examine the
Algebraic partial Boolean algebras
International Nuclear Information System (INIS)
Smith, Derek
2003-01-01
Partial Boolean algebras, first studied by Kochen and Specker in the 1960s, provide the structure for Bell-Kochen-Specker theorems which deny the existence of non-contextual hidden variable theories. In this paper, we study partial Boolean algebras which are 'algebraic' in the sense that their elements have coordinates in an algebraic number field. Several of these algebras have been discussed recently in a debate on the validity of Bell-Kochen-Specker theorems in the context of finite precision measurements. The main result of this paper is that every algebraic finitely-generated partial Boolean algebra B(T) is finite when the underlying space H is three-dimensional, answering a question of Kochen and showing that Conway and Kochen's infinite algebraic partial Boolean algebra has minimum dimension. This result contrasts the existence of an infinite (non-algebraic) B(T) generated by eight elements in an abstract orthomodular lattice of height 3. We then initiate a study of higher-dimensional algebraic partial Boolean algebras. First, we describe a restriction on the determinants of the elements of B(T) that are generated by a given set T. We then show that when the generating set T consists of the rays spanning the minimal vectors in a real irreducible root lattice, B(T) is infinite just if that root lattice has an A 5 sublattice. Finally, we characterize the rays of B(T) when T consists of the rays spanning the minimal vectors of the root lattice E 8
Optimal control of switched systems arising in fermentation processes
Liu, Chongyang
2014-01-01
The book presents, in a systematic manner, the optimal controls under different mathematical models in fermentation processes. Variant mathematical models – i.e., those for multistage systems; switched autonomous systems; time-dependent and state-dependent switched systems; multistage time-delay systems and switched time-delay systems – for fed-batch fermentation processes are proposed and the theories and algorithms of their optimal control problems are studied and discussed. By putting forward novel methods and innovative tools, the book provides a state-of-the-art and comprehensive systematic treatment of optimal control problems arising in fermentation processes. It not only develops nonlinear dynamical system, optimal control theory and optimization algorithms, but can also help to increase productivity and provide valuable reference material on commercial fermentation processes.
Clear Cell Adenocarcinoma Arising from Abdominal Wall Endometriosis
Directory of Open Access Journals (Sweden)
Thouraya Achach
2008-01-01
Full Text Available Endometriosis is a frequent benign disorder. Malignancy arising in extraovarian endometriosis is a rare event. A 49-year-old woman is presented with a large painful abdominal wall mass. She underwent a myomectomy, 20 years before, for uterus leiomyoma. Computed tomography suggested that this was a desmoid tumor and she underwent surgery. Histological examination showed a clear cell adenocarcinoma associated with endometriosis foci. Pelvic ultrasound, computed tomography, and endometrial curettage did not show any malignancy or endometriosis in the uterus and ovaries. Adjuvant chemotherapy was recommended, but the patient was lost to follow up. Six months later, she returned with a recurrence of the abdominal wall mass. She was given chemotherapy and then she was reoperated.
Primary extraskeletal mesenchymal chondrosarcoma arising from the iliac vein
Directory of Open Access Journals (Sweden)
Hua Zhang
2017-10-01
Full Text Available The iliac vein is an extremely rare site for mesenchymal chondrosarcoma, and patients with primary extraskeletal mesenchymal chondrosarcoma arising from a vein always suffer a very poor prognosis. We report a case of a 45-year-old female who presented with a 5-month history of left leg edema in 2015. Contrast-enhanced computed tomography showed a large mass in the left iliac vein with scattered calcifications. Wide-margin resection was performed, and histopathologic and immunohistochemical analyses confirmed the presence of intraluminal mesenchymal chondrosarcoma with local invasion out of the vein wall. Due to poor patient compliance, postoperative neoadjuvant chemotherapy and radiotherapy were not started, and a bone scan performed 16 weeks postoperatively showed multiple bone metastases. The patient died on the twenty-fourth postoperative week.
[Gender stereotypes arising in a state of gender awareness].
Ito, Y
2001-12-01
This study examined the structure of gender stereotypes which might arise in the state of gender awareness that was triggered by social situations where people perceived their gender differences strongly. Out of 1,500 residents in Tokyo aged between 20-60, 342 females and 313 males were randomly chosen and answered the questions about gender consciousness in the state of gender awareness. A factor analysis revealed that "maternity" and "trustworthiness" were the dominant dimensions of gender stereotypes in the state of gender awareness, and that trustworthiness particularly formed the basis of gender stereotypes. Generation differences in gender stereotypes were also revealed between women in their 40 s and 50 s, and between men in their 30 s and 40 s. Generally, power for men and nurture for women were more likely to be perceived in a state of gender awareness.
Nuclear waste management and problems arising from constitutional law
International Nuclear Information System (INIS)
Rauschning, D.
1983-01-01
The author discusses the problems arising in the field of nuclear waste management on account of the constitutional law. Especially the difficulties emanating from the conflict between the provisions of section 9a of the Atomic Energy Act and the provisions of constitutional law are dealt with in detail, referring to the monography of H. Hofmann, 'legal aspects of nuclear waste management'. The author comes to the conclusion that the reqquirements laid down in section 9a-9c of the Atomic Energy Act are in agreement with the Basic law. There is, he says, no unreasonable risk for future generations, as the provisions of the nuclear law provide for sufficient safety of sites and equipment selected for the final storage of nuclear waste, ensuring that radioactive leakage is excluded over long periods of time. In the second part of his lecture, the author discusses the problem of competency and delegation of authority with regard to the reprocessing of radioactive waste. (BW) [de
Source terms for airborne radioactivity arising from uranium mill wastes
International Nuclear Information System (INIS)
O'Riordan, M.C.; Downing, A.L.
1978-01-01
One of the problems in assessing the radiological impact of uranium milling is to determine the rates of release to the air of material from the various sources of radioactivity. Such source terms are required for modelling the transport of radioactive material in the atmosphere. Activity arises from various point and area sources in the mill itself and from the mill tailings. The state of the tailings changes in time from slurry to solid. A layer of water may be maintained over the solids during the life of the mine, and the tailings may be covered with inert material on abandonment. Releases may be both gaseous and particulate. This paper indicates ways in which radon emanation and the suspension of long-lived particulate activity might be quantified, and areas requiring further exploration are identified
Irregular activity arises as a natural consequence of synaptic inhibition
International Nuclear Information System (INIS)
Terman, D.; Rubin, J. E.; Diekman, C. O.
2013-01-01
Irregular neuronal activity is observed in a variety of brain regions and states. This work illustrates a novel mechanism by which irregular activity naturally emerges in two-cell neuronal networks featuring coupling by synaptic inhibition. We introduce a one-dimensional map that captures the irregular activity occurring in our simulations of conductance-based differential equations and mathematically analyze the instability of fixed points corresponding to synchronous and antiphase spiking for this map. We find that the irregular solutions that arise exhibit expansion, contraction, and folding in phase space, as expected in chaotic dynamics. Our analysis shows that these features are produced from the interplay of synaptic inhibition with sodium, potassium, and leak currents in a conductance-based framework and provides precise conditions on parameters that ensure that irregular activity will occur. In particular, the temporal details of spiking dynamics must be present for a model to exhibit this irregularity mechanism and must be considered analytically to capture these effects
Irregular activity arises as a natural consequence of synaptic inhibition
Energy Technology Data Exchange (ETDEWEB)
Terman, D., E-mail: terman@math.ohio-state.edu [Department of Mathematics, The Ohio State University, Columbus, Ohio 43210 (United States); Rubin, J. E., E-mail: jonrubin@pitt.edu [Department of Mathematics, University of Pittsburgh, Pittsburgh, Pennsylvania 15260 (United States); Diekman, C. O., E-mail: diekman@njit.edu [Department of Mathematical Sciences, New Jersey Institute of Technology, Newark, New Jersey 07102 (United States)
2013-12-15
Irregular neuronal activity is observed in a variety of brain regions and states. This work illustrates a novel mechanism by which irregular activity naturally emerges in two-cell neuronal networks featuring coupling by synaptic inhibition. We introduce a one-dimensional map that captures the irregular activity occurring in our simulations of conductance-based differential equations and mathematically analyze the instability of fixed points corresponding to synchronous and antiphase spiking for this map. We find that the irregular solutions that arise exhibit expansion, contraction, and folding in phase space, as expected in chaotic dynamics. Our analysis shows that these features are produced from the interplay of synaptic inhibition with sodium, potassium, and leak currents in a conductance-based framework and provides precise conditions on parameters that ensure that irregular activity will occur. In particular, the temporal details of spiking dynamics must be present for a model to exhibit this irregularity mechanism and must be considered analytically to capture these effects.
Dioxins: diagnostic and prognostic challenges arising from complex mechanisms
DEFF Research Database (Denmark)
Rysavy, Noel M.; Maaetoft-Udsen, Kristina; Turner, Helen
2013-01-01
Dioxins are ubiquitous environmental challenges to humans, with a pervasiveness that arises from 200?years of rapid industrialization and mechanization of Western societies and which is now extending into the developing world. In spite of their penetrance of the human biota, these compounds...... such as cancer and diabetes, which are already multifactorial and highly complex, creates the context for the current review paper. Here, we summarize dioxin exposure paradigms and the resulting physiological effects that have been documented in animals and humans. Novel insights into potential endogenous end...... exogenous ligands, as well as the mechanisms by which these ligands impact acute and chronic cellular processes, are discussed. We develop the idea that the diagnosis of dioxin exposure, the subtleties of the cellular effects of the compounds and prognosis of the long-term effects of exposure are problems...
Surprises and pitfalls arising from (pseudo)symmetry
International Nuclear Information System (INIS)
Zwart, Peter H.; Grosse-Kunstleve, Ralf W.; Lebedev, Andrey A.; Murshudov, Garib N.; Adams, Paul D.
2008-01-01
The presence of pseudosymmetry can cause problems in structure determination and refinement. The relevant background and representative examples are presented. It is not uncommon for protein crystals to crystallize with more than a single molecule per asymmetric unit. When more than a single molecule is present in the asymmetric unit, various pathological situations such as twinning, modulated crystals and pseudo translational or rotational symmetry can arise. The presence of pseudosymmetry can lead to uncertainties about the correct space group, especially in the presence of twinning. The background to certain common pathologies is presented and a new notation for space groups in unusual settings is introduced. The main concepts are illustrated with several examples from the literature and the Protein Data Bank
Adaptation to Variance of Stimuli in Drosophila Larva Navigation
Wolk, Jason; Gepner, Ruben; Gershow, Marc
In order to respond to stimuli that vary over orders of magnitude while also being capable of sensing very small changes, neural systems must be capable of rapidly adapting to the variance of stimuli. We study this adaptation in Drosophila larvae responding to varying visual signals and optogenetically induced fictitious odors using an infrared illuminated arena and custom computer vision software. Larval navigational decisions (when to turn) are modeled as the output a linear-nonlinear Poisson process. The development of the nonlinear turn rate in response to changes in variance is tracked using an adaptive point process filter determining the rate of adaptation to different stimulus profiles. Supported by NIH Grant 1DP2EB022359 and NSF Grant PHY-1455015.
PORTFOLIO COMPOSITION WITH MINIMUM VARIANCE: COMPARISON WITH MARKET BENCHMARKS
Directory of Open Access Journals (Sweden)
Daniel Menezes Cavalcante
2016-07-01
Full Text Available Portfolio optimization strategies are advocated as being able to allow the composition of stocks portfolios that provide returns above market benchmarks. This study aims to determine whether, in fact, portfolios based on the minimum variance strategy, optimized by the Modern Portfolio Theory, are able to achieve earnings above market benchmarks in Brazil. Time series of 36 securities traded on the BM&FBOVESPA have been analyzed in a long period of time (1999-2012, with sample windows of 12, 36, 60 and 120 monthly observations. The results indicated that the minimum variance portfolio performance is superior to market benchmarks (CDI and IBOVESPA in terms of return and risk-adjusted return, especially in medium and long-term investment horizons.
Compounding approach for univariate time series with nonstationary variances
Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich
2015-12-01
A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.
Variance inflation in high dimensional Support Vector Machines
DEFF Research Database (Denmark)
Abrahamsen, Trine Julie; Hansen, Lars Kai
2013-01-01
Many important machine learning models, supervised and unsupervised, are based on simple Euclidean distance or orthogonal projection in a high dimensional feature space. When estimating such models from small training sets we face the problem that the span of the training data set input vectors...... the case of Support Vector Machines (SVMS) and we propose a non-parametric scheme to restore proper generalizability. We illustrate the algorithm and its ability to restore performance on a wide range of benchmark data sets....... follow a different probability law with less variance. While the problem and basic means to reconstruct and deflate are well understood in unsupervised learning, the case of supervised learning is less well understood. We here investigate the effect of variance inflation in supervised learning including...
Robust LOD scores for variance component-based linkage analysis.
Blangero, J; Williams, J T; Almasy, L
2000-01-01
The variance component method is now widely used for linkage analysis of quantitative traits. Although this approach offers many advantages, the importance of the underlying assumption of multivariate normality of the trait distribution within pedigrees has not been studied extensively. Simulation studies have shown that traits with leptokurtic distributions yield linkage test statistics that exhibit excessive Type I error when analyzed naively. We derive analytical formulae relating the deviation from the expected asymptotic distribution of the lod score to the kurtosis and total heritability of the quantitative trait. A simple correction constant yields a robust lod score for any deviation from normality and for any pedigree structure, and effectively eliminates the problem of inflated Type I error due to misspecification of the underlying probability model in variance component-based linkage analysis.
Response variance in functional maps: neural darwinism revisited.
Directory of Open Access Journals (Sweden)
Hirokazu Takahashi
Full Text Available The mechanisms by which functional maps and map plasticity contribute to cortical computation remain controversial. Recent studies have revisited the theory of neural Darwinism to interpret the learning-induced map plasticity and neuronal heterogeneity observed in the cortex. Here, we hypothesize that the Darwinian principle provides a substrate to explain the relationship between neuron heterogeneity and cortical functional maps. We demonstrate in the rat auditory cortex that the degree of response variance is closely correlated with the size of its representational area. Further, we show that the response variance within a given population is altered through training. These results suggest that larger representational areas may help to accommodate heterogeneous populations of neurons. Thus, functional maps and map plasticity are likely to play essential roles in Darwinian computation, serving as effective, but not absolutely necessary, structures to generate diverse response properties within a neural population.
Response variance in functional maps: neural darwinism revisited.
Takahashi, Hirokazu; Yokota, Ryo; Kanzaki, Ryohei
2013-01-01
The mechanisms by which functional maps and map plasticity contribute to cortical computation remain controversial. Recent studies have revisited the theory of neural Darwinism to interpret the learning-induced map plasticity and neuronal heterogeneity observed in the cortex. Here, we hypothesize that the Darwinian principle provides a substrate to explain the relationship between neuron heterogeneity and cortical functional maps. We demonstrate in the rat auditory cortex that the degree of response variance is closely correlated with the size of its representational area. Further, we show that the response variance within a given population is altered through training. These results suggest that larger representational areas may help to accommodate heterogeneous populations of neurons. Thus, functional maps and map plasticity are likely to play essential roles in Darwinian computation, serving as effective, but not absolutely necessary, structures to generate diverse response properties within a neural population.
Replica approach to mean-variance portfolio optimization
Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre
2016-12-01
We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r = N/T optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.
Variance reduction methods applied to deep-penetration problems
International Nuclear Information System (INIS)
Cramer, S.N.
1984-01-01
All deep-penetration Monte Carlo calculations require variance reduction methods. Before beginning with a detailed approach to these methods, several general comments concerning deep-penetration calculations by Monte Carlo, the associated variance reduction, and the similarities and differences of these with regard to non-deep-penetration problems will be addressed. The experienced practitioner of Monte Carlo methods will easily find exceptions to any of these generalities, but it is felt that these comments will aid the novice in understanding some of the basic ideas and nomenclature. Also, from a practical point of view, the discussions and developments presented are oriented toward use of the computer codes which are presented in segments of this Monte Carlo course
Spatial analysis based on variance of moving window averages
Wu, B M; Subbarao, K V; Ferrandino, F J; Hao, J J
2006-01-01
A new method for analysing spatial patterns was designed based on the variance of moving window averages (VMWA), which can be directly calculated in geographical information systems or a spreadsheet program (e.g. MS Excel). Different types of artificial data were generated to test the method. Regardless of data types, the VMWA method correctly determined the mean cluster sizes. This method was also employed to assess spatial patterns in historical plant disease survey data encompassing both a...
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...
Efficient Scores, Variance Decompositions and Monte Carlo Swindles.
1984-08-28
to ;r Then a version .of Pythagoras ’ theorem gives the variance decomposition (6.1) varT var S var o(T-S) P P0 0 0 One way to see this is to note...complete sufficient statistics for (B, a) , and that the standard- ized residuals a(y - XB) 6 are ancillary. Basu’s sufficiency- ancillarity theorem
Variance-based sensitivity analysis for wastewater treatment plant modelling.
Cosenza, Alida; Mannina, Giorgio; Vanrolleghem, Peter A; Neumann, Marc B
2014-02-01
Global sensitivity analysis (GSA) is a valuable tool to support the use of mathematical models that characterise technical or natural systems. In the field of wastewater modelling, most of the recent applications of GSA use either regression-based methods, which require close to linear relationships between the model outputs and model factors, or screening methods, which only yield qualitative results. However, due to the characteristics of membrane bioreactors (MBR) (non-linear kinetics, complexity, etc.) there is an interest to adequately quantify the effects of non-linearity and interactions. This can be achieved with variance-based sensitivity analysis methods. In this paper, the Extended Fourier Amplitude Sensitivity Testing (Extended-FAST) method is applied to an integrated activated sludge model (ASM2d) for an MBR system including microbial product formation and physical separation processes. Twenty-one model outputs located throughout the different sections of the bioreactor and 79 model factors are considered. Significant interactions among the model factors are found. Contrary to previous GSA studies for ASM models, we find the relationship between variables and factors to be non-linear and non-additive. By analysing the pattern of the variance decomposition along the plant, the model factors having the highest variance contributions were identified. This study demonstrates the usefulness of variance-based methods in membrane bioreactor modelling where, due to the presence of membranes and different operating conditions than those typically found in conventional activated sludge systems, several highly non-linear effects are present. Further, the obtained results highlight the relevant role played by the modelling approach for MBR taking into account simultaneously biological and physical processes. © 2013.
The mean and variance of phylogenetic diversity under rarefaction
Nipperess, David A.; Matsen, Frederick A.
2013-01-01
Phylogenetic diversity (PD) depends on sampling intensity, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD. We have derived exact formulae for t...
On mean reward variance in semi-Markov processes
Czech Academy of Sciences Publication Activity Database
Sladký, Karel
2005-01-01
Roč. 62, č. 3 (2005), s. 387-397 ISSN 1432-2994 R&D Projects: GA ČR(CZ) GA402/05/0115; GA ČR(CZ) GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : Markov and semi-Markov processes with rewards * variance of cumulative reward * asymptotic behaviour Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.259, year: 2005
Mean-Variance Analysis in a Multiperiod Setting
Frauendorfer, Karl; Siede, Heiko
1997-01-01
Similar to the classical Markowitz approach it is possible to apply a mean-variance criterion to a multiperiod setting to obtain efficient portfolios. To represent the stochastic dynamic characteristics necessary for modelling returns a process of asset returns is discretized with respect to time and space and summarized in a scenario tree. The resulting optimization problem is solved by means of stochastic multistage programming. The optimal solutions show equivalent structural properties as...
Analytic solution to variance optimization with no short positions
Kondor, Imre; Papp, Gábor; Caccioli, Fabio
2017-12-01
We consider the variance portfolio optimization problem with a ban on short selling. We provide an analytical solution by means of the replica method for the case of a portfolio of independent, but not identically distributed, assets. We study the behavior of the solution as a function of the ratio r between the number N of assets and the length T of the time series of returns used to estimate risk. The no-short-selling constraint acts as an asymmetric \
Estimating Predictive Variance for Statistical Gas Distribution Modelling
International Nuclear Information System (INIS)
Lilienthal, Achim J.; Asadi, Sahar; Reggente, Matteo
2009-01-01
Recent publications in statistical gas distribution modelling have proposed algorithms that model mean and variance of a distribution. This paper argues that estimating the predictive concentration variance entails not only a gradual improvement but is rather a significant step to advance the field. This is, first, since the models much better fit the particular structure of gas distributions, which exhibit strong fluctuations with considerable spatial variations as a result of the intermittent character of gas dispersal. Second, because estimating the predictive variance allows to evaluate the model quality in terms of the data likelihood. This offers a solution to the problem of ground truth evaluation, which has always been a critical issue for gas distribution modelling. It also enables solid comparisons of different modelling approaches, and provides the means to learn meta parameters of the model, to determine when the model should be updated or re-initialised, or to suggest new measurement locations based on the current model. We also point out directions of related ongoing or potential future research work.
Improved estimation of the variance in Monte Carlo criticality calculations
International Nuclear Information System (INIS)
Hoogenboom, J. Eduard
2008-01-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k eff results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k eff will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k eff are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
Improved estimation of the variance in Monte Carlo criticality calculations
Energy Technology Data Exchange (ETDEWEB)
Hoogenboom, J. Eduard [Delft University of Technology, Delft (Netherlands)
2008-07-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k{sub eff} results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k{sub eff} will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k{sub eff} are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
A general transform for variance reduction in Monte Carlo simulations
International Nuclear Information System (INIS)
Becker, T.L.; Larsen, E.W.
2011-01-01
This paper describes a general transform to reduce the variance of the Monte Carlo estimate of some desired solution, such as flux or biological dose. This transform implicitly includes many standard variance reduction techniques, including source biasing, collision biasing, the exponential transform for path-length stretching, and weight windows. Rather than optimizing each of these techniques separately or choosing semi-empirical biasing parameters based on the experience of a seasoned Monte Carlo practitioner, this General Transform unites all these variance techniques to achieve one objective: a distribution of Monte Carlo particles that attempts to optimize the desired solution. Specifically, this transform allows Monte Carlo particles to be distributed according to the user's specification by using information obtained from a computationally inexpensive deterministic simulation of the problem. For this reason, we consider the General Transform to be a hybrid Monte Carlo/Deterministic method. The numerical results con rm that the General Transform distributes particles according to the user-specified distribution and generally provide reasonable results for shielding applications. (author)
Modality-Driven Classification and Visualization of Ensemble Variance
Energy Technology Data Exchange (ETDEWEB)
Bensema, Kevin; Gosink, Luke; Obermaier, Harald; Joy, Kenneth I.
2016-10-01
Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space. While this approach helps address conceptual and parametric uncertainties, the ensemble datasets produced by this technique present a special challenge to visualization researchers as the ensemble dataset records a distribution of possible values for each location in the domain. Contemporary visualization approaches that rely solely on summary statistics (e.g., mean and variance) cannot convey the detailed information encoded in ensemble distributions that are paramount to ensemble analysis; summary statistics provide no information about modality classification and modality persistence. To address this problem, we propose a novel technique that classifies high-variance locations based on the modality of the distribution of ensemble predictions. Additionally, we develop a set of confidence metrics to inform the end-user of the quality of fit between the distribution at a given location and its assigned class. We apply a similar method to time-varying ensembles to illustrate the relationship between peak variance and bimodal or multimodal behavior. These classification schemes enable a deeper understanding of the behavior of the ensemble members by distinguishing between distributions that can be described by a single tendency and distributions which reflect divergent trends in the ensemble.
Partially composite Higgs models
DEFF Research Database (Denmark)
Alanne, Tommi; Buarque Franzosi, Diogo; Frandsen, Mads T.
2018-01-01
We study the phenomenology of partially composite-Higgs models where electroweak symmetry breaking is dynamically induced, and the Higgs is a mixture of a composite and an elementary state. The models considered have explicit realizations in terms of gauge-Yukawa theories with new strongly...... interacting fermions coupled to elementary scalars and allow for a very SM-like Higgs state. We study constraints on their parameter spaces from vacuum stability and perturbativity as well as from LHC results and find that requiring vacuum stability up to the compositeness scale already imposes relevant...... constraints. A small part of parameter space around the classically conformal limit is stable up to the Planck scale. This is however already strongly disfavored by LHC results. in different limits, the models realize both (partially) composite-Higgs and (bosonic) technicolor models and a dynamical extension...
Hennessy, M J; Binnie, C D
2000-01-01
To establish the incidence and symptoms of partial seizures in a cohort of patients investigated on account of known sensitivity to intermittent photic stimulation and/or precipitation of seizures by environmental visual stimuli such as television (TV) screens or computer monitors. We report 43 consecutive patients with epilepsy, who had exhibited a significant EEG photoparoxysmal response or who had seizures precipitated by environmental visual stimuli and underwent detailed assessment of their photosensitivity in the EEG laboratory, during which all were questioned concerning their ictal symptoms. All patients were considered on clinical grounds to have an idiopathic epilepsy syndrome. Twenty-eight (65%) patients reported visually precipitated attacks occurring initially with maintained consciousness, in some instances evolving to a period of confusion or to a secondarily generalized seizure. Visual symptoms were most commonly reported and included positive symptoms such as coloured circles or spots, but also blindness and subjective symptoms such as "eyes going funny." Other symptoms described included nonspecific cephalic sensations, deja-vu, auditory hallucinations, nausea, and vomiting. No patient reported any clear spontaneous partial seizures, and there were no grounds for supposing that any had partial epilepsy excepting the ictal phenomenology of some or all of the visually induced attacks. These findings provide clinical support for the physiological studies that indicate that the trigger mechanism for human photosensitivity involves binocularly innervated cells located in the visual cortex. Thus the visual cortex is the seat of the primary epileptogenic process, and the photically triggered discharges and seizures may be regarded as partial with secondary generalization.
Arthroscopic partial medial meniscectomy
Directory of Open Access Journals (Sweden)
Dašić Žarko
2011-01-01
Full Text Available Background/Aim. Meniscal injuries are common in professional or recreational sports as well as in daily activities. If meniscal lesions lead to physical impairment they usually require surgical treatment. Arthroscopic treatment of meniscal injuries is one of the most often performed orthopedic operative procedures. Methods. The study analyzed the results of arthroscopic partial medial meniscectomy in 213 patients in a 24-month period, from 2006, to 2008. Results. In our series of arthroscopically treated medial meniscus tears we noted 78 (36.62% vertical complete bucket handle lesions, 19 (8.92% vertical incomplete lesions, 18 (8.45% longitudinal tears, 35 (16.43% oblique tears, 18 (8.45% complex degenerative lesions, 17 (7.98% radial lesions and 28 (13.14% horisontal lesions. Mean preoperative International Knee Documentation Committee (IKDC score was 49.81%, 1 month after the arthroscopic partial medial meniscectomy the mean IKDC score was 84.08%, and 6 months after mean IKDC score was 90.36%. Six months after the procedure 197 (92.49% of patients had good or excellent subjective postoperative clinical outcomes, while 14 (6.57% patients subjectively did not notice a significant improvement after the intervention, and 2 (0.93% patients had no subjective improvement after the partial medial meniscectomy at all. Conclusion. Arthroscopic partial medial meniscetomy is minimally invasive diagnostic and therapeutic procedure and in well selected cases is a method of choice for treatment of medial meniscus injuries when repair techniques are not a viable option. It has small rate of complications, low morbidity and fast rehabilitation.
Hierarchical partial order ranking
International Nuclear Information System (INIS)
Carlsen, Lars
2008-01-01
Assessing the potential impact on environmental and human health from the production and use of chemicals or from polluted sites involves a multi-criteria evaluation scheme. A priori several parameters are to address, e.g., production tonnage, specific release scenarios, geographical and site-specific factors in addition to various substance dependent parameters. Further socio-economic factors may be taken into consideration. The number of parameters to be included may well appear to be prohibitive for developing a sensible model. The study introduces hierarchical partial order ranking (HPOR) that remedies this problem. By HPOR the original parameters are initially grouped based on their mutual connection and a set of meta-descriptors is derived representing the ranking corresponding to the single groups of descriptors, respectively. A second partial order ranking is carried out based on the meta-descriptors, the final ranking being disclosed though average ranks. An illustrative example on the prioritisation of polluted sites is given. - Hierarchical partial order ranking of polluted sites has been developed for prioritization based on a large number of parameters
A proxy for variance in dense matching over homogeneous terrain
Altena, Bas; Cockx, Liesbet; Goedemé, Toon
2014-05-01
Automation in photogrammetry and avionics have brought highly autonomous UAV mapping solutions on the market. These systems have great potential for geophysical research, due to their mobility and simplicity of work. Flight planning can be done on site and orientation parameters are estimated automatically. However, one major drawback is still present: if contrast is lacking, stereoscopy fails. Consequently, topographic information cannot be obtained precisely through photogrammetry for areas with low contrast. Even though more robustness is added in the estimation through multi-view geometry, a precise product is still lacking. For the greater part, interpolation is applied over these regions, where the estimation is constrained by uniqueness, its epipolar line and smoothness. Consequently, digital surface models are generated with an estimate of the topography, without holes but also without an indication of its variance. Every dense matching algorithm is based on a similarity measure. Our methodology uses this property to support the idea that if only noise is present, no correspondence can be detected. Therefore, the noise level is estimated in respect to the intensity signal of the topography (SNR) and this ratio serves as a quality indicator for the automatically generated product. To demonstrate this variance indicator, two different case studies were elaborated. The first study is situated at an open sand mine near the village of Kiezegem, Belgium. Two different UAV systems flew over the site. One system had automatic intensity regulation, and resulted in low contrast over the sandy interior of the mine. That dataset was used to identify the weak estimations of the topography and was compared with the data from the other UAV flight. In the second study a flight campaign with the X100 system was conducted along the coast near Wenduine, Belgium. The obtained images were processed through structure-from-motion software. Although the beach had a very low
Estimation of noise-free variance to measure heterogeneity.
Directory of Open Access Journals (Sweden)
Tilo Winkler
Full Text Available Variance is a statistical parameter used to characterize heterogeneity or variability in data sets. However, measurements commonly include noise, as random errors superimposed to the actual value, which may substantially increase the variance compared to a noise-free data set. Our aim was to develop and validate a method to estimate noise-free spatial heterogeneity of pulmonary perfusion using dynamic positron emission tomography (PET scans. On theoretical grounds, we demonstrate a linear relationship between the total variance of a data set derived from averages of n multiple measurements, and the reciprocal of n. Using multiple measurements with varying n yields estimates of the linear relationship including the noise-free variance as the constant parameter. In PET images, n is proportional to the number of registered decay events, and the variance of the image is typically normalized by the square of its mean value yielding a coefficient of variation squared (CV(2. The method was evaluated with a Jaszczak phantom as reference spatial heterogeneity (CV(r(2 for comparison with our estimate of noise-free or 'true' heterogeneity (CV(t(2. We found that CV(t(2 was only 5.4% higher than CV(r2. Additional evaluations were conducted on 38 PET scans of pulmonary perfusion using (13NN-saline injection. The mean CV(t(2 was 0.10 (range: 0.03-0.30, while the mean CV(2 including noise was 0.24 (range: 0.10-0.59. CV(t(2 was in average 41.5% of the CV(2 measured including noise (range: 17.8-71.2%. The reproducibility of CV(t(2 was evaluated using three repeated PET scans from five subjects. Individual CV(t(2 were within 16% of each subject's mean and paired t-tests revealed no difference among the results from the three consecutive PET scans. In conclusion, our method provides reliable noise-free estimates of CV(t(2 in PET scans, and may be useful for similar statistical problems in experimental data.
The impact of alternate weekly collections on waste arisings
Energy Technology Data Exchange (ETDEWEB)
Williams, I.D., E-mail: idw@soton.ac.uk [Waste Management Research Group, Faculty of Engineering and the Environment, Lanchester Building, University of Southampton, University Rd, Highfield, SOUTHAMPTON, Hampshire, SO17 1BJ (United Kingdom); Cole, C. [Centre for Innovative and Collaborative Construction Engineering, School of Civil and Building Engineering, Loughborough University, Epinal Way, Loughborough, LE11 3TU (United Kingdom)
2013-02-15
Residual waste is commonly collected separately from recyclable and organic materials. Different forms of collection and disposal are used internationally since regional or municipal authorities have to adapt to their own circumstances. Many authorities have adopted an alternate weekly collection (AWC) of residual waste and recyclables to force/encourage householders to recycle; however, the degree to which they achieve waste reduction has yet to be reliably quantified. This study reports on how the introduction of AWCs affects household waste arisings. The paper evaluates single and dual stream collection methods and compares their performance with the previous system. Household waste collection trials were conducted between March and June 2009 in England (Lichfield). The trials examined changes to frequency of collection, type of container issued, amounts of sorting required of residents, household participation and productivity levels. A survey of households was completed before any changes were implemented. The quantity of recyclates collected was examined for 2008/2009 and 2009/2010. The study showed that the AWC scheme positively impacted on recycling rates and household behaviour, with no adverse impacts on public participation, household waste arisings or the local environment. No public health problems were reported. Both trials saw an increase in the quantities of recyclates collected per household during the trial period compared to the same period of time in the previous year. The dual stream performed better than the single stream, collecting an average of 5.94 kg/hh/week compared to an average of 5.63 kg/hh/week. The single stream system showed a greater increase in the weight of material collected (0.53 kg/hh/week vs. 0.48 kg/hh/week). Participation and set-out rates showed an increase during the trial period. The single stream option (comingled materials in one container) outperformed the dual stream service. The reduction in costs and improved
Variational problems arising in classical mechanics and nonlinear elasticity
International Nuclear Information System (INIS)
Spencer, P.
1999-01-01
In this thesis we consider two different classes of variational problems. First, one-dimensional problems arising from classical mechanics where the problem is to determine whether there is a unique function η 0 (x) which minimises the energy functional of the form I(η) = ∫ a b L(x,η(x), η'(x)) dx. We will investigate uniqueness by making a change of dependent and independent variables and showing that for a class of integrands L with a particular kind of scaling invariance the resulting integrand is completely convex. The change of variables arises by applying results from Lie group theory as applied in the study of differential equations and this work is motivated by [60] and [68]. Second, the problem of minimising energy functionals of the form E(u) = ∫ A W(∇u(x)) dx in the case of a nonlinear elastic body occupying an annular region A contains R 2 with u : A-bar → A-bar. This work is motivated by [57] (in particular the example of paragraph 4). We will consider rotationally symmetric deformations satisfying prescribed boundary conditions. We will show the existence of minimisers for stored energy functions of the form W(F) = g-tilde(vertical bar-F-vertical bar, det(F)) in a class of general rotationally symmetric deformations of a compressible annulus and for stored energy functions of the form W(F) = g-bar(vertical bar-F-vertical bar) in a class of rotationally symmetric deformations of an incompressible annulus. We will also show that in each case the minimisers are solutions of the full equilibrium equations. A model problem will be considered where the energy functional is the Dirichlet integral and it will be shown that the rotationally symmetric solution obtained is a minimiser among admissible non-rotationally symmetric deformations. In the case of an incompressible annulus, we will consider the Dirichlet integral as the energy functional and show that the rotationally symmetric equilibrium solutions in this case are weak local minimisers in
The impact of alternate weekly collections on waste arisings
International Nuclear Information System (INIS)
Williams, I.D.; Cole, C.
2013-01-01
Residual waste is commonly collected separately from recyclable and organic materials. Different forms of collection and disposal are used internationally since regional or municipal authorities have to adapt to their own circumstances. Many authorities have adopted an alternate weekly collection (AWC) of residual waste and recyclables to force/encourage householders to recycle; however, the degree to which they achieve waste reduction has yet to be reliably quantified. This study reports on how the introduction of AWCs affects household waste arisings. The paper evaluates single and dual stream collection methods and compares their performance with the previous system. Household waste collection trials were conducted between March and June 2009 in England (Lichfield). The trials examined changes to frequency of collection, type of container issued, amounts of sorting required of residents, household participation and productivity levels. A survey of households was completed before any changes were implemented. The quantity of recyclates collected was examined for 2008/2009 and 2009/2010. The study showed that the AWC scheme positively impacted on recycling rates and household behaviour, with no adverse impacts on public participation, household waste arisings or the local environment. No public health problems were reported. Both trials saw an increase in the quantities of recyclates collected per household during the trial period compared to the same period of time in the previous year. The dual stream performed better than the single stream, collecting an average of 5.94 kg/hh/week compared to an average of 5.63 kg/hh/week. The single stream system showed a greater increase in the weight of material collected (0.53 kg/hh/week vs. 0.48 kg/hh/week). Participation and set-out rates showed an increase during the trial period. The single stream option (comingled materials in one container) outperformed the dual stream service. The reduction in costs and improved
Problems arising in the evaluation of collective dose commitment
International Nuclear Information System (INIS)
Coulon, R.; Beau, P.
1979-01-01
In order to apply the concept of optimization it is necessary to evaluate the collective dose commitment for the population as a whole. This is found by summing the dose commitments for the different population groups involved, including persons occupationally exposed and members of the public both locally and globally. The average dose received by each of these groups can vary considerably: for occupational exposure it is about one order of magnitude below the limits, whereas for the general public it is far below, although certain local groups may be subjected to a much higher exposure than the overall average. The question arises, therefore, whether certain groups should not be weighted differently in order to take into account the heterogeneity of the distribution of exposure. As far as the validity of forecast evaluations is concerned, one may assume that for occupational exposure the dose commitment over the whole period of operation of a facility can be estimated fairly accurately. The overall collective dose commitment for the public is relatively insensitive to local variations in the environment and in the public itself but is strongly dependent on long-term developments which cannot at present be forecast. For the evaluation of dose equivalent to the critical group, local variations are of considerable importance and need to be foreseen, which is not always possible. By taking into account a period which includes the annual maximum collective dose equivalent one can make some of these difficulties less severe. (author)
Novel ethical dilemmas arising in geriatric clinical practice.
Calleja-Sordo, Elisa Constanza; de Hoyos, Adalberto; Méndez-Jiménez, Jorge; Altamirano-Bustamante, Nelly F; Islas-Andrade, Sergio; Valderrama, Alejandro; García-Peña, Carmen; Altamirano-Bustamante, Myriam M
2015-05-01
The purpose of this study is to determine empirically the state of the art of the medical care, when healthcare personal is confronted with ethical dilemmas related with the care they give to the geriatric population. An observational, longitudinal, prospective and qualitative study was conducted by analyzing the correlation between healthcare personnel-patient relationship, and ethical judgments regarding dilemmas that arise in daily clinical practice with geriatric patients. Mexican healthcare personnel with current active practices were asked to write up an ethical dilemma that arose frequently or that had impacted their medical practice. From the narrative input, we were able to draw up a database with 421 dilemmas, and those corresponding to patients 60 years and older were selected (n = 54, 12.8 %). The axiological analysis of the narrative dilemmas of geriatric patients was made using dialectical empiricism. The axiological analysis values found most frequently were classified into three groups: the impact of healthcare, the roles of the physician, and refusal of therapy; the healthcare role of educator, caring for the patients' life and the risk of imminent death where the values found more often. The persistence and universality of certain dilemmas in geriatrics calls for awareness and requires a good training in the ethical discernment of these dilemmas. This would help to improve substantially the care and the life quality of this population.
Primary Extraskeletal Mesenchymal Chondrosarcoma Arising from the Pancreas
Energy Technology Data Exchange (ETDEWEB)
Oh, Bae Geun; Han, Yoon Hee; Lee, Byung Hoon; Kim, Su Young; Hwang, Yoon Joon; Seo, Jung Wook; Kim, Yong Hoon; Cha, Soon Joo; Hur, Gham; Joo, Mee [Inje University, School of Medicine, Goyang (Korea, Republic of)
2007-12-15
The CT scans showed a heterogeneously enhancing necrotic mass with numerous areas of coarse calcification, and this was located in the left side of the retroperitoneal space and involved the body and tail of the pancreas. Portal venography via the celiac axis also showed invasion of the splenic vein. It represents approximately 1% of all chondrosarcomas and it carries a poor prognosis. It can occur in extraskeletal locations and mainly in the soft tissues of the orbit, the cranial and spinal meningeal coverings and the lower limbs. To the best of our knowledge, there has been no reported case of primary extraskeletal mesenchymal chondrosarcoma of the pancreas. Only two instances of metastatic chondrosarcomas in the pancreas have been reported in the literature. We report here on a case of primary mesenchymal chondrosarcoma arising from the pancreas in a 41-year-old man. In summary, we present here a case of primary extraskeletal mesenchymal chondrosarcoma that arose from the pancreas. Radiologically, it manifested as a necrotic soft tissue mass with chondroid calcifications.
Giant lipoma arising from deep lobe of the parotid gland
Directory of Open Access Journals (Sweden)
Hsu Ying-Che
2006-06-01
Full Text Available Abstract Background Lipomas are common benign soft tissue neoplasms but they are found very rarely in the deep lobe of parotid gland. Surgical intervention in these tumors is challenging because of the proximity of the facial nerve, and thus knowledge of the anatomy and meticulous surgical technique are essential. Case presentation A 71-year-old female presented with a large asymptomatic mass, which had occupied the left facial area for over the past fifteen years, and she requested surgical excision for a cosmetically better facial appearance. The computed tomography (CT scan showed a well-defined giant lipoma arising from the left deep parotid gland. The lipoma was successfully enucleated after full exposure and mobilization of the overlying facial nerve branches. The surgical specimen measured 9 × 6 cm in size, and histopathology revealed fibrolipoma. The patient experienced an uneventful recovery, with a satisfying facial contour and intact facial nerve function. Conclusion Giant lipomas involving the deep parotid lobe are extremely rare. The high-resolution CT scan provides an accurate and cost-effective preoperative investigative method. Surgical management of deep lobe lipoma should be performed by experienced surgeons due to the need for meticulous dissection of the facial nerve branches. Superficial parotidectomy before deep lobe lipoma removal may be unnecessary in selected cases because preservation of the superficial lobe may contribute to a better aesthetic and functional result.
Esophageal Adenocarcinoma Arising from Barrett's Epithelium in Taiwan
Directory of Open Access Journals (Sweden)
Chia-Hung Tu
2007-08-01
Full Text Available The prevalence of Barrett's esophagus (BE in Eastern countries is rising to match the prevalence in the West. However, a corresponding trend of BE-associated adenocarcinoma has yet to be observed in Asia. Historically, adenocarcinoma complicating BE has been considered a rare event in Taiwan. In the present report, we collected three Taiwanese cases of esophageal adenocarcinoma arising from BE. The first case was a 37-year-old man with an advanced cancer that developed on pre-existing BE after a 3-year interval without endoscopic surveillance. The second case was a 63-year-old man who presented with odynophagia and was found to have an ulcerative tumor centered on the characteristic Barrett's mucosa. The final case was a 44-year-old man who presented with gradual-onset dysphagia and weight loss, without typical reflux symptom. Our report emphasizes the need for an updated epidemiologic study to determine the incidence of BE-associated adenocarcinoma in Taiwan.
Exposures to asbestos arising from bandsawing gasket material.
Fowler, D P
2000-05-01
A simulation of bandsawing sheet asbestos gasket material was performed as part of a retrospective exposure evaluation undertaken to assist in determining causation of a case of mesothelioma. The work was performed by bandsawing a chrysotile asbestos (80%)/neoprene gasket sheet with a conventional 16-inch woodworking bandsaw inside a chamber. Measurements of airborne asbestos were made using conventional area and personal sampling methods, with analysis of collected samples by transmission electron microscopy (TEM) and phase contrast microscopy (PCM). These were supplemented by qualitative scanning electron microscopy (SEM) examinations of some of the airborne particles collected on the filters. In contrast with findings from studies examining manual handling (installation and removal) of gaskets, airborne asbestos concentrations from this operation were found to be well above current Occupational Safety and Health Administration (OSHA) permissible exposure limit (PEL) (eight-hour time-weighted average [TWA]) and excursion limit (30-minute) standards. Although some "encapsulation" effect of the neoprene matrix was seen on the particles in the airborne dust, unencapsulated individual fiber bundles were also seen. Suggestions for the implications of the work are given. In summary, the airborne asbestos concentrations arising from this work were quite high, and point to the need for careful observation of common sense precautions when manipulation of asbestos-containing materials (even those believed to have limited emissions potential) may involved machining operations.
Risk analysis for renewable energy projects due to constraints arising
Prostean, G.; Vasar, C.; Prostean, O.; Vartosu, A.
2016-02-01
Starting from the target of the European Union (EU) to use renewable energy in the area that aims a binding target of 20% renewable energy in final energy consumption by 2020, this article illustrates the identification of risks for implementation of wind energy projects in Romania, which could lead to complex technical implications, social and administrative. In specific projects analyzed in this paper were identified critical bottlenecks in the future wind power supply chain and reasonable time periods that may arise. Renewable energy technologies have to face a number of constraints that delayed scaling-up their production process, their transport process, the equipment reliability, etc. so implementing these types of projects requiring complex specialized team, the coordination of which also involve specific risks. The research team applied an analytical risk approach to identify major risks encountered within a wind farm project developed in Romania in isolated regions with different particularities, configured for different geographical areas (hill and mountain locations in Romania). Identification of major risks was based on the conceptual model set up for the entire project implementation process. Throughout this conceptual model there were identified specific constraints of such process. Integration risks were examined by an empirical study based on the method HAZOP (Hazard and Operability). The discussion describes the analysis of our results implementation context of renewable energy projects in Romania and creates a framework for assessing energy supply to any entity from renewable sources.
Malignant tumors arising in the maxillary region after radiation therapy
International Nuclear Information System (INIS)
Shimizu, Sawamichi; Shirahata, Yuichi; Uchida, Yutaka
1984-01-01
Although radiotherapy has proven of great therapeutic value in the treatment of malignant tumors, it should also be borne in mind that radiation has a serious potential risk of giving rise to a secondary malignancy. We recently experienced 2 cases each of carcinoma and sarcoma arising in the irradiated areas long after radiation therapy for malignant tumors. In these 4 cases, 2 males and 2 females, the primary neoplastic diseases were squamous cell carcinoma, epidermoid carcinoma, carcinoma of unknown pathology and malignant lymphoma, and the secondary tumors were epidermoid carcinoma, squamous cell carcinoma, osteosarcoma and chondrosarcoma, respectively. The sites of occurrence of these malignancies were invariably in the maxillary region; the mean latent period was 15 years, aside from an infantile case with a latent period of 5 years. In view of the primary diseases being malignant tumors the following criteria were set up for the diagnosis of radiation-induced malignancies: (1) the site of occurrence is within the confines of a previously irradiated area, (2) the latent period is prolonged and (3) the malignancy occurs as a double tumor. Therapy was primarily by operation. The prognosis was exceedingly ominous, the average survival time being 22 months. This was probably and mainly because of rapidity of tumor growth. Thus, the secondary tumors had already spread back to inward by the time they were first discovered. This should be kept in mind during a long-term follow-up of patients receiving radiotherapy for malignancy. (author)
Metaplastic Carcinoma with Chondroid Differentiation Arising in Microglandular Adenosis
Directory of Open Access Journals (Sweden)
Ga-Eon Kim
2017-07-01
Full Text Available Microglandular adenosis (MGA of the breast is a rare, benign proliferative lesion but with a significant rate of associated carcinoma. Herein, we report an unusual case of metaplastic carcinoma with chondroid differentiation associated with typical MGA. Histologically, MGA showed a direct transition to metaplastic carcinoma without an intervening atypical MGA or ductal carcinoma in situ component. The immunohistochemical profile of the metaplastic carcinoma was mostly similar to that of MGA. In both areas, all the epithelial cells were positive for S-100 protein, but negative for estrogen receptor, progesterone receptor, HER2/neu, and epidermal growth factor receptor. An increase in the Ki-67 and p53 labelling index was observed from MGA to invasive carcinoma. To the best of our knowledge, this is the first case of metaplastic carcinoma with chondroid differentiation arising in MGA in Korea. This case supports the hypothesis that a subset of MGA may be a non-obligate morphologic precursor of breast carcinoma, especially the triple-negative subtype.
Obesity, the endocannabinoid system, and bias arising from pharmaceutical sponsorship.
McPartland, John M
2009-01-01
Previous research has shown that academic physicians conflicted by funding from the pharmaceutical industry have corrupted evidence based medicine and helped enlarge the market for drugs. Physicians made pharmaceutical-friendly statements, engaged in disease mongering, and signed biased review articles ghost-authored by corporate employees. This paper tested the hypothesis that bias affects review articles regarding rimonabant, an anti-obesity drug that blocks the central cannabinoid receptor. A MEDLINE search was performed for rimonabant review articles, limited to articles authored by USA physicians who served as consultants for the company that manufactures rimonabant. Extracted articles were examined for industry-friendly bias, identified by three methods: analysis with a validated instrument for monitoring bias in continuing medical education (CME); analysis for bias defined as statements that ran contrary to external evidence; and a tally of misrepresentations about the endocannabinoid system. Eight review articles were identified, but only three disclosed authors' financial conflicts of interest, despite easily accessible information to the contrary. The Takhar CME bias instrument demonstrated statistically significant bias in all the review articles. Biased statements that were nearly identical reappeared in the articles, including disease mongering, exaggerating rimonabant's efficacy and safety, lack of criticisms regarding rimonabant clinical trials, and speculations about surrogate markers stated as facts. Distinctive and identical misrepresentations regarding the endocannabinoid system also reappeared in articles by different authors. The findings are characteristic of bias that arises from financial conflicts of interest, and suggestive of ghostwriting by a common author. Resolutions for this scenario are proposed.
Sound radiation quantities arising from a resilient circular radiator.
Aarts, Ronald M; Janssen, Augustus J E M
2009-10-01
Power series expansions in ka are derived for the pressure at the edge of a radiator, the reaction force on the radiator, and the total radiated power arising from a harmonically excited, resilient, flat, circular radiator of radius a in an infinite baffle. The velocity profiles on the radiator are either Stenzel functions (1-(sigma/a)2)n, with sigma the radial coordinate on the radiator, or linear combinations of Zernike functions Pn(2(sigma/a)2-1), with Pn the Legendre polynomial of degree n. Both sets of functions give rise, via King's integral for the pressure, to integrals for the quantities of interest involving the product of two Bessel functions. These integrals have a power series expansion and allow an expression in terms of Bessel functions of the first kind and Struve functions. Consequently, many of the results in [M. Greenspan, J. Acoust. Soc. Am. 65, 608-621 (1979)] are generalized and treated in a unified manner. A foreseen application is for loudspeakers. The relation between the radiated power in the near-field on one hand and in the far field on the other is highlighted.
Nonsymmetric systems arising in the computation of invariant tori
Energy Technology Data Exchange (ETDEWEB)
Trummer, M.R. [Simons Fraser Univ., Burnaby, British Columbia (Canada)
1996-12-31
We introduce two new spectral implementations for computing invariant tori. The underlying nonlinear partial differential equation although hyperbolic by nature, has periodic boundary conditions in both space and time. In our first approach we discretize the spatial variable, and find the solution via a shooting method. In our second approach, a full two-dimensional Fourier spectral discretization and Newton`s method lead to very large, sparse, nonsymmetric systems. These matrices are highly structured, but the sparsity pattern prohibits the use of direct solvers. A modified conjugate gradient type iterative solver appears to perform best for this type of problems. The two methods are applied to the van der Pol oscillator, and compared to previous algorithms. Several preconditioners are investigated.
Partially ordered algebraic systems
Fuchs, Laszlo
2011-01-01
Originally published in an important series of books on pure and applied mathematics, this monograph by a distinguished mathematician explores a high-level area in algebra. It constitutes the first systematic summary of research concerning partially ordered groups, semigroups, rings, and fields. The self-contained treatment features numerous problems, complete proofs, a detailed bibliography, and indexes. It presumes some knowledge of abstract algebra, providing necessary background and references where appropriate. This inexpensive edition of a hard-to-find systematic survey will fill a gap i
International Nuclear Information System (INIS)
Sprung, D.W.L.
1975-01-01
This paper is a brief review of those aspects of the effective interaction problem that can be grouped under the heading of infinite partial summations of the perturbation series. After a brief mention of the classic examples of infinite summations, the author turns to the effective interaction problem for two extra core particles. Their direct interaction is summed to produce the G matrix, while their indirect interaction through the core is summed in a variety of ways under the heading of core polarization. (orig./WL) [de
Chen, Herman Z. Q.; Kitaev, Sergey; Mütze, Torsten; Sun, Brian Y.
2016-01-01
A universal word for a finite alphabet $A$ and some integer $n\\geq 1$ is a word over $A$ such that every word in $A^n$ appears exactly once as a subword (cyclically or linearly). It is well-known and easy to prove that universal words exist for any $A$ and $n$. In this work we initiate the systematic study of universal partial words. These are words that in addition to the letters from $A$ may contain an arbitrary number of occurrences of a special `joker' symbol $\\Diamond\
Partial differential equations
Agranovich, M S
2002-01-01
Mark Vishik's Partial Differential Equations seminar held at Moscow State University was one of the world's leading seminars in PDEs for over 40 years. This book celebrates Vishik's eightieth birthday. It comprises new results and survey papers written by many renowned specialists who actively participated over the years in Vishik's seminars. Contributions include original developments and methods in PDEs and related fields, such as mathematical physics, tomography, and symplectic geometry. Papers discuss linear and nonlinear equations, particularly linear elliptic problems in angles and gener
Partial differential equations
Levine, Harold
1997-01-01
The subject matter, partial differential equations (PDEs), has a long history (dating from the 18th century) and an active contemporary phase. An early phase (with a separate focus on taut string vibrations and heat flow through solid bodies) stimulated developments of great importance for mathematical analysis, such as a wider concept of functions and integration and the existence of trigonometric or Fourier series representations. The direct relevance of PDEs to all manner of mathematical, physical and technical problems continues. This book presents a reasonably broad introductory account of the subject, with due regard for analytical detail, applications and historical matters.
Partial differential equations
Sloan, D; Süli, E
2001-01-01
/homepage/sac/cam/na2000/index.html7-Volume Set now available at special set price ! Over the second half of the 20th century the subject area loosely referred to as numerical analysis of partial differential equations (PDEs) has undergone unprecedented development. At its practical end, the vigorous growth and steady diversification of the field were stimulated by the demand for accurate and reliable tools for computational modelling in physical sciences and engineering, and by the rapid development of computer hardware and architecture. At the more theoretical end, the analytical insight in
Elliptic partial differential equations
Han, Qing
2011-01-01
Elliptic Partial Differential Equations by Qing Han and FangHua Lin is one of the best textbooks I know. It is the perfect introduction to PDE. In 150 pages or so it covers an amazing amount of wonderful and extraordinary useful material. I have used it as a textbook at both graduate and undergraduate levels which is possible since it only requires very little background material yet it covers an enormous amount of material. In my opinion it is a must read for all interested in analysis and geometry, and for all of my own PhD students it is indeed just that. I cannot say enough good things abo
DEFF Research Database (Denmark)
Darkner, Sune; Sporring, Jon
2011-01-01
Mutual Information (MI) and normalized mutual information (NMI) are popular choices as similarity measure for multimodal image registration. Presently, one of two approaches is often used for estimating these measures: The Parzen Window (PW) and the Generalized Partial Volume (GPV). Their theoret...... of view as well as w.r.t. computational complexity. Finally, we present algorithms for both approaches for NMI which is comparable in speed to Sum of Squared Differences (SSD), and we illustrate the differences between PW and GPV on a number of registration examples....
Fringe biasing: A variance reduction technique for optically thick meshes
Energy Technology Data Exchange (ETDEWEB)
Smedley-Stevenson, R. P. [AWE PLC, Aldermaston Reading, Berkshire, RG7 4PR (United Kingdom)
2013-07-01
Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)
Fringe biasing: A variance reduction technique for optically thick meshes
International Nuclear Information System (INIS)
Smedley-Stevenson, R. P.
2013-01-01
Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)
An Empirical Temperature Variance Source Model in Heated Jets
Khavaran, Abbas; Bridges, James
2012-01-01
An acoustic analogy approach is implemented that models the sources of jet noise in heated jets. The equivalent sources of turbulent mixing noise are recognized as the differences between the fluctuating and Favre-averaged Reynolds stresses and enthalpy fluxes. While in a conventional acoustic analogy only Reynolds stress components are scrutinized for their noise generation properties, it is now accepted that a comprehensive source model should include the additional entropy source term. Following Goldstein s generalized acoustic analogy, the set of Euler equations are divided into two sets of equations that govern a non-radiating base flow plus its residual components. When the base flow is considered as a locally parallel mean flow, the residual equations may be rearranged to form an inhomogeneous third-order wave equation. A general solution is written subsequently using a Green s function method while all non-linear terms are treated as the equivalent sources of aerodynamic sound and are modeled accordingly. In a previous study, a specialized Reynolds-averaged Navier-Stokes (RANS) solver was implemented to compute the variance of thermal fluctuations that determine the enthalpy flux source strength. The main objective here is to present an empirical model capable of providing a reasonable estimate of the stagnation temperature variance in a jet. Such a model is parameterized as a function of the mean stagnation temperature gradient in the jet, and is evaluated using commonly available RANS solvers. The ensuing thermal source distribution is compared with measurements as well as computational result from a dedicated RANS solver that employs an enthalpy variance and dissipation rate model. Turbulent mixing noise predictions are presented for a wide range of jet temperature ratios from 1.0 to 3.20.
Double Minimum Variance Beamforming Method to Enhance Photoacoustic Imaging
Paridar, Roya; Mozaffarzadeh, Moein; Nasiriavanaki, Mohammadreza; Orooji, Mahdi
2018-01-01
One of the common algorithms used to reconstruct photoacoustic (PA) images is the non-adaptive Delay-and-Sum (DAS) beamformer. However, the quality of the reconstructed PA images obtained by DAS is not satisfying due to its high level of sidelobes and wide mainlobe. In contrast, adaptive beamformers, such as minimum variance (MV), result in an improved image compared to DAS. In this paper, a novel beamforming method, called Double MV (D-MV) is proposed to enhance the image quality compared to...
A Note on the Kinks at the Mean Variance Frontier
Vörös, J.; Kriens, J.; Strijbosch, L.W.G.
1997-01-01
In this paper the standard portfolio case with short sales restrictions is analyzed.Dybvig pointed out that if there is a kink at a risky portfolio on the efficient frontier, then the securities in this portfolio have equal expected return and the converse of this statement is false.For the existence of kinks at the efficient frontier the sufficient condition is given here and a new procedure is used to derive the efficient frontier, i.e. the characteristics of the mean variance frontier.
Variance reduction techniques in the simulation of Markov processes
International Nuclear Information System (INIS)
Lessi, O.
1987-01-01
We study a functional r of the stationary distribution of a homogeneous Markov chain. It is often difficult or impossible to perform the analytical calculation of r and so it is reasonable to estimate r by a simulation process. A consistent estimator r(n) of r is obtained with respect to a chain with a countable state space. Suitably modifying the estimator r(n) of r one obtains a new consistent estimator which has a smaller variance than r(n). The same is obtained in the case of finite state space
A guide to SPSS for analysis of variance
Levine, Gustav
2013-01-01
This book offers examples of programs designed for analysis of variance and related statistical tests of significance that can be run with SPSS. The reader may copy these programs directly, changing only the names or numbers of levels of factors according to individual needs. Ways of altering command specifications to fit situations with larger numbers of factors are discussed and illustrated, as are ways of combining program statements to request a variety of analyses in the same program. The first two chapters provide an introduction to the use of SPSS, Versions 3 and 4. General rules conce
Diffusion-Based Trajectory Observers with Variance Constraints
DEFF Research Database (Denmark)
Alcocer, Alex; Jouffroy, Jerome; Oliveira, Paulo
Diffusion-based trajectory observers have been recently proposed as a simple and efficient framework to solve diverse smoothing problems in underwater navigation. For instance, to obtain estimates of the trajectories of an underwater vehicle given position fixes from an acoustic positioning system...... of smoothing and is determined by resorting to trial and error. This paper presents a methodology to choose the observer gain by taking into account a priori information on the variance of the position measurement errors. Experimental results with data from an acoustic positioning system are presented...
A Fay-Herriot Model with Different Random Effect Variances
Czech Academy of Sciences Publication Activity Database
Hobza, Tomáš; Morales, D.; Herrador, M.; Esteban, M.D.
2011-01-01
Roč. 40, č. 5 (2011), s. 785-797 ISSN 0361-0926 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : small area estimation * Fay-Herriot model * Linear mixed model * Labor Force Survey Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.274, year: 2011 http://library.utia.cas.cz/separaty/2011/SI/hobza-a%20fay-herriot%20model%20with%20different%20random%20effect%20variances.pdf
Variational Variance Reduction for Monte Carlo Criticality Calculations
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Larsen, Edward W.
2001-01-01
A new variational variance reduction (VVR) method for Monte Carlo criticality calculations was developed. This method employs (a) a variational functional that is more accurate than the standard direct functional, (b) a representation of the deterministically obtained adjoint flux that is especially accurate for optically thick problems with high scattering ratios, and (c) estimates of the forward flux obtained by Monte Carlo. The VVR method requires no nonanalog Monte Carlo biasing, but it may be used in conjunction with Monte Carlo biasing schemes. Some results are presented from a class of criticality calculations involving alternating arrays of fuel and moderator regions
Fixed Points of Multivalued Contractive Mappings in Partial Metric Spaces
Directory of Open Access Journals (Sweden)
Abdul Rahim Khan
2014-01-01
Full Text Available The aim of this paper is to present fixed point results of multivalued mappings in the framework of partial metric spaces. Some examples are presented to support the results proved herein. Our results generalize and extend various results in the existing literature. As an application of our main result, the existence and uniqueness of bounded solution of functional equations arising in dynamic programming are established.
Baek, Eun Kyeng; Ferron, John M
2013-03-01
Multilevel models (MLM) have been used as a method for analyzing multiple-baseline single-case data. However, some concerns can be raised because the models that have been used assume that the Level-1 error covariance matrix is the same for all participants. The purpose of this study was to extend the application of MLM of single-case data in order to accommodate across-participant variation in the Level-1 residual variance and autocorrelation. This more general model was then used in the analysis of single-case data sets to illustrate the method, to estimate the degree to which the autocorrelation and residual variances differed across participants, and to examine whether inferences about treatment effects were sensitive to whether or not the Level-1 error covariance matrix was allowed to vary across participants. The results from the analyses of five published studies showed that when the Level-1 error covariance matrix was allowed to vary across participants, some relatively large differences in autocorrelation estimates and error variance estimates emerged. The changes in modeling the variance structure did not change the conclusions about which fixed effects were statistically significant in most of the studies, but there was one exception. The fit indices did not consistently support selecting either the more complex covariance structure, which allowed the covariance parameters to vary across participants, or the simpler covariance structure. Given the uncertainty in model specification that may arise when modeling single-case data, researchers should consider conducting sensitivity analyses to examine the degree to which their conclusions are sensitive to modeling choices.
Energy Technology Data Exchange (ETDEWEB)
Faulstich, M.; Rabus, J. [Technische Univ. Muenchen, Garching (Germany). Lehrstuhl fuer Wasserguete- und Abfallwirtschaft; Urban, A.I.; Friedel, M. [Kassel Univ. (Gesamthochschule) (Germany). Fachgebiet Abfalltechnik
1998-09-01
One of the main disposal paths for sewage sludge in the past was landfilling. This option was severely restricted by the issue of the Technical Code on Household Waste in 1993. In its agricultural applications sewage sludge serves as a fertiliser and a soil improvement agent. Estimates on potential thermal treatment capacities have shown that there are enough public power plants to accommodate and provide thermal treatment for the total of sewage sludge arisings in Germany. As can be seen from the estimates presented in this paper, it would not even be necessary to restrict oneself to public power plant capacities. The paper points out possibilities of using plant capacities already existing in industrial firing plants and certain production sectors. It uses a comparison to show that sewage sludge would have to be dried in order to permit its thermal treatment in these private facilities. Aside from this, there are a number of new techniques entering the market which from the technical viewpoint also appear to be well suited for thermal sewage sludge treatment. [Deutsch] Ein wesentlicher Entsorgungsweg von Klaerschlamm war in der Vergangenheit die Verbringung auf eine Deponie. Diese Moeglichkeit ist durch die TA Siedlungsabfall von 1993 stark eingeschraenkt. Bei der landwirtschaftlichen Verwertung wird durch den Klaerschlamm eine Duengewirkung sowie eine Bodenverbesserung erreicht. Eine Abschaetzung der potentiellen thermischen Behandlungskapazitaeten zeigt, dass die gesamte bundesdeutsche Klaerschlammenge in oeffentlichen Kraftwerken unterzubringen und thermisch zu behandeln waere. Wie die hier dargestellten Abschaetzungen gezeigt haben, ist man durchaus nicht allein auf die Nutzung oeffentlicher Kraftwerkskapazitaeten angewiesen. Es wurden Moeglichkeiten zur Nutzung vorhandener Anlagenkapazitaeten in industriellen Feuerungsanlagen und in Produktionsbereichen aufgezeigt. Wie aus einem Vergleich erkennbar wird, ist allerdings eine Trocknung der Klaerschlaemme
Fast multipole preconditioners for sparse matrices arising from elliptic equations
Ibeid, Huda
2017-11-09
Among optimal hierarchical algorithms for the computational solution of elliptic problems, the fast multipole method (FMM) stands out for its adaptability to emerging architectures, having high arithmetic intensity, tunable accuracy, and relaxable global synchronization requirements. We demonstrate that, beyond its traditional use as a solver in problems for which explicit free-space kernel representations are available, the FMM has applicability as a preconditioner in finite domain elliptic boundary value problems, by equipping it with boundary integral capability for satisfying conditions at finite boundaries and by wrapping it in a Krylov method for extensibility to more general operators. Here, we do not discuss the well developed applications of FMM to implement matrix-vector multiplications within Krylov solvers of boundary element methods. Instead, we propose using FMM for the volume-to-volume contribution of inhomogeneous Poisson-like problems, where the boundary integral is a small part of the overall computation. Our method may be used to precondition sparse matrices arising from finite difference/element discretizations, and can handle a broader range of scientific applications. It is capable of algebraic convergence rates down to the truncation error of the discretized PDE comparable to those of multigrid methods, and it offers potentially superior multicore and distributed memory scalability properties on commodity architecture supercomputers. Compared with other methods exploiting the low-rank character of off-diagonal blocks of the dense resolvent operator, FMM-preconditioned Krylov iteration may reduce the amount of communication because it is matrix-free and exploits the tree structure of FMM. We describe our tests in reproducible detail with freely available codes and outline directions for further extensibility.
Qualia could arise from information processing in local cortical networks.
Orpwood, Roger
2013-01-01
Re-entrant feedback, either within sensory cortex or arising from prefrontal areas, has been strongly linked to the emergence of consciousness, both in theoretical and experimental work. This idea, together with evidence for local micro-consciousness, suggests the generation of qualia could in some way result from local network activity under re-entrant activation. This paper explores the possibility by examining the processing of information by local cortical networks. It highlights the difference between the information structure (how the information is physically embodied), and the information message (what the information is about). It focuses on the network's ability to recognize information structures amongst its inputs under conditions of extensive local feedback, and to then assign information messages to those structures. It is shown that if the re-entrant feedback enables the network to achieve an attractor state, then the message assigned in any given pass of information through the network is a representation of the message assigned in the previous pass-through of information. Based on this ability the paper argues that as information is repeatedly cycled through the network, the information message that is assigned evolves from a recognition of what the input structure is, to what it is like, to how it appears, to how it seems. It could enable individual networks to be the site of qualia generation. The paper goes on to show networks in cortical layers 2/3 and 5a have the connectivity required for the behavior proposed, and reviews some evidence for a link between such local cortical cyclic activity and conscious percepts. It concludes with some predictions based on the theory discussed.
Obesity, the endocannabinoid system, and bias arising from pharmaceutical sponsorship.
Directory of Open Access Journals (Sweden)
John M McPartland
Full Text Available Previous research has shown that academic physicians conflicted by funding from the pharmaceutical industry have corrupted evidence based medicine and helped enlarge the market for drugs. Physicians made pharmaceutical-friendly statements, engaged in disease mongering, and signed biased review articles ghost-authored by corporate employees. This paper tested the hypothesis that bias affects review articles regarding rimonabant, an anti-obesity drug that blocks the central cannabinoid receptor.A MEDLINE search was performed for rimonabant review articles, limited to articles authored by USA physicians who served as consultants for the company that manufactures rimonabant. Extracted articles were examined for industry-friendly bias, identified by three methods: analysis with a validated instrument for monitoring bias in continuing medical education (CME; analysis for bias defined as statements that ran contrary to external evidence; and a tally of misrepresentations about the endocannabinoid system. Eight review articles were identified, but only three disclosed authors' financial conflicts of interest, despite easily accessible information to the contrary. The Takhar CME bias instrument demonstrated statistically significant bias in all the review articles. Biased statements that were nearly identical reappeared in the articles, including disease mongering, exaggerating rimonabant's efficacy and safety, lack of criticisms regarding rimonabant clinical trials, and speculations about surrogate markers stated as facts. Distinctive and identical misrepresentations regarding the endocannabinoid system also reappeared in articles by different authors.The findings are characteristic of bias that arises from financial conflicts of interest, and suggestive of ghostwriting by a common author. Resolutions for this scenario are proposed.
Fast multipole preconditioners for sparse matrices arising from elliptic equations
Ibeid, Huda; Yokota, Rio; Pestana, Jennifer; Keyes, David E.
2017-01-01
Among optimal hierarchical algorithms for the computational solution of elliptic problems, the fast multipole method (FMM) stands out for its adaptability to emerging architectures, having high arithmetic intensity, tunable accuracy, and relaxable global synchronization requirements. We demonstrate that, beyond its traditional use as a solver in problems for which explicit free-space kernel representations are available, the FMM has applicability as a preconditioner in finite domain elliptic boundary value problems, by equipping it with boundary integral capability for satisfying conditions at finite boundaries and by wrapping it in a Krylov method for extensibility to more general operators. Here, we do not discuss the well developed applications of FMM to implement matrix-vector multiplications within Krylov solvers of boundary element methods. Instead, we propose using FMM for the volume-to-volume contribution of inhomogeneous Poisson-like problems, where the boundary integral is a small part of the overall computation. Our method may be used to precondition sparse matrices arising from finite difference/element discretizations, and can handle a broader range of scientific applications. It is capable of algebraic convergence rates down to the truncation error of the discretized PDE comparable to those of multigrid methods, and it offers potentially superior multicore and distributed memory scalability properties on commodity architecture supercomputers. Compared with other methods exploiting the low-rank character of off-diagonal blocks of the dense resolvent operator, FMM-preconditioned Krylov iteration may reduce the amount of communication because it is matrix-free and exploits the tree structure of FMM. We describe our tests in reproducible detail with freely available codes and outline directions for further extensibility.
Calculation of forces arising from impacting projectiles upon yielding structures
International Nuclear Information System (INIS)
Drittler, K.; Gruner, P.; Krivy, J.
1977-01-01
Calculations concerning the impact of airplanes upon nuclear power plant buildings usually imply that the building 'acts' as a rigid target. This assumption is justified for considerations concerning the structural integrity of the building being hit. However, for investigating induced vibrations of components within the structure, this approach might -in general- be too conservative. It is expected, that yielding of the structure during impact reduces the peak values of the loads and changes the temporal behavior of the load function which is obtained for a rigid target. To calculate the changes of the load function which are due to deformations of the structure, Riera's method is extended for the case of a yielding target. In view of the applications of the calculations to the impact of airplanes upon buildings which are constructed to withstand loads of this kind without serious damage and without large deformations, it is possible to simplify the calculations to some extent. That is, the investigations need not take into account in detail the behavior of the target during impact. The calculations are performed with a one-dimensional model for the projectile. The direction of impact is perpendicular to the target surface; direction of impact and projectile axis coincide. The calculations were performed for several initial velocities of the projectiles simulating a fast flying military airplane. Variations of the peak values of the load functions as compared to corresponding values for a rigid target do not exceed about 10%. The overall temporal behavior of the load curves turns out to be not very sensitive to the yielding of the target, though, in some cases displacements in time of the peak positions within a single load curve do arise
Spence, Jeffrey S; Brier, Matthew R; Hart, John; Ferree, Thomas C
2013-03-01
Linear statistical models are used very effectively to assess task-related differences in EEG power spectral analyses. Mixed models, in particular, accommodate more than one variance component in a multisubject study, where many trials of each condition of interest are measured on each subject. Generally, intra- and intersubject variances are both important to determine correct standard errors for inference on functions of model parameters, but it is often assumed that intersubject variance is the most important consideration in a group study. In this article, we show that, under common assumptions, estimates of some functions of model parameters, including estimates of task-related differences, are properly tested relative to the intrasubject variance component only. A substantial gain in statistical power can arise from the proper separation of variance components when there is more than one source of variability. We first develop this result analytically, then show how it benefits a multiway factoring of spectral, spatial, and temporal components from EEG data acquired in a group of healthy subjects performing a well-studied response inhibition task. Copyright © 2011 Wiley Periodicals, Inc.
Unilateral removable partial dentures.
Goodall, W A; Greer, A C; Martin, N
2017-01-27
Removable partial dentures (RPDs) are widely used to replace missing teeth in order to restore both function and aesthetics for the partially dentate patient. Conventional RPD design is frequently bilateral and consists of a major connector that bridges both sides of the arch. Some patients cannot and will not tolerate such an extensive appliance. For these patients, bridgework may not be a predictable option and it is not always possible to provide implant-retained restorations. This article presents unilateral RPDs as a potential treatment modality for such patients and explores indications and contraindications for their use, including factors relating to patient history, clinical presentation and patient wishes. Through case examples, design, material and fabrication considerations will be discussed. While their use is not widespread, there are a number of patients who benefit from the provision of unilateral RPDs. They are a useful treatment to have in the clinician's armamentarium, but a highly-skilled dental team and a specific patient presentation is required in order for them to be a reasonable and predictable prosthetic option.
Application of variance reduction technique to nuclear transmutation system driven by accelerator
Energy Technology Data Exchange (ETDEWEB)
Sasa, Toshinobu [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
1998-03-01
In Japan, it is the basic policy to dispose the high level radioactive waste arising from spent nuclear fuel in stable deep strata after glass solidification. If the useful elements in the waste can be separated and utilized, resources are effectively used, and it can be expected to guarantee high economical efficiency and safety in the disposal in strata. Japan Atomic Energy Research Institute proposed the hybrid type transmutation system, in which high intensity proton accelerator and subcritical fast core are combined, or the nuclear reactor which is optimized for the exclusive use for transmutation. The tungsten target, minor actinide nitride fuel transmutation system and the melted minor actinide chloride salt target fuel transmutation system are outlined. The conceptual figures of both systems are shown. As the method of analysis, Version 2.70 of Lahet Code System which was developed by Los Alamos National Laboratory in USA was adopted. In case of carrying out the analysis of accelerator-driven subcritical core in the energy range below 20 MeV, variance reduction technique must be applied. (K.I.)
Variance of indoor radon concentration: Major influencing factors
Energy Technology Data Exchange (ETDEWEB)
Yarmoshenko, I., E-mail: ivy@ecko.uran.ru [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation); Vasilyev, A.; Malinovsky, G. [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation); Bossew, P. [German Federal Office for Radiation Protection (BfS), Berlin (Germany); Žunić, Z.S. [Institute of Nuclear Sciences “Vinca”, University of Belgrade (Serbia); Onischenko, A.; Zhukovsky, M. [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation)
2016-01-15
Variance of radon concentration in dwelling atmosphere is analysed with regard to geogenic and anthropogenic influencing factors. Analysis includes review of 81 national and regional indoor radon surveys with varying sampling pattern, sample size and duration of measurements and detailed consideration of two regional surveys (Sverdlovsk oblast, Russia and Niška Banja, Serbia). The analysis of the geometric standard deviation revealed that main factors influencing the dispersion of indoor radon concentration over the territory are as follows: area of territory, sample size, characteristics of measurements technique, the radon geogenic potential, building construction characteristics and living habits. As shown for Sverdlovsk oblast and Niška Banja town the dispersion as quantified by GSD is reduced by restricting to certain levels of control factors. Application of the developed approach to characterization of the world population radon exposure is discussed. - Highlights: • Influence of lithosphere and anthroposphere on variance of indoor radon is found. • Level-by-level analysis reduces GSD by a factor of 1.9. • Worldwide GSD is underestimated.
Variance Component Selection With Applications to Microbiome Taxonomic Data
Directory of Open Access Journals (Sweden)
Jing Zhai
2018-03-01
Full Text Available High-throughput sequencing technology has enabled population-based studies of the role of the human microbiome in disease etiology and exposure response. Microbiome data are summarized as counts or composition of the bacterial taxa at different taxonomic levels. An important problem is to identify the bacterial taxa that are associated with a response. One method is to test the association of specific taxon with phenotypes in a linear mixed effect model, which incorporates phylogenetic information among bacterial communities. Another type of approaches consider all taxa in a joint model and achieves selection via penalization method, which ignores phylogenetic information. In this paper, we consider regression analysis by treating bacterial taxa at different level as multiple random effects. For each taxon, a kernel matrix is calculated based on distance measures in the phylogenetic tree and acts as one variance component in the joint model. Then taxonomic selection is achieved by the lasso (least absolute shrinkage and selection operator penalty on variance components. Our method integrates biological information into the variable selection problem and greatly improves selection accuracies. Simulation studies demonstrate the superiority of our methods versus existing methods, for example, group-lasso. Finally, we apply our method to a longitudinal microbiome study of Human Immunodeficiency Virus (HIV infected patients. We implement our method using the high performance computing language Julia. Software and detailed documentation are freely available at https://github.com/JingZhai63/VCselection.
Worldwide variance in the potential utilization of Gamma Knife radiosurgery.
Hamilton, Travis; Dade Lunsford, L
2016-12-01
OBJECTIVE The role of Gamma Knife radiosurgery (GKRS) has expanded worldwide during the past 3 decades. The authors sought to evaluate whether experienced users vary in their estimate of its potential use. METHODS Sixty-six current Gamma Knife users from 24 countries responded to an electronic survey. They estimated the potential role of GKRS for benign and malignant tumors, vascular malformations, and functional disorders. These estimates were compared with published disease epidemiological statistics and the 2014 use reports provided by the Leksell Gamma Knife Society (16,750 cases). RESULTS Respondents reported no significant variation in the estimated use in many conditions for which GKRS is performed: meningiomas, vestibular schwannomas, and arteriovenous malformations. Significant variance in the estimated use of GKRS was noted for pituitary tumors, craniopharyngiomas, and cavernous malformations. For many current indications, the authors found significant variance in GKRS users based in the Americas, Europe, and Asia. Experts estimated that GKRS was used in only 8.5% of the 196,000 eligible cases in 2014. CONCLUSIONS Although there was a general worldwide consensus regarding many major indications for GKRS, significant variability was noted for several more controversial roles. This expert opinion survey also suggested that GKRS is significantly underutilized for many current diagnoses, especially in the Americas. Future studies should be conducted to investigate health care barriers to GKRS for many patients.
Hidden temporal order unveiled in stock market volatility variance
Directory of Open Access Journals (Sweden)
Y. Shapira
2011-06-01
Full Text Available When analyzed by standard statistical methods, the time series of the daily return of financial indices appear to behave as Markov random series with no apparent temporal order or memory. This empirical result seems to be counter intuitive since investor are influenced by both short and long term past market behaviors. Consequently much effort has been devoted to unveil hidden temporal order in the market dynamics. Here we show that temporal order is hidden in the series of the variance of the stocks volatility. First we show that the correlation between the variances of the daily returns and means of segments of these time series is very large and thus cannot be the output of random series, unless it has some temporal order in it. Next we show that while the temporal order does not show in the series of the daily return, rather in the variation of the corresponding volatility series. More specifically, we found that the behavior of the shuffled time series is equivalent to that of a random time series, while that of the original time series have large deviations from the expected random behavior, which is the result of temporal structure. We found the same generic behavior in 10 different stock markets from 7 different countries. We also present analysis of specially constructed sequences in order to better understand the origin of the observed temporal order in the market sequences. Each sequence was constructed from segments with equal number of elements taken from algebraic distributions of three different slopes.
Waste Isolation Pilot Plant no-migration variance petition
International Nuclear Information System (INIS)
1990-01-01
Section 3004 of RCRA allows EPA to grant a variance from the land disposal restrictions when a demonstration can be made that, to a reasonable degree of certainty, there will be no migration of hazardous constituents from the disposal unit for as long as the waste remains hazardous. Specific requirements for making this demonstration are found in 40 CFR 268.6, and EPA has published a draft guidance document to assist petitioners in preparing a variance request. Throughout the course of preparing this petition, technical staff from DOE, EPA, and their contractors have met frequently to discuss and attempt to resolve issues specific to radioactive mixed waste and the WIPP facility. The DOE believes it meets or exceeds all requirements set forth for making a successful ''no-migration'' demonstration. The petition presents information under five general headings: (1) waste information; (2) site characterization; (3) facility information; (4) assessment of environmental impacts, including the results of waste mobility modeling; and (5) analysis of uncertainties. Additional background and supporting documentation is contained in the 15 appendices to the petition, as well as in an extensive addendum published in October 1989
Deterministic mean-variance-optimal consumption and investment
DEFF Research Database (Denmark)
Christiansen, Marcus; Steffensen, Mogens
2013-01-01
In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature that the consum......In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature...... that the consumption rate and the investment proportion are constrained to be deterministic processes. As a result we get rid of a series of unwanted features of the stochastic solution including diffusive consumption, satisfaction points and consistency problems. Deterministic strategies typically appear in unit......-linked life insurance contracts, where the life-cycle investment strategy is age dependent but wealth independent. We explain how optimal deterministic strategies can be found numerically and present an example from life insurance where we compare the optimal solution with suboptimal deterministic strategies...
MENENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL CONDITIONAL MEAN VARIANCE
Directory of Open Access Journals (Sweden)
I GEDE ERY NISCAHYANA
2016-08-01
Full Text Available When the returns of stock prices show the existence of autocorrelation and heteroscedasticity, then conditional mean variance models are suitable method to model the behavior of the stocks. In this thesis, the implementation of the conditional mean variance model to the autocorrelated and heteroscedastic return was discussed. The aim of this thesis was to assess the effect of the autocorrelated and heteroscedastic returns to the optimal solution of a portfolio. The margin of four stocks, Fortune Mate Indonesia Tbk (FMII.JK, Bank Permata Tbk (BNLI.JK, Suryamas Dutamakmur Tbk (SMDM.JK dan Semen Gresik Indonesia Tbk (SMGR.JK were estimated by GARCH(1,1 model with standard innovations following the standard normal distribution and the t-distribution. The estimations were used to construct a portfolio. The portfolio optimal was found when the standard innovation used was t-distribution with the standard deviation of 1.4532 and the mean of 0.8023 consisting of 0.9429 (94% of FMII stock, 0.0473 (5% of BNLI stock, 0% of SMDM stock, 1% of SMGR stock.
Concentration variance decay during magma mixing: a volcanic chronometer.
Perugini, Diego; De Campos, Cristina P; Petrelli, Maurizio; Dingwell, Donald B
2015-09-21
The mixing of magmas is a common phenomenon in explosive eruptions. Concentration variance is a useful metric of this process and its decay (CVD) with time is an inevitable consequence during the progress of magma mixing. In order to calibrate this petrological/volcanological clock we have performed a time-series of high temperature experiments of magma mixing. The results of these experiments demonstrate that compositional variance decays exponentially with time. With this calibration the CVD rate (CVD-R) becomes a new geochronometer for the time lapse from initiation of mixing to eruption. The resultant novel technique is fully independent of the typically unknown advective history of mixing - a notorious uncertainty which plagues the application of many diffusional analyses of magmatic history. Using the calibrated CVD-R technique we have obtained mingling-to-eruption times for three explosive volcanic eruptions from Campi Flegrei (Italy) in the range of tens of minutes. These in turn imply ascent velocities of 5-8 meters per second. We anticipate the routine application of the CVD-R geochronometer to the eruptive products of active volcanoes in future in order to constrain typical "mixing to eruption" time lapses such that monitoring activities can be targeted at relevant timescales and signals during volcanic unrest.
Mean-Variance-Validation Technique for Sequential Kriging Metamodels
International Nuclear Information System (INIS)
Lee, Tae Hee; Kim, Ho Sung
2010-01-01
The rigorous validation of the accuracy of metamodels is an important topic in research on metamodel techniques. Although a leave-k-out cross-validation technique involves a considerably high computational cost, it cannot be used to measure the fidelity of metamodels. Recently, the mean 0 validation technique has been proposed to quantitatively determine the accuracy of metamodels. However, the use of mean 0 validation criterion may lead to premature termination of a sampling process even if the kriging model is inaccurate. In this study, we propose a new validation technique based on the mean and variance of the response evaluated when sequential sampling method, such as maximum entropy sampling, is used. The proposed validation technique is more efficient and accurate than the leave-k-out cross-validation technique, because instead of performing numerical integration, the kriging model is explicitly integrated to accurately evaluate the mean and variance of the response evaluated. The error in the proposed validation technique resembles a root mean squared error, thus it can be used to determine a stop criterion for sequential sampling of metamodels
PET image reconstruction: mean, variance, and optimal minimax criterion
International Nuclear Information System (INIS)
Liu, Huafeng; Guo, Min; Gao, Fei; Shi, Pengcheng; Xue, Liying; Nie, Jing
2015-01-01
Given the noise nature of positron emission tomography (PET) measurements, it is critical to know the image quality and reliability as well as expected radioactivity map (mean image) for both qualitative interpretation and quantitative analysis. While existing efforts have often been devoted to providing only the reconstructed mean image, we present a unified framework for joint estimation of the mean and corresponding variance of the radioactivity map based on an efficient optimal min–max criterion. The proposed framework formulates the PET image reconstruction problem to be a transformation from system uncertainties to estimation errors, where the minimax criterion is adopted to minimize the estimation errors with possibly maximized system uncertainties. The estimation errors, in the form of a covariance matrix, express the measurement uncertainties in a complete way. The framework is then optimized by ∞-norm optimization and solved with the corresponding H ∞ filter. Unlike conventional statistical reconstruction algorithms, that rely on the statistical modeling methods of the measurement data or noise, the proposed joint estimation stands from the point of view of signal energies and can handle from imperfect statistical assumptions to even no a priori statistical assumptions. The performance and accuracy of reconstructed mean and variance images are validated using Monte Carlo simulations. Experiments on phantom scans with a small animal PET scanner and real patient scans are also conducted for assessment of clinical potential. (paper)
Argentine Population Genetic Structure: Large Variance in Amerindian Contribution
Seldin, Michael F.; Tian, Chao; Shigeta, Russell; Scherbarth, Hugo R.; Silva, Gabriel; Belmont, John W.; Kittles, Rick; Gamron, Susana; Allevi, Alberto; Palatnik, Simon A.; Alvarellos, Alejandro; Paira, Sergio; Caprarulo, Cesar; Guillerón, Carolina; Catoggio, Luis J.; Prigione, Cristina; Berbotto, Guillermo A.; García, Mercedes A.; Perandones, Carlos E.; Pons-Estel, Bernardo A.; Alarcon-Riquelme, Marta E.
2011-01-01
Argentine population genetic structure was examined using a set of 78 ancestry informative markers (AIMs) to assess the contributions of European, Amerindian, and African ancestry in 94 individuals members of this population. Using the Bayesian clustering algorithm STRUCTURE, the mean European contribution was 78%, the Amerindian contribution was 19.4%, and the African contribution was 2.5%. Similar results were found using weighted least mean square method: European, 80.2%; Amerindian, 18.1%; and African, 1.7%. Consistent with previous studies the current results showed very few individuals (four of 94) with greater than 10% African admixture. Notably, when individual admixture was examined, the Amerindian and European admixture showed a very large variance and individual Amerindian contribution ranged from 1.5 to 84.5% in the 94 individual Argentine subjects. These results indicate that admixture must be considered when clinical epidemiology or case control genetic analyses are studied in this population. Moreover, the current study provides a set of informative SNPs that can be used to ascertain or control for this potentially hidden stratification. In addition, the large variance in admixture proportions in individual Argentine subjects shown by this study suggests that this population is appropriate for future admixture mapping studies. PMID:17177183
Tutorial on Online Partial Evaluation
Directory of Open Access Journals (Sweden)
William R. Cook
2011-09-01
Full Text Available This paper is a short tutorial introduction to online partial evaluation. We show how to write a simple online partial evaluator for a simple, pure, first-order, functional programming language. In particular, we show that the partial evaluator can be derived as a variation on a compositionally defined interpreter. We demonstrate the use of the resulting partial evaluator for program optimization in the context of model-driven development.
Stereotactic radiosurgery with an upper partial denture
International Nuclear Information System (INIS)
Tayama, Shusaku; Kunieda, Etsuo; Takeda, Atsushi; Takeda, Toshiaki; Oku, Yohei
2009-01-01
A 54-year-old male with partial denture underwent stereotactic radiosurgery with an infrared camera-guided system for a metastatic brain tumor arising from lung cancer. Although this method utilizes a biteplate mounted on the upper jaw to detect head movement, the patient only had four teeth in his upper jaw. In order to stabilize the biteplate, the maxillary denture was fixed to the biteplate with an autopolymerizing resin. In addition, the rest-occlusal position of the lower jaw was impressed on the inferior surface of the biteplate with an autopolymerizing resin. To assess reproducibility and stability, the distance between the left and right incus and left and right markers was measured during pre-planning, as well as before and after stereotactic irradiation. Wearing the biteplate ensures the accuracy of radiotherapy planning for the implementation of radiosurgery in patients who have many maxillary teeth missing. However, a large degree of error was observed when the biteplate was removed. (author)
Identification of small peptides arising from hydrolysis of meat proteins in dry fermented sausages.
López, Constanza M; Bru, Elena; Vignolo, Graciela M; Fadda, Silvina G
2015-06-01
In this study, proteolysis and low molecular weight (LMW) peptides (<3kDa) from commercial Argentinean fermented sausages were characterized by applying a peptidomic approach. Protein profiles and peptides obtained by Tricine-SDS-PAGE and RP-HPLC-MS, respectively, allowed distinguishing two different types of fermented sausages, although no specific biomarkers relating to commercial brands or quality were recognized. From electrophoresis, α-actin, myoglobin, creatine kinase M-type and L-lactate dehydrogenase were degraded at different intensities. In addition, a partial characterization of fermented sausage peptidome through the identification of 36 peptides, in the range of 1000-2100 Da, arising from sarcoplasmic (28) and myofibrillar (8) proteins was achieved. These peptides had been originated from α-actin, myoglobin, and creatine kinase M-type, but also from the hydrolysis of other proteins not previously reported. Although muscle enzymes exerted a major role on peptidogenesis, microbial contribution cannot be excluded as it was postulated herein. This work represents a first peptidomic approach for fermented sausages, thereby providing a baseline to define key peptides acting as potential biomarkers. Copyright © 2015 Elsevier Ltd. All rights reserved.
Directory of Open Access Journals (Sweden)
Hung-En Chen
2016-09-01
Full Text Available Bladder diverticulum is an outpouching of bladder mucosa through the musculature of the bladder wall. The incidence of bladder diverticulum in Taiwan is about 1.7% in children and 23.4% in adults. Intradiverticular carcinoma of urinary bladder is uncommon. It ranges from 0.8% to 14.3%. Here we report a case of urothelial carcinoma within a bladder diverticulum. A 60-year-old male patient had history of BPH under medical treatment and right ureteral stone treated with extracorporeal shock wave lithotripsy (ESWL. He presented with painless gross hematuria about 3 months after ESWL. Intravenous pyelography showed a filling defect within the bladder diverticulum. Histopathological diagnosis of low grade urothelial carcinoma arising from the bladder diverticulum was made following cystoscopic biopsy. Laparoscopic partial cystectomy was performed with subsequent intravesical chemotherapy. Tumor recurrence was found not from the previous diverticulum but from another area during regular cystoscopy at the 6-month postoperative follow up. He underwent transurethral resection of bladder tumor. Pathology revealed a noninvasive, high grade urothelial carcinoma. There was no further bladder tumor recurrence during the 1-year follow-up period. Bladder-sparing surgery with close cystoscopy follow up for intradiverticular urothelial carcinoma can be applied as an alternative treatment modality.
Mullerian papilloma-like proliferation arising in cystic pelvic endosalpingiosis.
McCluggage, W Glenn; O'Rourke, Declan; McElhenney, Clodagh; Crooks, Michael
2002-09-01
This report describes an unusual epithelial proliferation occurring in pelvic cystic endosalpingiosis. A cyst mass lined by a layer of ciliated epithelial cells involved the posterior surface of the cervix and vagina. The epithelial proliferation within the wall resembled a mullerian papilloma with fibrous and fibrovascular cores lined by bland cuboidal epithelial cells. Other areas had a microglandular growth pattern resembling cervical microglandular hyperplasia, and focally there was a solid growth pattern. Foci of typical endosalpingiosis involved the surface of both ovaries and pelvic soft tissues. The cystic lesion recurred after partial cystectomy and drainage and was followed up radiologically and with periodic fine-needle aspiration. Part of the wall of the cyst removed 11 years after the original surgery showed an identical epithelial proliferation. MIB1 staining showed a proliferation index of less than 5%, contrasting with the higher proliferation index of a typical serous borderline tumor. The differential diagnosis is discussed. As far as we are aware, this is the first report of such a benign epithelial proliferation involving cystic endosalpingiosis. Copyright 2002, Elsevier Science (USA). All rights reserved.
Type-Directed Partial Evaluation
DEFF Research Database (Denmark)
Danvy, Olivier
1998-01-01
Type-directed partial evaluation uses a normalization function to achieve partial evaluation. These lecture notes review its background, foundations, practice, and applications. Of specific interest is the modular technique of offline and online type-directed partial evaluation in Standard ML...
Type-Directed Partial Evaluation
DEFF Research Database (Denmark)
Danvy, Olivier
1998-01-01
Type-directed partial evaluation uses a normalization function to achieve partial evaluation. These lecture notes review its background, foundations, practice, and applications. Of specific interest is the modular technique of offline and online type-directed partial evaluation in Standard ML of ...
International Nuclear Information System (INIS)
Kim, Hyung Soo; Yoon, Kwon Ha
2004-01-01
To our knowledge, rectal cancer arising at the anastomotic site after surgery for Hirschsprung's disease has not been reported. We report a case of mucinous adenocarcinoma arising at the anastomotic site after Soave operation 26 years ago
Applied partial differential equations
Logan, J David
2004-01-01
This primer on elementary partial differential equations presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. What makes this book unique is that it is a brief treatment, yet it covers all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. Mathematical ideas are motivated from physical problems, and the exposition is presented in a concise style accessible to science and engineering students; emphasis is on motivation, concepts, methods, and interpretation, rather than formal theory. This second edition contains new and additional exercises, and it includes a new chapter on the applications of PDEs to biology: age structured models, pattern formation; epidemic wave fronts, and advection-diffusion processes. The student who reads through this book and solves many of t...
Paul, Clayton R
2010-01-01
"Inductance is an unprecedented text, thoroughly discussing "loop" inductance as well as the increasingly important "partial" inductance. These concepts and their proper calculation are crucial in designing modern high-speed digital systems. World-renowned leader in electromagnetics Clayton Paul provides the knowledge and tools necessary to understand and calculate inductance." "With the present and increasing emphasis on high-speed digital systems and high-frequency analog systems, it is imperative that system designers develop an intimate understanding of the concepts and methods in this book. Inductance is a much-needed textbook designed for senior and graduate-level engineering students, as well as a hands-on guide for working engineers and professionals engaged in the design of high-speed digital and high-frequency analog systems."--Jacket.
International Nuclear Information System (INIS)
Najjar, M.S.
1987-01-01
A process is described for the production of gaseous mixtures comprising H/sub 2/+CO by the partial oxidation of a fuel feedstock comprising a heavy liquid hydrocarbonaceous fuel having a nickel, iron, and vanadium-containing ash or petroleum coke having a nickel, iron, and vanadium-containing ash, or mixtures thereof. The feedstock includes a minimum of 0.5 wt. % of sulfur and the ash includes a minimum of 5.0 wt. % vanadium, a minimum of 0.5 ppm nickel, and a minimum of 0.5 ppm iron. The process comprises: (1) mixing together a copper-containing additive with the fuel feedstock; wherein the weight ratio of copper-containing additive to ash in the fuel feedstock is in the range of about 1.0-10.0, and there is at least 10 parts by weight of copper for each part by weight of vanadium; (2) reacting the mixture from (1) at a temperature in the range of 2200 0 F to 2900 0 F and a pressure in the range of about 5 to 250 atmospheres in a free-flow refactory lined partial oxidation reaction zone with a free-oxygen containing gas in the presence of a temperature moderator and in a reducing atmosphere to produce a hot raw effluent gas stream comprising H/sub 2/+CO and entrained molten slag; and where in the reaction zone and the copper-containing additive combines with at least a portion of the nickel and iron constituents and sulfur found in the feedstock to produce a liquid phase washing agent that collects and transports at least a portion of the vanadium-containing oxide laths and spinels and other ash components and refractory out of the reaction zone; and (3) separating nongaseous materials from the hot raw effluent gas stream
Spatially tuned normalization explains attention modulation variance within neurons.
Ni, Amy M; Maunsell, John H R
2017-09-01
Spatial attention improves perception of attended parts of a scene, a behavioral enhancement accompanied by modulations of neuronal firing rates. These modulations vary in size across neurons in the same brain area. Models of normalization explain much of this variance in attention modulation with differences in tuned normalization across neurons (Lee J, Maunsell JHR. PLoS One 4: e4651, 2009; Ni AM, Ray S, Maunsell JHR. Neuron 73: 803-813, 2012). However, recent studies suggest that normalization tuning varies with spatial location both across and within neurons (Ruff DA, Alberts JJ, Cohen MR. J Neurophysiol 116: 1375-1386, 2016; Verhoef BE, Maunsell JHR. eLife 5: e17256, 2016). Here we show directly that attention modulation and normalization tuning do in fact covary within individual neurons, in addition to across neurons as previously demonstrated. We recorded the activity of isolated neurons in the middle temporal area of two rhesus monkeys as they performed a change-detection task that controlled the focus of spatial attention. Using the same two drifting Gabor stimuli and the same two receptive field locations for each neuron, we found that switching which stimulus was presented at which location affected both attention modulation and normalization in a correlated way within neurons. We present an equal-maximum-suppression spatially tuned normalization model that explains this covariance both across and within neurons: each stimulus generates equally strong suppression of its own excitatory drive, but its suppression of distant stimuli is typically less. This new model specifies how the tuned normalization associated with each stimulus location varies across space both within and across neurons, changing our understanding of the normalization mechanism and how attention modulations depend on this mechanism. NEW & NOTEWORTHY Tuned normalization studies have demonstrated that the variance in attention modulation size seen across neurons from the same cortical
Kriging with Unknown Variance Components for Regional Ionospheric Reconstruction
Directory of Open Access Journals (Sweden)
Ling Huang
2017-02-01
Full Text Available Ionospheric delay effect is a critical issue that limits the accuracy of precise Global Navigation Satellite System (GNSS positioning and navigation for single-frequency users, especially in mid- and low-latitude regions where variations in the ionosphere are larger. Kriging spatial interpolation techniques have been recently introduced to model the spatial correlation and variability of ionosphere, which intrinsically assume that the ionosphere field is stochastically stationary but does not take the random observational errors into account. In this paper, by treating the spatial statistical information on ionosphere as prior knowledge and based on Total Electron Content (TEC semivariogram analysis, we use Kriging techniques to spatially interpolate TEC values. By assuming that the stochastic models of both the ionospheric signals and measurement errors are only known up to some unknown factors, we propose a new Kriging spatial interpolation method with unknown variance components for both the signals of ionosphere and TEC measurements. Variance component estimation has been integrated with Kriging to reconstruct regional ionospheric delays. The method has been applied to data from the Crustal Movement Observation Network of China (CMONOC and compared with the ordinary Kriging and polynomial interpolations with spherical cap harmonic functions, polynomial functions and low-degree spherical harmonic functions. The statistics of results indicate that the daily ionospheric variations during the experimental period characterized by the proposed approach have good agreement with the other methods, ranging from 10 to 80 TEC Unit (TECU, 1 TECU = 1 × 1016 electrons/m2 with an overall mean of 28.2 TECU. The proposed method can produce more appropriate estimations whose general TEC level is as smooth as the ordinary Kriging but with a smaller standard deviation around 3 TECU than others. The residual results show that the interpolation precision of the
Estimation of measurement variance in the context of environment statistics
Maiti, Pulakesh
2015-02-01
The object of environment statistics is for providing information on the environment, on its most important changes over time, across locations and identifying the main factors that influence them. Ultimately environment statistics would be required to produce higher quality statistical information. For this timely, reliable and comparable data are needed. Lack of proper and uniform definitions, unambiguous classifications pose serious problems to procure qualitative data. These cause measurement errors. We consider the problem of estimating measurement variance so that some measures may be adopted to improve upon the quality of data on environmental goods and services and on value statement in economic terms. The measurement technique considered here is that of employing personal interviewers and the sampling considered here is that of two-stage sampling.
Risk Management - Variance Minimization or Lower Tail Outcome Elimination
DEFF Research Database (Denmark)
Aabo, Tom
2002-01-01
on future cash flows (the budget), while risk managers concerned about costly lower tail outcomes will hedge (considerably) less depending on the level of uncertainty. A risk management strategy of lower tail outcome elimination is in line with theoretical recommendations in a corporate value......This paper illustrates the profound difference between a risk management strategy of variance minimization and a risk management strategy of lower tail outcome elimination. Risk managers concerned about the variability of cash flows will tend to center their hedge decisions on their best guess......-adding perspective. A cross-case study of blue-chip industrial companies partly supports the empirical use of a risk management strategy of lower tail outcome elimination but does not exclude other factors from (co-)driving the observations....
Draft no-migration variance petition. Volume 1
International Nuclear Information System (INIS)
1995-01-01
The Department of Energy is responsible for the disposition of transuranic (TRU) waste generated by national defense-related activities. Approximately 2,6 million cubic feet of these waste have been generated and are stored at various facilities across the country. The Waste Isolation Pilot Plant (WIPP), was sited and constructed to meet stringent disposal requirements. In order to permanently dispose of TRU waste, the DOE has elected to petition the US EPA for a variance from the Land Disposal Restrictions of RCRA. This document fulfills the reporting requirements for the petition. This report is Volume 1 which discusses the regulatory frame work, site characterization, facility description, waste description, environmental impact analysis, monitoring, quality assurance, long-term compliance analysis, and regulatory compliance assessment
Static models, recursive estimators and the zero-variance approach
Rubino, Gerardo
2016-01-07
When evaluating dependability aspects of complex systems, most models belong to the static world, where time is not an explicit variable. These models suffer from the same problems than dynamic ones (stochastic processes), such as the frequent combinatorial explosion of the state spaces. In the Monte Carlo domain, on of the most significant difficulties is the rare event situation. In this talk, we describe this context and a recent technique that appears to be at the top performance level in the area, where we combined ideas that lead to very fast estimation procedures with another approach called zero-variance approximation. Both ideas produced a very efficient method that has the right theoretical property concerning robustness, the Bounded Relative Error one. Some examples illustrate the results.
Batch variation between branchial cell cultures: An analysis of variance
DEFF Research Database (Denmark)
Hansen, Heinz Johs. Max; Grosell, M.; Kristensen, L.
2003-01-01
We present in detail how a statistical analysis of variance (ANOVA) is used to sort out the effect of an unexpected batch-to-batch variation between cell cultures. Two separate cultures of rainbow trout branchial cells were grown on permeable filtersupports ("inserts"). They were supposed...... and introducing the observed difference between batches as one of the factors in an expanded three-dimensional ANOVA, we were able to overcome an otherwisecrucial lack of sufficiently reproducible duplicate values. We could thereby show that the effect of changing the apical medium was much more marked when...... the radioactive lipid precursors were added on the apical, rather than on the basolateral, side. Theinsert cell cultures were obviously polarized. We argue that it is not reasonable to reject troublesome experimental results, when we do not know a priori that something went wrong. The ANOVA is a very useful...
Interdependence of NAFTA capital markets: A minimum variance portfolio approach
Directory of Open Access Journals (Sweden)
López-Herrera Francisco
2014-01-01
Full Text Available We estimate the long-run relationships among NAFTA capital market returns and then calculate the weights of a “time-varying minimum variance portfolio” that includes the Canadian, Mexican, and USA capital markets between March 2007 and March 2009, a period of intense turbulence in international markets. Our results suggest that the behavior of NAFTA market investors is not consistent with that of a theoretical “risk-averse” agent during periods of high uncertainty and may be either considered as irrational or attributed to a possible “home country bias”. This finding represents valuable information for portfolio managers and contributes to a better understanding of the nature of the markets in which they invest. It also has practical implications in the design of international portfolio investment policies.
Ant Colony Optimization for Markowitz Mean-Variance Portfolio Model
Deng, Guang-Feng; Lin, Woo-Tsong
This work presents Ant Colony Optimization (ACO), which was initially developed to be a meta-heuristic for combinatorial optimization, for solving the cardinality constraints Markowitz mean-variance portfolio model (nonlinear mixed quadratic programming problem). To our knowledge, an efficient algorithmic solution for this problem has not been proposed until now. Using heuristic algorithms in this case is imperative. Numerical solutions are obtained for five analyses of weekly price data for the following indices for the period March, 1992 to September, 1997: Hang Seng 31 in Hong Kong, DAX 100 in Germany, FTSE 100 in UK, S&P 100 in USA and Nikkei 225 in Japan. The test results indicate that the ACO is much more robust and effective than Particle swarm optimization (PSO), especially for low-risk investment portfolios.
Minimum variance linear unbiased estimators of loss and inventory
International Nuclear Information System (INIS)
Stewart, K.B.
1977-01-01
The article illustrates a number of approaches for estimating the material balance inventory and a constant loss amount from the accountability data from a sequence of accountability periods. The approaches all lead to linear estimates that have minimum variance. Techniques are shown whereby ordinary least squares, weighted least squares and generalized least squares computer programs can be used. Two approaches are recursive in nature and lend themselves to small specialized computer programs. Another approach is developed that is easy to program; could be used with a desk calculator and can be used in a recursive way from accountability period to accountability period. Some previous results are also reviewed that are very similar in approach to the present ones and vary only in the way net throughput measurements are statistically modeled. 5 refs
Cosmic variance in inflation with two light scalars
Energy Technology Data Exchange (ETDEWEB)
Bonga, Béatrice; Brahma, Suddhasattwa; Deutsch, Anne-Sylvie; Shandera, Sarah, E-mail: bpb165@psu.edu, E-mail: suddhasattwa.brahma@gmail.com, E-mail: asdeutsch@psu.edu, E-mail: shandera@gravity.psu.edu [Institute for Gravitation and the Cosmos and Physics Department, The Pennsylvania State University, University Park, PA, 16802 (United States)
2016-05-01
We examine the squeezed limit of the bispectrum when a light scalar with arbitrary non-derivative self-interactions is coupled to the inflaton. We find that when the hidden sector scalar is sufficiently light ( m ∼< 0.1 H ), the coupling between long and short wavelength modes from the series of higher order correlation functions (from arbitrary order contact diagrams) causes the statistics of the fluctuations to vary in sub-volumes. This means that observations of primordial non-Gaussianity cannot be used to uniquely reconstruct the potential of the hidden field. However, the local bispectrum induced by mode-coupling from these diagrams always has the same squeezed limit, so the field's locally determined mass is not affected by this cosmic variance.
Directory of Open Access Journals (Sweden)
G. R. Pasha
2006-07-01
Full Text Available In this paper, we present that how much the variances of the classical estimators, namely, maximum likelihood estimator and moment estimator deviate from the minimum variance bound while estimating for the Maxwell distribution. We also sketch this difference for the negative integer moment estimator. We note the poor performance of the negative integer moment estimator in the said consideration while maximum likelihood estimator attains minimum variance bound and becomes an attractive choice.
Experts' understanding of partial derivatives using the Partial Derivative Machine
Roundy, David; Dorko, Allison; Dray, Tevian; Manogue, Corinne A.; Weber, Eric
2014-01-01
Partial derivatives are used in a variety of different ways within physics. Most notably, thermodynamics uses partial derivatives in ways that students often find confusing. As part of a collaboration with mathematics faculty, we are at the beginning of a study of the teaching of partial derivatives, a goal of better aligning the teaching of multivariable calculus with the needs of students in STEM disciplines. As a part of this project, we have performed a pilot study of expert understanding...
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Ma, Hui-qiang
2014-01-01
We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance effici...
Partial Actions and Power Sets
Directory of Open Access Journals (Sweden)
Jesús Ávila
2013-01-01
Full Text Available We consider a partial action (X,α with enveloping action (T,β. In this work we extend α to a partial action on the ring (P(X,Δ,∩ and find its enveloping action (E,β. Finally, we introduce the concept of partial action of finite type to investigate the relationship between (E,β and (P(T,β.
Algorithms over partially ordered sets
DEFF Research Database (Denmark)
Baer, Robert M.; Østerby, Ole
1969-01-01
in partially ordered sets, answer the combinatorial question of how many maximal chains might exist in a partially ordered set withn elements, and we give an algorithm for enumerating all maximal chains. We give (in § 3) algorithms which decide whether a partially ordered set is a (lower or upper) semi......-lattice, and whether a lattice has distributive, modular, and Boolean properties. Finally (in § 4) we give Algol realizations of the various algorithms....
The pricing of long and short run variance and correlation risk in stock returns
Cosemans, M.
2011-01-01
This paper studies the pricing of long and short run variance and correlation risk. The predictive power of the market variance risk premium for returns is driven by the correlation risk premium and the systematic part of individual variance premia. Furthermore, I find that aggregate volatility risk
Spot Variance Path Estimation and its Application to High Frequency Jump Testing
Bos, C.S.; Janus, P.; Koopman, S.J.
2012-01-01
This paper considers spot variance path estimation from datasets of intraday high-frequency asset prices in the presence of diurnal variance patterns, jumps, leverage effects, and microstructure noise. We rely on parametric and nonparametric methods. The estimated spot variance path can be used to
Variance bias analysis for the Gelbard's batch method
Energy Technology Data Exchange (ETDEWEB)
Seo, Jae Uk; Shim, Hyung Jin [Seoul National Univ., Seoul (Korea, Republic of)
2014-05-15
In this paper, variances and the bias will be derived analytically when the Gelbard's batch method is applied. And then, the real variance estimated from this bias will be compared with the real variance calculated from replicas. Variance and the bias were derived analytically when the batch method was applied. If the batch method was applied to calculate the sample variance, covariance terms between tallies which exist in the batch were eliminated from the bias. With the 2 by 2 fission matrix problem, we could calculate real variance regardless of whether or not the batch method was applied. However as batch size got larger, standard deviation of real variance was increased. When we perform a Monte Carlo estimation, we could get a sample variance as the statistical uncertainty of it. However, this value is smaller than the real variance of it because a sample variance is biased. To reduce this bias, Gelbard devised the method which is called the Gelbard's batch method. It has been certificated that a sample variance get closer to the real variance when the batch method is applied. In other words, the bias get reduced. This fact is well known to everyone in the MC field. However, so far, no one has given the analytical interpretation on it.
Anatomic partial nephrectomy: technique evolution.
Azhar, Raed A; Metcalfe, Charles; Gill, Inderbir S
2015-03-01
Partial nephrectomy provides equivalent long-term oncologic and superior functional outcomes as radical nephrectomy for T1a renal masses. Herein, we review the various vascular clamping techniques employed during minimally invasive partial nephrectomy, describe the evolution of our partial nephrectomy technique and provide an update on contemporary thinking about the impact of ischemia on renal function. Recently, partial nephrectomy surgical technique has shifted away from main artery clamping and towards minimizing/eliminating global renal ischemia during partial nephrectomy. Supported by high-fidelity three-dimensional imaging, novel anatomic-based partial nephrectomy techniques have recently been developed, wherein partial nephrectomy can now be performed with segmental, minimal or zero global ischemia to the renal remnant. Sequential innovations have included early unclamping, segmental clamping, super-selective clamping and now culminating in anatomic zero-ischemia surgery. By eliminating 'under-the-gun' time pressure of ischemia for the surgeon, these techniques allow an unhurried, tightly contoured tumour excision with point-specific sutured haemostasis. Recent data indicate that zero-ischemia partial nephrectomy may provide better functional outcomes by minimizing/eliminating global ischemia and preserving greater vascularized kidney volume. Contemporary partial nephrectomy includes a spectrum of surgical techniques ranging from conventional-clamped to novel zero-ischemia approaches. Technique selection should be tailored to each individual case on the basis of tumour characteristics, surgical feasibility, surgeon experience, patient demographics and baseline renal function.
Partial order infinitary term rewriting
DEFF Research Database (Denmark)
Bahr, Patrick
2014-01-01
We study an alternative model of infinitary term rewriting. Instead of a metric on terms, a partial order on partial terms is employed to formalise convergence of reductions. We consider both a weak and a strong notion of convergence and show that the metric model of convergence coincides with th...... to the metric setting -- orthogonal systems are both infinitarily confluent and infinitarily normalising in the partial order setting. The unique infinitary normal forms that the partial order model admits are Böhm trees....
Waste Isolation Pilot Plant No-Migration Variance Petition
International Nuclear Information System (INIS)
1990-03-01
The purpose of the WIPP No-Migration Variance Petition is to demonstrate, according to the requirements of RCRA section 3004(d) and 40 CFR section 268.6, that to a reasonable degree of certainty, there will be no migration of hazardous constituents from the facility for as long as the wastes remain hazardous. The DOE submitted the petition to the EPA in March 1989. Upon completion of its initial review, the EPA provided to DOE a Notice of Deficiencies (NOD). DOE responded to the EPA's NOD and met with the EPA's reviewers of the petition several times during 1989. In August 1989, EPA requested that DOE submit significant additional information addressing a variety of topics including: waste characterization, ground water hydrology, geology and dissolution features, monitoring programs, the gas generation test program, and other aspects of the project. This additional information was provided to EPA in January 1990 when DOE submitted Revision 1 of the Addendum to the petition. For clarity and ease of review, this document includes all of these submittals, and the information has been updated where appropriate. This document is divided into the following sections: Introduction, 1.0: Facility Description, 2.0: Waste Description, 3.0; Site Characterization, 4.0; Environmental Impact Analysis, 5.0; Prediction and Assessment of Infrequent Events, 6.0; and References, 7.0
Mean-Variance Portfolio Selection with Margin Requirements
Directory of Open Access Journals (Sweden)
Yuan Zhou
2013-01-01
Full Text Available We study the continuous-time mean-variance portfolio selection problem in the situation when investors must pay margin for short selling. The problem is essentially a nonlinear stochastic optimal control problem because the coefficients of positive and negative parts of control variables are different. We can not apply the results of stochastic linearquadratic (LQ problem. Also the solution of corresponding Hamilton-Jacobi-Bellman (HJB equation is not smooth. Li et al. (2002 studied the case when short selling is prohibited; therefore they only need to consider the positive part of control variables, whereas we need to handle both the positive part and the negative part of control variables. The main difficulty is that the positive part and the negative part are not independent. The previous results are not directly applicable. By decomposing the problem into several subproblems we figure out the solutions of HJB equation in two disjoint regions and then prove it is the viscosity solution of HJB equation. Finally we formulate solution of optimal portfolio and the efficient frontier. We also present two examples showing how different margin rates affect the optimal solutions and the efficient frontier.
Beyond the GUM: variance-based sensitivity analysis in metrology
International Nuclear Information System (INIS)
Lira, I
2016-01-01
Variance-based sensitivity analysis is a well established tool for evaluating the contribution of the uncertainties in the inputs to the uncertainty in the output of a general mathematical model. While the literature on this subject is quite extensive, it has not found widespread use in metrological applications. In this article we present a succinct review of the fundamentals of sensitivity analysis, in a form that should be useful to most people familiarized with the Guide to the Expression of Uncertainty in Measurement (GUM). Through two examples, it is shown that in linear measurement models, no new knowledge is gained by using sensitivity analysis that is not already available after the terms in the so-called ‘law of propagation of uncertainties’ have been computed. However, if the model behaves non-linearly in the neighbourhood of the best estimates of the input quantities—and if these quantities are assumed to be statistically independent—sensitivity analysis is definitely advantageous for gaining insight into how they can be ranked according to their importance in establishing the uncertainty of the measurand. (paper)
Scale dependence in species turnover reflects variance in species occupancy.
McGlinn, Daniel J; Hurlbert, Allen H
2012-02-01
Patterns of species turnover may reflect the processes driving community dynamics across scales. While the majority of studies on species turnover have examined pairwise comparison metrics (e.g., the average Jaccard dissimilarity), it has been proposed that the species-area relationship (SAR) also offers insight into patterns of species turnover because these two patterns may be analytically linked. However, these previous links only apply in a special case where turnover is scale invariant, and we demonstrate across three different plant communities that over 90% of the pairwise turnover values are larger than expected based on scale-invariant predictions from the SAR. Furthermore, the degree of scale dependence in turnover was negatively related to the degree of variance in the occupancy frequency distribution (OFD). These findings suggest that species turnover diverges from scale invariance, and as such pairwise turnover and the slope of the SAR are not redundant. Furthermore, models developed to explain the OFD should be linked with those developed to explain species turnover to achieve a more unified understanding of community structure.
Improving computational efficiency of Monte Carlo simulations with variance reduction
International Nuclear Information System (INIS)
Turner, A.; Davis, A.
2013-01-01
CCFE perform Monte-Carlo transport simulations on large and complex tokamak models such as ITER. Such simulations are challenging since streaming and deep penetration effects are equally important. In order to make such simulations tractable, both variance reduction (VR) techniques and parallel computing are used. It has been found that the application of VR techniques in such models significantly reduces the efficiency of parallel computation due to 'long histories'. VR in MCNP can be accomplished using energy-dependent weight windows. The weight window represents an 'average behaviour' of particles, and large deviations in the arriving weight of a particle give rise to extreme amounts of splitting being performed and a long history. When running on parallel clusters, a long history can have a detrimental effect on the parallel efficiency - if one process is computing the long history, the other CPUs complete their batch of histories and wait idle. Furthermore some long histories have been found to be effectively intractable. To combat this effect, CCFE has developed an adaptation of MCNP which dynamically adjusts the WW where a large weight deviation is encountered. The method effectively 'de-optimises' the WW, reducing the VR performance but this is offset by a significant increase in parallel efficiency. Testing with a simple geometry has shown the method does not bias the result. This 'long history method' has enabled CCFE to significantly improve the performance of MCNP calculations for ITER on parallel clusters, and will be beneficial for any geometry combining streaming and deep penetration effects. (authors)
Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC
International Nuclear Information System (INIS)
Peplow, Douglas E.; Blakeman, Edward D; Wagner, John C
2007-01-01
More often than in the past, Monte Carlo methods are being used to compute fluxes or doses over large areas using mesh tallies (a set of region tallies defined on a mesh that overlays the geometry). For problems that demand that the uncertainty in each mesh cell be less than some set maximum, computation time is controlled by the cell with the largest uncertainty. This issue becomes quite troublesome in deep-penetration problems, and advanced variance reduction techniques are required to obtain reasonable uncertainties over large areas. The CADIS (Consistent Adjoint Driven Importance Sampling) methodology has been shown to very efficiently optimize the calculation of a response (flux or dose) for a single point or a small region using weight windows and a biased source based on the adjoint of that response. This has been incorporated into codes such as ADVANTG (based on MCNP) and the new sequence MAVRIC, which will be available in the next release of SCALE. In an effort to compute lower uncertainties everywhere in the problem, Larsen's group has also developed several methods to help distribute particles more evenly, based on forward estimates of flux. This paper focuses on the use of a forward estimate to weight the placement of the source in the adjoint calculation used by CADIS, which we refer to as a forward-weighted CADIS (FW-CADIS)
Directory of Open Access Journals (Sweden)
Ravi Borana
2016-09-01
Full Text Available In the petroleum reservoir at an early stage the oil is recovered due to existing natural pressure and such type of oil recovery is referred as primary oil recovery. It ends when pressure equilibrium occurs and still large amount of oil remains in the reservoir. Consequently, secondary oil recovery process is employed by injection water into some injection wells to push oil towards the production well. The instability phenomenon arises during secondary oil recovery process. When water is injected into the oil filled region, due to the force of injecting water and difference in viscosities of water and native oil, protuberances occur at the common interface. It gives rise to the shape of fingers (protuberances at common interface. The injected water shoots through inter connected capillaries at very high speed. It appears in the form of irregular trembling fingers, filled with injected water in the native oil field; this is due to the immiscibility of water and oil. The homogeneous porous medium is considered with a small inclination with the horizontal, the basic parameters porosity and permeability remain uniform throughout the porous medium. Based on the mass conservation principle and important Darcy's law under the specific standard relationships and basic assumptions considered, the governing equation yields a non-linear partial differential equation. The Crank–Nicolson finite difference scheme is developed and on implementing the boundary conditions the resulting finite difference scheme is implemented to obtain the numerical results. The numerical results are obtained by generating a MATLAB code for the saturation of water which decreases with the space variable and increases with time. The obtained numerical solution is efficient, accurate, and reliable, matches well with the physical phenomenon.
Dominance genetic variance for traits under directional selection in Drosophila serrata.
Sztepanacz, Jacqueline L; Blows, Mark W
2015-05-01
In contrast to our growing understanding of patterns of additive genetic variance in single- and multi-trait combinations, the relative contribution of nonadditive genetic variance, particularly dominance variance, to multivariate phenotypes is largely unknown. While mechanisms for the evolution of dominance genetic variance have been, and to some degree remain, subject to debate, the pervasiveness of dominance is widely recognized and may play a key role in several evolutionary processes. Theoretical and empirical evidence suggests that the contribution of dominance variance to phenotypic variance may increase with the correlation between a trait and fitness; however, direct tests of this hypothesis are few. Using a multigenerational breeding design in an unmanipulated population of Drosophila serrata, we estimated additive and dominance genetic covariance matrices for multivariate wing-shape phenotypes, together with a comprehensive measure of fitness, to determine whether there is an association between directional selection and dominance variance. Fitness, a trait unequivocally under directional selection, had no detectable additive genetic variance, but significant dominance genetic variance contributing 32% of the phenotypic variance. For single and multivariate morphological traits, however, no relationship was observed between trait-fitness correlations and dominance variance. A similar proportion of additive and dominance variance was found to contribute to phenotypic variance for single traits, and double the amount of additive compared to dominance variance was found for the multivariate trait combination under directional selection. These data suggest that for many fitness components a positive association between directional selection and dominance genetic variance may not be expected. Copyright © 2015 by the Genetics Society of America.
Simultaneous Monte Carlo zero-variance estimates of several correlated means
International Nuclear Information System (INIS)
Booth, T.E.
1998-01-01
Zero-variance biasing procedures are normally associated with estimating a single mean or tally. In particular, a zero-variance solution occurs when every sampling is made proportional to the product of the true probability multiplied by the expected score (importance) subsequent to the sampling; i.e., the zero-variance sampling is importance weighted. Because every tally has a different importance function, a zero-variance biasing for one tally cannot be a zero-variance biasing for another tally (unless the tallies are perfectly correlated). The way to optimize the situation when the required tallies have positive correlation is shown
Mirzakhel, Zibah
When considering factors that contribute to cancer progression, modifications to both the biological and mechanical pathways play significant roles. However, less attention is placed on how the mechanical pathways can specifically contribute to cancerous behavior. Experimental studies have found that malignant cells are significantly softer than healthy, normal cells. In a tissue environment where healthy or malignant cells exist, a distribution of cell stiffness values is observed, with the mean values used to differentiate between these two populations. Rather than focus on the mean values, emphasis will be placed on the distribution, where instances of soft and stiff cells exist in the healthy tissue environment. Since cell deformability is a trait associated with cancer, the question arises as to whether the mechanical variation observed in healthy tissue cell stiffness distributions can influence any instances of tumor growth. To approach this, a 3D discrete model of cells is used, able to monitor and predict the behavior of individual cells while determining any instances of tumor growth in a healthy tissue. In addition to the mechanical variance, the spatial arrangement of cells will also be modeled, as cell interaction could further implicate any incidences of tumor-like malignant populations within the tissue. Results have shown that the likelihood of tumor incidence is driven by both by the increases in the mechanical variation in the distributions as well as larger clustering of cells that are mechanically similar, quantified primarily through higher proliferation rates of tumor-like soft cells. This can be observed though prominent negative shifts in the mean of the distribution, as it begins to transition and show instances of earlystage tumor growth. The model reveals the impact that both the mechanical variation and spatial arrangement of cells has on tumor progression, suggesting the use of these parameters as potential novel biomarkers. With a
[Acrylic resin removable partial dentures
Baat, C. de; Witter, D.J.; Creugers, N.H.J.
2011-01-01
An acrylic resin removable partial denture is distinguished from other types of removable partial dentures by an all-acrylic resin base which is, in principle, solely supported by the edentulous regions of the tooth arch and in the maxilla also by the hard palate. When compared to the other types of
Partial Epilepsy with Auditory Features
Directory of Open Access Journals (Sweden)
J Gordon Millichap
2004-07-01
Full Text Available The clinical characteristics of 53 sporadic (S cases of idiopathic partial epilepsy with auditory features (IPEAF were analyzed and compared to previously reported familial (F cases of autosomal dominant partial epilepsy with auditory features (ADPEAF in a study at the University of Bologna, Italy.
Partial twisting for scalar mesons
International Nuclear Information System (INIS)
Agadjanov, Dimitri; Meißner, Ulf-G.; Rusetsky, Akaki
2014-01-01
The possibility of imposing partially twisted boundary conditions is investigated for the scalar sector of lattice QCD. According to the commonly shared belief, the presence of quark-antiquark annihilation diagrams in the intermediate state generally hinders the use of the partial twisting. Using effective field theory techniques in a finite volume, and studying the scalar sector of QCD with total isospin I=1, we however demonstrate that partial twisting can still be performed, despite the fact that annihilation diagrams are present. The reason for this are delicate cancellations, which emerge due to the graded symmetry in partially quenched QCD with valence, sea and ghost quarks. The modified Lüscher equation in case of partial twisting is given
Variance Swaps in BM&F: Pricing and Viability of Hedge
Directory of Open Access Journals (Sweden)
Richard John Brostowicz Junior
2010-07-01
Full Text Available A variance swap can theoretically be priced with an infinite set of vanilla calls and puts options considering that the realized variance follows a purely diffusive process with continuous monitoring. In this article we willanalyze the possible differences in pricing considering discrete monitoring of realized variance. It will analyze the pricing of variance swaps with payoff in dollars, since there is a OTC market that works this way and thatpotentially serve as a hedge for the variance swaps traded in BM&F. Additionally, will be tested the feasibility of hedge of variance swaps when there is liquidity in just a few exercise prices, as is the case of FX optionstraded in BM&F. Thus be assembled portfolios containing variance swaps and their replicating portfolios using the available exercise prices as proposed in (DEMETERFI et al., 1999. With these portfolios, the effectiveness of the hedge was not robust in mostly of tests conducted in this work.
Improving precision in gel electrophoresis by stepwisely decreasing variance components.
Schröder, Simone; Brandmüller, Asita; Deng, Xi; Ahmed, Aftab; Wätzig, Hermann
2009-10-15
Many methods have been developed in order to increase selectivity and sensitivity in proteome research. However, gel electrophoresis (GE) which is one of the major techniques in this area, is still known for its often unsatisfactory precision. Percental relative standard deviations (RSD%) up to 60% have been reported. In this case the improvement of precision and sensitivity is absolutely essential, particularly for the quality control of biopharmaceuticals. Our work reflects the remarkable and completely irregular changes of the background signal from gel to gel. This irregularity was identified as one of the governing error sources. These background changes can be strongly reduced by using a signal detection in the near-infrared (NIR) range. This particular detection method provides the most sensitive approach for conventional CCB (Colloidal Coomassie Blue) stained gels, which is reflected in a total error of just 5% (RSD%). In order to further investigate variance components in GE, an experimental Plackett-Burman screening design was performed. The influence of seven potential factors on the precision was investigated using 10 proteins with different properties analyzed by NIR detection. The results emphasized the individuality of the proteins. Completely different factors were identified to be significant for each protein. However, out of seven investigated parameters, just four showed a significant effect on some proteins, namely the parameters of: destaining time, staining temperature, changes of detergent additives (SDS and LDS) in the sample buffer, and the age of the gels. As a result, precision can only be improved individually for each protein or protein classes. Further understanding of the unique properties of proteins should enable us to improve the precision in gel electrophoresis.
Working Around Cosmic Variance: Remote Quadrupole Measurements of the CMB
Adil, Arsalan; Bunn, Emory
2018-01-01
Anisotropies in the CMB maps continue to revolutionize our understanding of the Cosmos. However, the statistical interpretation of these anisotropies is tainted with a posteriori statistics. The problem is particularly emphasized for lower order multipoles, i.e. in the cosmic variance regime of the power spectrum. Naturally, the solution lies in acquiring a new data set – a rather difficult task given the sample size of the Universe.The CMB temperature, in theory, depends on: the direction of photon propagation, the time at which the photons are observed, and the observer’s location in space. In existing CMB data, only the first parameter varies. However, as first pointed out by Kamionkowski and Loeb, a solution lies in making the so-called “Remote Quadrupole Measurements” by analyzing the secondary polarization produced by incoming CMB photons via the Sunyaev-Zel’dovich (SZ) effect. These observations allow us to measure the projected CMB quadrupole at the location and look-back time of a galaxy cluster.At low redshifts, the remote quadrupole is strongly correlated to the CMB anisotropy from our last scattering surface. We provide here a formalism for computing the covariance and relation matrices for both the two-point correlation function on the last scattering surface of a galaxy cluster and the cross correlation of the remote quadrupole with the local CMB. We then calculate these matrices based on a fiducial model and a non-standard model that suppresses power at large angles for ~104 clusters up to z=2. We anticipate to make a priori predictions of the differences between our expectations for the standard and non-standard models. Such an analysis is timely in the wake of the CMB S4 era which will provide us with an extensive SZ cluster catalogue.
Mastication improvement after partial implant-supported prosthesis use.
Gonçalves, T M S V; Campos, C H; Gonçalves, G M; de Moraes, M; Rodrigues Garcia, R C M
2013-12-01
Partially edentulous patients may be rehabilitated by the placement of removable dental prostheses, implant-supported removable dental prostheses, or partial implant fixed dental prostheses. However, it is unclear the impact of each prosthesis type over the masticatory aspects, which represents the objective of this paired clinical trial. Twelve patients sequentially received and used each of these 3 prosthesis types for 2 months, after which maximum bite force was assessed by a strain sensor and food comminution index was determined with the sieving method. Masseter and temporal muscle thicknesses during rest and maximal clenching were also evaluated by ultrasonography. Each maxillary arch received a new complete denture that was used throughout the study. Data were analyzed by analysis of variance for repeated measures, followed by the Tukey test (p mastication, and the magnitude of this effect was related to prosthesis type.
Directory of Open Access Journals (Sweden)
Pramita Suwal
2017-03-01
Full Text Available Aim: To compare the effects of cast partial denture with conventional all acrylic denture in respect to retention, stability, masticatory efficiency, comfort and periodontal health of abutments. Methods: 50 adult partially edentulous patient seeking for replacement of missing teeth having Kennedy class I and II arches with or without modification areas were selected for the study. Group-A was treated with cast partial denture and Group-B with acrylic partial denture. Data collected during follow-up visit of 3 months, 6 months, and 1 year by evaluating retention, stability, masticatory efficiency, comfort, periodontal health of abutment. Results: Chi-square test was applied to find out differences between the groups at 95% confidence interval where p = 0.05. One year comparison shows that cast partial denture maintained retention and stability better than acrylic partial denture (p< 0.05. The masticatory efficiency was significantly compromising from 3rd month to 1 year in all acrylic partial denture groups (p< 0.05. The comfort of patient with cast partial denture was maintained better during the observation period (p< 0.05. Periodontal health of abutment was gradually deteriorated in all acrylic denture group (p
A Variance Distribution Model of Surface EMG Signals Based on Inverse Gamma Distribution.
Hayashi, Hideaki; Furui, Akira; Kurita, Yuichi; Tsuji, Toshio
2017-11-01
Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this variance. Variance distribution estimation based on marginal likelihood maximization is also outlined in this paper. The procedure can be approximated using rectified and smoothed EMG signals, thereby allowing the determination of distribution parameters in real time at low computational cost. Results: A simulation experiment was performed to evaluate the accuracy of distribution estimation using artificially generated EMG signals, with results demonstrating that the proposed model's accuracy is higher than that of maximum-likelihood-based estimation. Analysis of variance distribution using real EMG data also suggested a relationship between variance distribution and signal-dependent noise. Conclusion: The study reported here was conducted to examine the performance of a proposed surface EMG model capable of representing variance distribution and a related distribution parameter estimation method. Experiments using artificial and real EMG data demonstrated the validity of the model. Significance: Variance distribution estimated using the proposed model exhibits potential in the estimation of muscle force. Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this