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Sample records for structured environmental variance

  1. Mixed model with spatial variance-covariance structure for accommodating of local stationary trend and its influence on multi-environmental crop variety trial assessment

    Energy Technology Data Exchange (ETDEWEB)

    Negash, A. W.; Mwambi, H.; Zewotir, T.; Eweke, G.

    2014-06-01

    The most common procedure for analyzing multi-environmental trials is based on the assumption that the residual error variance is homogenous across all locations considered. However, this may often be unrealistic, and therefore limit the accuracy of variety evaluation or the reliability of variety recommendations. The objectives of this study were to show the advantages of mixed models with spatial variance-covariance structures, and direct implications of model choice on the inference of varietal performance, ranking and testing based on two multi-environmental data sets from realistic national trials. A model comparison with a {chi}{sup 2}-test for the trials in the two data sets (wheat data set BW00RVTI and barley data set BW01RVII) suggested that selected spatial variance-covariance structures fitted the data significantly better than the ANOVA model. The forms of optimally-fitted spatial variance-covariance, ranking and consistency ratio test were not the same from one trial (location) to the other. Linear mixed models with single stage analysis including spatial variance-covariance structure with a group factor of location on the random model also improved the real estimation of genotype effect and their ranking. The model also improved varietal performance estimation because of its capacity to handle additional sources of variation, location and genotype by location (environment) interaction variation and accommodating of local stationary trend. (Author)

  2. Analysis of a genetically structured variance heterogeneity model using the Box-Cox transformation.

    Science.gov (United States)

    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.

  3. Yield response of winter wheat cultivars to environments modeled by different variance-covariance structures in linear mixed models

    Energy Technology Data Exchange (ETDEWEB)

    Studnicki, M.; Mądry, W.; Noras, K.; Wójcik-Gront, E.; Gacek, E.

    2016-11-01

    The main objectives of multi-environmental trials (METs) are to assess cultivar adaptation patterns under different environmental conditions and to investigate genotype by environment (G×E) interactions. Linear mixed models (LMMs) with more complex variance-covariance structures have become recognized and widely used for analyzing METs data. Best practice in METs analysis is to carry out a comparison of competing models with different variance-covariance structures. Improperly chosen variance-covariance structures may lead to biased estimation of means resulting in incorrect conclusions. In this work we focused on adaptive response of cultivars on the environments modeled by the LMMs with different variance-covariance structures. We identified possible limitations of inference when using an inadequate variance-covariance structure. In the presented study we used the dataset on grain yield for 63 winter wheat cultivars, evaluated across 18 locations, during three growing seasons (2008/2009-2010/2011) from the Polish Post-registration Variety Testing System. For the evaluation of variance-covariance structures and the description of cultivars adaptation to environments, we calculated adjusted means for the combination of cultivar and location in models with different variance-covariance structures. We concluded that in order to fully describe cultivars adaptive patterns modelers should use the unrestricted variance-covariance structure. The restricted compound symmetry structure may interfere with proper interpretation of cultivars adaptive patterns. We found, that the factor-analytic structure is also a good tool to describe cultivars reaction on environments, and it can be successfully used in METs data after determining the optimal component number for each dataset. (Author)

  4. Prediction of breeding values and selection responses with genetic heterogeneity of environmental variance

    NARCIS (Netherlands)

    Mulder, H.A.; Bijma, P.; Hill, W.G.

    2007-01-01

    There is empirical evidence that genotypes differ not only in mean, but also in environmental variance of the traits they affect. Genetic heterogeneity of environmental variance may indicate genetic differences in environmental sensitivity. The aim of this study was to develop a general framework

  5. A study of heterogeneity of environmental variance for slaughter weight in pigs

    DEFF Research Database (Denmark)

    Ibánez-Escriche, N; Varona, L; Sorensen, D

    2008-01-01

    This work presents an analysis of heterogeneity of environmental variance for slaughter weight (175 days) in pigs. This heterogeneity is associated with systematic and additive genetic effects. The model also postulates the presence of additive genetic effects affecting the mean and environmental...... variance. The study reveals the presence of genetic variation at the level of the mean and the variance, but an absence of correlation, or a small negative correlation, between both types of additive genetic effects. In addition, we show that both, the additive genetic effects on the mean and those...... on environmental variance have an important influence upon the future economic performance of selected individuals...

  6. Analysis of a genetically structured variance heterogeneity model using the Box-Cox transformation

    DEFF Research Database (Denmark)

    Yang, Ye; Christensen, Ole Fredslund; Sorensen, Daniel

    2011-01-01

    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...

  7. Genetic and environmental variance in content dimensions of the MMPI.

    Science.gov (United States)

    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.

  8. 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...

  9. GSEVM v.2: MCMC software to analyse genetically structured environmental variance models

    DEFF Research Database (Denmark)

    Ibáñez-Escriche, N; Garcia, M; Sorensen, D

    2010-01-01

    This note provides a description of software that allows to fit Bayesian genetically structured variance models using Markov chain Monte Carlo (MCMC). The gsevm v.2 program was written in Fortran 90. The DOS and Unix executable programs, the user's guide, and some example files are freely available...... for research purposes at http://www.bdporc.irta.es/estudis.jsp. The main feature of the program is to compute Monte Carlo estimates of marginal posterior distributions of parameters of interest. The program is quite flexible, allowing the user to fit a variety of linear models at the level of the mean...

  10. Genetic variance in micro-environmental sensitivity for milk and milk quality in Walloon Holstein cattle.

    Science.gov (United States)

    Vandenplas, J; Bastin, C; Gengler, N; Mulder, H A

    2013-09-01

    Animals that are robust to environmental changes are desirable in the current dairy industry. Genetic differences in micro-environmental sensitivity can be studied through heterogeneity of residual variance between animals. However, residual variance between animals is usually assumed to be homogeneous in traditional genetic evaluations. The aim of this study was to investigate genetic heterogeneity of residual variance by estimating variance components in residual variance for milk yield, somatic cell score, contents in milk (g/dL) of 2 groups of milk fatty acids (i.e., saturated and unsaturated fatty acids), and the content in milk of one individual fatty acid (i.e., oleic acid, C18:1 cis-9), for first-parity Holstein cows in the Walloon Region of Belgium. A total of 146,027 test-day records from 26,887 cows in 747 herds were available. All cows had at least 3 records and a known sire. These sires had at least 10 cows with records and each herd × test-day had at least 5 cows. The 5 traits were analyzed separately based on fixed lactation curve and random regression test-day models for the mean. Estimation of variance components was performed by running iteratively expectation maximization-REML algorithm by the implementation of double hierarchical generalized linear models. Based on fixed lactation curve test-day mean models, heritability for residual variances ranged between 1.01×10(-3) and 4.17×10(-3) for all traits. The genetic standard deviation in residual variance (i.e., approximately the genetic coefficient of variation of residual variance) ranged between 0.12 and 0.17. Therefore, some genetic variance in micro-environmental sensitivity existed in the Walloon Holstein dairy cattle for the 5 studied traits. The standard deviations due to herd × test-day and permanent environment in residual variance ranged between 0.36 and 0.45 for herd × test-day effect and between 0.55 and 0.97 for permanent environmental effect. Therefore, nongenetic effects also

  11. Heritable Environmental Variance Causes Nonlinear Relationships Between Traits: Application to Birth Weight and Stillbirth of Pigs

    NARCIS (Netherlands)

    Mulder, H.A.; Hill, W.G.; Knol, E.F.

    2015-01-01

    There is recent evidence from laboratory experiments and analysis of livestock populations that not only the phenotype itself, but also its environmental variance, is under genetic control. Little is known about the relationships between the environmental variance of one trait and mean levels of

  12. Use of genomic models to study genetic control of environmental variance

    DEFF Research Database (Denmark)

    Yang, Ye; Christensen, Ole Fredslund; Sorensen, Daniel

    2011-01-01

    . The genomic model commonly found in the literature, with marker effects affecting mean only, is extended to investigate putative effects at the level of the environmental variance. Two classes of models are proposed and their behaviour, studied using simulated data, indicates that they are capable...... of detecting genetic variation at the level of mean and variance. Implementation is via Markov chain Monte Carlo (McMC) algorithms. The models are compared in terms of a measure of global fit, in their ability to detect QTL effects and in terms of their predictive power. The models are subsequently fitted...... to back fat thickness data in pigs. The analysis of back fat thickness shows that the data support genomic models with effects on the mean but not on the variance. The relative sizes of experiment necessary to detect effects on mean and variance is discussed and an extension of the McMC algorithm...

  13. Genetic and environmental variances of bone microarchitecture and bone remodeling markers: a twin study.

    Science.gov (United States)

    Bjørnerem, Åshild; Bui, Minh; Wang, Xiaofang; Ghasem-Zadeh, Ali; Hopper, John L; Zebaze, Roger; Seeman, Ego

    2015-03-01

    All genetic and environmental factors contributing to differences in bone structure between individuals mediate their effects through the final common cellular pathway of bone modeling and remodeling. We hypothesized that genetic factors account for most of the population variance of cortical and trabecular microstructure, in particular intracortical porosity and medullary size - void volumes (porosity), which establish the internal bone surface areas or interfaces upon which modeling and remodeling deposit or remove bone to configure bone microarchitecture. Microarchitecture of the distal tibia and distal radius and remodeling markers were measured for 95 monozygotic (MZ) and 66 dizygotic (DZ) white female twin pairs aged 40 to 61 years. Images obtained using high-resolution peripheral quantitative computed tomography were analyzed using StrAx1.0, a nonthreshold-based software that quantifies cortical matrix and porosity. Genetic and environmental components of variance were estimated under the assumptions of the classic twin model. The data were consistent with the proportion of variance accounted for by genetic factors being: 72% to 81% (standard errors ∼18%) for the distal tibial total, cortical, and medullary cross-sectional area (CSA); 67% and 61% for total cortical porosity, before and after adjusting for total CSA, respectively; 51% for trabecular volumetric bone mineral density (vBMD; all p accounted for 47% to 68% of the variance (all p ≤ 0.001). Cross-twin cross-trait correlations between tibial cortical porosity and medullary CSA were higher for MZ (rMZ  = 0.49) than DZ (rDZ  = 0.27) pairs before (p = 0.024), but not after (p = 0.258), adjusting for total CSA. For the remodeling markers, the data were consistent with genetic factors accounting for 55% to 62% of the variance. We infer that middle-aged women differ in their bone microarchitecture and remodeling markers more because of differences in their genetic factors than

  14. Unraveling the genetic architecture of environmental variance of somatic cell score using high-density single nucleotide polymorphism and cow data from experimental farms.

    Science.gov (United States)

    Mulder, H A; Crump, R E; Calus, M P L; Veerkamp, R F

    2013-01-01

    In recent years, it has been shown that not only is the phenotype under genetic control, but also the environmental variance. Very little, however, is known about the genetic architecture of environmental variance. The main objective of this study was to unravel the genetic architecture of the mean and environmental variance of somatic cell score (SCS) by identifying genome-wide associations for mean and environmental variance of SCS in dairy cows and by quantifying the accuracy of genome-wide breeding values. Somatic cell score was used because previous research has shown that the environmental variance of SCS is partly under genetic control and reduction of the variance of SCS by selection is desirable. In this study, we used 37,590 single nucleotide polymorphism (SNP) genotypes and 46,353 test-day records of 1,642 cows at experimental research farms in 4 countries in Europe. We used a genomic relationship matrix in a double hierarchical generalized linear model to estimate genome-wide breeding values and genetic parameters. The estimated mean and environmental variance per cow was used in a Bayesian multi-locus model to identify SNP associated with either the mean or the environmental variance of SCS. Based on the obtained accuracy of genome-wide breeding values, 985 and 541 independent chromosome segments affecting the mean and environmental variance of SCS, respectively, were identified. Using a genomic relationship matrix increased the accuracy of breeding values relative to using a pedigree relationship matrix. In total, 43 SNP were significantly associated with either the mean (22) or the environmental variance of SCS (21). The SNP with the highest Bayes factor was on chromosome 9 (Hapmap31053-BTA-111664) explaining approximately 3% of the genetic variance of the environmental variance of SCS. Other significant SNP explained less than 1% of the genetic variance. It can be concluded that fewer genomic regions affect the environmental variance of SCS than the

  15. Using variance structure to quantify responses to perturbation in fish catches

    Science.gov (United States)

    Vidal, Tiffany E.; Irwin, Brian J.; Wagner, Tyler; Rudstam, Lars G.; Jackson, James R.; Bence, James R.

    2017-01-01

    We present a case study evaluation of gill-net catches of Walleye Sander vitreus to assess potential effects of large-scale changes in Oneida Lake, New York, including the disruption of trophic interactions by double-crested cormorants Phalacrocorax auritus and invasive dreissenid mussels. We used the empirical long-term gill-net time series and a negative binomial linear mixed model to partition the variability in catches into spatial and coherent temporal variance components, hypothesizing that variance partitioning can help quantify spatiotemporal variability and determine whether variance structure differs before and after large-scale perturbations. We found that the mean catch and the total variability of catches decreased following perturbation but that not all sampling locations responded in a consistent manner. There was also evidence of some spatial homogenization concurrent with a restructuring of the relative productivity of individual sites. Specifically, offshore sites generally became more productive following the estimated break point in the gill-net time series. These results provide support for the idea that variance structure is responsive to large-scale perturbations; therefore, variance components have potential utility as statistical indicators of response to a changing environment more broadly. The modeling approach described herein is flexible and would be transferable to other systems and metrics. For example, variance partitioning could be used to examine responses to alternative management regimes, to compare variability across physiographic regions, and to describe differences among climate zones. Understanding how individual variance components respond to perturbation may yield finer-scale insights into ecological shifts than focusing on patterns in the mean responses or total variability alone.

  16. The mean and variance of environmental temperature interact to determine physiological tolerance and fitness.

    Science.gov (United States)

    Bozinovic, Francisco; Bastías, Daniel A; Boher, Francisca; Clavijo-Baquet, Sabrina; Estay, Sergio A; Angilletta, Michael J

    2011-01-01

    Global climate change poses one of the greatest threats to biodiversity. Most analyses of the potential biological impacts have focused on changes in mean temperature, but changes in thermal variance will also impact organisms and populations. We assessed the combined effects of the mean and variance of temperature on thermal tolerances, organismal survival, and population growth in Drosophila melanogaster. Because the performance of ectotherms relates nonlinearly to temperature, we predicted that responses to thermal variation (±0° or ±5°C) would depend on the mean temperature (17° or 24°C). Consistent with our prediction, thermal variation enhanced the rate of population growth (r(max)) at a low mean temperature but depressed this rate at a high mean temperature. The interactive effect on fitness occurred despite the fact that flies improved their heat and cold tolerances through acclimation to thermal conditions. Flies exposed to a high mean and a high variance of temperature recovered from heat coma faster and survived heat exposure better than did flies that developed at other conditions. Relatively high survival following heat exposure was associated with low survival following cold exposure. Recovery from chill coma was affected primarily by the mean temperature; flies acclimated to a low mean temperature recovered much faster than did flies acclimated to a high mean temperature. To develop more realistic predictions about the biological impacts of climate change, one must consider the interactions between the mean environmental temperature and the variance of environmental temperature.

  17. Analysis of Gene Expression Variance in Schizophrenia Using Structural Equation Modeling

    Directory of Open Access Journals (Sweden)

    Anna A. Igolkina

    2018-06-01

    Full Text Available Schizophrenia (SCZ is a psychiatric disorder of unknown etiology. There is evidence suggesting that aberrations in neurodevelopment are a significant attribute of schizophrenia pathogenesis and progression. To identify biologically relevant molecular abnormalities affecting neurodevelopment in SCZ we used cultured neural progenitor cells derived from olfactory neuroepithelium (CNON cells. Here, we tested the hypothesis that variance in gene expression differs between individuals from SCZ and control groups. In CNON cells, variance in gene expression was significantly higher in SCZ samples in comparison with control samples. Variance in gene expression was enriched in five molecular pathways: serine biosynthesis, PI3K-Akt, MAPK, neurotrophin and focal adhesion. More than 14% of variance in disease status was explained within the logistic regression model (C-value = 0.70 by predictors accounting for gene expression in 69 genes from these five pathways. Structural equation modeling (SEM was applied to explore how the structure of these five pathways was altered between SCZ patients and controls. Four out of five pathways showed differences in the estimated relationships among genes: between KRAS and NF1, and KRAS and SOS1 in the MAPK pathway; between PSPH and SHMT2 in serine biosynthesis; between AKT3 and TSC2 in the PI3K-Akt signaling pathway; and between CRK and RAPGEF1 in the focal adhesion pathway. Our analysis provides evidence that variance in gene expression is an important characteristic of SCZ, and SEM is a promising method for uncovering altered relationships between specific genes thus suggesting affected gene regulation associated with the disease. We identified altered gene-gene interactions in pathways enriched for genes with increased variance in expression in SCZ. These pathways and loci were previously implicated in SCZ, providing further support for the hypothesis that gene expression variance plays important role in the etiology

  18. Is fMRI "noise" really noise? Resting state nuisance regressors remove variance with network structure.

    Science.gov (United States)

    Bright, Molly G; Murphy, Kevin

    2015-07-01

    Noise correction is a critical step towards accurate mapping of resting state BOLD fMRI connectivity. Noise sources related to head motion or physiology are typically modelled by nuisance regressors, and a generalised linear model is applied to regress out the associated signal variance. In this study, we use independent component analysis (ICA) to characterise the data variance typically discarded in this pre-processing stage in a cohort of 12 healthy volunteers. The signal variance removed by 24, 12, 6, or only 3 head motion parameters demonstrated network structure typically associated with functional connectivity, and certain networks were discernable in the variance extracted by as few as 2 physiologic regressors. Simulated nuisance regressors, unrelated to the true data noise, also removed variance with network structure, indicating that any group of regressors that randomly sample variance may remove highly structured "signal" as well as "noise." Furthermore, to support this we demonstrate that random sampling of the original data variance continues to exhibit robust network structure, even when as few as 10% of the original volumes are considered. Finally, we examine the diminishing returns of increasing the number of nuisance regressors used in pre-processing, showing that excessive use of motion regressors may do little better than chance in removing variance within a functional network. It remains an open challenge to understand the balance between the benefits and confounds of noise correction using nuisance regressors. Copyright © 2015. Published by Elsevier Inc.

  19. Structural changes and out-of-sample prediction of realized range-based variance in the stock market

    Science.gov (United States)

    Gong, Xu; Lin, Boqiang

    2018-03-01

    This paper aims to examine the effects of structural changes on forecasting the realized range-based variance in the stock market. Considering structural changes in variance in the stock market, we develop the HAR-RRV-SC model on the basis of the HAR-RRV model. Subsequently, the HAR-RRV and HAR-RRV-SC models are used to forecast the realized range-based variance of S&P 500 Index. We find that there are many structural changes in variance in the U.S. stock market, and the period after the financial crisis contains more structural change points than the period before the financial crisis. The out-of-sample results show that the HAR-RRV-SC model significantly outperforms the HAR-BV model when they are employed to forecast the 1-day, 1-week, and 1-month realized range-based variances, which means that structural changes can improve out-of-sample prediction of realized range-based variance. The out-of-sample results remain robust across the alternative rolling fixed-window, the alternative threshold value in ICSS algorithm, and the alternative benchmark models. More importantly, we believe that considering structural changes can help improve the out-of-sample performances of most of other existing HAR-RRV-type models in addition to the models used in this paper.

  20. Is fMRI “noise” really noise? Resting state nuisance regressors remove variance with network structure

    Science.gov (United States)

    Bright, Molly G.; Murphy, Kevin

    2015-01-01

    Noise correction is a critical step towards accurate mapping of resting state BOLD fMRI connectivity. Noise sources related to head motion or physiology are typically modelled by nuisance regressors, and a generalised linear model is applied to regress out the associated signal variance. In this study, we use independent component analysis (ICA) to characterise the data variance typically discarded in this pre-processing stage in a cohort of 12 healthy volunteers. The signal variance removed by 24, 12, 6, or only 3 head motion parameters demonstrated network structure typically associated with functional connectivity, and certain networks were discernable in the variance extracted by as few as 2 physiologic regressors. Simulated nuisance regressors, unrelated to the true data noise, also removed variance with network structure, indicating that any group of regressors that randomly sample variance may remove highly structured “signal” as well as “noise.” Furthermore, to support this we demonstrate that random sampling of the original data variance continues to exhibit robust network structure, even when as few as 10% of the original volumes are considered. Finally, we examine the diminishing returns of increasing the number of nuisance regressors used in pre-processing, showing that excessive use of motion regressors may do little better than chance in removing variance within a functional network. It remains an open challenge to understand the balance between the benefits and confounds of noise correction using nuisance regressors. PMID:25862264

  1. Unraveling the genetic architecture of environmental variance of somatic cell score using high-density single nucleotide polymorphism and cow data from experimental farms

    NARCIS (Netherlands)

    Mulder, H.A.; Crump, R.E.; Calus, M.P.L.; Veerkamp, R.F.

    2013-01-01

    In recent years, it has been shown that not only is the phenotype under genetic control, but also the environmental variance. Very little, however, is known about the genetic architecture of environmental variance. The main objective of this study was to unravel the genetic architecture of the mean

  2. Environmental effects on the structure of the G-matrix.

    Science.gov (United States)

    Wood, Corlett W; Brodie, Edmund D

    2015-11-01

    Genetic correlations between traits determine the multivariate response to selection in the short term, and thereby play a causal role in evolutionary change. Although individual studies have documented environmentally induced changes in genetic correlations, the nature and extent of environmental effects on multivariate genetic architecture across species and environments remain largely uncharacterized. We reviewed the literature for estimates of the genetic variance-covariance (G) matrix in multiple environments, and compared differences in G between environments to the divergence in G between conspecific populations (measured in a common garden). We found that the predicted evolutionary trajectory differed as strongly between environments as it did between populations. Between-environment differences in the underlying structure of G (total genetic variance and the relative magnitude and orientation of genetic correlations) were equal to or greater than between-population differences. Neither environmental novelty, nor the difference in mean phenotype predicted these differences in G. Our results suggest that environmental effects on multivariate genetic architecture may be comparable to the divergence that accumulates over dozens or hundreds of generations between populations. We outline avenues of future research to address the limitations of existing data and characterize the extent to which lability in genetic correlations shapes evolution in changing environments. © 2015 The Author(s). Evolution © 2015 The Society for the Study of Evolution.

  3. Estimating genetic covariance functions assuming a parametric correlation structure for environmental effects

    Directory of Open Access Journals (Sweden)

    Meyer Karin

    2001-11-01

    Full Text Available Abstract A random regression model for the analysis of "repeated" records in animal breeding is described which combines a random regression approach for additive genetic and other random effects with the assumption of a parametric correlation structure for within animal covariances. Both stationary and non-stationary correlation models involving a small number of parameters are considered. Heterogeneity in within animal variances is modelled through polynomial variance functions. Estimation of parameters describing the dispersion structure of such model by restricted maximum likelihood via an "average information" algorithm is outlined. An application to mature weight records of beef cow is given, and results are contrasted to those from analyses fitting sets of random regression coefficients for permanent environmental effects.

  4. Argentine Population Genetic Structure: Large Variance in Amerindian Contribution

    Science.gov (United States)

    Seldin, Michael F.; Tian, Chao; Shigeta, Russell; Scherbarth, Hugo R.; Silva, Gabriel; Belmont, John W.; Kittles, Rick; Gamron, Susana; Allevi, Alberto; Palatnik, Simon A.; Alvarellos, Alejandro; Paira, Sergio; Caprarulo, Cesar; Guillerón, Carolina; Catoggio, Luis J.; Prigione, Cristina; Berbotto, Guillermo A.; García, Mercedes A.; Perandones, Carlos E.; Pons-Estel, Bernardo A.; Alarcon-Riquelme, Marta E.

    2011-01-01

    Argentine population genetic structure was examined using a set of 78 ancestry informative markers (AIMs) to assess the contributions of European, Amerindian, and African ancestry in 94 individuals members of this population. Using the Bayesian clustering algorithm STRUCTURE, the mean European contribution was 78%, the Amerindian contribution was 19.4%, and the African contribution was 2.5%. Similar results were found using weighted least mean square method: European, 80.2%; Amerindian, 18.1%; and African, 1.7%. Consistent with previous studies the current results showed very few individuals (four of 94) with greater than 10% African admixture. Notably, when individual admixture was examined, the Amerindian and European admixture showed a very large variance and individual Amerindian contribution ranged from 1.5 to 84.5% in the 94 individual Argentine subjects. These results indicate that admixture must be considered when clinical epidemiology or case control genetic analyses are studied in this population. Moreover, the current study provides a set of informative SNPs that can be used to ascertain or control for this potentially hidden stratification. In addition, the large variance in admixture proportions in individual Argentine subjects shown by this study suggests that this population is appropriate for future admixture mapping studies. PMID:17177183

  5. The genotype-environment interaction variance in rice-seed protein determination

    International Nuclear Information System (INIS)

    Ismachin, M.

    1976-01-01

    Many environmental factors influence the protein content of cereal seed. This fact procured difficulties in breeding for protein. Yield is another example on which so many environmental factors are of influence. The length of time required by the plant to reach maturity, is also affected by the environmental factors; even though its effect is not too decisive. In this investigation the genotypic variance and the genotype-environment interaction variance which contribute to the total variance or phenotypic variance was analysed, with purpose to give an idea to the breeder how selection should be made. It was found that genotype-environment interaction variance is larger than the genotypic variance in contribution to total variance of protein-seed determination or yield. In the analysis of the time required to reach maturity it was found that genotypic variance is larger than the genotype-environment interaction variance. It is therefore clear, why selection for time required to reach maturity is much easier than selection for protein or yield. Selected protein in one location may be different from that to other locations. (author)

  6. 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

  7. High Efficiency Computation of the Variances of Structural Evolutionary Random Responses

    Directory of Open Access Journals (Sweden)

    J.H. Lin

    2000-01-01

    Full Text Available For structures subjected to stationary or evolutionary white/colored random noise, their various response variances satisfy algebraic or differential Lyapunov equations. The solution of these Lyapunov equations used to be very difficult. A precise integration method is proposed in the present paper, which solves such Lyapunov equations accurately and very efficiently.

  8. Age-dependent changes in mean and variance of gene expression across tissues in a twin cohort.

    Science.gov (United States)

    Viñuela, Ana; Brown, Andrew A; Buil, Alfonso; Tsai, Pei-Chien; Davies, Matthew N; Bell, Jordana T; Dermitzakis, Emmanouil T; Spector, Timothy D; Small, Kerrin S

    2018-02-15

    Changes in the mean and variance of gene expression with age have consequences for healthy aging and disease development. Age-dependent changes in phenotypic variance have been associated with a decline in regulatory functions leading to increase in disease risk. Here, we investigate age-related mean and variance changes in gene expression measured by RNA-seq of fat, skin, whole blood and derived lymphoblastoid cell lines (LCLs) expression from 855 adult female twins. We see evidence of up to 60% of age effects on transcription levels shared across tissues, and 47% of those on splicing. Using gene expression variance and discordance between genetically identical MZ twin pairs, we identify 137 genes with age-related changes in variance and 42 genes with age-related discordance between co-twins; implying the latter are driven by environmental effects. We identify four eQTLs whose effect on expression is age-dependent (FDR 5%). Combined, these results show a complicated mix of environmental and genetically driven changes in expression with age. Using the twin structure in our data, we show that additive genetic effects explain considerably more of the variance in gene expression than aging, but less that other environmental factors, potentially explaining why reliable expression-derived biomarkers for healthy-aging have proved elusive compared with those derived from methylation. © The Author(s) 2017. Published by Oxford University Press.

  9. Individual differences in personality traits reflect structural variance in specific brain regions.

    Science.gov (United States)

    Gardini, Simona; Cloninger, C Robert; Venneri, Annalena

    2009-06-30

    Personality dimensions such as novelty seeking (NS), harm avoidance (HA), reward dependence (RD) and persistence (PER) are said to be heritable, stable across time and dependent on genetic and neurobiological factors. Recently a better understanding of the relationship between personality traits and brain structures/systems has become possible due to advances in neuroimaging techniques. This Magnetic Resonance Imaging (MRI) study investigated if individual differences in these personality traits reflected structural variance in specific brain regions. A large sample of eighty five young adult participants completed the Three-dimensional Personality Questionnaire (TPQ) and had their brain imaged with MRI. A voxel-based correlation analysis was carried out between individuals' personality trait scores and grey matter volume values extracted from 3D brain scans. NS correlated positively with grey matter volume in frontal and posterior cingulate regions. HA showed a negative correlation with grey matter volume in orbito-frontal, occipital and parietal structures. RD was negatively correlated with grey matter volume in the caudate nucleus and in the rectal frontal gyrus. PER showed a positive correlation with grey matter volume in the precuneus, paracentral lobule and parahippocampal gyrus. These results indicate that individual differences in the main personality dimensions of NS, HA, RD and PER, may reflect structural variance in specific brain areas.

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

    Science.gov (United States)

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

    2015-01-01

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

  11. Genetic and Environmental Variance Among F2 Families in a Commercial Breeding Program for Perennial Ryegrass (Lolium perenne L.)

    DEFF Research Database (Denmark)

    Fé, Dario; Greve-Pedersen, Morten; Jensen, Christian Sig

    2013-01-01

    In the joint project “FORAGESELECT”, we aim to implement Genome Wide Selection (GWS) in breeding of perennial ryegrass (Lolium perenne L.), in order to increase genetic response in important agronomic traits such as yield, seed production, stress tolerance and disease resistance, while decreasing...... of this study was to estimate the genetic and environmental variance in the training set composed of F2 families selected from a ten year breeding period. Variance components were estimated on 1193 of those families, sown in 2001, 2003 and 2005 in five locations around Europe. Families were tested together...

  12. Monitoring structural change in variance : With an application to European nominal exchange rate volatility

    NARCIS (Netherlands)

    F. Carsoule (Frédéric); Ph.H.B.F. Franses (Philip Hans)

    1999-01-01

    textabstractIn this paper we propose a sequential testing approach for a structural change in the variance of a time series, which amounts to a procedure with a controlled asymptotic size as we repeat the test. Our approach builds on that taken in Chu, Stinchcombe and White (1996) for structural

  13. The phenotypic variance gradient - a novel concept.

    Science.gov (United States)

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

    2014-11-01

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

  14. Genetic Variance in Homophobia: Evidence from Self- and Peer Reports.

    Science.gov (United States)

    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.

  15. Epigenetic Variance, Performing Cooperative Structure with Genetics, Is Associated with Leaf Shape Traits in Widely Distributed Populations of Ornamental Tree Prunus mume

    Directory of Open Access Journals (Sweden)

    Kaifeng Ma

    2018-01-01

    Full Text Available Increasing evidence shows that epigenetics plays an important role in phenotypic variance. However, little is known about epigenetic variation in the important ornamental tree Prunus mume. We used amplified fragment length polymorphism (AFLP and methylation-sensitive amplified polymorphism (MSAP techniques, and association analysis and sequencing to investigate epigenetic variation and its relationships with genetic variance, environment factors, and traits. By performing leaf sampling, the relative total methylation level (29.80% was detected in 96 accessions of P. mume. And the relative hemi-methylation level (15.77% was higher than the relative full methylation level (14.03%. The epigenetic diversity (I∗ = 0.575, h∗ = 0.393 was higher than the genetic diversity (I = 0.484, h = 0.319. The cultivated population displayed greater epigenetic diversity than the wild populations in both southwest and southeast China. We found that epigenetic variance and genetic variance, and environmental factors performed cooperative structures, respectively. In particular, leaf length, width and area were positively correlated with relative full methylation level and total methylation level, indicating that the DNA methylation level played a role in trait variation. In total, 203 AFLP and 423 MSAP associated markers were detected and 68 of them were sequenced. Homologous analysis and functional prediction suggested that the candidate marker-linked genes were essential for leaf morphology development and metabolism, implying that these markers play critical roles in the establishment of leaf length, width, area, and ratio of length to width.

  16. Epigenetic Variance, Performing Cooperative Structure with Genetics, Is Associated with Leaf Shape Traits in Widely Distributed Populations of Ornamental Tree Prunus mume.

    Science.gov (United States)

    Ma, Kaifeng; Sun, Lidan; Cheng, Tangren; Pan, Huitang; Wang, Jia; Zhang, Qixiang

    2018-01-01

    Increasing evidence shows that epigenetics plays an important role in phenotypic variance. However, little is known about epigenetic variation in the important ornamental tree Prunus mume . We used amplified fragment length polymorphism (AFLP) and methylation-sensitive amplified polymorphism (MSAP) techniques, and association analysis and sequencing to investigate epigenetic variation and its relationships with genetic variance, environment factors, and traits. By performing leaf sampling, the relative total methylation level (29.80%) was detected in 96 accessions of P . mume . And the relative hemi-methylation level (15.77%) was higher than the relative full methylation level (14.03%). The epigenetic diversity ( I ∗ = 0.575, h ∗ = 0.393) was higher than the genetic diversity ( I = 0.484, h = 0.319). The cultivated population displayed greater epigenetic diversity than the wild populations in both southwest and southeast China. We found that epigenetic variance and genetic variance, and environmental factors performed cooperative structures, respectively. In particular, leaf length, width and area were positively correlated with relative full methylation level and total methylation level, indicating that the DNA methylation level played a role in trait variation. In total, 203 AFLP and 423 MSAP associated markers were detected and 68 of them were sequenced. Homologous analysis and functional prediction suggested that the candidate marker-linked genes were essential for leaf morphology development and metabolism, implying that these markers play critical roles in the establishment of leaf length, width, area, and ratio of length to width.

  17. 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...

  18. The genetic variance but not the genetic covariance of life-history traits changes towards the north in a time-constrained insect.

    Science.gov (United States)

    Sniegula, Szymon; Golab, Maria J; Drobniak, Szymon M; Johansson, Frank

    2018-03-22

    Seasonal time constraints are usually stronger at higher than lower latitudes and can exert strong selection on life-history traits and the correlations among these traits. To predict the response of life-history traits to environmental change along a latitudinal gradient, information must be obtained about genetic variance in traits and also genetic correlation between traits, that is the genetic variance-covariance matrix, G. Here, we estimated G for key life-history traits in an obligate univoltine damselfly that faces seasonal time constraints. We exposed populations to simulated native temperatures and photoperiods and common garden environmental conditions in a laboratory set-up. Despite differences in genetic variance in these traits between populations (lower variance at northern latitudes), there was no evidence for latitude-specific covariance of the life-history traits. At simulated native conditions, all populations showed strong genetic and phenotypic correlations between traits that shaped growth and development. The variance-covariance matrix changed considerably when populations were exposed to common garden conditions compared with the simulated natural conditions, showing the importance of environmentally induced changes in multivariate genetic structure. Our results highlight the importance of estimating variance-covariance matrixes in environments that mimic selection pressures and not only trait variances or mean trait values in common garden conditions for understanding the trait evolution across populations and environments. © 2018 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2018 European Society For Evolutionary Biology.

  19. Genetic and environmental factors affecting birth size variation

    DEFF Research Database (Denmark)

    Yokoyama, Yoshie; Jelenkovic, Aline; Hur, Yoon-Mi

    2018-01-01

    Background: The genetic architecture of birth size may differ geographically and over time. We examined differences in the genetic and environmental contributions to birthweight, length and ponderal index (PI) across geographical-cultural regions (Europe, North America and Australia, and East Asia......) and across birth cohorts, and how gestational age modifies these effects. Methods: Data from 26 twin cohorts in 16 countries including 57 613 monozygotic and dizygotic twin pairs were pooled. Genetic and environmental variations of birth size were estimated using genetic structural equation modelling....... Results: The variance of birthweight and length was predominantly explained by shared environmental factors, whereas the variance of PI was explained both by shared and unique environmental factors. Genetic variance contributing to birth size was small. Adjusting for gestational age decreased...

  20. 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.

  1. Dynamic Mean-Variance Asset Allocation

    OpenAIRE

    Basak, Suleyman; Chabakauri, Georgy

    2009-01-01

    Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...

  2. 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

  3. Why risk is not variance: an expository note.

    Science.gov (United States)

    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.

  4. 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...

  5. Genotypic-specific variance in Caenorhabditis elegans lifetime fecundity.

    Science.gov (United States)

    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.

  6. Host nutrition alters the variance in parasite transmission potential.

    Science.gov (United States)

    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.

  7. The variance quadtree algorithm: use for spatial sampling design

    NARCIS (Netherlands)

    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

  8. The influence of mean climate trends and climate variance on beaver survival and recruitment dynamics.

    Science.gov (United States)

    Campbell, Ruairidh D; Nouvellet, Pierre; Newman, Chris; Macdonald, David W; Rosell, Frank

    2012-09-01

    Ecologists are increasingly aware of the importance of environmental variability in natural systems. Climate change is affecting both the mean and the variability in weather and, in particular, the effect of changes in variability is poorly understood. Organisms are subject to selection imposed by both the mean and the range of environmental variation experienced by their ancestors. Changes in the variability in a critical environmental factor may therefore have consequences for vital rates and population dynamics. Here, we examine ≥90-year trends in different components of climate (precipitation mean and coefficient of variation (CV); temperature mean, seasonal amplitude and residual variance) and consider the effects of these components on survival and recruitment in a population of Eurasian beavers (n = 242) over 13 recent years. Within climatic data, no trends in precipitation were detected, but trends in all components of temperature were observed, with mean and residual variance increasing and seasonal amplitude decreasing over time. A higher survival rate was linked (in order of influence based on Akaike weights) to lower precipitation CV (kits, juveniles and dominant adults), lower residual variance of temperature (dominant adults) and lower mean precipitation (kits and juveniles). No significant effects were found on the survival of nondominant adults, although the sample size for this category was low. Greater recruitment was linked (in order of influence) to higher seasonal amplitude of temperature, lower mean precipitation, lower residual variance in temperature and higher precipitation CV. Both climate means and variance, thus proved significant to population dynamics; although, overall, components describing variance were more influential than those describing mean values. That environmental variation proves significant to a generalist, wide-ranging species, at the slow end of the slow-fast continuum of life histories, has broad implications for

  9. Validation of consistency of Mendelian sampling variance.

    Science.gov (United States)

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

    2018-03-01

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

  10. Motor equivalence and structure of variance: multi-muscle postural synergies in Parkinson's disease.

    Science.gov (United States)

    Falaki, Ali; Huang, Xuemei; Lewis, Mechelle M; Latash, Mark L

    2017-07-01

    We explored posture-stabilizing multi-muscle synergies with two methods of analysis of multi-element, abundant systems: (1) Analysis of inter-cycle variance; and (2) Analysis of motor equivalence, both quantified within the framework of the uncontrolled manifold (UCM) hypothesis. Data collected in two earlier studies of patients with Parkinson's disease (PD) were re-analyzed. One study compared synergies in the space of muscle modes (muscle groups with parallel scaling of activation) during tasks performed by early-stage PD patients and controls. The other study explored the effects of dopaminergic medication on multi-muscle-mode synergies. Inter-cycle variance and absolute magnitude of the center of pressure displacement across consecutive cycles were quantified during voluntary whole-body sway within the UCM and orthogonal to the UCM space. The patients showed smaller indices of variance within the UCM and motor equivalence compared to controls. The indices were also smaller in the off-drug compared to on-drug condition. There were strong across-subject correlations between the inter-cycle variance within/orthogonal to the UCM and motor equivalent/non-motor equivalent displacements. This study has shown that, at least for cyclical tasks, analysis of variance and analysis of motor equivalence lead to metrics of stability that correlate with each other and show similar effects of disease and medication. These results show, for the first time, intimate links between indices of variance and motor equivalence. They suggest that analysis of motor equivalence, which requires only a handful of trials, could be used broadly in the field of motor disorders to analyze problems with action stability.

  11. 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

  12. Scaling of the mean and variance of population dynamics under fluctuating regimes.

    Science.gov (United States)

    Pertoldi, Cino; Faurby, S; Reed, D H; Knape, J; Björklund, M; Lundberg, P; Kaitala, V; Loeschcke, V; Bach, L A

    2014-12-01

    Theoretical ecologists have long sought to understand how the persistence of populations depends on the interactions between exogenous (biotic and abiotic) and endogenous (e.g., demographic and genetic) drivers of population dynamics. Recent work focuses on the autocorrelation structure of environmental perturbations and its effects on the persistence of populations. Accurate estimation of extinction times and especially determination of the mechanisms affecting extinction times is important for biodiversity conservation. Here we examine the interaction between environmental fluctuations and the scaling effect of the mean population size with its variance. We investigate how interactions between environmental and demographic stochasticity can affect the mean time to extinction, change optimal patch size dynamics, and how it can alter the often-assumed linear relationship between the census size and the effective population size. The importance of the correlation between environmental and demographic variation depends on the relative importance of the two types of variation. We found the correlation to be important when the two types of variation were approximately equal; however, the importance of the correlation diminishes as one source of variation dominates. The implications of these findings are discussed from a conservation and eco-evolutionary point of view.

  13. Integrating mean and variance heterogeneities to identify differentially expressed genes.

    Science.gov (United States)

    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

  14. Downside Variance Risk Premium

    OpenAIRE

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

    2015-01-01

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

  15. 76 FR 30027 - Land Disposal Restrictions: Site-Specific Treatment Variance for Hazardous Selenium-Bearing Waste...

    Science.gov (United States)

    2011-05-24

    ... Restrictions: Site-Specific Treatment Variance for Hazardous Selenium-Bearing Waste Treated by U.S. Ecology... treatment of a hazardous waste generated by the Owens-Brockway Glass Container Company in Vernon, California... action. List of Subjects in 40 CFR Part 268 Environmental protection, Hazardous waste, and Variances...

  16. Using variances to comply with resource conservation and recovery act treatment standards

    International Nuclear Information System (INIS)

    Ranek, N.L.

    2002-01-01

    When a waste generated, treated, or disposed of at a site in the United States is classified as hazardous under the Resource Conservation and Recovery Act and is destined for land disposal, the waste manager responsible for that site must select an approach to comply with land disposal restrictions (LDR) treatment standards. This paper focuses on the approach of obtaining a variance from existing, applicable LDR treatment standards. It describes the types of available variances, which include (1) determination of equivalent treatment (DET); (2) treatability variance; and (3) treatment variance for contaminated soil. The process for obtaining each type of variance is also described. Data are presented showing that historically the U.S. Environmental Protection Agency (EPA) processed DET petitions within one year of their date of submission. However, a 1999 EPA policy change added public participation to the DET petition review, which may lengthen processing time in the future. Regarding site-specific treatability variances, data are presented showing an EPA processing time of between 10 and 16 months. Only one generically applicable treatability variance has been granted, which took 30 months to process. No treatment variances for contaminated soil, which were added to the federal LDR program in 1998, are identified as having been granted.

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

    Science.gov (United States)

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

    2011-01-01

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

  18. Multilevel covariance regression with correlated random effects in the mean and variance structure.

    Science.gov (United States)

    Quintero, Adrian; Lesaffre, Emmanuel

    2017-09-01

    Multivariate regression methods generally assume a constant covariance matrix for the observations. In case a heteroscedastic model is needed, the parametric and nonparametric covariance regression approaches can be restrictive in the literature. We propose a multilevel regression model for the mean and covariance structure, including random intercepts in both components and allowing for correlation between them. The implied conditional covariance function can be different across clusters as a result of the random effect in the variance structure. In addition, allowing for correlation between the random intercepts in the mean and covariance makes the model convenient for skewedly distributed responses. Furthermore, it permits us to analyse directly the relation between the mean response level and the variability in each cluster. Parameter estimation is carried out via Gibbs sampling. We compare the performance of our model to other covariance modelling approaches in a simulation study. Finally, the proposed model is applied to the RN4CAST dataset to identify the variables that impact burnout of nurses in Belgium. © 2017 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  19. Selection for uniformity in livestock by exploiting genetic heterogeneity of environmental variance

    NARCIS (Netherlands)

    Mulder, H.A.; Bijma, P.; Hill, W.G.

    2008-01-01

    In some situations, it is worthwhile to change not only the mean, but also the variability of traits by selection. Genetic variation in residual variance may be utilised to improve uniformity in livestock populations by selection. The objective was to investigate the effects of genetic parameters,

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

    DEFF Research Database (Denmark)

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

    2013-01-01

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

  1. Community structure and diversity of macrobenthic invertebrates in ...

    African Journals Online (AJOL)

    Macrobenthic invertebrates' community structure and diversity in relation to ... Analysis of variance (ANOVA) revealed that there were significant difference ... invertebrates' species distribution and some measured environmental variables.

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

    Science.gov (United States)

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

    2018-05-01

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

  3. The Genealogical Consequences of Fecundity Variance Polymorphism

    Science.gov (United States)

    Taylor, Jesse E.

    2009-01-01

    The genealogical consequences of within-generation fecundity variance polymorphism are studied using coalescent processes structured by genetic backgrounds. I show that these processes have three distinctive features. The first is that the coalescent rates within backgrounds are not jointly proportional to the infinitesimal variance, but instead depend only on the frequencies and traits of genotypes containing each allele. Second, the coalescent processes at unlinked loci are correlated with the genealogy at the selected locus; i.e., fecundity variance polymorphism has a genomewide impact on genealogies. Third, in diploid models, there are infinitely many combinations of fecundity distributions that have the same diffusion approximation but distinct coalescent processes; i.e., in this class of models, ancestral processes and allele frequency dynamics are not in one-to-one correspondence. Similar properties are expected to hold in models that allow for heritable variation in other traits that affect the coalescent effective population size, such as sex ratio or fecundity and survival schedules. PMID:19433628

  4. Genetic Variation in Schizophrenia Liability is Shared With Intellectual Ability and Brain Structure.

    Science.gov (United States)

    Bohlken, Marc M; Brouwer, Rachel M; Mandl, René C W; Kahn, René S; Hulshoff Pol, Hilleke E

    2016-09-01

    Alterations in intellectual ability and brain structure are important genetic markers for schizophrenia liability. How variations in these phenotypes interact with variance in schizophrenia liability due to genetic or environmental factors is an area of active investigation. Studying these genetic markers using a multivariate twin modeling approach can provide novel leads for (genetic) pathways of schizophrenia development. In a sample of 70 twins discordant for schizophrenia and 130 healthy control twins, structural equation modeling was applied to quantify unique contributions of genetic and environmental factors on human brain structure (cortical thickness, cortical surface and global white matter fractional anisotropy [FA]), intellectual ability and schizophrenia liability. In total, up to 28.1% of the genetic variance (22.8% of total variance) in schizophrenia liability was shared with intelligence quotient (IQ), global-FA, cortical thickness, and cortical surface. The strongest contributor was IQ, sharing on average 16.4% of the genetic variance in schizophrenia liability, followed by cortical thickness (6.3%), global-FA (4.7%) and cortical surface (0.5%). Furthermore, we found that up to 57.4% of the variation due to environmental factors (4.6% of total variance) in schizophrenia was shared with IQ (34.2%) and cortical surface (13.4%). Intellectual ability, FA and cortical thickness show significant and independent shared genetic variance with schizophrenia liability. This suggests that measuring brain-imaging phenotypes helps explain genetic variance in schizophrenia liability that is not captured by variation in IQ. © The Author 2016. Published by Oxford University Press on behalf of the Maryland Psychiatric Research Center. All rights reserved. For permissions, please email: journals.permissions@oup.com.

  5. Is fMRI ?noise? really noise? Resting state nuisance regressors remove variance with network structure

    OpenAIRE

    Bright, Molly G.; Murphy, Kevin

    2015-01-01

    Noise correction is a critical step towards accurate mapping of resting state BOLD fMRI connectivity. Noise sources related to head motion or physiology are typically modelled by nuisance regressors, and a generalised linear model is applied to regress out the associated signal variance. In this study, we use independent component analysis (ICA) to characterise the data variance typically discarded in this pre-processing stage in a cohort of 12 healthy volunteers. The signal variance removed ...

  6. Explicit formulas for the variance of discounted life-cycle cost

    International Nuclear Information System (INIS)

    Noortwijk, Jan M. van

    2003-01-01

    In life-cycle costing analyses, optimal design is usually achieved by minimising the expected value of the discounted costs. As well as the expected value, the corresponding variance may be useful for estimating, for example, the uncertainty bounds of the calculated discounted costs. However, general explicit formulas for calculating the variance of the discounted costs over an unbounded time horizon are not yet available. In this paper, explicit formulas for this variance are presented. They can be easily implemented in software to optimise structural design and maintenance management. The use of the mathematical results is illustrated with some examples

  7. A COSMIC VARIANCE COOKBOOK

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  8. 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

  9. Spectral Ambiguity of Allan Variance

    Science.gov (United States)

    Greenhall, C. A.

    1996-01-01

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

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

    Science.gov (United States)

    Holý, Vladimír

    2017-07-01

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

  11. 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

  12. 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)

  13. Visual SLAM Using Variance Grid Maps

    Science.gov (United States)

    Howard, Andrew B.; Marks, Tim K.

    2011-01-01

    An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance

  14. The organisational structure of urban environmental stewardship

    Science.gov (United States)

    Dana R. Fisher; Lindsay Campbell; Erika S. Svendsen

    2012-01-01

    How is the organisational structure of urban environmental stewardship groups related to the diverse ways that civic stewardship is taking place in urban settings? The findings of the limited number of studies that have explored the organisational structure of civic environmentalism are combined with the research on civic stewardship to answer this question. By...

  15. Prediction-error variance in Bayesian model updating: a comparative study

    Science.gov (United States)

    Asadollahi, Parisa; Li, Jian; Huang, Yong

    2017-04-01

    In Bayesian model updating, the likelihood function is commonly formulated by stochastic embedding in which the maximum information entropy probability model of prediction error variances plays an important role and it is Gaussian distribution subject to the first two moments as constraints. The selection of prediction error variances can be formulated as a model class selection problem, which automatically involves a trade-off between the average data-fit of the model class and the information it extracts from the data. Therefore, it is critical for the robustness in the updating of the structural model especially in the presence of modeling errors. To date, three ways of considering prediction error variances have been seem in the literature: 1) setting constant values empirically, 2) estimating them based on the goodness-of-fit of the measured data, and 3) updating them as uncertain parameters by applying Bayes' Theorem at the model class level. In this paper, the effect of different strategies to deal with the prediction error variances on the model updating performance is investigated explicitly. A six-story shear building model with six uncertain stiffness parameters is employed as an illustrative example. Transitional Markov Chain Monte Carlo is used to draw samples of the posterior probability density function of the structure model parameters as well as the uncertain prediction variances. The different levels of modeling uncertainty and complexity are modeled through three FE models, including a true model, a model with more complexity, and a model with modeling error. Bayesian updating is performed for the three FE models considering the three aforementioned treatments of the prediction error variances. The effect of number of measurements on the model updating performance is also examined in the study. The results are compared based on model class assessment and indicate that updating the prediction error variances as uncertain parameters at the model

  16. Hydrograph variances over different timescales in hydropower production networks

    Science.gov (United States)

    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.

  17. Environmental behaviour of tensile membrane structures

    OpenAIRE

    Elnokaly, Amira; Chilton, John; Wilson, Robin

    2002-01-01

    This paper considers the environmental properties of spaces enclosed by tensile membrane structures (TMS). Limitations in the understanding of the environmental and thermal performance of TMS have to some extent hindered their acceptance by building clients and the building industry. A review of the early attempts to model the thermal environment of spaces enclosed by TMS is given and their environmental and thermal properties are discussed. The lack of appropriate tools for the investigation...

  18. Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium

    DEFF Research Database (Denmark)

    Casas, Isabel; Mao, Xiuping; Veiga, Helena

    This study explores the predictive power of new estimators of the equity variance risk premium and conditional variance for future excess stock market returns, economic activity, and financial instability, both during and after the last global financial crisis. These estimators are obtained from...... time-varying coefficient models are the ones showing considerably higher predictive power for stock market returns and financial instability during the financial crisis, suggesting that an extreme volatility period requires models that can adapt quickly to turmoil........ Moreover, a comparison of the overall results reveals that the conditional variance gains predictive power during the global financial crisis period. Furthermore, both the variance risk premium and conditional variance are determined to be predictors of future financial instability, whereas conditional...

  19. Genetic heterogeneity of within-family variance of body weight in Atlantic salmon (Salmo salar).

    Science.gov (United States)

    Sonesson, Anna K; Odegård, Jørgen; Rönnegård, Lars

    2013-10-17

    Canalization is defined as the stability of a genotype against minor variations in both environment and genetics. Genetic variation in degree of canalization causes heterogeneity of within-family variance. The aims of this study are twofold: (1) quantify genetic heterogeneity of (within-family) residual variance in Atlantic salmon and (2) test whether the observed heterogeneity of (within-family) residual variance can be explained by simple scaling effects. Analysis of body weight in Atlantic salmon using a double hierarchical generalized linear model (DHGLM) revealed substantial heterogeneity of within-family variance. The 95% prediction interval for within-family variance ranged from ~0.4 to 1.2 kg2, implying that the within-family variance of the most extreme high families is expected to be approximately three times larger than the extreme low families. For cross-sectional data, DHGLM with an animal mean sub-model resulted in severe bias, while a corresponding sire-dam model was appropriate. Heterogeneity of variance was not sensitive to Box-Cox transformations of phenotypes, which implies that heterogeneity of variance exists beyond what would be expected from simple scaling effects. Substantial heterogeneity of within-family variance was found for body weight in Atlantic salmon. A tendency towards higher variance with higher means (scaling effects) was observed, but heterogeneity of within-family variance existed beyond what could be explained by simple scaling effects. For cross-sectional data, using the animal mean sub-model in the DHGLM resulted in biased estimates of variance components, which differed substantially both from a standard linear mean animal model and a sire-dam DHGLM model. Although genetic differences in canalization were observed, selection for increased canalization is difficult, because there is limited individual information for the variance sub-model, especially when based on cross-sectional data. Furthermore, potential macro-environmental

  20. 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)

  1. 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)

  2. Environmental and spatial factors influencing the distribution of cladocerans in lakes across the central Canadian Arctic treeline region

    Directory of Open Access Journals (Sweden)

    John P. SMOL

    2010-02-01

    Full Text Available We examine the role of local environmental and spatial factors in explaining variation in the composition of cladoceran assemblages from surface sediments within a set of 50 lakes spanning a broad southwest to northeast transect across the central Canadian Arctic treeline region from Yellowknife (Northwest Territories to the northern boundary of the Thelon Game Sanctuary (Nunavut Territory. Within each lake, the cladoceran fauna was identified based on the subfossil exoskeletal remains preserved in recently deposited lake sediments. Physical and chemical limnological data were measured in August of 1996 and 1998. Spatial data were generated based on latitude and longitude using Principal Coordinates of Neighbors Matrices analysis (PCNM. The relationships between cladocerans and the measured environmental and spatial variables were examined using both unconstrained (Principal Components Analysis, PCA and constrained (Redundancy Analysis, RDA ordination techniques. Variance partitioning, based on partial RDAs, was used to identify the relative importance of significant environmental and spatial explanatory variables. Three environmental variables were identified as significantly influencing cladoceran community structure: surface water temperature, dissolved organic carbon (DOC, and total phosphorus (TP. Five PCNM-generated spatial variables were also significant in explaining cladoceran distributions. Variance partitioning attributed 14% of the variance in the distribution of Cladocera to spatial factors, an additional 10% to spatially-structured environmental variables, and 8% to environmental factors that were not spatially-structured. Within the central Canadian Arctic treeline region, spatial and other environmental processes had an important influence on the distribution of cladoceran communities. The strong influence of spatial factors was related to the large ecoclimatic gradient across treeline. The distribution patterns of cladocerans

  3. 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.

  4. The derivative based variance sensitivity analysis for the distribution parameters and its computation

    International Nuclear Information System (INIS)

    Wang, Pan; Lu, Zhenzhou; Ren, Bo; Cheng, Lei

    2013-01-01

    The output variance is an important measure for the performance of a structural system, and it is always influenced by the distribution parameters of inputs. In order to identify the influential distribution parameters and make it clear that how those distribution parameters influence the output variance, this work presents the derivative based variance sensitivity decomposition according to Sobol′s variance decomposition, and proposes the derivative based main and total sensitivity indices. By transforming the derivatives of various orders variance contributions into the form of expectation via kernel function, the proposed main and total sensitivity indices can be seen as the “by-product” of Sobol′s variance based sensitivity analysis without any additional output evaluation. Since Sobol′s variance based sensitivity indices have been computed efficiently by the sparse grid integration method, this work also employs the sparse grid integration method to compute the derivative based main and total sensitivity indices. Several examples are used to demonstrate the rationality of the proposed sensitivity indices and the accuracy of the applied method

  5. A New Approach for Predicting the Variance of Random Decrement Functions

    DEFF Research Database (Denmark)

    Asmussen, J. C.; Brincker, Rune

    mean Gaussian distributed processes the RD functions are proportional to the correlation functions of the processes. If a linear structur is loaded by Gaussian white noise the modal parameters can be extracted from the correlation funtions of the response, only. One of the weaknesses of the RD...... technique is that no consistent approach to estimate the variance of the RD functions is known. Only approximate relations are available, which can only be used under special conditions. The variance of teh RD functions contains valuable information about accuracy of the estimates. Furthermore, the variance...... can be used as basis for a decision about how many time lags from the RD funtions should be used in the modal parameter extraction procedure. This paper suggests a new method for estimating the variance of the RD functions. The method is consistent in the sense that the accuracy of the approach...

  6. A New Approach for Predicting the Variance of Random Decrement Functions

    DEFF Research Database (Denmark)

    Asmussen, J. C.; Brincker, Rune

    1998-01-01

    mean Gaussian distributed processes the RD functions are proportional to the correlation functions of the processes. If a linear structur is loaded by Gaussian white noise the modal parameters can be extracted from the correlation funtions of the response, only. One of the weaknesses of the RD...... technique is that no consistent approach to estimate the variance of the RD functions is known. Only approximate relations are available, which can only be used under special conditions. The variance of teh RD functions contains valuable information about accuracy of the estimates. Furthermore, the variance...... can be used as basis for a decision about how many time lags from the RD funtions should be used in the modal parameter extraction procedure. This paper suggests a new method for estimating the variance of the RD functions. The method is consistent in the sense that the accuracy of the approach...

  7. Decomposing variation in male reproductive success: age-specific variances and covariances through extra-pair and within-pair reproduction.

    Science.gov (United States)

    Lebigre, Christophe; Arcese, Peter; Reid, Jane M

    2013-07-01

    Age-specific variances and covariances in reproductive success shape the total variance in lifetime reproductive success (LRS), age-specific opportunities for selection, and population demographic variance and effective size. Age-specific (co)variances in reproductive success achieved through different reproductive routes must therefore be quantified to predict population, phenotypic and evolutionary dynamics in age-structured populations. While numerous studies have quantified age-specific variation in mean reproductive success, age-specific variances and covariances in reproductive success, and the contributions of different reproductive routes to these (co)variances, have not been comprehensively quantified in natural populations. We applied 'additive' and 'independent' methods of variance decomposition to complete data describing apparent (social) and realised (genetic) age-specific reproductive success across 11 cohorts of socially monogamous but genetically polygynandrous song sparrows (Melospiza melodia). We thereby quantified age-specific (co)variances in male within-pair and extra-pair reproductive success (WPRS and EPRS) and the contributions of these (co)variances to the total variances in age-specific reproductive success and LRS. 'Additive' decomposition showed that within-age and among-age (co)variances in WPRS across males aged 2-4 years contributed most to the total variance in LRS. Age-specific (co)variances in EPRS contributed relatively little. However, extra-pair reproduction altered age-specific variances in reproductive success relative to the social mating system, and hence altered the relative contributions of age-specific reproductive success to the total variance in LRS. 'Independent' decomposition showed that the (co)variances in age-specific WPRS, EPRS and total reproductive success, and the resulting opportunities for selection, varied substantially across males that survived to each age. Furthermore, extra-pair reproduction increased

  8. Variations analysis of the Society's preference structure regarding environmental issues

    International Nuclear Information System (INIS)

    Angel S, Enrique; Zambrano B, Ana Maria

    2005-01-01

    Society's preference structure regarding environmental issues is understood as the relative importance the society gives to various topics that collectively conform the environmental issues. Based on the hypothesis that this structure behavior and its definition vary with time, proposals are presented related to the concepts and a working plan allowing performing the structure's dynamic analysis. A method is described to gather information based on the systematic reading of a nation wide newspaper during a period time. A comparison is done between the resulting structure and several aspects as the environmental legislation, government plans and summits and environmental milestones

  9. Education modifies genetic and environmental influences on BMI

    DEFF Research Database (Denmark)

    Johnson, Wendy; Kyvik, Kirsten Ohm; Skytthe, Axel

    2011-01-01

    environmental correlations between education and BMI differed by level of education, analyzing women and men separately. Correlations between education and BMI were -.13 in women, -.15 in men. High BMI's were less frequent among well-educated participants, generating less variance. In women, this was due...... to restriction of all forms of variance, overall by a factor of about 2. In men, genetic variance did not vary with education, but results for shared and nonshared environmental variance were similar to those for women. The contributions of the shared environment to the correlations between education and BMI......Obesity is more common among the less educated, suggesting education-related environmental triggers. Such triggers may act differently dependent on genetic and environmental predisposition to obesity. In a Danish Twin Registry survey, 21,522 twins of same-sex pairs provided zygosity, height, weight...

  10. Variance components estimation for farrowing traits of three purebred pigs in Korea

    Directory of Open Access Journals (Sweden)

    Bryan Irvine Lopez

    2017-09-01

    Full Text Available Objective This study was conducted to estimate breed-specific variance components for total number born (TNB, number born alive (NBA and mortality rate from birth through weaning including stillbirths (MORT of three main swine breeds in Korea. In addition, the importance of including maternal genetic and service sire effects in estimation models was evaluated. Methods Records of farrowing traits from 6,412 Duroc, 18,020 Landrace, and 54,254 Yorkshire sows collected from January 2001 to September 2016 from different farms in Korea were used in the analysis. Animal models and the restricted maximum likelihood method were used to estimate variances in animal genetic, permanent environmental, maternal genetic, service sire and residuals. Results The heritability estimates ranged from 0.072 to 0.102, 0.090 to 0.099, and 0.109 to 0.121 for TNB; 0.087 to 0.110, 0.088 to 0.100, and 0.099 to 0.107 for NBA; and 0.027 to 0.031, 0.050 to 0.053, and 0.073 to 0.081 for MORT in the Duroc, Landrace and Yorkshire breeds, respectively. The proportion of the total variation due to permanent environmental effects, maternal genetic effects, and service sire effects ranged from 0.042 to 0.088, 0.001 to 0.031, and 0.001 to 0.021, respectively. Spearman rank correlations among models ranged from 0.98 to 0.99, demonstrating that the maternal genetic and service sire effects have small effects on the precision of the breeding value. Conclusion Models that include additive genetic and permanent environmental effects are suitable for farrowing traits in Duroc, Landrace, and Yorkshire populations in Korea. This breed-specific variance components estimates for litter traits can be utilized for pig improvement programs in Korea.

  11. Handling nonnormality and variance heterogeneity for quantitative sublethal toxicity tests.

    Science.gov (United States)

    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.

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

    Science.gov (United States)

    Dazard, Jean-Eudes; Rao, J Sunil

    2012-07-01

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

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

    Science.gov (United States)

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

    2016-01-01

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

  14. Effects of demographic structure on key properties of stochastic density-independent population dynamics.

    Science.gov (United States)

    Vindenes, Yngvild; Sæther, Bernt-Erik; Engen, Steinar

    2012-12-01

    The development of stochastic demography has largely been based on age structured populations, although other types of demographic structure, especially permanent and dynamic heterogeneity, are likely common in natural populations. The combination of stochasticity and demographic structure is a challenge for analyses of population dynamics and extinction risk, because the population structure will fluctuate around the stable structure and the population size shows transient fluctuations. However, by using a diffusion approximation for the total reproductive value, density-independent dynamics of structured populations can be described with only three population parameters: the expected population growth rate, the environmental variance and the demographic variance. These parameters depend on population structure via the state-specific vital rates and transition rates. Once they are found, the diffusion approximation represents a substantial reduction in model complexity. Here, we review and compare the key population parameters across a wide range of demographic structure, from the case of no structure to the most general case of dynamic heterogeneity, and for both discrete and continuous types. We focus on the demographic variance, but also show how environmental stochasticity can be included. This study brings together results from recent models, each considering a specific type of population structure, and places them in a general framework for structured populations. Comparison across different types of demographic structure reveals that the reproductive value is an essential concept for understanding how population structure affects stochastic dynamics and extinction risk. Copyright © 2011 Elsevier Inc. All rights reserved.

  15. Portfolio optimization using median-variance approach

    Science.gov (United States)

    Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli

    2013-04-01

    Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.

  16. The mean and variance of climate change in the oceans: hidden evolutionary potential under stochastic environmental variability in marine sticklebacks.

    Science.gov (United States)

    Shama, Lisa N S

    2017-08-21

    Increasing climate variability may pose an even greater risk to species than climate warming because temperature fluctuations can amplify adverse impacts of directional warming on fitness-related traits. Here, the influence of directional warming and increasing climate variability on marine stickleback fish (Gasterosteus aculeatus) offspring size variation was investigated by simulating changes to the mean and variance of ocean temperatures predicted under climate change. Reproductive traits of mothers and offspring size reaction norms across four climate scenarios were examined to assess the roles of standing genetic variation, transgenerational and within-generation plasticity in adaptive potential. Mothers acclimated to directional warming produced smaller eggs than mothers in constant, ambient temperatures, whereas mothers in a predictably variable environment (weekly change between temperatures) produced a range of egg sizes, possibly reflecting a diversified bet hedging strategy. Offspring size post-hatch was mostly influenced by genotype by environment interactions and not transgenerational effects. Offspring size reaction norms also differed depending on the type of environmental predictability (predictably variable vs. stochastic), with offspring reaching the largest sizes in the stochastic environment. Release of cryptic genetic variation for offspring size in the stochastic environment suggests hidden evolutionary potential in this wild population to respond to changes in environmental predictability.

  17. Efficient Cardinality/Mean-Variance Portfolios

    OpenAIRE

    Brito, R. Pedro; Vicente, Luís Nunes

    2014-01-01

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

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

    Science.gov (United States)

    Gao, Jing; Burt, James E.

    2017-12-01

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

  19. 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

  20. Jensen's Inequality Predicts Effects of Environmental Variation

    Science.gov (United States)

    Jonathan J. Ruel; Matthew P. Ayres

    1999-01-01

    Many biologists now recognize that environmental variance can exert important effects on patterns and processes in nature that are independent of average conditions. Jenson's inequality is a mathematical proof that is seldom mentioned in the ecological literature but which provides a powerful tool for predicting some direct effects of environmental variance in...

  1. Mean-Variance Analysis in a Multiperiod Setting

    OpenAIRE

    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...

  2. Automatic Bayes Factors for Testing Equality- and Inequality-Constrained Hypotheses on Variances.

    Science.gov (United States)

    Böing-Messing, Florian; Mulder, Joris

    2018-05-03

    In comparing characteristics of independent populations, researchers frequently expect a certain structure of the population variances. These expectations can be formulated as hypotheses with equality and/or inequality constraints on the variances. In this article, we consider the Bayes factor for testing such (in)equality-constrained hypotheses on variances. Application of Bayes factors requires specification of a prior under every hypothesis to be tested. However, specifying subjective priors for variances based on prior information is a difficult task. We therefore consider so-called automatic or default Bayes factors. These methods avoid the need for the user to specify priors by using information from the sample data. We present three automatic Bayes factors for testing variances. The first is a Bayes factor with equal priors on all variances, where the priors are specified automatically using a small share of the information in the sample data. The second is the fractional Bayes factor, where a fraction of the likelihood is used for automatic prior specification. The third is an adjustment of the fractional Bayes factor such that the parsimony of inequality-constrained hypotheses is properly taken into account. The Bayes factors are evaluated by investigating different properties such as information consistency and large sample consistency. Based on this evaluation, it is concluded that the adjusted fractional Bayes factor is generally recommendable for testing equality- and inequality-constrained hypotheses on variances.

  3. Evolution of Genetic Variance during Adaptive Radiation.

    Science.gov (United States)

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

    2018-04-01

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

  4. 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 ...

  5. Genetic and environmental variance and covariance parameters for some reproductive traits of Holstein and Jersey cattle in Antioquia (Colombia

    Directory of Open Access Journals (Sweden)

    Juan Carlos Zambrano

    2014-03-01

    Full Text Available The objective of this study was to estimate the genetic, phenotypic and environmental parameters for calving interval (CI, days open (DO, number of services per conception (NSC and conception rate (CR in Holstein and Jersey cattle in Antioquia (Colombia. Variance and covariance component estimates were obtained by an animal model that was solved using the derivative-free restricted maximum likelihood method. The means and standard deviations for CI, DO, NSC and CR were: 430.32±77.93 days, 127.15±76.96 days, 1.58±1.03 services per conception and 79.88±28.66% in Holstein cattle, and 409.33±86.48 days, 125.62±86.09 days, 1.48±0.98 services per conception and 84.08±27.23% in Jersey cattle, respectively. The heritability estimates (standard errors were: 0.088(0.037, 0.082(0.037, 0.040(0.025 and 0.030(0.026 in Holstein cattle and 0.072(0.098, 0.090(0.104, 0.093(0.097 and 0.147(0.117 in Jersey cattle, respectively. The results show that the genetic, phenotypic and permanent environmental correlations in the two evaluated breeds were favorable for CI × DO, CI × NSC and DO × NSC, but not for CI × CR, DO × CR and NSC × CR. Genetic and permanent environmental correlations were high in most cases in Holstein cattle, whereas in Jersey cattle they were moderate. In contrast, phenotypic correlations were very low in both breeds, except for CI × DO and NSC × CR, which were high. Overall, the genetic component found was very low (<8% in both evaluated breeds and this implies that their selection would take long time and that a good practical management of the herd will be essential in order to improve the reproductive performance.

  6. 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

  7. 40 CFR 260.30 - Non-waste determinations and variances from classification as a solid waste.

    Science.gov (United States)

    2010-07-01

    ... from classification as a solid waste. 260.30 Section 260.30 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED) SOLID WASTES (CONTINUED) HAZARDOUS WASTE MANAGEMENT SYSTEM: GENERAL Rulemaking Petitions § 260.30 Non-waste determinations and variances from classification as a solid waste. In...

  8. Portfolio optimization with mean-variance model

    Science.gov (United States)

    Hoe, Lam Weng; Siew, Lam Weng

    2016-06-01

    Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.

  9. Genetic and environmental effects on body mass index from infancy to the onset of adulthood

    DEFF Research Database (Denmark)

    Silventoinen, Karri; Jelenkovic, Aline; Sund, Reijo

    2016-01-01

    BACKGROUND: Both genetic and environmental factors are known to affect body mass index (BMI), but detailed understanding of how their effects differ during childhood and adolescence is lacking. OBJECTIVES: We analyzed the genetic and environmental contributions to BMI variation from infancy...... were based on 383,092 BMI measurements. Variation in BMI was decomposed into genetic and environmental components through genetic structural equation modeling. RESULTS: The variance of BMI increased from 5 y of age along with increasing mean BMI. The proportion of BMI variation explained by additive...... environment was not observed. The sex-specific expression of genetic factors was seen in infancy but was most prominent at 13 y of age and older. The variance of BMI was highest in North America and Australia and lowest in East Asia, but the relative proportion of genetic variation to total variation remained...

  10. 40 CFR 260.31 - Standards and criteria for variances from classification as a solid waste.

    Science.gov (United States)

    2010-07-01

    ... from classification as a solid waste. 260.31 Section 260.31 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED) SOLID WASTES (CONTINUED) HAZARDOUS WASTE MANAGEMENT SYSTEM: GENERAL Rulemaking Petitions § 260.31 Standards and criteria for variances from classification as a solid waste. (a) The...

  11. 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

  12. Least-squares variance component estimation

    NARCIS (Netherlands)

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

    2007-01-01

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

  13. 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.

  14. Response variance in functional maps: neural darwinism revisited.

    Science.gov (United States)

    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.

  15. Global Distributions of Temperature Variances At Different Stratospheric Altitudes From Gps/met Data

    Science.gov (United States)

    Gavrilov, N. M.; Karpova, N. V.; Jacobi, Ch.

    The GPS/MET measurements at altitudes 5 - 35 km are used to obtain global distribu- tions of small-scale temperature variances at different stratospheric altitudes. Individ- ual temperature profiles are smoothed using second order polynomial approximations in 5 - 7 km thick layers centered at 10, 20 and 30 km. Temperature inclinations from the averaged values and their variances obtained for each profile are averaged for each month of year during the GPS/MET experiment. Global distributions of temperature variances have inhomogeneous structure. Locations and latitude distributions of the maxima and minima of the variances depend on altitudes and season. One of the rea- sons for the small-scale temperature perturbations in the stratosphere could be internal gravity waves (IGWs). Some assumptions are made about peculiarities of IGW gener- ation and propagation in the tropo-stratosphere based on the results of GPS/MET data analysis.

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

    Science.gov (United States)

    Fan, Weihua; Hancock, Gregory R.

    2012-01-01

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

  17. Genetic variants influencing phenotypic variance heterogeneity.

    Science.gov (United States)

    Ek, Weronica E; Rask-Andersen, Mathias; Karlsson, Torgny; Enroth, Stefan; Gyllensten, Ulf; Johansson, Åsa

    2018-03-01

    Most genetic studies identify genetic variants associated with disease risk or with the mean value of a quantitative trait. More rarely, genetic variants associated with variance heterogeneity are considered. In this study, we have identified such variance single-nucleotide polymorphisms (vSNPs) and examined if these represent biological gene × gene or gene × environment interactions or statistical artifacts caused by multiple linked genetic variants influencing the same phenotype. We have performed a genome-wide study, to identify vSNPs associated with variance heterogeneity in DNA methylation levels. Genotype data from over 10 million single-nucleotide polymorphisms (SNPs), and DNA methylation levels at over 430 000 CpG sites, were analyzed in 729 individuals. We identified vSNPs for 7195 CpG sites (P mean DNA methylation levels. We further showed that variance heterogeneity between genotypes mainly represents additional, often rare, SNPs in linkage disequilibrium (LD) with the respective vSNP and for some vSNPs, multiple low frequency variants co-segregating with one of the vSNP alleles. Therefore, our results suggest that variance heterogeneity of DNA methylation mainly represents phenotypic effects by multiple SNPs, rather than biological interactions. Such effects may also be important for interpreting variance heterogeneity of more complex clinical phenotypes.

  18. Robust LOD scores for variance component-based linkage analysis.

    Science.gov (United States)

    Blangero, J; Williams, J T; Almasy, L

    2000-01-01

    The variance component method is now widely used for linkage analysis of quantitative traits. Although this approach offers many advantages, the importance of the underlying assumption of multivariate normality of the trait distribution within pedigrees has not been studied extensively. Simulation studies have shown that traits with leptokurtic distributions yield linkage test statistics that exhibit excessive Type I error when analyzed naively. We derive analytical formulae relating the deviation from the expected asymptotic distribution of the lod score to the kurtosis and total heritability of the quantitative trait. A simple correction constant yields a robust lod score for any deviation from normality and for any pedigree structure, and effectively eliminates the problem of inflated Type I error due to misspecification of the underlying probability model in variance component-based linkage analysis.

  19. Genetic and environmental transmission of body mass index fluctuation.

    Science.gov (United States)

    Bergin, Jocilyn E; Neale, Michael C; Eaves, Lindon J; Martin, Nicholas G; Heath, Andrew C; Maes, Hermine H

    2012-11-01

    This study sought to determine the relationship between body mass index (BMI) fluctuation and cardiovascular disease phenotypes, diabetes, and depression and the role of genetic and environmental factors in individual differences in BMI fluctuation using the extended twin-family model (ETFM). This study included 14,763 twins and their relatives. Health and Lifestyle Questionnaires were obtained from 28,492 individuals from the Virginia 30,000 dataset including twins, parents, siblings, spouses, and children of twins. Self-report cardiovascular disease, diabetes, and depression data were available. From self-reported height and weight, BMI fluctuation was calculated as the difference between highest and lowest BMI after age 18, for individuals 18-80 years. Logistic regression analyses were used to determine the relationship between BMI fluctuation and disease status. The ETFM was used to estimate the significance and contribution of genetic and environmental factors, cultural transmission, and assortative mating components to BMI fluctuation, while controlling for age. We tested sex differences in additive and dominant genetic effects, parental, non-parental, twin, and unique environmental effects. BMI fluctuation was highly associated with disease status, independent of BMI. Genetic effects accounted for ~34 % of variance in BMI fluctuation in males and ~43 % of variance in females. The majority of the variance was accounted for by environmental factors, about a third of which were shared among twins. Assortative mating, and cultural transmission accounted for only a small proportion of variance in this phenotype. Since there are substantial health risks associated with BMI fluctuation and environmental components of BMI fluctuation account for over 60 % of variance in males and over 50 % of variance in females, environmental risk factors may be appropriate targets to reduce BMI fluctuation.

  20. Scaling impacts on environmental controls and spatial heterogeneity of soil organic carbon stocks

    Science.gov (United States)

    Mishra, U.; Riley, W. J.

    2015-07-01

    The spatial heterogeneity of land surfaces affects energy, moisture, and greenhouse gas exchanges with the atmosphere. However, representing the heterogeneity of terrestrial hydrological and biogeochemical processes in Earth system models (ESMs) remains a critical scientific challenge. We report the impact of spatial scaling on environmental controls, spatial structure, and statistical properties of soil organic carbon (SOC) stocks across the US state of Alaska. We used soil profile observations and environmental factors such as topography, climate, land cover types, and surficial geology to predict the SOC stocks at a 50 m spatial scale. These spatially heterogeneous estimates provide a data set with reasonable fidelity to the observations at a sufficiently high resolution to examine the environmental controls on the spatial structure of SOC stocks. We upscaled both the predicted SOC stocks and environmental variables from finer to coarser spatial scales (s = 100, 200, and 500 m and 1, 2, 5, and 10 km) and generated various statistical properties of SOC stock estimates. We found different environmental factors to be statistically significant predictors at different spatial scales. Only elevation, temperature, potential evapotranspiration, and scrub land cover types were significant predictors at all scales. The strengths of control (the median value of geographically weighted regression coefficients) of these four environmental variables on SOC stocks decreased with increasing scale and were accurately represented using mathematical functions (R2 = 0.83-0.97). The spatial structure of SOC stocks across Alaska changed with spatial scale. Although the variance (sill) and unstructured variability (nugget) of the calculated variograms of SOC stocks decreased exponentially with scale, the correlation length (range) remained relatively constant across scale. The variance of predicted SOC stocks decreased with spatial scale over the range of 50 m to ~ 500 m, and remained

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

    Science.gov (United States)

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

    2016-01-01

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

  2. Decomposing Additive Genetic Variance Revealed Novel Insights into Trait Evolution in Synthetic Hexaploid Wheat

    Directory of Open Access Journals (Sweden)

    Abdulqader Jighly

    2018-02-01

    Full Text Available Whole genome duplication (WGD is an evolutionary phenomenon, which causes significant changes to genomic structure and trait architecture. In recent years, a number of studies decomposed the additive genetic variance explained by different sets of variants. However, they investigated diploid populations only and none of the studies examined any polyploid organism. In this research, we extended the application of this approach to polyploids, to differentiate the additive variance explained by the three subgenomes and seven sets of homoeologous chromosomes in synthetic allohexaploid wheat (SHW to gain a better understanding of trait evolution after WGD. Our SHW population was generated by crossing improved durum parents (Triticum turgidum; 2n = 4x = 28, AABB subgenomes with the progenitor species Aegilops tauschii (syn Ae. squarrosa, T. tauschii; 2n = 2x = 14, DD subgenome. The population was phenotyped for 10 fungal/nematode resistance traits as well as two abiotic stresses. We showed that the wild D subgenome dominated the additive effect and this dominance affected the A more than the B subgenome. We provide evidence that this dominance was not inflated by population structure, relatedness among individuals or by longer linkage disequilibrium blocks observed in the D subgenome within the population used for this study. The cumulative size of the three homoeologs of the seven chromosomal groups showed a weak but significant positive correlation with their cumulative explained additive variance. Furthermore, an average of 69% for each chromosomal group's cumulative additive variance came from one homoeolog that had the highest explained variance within the group across all 12 traits. We hypothesize that structural and functional changes during diploidization may explain chromosomal group relations as allopolyploids keep balanced dosage for many genes. Our results contribute to a better understanding of trait evolution mechanisms in polyploidy

  3. Environmental structure and competitive scoring advantages in team competitions

    Science.gov (United States)

    Merritt, Sears; Clauset, Aaron

    2013-10-01

    In most professional sports, playing field structure is kept neutral so that scoring imbalances may be attributed to differences in team skill. It thus remains unknown what impact environmental heterogeneities can have on scoring dynamics or competitive advantages. Applying a novel generative model of scoring dynamics to roughly 10 million team competitions drawn from an online game, we quantify the relationship between the structure within a competition and its scoring dynamics, while controlling the impact of chance. Despite wide structural variations, we observe a common three-phase pattern in the tempo of events. Tempo and balance are highly predictable from a competition's structural features alone and teams exploit environmental heterogeneities for sustained competitive advantage. Surprisingly, the most balanced competitions are associated with specific environmental heterogeneities, not from equally skilled teams. These results shed new light on the design principles of balanced competition, and illustrate the potential of online game data for investigating social dynamics and competition.

  4. Impact of environmental inputs on reverse-engineering approach to network structures.

    Science.gov (United States)

    Wu, Jianhua; Sinfield, James L; Buchanan-Wollaston, Vicky; Feng, Jianfeng

    2009-12-04

    Uncovering complex network structures from a biological system is one of the main topic in system biology. The network structures can be inferred by the dynamical Bayesian network or Granger causality, but neither techniques have seriously taken into account the impact of environmental inputs. With considerations of natural rhythmic dynamics of biological data, we propose a system biology approach to reveal the impact of environmental inputs on network structures. We first represent the environmental inputs by a harmonic oscillator and combine them with Granger causality to identify environmental inputs and then uncover the causal network structures. We also generalize it to multiple harmonic oscillators to represent various exogenous influences. This system approach is extensively tested with toy models and successfully applied to a real biological network of microarray data of the flowering genes of the model plant Arabidopsis Thaliana. The aim is to identify those genes that are directly affected by the presence of the sunlight and uncover the interactive network structures associating with flowering metabolism. We demonstrate that environmental inputs are crucial for correctly inferring network structures. Harmonic causal method is proved to be a powerful technique to detect environment inputs and uncover network structures, especially when the biological data exhibit periodic oscillations.

  5. Extinction risk under coloured environmental noise

    OpenAIRE

    Heino, M; Ripa, Jörgen; Kaitala, V

    2000-01-01

    Positively autocorrelated red environmental noise is characterized by a strong dependence of expected sample variance on sample length. This dependence has to be taken into account when assessing extinction risk under red and white uncorrelated environmental noise. To facilitate a comparison between red and white noise, their expected variances can be scaled to be equal, but only at a chosen time scale. We show with a simple one-dimensional population dynamics model that the different but equ...

  6. Speed Variance and Its Influence on Accidents.

    Science.gov (United States)

    Garber, Nicholas J.; Gadirau, Ravi

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

  7. Genetic Variation in Schizophrenia Liability is Shared With Intellectual Ability and Brain Structure

    NARCIS (Netherlands)

    Bohlken, Marc M; Brouwer, Rachel M; Mandl, René C W; Kahn, René S; Hulshoff Pol, Hilleke E

    2016-01-01

    BACKGROUND: Alterations in intellectual ability and brain structure are important genetic markers for schizophrenia liability. How variations in these phenotypes interact with variance in schizophrenia liability due to genetic or environmental factors is an area of active investigation. Studying

  8. The Higher Order Structure of Environmental Attitudes: A Cross-Cultural Examination

    Directory of Open Access Journals (Sweden)

    Taciano L. Milfont

    2010-01-01

    Full Text Available Past research has suggested that Preservation and Utilization are the two higher order dimensions forming the hierarchical structure of environmental attitudes. This means that these two higher order dimensions could group all kinds of perceptions or beliefs regarding the natural environment people have. A crosscultural study was conducted in Brazil, New Zealand, and South Africa to test this hierarchical structure of environmental attitudes. Results from single- and multi-group confirmatory factor analyses demonstrated that environmental attitudes are a multidimensional construct, and that their first-order factors associate to each other to form a vertical structure. However, the question whether the vertical structure comprise a single higher order factor or two higher order factors still remains unanswered. These results are discussed and directions for future research trying to demonstrate that Preservation and Utilization, taken as distinct second-order environmental attitudes factors, are more empirically meaningful than a single and generalised environmental attitudes higher order factor are presented.

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

    Science.gov (United States)

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

    2015-10-01

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

  10. Volatility and variance swaps : A comparison of quantitative models to calculate the fair volatility and variance strike

    OpenAIRE

    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...

  11. 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)

  12. An update on modeling dose-response relationships: Accounting for correlated data structure and heterogeneous error variance in linear and nonlinear mixed models.

    Science.gov (United States)

    Gonçalves, M A D; Bello, N M; Dritz, S S; Tokach, M D; DeRouchey, J M; Woodworth, J C; Goodband, R D

    2016-05-01

    Advanced methods for dose-response assessments are used to estimate the minimum concentrations of a nutrient that maximizes a given outcome of interest, thereby determining nutritional requirements for optimal performance. Contrary to standard modeling assumptions, experimental data often present a design structure that includes correlations between observations (i.e., blocking, nesting, etc.) as well as heterogeneity of error variances; either can mislead inference if disregarded. Our objective is to demonstrate practical implementation of linear and nonlinear mixed models for dose-response relationships accounting for correlated data structure and heterogeneous error variances. To illustrate, we modeled data from a randomized complete block design study to evaluate the standardized ileal digestible (SID) Trp:Lys ratio dose-response on G:F of nursery pigs. A base linear mixed model was fitted to explore the functional form of G:F relative to Trp:Lys ratios and assess model assumptions. Next, we fitted 3 competing dose-response mixed models to G:F, namely a quadratic polynomial (QP) model, a broken-line linear (BLL) ascending model, and a broken-line quadratic (BLQ) ascending model, all of which included heteroskedastic specifications, as dictated by the base model. The GLIMMIX procedure of SAS (version 9.4) was used to fit the base and QP models and the NLMIXED procedure was used to fit the BLL and BLQ models. We further illustrated the use of a grid search of initial parameter values to facilitate convergence and parameter estimation in nonlinear mixed models. Fit between competing dose-response models was compared using a maximum likelihood-based Bayesian information criterion (BIC). The QP, BLL, and BLQ models fitted on G:F of nursery pigs yielded BIC values of 353.7, 343.4, and 345.2, respectively, thus indicating a better fit of the BLL model. The BLL breakpoint estimate of the SID Trp:Lys ratio was 16.5% (95% confidence interval [16.1, 17.0]). Problems with

  13. Environmental impact on morphological and anatomical structure of ...

    African Journals Online (AJOL)

    Morphological and anatomical structure of Tansy (Tanacetum vulgare L.) from two specific locations in one town, depending on environmental conditions, were carried out: anthropogenic Ada Huja (polluted zone) and non anthropogenic Topcider park (unpolluted). Study included the diferences in the structure of leaves, ...

  14. Toward a more robust variance-based global sensitivity analysis of model outputs

    Energy Technology Data Exchange (ETDEWEB)

    Tong, C

    2007-10-15

    Global sensitivity analysis (GSA) measures the variation of a model output as a function of the variations of the model inputs given their ranges. In this paper we consider variance-based GSA methods that do not rely on certain assumptions about the model structure such as linearity or monotonicity. These variance-based methods decompose the output variance into terms of increasing dimensionality called 'sensitivity indices', first introduced by Sobol' [25]. Sobol' developed a method of estimating these sensitivity indices using Monte Carlo simulations. McKay [13] proposed an efficient method using replicated Latin hypercube sampling to compute the 'correlation ratios' or 'main effects', which have been shown to be equivalent to Sobol's first-order sensitivity indices. Practical issues with using these variance estimators are how to choose adequate sample sizes and how to assess the accuracy of the results. This paper proposes a modified McKay main effect method featuring an adaptive procedure for accuracy assessment and improvement. We also extend our adaptive technique to the computation of second-order sensitivity indices. Details of the proposed adaptive procedure as wells as numerical results are included in this paper.

  15. Environmental Sound Recognition Using Time-Frequency Intersection Patterns

    Directory of Open Access Journals (Sweden)

    Xuan Guo

    2012-01-01

    Full Text Available Environmental sound recognition is an important function of robots and intelligent computer systems. In this research, we use a multistage perceptron neural network system for environmental sound recognition. The input data is a combination of time-variance pattern of instantaneous powers and frequency-variance pattern with instantaneous spectrum at the power peak, referred to as a time-frequency intersection pattern. Spectra of many environmental sounds change more slowly than those of speech or voice, so the intersectional time-frequency pattern will preserve the major features of environmental sounds but with drastically reduced data requirements. Two experiments were conducted using an original database and an open database created by the RWCP project. The recognition rate for 20 kinds of environmental sounds was 92%. The recognition rate of the new method was about 12% higher than methods using only an instantaneous spectrum. The results are also comparable with HMM-based methods, although those methods need to treat the time variance of an input vector series with more complicated computations.

  16. Standardized Cost Structure for the Environmental Industry

    International Nuclear Information System (INIS)

    Skokan, B.; Melamed, D.; Guevara, K.; Mallick, P.; Bierman, G.; Marshall, H.E.

    2006-01-01

    The underlying key to developing successful estimates, tracking project costs, and utilizing historical project cost information is the development of standardized and well-defined hierarchical listing of cost categories. Committees within the U.S. Federal agencies have pioneered efforts toward developing the Environmental Cost Element Structure (ECES), which is key in achieving these goals. The ECES was developed using an iterative process with input from federal agencies and industry. Experts from several disciplines participated including engineers, cost estimators, project/program managers, and contract personnel. The ECES benefits from an intense analytical effort, the knowledge gained from the maturation of the environmental industry, and incorporation of past user's experiences. Building upon this foundation, the E06 committee of the ASTM International has now fully developed and published a standard (ASTM 2150-04) that provides standardized cost categories with complete cost category definitions. This standard affords environmental and nuclear D and D project managers the opportunity to have a well defined hierarchical listing of their estimates and actual costs, readily adapted to performing summations and roll-ups, supported by a multi-level dictionary specifically defining the content of the cost elements as well as the summations. Owing to the dynamic nature of the environmental technologies, efforts need to be made to continue to update this standard by adding new technologies and methods as they are developed and employed in the field. Lastly, the Environmental Cost Element Structure that is embodied in this standard also presents opportunities to develop historical cost databases and comprehensive life cycle cost estimates and standardized cost estimating tools. (authors)

  17. Estimating the encounter rate variance in distance sampling

    Science.gov (United States)

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

    2009-01-01

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

  18. 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

  19. Environmental Liability and Organizational Structure

    OpenAIRE

    Laurent Franckx; F.P. de Vries

    2004-01-01

    This paper presents a multitask principal-agent model to examine how environmental liability rules for individual managers within a corporate hierarchy affect, on the one hand, the incentive schemes the organization provides and, on the other hand, the choice between a functional or a product-based organizational structure. If managers are risk neutral, a product-based organization dominates a functional organization and allows to obtain first-best effort level. If, moreover, there are no dis...

  20. The Distribution of the Sample Minimum-Variance Frontier

    OpenAIRE

    Raymond Kan; Daniel R. Smith

    2008-01-01

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

  1. Minimum variance and variance of outgoing quality limit MDS-1(c1, c2) plans

    Science.gov (United States)

    Raju, C.; Vidya, R.

    2016-06-01

    In this article, the outgoing quality (OQ) and total inspection (TI) of multiple deferred state sampling plans MDS-1(c1,c2) are studied. It is assumed that the inspection is rejection rectification. Procedures for designing MDS-1(c1,c2) sampling plans with minimum variance of OQ and TI are developed. A procedure for obtaining a plan for a designated upper limit for the variance of the OQ (VOQL) is outlined.

  2. Genetic selection for increased mean and reduced variance of twinning rate in Belclare ewes.

    Science.gov (United States)

    Cottle, D J; Gilmour, A R; Pabiou, T; Amer, P R; Fahey, A G

    2016-04-01

    It is sometimes possible to breed for more uniform individuals by selecting animals with a greater tendency to be less variable, that is, those with a smaller environmental variance. This approach has been applied to reproduction traits in various animal species. We have evaluated fecundity in the Irish Belclare sheep breed by analyses of flocks with differing average litter size (number of lambs per ewe per year, NLB) and have estimated the genetic variance in environmental variance of lambing traits using double hierarchical generalized linear models (DHGLM). The data set comprised of 9470 litter size records from 4407 ewes collected in 56 flocks. The percentage of pedigreed lambing ewes with singles, twins and triplets was 30, 54 and 14%, respectively, in 2013 and has been relatively constant for the last 15 years. The variance of NLB increases with the mean in this data; the correlation of mean and standard deviation across sires is 0.50. The breeding goal is to increase the mean NLB without unduly increasing the incidence of triplets and higher litter sizes. The heritability estimates for lambing traits were NLB, 0.09; triplet occurrence (TRI) 0.07; and twin occurrence (TWN), 0.02. The highest and lowest twinning flocks differed by 23% (75% versus 52%) in the proportion of ewes lambing twins. Fitting bivariate sire models to NLB and the residual from the NLB model using a double hierarchical generalized linear model (DHGLM) model found a strong genetic correlation (0.88 ± 0.07) between the sire effect for the magnitude of the residual (VE ) and sire effects for NLB, confirming the general observation that increased average litter size is associated with increased variability in litter size. We propose a threshold model that may help breeders with low litter size increase the percentage of twin bearers without unduly increasing the percentage of ewes bearing triplets in Belclare sheep. © 2015 Blackwell Verlag GmbH.

  3. Balanced Evaluation of Structural and Environmental Performances in Building Design

    Directory of Open Access Journals (Sweden)

    Marco Lamperti Tornaghi

    2018-03-01

    Full Text Available The design of new buildings, and even more the rehabilitation of existing ones, needs to satisfy modern criteria in terms of energy efficiency and environmental performance, within the context of adequate safety requirements. Tackling all these needs at the same time is cumbersome, as demonstrated by several experiences during recent earthquakes, where the improvement of energy performance vanished by seismic-induced damages. The costs of energy retrofitting must be added to the normal losses caused by the earthquake. Even though the minimum safety requirements are met (no collapse, the damage due to earthquake might be enough to waste the investment made to improve energy efficiency. Since these measures are often facilitated by corresponding incentives, the use of public funding is not cost effective. The application of the existing impact assessment methods is typically performed at the end of the architectural and structural design process. Thus, no real optimisation can be achieved, because a good structural solution could correspond to a poor environmental performance and vice versa. The proposed Sustainable Structural Design method (SSD considers both environmental and structural parameters in the life cycle perspective. The integration of environmental data in the structural performance is the focus of the method. Structural performances are considered in a probabilistic approach, through the introduction of a simplified Performance Based Assessment method. Finally, the SSD method is implemented with a case-study of an office-occupancy building, both for precast and cast-in-situ structural systems, with the aim to find the best solution in terms of sustainability and structural performance for the case at hand.

  4. Genetic and environmental influences on dimensional representations of DSM-IV cluster C personality disorders: a population-based multivariate twin study.

    Science.gov (United States)

    Reichborn-Kjennerud, Ted; Czajkowski, Nikolai; Neale, Michael C; Ørstavik, Ragnhild E; Torgersen, Svenn; Tambs, Kristian; Røysamb, Espen; Harris, Jennifer R; Kendler, Kenneth S

    2007-05-01

    The DSM-IV cluster C Axis II disorders include avoidant (AVPD), dependent (DEPD) and obsessive-compulsive (OCPD) personality disorders. We aimed to estimate the genetic and environmental influences on dimensional representations of these disorders and examine the validity of the cluster C construct by determining to what extent common familial factors influence the individual PDs. PDs were assessed using the Structured Interview for DSM-IV Personality (SIDP-IV) in a sample of 1386 young adult twin pairs from the Norwegian Institute of Public Health Twin Panel (NIPHTP). A single-factor independent pathway multivariate model was applied to the number of endorsed criteria for the three cluster C disorders, using the statistical modeling program Mx. The best-fitting model included genetic and unique environmental factors only, and equated parameters for males and females. Heritability ranged from 27% to 35%. The proportion of genetic variance explained by a common factor was 83, 48 and 15% respectively for AVPD, DEPD and OCPD. Common genetic and environmental factors accounted for 54% and 64% respectively of the variance in AVPD and DEPD but only 11% of the variance in OCPD. Cluster C PDs are moderately heritable. No evidence was found for shared environmental or sex effects. Common genetic and individual environmental factors account for a substantial proportion of the variance in AVPD and DEPD. However, OCPD appears to be largely etiologically distinct from the other two PDs. The results do not support the validity of the DSM-IV cluster C construct in its present form.

  5. Discrete and continuous time dynamic mean-variance analysis

    OpenAIRE

    Reiss, Ariane

    1999-01-01

    Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

  6. Nonlinear Epigenetic Variance: Review and Simulations

    Science.gov (United States)

    Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.

    2010-01-01

    We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…

  7. Speeding up microevolution: the effects of increasing temperature on selection and genetic variance in a wild bird population

    NARCIS (Netherlands)

    Husby, A.; Visser, M.E.; Kruuk, L.E.B.

    2011-01-01

    The amount of genetic variance underlying a phenotypic trait and the strength of selection acting on that trait are two key parameters that determine any evolutionary response to selection. Despite substantial evidence that, in natural populations, both parameters may vary across environmental

  8. Multilevel models for multiple-baseline data: modeling across-participant variation in autocorrelation and residual variance.

    Science.gov (United States)

    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.

  9. Waste Isolation Pilot Plant no-migration variance petition. Executive summary

    Energy Technology Data Exchange (ETDEWEB)

    1990-12-31

    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.

  10. Revision: Variance Inflation in Regression

    Directory of Open Access Journals (Sweden)

    D. R. Jensen

    2013-01-01

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

  11. Mean-Variance Portfolio Selection with a Fixed Flow of Investment in ...

    African Journals Online (AJOL)

    We consider a mean-variance portfolio selection problem for a fixed flow of investment in a continuous time framework. We consider a market structure that is characterized by a cash account, an indexed bond and a stock. We obtain the expected optimal terminal wealth for the investor. We also obtain a closed-form ...

  12. Variance estimation for generalized Cavalieri estimators

    OpenAIRE

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

    2011-01-01

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

  13. 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.

  14. 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.

  15. An analysis of students’ cognitive structures in relation to their environmental sensitivity

    Directory of Open Access Journals (Sweden)

    Gercek Cem

    2017-01-01

    Full Text Available One of the basic aims of environment-related subjects included in the biology curriculum is to raise environmental awareness. Yet, the fact that the concepts taught especially in the context of environmental issues are abstract influences meaningful learning. This, in turn, influences behaviours displayed. Exhibiting students’ cognitive structures in assuring effective and meaningful concept teaching increases the importance of studies conducted. Unavailability of studies in the literature analysing students’ cognitive structures in relation to their sensitivity to the environment demonstrates the importance of this current study. This study aims to analyse students’ cognitive structures in relation to their environmental sensitivity. The study employs survey model- one of the qualitative research designs. The study group was composed of 56 high school students in the 2016-2017 academic year. The study group was formed through purposeful sampling. Word Association Test (WAT was prepared in order to uncover students’ cognitive structures in relation to their environmental sensitivity. Having transcribed the data obtained, they were put to content analysis and were transferred to the medium of computer. The results showed that students’ cognitive structure concerning their environmental sensitivity was divided into categories.

  16. 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.

  17. The environmental structure to the interior of the organization

    International Nuclear Information System (INIS)

    Angel Sanint, Enrique

    1998-01-01

    The tasks to perform by any area are presented for the two basic types of environmental structure within the organization, function oriented and process oriented - based on that classification, advantages and disadvantages are identified for both structures. Finally, some additional coordination mechanisms are proposed in order to make the process oriented structure more flexible

  18. Effect of Genotypic and Environmental Differences on Flax (Linum usitatissimum L.)

    International Nuclear Information System (INIS)

    Amer, I.M; Moustafa, H.A.M.

    2006-01-01

    Genotype X environment (GE) interactions for some flax characters nd their effects on yield of three divergent mutant lines two local cultivars were studied over five environmental conditions (three years and different soils) at Inshas, Egypt. the obtained results reveled that the variance due to environmental conditions were greater than the variance due to genotypes, or GE interaction for all studied traits. the variances due to GE interactions were greater than the variances for genotypes in seed yield and its related traits and vice versa in straw yield and its related traits. the environmental conditions exhibited greater effect on the local cultivars than on mutant lines. the mutant line 25 gave the highest seeds and straw yield / plant over all environments. adaptability and performance stability of a line over years and sites are interested for flax producer for growing a cultivar with high yield and performance stability at his location

  19. 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.

  20. Quantitative genetic variance and multivariate clines in the Ivyleaf morning glory, Ipomoea hederacea.

    Science.gov (United States)

    Stock, Amanda J; Campitelli, Brandon E; Stinchcombe, John R

    2014-08-19

    Clinal variation is commonly interpreted as evidence of adaptive differentiation, although clines can also be produced by stochastic forces. Understanding whether clines are adaptive therefore requires comparing clinal variation to background patterns of genetic differentiation at presumably neutral markers. Although this approach has frequently been applied to single traits at a time, we have comparatively fewer examples of how multiple correlated traits vary clinally. Here, we characterize multivariate clines in the Ivyleaf morning glory, examining how suites of traits vary with latitude, with the goal of testing for divergence in trait means that would indicate past evolutionary responses. We couple this with analysis of genetic variance in clinally varying traits in 20 populations to test whether past evolutionary responses have depleted genetic variance, or whether genetic variance declines approaching the range margin. We find evidence of clinal differentiation in five quantitative traits, with little evidence of isolation by distance at neutral loci that would suggest non-adaptive or stochastic mechanisms. Within and across populations, the traits that contribute most to population differentiation and clinal trends in the multivariate phenotype are genetically variable as well, suggesting that a lack of genetic variance will not cause absolute evolutionary constraints. Our data are broadly consistent theoretical predictions of polygenic clines in response to shallow environmental gradients. Ecologically, our results are consistent with past findings of natural selection on flowering phenology, presumably due to season-length variation across the range. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

  1. The enhanced variance propagation code for the Idaho Chemical Processing Plant

    International Nuclear Information System (INIS)

    Kern, E.A.; Zack, N.R.; Britschgi, J.J.

    1992-01-01

    The Variance Propagation (VP) Code was developed by the Los Alamos National Laboratory's Safeguard's Systems Group to provide off-line variance propagation and systems analysis for nuclear material processing facilities. The code can also be used as a tool in the design and evaluation of material accounting systems. In this regard , the VP code was enhanced to incorporate a model of the material accountability measurements used in the Idaho Chemical Processing Plant operated by the Westinghouse Idaho Nuclear Company. Inputs to the code were structured to account for the dissolves/headend process, the waste streams, process performed to determine the sensitivity of measurement and sampling errors to the overall material balance error. We determined that the material balance error is very sensitive to changes in the sampling errors. 3 refs

  2. Integrating Variances into an Analytical Database

    Science.gov (United States)

    Sanchez, Carlos

    2010-01-01

    For this project, I enrolled in numerous SATERN courses that taught the basics of database programming. These include: Basic Access 2007 Forms, Introduction to Database Systems, Overview of Database Design, and others. My main job was to create an analytical database that can handle many stored forms and make it easy to interpret and organize. Additionally, I helped improve an existing database and populate it with information. These databases were designed to be used with data from Safety Variances and DCR forms. The research consisted of analyzing the database and comparing the data to find out which entries were repeated the most. If an entry happened to be repeated several times in the database, that would mean that the rule or requirement targeted by that variance has been bypassed many times already and so the requirement may not really be needed, but rather should be changed to allow the variance's conditions permanently. This project did not only restrict itself to the design and development of the database system, but also worked on exporting the data from the database to a different format (e.g. Excel or Word) so it could be analyzed in a simpler fashion. Thanks to the change in format, the data was organized in a spreadsheet that made it possible to sort the data by categories or types and helped speed up searches. Once my work with the database was done, the records of variances could be arranged so that they were displayed in numerical order, or one could search for a specific document targeted by the variances and restrict the search to only include variances that modified a specific requirement. A great part that contributed to my learning was SATERN, NASA's resource for education. Thanks to the SATERN online courses I took over the summer, I was able to learn many new things about computers and databases and also go more in depth into topics I already knew about.

  3. Flow rate dependent extra-column variance from injection in capillary liquid chromatography.

    Science.gov (United States)

    Aggarwal, Pankaj; Liu, Kun; Sharma, Sonika; Lawson, John S; Dennis Tolley, H; Lee, Milton L

    2015-02-06

    Efficiency and resolution in capillary liquid chromatography (LC) can be significantly affected by extra-column band broadening, especially for isocratic separations. This is particularly a concern in evaluating column bed structure using non-retained test compounds. The band broadening due to an injector supplied with a commercially available capillary LC system was characterized from experimental measurements. The extra-column variance from the injection valve was found to have an extra-column contribution independent of the injection volume, showing an exponential dependence on flow rate. The overall extra-column variance from the injection valve was found to vary from 34 to 23 nL. A new mathematical model was derived that explains this exponential contribution of extra-column variance on chromatographic performance. The chromatographic efficiency was compromised by ∼130% for a non-retained analyte because of injection valve dead volume. The measured chromatographic efficiency was greatly improved when a new nano-flow pumping system with integrated injection valve was used. Copyright © 2014 Elsevier B.V. All rights reserved.

  4. Structure and stability of genetic variance-covariance matrices: A Bayesian sparse factor analysis of transcriptional variation in the three-spined stickleback.

    Science.gov (United States)

    Siren, J; Ovaskainen, O; Merilä, J

    2017-10-01

    The genetic variance-covariance matrix (G) is a quantity of central importance in evolutionary biology due to its influence on the rate and direction of multivariate evolution. However, the predictive power of empirically estimated G-matrices is limited for two reasons. First, phenotypes are high-dimensional, whereas traditional statistical methods are tuned to estimate and analyse low-dimensional matrices. Second, the stability of G to environmental effects and over time remains poorly understood. Using Bayesian sparse factor analysis (BSFG) designed to estimate high-dimensional G-matrices, we analysed levels variation and covariation in 10,527 expressed genes in a large (n = 563) half-sib breeding design of three-spined sticklebacks subject to two temperature treatments. We found significant differences in the structure of G between the treatments: heritabilities and evolvabilities were higher in the warm than in the low-temperature treatment, suggesting more and faster opportunity to evolve in warm (stressful) conditions. Furthermore, comparison of G and its phenotypic equivalent P revealed the latter is a poor substitute of the former. Most strikingly, the results suggest that the expected impact of G on evolvability-as well as the similarity among G-matrices-may depend strongly on the number of traits included into analyses. In our results, the inclusion of only few traits in the analyses leads to underestimation in the differences between the G-matrices and their predicted impacts on evolution. While the results highlight the challenges involved in estimating G, they also illustrate that by enabling the estimation of large G-matrices, the BSFG method can improve predicted evolutionary responses to selection. © 2017 John Wiley & Sons Ltd.

  5. 29 CFR 1905.5 - Effect of variances.

    Science.gov (United States)

    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...

  6. 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...

  7. Variance Function Partially Linear Single-Index Models1.

    Science.gov (United States)

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

    2015-01-01

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

  8. On the estimation variance for the specific Euler-Poincaré characteristic of random networks.

    Science.gov (United States)

    Tscheschel, A; Stoyan, D

    2003-07-01

    The specific Euler number is an important topological characteristic in many applications. It is considered here for the case of random networks, which may appear in microscopy either as primary objects of investigation or as secondary objects describing in an approximate way other structures such as, for example, porous media. For random networks there is a simple and natural estimator of the specific Euler number. For its estimation variance, a simple Poisson approximation is given. It is based on the general exact formula for the estimation variance. In two examples of quite different nature and topology application of the formulas is demonstrated.

  9. Discrete time and continuous time dynamic mean-variance analysis

    OpenAIRE

    Reiss, Ariane

    1999-01-01

    Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

  10. Dominance genetic variance for traits under directional selection in Drosophila serrata.

    Science.gov (United States)

    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.

  11. CMB-S4 and the hemispherical variance anomaly

    Science.gov (United States)

    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.

  12. Genetic control of environmental variation of two quantitative traits of Drosophila melanogaster revealed by whole-genome sequencing

    DEFF Research Database (Denmark)

    Sørensen, Peter; de los Campos, Gustavo; Morgante, Fabio

    2015-01-01

    and others more volatile performance. Understanding the mechanisms responsible for environmental variability not only informs medical questions but is relevant in evolution and in agricultural science. In this work fully sequenced inbred lines of Drosophila melanogaster were analyzed to study the nature...... of genetic control of environmental variance for two quantitative traits: starvation resistance (SR) and startle response (SL). The evidence for genetic control of environmental variance is compelling for both traits. Sequence information is incorporated in random regression models to study the underlying...... genetic signals, which are shown to be different in the two traits. Genomic variance in sexual dimorphism was found for SR but not for SL. Indeed, the proportion of variance captured by sequence information and the contribution to this variance from four chromosome segments differ between sexes in SR...

  13. 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...

  14. ENVIRONMENTAL REPORTING AND SHAREHOLDER STRUCTURE IN THE CASE OF ROMANIAN COMPANIES

    Directory of Open Access Journals (Sweden)

    IENCIU IONEL-ALIN

    2012-07-01

    Full Text Available Because environmental reporting remains voluntary on an international scale, there are major difference in terms of quality and quantity of environmental information, reported by entities from varied sectors and countries. The literature identifies factors like public exposure, entities legitimacy, laws and regulation, characteristics of the company (management, size, profitability etc, culture as the main factors that could determine environmental reporting (Lee and Hutchinso, 2005. Within this study, I have focused on environmental reporting and I have analyses factors related to corporate governance characteristics, such as shareholder structure, in order to identify the existence of certain associations between the shareholder structure and the level of environmental reporting. The paper represent an empirical analyzes on how shareholder structure might explain the level of environmental reporting in the case of Romanian companies listed at Bucharest Stock Exchange. The sample consist in 64 entities listed at Bucharest Stock Exchange in the first, second and third tier from 10 areas of activity that may impact the environment: agriculture, forestry and fishing; the extractive industry; the manufacture industry; production and supply of electricity, thermal energy, gas, water; water distribution, sanitation, managing waste, recyclable materials recovery activities; construction; transport and storage; food industry, hotels, restaurants; the repair, retail, maintenance and installation of machinery and equipment; printing and reproduction of recorded media. I suggest a model comprising shareholder structure: percentage owned by families, percentage owned by institutional investors, percentage owned by private investors, percentage owned by foreign investors, percentage owned by board members, percentage owned by management members as factors that could explain environmental reporting. As future research we will test this model on companies

  15. Coastal Geographic Structures in Coastal-Marine Environmental Management

    Science.gov (United States)

    Baklanov, P. Ya.; Ganzei, K. S.; Ermoshin, V. V.

    2018-01-01

    It has been proposed to distinguish the coastal geographic structures consisting of a spatial combination of three interconnected and mutually conditioned parts (coastal-territorial, coastal, coastal-marine), which are interlinked with each other by the cumulative effect of real-energy flows. Distinguishing specific resource features of the coastal structures, by which they play a connecting role in the complex coastalmarine management, has been considered. The main integral resource feature of the coastal structures is their connecting functions, which form transitional parts mutually connecting the coastal-territorial and coastalmarine environmental management.

  16. 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)

  17. Deviation of the Variances of Classical Estimators and Negative Integer Moment Estimator from Minimum Variance Bound with Reference to Maxwell Distribution

    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.

  18. 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)

  19. Direct encoding of orientation variance in the visual system.

    Science.gov (United States)

    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.

  20. 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)

  1. The impact of news ans the SMP on realized (co)variances in the Eurozone sovereign debt market

    NARCIS (Netherlands)

    Beetsma, R.; de Jong, F.; Giuliodori, M.; Widijanto, D.

    2014-01-01

    We use realized variances and covariances based on intraday data from Eurozone sovereign bond market to measure the dependence structure of eurozone sovereign yields. Our analysis focuses on the impact of news, obtained from the Eurointelligence newsash, on the dependence structure. More news raises

  2. Some variance reduction methods for numerical stochastic homogenization.

    Science.gov (United States)

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

    2016-04-28

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

  3. 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.

  4. Restricted Variance Interaction Effects

    DEFF Research Database (Denmark)

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

    2018-01-01

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

  5. 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.

  6. The scope and control of attention: Sources of variance in working memory capacity.

    Science.gov (United States)

    Chow, Michael; Conway, Andrew R A

    2015-04-01

    Working memory capacity is a strong positive predictor of many cognitive abilities, across various domains. The pattern of positive correlations across domains has been interpreted as evidence for a unitary source of inter-individual differences in behavior. However, recent work suggests that there are multiple sources of variance contributing to working memory capacity. The current study (N = 71) investigates individual differences in the scope and control of attention, in addition to the number and resolution of items maintained in working memory. Latent variable analyses indicate that the scope and control of attention reflect independent sources of variance and each account for unique variance in general intelligence. Also, estimates of the number of items maintained in working memory are consistent across tasks and related to general intelligence whereas estimates of resolution are task-dependent and not predictive of intelligence. These results provide insight into the structure of working memory, as well as intelligence, and raise new questions about the distinction between number and resolution in visual short-term memory.

  7. 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

  8. Estimation of measurement variance in the context of environment statistics

    Science.gov (United States)

    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.

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

    Science.gov (United States)

    Legarra, Andres

    2016-02-01

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

  10. Variance estimation in the analysis of microarray data

    KAUST Repository

    Wang, Yuedong

    2009-04-01

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

  11. Variance computations for functional of absolute risk estimates.

    Science.gov (United States)

    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.

  12. 76 FR 78698 - Proposed Revocation of Permanent Variances

    Science.gov (United States)

    2011-12-19

    ... Administration (``OSHA'' or ``the Agency'') granted permanent variances to 24 companies engaged in the... DEPARTMENT OF LABOR Occupational Safety and Health Administration [Docket No. OSHA-2011-0054] Proposed Revocation of Permanent Variances AGENCY: Occupational Safety and Health Administration (OSHA...

  13. Structural Health Monitoring under Nonlinear Environmental or Operational Influences

    Directory of Open Access Journals (Sweden)

    Jyrki Kullaa

    2014-01-01

    Full Text Available Vibration-based structural health monitoring is based on detecting changes in the dynamic characteristics of the structure. It is well known that environmental or operational variations can also have an influence on the vibration properties. If these effects are not taken into account, they can result in false indications of damage. If the environmental or operational variations cause nonlinear effects, they can be compensated using a Gaussian mixture model (GMM without the measurement of the underlying variables. The number of Gaussian components can also be estimated. For the local linear components, minimum mean square error (MMSE estimation is applied to eliminate the environmental or operational influences. Damage is detected from the residuals after applying principal component analysis (PCA. Control charts are used for novelty detection. The proposed approach is validated using simulated data and the identified lowest natural frequencies of the Z24 Bridge under temperature variation. Nonlinear models are most effective if the data dimensionality is low. On the other hand, linear models often outperform nonlinear models for high-dimensional data.

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

    International Nuclear Information System (INIS)

    Noack, K.

    1982-01-01

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

  15. Personal and Environmental Resources Mediate the Positivity-Emotional Dysfunction Relationship.

    Science.gov (United States)

    Lehrer, H Matthew; Janus, Katherine C; Gloria, Christian T; Steinhardt, Mary A

    2017-03-01

    We investigated the relationships among positivity, perceived personal and environmental resources, and emotional dysfunction in adolescent girls. We hypothesized that perceived resources would mediate the relationship between positivity and emotional dysfunction. Participants (N = 510) attending an all-girls public school completed a survey assessing emotional dysfunction (depressive symptoms and perceived stress), positivity (positive/negative emotions), and personal/ environmental resources (resilience, hope, percent adaptive coping, community connectedness, social support, and school connectedness). Perceived resources were combined into one latent variable, and structural equation modeling tested the mediating effect of perceived resources on the relationship between positivity and emotional dysfunction. The model accounted for 63% of the variance in emotional dysfunction. Positivity exerted a significant direct effect on emotional dysfunction (β = -.14, p emotional dysfunction is primarily but not entirely mediated by perceived personal and environmental resources. Schools should consider strategies to enhance experiences of positive emotions and/or decrease experiences of negative emotions, in conjunction with encouraging student awareness and development of personal and environmental resources.

  16. Diagnostic checking in linear processes with infinit variance

    OpenAIRE

    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.

  17. Effect of environmental stress on clonal structure of Eucypris virens (Crustacea, Ostracoda)

    OpenAIRE

    Martins M. J. F.; Vandekerkhove J.; Adolfsson S.; Rossetti G.; Namiotko T.; Jokela J.

    2010-01-01

    Environmental stress imposes strong natural selection on clonal populations, promoting evolutionary change in clonal structure. Environmental stress may also lead to reduction in population size, which together with clonal selection may reduce genotypic diversity of the local populations. We examined how clonal structure in wild-collected samples of two parthenogenetic populations of the freshwater ostracod Eucypris virens responded to hypersalinity and starvation, and the combination of the ...

  18. RR-Interval variance of electrocardiogram for atrial fibrillation detection

    Science.gov (United States)

    Nuryani, N.; Solikhah, M.; Nugoho, A. S.; Afdala, A.; Anzihory, E.

    2016-11-01

    Atrial fibrillation is a serious heart problem originated from the upper chamber of the heart. The common indication of atrial fibrillation is irregularity of R peak-to-R-peak time interval, which is shortly called RR interval. The irregularity could be represented using variance or spread of RR interval. This article presents a system to detect atrial fibrillation using variances. Using clinical data of patients with atrial fibrillation attack, it is shown that the variance of electrocardiographic RR interval are higher during atrial fibrillation, compared to the normal one. Utilizing a simple detection technique and variances of RR intervals, we find a good performance of atrial fibrillation detection.

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

    OpenAIRE

    Ma, Hui-qiang

    2014-01-01

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

  20. Genetic Analysis of Micro-environmental Plasticity in Drosophila melanogaster

    DEFF Research Database (Denmark)

    Morgante, Fabio; Sorensen, Daniel A; Sørensen, Peter

    Quantitative genetic models recognize the potential for genotype by environment interaction, whereby different genotypes have different plastic responses to changes in macro-environmental conditions. Recently, it has been recognized that micro-environmental plasticity (‘residual’ variance) may also...... be genetically variable. This study utilized the Drosophila Genetic Reference Panel (DGRP) to accurately estimate the genetic variance of micro-environmental plasticity for chill coma recovery time and startle response. Estimates of broad sense heritabilities for both traits are substantial (from 0.51 to 0.......77), of the same order as the heritability at the level of the trait mean for startle response and even larger for chill coma recovery. Genome wide association analyses identified molecular variants (from 15 to 31 depending on the sex and the trait) associated with micro-environmental plasticity. These findings...

  1. 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.

  2. Rational and mechanics of a peak risk variance swap for a property insurance portfolio

    OpenAIRE

    Zvezdov, Ivelin

    2012-01-01

    In this technical report we explore the motivation, structuring and detailed mechanics of a variance swap contract adapted for a property insurance portfolio. We structure, price and test sensitivities of the swap contract using real event historical and modeled natural catastrophe loss data. Our key motivation is to propose an element of financial engineering innovation to insurance portfolio risk management to allow for constructing hedging strategies that may not be possible to achieve w...

  3. Means and Variances without Calculus

    Science.gov (United States)

    Kinney, John J.

    2005-01-01

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

  4. The demographic transition influences variance in fitness and selection on height and BMI in rural Gambia.

    Science.gov (United States)

    Courtiol, Alexandre; Rickard, Ian J; Lummaa, Virpi; Prentice, Andrew M; Fulford, Anthony J C; Stearns, Stephen C

    2013-05-20

    Recent human history is marked by demographic transitions characterized by declines in mortality and fertility. By influencing the variance in those fitness components, demographic transitions can affect selection on other traits. Parallel to changes in selection triggered by demography per se, relationships between fitness and anthropometric traits are also expected to change due to modification of the environment. Here we explore for the first time these two main evolutionary consequences of demographic transitions using a unique data set containing survival, fertility, and anthropometric data for thousands of women in rural Gambia from 1956-2010. We show how the demographic transition influenced directional selection on height and body mass index (BMI). We observed a change in selection for both traits mediated by variation in fertility: selection initially favored short females with high BMI values but shifted across the demographic transition to favor tall females with low BMI values. We demonstrate that these differences resulted both from changes in fitness variance that shape the strength of selection and from shifts in selective pressures triggered by environmental changes. These results suggest that demographic and environmental trends encountered by current human populations worldwide are likely to modify, but not stop, natural selection in humans. Copyright © 2013 Elsevier Ltd. All rights reserved.

  5. International cooperation as a mechanism for the development of environmental management Theoretical approach to the Global Environmental Management Structure

    International Nuclear Information System (INIS)

    Miranda Morales, Paola Maria

    2011-01-01

    This work presents a theoretical study of a global environmental management structure. This structure can be made possible after a new Global Environmental Order (CID) is established. The new order should be supported by the international development politics. It also has to be funded in the understanding of the interaction dynamics: ecosystem- culture. The theoretical studies of this work on global environmental Management allowed identifying the main difficulties to be overcome by the CID in order to fulfill its role as a leading actor in the global environmental transformation. The first issue to be considered by the CID is related to the fact that the actual regulation and follow up politics are insufficient. A second difficulty has to do with the very few results obtained on guaranteeing fair exchange of information and technology between Northern and Southern countries.

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

    Science.gov (United States)

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

    2013-03-01

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

  7. Structural damage detection for in-service highway bridge under operational and environmental variability

    Science.gov (United States)

    Jin, Chenhao; Li, Jingcheng; Jang, Shinae; Sun, Xiaorong; Christenson, Richard

    2015-03-01

    Structural health monitoring has drawn significant attention in the past decades with numerous methodologies and applications for civil structural systems. Although many researchers have developed analytical and experimental damage detection algorithms through vibration-based methods, these methods are not widely accepted for practical structural systems because of their sensitivity to uncertain environmental and operational conditions. The primary environmental factor that influences the structural modal properties is temperature. The goal of this article is to analyze the natural frequency-temperature relationships and detect structural damage in the presence of operational and environmental variations using modal-based method. For this purpose, correlations between natural frequency and temperature are analyzed to select proper independent variables and inputs for the multiple linear regression model and neural network model. In order to capture the changes of natural frequency, confidence intervals to detect the damages for both models are generated. A long-term structural health monitoring system was installed on an in-service highway bridge located in Meriden, Connecticut to obtain vibration and environmental data. Experimental testing results show that the variability of measured natural frequencies due to temperature is captured, and the temperature-induced changes in natural frequencies have been considered prior to the establishment of the threshold in the damage warning system. This novel approach is applicable for structural health monitoring system and helpful to assess the performance of the structure for bridge management and maintenance.

  8. Genetic and Environmental Associations Between Procrastination and Internalizing/Externalizing Psychopathology.

    Science.gov (United States)

    Gustavson, Daniel E; du Pont, Alta; Hatoum, Alexander S; Hyun Rhee, Soo; Kremen, William S; Hewitt, John K; Friedman, Naomi P

    2017-09-01

    Recent work on procrastination has begun to unravel the genetic and environmental correlates of this problematic behavior. However, little is known about how strongly procrastination is associated with internalizing and externalizing psychopathology, and the extent to which shared genetic/environmental factors or relevant personality constructs (e.g., fear of failure, impulsivity, and neuroticism) can inform the structure of these associations. The current study examined data from 764 young adult twins who completed questionnaires assessing procrastination and personality and structured interviews regarding psychopathology symptoms. Results indicated that procrastination was positively correlated with both internalizing and externalizing latent variables, and that these correlations were driven by shared genetic influences. Moreover, the association between procrastination and internalizing was accounted for by fear of failure and neuroticism, whereas the association between procrastination and externalizing was primarily explained by impulsivity. The role of procrastination in psychopathology is discussed using a framework that highlights common and broadband-specific variance.

  9. Evaluation of Mean and Variance Integrals without Integration

    Science.gov (United States)

    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…

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

    International Nuclear Information System (INIS)

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

    1997-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Hui-qiang Ma

    2014-01-01

    Full Text Available We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance efficient frontier analytically. The results show that the mean-variance efficient frontier is still a parabola in the mean-variance plane, and the optimal strategies depend not only on the total wealth but also on the stock price. Moreover, some numerical examples are given to analyze the sensitivity of the efficient frontier with respect to the elasticity parameter and to illustrate the results presented in this paper. The numerical results show that the price of risk decreases as the elasticity coefficient increases.

  12. Variance in binary stellar population synthesis

    Science.gov (United States)

    Breivik, Katelyn; Larson, Shane L.

    2016-03-01

    In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations in less than a week, thus allowing a full exploration of the variance associated with a binary stellar evolution model.

  13. On the expected value and variance for an estimator of the spatio-temporal product density function

    DEFF Research Database (Denmark)

    Rodríguez-Corté, Francisco J.; Ghorbani, Mohammad; Mateu, Jorge

    Second-order characteristics are used to analyse the spatio-temporal structure of the underlying point process, and thus these methods provide a natural starting point for the analysis of spatio-temporal point process data. We restrict our attention to the spatio-temporal product density function......, and develop a non-parametric edge-corrected kernel estimate of the product density under the second-order intensity-reweighted stationary hypothesis. The expectation and variance of the estimator are obtained, and closed form expressions derived under the Poisson case. A detailed simulation study is presented...... to compare our close expression for the variance with estimated ones for Poisson cases. The simulation experiments show that the theoretical form for the variance gives acceptable values, which can be used in practice. Finally, we apply the resulting estimator to data on the spatio-temporal distribution...

  14. Gender Differences in Marital Status Moderation of Genetic and Environmental Influences on Subjective Health.

    Science.gov (United States)

    Finkel, Deborah; Franz, Carol E; Horwitz, Briana; Christensen, Kaare; Gatz, Margaret; Johnson, Wendy; Kaprio, Jaako; Korhonen, Tellervo; Niederheiser, Jenae; Petersen, Inge; Rose, Richard J; Silventoinen, Karri

    2015-10-14

    From the IGEMS Consortium, data were available from 26,579 individuals aged 23 to 102 years on 3 subjective health items: self-rated health (SRH), health compared to others (COMP), and impact of health on activities (ACT). Marital status was a marker of environmental resources that may moderate genetic and environmental influences on subjective health. Results differed for the 3 subjective health items, indicating that they do not tap the same construct. Although there was little impact of marital status on variance components for women, marital status was a significant modifier of variance in all 3 subjective health measures for men. For both SRH and ACT, single men demonstrated greater shared and nonshared environmental variance than married men. For the COMP variable, genetic variance was greater for single men vs. married men. Results suggest gender differences in the role of marriage as a source of resources that are associated with subjective health.

  15. A Mean variance analysis of arbitrage portfolios

    Science.gov (United States)

    Fang, Shuhong

    2007-03-01

    Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.

  16. Mean-Variance Optimization in Markov Decision Processes

    OpenAIRE

    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.

  17. 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....

  18. Gender Variance and Educational Psychology: Implications for Practice

    Science.gov (United States)

    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…

  19. Power and Sample Size Calculations for Testing Linear Combinations of Group Means under Variance Heterogeneity with Applications to Meta and Moderation Analyses

    Science.gov (United States)

    Shieh, Gwowen; Jan, Show-Li

    2015-01-01

    The general formulation of a linear combination of population means permits a wide range of research questions to be tested within the context of ANOVA. However, it has been stressed in many research areas that the homogeneous variances assumption is frequently violated. To accommodate the heterogeneity of variance structure, the…

  20. An R package "VariABEL" for genome-wide searching of potentially interacting loci by testing genotypic variance heterogeneity

    Directory of Open Access Journals (Sweden)

    Struchalin Maksim V

    2012-01-01

    Full Text Available Abstract Background Hundreds of new loci have been discovered by genome-wide association studies of human traits. These studies mostly focused on associations between single locus and a trait. Interactions between genes and between genes and environmental factors are of interest as they can improve our understanding of the genetic background underlying complex traits. Genome-wide testing of complex genetic models is a computationally demanding task. Moreover, testing of such models leads to multiple comparison problems that reduce the probability of new findings. Assuming that the genetic model underlying a complex trait can include hundreds of genes and environmental factors, testing of these models in genome-wide association studies represent substantial difficulties. We and Pare with colleagues (2010 developed a method allowing to overcome such difficulties. The method is based on the fact that loci which are involved in interactions can show genotypic variance heterogeneity of a trait. Genome-wide testing of such heterogeneity can be a fast scanning approach which can point to the interacting genetic variants. Results In this work we present a new method, SVLM, allowing for variance heterogeneity analysis of imputed genetic variation. Type I error and power of this test are investigated and contracted with these of the Levene's test. We also present an R package, VariABEL, implementing existing and newly developed tests. Conclusions Variance heterogeneity analysis is a promising method for detection of potentially interacting loci. New method and software package developed in this work will facilitate such analysis in genome-wide context.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2011-07-01

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

  2. Variance-in-Mean Effects of the Long Forward-Rate Slope

    DEFF Research Database (Denmark)

    Christiansen, Charlotte

    2005-01-01

    This paper contains an empirical analysis of the dependence of the long forward-rate slope on the long-rate variance. The long forward-rate slope and the long rate are described by a bivariate GARCH-in-mean model. In accordance with theory, a negative long-rate variance-in-mean effect for the long...... forward-rate slope is documented. Thus, the greater the long-rate variance, the steeper the long forward-rate curve slopes downward (the long forward-rate slope is negative). The variance-in-mean effect is both statistically and economically significant....

  3. Parallel structure among environmental gradients and three trophic levels in a subarctic estuary

    Science.gov (United States)

    Speckman, Suzann G.; Piatt, John F.; Minte-Vera, Carolina V.; Parrish, Julia K.

    2005-07-01

    We assessed spatial and temporal variability in the physical environment of a subarctic estuary, and examined concurrent patterns of chlorophyll α abundance (fluorescence), and zooplankton and forage fish community structure. Surveys were conducted in lower Cook Inlet, Alaska, during late July and early August from 1997 through 1999. Principle components analysis (PCA) revealed that spatial heterogeneity in the physical oceanographic environment of lower Cook Inlet could be modeled as three marine-estuarine gradients characterized by temperature, salinity, bottom depth, and turbidity. The gradients persisted from 1997 through 1999, and PCA explained 68% to 92% of the variance in physical oceanography for each gradient-year combination. Correlations between chlorophyll α abundance and distribution and the PCA axes were weak. Chlorophyll was reduced by turbidity, and low levels occurred in areas with high levels of suspended sediments. Detrended correspondence analysis (DCA) was used to order the sample sites based on species composition and to order the zooplankton and forage fish taxa based on similarities among sample sites for each gradient-year. Correlations between the structure of the physical environment (PCA axis 1) and zooplankton community structure (DCA axis 1) were strong ( r = 0.43-0.86) in all years for the three marine-estuarine gradients, suggesting that zooplankton community composition was structured by the physical environment. The physical environment (PCA) and forage fish community structure (DCA) were weakly correlated in all years along Gradient 2, defined by halocline intensity and surface temperature and salinity, even though these physical variables were more important for defining zooplankton habitats. However, the physical environment (PCA) and forage fish community structure (DCA) were strongly correlated along the primary marine-estuarine gradient (#1) in 1997 ( r = 0.87) and 1998 ( r = 0.82). The correlation was poor ( r = 0.32) in

  4. Structure and variances of equatorial zonal circulation in a multimodel ensemble

    Energy Technology Data Exchange (ETDEWEB)

    Yu, B. [Environment Canada, Climate Data and Analysis Section, Climate Research Division, Toronto, ON (Canada); Zwiers, F.W. [University of Victoria, Pacific Climate Impacts Consortium, Victoria, BC (Canada); Boer, G.J. [Environment Canada, Canadian Centre for Climate Modeling and Analysis, Climate Research Division, Victoria, BC (Canada); Ting, M.F. [Columbia University, Lamont-Doherty Earth Observatory, Palisades, NY (United States)

    2012-11-15

    The structure and variance of the equatorial zonal circulation, as characterized by the atmospheric mass flux in the equatorial zonal plane, is examined and inter-compared in simulations from 9 CMIP3 coupled climate models with multiple ensemble members and the NCEP-NCAR and ERA-40 reanalyses. The climate model simulations analyzed here include twentieth century (20C3M) and twenty-first century (SRES A1B) simulations. We evaluate the 20C3M modeled zonal circulations by comparing them with those in the reanalyses. We then examine the variability of the circulation, its changes with global warming, and the associated thermodynamic maintenance. The tropical zonal circulation involves three major components situated over the Pacific, Indian, and Atlantic oceans. The three cells are supported by the corresponding diabatic heating extending deeply throughout the troposphere, with heating centers apparent in the mid-troposphere. Seasonal features appear in the zonal circulation, including variations in its intensity and longitudinal migration. Most models, and hence the multi-model mean, represent the annual and seasonal features of the circulation and the associated heating reasonably well. The multi-model mean reproduces the observed climatology better than any individual model, as indicated by the spatial pattern correlation and mean square difference of the mass flux and the diabatic heating compared to the reanalysis based values. Projected changes in the zonal circulation under A1B forcing are dominated by mass flux changes over the Pacific and Indian oceans. An eastward shift of the Pacific Walker circulation is clearly evident with global warming, with anomalous rising motion apparent over the equatorial central Pacific and anomalous sinking motions in the west and east, which favors an overall strengthening of the Walker circulation. The zonal circulation weakens and shifts westwards over the Indian Ocean under external forcing, whereas it strengthens and shifts

  5. 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.

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

    International Nuclear Information System (INIS)

    Booth, T.E.

    1997-08-01

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

  7. 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....

  8. 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....

  9. 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....

  10. 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.

  11. 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

  12. 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...

  13. Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme

    NARCIS (Netherlands)

    Beetsma, R.M.W.J.; de Jong, Frank; Giuliodori, M.; Widijanto, D.

    We use realized variances and covariances based on intraday data to measure the dependence structure of eurozone sovereign yields. Our analysis focuses on the impact of news, obtained from the Eurointelligence newsflash, on the dependence structure. More news tends to raise the volatility of yields

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

    International Nuclear Information System (INIS)

    Christoforou, Stavros; Hoogenboom, J. Eduard

    2011-01-01

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

  15. Review of research on the hygrothermal environmental durability of structural adhesively bonded joints

    Directory of Open Access Journals (Sweden)

    Xiao HAN

    2017-06-01

    Full Text Available In recent years, structural adhesive bonding technology has been widely used in many industrial fields, with many advantages over traditional mechanical connection methods, such as riveting, welding and bolt connection. Due to the adhesive characteristics of polymer materials, the environmental durability of adhesive joint becomes the key problems in engineering structure connection feasibility and long-term service reliability. On the basis of the review of the research of the hot-humid environmental durability of structural adhesive joints, the effects of temperature, moisture and coupled condition on the structural mechanical behaviour are discussed, introducing the published research progress and results both at home and abroad. The prospects are provided: the future research work can be combined with a variety of observation scales of environmental aging test and numerical simulation method, delve into sub hygroscopic, creep, thermal expansion and hygroscopic expansion aging behavior, such as the environment of model prediction method simulation in more than a variety of mechanical performance degradation behavior of coupling conditions, and provide more reliable theoretical modeling and experimental data for engineering design and application of cementing structure.

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

    Directory of Open Access Journals (Sweden)

    Monika eFleischhauer

    2013-09-01

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

  17. On Mean-Variance Analysis

    OpenAIRE

    Li, Yang; Pirvu, Traian A

    2011-01-01

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

  18. Variance heterogeneity in Saccharomyces cerevisiae expression data: trans-regulation and epistasis.

    Science.gov (United States)

    Nelson, Ronald M; Pettersson, Mats E; Li, Xidan; Carlborg, Örjan

    2013-01-01

    Here, we describe the results from the first variance heterogeneity Genome Wide Association Study (VGWAS) on yeast expression data. Using this forward genetics approach, we show that the genetic regulation of gene-expression in the budding yeast, Saccharomyces cerevisiae, includes mechanisms that can lead to variance heterogeneity in the expression between genotypes. Additionally, we performed a mean effect association study (GWAS). Comparing the mean and variance heterogeneity analyses, we find that the mean expression level is under genetic regulation from a larger absolute number of loci but that a higher proportion of the variance controlling loci were trans-regulated. Both mean and variance regulating loci cluster in regulatory hotspots that affect a large number of phenotypes; a single variance-controlling locus, mapping close to DIA2, was found to be involved in more than 10% of the significant associations. It has been suggested in the literature that variance-heterogeneity between the genotypes might be due to genetic interactions. We therefore screened the multi-locus genotype-phenotype maps for several traits where multiple associations were found, for indications of epistasis. Several examples of two and three locus genetic interactions were found to involve variance-controlling loci, with reports from the literature corroborating the functional connections between the loci. By using a new analytical approach to re-analyze a powerful existing dataset, we are thus able to both provide novel insights to the genetic mechanisms involved in the regulation of gene-expression in budding yeast and experimentally validate epistasis as an important mechanism underlying genetic variance-heterogeneity between genotypes.

  19. Decomposition of Variance for Spatial Cox Processes.

    Science.gov (United States)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    2013-03-01

    Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.

  20. Grammatical and lexical variance in English

    CERN Document Server

    Quirk, Randolph

    2014-01-01

    Written by one of Britain's most distinguished linguists, this book is concerned with the phenomenon of variance in English grammar and vocabulary across regional, social, stylistic and temporal space.

  1. Specialists meeting on properties of primary circuit structural materials including environmental effects

    Energy Technology Data Exchange (ETDEWEB)

    NONE

    1977-07-01

    The Specialists Meeting on Properties of Primary Circuit Structural Materials of LMFBRs covered the following topics: overview of materials program in different countries; mechanical properties of materials in air; fracture mechanics studies - component related activities; impact of environmental influences on mechanical properties; relationship of material properties and design methods. The purpose of the meeting was to provide a forum for exchange of information on structural materials behaviour in primary circuit of fast breeder reactors. Special emphasis was placed on environmental effects such as influence of sodium and irradiation on mechanical properties of reactor materials.

  2. Specialists meeting on properties of primary circuit structural materials including environmental effects

    International Nuclear Information System (INIS)

    1977-01-01

    The Specialists Meeting on Properties of Primary Circuit Structural Materials of LMFBRs covered the following topics: overview of materials program in different countries; mechanical properties of materials in air; fracture mechanics studies - component related activities; impact of environmental influences on mechanical properties; relationship of material properties and design methods. The purpose of the meeting was to provide a forum for exchange of information on structural materials behaviour in primary circuit of fast breeder reactors. Special emphasis was placed on environmental effects such as influence of sodium and irradiation on mechanical properties of reactor materials

  3. Variance decomposition in stochastic simulators.

    Science.gov (United States)

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

    2015-06-28

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

  4. Variance decomposition in stochastic simulators

    Science.gov (United States)

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

    2015-06-01

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

  5. 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.

  6. Variance-based Salt Body Reconstruction

    KAUST Repository

    Ovcharenko, Oleg

    2017-05-26

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

  7. Variance decomposition in stochastic simulators

    KAUST Repository

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

    2015-01-01

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

  8. Estimating demographic contributions to effective population size in an age-structured wild population experiencing environmental and demographic stochasticity.

    Science.gov (United States)

    Trask, Amanda E; Bignal, Eric M; McCracken, Davy I; Piertney, Stuart B; Reid, Jane M

    2017-09-01

    A population's effective size (N e ) is a key parameter that shapes rates of inbreeding and loss of genetic diversity, thereby influencing evolutionary processes and population viability. However, estimating N e , and identifying key demographic mechanisms that underlie the N e to census population size (N) ratio, remains challenging, especially for small populations with overlapping generations and substantial environmental and demographic stochasticity and hence dynamic age-structure. A sophisticated demographic method of estimating N e /N, which uses Fisher's reproductive value to account for dynamic age-structure, has been formulated. However, this method requires detailed individual- and population-level data on sex- and age-specific reproduction and survival, and has rarely been implemented. Here, we use the reproductive value method and detailed demographic data to estimate N e /N for a small and apparently isolated red-billed chough (Pyrrhocorax pyrrhocorax) population of high conservation concern. We additionally calculated two single-sample molecular genetic estimates of N e to corroborate the demographic estimate and examine evidence for unobserved immigration and gene flow. The demographic estimate of N e /N was 0.21, reflecting a high total demographic variance (σ2dg) of 0.71. Females and males made similar overall contributions to σ2dg. However, contributions varied among sex-age classes, with greater contributions from 3 year-old females than males, but greater contributions from ≥5 year-old males than females. The demographic estimate of N e was ~30, suggesting that rates of increase of inbreeding and loss of genetic variation per generation will be relatively high. Molecular genetic estimates of N e computed from linkage disequilibrium and approximate Bayesian computation were approximately 50 and 30, respectively, providing no evidence of substantial unobserved immigration which could bias demographic estimates of N e . Our analyses identify

  9. Environmental dilemmas revisited: structural consequences from the angle of institutional ergonomics

    OpenAIRE

    Beckenkamp, Martin

    2009-01-01

    The structure of a social dilemma lies behind many environmental problems. Mingling temporal aspects of resources with the structure of the social dilemma often leads to wrong conclusions. Therefore, it is worth analytically separating temporal aspects from structural aspects of the dilemma. This article concentrates solely on the structural aspects of the dilemma and the grades of complexity with respect to the number and stakes of the people involved, as well as the asymmetry of endowments ...

  10. Diversification in the driveway: mean-variance optimization for greenhouse gas emissions reduction from the next generation of vehicles

    International Nuclear Information System (INIS)

    Oliver Gao, H.; Stasko, Timon H.

    2009-01-01

    Modern portfolio theory is applied to the problem of selecting which vehicle technologies and fuels to use in the next generation of vehicles. Selecting vehicles with the lowest lifetime cost is complicated by the fact that future prices are uncertain, just as selecting securities for an investment portfolio is complicated by the fact that future returns are uncertain. A quadratic program is developed based on modern portfolio theory, with the objective of minimizing the expected lifetime cost of the 'vehicle portfolio'. Constraints limit greenhouse gas emissions, as well as the variance of the cost. A case study is performed for light-duty passenger vehicles in the United States, drawing emissions and usage data from the US Environmental Protection Agency's MOVES and Department of Energy's GREET models, among other sources. Four vehicle technologies are considered: conventional gasoline, conventional diesel, grid-independent (non-plug-in) gasoline-electric hybrid, and flex fuel using E85. Results indicate that much of the uncertainty surrounding cost stems from fuel price fluctuations, and that fuel efficient vehicles can lower cost variance. Hybrids exhibit the lowest cost variances of the technologies considered, making them an arguably financially conservative choice.

  11. Diversification in the driveway: mean-variance optimization for greenhouse gas emissions reduction from the next generation of vehicles

    Energy Technology Data Exchange (ETDEWEB)

    Oliver Gao, H.; Stasko, Timon H. [School of Civil and Environmental Engineering, Cornell University, Ithaca, NY 14853 (United States)

    2009-12-15

    Modern portfolio theory is applied to the problem of selecting which vehicle technologies and fuels to use in the next generation of vehicles. Selecting vehicles with the lowest lifetime cost is complicated by the fact that future prices are uncertain, just as selecting securities for an investment portfolio is complicated by the fact that future returns are uncertain. A quadratic program is developed based on modern portfolio theory, with the objective of minimizing the expected lifetime cost of the 'vehicle portfolio'. Constraints limit greenhouse gas emissions, as well as the variance of the cost. A case study is performed for light-duty passenger vehicles in the United States, drawing emissions and usage data from the US Environmental Protection Agency's MOVES and Department of Energy's GREET models, among other sources. Four vehicle technologies are considered: conventional gasoline, conventional diesel, grid-independent (non-plug-in) gasoline-electric hybrid, and flex fuel using E85. Results indicate that much of the uncertainty surrounding cost stems from fuel price fluctuations, and that fuel efficient vehicles can lower cost variance. Hybrids exhibit the lowest cost variances of the technologies considered, making them an arguably financially conservative choice. (author)

  12. A proxy for variance in dense matching over homogeneous terrain

    Science.gov (United States)

    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

  13. 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

  14. Capacity limitations to extract the mean emotion from multiple facial expressions depend on emotion variance.

    Science.gov (United States)

    Ji, Luyan; Pourtois, Gilles

    2018-04-20

    We examined the processing capacity and the role of emotion variance in ensemble representation for multiple facial expressions shown concurrently. A standard set size manipulation was used, whereby the sets consisted of 4, 8, or 16 morphed faces each uniquely varying along a happy-angry continuum (Experiment 1) or a neutral-happy/angry continuum (Experiments 2 & 3). Across the three experiments, we reduced the amount of emotion variance in the sets to explore the boundaries of this process. Participants judged the perceived average emotion from each set on a continuous scale. We computed and compared objective and subjective difference scores, using the morph units and post-experiment ratings, respectively. Results of the subjective scores were more consistent than the objective ones across the first two experiments where the variance was relatively large, and revealed each time that increasing set size led to a poorer averaging ability, suggesting capacity limitations in establishing ensemble representations for multiple facial expressions. However, when the emotion variance in the sets was reduced in Experiment 3, both subjective and objective scores remained unaffected by set size, suggesting that the emotion averaging process was unlimited in these conditions. Collectively, these results suggest that extracting mean emotion from a set composed of multiple faces depends on both structural (attentional) and stimulus-related effects. Copyright © 2018 Elsevier Ltd. All rights reserved.

  15. Eelgrass (Zostera marina) food web structure in different environmental settings

    DEFF Research Database (Denmark)

    Thormar, Jonas Gjaldbæk; Hasler-Sheetal, Harald; Baden, Susanne

    2016-01-01

    his study compares the structure of eelgrass (Zostera marina L.) meadows and associated food webs in two eelgrass habitats in Denmark, differing in exposure, connection to the open sea, nutrient enrichment and water transparency. Meadow structure strongly reflected the environmental conditions...... composition and food web structure also differed markedly between sites with the eutrophicated, enclosed site having higher biomass of consumers and less complex food web. These relationships resulted in a column shaped biomass distribution of the consumers at the eutrophicated site whereas the less nutrient...

  16. Exploring variance in residential electricity consumption: Household features and building properties

    International Nuclear Information System (INIS)

    Bartusch, Cajsa; Odlare, Monica; Wallin, Fredrik; Wester, Lars

    2012-01-01

    Highlights: ► Statistical analysis of variance are of considerable value in identifying key indicators for policy update. ► Variance in residential electricity use is partly explained by household features. ► Variance in residential electricity use is partly explained by building properties. ► Household behavior has a profound impact on individual electricity use. -- Abstract: Improved means of controlling electricity consumption plays an important part in boosting energy efficiency in the Swedish power market. Developing policy instruments to that end requires more in-depth statistics on electricity use in the residential sector, among other things. The aim of the study has accordingly been to assess the extent of variance in annual electricity consumption in single-family homes as well as to estimate the impact of household features and building properties in this respect using independent samples t-tests and one-way as well as univariate independent samples analyses of variance. Statistically significant variances associated with geographic area, heating system, number of family members, family composition, year of construction, electric water heater and electric underfloor heating have been established. The overall result of the analyses is nevertheless that variance in residential electricity consumption cannot be fully explained by independent variables related to household and building characteristics alone. As for the methodological approach, the results further suggest that methods for statistical analysis of variance are of considerable value in indentifying key indicators for policy update and development.

  17. 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.)

  18. Capturing option anomalies with a variance-dependent pricing kernel

    NARCIS (Netherlands)

    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

  19. 29 CFR 1904.38 - Variances from the recordkeeping rule.

    Science.gov (United States)

    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...

  20. A multivariate approach for the study of the environmental drivers of wine production structure

    Science.gov (United States)

    Lorenzetti, Romina; Costantini, Edoardo A. C.; Malorgio, Giulio

    2015-04-01

    Vitivinicultural "terroir" is a concept referring to an area in which the collective knowledge of the interactions between environment and vitivinicultural practices develops, providing distinctive characteristics to the products. The effect of the environment components over the terroir has been already widely demonstrated. What it has not been studied yet is their possible effect on the structure of wine production. Therefore, the aim of this work was to find if environmental drivers influence the wine production structure. This kind of investigation necessarily involves a change of scale towards wide territories. We used the Italian Denomination of Origin territories, which were grouped in Macro-areas (reference scale 1:500,000) with respect of geographic proximity, environmental features, viticultural affinity and tradition. The characterization of the structure of the wine transformation industry was based on the official data reported in the wine production declarations related to the year 2008. Statistics were taken into account about general quantitative variables of wine farms, presence of associative forms, degree of vertical integration of wineries, quality orientation of wine producers, and acreage of vineyard. The environmental variables climate, soil, and vegetation vigour were selected for their direct influence on the vine growing. A second set of variables was chosen to express the effect of land morphology on viticultural management. The third one was intended to discover the possible relationships between viticultural structures and land quality, such as the indexes of sensitivity to desertification, the soil resistance to water erosion, and land vulnerability. A PCA was carried out separately for the environmental and economic data to reduce the database dimensions. The new economic and environmental synthetic descriptors were involved in three multivariate analyses: i) the correlation between economic and environmental descriptors through the

  1. Genetic and environmental transactions underlying the association between physical fitness/physical exercise and body composition

    DEFF Research Database (Denmark)

    Johnson, Wendy; de Ruiter, Ingrid; Kyvik, Kirsten Ohm

    2015-01-01

    suppressed variance in adiposity, but this study provided further insight. Variance suppression appeared to have both genetic and environmental pathways. Some mean effects appeared due to reciprocal influences of environmental circumstances differing among families but not between co-twins, suggesting...... in attempting to understand the pathways involved in their linkages, and constraint in interpreting results if only single measures are available. Future research indications include identifying which physical activity-related environmental circumstances have relatively uniform effects on adiposity in everyone......, and which should be individually tailored to maximize motivation to continue involvement....

  2. Spatial and temporal variance in fatty acid and stable isotope signatures across trophic levels in large river systems

    Science.gov (United States)

    Fritts, Andrea; Knights, Brent C.; Lafrancois, Toben D.; Bartsch, Lynn; Vallazza, Jon; Bartsch, Michelle; Richardson, William B.; Karns, Byron N.; Bailey, Sean; Kreiling, Rebecca

    2018-01-01

    Fatty acid and stable isotope signatures allow researchers to better understand food webs, food sources, and trophic relationships. Research in marine and lentic systems has indicated that the variance of these biomarkers can exhibit substantial differences across spatial and temporal scales, but this type of analysis has not been completed for large river systems. Our objectives were to evaluate variance structures for fatty acids and stable isotopes (i.e. δ13C and δ15N) of seston, threeridge mussels, hydropsychid caddisflies, gizzard shad, and bluegill across spatial scales (10s-100s km) in large rivers of the Upper Mississippi River Basin, USA that were sampled annually for two years, and to evaluate the implications of this variance on the design and interpretation of trophic studies. The highest variance for both isotopes was present at the largest spatial scale for all taxa (except seston δ15N) indicating that these isotopic signatures are responding to factors at a larger geographic level rather than being influenced by local-scale alterations. Conversely, the highest variance for fatty acids was present at the smallest spatial scale (i.e. among individuals) for all taxa except caddisflies, indicating that the physiological and metabolic processes that influence fatty acid profiles can differ substantially between individuals at a given site. Our results highlight the need to consider the spatial partitioning of variance during sample design and analysis, as some taxa may not be suitable to assess ecological questions at larger spatial scales.

  3. Analysis of ulnar variance as a risk factor for developing scaphoid nonunion.

    Science.gov (United States)

    Lirola-Palmero, S; Salvà-Coll, G; Terrades-Cladera, F J

    2015-01-01

    Ulnar variance may be a risk factor of developing scaphoid non-union. A review was made of the posteroanterior wrist radiographs of 95 patients who were diagnosed of scaphoid fracture. All fractures with displacement less than 1mm treated conservatively were included. The ulnar variance was measured in all patients. Ulnar variance was measured in standard posteroanterior wrist radiographs of 95 patients. Eighteen patients (19%) developed scaphoid nonunion, with a mean value of ulnar variance of -1.34 (-/+ 0.85) mm (CI -2.25 - 0.41). Seventy seven patients (81%) healed correctly, and the mean value of ulnar variance was -0.04 (-/+ 1.85) mm (CI -0.46 - 0.38). A significant difference was observed in the distribution of ulnar variance (pvariance less than -1mm, and ulnar variance greater than -1mm. It appears that patients with ulnar variance less than -1mm had an OR 4.58 (CI 1.51 to 13.89) with pvariance less than -1mm have a greater risk of developing scaphoid nonunion, OR 4.58 (CI 1.51 to 13.89) with p<.007. Copyright © 2014 SECOT. Published by Elsevier Espana. All rights reserved.

  4. 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..

  5. 42 CFR 456.522 - Content of request for variance.

    Science.gov (United States)

    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...

  6. On the Endogeneity of the Mean-Variance Efficient Frontier.

    Science.gov (United States)

    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…

  7. Assessment of ulnar variance: a radiological investigation in a Dutch population

    Energy Technology Data Exchange (ETDEWEB)

    Schuurman, A.H. [Dept. of Plastic, Reconstructive and Hand Surgery, University Medical Centre, Utrecht (Netherlands); Dept. of Plastic Surgery, University Medical Centre, Utrecht (Netherlands); Maas, M.; Dijkstra, P.F. [Dept. of Radiology, Univ. of Amsterdam (Netherlands); Kauer, J.M.G. [Dept. of Anatomy and Embryology, Univ. of Nijmegen (Netherlands)

    2001-11-01

    Objective: A radiological study was performed to evaluate ulnar variance in 68 Dutch patients using an electronic digitizer compared with Palmer's concentric circle method. Using the digitizer method only, the effect of different wrist positions and grip on ulnar variance was then investigated. Finally the distribution of ulnar variance in the selected patients was investigated also using the digitizer method. Design and patients: All radiographs were performed with the wrist in a standard zero-rotation position (posteroanterior) and in supination (anteroposterior). Palmer's concentric circle method and an electronic digitizer connected to a personal computer were used to measure ulnar variance. The digitizer consists of a Plexiglas plate with an electronically activated grid beneath it. A radiograph is placed on the plate and a cursor activates a point on the grid. Three plots are marked on the radius and one plot on the most distal part of the ulnar head. The digitizer then determines the difference between a radius passing through the radius plots and the ulnar plot. Results and conclusions: Using the concentric circle method we found an ulna plus predominance, but an ulna minus predominance when using the digitizer method. Overall the ulnar variance distribution for Palmer's method was 41.9% ulna plus, 25.7% neutral and 32.4% ulna minus variance, and for the digitizer method was 40.4% ulna plus, 1.5% neutral and 58.1% ulna minus. The percentage ulnar variance greater than 1 mm on standard radiographs increased from 23% to 58% using the digitizer, with maximum grip, clearly demonstrating the (dynamic) effect of grip on ulnar variance. This almost threefold increase was found to be a significant difference. Significant differences were found between ulnar variance when different wrist positions were compared. (orig.)

  8. Genetic and Environmental Contributions to Covariation Between DHEA and Testosterone in Adolescent Twins.

    Science.gov (United States)

    Van Hulle, Carol A; Moore, Mollie N; Shirtcliff, Elizabeth A; Lemery-Chalfant, Kathryn; Goldsmith, H Hill

    2015-05-01

    Although several studies have shown that pubertal tempo and timing are shaped by genetic and environmental factors, few studies consider to what extent endocrine triggers of puberty are shaped by genetic and environmental factors. Doing so moves the field from examining correlated developmentally-sensitive biomarkers toward understanding what drives those associations. Two puberty related hormones, dehydroepiandrosterone and testosterone, were assayed from salivary samples in 118 MZ (62 % female), 111 same sex DZ (46 % female) and 103 opposite-sex DZ twin pairs, aged 12-16 years (M = 13.1, SD = 1.3). Pubertal status was assessed with a composite of mother- and self-reports. We used biometric models to estimate the genetic and environmental influences on the variance and covariance in testosterone and DHEA, with and without controlling for their association with puberty, and to test for sex differences. In males, the variance in testosterone and pubertal status was due to shared and non-shared environmental factors; variation in DHEA was due to genetic and non-shared environmental factors. In females, variance in testosterone was due to genetic and non-shared environmental factors; genetic, shared, and non-shared environmental factors contributed equally to variation in DHEA. In males, the testosterone-DHEA covariance was primarily due to shared environmental factors that overlapped with puberty as well as shared and non-shared environmental covariation specific to testosterone and DHEA. In females, the testosterone-DHEA covariance was due to genetic factors overlapping with pubertal status, and shared and non-shared environmental covariation specific to testosterone and DHEA.

  9. Genetic control of residual variance of yearling weight in Nellore beef cattle.

    Science.gov (United States)

    Iung, L H S; Neves, H H R; Mulder, H A; Carvalheiro, R

    2017-04-01

    There is evidence for genetic variability in residual variance of livestock traits, which offers the potential for selection for increased uniformity of production. Different statistical approaches have been employed to study this topic; however, little is known about the concordance between them. The aim of our study was to investigate the genetic heterogeneity of residual variance on yearling weight (YW; 291.15 ± 46.67) in a Nellore beef cattle population; to compare the results of the statistical approaches, the two-step approach and the double hierarchical generalized linear model (DHGLM); and to evaluate the effectiveness of power transformation to accommodate scale differences. The comparison was based on genetic parameters, accuracy of EBV for residual variance, and cross-validation to assess predictive performance of both approaches. A total of 194,628 yearling weight records from 625 sires were used in the analysis. The results supported the hypothesis of genetic heterogeneity of residual variance on YW in Nellore beef cattle and the opportunity of selection, measured through the genetic coefficient of variation of residual variance (0.10 to 0.12 for the two-step approach and 0.17 for DHGLM, using an untransformed data set). However, low estimates of genetic variance associated with positive genetic correlations between mean and residual variance (about 0.20 for two-step and 0.76 for DHGLM for an untransformed data set) limit the genetic response to selection for uniformity of production while simultaneously increasing YW itself. Moreover, large sire families are needed to obtain accurate estimates of genetic merit for residual variance, as indicated by the low heritability estimates (Box-Cox transformation was able to decrease the dependence of the variance on the mean and decreased the estimates of genetic parameters for residual variance. The transformation reduced but did not eliminate all the genetic heterogeneity of residual variance, highlighting

  10. 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

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

    Science.gov (United States)

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

    2014-01-01

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

  12. 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

  13. Global Variance Risk Premium and Forex Return Predictability

    OpenAIRE

    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 ...

  14. Environmental effect of structural solutions and building materials to a building

    International Nuclear Information System (INIS)

    Haapio, Appu; Viitaniemi, Pertti

    2008-01-01

    The field of building environmental assessment tools has become a popular research area over the past decade. However, how the service life of a building affects the results of the environmental assessment of a building has not been emphasised previously. The aim of this study is to analyse how different structural solutions and building materials affect the results of the environmental assessment of a whole building over the building's life cycle. Furthermore, how the length of the building's service life affects the results is analysed. The environmental assessments of 78 single-family houses were calculated for this study. The buildings have different wall insulations, claddings, window frames, and roof materials, and the length of the service life varies from 60 years up to 160 years. The current situation and the future of the environmental assessment of buildings are discussed. In addition, topics for further research are suggested; for example, how workmanship affects the service life and the environmental impact of a building should be studied

  15. 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.

  16. 29 CFR 1920.2 - Variances.

    Science.gov (United States)

    2010-07-01

    ...) PROCEDURE FOR VARIATIONS FROM SAFETY AND HEALTH REGULATIONS UNDER THE LONGSHOREMEN'S AND HARBOR WORKERS...) or 6(d) of the Williams-Steiger Occupational Safety and Health Act of 1970 (29 U.S.C. 655). The... under the Williams-Steiger Occupational Safety and Health Act of 1970, and any variance from §§ 1910.13...

  17. Zero-intelligence realized variance estimation

    NARCIS (Netherlands)

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

    2010-01-01

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

  18. Genetic and environmental sources of individual differences in views on aging.

    Science.gov (United States)

    Kornadt, Anna E; Kandler, Christian

    2017-06-01

    Views on aging are central psychosocial variables in the aging process, but knowledge about their determinants is still fragmental. Thus, the authors investigated the degree to which genetic and environmental factors contribute to individual differences in various domains of views on aging (wisdom, work, fitness, and family), and whether these variance components vary across ages. They analyzed data from 350 monozygotic and 322 dizygotic twin pairs from the Midlife Development in the U.S. (MIDUS) study, aged 25-74. Individual differences in views on aging were mainly due to individual-specific environmental and genetic effects. However, depending on the domain, genetic and environmental contributions to the variance differed. Furthermore, for some domains, variability was larger for older participants; this was attributable to increases in environmental components. This study extends research on genetic and environmental sources of psychosocial variables and stimulates future studies investigating the etiology of views on aging across the life span. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

  19. A Variance Distribution Model of Surface EMG Signals Based on Inverse Gamma Distribution.

    Science.gov (United States)

    Hayashi, Hideaki; Furui, Akira; Kurita, Yuichi; Tsuji, Toshio

    2017-11-01

    Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this variance. Variance distribution estimation based on marginal likelihood maximization is also outlined in this paper. The procedure can be approximated using rectified and smoothed EMG signals, thereby allowing the determination of distribution parameters in real time at low computational cost. Results: A simulation experiment was performed to evaluate the accuracy of distribution estimation using artificially generated EMG signals, with results demonstrating that the proposed model's accuracy is higher than that of maximum-likelihood-based estimation. Analysis of variance distribution using real EMG data also suggested a relationship between variance distribution and signal-dependent noise. Conclusion: The study reported here was conducted to examine the performance of a proposed surface EMG model capable of representing variance distribution and a related distribution parameter estimation method. Experiments using artificial and real EMG data demonstrated the validity of the model. Significance: Variance distribution estimated using the proposed model exhibits potential in the estimation of muscle force. Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this

  20. The mean and variance of phylogenetic diversity under rarefaction.

    Science.gov (United States)

    Nipperess, David A; Matsen, Frederick A

    2013-06-01

    Phylogenetic diversity (PD) depends on sampling depth, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD.We have derived exact formulae for the mean and variance of PD under rarefaction. We confirm that these formulae are correct by comparing exact solution mean and variance to that calculated by repeated random (Monte Carlo) subsampling of a dataset of stem counts of woody shrubs of Toohey Forest, Queensland, Australia. We also demonstrate the application of the method using two examples: identifying hotspots of mammalian diversity in Australasian ecoregions, and characterising the human vaginal microbiome.There is a very high degree of correspondence between the analytical and random subsampling methods for calculating mean and variance of PD under rarefaction, although the Monte Carlo method requires a large number of random draws to converge on the exact solution for the variance.Rarefaction of mammalian PD of ecoregions in Australasia to a common standard of 25 species reveals very different rank orderings of ecoregions, indicating quite different hotspots of diversity than those obtained for unrarefied PD. The application of these methods to the vaginal microbiome shows that a classical score used to quantify bacterial vaginosis is correlated with the shape of the rarefaction curve.The analytical formulae for the mean and variance of PD under rarefaction are both exact and more efficient than repeated subsampling. Rarefaction of PD allows for many applications where comparisons of samples of different depth is required.

  1. Genetic and Environmental Influences on Global Family Conflict

    Science.gov (United States)

    Horwitz, Briana N.; Neiderhiser, Jenae M.; Ganiban, Jody M.; Spotts, Erica L.; Lichtenstein, Paul; Reiss, David

    2010-01-01

    This study examined genetic and environmental influences on global family conflict. The sample comprised 872 same-sex pairs of twin parents, their spouses/partners and one adolescent child per twin from the Twin and Offspring Study in Sweden (TOSS). The twins, spouses and child each reported on the degree of family conflict, and there was significant agreement among the family members’ ratings. These shared perspectives were explained by one common factor, indexing global family conflict. Genetic influences explained 36% of the variance in this common factor, suggesting that twins’ heritable characteristics contribute to family conflict, via genotype-environment correlation. Nonshared environmental effects explained the remaining 64% of this variance, indicating that twins’ unique childhood and/or current family experiences also play an important role. PMID:20438198

  2. Label-free imaging of developing vasculature in zebrafish with phase variance optical coherence microscopy

    Science.gov (United States)

    Chen, Yu; Fingler, Jeff; Trinh, Le A.; Fraser, Scott E.

    2016-03-01

    A phase variance optical coherence microscope (pvOCM) has been created to visualize blood flow in the vasculature of zebrafish embryos, without using exogenous labels. The pvOCM imaging system has axial and lateral resolutions of 2 μm in tissue, and imaging depth of more than 100 μm. Imaging of 2-5 days post-fertilization zebrafish embryos identified the detailed structures of somites, spinal cord, gut and notochord based on intensity contrast. Visualization of the blood flow in the aorta, veins and intersegmental vessels was achieved with phase variance contrast. The pvOCM vasculature images were confirmed with corresponding fluorescence microscopy of a zebrafish transgene that labels the vasculature with green fluorescent protein. The pvOCM images also revealed functional information of the blood flow activities that is crucial for the study of vascular development.

  3. Structure of coastal community occupational in responsible environmental quality at Tanjung Burung village, Tangerang regency

    Science.gov (United States)

    Syahdanul, Darul; Sumabrata, Jachrizal; Darmajanti, Linda

    2018-03-01

    Tanjung Burung Village is an area located on the river mouth. The position makes the occupational structure of the community has a relationship with the environmental conditions of the river mouth. The occupational structure of the estuary community tends to be in the primary sector. However, at present, the environmental condition of the Cisadane River estuary has a quality degradation in terms of the intensity of river water pollution, the frequency of flooding, and the intensity of groundwater contamination. This study aims to analyze the relationship between environmental degradation and changes in occupational structure, and analysis on the quality of life of the community. In collecting and processing data, this research uses sequential exploratory strategy. This process refers to the geographical map of Tanjung Burung Village in 1996, 2006, 2016; Population data of 1995, 2000, 2005, 2011, 2016; as well as environmental quality data from 1995 to 2017. The results of this study show that within 20 years the community has strengthened occupational structure in the tertiary sector. Furthermore, the strengthening of occupational structure in the tertiary sector has not been able to improve the quality of life of Tanjung Burung villagers.

  4. Feasibility of speckle variance OCT for imaging cutaneous microvasculature regeneration during healing of wounds in diabetic mice

    Science.gov (United States)

    Sharma, P.; Kumawat, J.; Kumar, S.; Sahu, K.; Verma, Y.; Gupta, P. K.; Rao, K. D.

    2018-02-01

    We report on a study to assess the feasibility of a swept source-based speckle variance optical coherence tomography setup for monitoring cutaneous microvasculature. Punch wounds created in the ear pinnae of diabetic mice were monitored at different times post wounding to assess the structural and vascular changes. It was observed that the epithelium thickness increases post wounding and continues to be thick even after healing. Also, the wound size assessed by vascular images is larger than the physical wound size. The results show that the developed speckle variance optical coherence tomography system can be used to monitor vascular regeneration during wound healing in diabetic mice.

  5. Gini estimation under infinite variance

    NARCIS (Netherlands)

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

    2018-01-01

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

  6. Phenotypic variance explained by local ancestry in admixed African Americans.

    Science.gov (United States)

    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.

  7. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

    International Nuclear Information System (INIS)

    Zhou, X.Y.; Li, D.

    2000-01-01

    This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is however not in the standard form due to the variance term involved. It is shown that this nonstandard problem can be 'embedded' into a class of auxiliary stochastic linear-quadratic (LQ) problems. The stochastic LQ control model proves to be an appropriate and effective framework to study the mean-variance problem in light of the recent development on general stochastic LQ problems with indefinite control weighting matrices. This gives rise to the efficient frontier in a closed form for the original portfolio selection problem

  8. Replica approach to mean-variance portfolio optimization

    Science.gov (United States)

    Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre

    2016-12-01

    We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r  =  N/T  optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.

  9. Microbiome structure of the fungid coral Ctenactis echinata aligns with environmental differences

    KAUST Repository

    Roder, Cornelia

    2015-06-19

    The significance of bacteria for eukaryotic functioning is increasingly recognized. Coral reef ecosystems critically rely on the relationship between coral hosts and their intracellular photosynthetic dinoflagellates, but the role of the associated bacteria remains largely theoretical. Here, we set out to relate coral-associated bacterial communities of the fungid host species Ctenactis echinata to environmental settings (geographic location, substrate cover, summer/winter, nutrient and suspended matter concentrations) and coral host abundance. We show that bacterial diversity of C. echinata aligns with ecological differences between sites and that coral colonies sampled at the species’ preferred habitats are primarily structured by one bacterial taxon (genus Endozoicomonas) representing more than 60% of all bacteria. In contrast, host microbiomes from lower populated coral habitats are less structured and more diverse. Our study demonstrates that the content and structure of the coral microbiome aligns with environmental differences and denotes habitat adequacy. Availability of a range of coral host habitats might be important for the conservation of distinct microbiome structures and diversity.

  10. Microbiome structure of the fungid coral Ctenactis echinata aligns with environmental differences

    KAUST Repository

    Roder, Cornelia; Bayer, Till; Aranda, Manuel; Kruse, Maren; Voolstra, Christian R.

    2015-01-01

    The significance of bacteria for eukaryotic functioning is increasingly recognized. Coral reef ecosystems critically rely on the relationship between coral hosts and their intracellular photosynthetic dinoflagellates, but the role of the associated bacteria remains largely theoretical. Here, we set out to relate coral-associated bacterial communities of the fungid host species Ctenactis echinata to environmental settings (geographic location, substrate cover, summer/winter, nutrient and suspended matter concentrations) and coral host abundance. We show that bacterial diversity of C. echinata aligns with ecological differences between sites and that coral colonies sampled at the species’ preferred habitats are primarily structured by one bacterial taxon (genus Endozoicomonas) representing more than 60% of all bacteria. In contrast, host microbiomes from lower populated coral habitats are less structured and more diverse. Our study demonstrates that the content and structure of the coral microbiome aligns with environmental differences and denotes habitat adequacy. Availability of a range of coral host habitats might be important for the conservation of distinct microbiome structures and diversity.

  11. 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...

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

    NARCIS (Netherlands)

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

    2012-01-01

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

  13. Family Structure, Residential Mobility, and Environmental Inequality

    Science.gov (United States)

    Downey, Liam; Crowder, Kyle; Kemp, Robert J.

    2016-01-01

    This study combines micro-level data on families with children from the Panel Study of Income Dynamics with neighborhood-level industrial hazard data from the Environmental Protection Agency and neighborhood-level U.S. census data to examine both the association between family structure and residential proximity to neighborhood pollution and the micro-level, residential mobility processes that contribute to differential pollution proximity across family types. Results indicate the existence of significant family structure differences in household proximity to industrial pollution in U.S. metropolitan areas between 1990 and 1999, with single-mother and single-father families experiencing neighborhood pollution levels that are on average 46% and 26% greater, respectively, than those experienced by two-parent families. Moreover, the pollution gap between single-mother and two-parent families persists with controls for household and neighborhood socioeconomic, sociodemographic, and race/ethnic characteristics. Examination of underlying migration patterns reveals that single-mother, single-father, and two-parent families are equally likely to move in response to pollution. However, mobile single-parent families move into neighborhoods with significantly higher pollution levels than do mobile two-parent families. Thus, family structure differences in pollution proximity are maintained more by these destination neighborhood differences than by family structure variations in the likelihood of moving out of polluted neighborhoods. PMID:28348440

  14. Environmentally Preferable Coatings for Structural Steel Project

    Science.gov (United States)

    Lewis, Pattie L. (Editor)

    2014-01-01

    The Ground Systems Development and Operations (GSDO) Program at NASA John F. Kennedy Space Center (KSC) has the primary objective of modernizing and transforming the launch and range complex at KSC to benefit current and future NASA programs along with other emerging users. Described a the "launch support and infrastructure modernization program" in the NASA Authorization Act of 2010, the GSDO Program will develop and implement shared infrastructure and process improvements to provide more flexible, affordable, and responsive capabilities to a multi-user community. In support of the GSDO Program, the objective of this project is to determine the feasibility of environmentally friendly corrosion resistant coatings for launch facilities and ground support equipment. The focus of the project is corrosion resistance and survivability with the goal to reduce the amount of maintenance required to preserve the performance of launch facilities while reducing mission risk. Number of facilities/structures with metallic structural and non-structural components in a highly corrosive environment. Metals require periodic maintenance activity to guard against the insidious effects of corrosion and thus ensure that structures meet or exceed design or performance life. The standard practice for protecting metallic substrates in atmospheric environments is the application of corrosion protective coating system.

  15. ANALISIS PORTOFOLIO RESAMPLED EFFICIENT FRONTIER BERDASARKAN OPTIMASI MEAN-VARIANCE

    OpenAIRE

    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 ...

  16. Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

    OpenAIRE

    Daheng Peng; Fang Zhang

    2017-01-01

    In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.

  17. The asymptotic variance of departures in critically loaded queues

    NARCIS (Netherlands)

    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 +

  18. Environmental impact assessment and eco-friendly decision-making in civil structures.

    Science.gov (United States)

    Kim, Sang-Hyo; Choi, Moon-Seock; Mha, Ho-Seong; Joung, Jung-Yeun

    2013-09-15

    This study develops two useful procedures in performing an environmental-impact assessment. One is the advanced life-cycle assessment (LCA) method, which effectively tracks the flow of materials and considers the recycling and demolition of a civil structure. The other is an eco-friendly decision-making procedure, which may effectively apply when determining the prototype of a civil structure. The advanced LCA method differs from traditional LCA procedure, as it classifies the input material prior to the impact assessment. Classification work is performed to establish independent life-cycle stages for each material. The processes of recycling and demolition are appropriately added to the life-cycle stages. The impact assessment is performed separately for the materials, and results are aggregated at the end of the analysis. The eco-friendly decision-making procedure enables designers to choose an economical, and environmentally friendly, alternative during the planning phase of the construction project. This procedure rationally amalgamates economical value and environmental effects into a single indicator. The life cycle cost (LCC) of a structure can be analysed by using conventional LCC tools, whereas the environmental impact is estimated by LCA. The results from LCC and LCA are then integrated by using either a CO2 conversion method or an analytical hierarchy process (AHP). The CO2 conversion method presents the result as a monetary value, whereas the AHP presents the result as a non-dimensional value. A practical example using a steel box girder bridge and a pre-stressed concrete (PSC) box-girder bridge is also given in order to aid the understanding of the presented procedure. Copyright © 2013 Elsevier Ltd. All rights reserved.

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

    Science.gov (United States)

    Li, Annan; Shan, Shiguang; Gao, Wen

    2012-01-01

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

  20. 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

  1. Economic structure and pollution intensity within the environmental input-output framework

    Energy Technology Data Exchange (ETDEWEB)

    Llop, Maria [Departament d' Economia, Universitat Rovira i Virgili, Avgda. Universitat no. 1, 43204 Reus (Spain)]. E-mail: maria.llop@urv.cat

    2007-06-15

    The environmental input-output approach reveals the channels through which the environmental burdens of production activities are transmitted throughout the economy. This paper uses the input-output framework and analyses the changes in Spanish emission multipliers during the period 1995-2000. By decomposing the total changes in multipliers into different components, it is possible to evaluate separately the effects of economic structure and pollution intensity captured by the environmental input-output model. Specifically, in this study, we distinguish between the effects on multipliers caused by changes in emission coefficients (the pollution intensity effects) and the effects on multipliers caused by changes in technical coefficients (the economic structure effects). Our results show a significant reduction in the pollution intensity of production activities, which contributed negatively to changes in emission multipliers. They also show that the economic structure contributed positively to changes in emission multipliers. Together, these two effects lead to a small reduction in multipliers during the period of analysis. My results also show significant differences in the individual behaviour of different sectors in terms of their contribution to multiplier changes. Since there are considerable differences in the way individual sectors affect the changes in emission levels, and in the intensity of these effects, this means that the final effects will basically depend on the activity considered.

  2. Economic structure and pollution intensity within the environmental input-output framework

    International Nuclear Information System (INIS)

    Llop, Maria

    2007-01-01

    The environmental input-output approach reveals the channels through which the environmental burdens of production activities are transmitted throughout the economy. This paper uses the input-output framework and analyses the changes in Spanish emission multipliers during the period 1995-2000. By decomposing the total changes in multipliers into different components, it is possible to evaluate separately the effects of economic structure and pollution intensity captured by the environmental input-output model. Specifically, in this study, we distinguish between the effects on multipliers caused by changes in emission coefficients (the pollution intensity effects) and the effects on multipliers caused by changes in technical coefficients (the economic structure effects). Our results show a significant reduction in the pollution intensity of production activities, which contributed negatively to changes in emission multipliers. They also show that the economic structure contributed positively to changes in emission multipliers. Together, these two effects lead to a small reduction in multipliers during the period of analysis. My results also show significant differences in the individual behaviour of different sectors in terms of their contribution to multiplier changes. Since there are considerable differences in the way individual sectors affect the changes in emission levels, and in the intensity of these effects, this means that the final effects will basically depend on the activity considered

  3. Genetic and Environmental Influences on Individual Differences in Frequency of Play with Pets among Middle-Aged Men: A Behavioral Genetic Analysis.

    Science.gov (United States)

    Jacobson, Kristen C; Hoffman, Christy L; Vasilopoulos, Terrie; Kremen, William S; Panizzon, Matthew S; Grant, Michael D; Lyons, Michael J; Xian, Hong; Franz, Carol E

    2012-12-01

    There is growing evidence that pet ownership and human-animal interaction (HAI) have benefits for human physical and psychological well-being. However, there may be pre-existing characteristics related to patterns of pet ownership and interactions with pets that could potentially bias results of research on HAI. The present study uses a behavioral genetic design to estimate the degree to which genetic and environmental factors contribute to individual differences in frequency of play with pets among adult men. Participants were from the ongoing longitudinal Vietnam Era Twin Study of Aging (VETSA), a population-based sample of 1,237 monozygotic (MZ) and dizygotic (DZ) twins aged 51-60 years. Results demonstrate that MZ twins have higher correlations than DZ twins on frequency of pet play, suggesting that genetic factors play a role in individual differences in interactions with pets. Structural equation modeling revealed that, according to the best model, genetic factors accounted for as much as 37% of the variance in pet play, although the majority of variance (63-71%) was due to environmental factors that are unique to each twin. Shared environmental factors, which would include childhood exposure to pets, overall accounted for influenced characteristics.

  4. Overlapping genetic and child-specific nonshared environmental influences on listening comprehension, reading motivation, and reading comprehension.

    Science.gov (United States)

    Schenker, Victoria J; Petrill, Stephen A

    2015-01-01

    This study investigated the genetic and environmental influences on observed associations between listening comprehension, reading motivation, and reading comprehension. Univariate and multivariate quantitative genetic models were conducted in a sample of 284 pairs of twins at a mean age of 9.81 years. Genetic and nonshared environmental factors accounted for statistically significant variance in listening and reading comprehension, and nonshared environmental factors accounted for variance in reading motivation. Furthermore, listening comprehension demonstrated unique genetic and nonshared environmental influences but also had overlapping genetic influences with reading comprehension. Reading motivation and reading comprehension each had unique and overlapping nonshared environmental contributions. Therefore, listening comprehension appears to be related to reading primarily due to genetic factors whereas motivation appears to affect reading via child-specific, nonshared environmental effects. Copyright © 2015 Elsevier Inc. All rights reserved.

  5. Overlapping Genetic and Child-Specific Nonshared Environmental Influences on Listening Comprehension, Reading Motivation, and Reading Comprehension

    Science.gov (United States)

    Schenker, Victoria J.; Petrill, Stephen A.

    2015-01-01

    This study investigated the genetic and environmental influences on observed associations between listening comprehension, reading motivation, and reading comprehension. Univariate and multivariate quantitative genetic models were conducted in a sample of 284 pairs of twins at a mean age of 9.81 years. Genetic and nonshared environmental factors accounted for statistically significant variance in listening and reading comprehension, and nonshared environmental factors accounted for variance in reading motivation. Furthermore, listening comprehension demonstrated unique genetic and nonshared environmental influences but also had overlapping genetic influences with reading comprehension. Reading motivation and reading comprehension each had unique and overlapping nonshared environmental contributions. Therefore, listening comprehension appears to be related to reading primarily due to genetic factors whereas motivation appears to affect reading via child-specific, nonshared environmental effects. PMID:26321677

  6. An elementary components of variance analysis for multi-center quality control

    International Nuclear Information System (INIS)

    Munson, P.J.; Rodbard, D.

    1977-01-01

    The serious variability of RIA results from different laboratories indicates the need for multi-laboratory collaborative quality control (QC) studies. Statistical analysis methods for such studies using an 'analysis of variance with components of variance estimation' are discussed. This technique allocates the total variance into components corresponding to between-laboratory, between-assay, and residual or within-assay variability. Components of variance analysis also provides an intelligent way to combine the results of several QC samples run at different evels, from which we may decide if any component varies systematically with dose level; if not, pooling of estimates becomes possible. We consider several possible relationships of standard deviation to the laboratory mean. Each relationship corresponds to an underlying statistical model, and an appropriate analysis technique. Tests for homogeneity of variance may be used to determine if an appropriate model has been chosen, although the exact functional relationship of standard deviation to lab mean may be difficult to establish. Appropriate graphical display of the data aids in visual understanding of the data. A plot of the ranked standard deviation vs. ranked laboratory mean is a convenient way to summarize a QC study. This plot also allows determination of the rank correlation, which indicates a net relationship of variance to laboratory mean. (orig.) [de

  7. Integrated age-structured length-based stock assessment model with uncertain process variances, structural uncertainty and environmental covariates: case of Central Baltic herring

    DEFF Research Database (Denmark)

    Mäntyniemi, Samu; Uusitalo, Laura; Peltonen, Heikki

    2013-01-01

    We developed a generic, age-structured, state-space stock assessment model that can be used as a platform for including information elicited from stakeholders. The model tracks the mean size-at-age and then uses it to explain rates of natural and fishing mortality. The fishery selectivity is divided...... to two components, which makes it possible to model the active seeking of the fleet for certain sizes of fish, as well as the selectivity of the gear itself. The model can account for uncertainties that are not currently accounted for in state-of-the-art models for integrated assessments: (i) The form...... of the stock–recruitment function is considered uncertain and is accounted for by using Bayesian model averaging. (ii) In addition to recruitment variation, process variation in natural mortality, growth parameters, and fishing mortality can also be treated as uncertain parameters...

  8. How does variance in fertility change over the demographic transition?

    Science.gov (United States)

    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).

  9. Nonparametric Monitoring for Geotechnical Structures Subject to Long-Term Environmental Change

    Directory of Open Access Journals (Sweden)

    Hae-Bum Yun

    2011-01-01

    Full Text Available A nonparametric, data-driven methodology of monitoring for geotechnical structures subject to long-term environmental change is discussed. Avoiding physical assumptions or excessive simplification of the monitored structures, the nonparametric monitoring methodology presented in this paper provides reliable performance-related information particularly when the collection of sensor data is limited. For the validation of the nonparametric methodology, a field case study was performed using a full-scale retaining wall, which had been monitored for three years using three tilt gauges. Using the very limited sensor data, it is demonstrated that important performance-related information, such as drainage performance and sensor damage, could be disentangled from significant daily, seasonal and multiyear environmental variations. Extensive literature review on recent developments of parametric and nonparametric data processing techniques for geotechnical applications is also presented.

  10. Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

    Directory of Open Access Journals (Sweden)

    Daheng Peng

    2017-10-01

    Full Text Available In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.

  11. Increased gender variance in autism spectrum disorders and attention deficit hyperactivity disorder.

    Science.gov (United States)

    Strang, John F; Kenworthy, Lauren; Dominska, Aleksandra; Sokoloff, Jennifer; Kenealy, Laura E; Berl, Madison; Walsh, Karin; Menvielle, Edgardo; Slesaransky-Poe, Graciela; Kim, Kyung-Eun; Luong-Tran, Caroline; Meagher, Haley; Wallace, Gregory L

    2014-11-01

    Evidence suggests over-representation of autism spectrum disorders (ASDs) and behavioral difficulties among people referred for gender issues, but rates of the wish to be the other gender (gender variance) among different neurodevelopmental disorders are unknown. This chart review study explored rates of gender variance as reported by parents on the Child Behavior Checklist (CBCL) in children with different neurodevelopmental disorders: ASD (N = 147, 24 females and 123 males), attention deficit hyperactivity disorder (ADHD; N = 126, 38 females and 88 males), or a medical neurodevelopmental disorder (N = 116, 57 females and 59 males), were compared with two non-referred groups [control sample (N = 165, 61 females and 104 males) and non-referred participants in the CBCL standardization sample (N = 1,605, 754 females and 851 males)]. Significantly greater proportions of participants with ASD (5.4%) or ADHD (4.8%) had parent reported gender variance than in the combined medical group (1.7%) or non-referred comparison groups (0-0.7%). As compared to non-referred comparisons, participants with ASD were 7.59 times more likely to express gender variance; participants with ADHD were 6.64 times more likely to express gender variance. The medical neurodevelopmental disorder group did not differ from non-referred samples in likelihood to express gender variance. Gender variance was related to elevated emotional symptoms in ADHD, but not in ASD. After accounting for sex ratio differences between the neurodevelopmental disorder and non-referred comparison groups, gender variance occurred equally in females and males.

  12. Sleep Reactivity and Insomnia: Genetic and Environmental Influences

    Science.gov (United States)

    Drake, Christopher L.; Friedman, Naomi P.; Wright, Kenneth P.; Roth, Thomas

    2011-01-01

    Study Objectives: Determine the genetic and environmental contributions to sleep reactivity and insomnia. Design: Population-based twin cohort. Participants: 1782 individual twins (988 monozygotic or MZ; 1,086 dizygotic or DZ), including 744 complete twin pairs (377 MZ and 367 DZ). Mean age was 22.5 ± 2.8 years; gender distribution was 59% women. Measurements: Sleep reactivity was measured using the Ford Insomnia Response to Stress Test (FIRST). The criterion for insomnia was having difficulty falling asleep, staying asleep, or nonrefreshing sleep “usually or always” for ≥ 1 month, with at least “somewhat” interference with daily functioning. Results: The prevalence of insomnia was 21%. Heritability estimates for sleep reactivity were 29% for females and 43% for males. The environmental variance for sleep reactivity was greater for females and entirely due to nonshared effects. Insomnia was 43% to 55% heritable for males and females, respectively; the sex difference was not significant. The genetic variances in insomnia and FIRST scores were correlated (r = 0.54 in females, r = 0.64 in males), as were the environmental variances (r = 0.32 in females, r = 0.37 in males). In terms of individual insomnia symptoms, difficulty staying asleep (25% to 35%) and nonrefreshing sleep (34% to 35%) showed relatively more genetic influences than difficulty falling asleep (0%). Conclusions: Sleep reactivity to stress has a substantial genetic component, as well as an environmental component. The finding that FIRST scores and insomnia symptoms share genetic influences is consistent with the hypothesis that sleep reactivity may be a genetic vulnerability for developing insomnia. Citation: Drake CL; Friedman NP; Wright KP; Roth T. Sleep reactivity and insomnia: genetic and environmental influences. SLEEP 2011;34(9):1179-1188. PMID:21886355

  13. An elementary components of variance analysis for multi-centre quality control

    International Nuclear Information System (INIS)

    Munson, P.J.; Rodbard, D.

    1978-01-01

    The serious variability of RIA results from different laboratories indicates the need for multi-laboratory collaborative quality-control (QC) studies. Simple graphical display of data in the form of histograms is useful but insufficient. The paper discusses statistical analysis methods for such studies using an ''analysis of variance with components of variance estimation''. This technique allocates the total variance into components corresponding to between-laboratory, between-assay, and residual or within-assay variability. Problems with RIA data, e.g. severe non-uniformity of variance and/or departure from a normal distribution violate some of the usual assumptions underlying analysis of variance. In order to correct these problems, it is often necessary to transform the data before analysis by using a logarithmic, square-root, percentile, ranking, RIDIT, ''Studentizing'' or other transformation. Ametric transformations such as ranks or percentiles protect against the undue influence of outlying observations, but discard much intrinsic information. Several possible relationships of standard deviation to the laboratory mean are considered. Each relationship corresponds to an underlying statistical model and an appropriate analysis technique. Tests for homogeneity of variance may be used to determine whether an appropriate model has been chosen, although the exact functional relationship of standard deviation to laboratory mean may be difficult to establish. Appropriate graphical display aids visual understanding of the data. A plot of the ranked standard deviation versus ranked laboratory mean is a convenient way to summarize a QC study. This plot also allows determination of the rank correlation, which indicates a net relationship of variance to laboratory mean

  14. Ownership structure and economic and socio-environmental disclosure in the largest Brazilian companies

    Directory of Open Access Journals (Sweden)

    Tatiana Aquino Almeida

    2016-01-01

    Full Text Available The disclosure of sustainable practices has become important in the search for competitive advantage, so as to meet the expectations of the various stakeholders. Thus, the study aims to investigate the relationship between the ownership structure and the economic and environmental voluntary disclosure in the largest Brazilian companies, analyzing ownership concentration and the identity of the controlling shareholder. For the analysis, we considered the economic, social and environmental perspectives, addressed both individually and jointly. The sample consists of 47 companies from the 100 largest public companies listed on BM&FBOVESPA, according to the magazine Exame Biggest and Best, edition 2013. The research is descriptive and quantitative, using Multiple Linear Regression for statistical analysis. The descriptive analysis of the prospects of (economic, social, environmental and sustainability disclosure showed lower average disclosure for the environmental aspect. The state control organizations stood out with the highest average in three of the four levels of disclosure: economic, social and sustainability. As regards the application of statistical analysis, the regression models were not statistically significant, indicating that, for the companies in the sample, the ownership structure does not influence the economic and socio-environmental disclosure.

  15. Capital Structure, Environmental Dynamism, Innovation Strategy, and Strategic Risk Management

    DEFF Research Database (Denmark)

    Juul Andersen, Torben

    2005-01-01

    Previous research found that capital structure affects performance when it is adapted to the level of environmental dynamism and pursuit of an innovation strategy. The current study reproduces some of these relationships in a more recent dataset but also identifies significant nuances across...... industrial environments. Analyses of a large cross sectional sample and various industry sub-samples suggest that other factors have influenced capital structure effects in recent years including flexibilities in multinational organization and effective strategic risk management capabilities....

  16. Production structure and international competition position of the German environmental protection economy; Produktionsstruktur und internationale Wettbewerbsposition der deutschen Umweltschutzwirtschaft

    Energy Technology Data Exchange (ETDEWEB)

    Legler, Harald; Schasse, Ulrich [Niedersaechsisches Institut fuer Wirtschaftsforschung e.V., Hannover (Germany)

    2009-06-15

    There exists a connection between the economic structural orientation and international competitiveness on the one hand as well as the environmental political requirements on the other hand. The environmental protection economy fits quite well the profile that Germany is demanded in the international change. Under this aspect, the authors of the contribution under consideration report on the production structure and on the international competition position of the German environmental protection economy. The authors report on (a) the production structure and production dynamics of the environmental protection industry; (b) German environmental protection economy in the international comparison; (c) Goods, building works and services for environmental protection in Germany.

  17. A mean–variance objective for robust production optimization in uncertain geological scenarios

    DEFF Research Database (Denmark)

    Capolei, Andrea; Suwartadi, Eka; Foss, Bjarne

    2014-01-01

    directly. In the mean–variance bi-criterion objective function risk appears directly, it also considers an ensemble of reservoir models, and has robust optimization as a special extreme case. The mean–variance objective is common for portfolio optimization problems in finance. The Markowitz portfolio...... optimization problem is the original and simplest example of a mean–variance criterion for mitigating risk. Risk is mitigated in oil production by including both the expected NPV (mean of NPV) and the risk (variance of NPV) for the ensemble of possible reservoir models. With the inclusion of the risk...

  18. 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....

  19. Spatial variation of dung beetle assemblages associated with forest structure in remnants of southern Brazilian Atlantic Forest

    Directory of Open Access Journals (Sweden)

    Pedro Giovâni da Silva

    2016-01-01

    Full Text Available The Brazilian Atlantic Forest is one of the world's biodiversity hotspots, and is currently highly fragmented and disturbed due to human activities. Variation in environmental conditions in the Atlantic Forest can influence the distribution of species, which may show associations with some environmental features. Dung beetles (Coleoptera: Scarabaeinae are insects that act in nutrient cycling via organic matter decomposition and have been used for monitoring environmental changes. The aim of this study is to identify associations between the spatial distribution of dung beetle species and Atlantic Forest structure. The spatial distribution of some dung beetle species was associated with structural forest features. The number of species among the sampling sites ranged widely, and few species were found in all remnant areas. Principal coordinates analysis indicated that species composition, abundance and biomass showed a spatially structured distribution, and these results were corroborated by permutational multivariate analysis of variance. The indicator value index and redundancy analysis showed an association of several dung beetle species with some explanatory environmental variables related to Atlantic Forest structure. This work demonstrated the existence of a spatially structured distribution of dung beetles, with significant associations between several species and forest structure in Atlantic Forest remnants from Southern Brazil. Keywords: Beta diversity, Species composition, Species diversity, Spatial distribution, Tropical forest

  20. 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.

  1. A characterization of optimal portfolios under the tail mean-variance criterion

    OpenAIRE

    Owadally, I.; Landsman, Z.

    2013-01-01

    The tail mean–variance model was recently introduced for use in risk management and portfolio choice; it involves a criterion that focuses on the risk of rare but large losses, which is particularly important when losses have heavy-tailed distributions. If returns or losses follow a multivariate elliptical distribution, the use of risk measures that satisfy certain well-known properties is equivalent to risk management in the classical mean–variance framework. The tail mean–variance criterion...

  2. Gender variance in childhood and sexual orientation in adulthood: a prospective study.

    Science.gov (United States)

    Steensma, Thomas D; van der Ende, Jan; Verhulst, Frank C; Cohen-Kettenis, Peggy T

    2013-11-01

    Several retrospective and prospective studies have reported on the association between childhood gender variance and sexual orientation and gender discomfort in adulthood. In most of the retrospective studies, samples were drawn from the general population. The samples in the prospective studies consisted of clinically referred children. In understanding the extent to which the association applies for the general population, prospective studies using random samples are needed. This prospective study examined the association between childhood gender variance, and sexual orientation and gender discomfort in adulthood in the general population. In 1983, we measured childhood gender variance, in 406 boys and 473 girls. In 2007, sexual orientation and gender discomfort were assessed. Childhood gender variance was measured with two items from the Child Behavior Checklist/4-18. Sexual orientation was measured for four parameters of sexual orientation (attraction, fantasy, behavior, and identity). Gender discomfort was assessed by four questions (unhappiness and/or uncertainty about one's gender, wish or desire to be of the other gender, and consideration of living in the role of the other gender). For both men and women, the presence of childhood gender variance was associated with homosexuality for all four parameters of sexual orientation, but not with bisexuality. The report of adulthood homosexuality was 8 to 15 times higher for participants with a history of gender variance (10.2% to 12.2%), compared to participants without a history of gender variance (1.2% to 1.7%). The presence of childhood gender variance was not significantly associated with gender discomfort in adulthood. This study clearly showed a significant association between childhood gender variance and a homosexual sexual orientation in adulthood in the general population. In contrast to the findings in clinically referred gender-variant children, the presence of a homosexual sexual orientation in

  3. 29 CFR 1926.2 - Variances from safety and health standards.

    Science.gov (United States)

    2010-07-01

    ... from safety and health standards. (a) Variances from standards which are, or may be, published in this... 29 Labor 8 2010-07-01 2010-07-01 false Variances from safety and health standards. 1926.2 Section 1926.2 Labor Regulations Relating to Labor (Continued) OCCUPATIONAL SAFETY AND HEALTH ADMINISTRATION...

  4. Draft no-migration variance petition. Volume 6, Appendices: QAPD, REG, RM, SCR, SER

    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 is Volume 6 of the petition which presents details about the 1993 site environmental report; metorite impact; damage from rock mechanics; regulatory interpretations; and the quality assurance program

  5. Allowing variance may enlarge the safe operating space for exploited ecosystems.

    Science.gov (United States)

    Carpenter, Stephen R; Brock, William A; Folke, Carl; van Nes, Egbert H; Scheffer, Marten

    2015-11-17

    Variable flows of food, water, or other ecosystem services complicate planning. Management strategies that decrease variability and increase predictability may therefore be preferred. However, actions to decrease variance over short timescales (2-4 y), when applied continuously, may lead to long-term ecosystem changes with adverse consequences. We investigated the effects of managing short-term variance in three well-understood models of ecosystem services: lake eutrophication, harvest of a wild population, and yield of domestic herbivores on a rangeland. In all cases, actions to decrease variance can increase the risk of crossing critical ecosystem thresholds, resulting in less desirable ecosystem states. Managing to decrease short-term variance creates ecosystem fragility by changing the boundaries of safe operating spaces, suppressing information needed for adaptive management, cancelling signals of declining resilience, and removing pressures that may build tolerance of stress. Thus, the management of variance interacts strongly and inseparably with the management of resilience. By allowing for variation, learning, and flexibility while observing change, managers can detect opportunities and problems as they develop while sustaining the capacity to deal with them.

  6. 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

  7. Study of the variance of a Monte Carlo calculation. Application to weighting; Etude de la variance d'un calcul de Monte Carlo. Application a la ponderation

    Energy Technology Data Exchange (ETDEWEB)

    Lanore, Jeanne-Marie [Commissariat a l' Energie Atomique - CEA, Centre d' Etudes Nucleaires de Fontenay-aux-Roses, Direction des Piles Atomiques, Departement des Etudes de Piles, Service d' Etudes de Protections de Piles (France)

    1969-04-15

    One of the main difficulties in Monte Carlo computations is the estimation of the results variance. Generally, only an apparent variance can be observed over a few calculations, often very different from the actual variance. By studying a large number of short calculations, the authors have tried to evaluate the real variance, and then to apply the obtained results to the optimization of the computations. The program used is the Poker one-dimensional Monte Carlo program. Calculations are performed in two types of fictitious environments: a body with constant cross section, without absorption, where all shocks are elastic and isotropic; a body with variable cross section (presenting a very pronounced peak and hole), with an anisotropy for high energy elastic shocks, and with the possibility of inelastic shocks (this body presents all the features that can appear in a real case)

  8. Variance as a Leading Indicator of Regime Shift in Ecosystem Services

    Directory of Open Access Journals (Sweden)

    William A. Brock

    2006-12-01

    Full Text Available Many environmental conflicts involve pollutants such as greenhouse gas emissions that are dispersed through space and cause losses of ecosystem services. As pollutant emissions rise in one place, a spatial cascade of declining ecosystem services can spread across a larger landscape because of the dispersion of the pollutant. This paper considers the problem of anticipating such spatial regime shifts by monitoring time series of the pollutant or associated ecosystem services. Using such data, it is possible to construct indicators that rise sharply in advance of regime shifts. Specifically, the maximum eigenvalue of the variance-covariance matrix of the multivariate time series of pollutants and ecosystem services rises prior to the regime shift. No specific knowledge of the mechanisms underlying the regime shift is needed to construct the indicator. Such leading indicators of regime shifts could provide useful signals to management agencies or to investors in ecosystem service markets.

  9. 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.

  10. Nonlinear structure formation with the environmentally dependent dilaton

    International Nuclear Information System (INIS)

    Brax, Philippe; Bruck, Carsten van de; Davis, Anne-Christine; Shaw, Douglas J.; Li, Baojiu

    2011-01-01

    We have studied the nonlinear structure formation of the environmentally dependent dilaton model using N-body simulations. We find that the mechanism of suppressing the scalar fifth force in high-density regions works very well. Within the parameter space allowed by the solar-system tests, the dilaton model predicts small deviations of the matter power spectrum and the mass function from their ΛCDM counterparts. The importance of taking full account of the nonlinearity of the model is also emphasized.

  11. Spatial structure of the meroplankton community along a Patagonian fjord - The role of changing freshwater inputs

    Science.gov (United States)

    Meerhoff, Erika; Tapia, Fabián J.; Castro, Leonardo R.

    2014-12-01

    Freshwater inputs are major drivers of circulation, hydrographic structure, and productivity patterns along estuarine systems. We assessed the degree to which meroplankton community structure in the Baker/Martinez fjord complex (Chilean Patagonia, 47.5°S) responds to spatial and temporal changes in hydrographic conditions driven by seasonal changes in Baker river outflow. Zooplankton and hydrographic measurements were conducted along the fjord in early spring (October) and late summer (February), when river outflow was minimal and maximal, respectively. Major meroplankton groups found on these surveys were larval barnacles, crabs, bivalves and gastropods. There was a clear change in community structure between October and February, explained by a switch in the numerically dominant group from barnacle to bivalve larvae. This change in community structure was related to changes in hydrographic structure along the fjord, which are mainly associated with seasonal changes in the Baker river outflow. A variance partition analysis showed no significant spatial trend that could account for the variation in meroplankton along the Martinez channel, whereas temporal variability and environmental variables accounted for 36.6% and 27.6% of the variance, respectively. When comparing meroplankton among the Baker and Martinez channels in October, changes in environmental variables explained 44.9% of total variance, whereas spatial variability accounted for 23.5%. Early and late-stage barnacle larvae (i.e. nauplii and cyprids) were more abundant in water with lower temperature, and higher dissolved oxygen and chlorophyll-a concentration, whereas bivalve larvae were more strongly associated to warmer waters. The seasonal shift in numerical dominance, from barnacle larvae in early spring to bivalve larvae in late summer, suggests that reproduction of these groups is triggered by substantially different sets of conditions, both in terms of hydrography and food availability. The

  12. A fully-stochasticized, age-structured population model for population viability analysis of fish: Lower Missouri River endangered pallid sturgeon example

    Science.gov (United States)

    Wildhaber, Mark L.; Albers, Janice; Green, Nicholas; Moran, Edward H.

    2017-01-01

    We develop a fully-stochasticized, age-structured population model suitable for population viability analysis (PVA) of fish and demonstrate its use with the endangered pallid sturgeon (Scaphirhynchus albus) of the Lower Missouri River as an example. The model incorporates three levels of variance: parameter variance (uncertainty about the value of a parameter itself) applied at the iteration level, temporal variance (uncertainty caused by random environmental fluctuations over time) applied at the time-step level, and implicit individual variance (uncertainty caused by differences between individuals) applied within the time-step level. We found that population dynamics were most sensitive to survival rates, particularly age-2+ survival, and to fecundity-at-length. The inclusion of variance (unpartitioned or partitioned), stocking, or both generally decreased the influence of individual parameters on population growth rate. The partitioning of variance into parameter and temporal components had a strong influence on the importance of individual parameters, uncertainty of model predictions, and quasiextinction risk (i.e., pallid sturgeon population size falling below 50 age-1+ individuals). Our findings show that appropriately applying variance in PVA is important when evaluating the relative importance of parameters, and reinforce the need for better and more precise estimates of crucial life-history parameters for pallid sturgeon.

  13. Individual and collective bodies: using measures of variance and association in contextual epidemiology.

    Science.gov (United States)

    Merlo, J; Ohlsson, H; Lynch, K F; Chaix, B; Subramanian, S V

    2009-12-01

    Social epidemiology investigates both individuals and their collectives. Although the limits that define the individual bodies are very apparent, the collective body's geographical or cultural limits (eg "neighbourhood") are more difficult to discern. Also, epidemiologists normally investigate causation as changes in group means. However, many variables of interest in epidemiology may cause a change in the variance of the distribution of the dependent variable. In spite of that, variance is normally considered a measure of uncertainty or a nuisance rather than a source of substantive information. This reasoning is also true in many multilevel investigations, whereas understanding the distribution of variance across levels should be fundamental. This means-centric reductionism is mostly concerned with risk factors and creates a paradoxical situation, as social medicine is not only interested in increasing the (mean) health of the population, but also in understanding and decreasing inappropriate health and health care inequalities (variance). Critical essay and literature review. The present study promotes (a) the application of measures of variance and clustering to evaluate the boundaries one uses in defining collective levels of analysis (eg neighbourhoods), (b) the combined use of measures of variance and means-centric measures of association, and (c) the investigation of causes of health variation (variance-altering causation). Both measures of variance and means-centric measures of association need to be included when performing contextual analyses. The variance approach, a new aspect of contextual analysis that cannot be interpreted in means-centric terms, allows perspectives to be expanded.

  14. A Mean-Variance Criterion for Economic Model Predictive Control of Stochastic Linear Systems

    DEFF Research Database (Denmark)

    Sokoler, Leo Emil; Dammann, Bernd; Madsen, Henrik

    2014-01-01

    , the tractability of the resulting optimal control problem is addressed. We use a power management case study to compare different variations of the mean-variance strategy with EMPC based on the certainty equivalence principle. The certainty equivalence strategy is much more computationally efficient than the mean......-variance strategies, but it does not account for the variance of the uncertain parameters. Openloop simulations suggest that a single-stage mean-variance approach yields a significantly lower operating cost than the certainty equivalence strategy. In closed-loop, the single-stage formulation is overly conservative...... be modified to perform almost as well as the two-stage mean-variance formulation. Nevertheless, we argue that the mean-variance approach can be used both as a strategy for evaluating less computational demanding methods such as the certainty equivalence method, and as an individual control strategy when...

  15. Corporate Environmentalism: Notes on Conceptualization and Explanation with Anecdotal Evidence from the Oil Industry

    Energy Technology Data Exchange (ETDEWEB)

    Tranoey, B S

    1995-12-01

    This paper originates from a project on the oil industry`s reaction to calls for environmental reform caused by concern about climate change. It discusses two sets of related questions: (1) how can corporate responses in politics and industry be measured and conceptualized, and (2) how can variance in corporate environmental behaviour be accounted for. A multidimensional typology of corporate environmental responses in the ``industrial sphere`` is presented and the role of large companies as political actors and links between corporate environmental behaviour is explored. Some attempts to explain variance in corporate environmental strategy are made in the form of two ``models``. This is done by combining fragments of various theoretical bodies, like microeconomic theory, theories of strategic marketplace interaction and organizational theory. Finally, the author illustrates his ideas by drawing on findings from research on the environmental strategies of the three oil companies BP, Shell and Statoil. 51 refs., 3 tabs.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2008-07-01

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

  17. Shared-Environmental Contributions to High Cognitive Ability

    OpenAIRE

    Kirkpatrick, Robert M.; McGue, Matt; Iacono, William G.

    2009-01-01

    Using a combined sample of adolescent twins, biological siblings, and adoptive siblings, we estimated and compared the differential shared-environmentality for high cognitive ability and the shared-environmental variance for the full range of ability during adolescence. Estimates obtained via multiple methods were in the neighborhood of 0.20, and suggest a modest effect of the shared environment on both high and full-range ability. We then examined the association of ability with three measur...

  18. UV spectral fingerprinting and analysis of variance-principal component analysis: a useful tool for characterizing sources of variance in plant materials.

    Science.gov (United States)

    Luthria, Devanand L; Mukhopadhyay, Sudarsan; Robbins, Rebecca J; Finley, John W; Banuelos, Gary S; Harnly, James M

    2008-07-23

    UV spectral fingerprints, in combination with analysis of variance-principal components analysis (ANOVA-PCA), can differentiate between cultivars and growing conditions (or treatments) and can be used to identify sources of variance. Broccoli samples, composed of two cultivars, were grown under seven different conditions or treatments (four levels of Se-enriched irrigation waters, organic farming, and conventional farming with 100 and 80% irrigation based on crop evaporation and transpiration rate). Freeze-dried powdered samples were extracted with methanol-water (60:40, v/v) and analyzed with no prior separation. Spectral fingerprints were acquired for the UV region (220-380 nm) using a 50-fold dilution of the extract. ANOVA-PCA was used to construct subset matrices that permitted easy verification of the hypothesis that cultivar and treatment contributed to a difference in the chemical expression of the broccoli. The sums of the squares of the same matrices were used to show that cultivar, treatment, and analytical repeatability contributed 30.5, 68.3, and 1.2% of the variance, respectively.

  19. Disentangling environmental and spatial effects on phylogenetic structure of angiosperm tree communities in China.

    Science.gov (United States)

    Qian, Hong; Chen, Shengbin; Zhang, Jin-Long

    2017-07-17

    Niche-based and neutrality-based theories are two major classes of theories explaining the assembly mechanisms of local communities. Both theories have been frequently used to explain species diversity and composition in local communities but their relative importance remains unclear. Here, we analyzed 57 assemblages of angiosperm trees in 0.1-ha forest plots across China to examine the effects of environmental heterogeneity (relevant to niche-based processes) and spatial contingency (relevant to neutrality-based processes) on phylogenetic structure of angiosperm tree assemblages distributed across a wide range of environment and space. Phylogenetic structure was quantified with six phylogenetic metrics (i.e., phylogenetic diversity, mean pairwise distance, mean nearest taxon distance, and the standardized effect sizes of these three metrics), which emphasize on different depths of evolutionary histories and account for different degrees of species richness effects. Our results showed that the variation in phylogenetic metrics explained independently by environmental variables was on average much greater than that explained independently by spatial structure, and the vast majority of the variation in phylogenetic metrics was explained by spatially structured environmental variables. We conclude that niche-based processes have played a more important role than neutrality-based processes in driving phylogenetic structure of angiosperm tree species in forest communities in China.

  20. Levine's guide to SPSS for analysis of variance

    CERN Document Server

    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

  1. An efficient sampling approach for variance-based sensitivity analysis based on the law of total variance in the successive intervals without overlapping

    Science.gov (United States)

    Yun, Wanying; Lu, Zhenzhou; Jiang, Xian

    2018-06-01

    To efficiently execute the variance-based global sensitivity analysis, the law of total variance in the successive intervals without overlapping is proved at first, on which an efficient space-partition sampling-based approach is subsequently proposed in this paper. Through partitioning the sample points of output into different subsets according to different inputs, the proposed approach can efficiently evaluate all the main effects concurrently by one group of sample points. In addition, there is no need for optimizing the partition scheme in the proposed approach. The maximum length of subintervals is decreased by increasing the number of sample points of model input variables in the proposed approach, which guarantees the convergence condition of the space-partition approach well. Furthermore, a new interpretation on the thought of partition is illuminated from the perspective of the variance ratio function. Finally, three test examples and one engineering application are employed to demonstrate the accuracy, efficiency and robustness of the proposed approach.

  2. A load factor based mean-variance analysis for fuel diversification

    Energy Technology Data Exchange (ETDEWEB)

    Gotham, Douglas; Preckel, Paul; Ruangpattana, Suriya [State Utility Forecasting Group, Purdue University, West Lafayette, IN (United States); Muthuraman, Kumar [McCombs School of Business, University of Texas, Austin, TX (United States); Rardin, Ronald [Department of Industrial Engineering, University of Arkansas, Fayetteville, AR (United States)

    2009-03-15

    Fuel diversification implies the selection of a mix of generation technologies for long-term electricity generation. The goal is to strike a good balance between reduced costs and reduced risk. The method of analysis that has been advocated and adopted for such studies is the mean-variance portfolio analysis pioneered by Markowitz (Markowitz, H., 1952. Portfolio selection. Journal of Finance 7(1) 77-91). However the standard mean-variance methodology, does not account for the ability of various fuels/technologies to adapt to varying loads. Such analysis often provides results that are easily dismissed by regulators and practitioners as unacceptable, since load cycles play critical roles in fuel selection. To account for such issues and still retain the convenience and elegance of the mean-variance approach, we propose a variant of the mean-variance analysis using the decomposition of the load into various types and utilizing the load factors of each load type. We also illustrate the approach using data for the state of Indiana and demonstrate the ability of the model in providing useful insights. (author)

  3. 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.

  4. Mixed emotions: Sensitivity to facial variance in a crowd of faces.

    Science.gov (United States)

    Haberman, Jason; Lee, Pegan; Whitney, David

    2015-01-01

    The visual system automatically represents summary information from crowds of faces, such as the average expression. This is a useful heuristic insofar as it provides critical information about the state of the world, not simply information about the state of one individual. However, the average alone is not sufficient for making decisions about how to respond to a crowd. The variance or heterogeneity of the crowd--the mixture of emotions--conveys information about the reliability of the average, essential for determining whether the average can be trusted. Despite its importance, the representation of variance within a crowd of faces has yet to be examined. This is addressed here in three experiments. In the first experiment, observers viewed a sample set of faces that varied in emotion, and then adjusted a subsequent set to match the variance of the sample set. To isolate variance as the summary statistic of interest, the average emotion of both sets was random. Results suggested that observers had information regarding crowd variance. The second experiment verified that this was indeed a uniquely high-level phenomenon, as observers were unable to derive the variance of an inverted set of faces as precisely as an upright set of faces. The third experiment replicated and extended the first two experiments using method-of-constant-stimuli. Together, these results show that the visual system is sensitive to emergent information about the emotional heterogeneity, or ambivalence, in crowds of faces.

  5. On Stabilizing the Variance of Dynamic Functional Brain Connectivity Time Series.

    Science.gov (United States)

    Thompson, William Hedley; Fransson, Peter

    2016-12-01

    Assessment of dynamic functional brain connectivity based on functional magnetic resonance imaging (fMRI) data is an increasingly popular strategy to investigate temporal dynamics of the brain's large-scale network architecture. Current practice when deriving connectivity estimates over time is to use the Fisher transformation, which aims to stabilize the variance of correlation values that fluctuate around varying true correlation values. It is, however, unclear how well the stabilization of signal variance performed by the Fisher transformation works for each connectivity time series, when the true correlation is assumed to be fluctuating. This is of importance because many subsequent analyses either assume or perform better when the time series have stable variance or adheres to an approximate Gaussian distribution. In this article, using simulations and analysis of resting-state fMRI data, we analyze the effect of applying different variance stabilization strategies on connectivity time series. We focus our investigation on the Fisher transformation, the Box-Cox (BC) transformation and an approach that combines both transformations. Our results show that, if the intention of stabilizing the variance is to use metrics on the time series, where stable variance or a Gaussian distribution is desired (e.g., clustering), the Fisher transformation is not optimal and may even skew connectivity time series away from being Gaussian. Furthermore, we show that the suboptimal performance of the Fisher transformation can be substantially improved by including an additional BC transformation after the dynamic functional connectivity time series has been Fisher transformed.

  6. Origin and consequences of the relationship between protein mean and variance.

    Science.gov (United States)

    Vallania, Francesco Luigi Massimo; Sherman, Marc; Goodwin, Zane; Mogno, Ilaria; Cohen, Barak Alon; Mitra, Robi David

    2014-01-01

    Cell-to-cell variance in protein levels (noise) is a ubiquitous phenomenon that can increase fitness by generating phenotypic differences within clonal populations of cells. An important challenge is to identify the specific molecular events that control noise. This task is complicated by the strong dependence of a protein's cell-to-cell variance on its mean expression level through a power-law like relationship (σ2∝μ1.69). Here, we dissect the nature of this relationship using a stochastic model parameterized with experimentally measured values. This framework naturally recapitulates the power-law like relationship (σ2∝μ1.6) and accurately predicts protein variance across the yeast proteome (r2 = 0.935). Using this model we identified two distinct mechanisms by which protein variance can be increased. Variables that affect promoter activation, such as nucleosome positioning, increase protein variance by changing the exponent of the power-law relationship. In contrast, variables that affect processes downstream of promoter activation, such as mRNA and protein synthesis, increase protein variance in a mean-dependent manner following the power-law. We verified our findings experimentally using an inducible gene expression system in yeast. We conclude that the power-law-like relationship between noise and protein mean is due to the kinetics of promoter activation. Our results provide a framework for understanding how molecular processes shape stochastic variation across the genome.

  7. 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.

  8. Impact of Damping Uncertainty on SEA Model Response Variance

    Science.gov (United States)

    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.

  9. The Impact of Jump Distributions on the Implied Volatility of Variance

    DEFF Research Database (Denmark)

    Nicolato, Elisa; Pisani, Camilla; Pedersen, David Sloth

    2017-01-01

    We consider a tractable affine stochastic volatility model that generalizes the seminal Heston (1993) model by augmenting it with jumps in the instantaneous variance process. In this framework, we consider both realized variance options and VIX options, and we examine the impact of the distribution...... of jumps on the associated implied volatility smile. We provide sufficient conditions for the asymptotic behavior of the implied volatility of variance for small and large strikes. In particular, by selecting alternative jump distributions, we show that one can obtain fundamentally different shapes...

  10. Replication Variance Estimation under Two-phase Sampling in the Presence of Non-response

    Directory of Open Access Journals (Sweden)

    Muqaddas Javed

    2014-09-01

    Full Text Available Kim and Yu (2011 discussed replication variance estimator for two-phase stratified sampling. In this paper estimators for mean have been proposed in two-phase stratified sampling for different situation of existence of non-response at first phase and second phase. The expressions of variances of these estimators have been derived. Furthermore, replication-based jackknife variance estimators of these variances have also been derived. Simulation study has been conducted to investigate the performance of the suggested estimators.

  11. Thermospheric mass density model error variance as a function of time scale

    Science.gov (United States)

    Emmert, J. T.; Sutton, E. K.

    2017-12-01

    In the increasingly crowded low-Earth orbit environment, accurate estimation of orbit prediction uncertainties is essential for collision avoidance. Poor characterization of such uncertainty can result in unnecessary and costly avoidance maneuvers (false positives) or disregard of a collision risk (false negatives). Atmospheric drag is a major source of orbit prediction uncertainty, and is particularly challenging to account for because it exerts a cumulative influence on orbital trajectories and is therefore not amenable to representation by a single uncertainty parameter. To address this challenge, we examine the variance of measured accelerometer-derived and orbit-derived mass densities with respect to predictions by thermospheric empirical models, using the data-minus-model variance as a proxy for model uncertainty. Our analysis focuses mainly on the power spectrum of the residuals, and we construct an empirical model of the variance as a function of time scale (from 1 hour to 10 years), altitude, and solar activity. We find that the power spectral density approximately follows a power-law process but with an enhancement near the 27-day solar rotation period. The residual variance increases monotonically with altitude between 250 and 550 km. There are two components to the variance dependence on solar activity: one component is 180 degrees out of phase (largest variance at solar minimum), and the other component lags 2 years behind solar maximum (largest variance in the descending phase of the solar cycle).

  12. How the Weak Variance of Momentum Can Turn Out to be Negative

    Science.gov (United States)

    Feyereisen, M. R.

    2015-05-01

    Weak values are average quantities, therefore investigating their associated variance is crucial in understanding their place in quantum mechanics. We develop the concept of a position-postselected weak variance of momentum as cohesively as possible, building primarily on material from Moyal (Mathematical Proceedings of the Cambridge Philosophical Society, Cambridge University Press, Cambridge, 1949) and Sonego (Found Phys 21(10):1135, 1991) . The weak variance is defined in terms of the Wigner function, using a standard construction from probability theory. We show this corresponds to a measurable quantity, which is not itself a weak value. It also leads naturally to a connection between the imaginary part of the weak value of momentum and the quantum potential. We study how the negativity of the Wigner function causes negative weak variances, and the implications this has on a class of `subquantum' theories. We also discuss the role of weak variances in studying determinism, deriving the classical limit from a variational principle.

  13. Variance gradients and uncertainty budgets for nonlinear measurement functions with independent inputs

    International Nuclear Information System (INIS)

    Campanelli, Mark; Kacker, Raghu; Kessel, Rüdiger

    2013-01-01

    A novel variance-based measure for global sensitivity analysis, termed a variance gradient (VG), is presented for constructing uncertainty budgets under the Guide to the Expression of Uncertainty in Measurement (GUM) framework for nonlinear measurement functions with independent inputs. The motivation behind VGs is the desire of metrologists to understand which inputs' variance reductions would most effectively reduce the variance of the measurand. VGs are particularly useful when the application of the first supplement to the GUM is indicated because of the inadequacy of measurement function linearization. However, VGs reduce to a commonly understood variance decomposition in the case of a linear(ized) measurement function with independent inputs for which the original GUM readily applies. The usefulness of VGs is illustrated by application to an example from the first supplement to the GUM, as well as to the benchmark Ishigami function. A comparison of VGs to other available sensitivity measures is made. (paper)

  14. 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)

  15. A geometric approach to multiperiod mean variance optimization of assets and liabilities

    OpenAIRE

    Leippold, Markus; Trojani, Fabio; Vanini, Paolo

    2005-01-01

    We present a geometric approach to discrete time multiperiod mean variance portfolio optimization that largely simplifies the mathematical analysis and the economic interpretation of such model settings. We show that multiperiod mean variance optimal policies can be decomposed in an orthogonal set of basis strategies, each having a clear economic interpretation. This implies that the corresponding multi period mean variance frontiers are spanned by an orthogonal basis of dynamic returns. Spec...

  16. Effect of captivity on genetic variance for five traits in the large milkweed bug (Oncopeltus fasciatus).

    Science.gov (United States)

    Rodríguez-Clark, K M

    2004-07-01

    Understanding the changes in genetic variance which may occur as populations move from nature into captivity has been considered important when populations in captivity are used as models of wild ones. However, the inherent significance of these changes has not previously been appreciated in a conservation context: are the methods aimed at founding captive populations with gene diversity representative of natural populations likely also to capture representative quantitative genetic variation? Here, I investigate changes in heritability and a less traditional measure, evolvability, between nature and captivity for the large milkweed bug, Oncopeltus fasciatus, to address this question. Founders were collected from a 100-km transect across the north-eastern US, and five traits (wing colour, pronotum colour, wing length, early fecundity and later fecundity) were recorded for founders and for their offspring during two generations in captivity. Analyses reveal significant heritable variation for some life history and morphological traits in both environments, with comparable absolute levels of evolvability across all traits (0-30%). Randomization tests show that while changes in heritability and total phenotypic variance were highly variable, additive genetic variance and evolvability remained stable across the environmental transition in the three morphological traits (changing 1-2% or less), while they declined significantly in the two life-history traits (5-8%). Although it is unclear whether the declines were due to selection or gene-by-environment interactions (or both), such declines do not appear inevitable: captive populations with small numbers of founders may contain substantial amounts of the evolvability found in nature, at least for some traits.

  17. Mean-variance portfolio selection and efficient frontier for defined contribution pension schemes

    DEFF Research Database (Denmark)

    Højgaard, Bjarne; Vigna, Elena

    We solve a mean-variance portfolio selection problem in the accumulation phase of a defined contribution pension scheme. The efficient frontier, which is found for the 2 asset case as well as the n + 1 asset case, gives the member the possibility to decide his own risk/reward profile. The mean...... as a mean-variance optimization problem. It is shown that the corresponding mean and variance of the final fund belong to the efficient frontier and also the opposite, that each point on the efficient frontier corresponds to a target-based optimization problem. Furthermore, numerical results indicate...... that the largely adopted lifestyle strategy seems to be very far from being efficient in the mean-variance setting....

  18. ASYMMETRY OF MARKET RETURNS AND THE MEAN VARIANCE FRONTIER

    OpenAIRE

    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...

  19. Global Gravity Wave Variances from Aura MLS: Characteristics and Interpretation

    Science.gov (United States)

    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

  20. Some novel inequalities for fuzzy variables on the variance and its rational upper bound

    Directory of Open Access Journals (Sweden)

    Xiajie Yi

    2016-02-01

    Full Text Available Abstract Variance is of great significance in measuring the degree of deviation, which has gained extensive usage in many fields in practical scenarios. The definition of the variance on the basis of the credibility measure was first put forward in 2002. Following this idea, the calculation of the accurate value of the variance for some special fuzzy variables, like the symmetric and asymmetric triangular fuzzy numbers and the Gaussian fuzzy numbers, is presented in this paper, which turns out to be far more complicated. Thus, in order to better implement variance in real-life projects like risk control and quality management, we suggest a rational upper bound of the variance based on an inequality, together with its calculation formula, which can largely simplify the calculation process within a reasonable range. Meanwhile, some discussions between the variance and its rational upper bound are presented to show the rationality of the latter. Furthermore, two inequalities regarding the rational upper bound of variance and standard deviation of the sum of two fuzzy variables and their individual variances and standard deviations are proved. Subsequently, some numerical examples are illustrated to show the effectiveness and the feasibility of the proposed inequalities.

  1. Determinants of environmental audit frequency: the role of firm organizational structure.

    Science.gov (United States)

    Earnhart, Dietrich; Leonard, J Mark

    2013-10-15

    This study empirically examines the extent of environmental management practiced by US chemical manufacturing facilities, as reflected in the number of environmental internal audits conducted annually. As its focus, this study analyzes the effects of firm-level organizational structure on facility-level environmental management practices. For this empirical analysis, the study exploits unique data from a survey distributed to all U.S. chemical manufacturing permitted to discharge wastewater in 2001; the data reflect internal audits conducted during the years 1999-2001. Empirical results reveal differences in auditing behavior based on whether facilities are owned by publicly held or non-publicly held firms, owned by U.S.-based or non-U.S.-based firms, and owned by larger or smaller firms. Copyright © 2013 Elsevier Ltd. All rights reserved.

  2. Dispersal Ability Determines the Role of Environmental, Spatial and Temporal Drivers of Metacommunity Structure

    Science.gov (United States)

    Padial, André A.; Ceschin, Fernanda; Declerck, Steven A. J.; De Meester, Luc; Bonecker, Cláudia C.; Lansac-Tôha, Fabio A.; Rodrigues, Liliana; Rodrigues, Luzia C.; Train, Sueli; Velho, Luiz F. M.; Bini, Luis M.

    2014-01-01

    Recently, community ecologists are focusing on the relative importance of local environmental factors and proxies to dispersal limitation to explain spatial variation in community structure. Albeit less explored, temporal processes may also be important in explaining species composition variation in metacommunities occupying dynamic systems. We aimed to evaluate the relative role of environmental, spatial and temporal variables on the metacommunity structure of different organism groups in the Upper Paraná River floodplain (Brazil). We used data on macrophytes, fish, benthic macroinvertebrates, zooplankton, periphyton, and phytoplankton collected in up to 36 habitats during a total of eight sampling campaigns over two years. According to variation partitioning results, the importance of predictors varied among biological groups. Spatial predictors were particularly important for organisms with comparatively lower dispersal ability, such as aquatic macrophytes and fish. On the other hand, environmental predictors were particularly important for organisms with high dispersal ability, such as microalgae, indicating the importance of species sorting processes in shaping the community structure of these organisms. The importance of watercourse distances increased when spatial variables were the main predictors of metacommunity structure. The contribution of temporal predictors was low. Our results emphasize the strength of a trait-based analysis and of better defining spatial variables. More importantly, they supported the view that “all-or- nothing” interpretations on the mechanisms structuring metacommunities are rather the exception than the rule. PMID:25340577

  3. A class of multi-period semi-variance portfolio for petroleum exploration and development

    Science.gov (United States)

    Guo, Qiulin; Li, Jianzhong; Zou, Caineng; Guo, Yujuan; Yan, Wei

    2012-10-01

    Variance is substituted by semi-variance in Markowitz's portfolio selection model. For dynamic valuation on exploration and development projects, one period portfolio selection is extended to multi-period. In this article, a class of multi-period semi-variance exploration and development portfolio model is formulated originally. Besides, a hybrid genetic algorithm, which makes use of the position displacement strategy of the particle swarm optimiser as a mutation operation, is applied to solve the multi-period semi-variance model. For this class of portfolio model, numerical results show that the mode is effective and feasible.

  4. Bayesian evaluation of constrained hypotheses on variances of multiple independent groups

    NARCIS (Netherlands)

    Böing-Messing, F.; van Assen, M.A.L.M.; Hofman, A.D.; Hoijtink, H.; Mulder, J.

    2017-01-01

    Research has shown that independent groups often differ not only in their means, but also in their variances. Comparing and testing variances is therefore of crucial importance to understand the effect of a grouping variable on an outcome variable. Researchers may have specific expectations

  5. Analysis of conditional genetic effects and variance components in developmental genetics.

    Science.gov (United States)

    Zhu, J

    1995-12-01

    A genetic model with additive-dominance effects and genotype x environment interactions is presented for quantitative traits with time-dependent measures. The genetic model for phenotypic means at time t conditional on phenotypic means measured at previous time (t-1) is defined. Statistical methods are proposed for analyzing conditional genetic effects and conditional genetic variance components. Conditional variances can be estimated by minimum norm quadratic unbiased estimation (MINQUE) method. An adjusted unbiased prediction (AUP) procedure is suggested for predicting conditional genetic effects. A worked example from cotton fruiting data is given for comparison of unconditional and conditional genetic variances and additive effects.

  6. Development of a treatability variance guidance document for US DOE mixed-waste streams

    International Nuclear Information System (INIS)

    Scheuer, N.; Spikula, R.; Harms, T.

    1990-03-01

    In response to the US Department of Energy's (DOE's) anticipated need for variances from the Resource Conservation and Recovery Act (RCRA) Land Disposal Restrictions (LDRs), a treatability variance guidance document was prepared. The guidance manual is for use by DOE facilities and operations offices. The manual was prepared as a part of an ongoing effort by DOE-EH to provide guidance for the operations offices and facilities to comply with the RCRA (LDRs). A treatability variance is an alternative treatment standard granted by EPA for a restricted waste. Such a variance is not an exemption from the requirements of the LDRs, but rather is an alternative treatment standard that must be met before land disposal. The manual, Guidance For Obtaining Variance From the Treatment Standards of the RCRA Land Disposal Restrictions (1), leads the reader through the process of evaluating whether a variance from the treatment standard is a viable approach and through the data-gathering and data-evaluation processes required to develop a petition requesting a variance. The DOE review and coordination process is also described and model language for use in petitions for DOE radioactive mixed waste (RMW) is provided. The guidance manual focuses on RMW streams, however the manual also is applicable to nonmixed, hazardous waste streams. 4 refs

  7. Genetic and environmental contributions to body mass index: comparative analysis of monozygotic twins, dizygotic twins and same-age unrelated siblings.

    Science.gov (United States)

    Segal, N L; Feng, R; McGuire, S A; Allison, D B; Miller, S

    2009-01-01

    Earlier studies have established that a substantial percentage of variance in obesity-related phenotypes is explained by genetic components. However, only one study has used both virtual twins (VTs) and biological twins and was able to simultaneously estimate additive genetic, non-additive genetic, shared environmental and unshared environmental components in body mass index (BMI). Our current goal was to re-estimate four components of variance in BMI, applying a more rigorous model to biological and virtual multiples with additional data. Virtual multiples share the same family environment, offering unique opportunities to estimate common environmental influence on phenotypes that cannot be separated from the non-additive genetic component using only biological multiples. Data included 929 individuals from 164 monozygotic twin pairs, 156 dizygotic twin pairs, five triplet sets, one quadruplet set, 128 VT pairs, two virtual triplet sets and two virtual quadruplet sets. Virtual multiples consist of one biological child (or twins or triplets) plus one same-aged adoptee who are all raised together since infancy. We estimated the additive genetic, non-additive genetic, shared environmental and unshared random components in BMI using a linear mixed model. The analysis was adjusted for age, age(2), age(3), height, height(2), height(3), gender and race. Both non-additive genetic and common environmental contributions were significant in our model (P-valuesrole in BMI and that common environmental factors such as diet or exercise also affect BMI. This conclusion is consistent with our earlier study using a smaller sample and shows the utility of virtual multiples for separating non-additive genetic variance from common environmental variance.

  8. 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

  9. Relating with God Contributes to Variance in Happiness, over that from Personality and Age

    Directory of Open Access Journals (Sweden)

    John Fisher

    2013-06-01

    Full Text Available A previous study on university students reported that personal, communal, and environmental spiritual well-being contributed to happiness over and above personality but that relating with God did not. In this study, happiness was assessed using a modified Oxford Happiness Inventory. Personality scores were obtained using forms of Eysenck’s Personality Questionnaire. Four domains of spiritual well-being were determined using Fisher’s Spiritual Well-Being Questionnaire. Relationship with God was reflected by the Transcendental domain of spiritual well-being in this instrument. Studies with 466 university students from Australia, Northern Ireland, and England, 494 people attending churches in Ballarat, and 1002 secondary school students in Victoria showed that relating with God accounts for variance on happiness, over and above personality, and age.

  10. How Many Environmental Impact Indicators Are Needed in the Evaluation of Product Life Cycles?

    Science.gov (United States)

    Steinmann, Zoran J N; Schipper, Aafke M; Hauck, Mara; Huijbregts, Mark A J

    2016-04-05

    Numerous indicators are currently available for environmental impact assessments, especially in the field of Life Cycle Impact Assessment (LCIA). Because decision-making on the basis of hundreds of indicators simultaneously is unfeasible, a nonredundant key set of indicators representative of the overall environmental impact is needed. We aimed to find such a nonredundant set of indicators based on their mutual correlations. We have used Principal Component Analysis (PCA) in combination with an optimization algorithm to find an optimal set of indicators out of 135 impact indicators calculated for 976 products from the ecoinvent database. The first four principal components covered 92% of the variance in product rankings, showing the potential for indicator reduction. The same amount of variance (92%) could be covered by a minimal set of six indicators, related to climate change, ozone depletion, the combined effects of acidification and eutrophication, terrestrial ecotoxicity, marine ecotoxicity, and land use. In comparison, four commonly used resource footprints (energy, water, land, materials) together accounted for 84% of the variance in product rankings. We conclude that the plethora of environmental indicators can be reduced to a small key set, representing the major part of the variation in environmental impacts between product life cycles.

  11. Lower Colorado River GRP Dams and Water Retention Structures, Arizona, 2012, Arizona Department of Environmental Quality

    Data.gov (United States)

    U.S. Environmental Protection Agency — Location of dams and water retention structures as compiled from multiple sources by the Arizona Department of Environmental Quality (ADEQ). The data are "sensitive"...

  12. 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

  13. Associations between perceived neighbourhood environmental attributes and self-reported sitting time in patients with schizophrenia: a pilot study.

    Science.gov (United States)

    Vancampfort, Davy; De Hert, Marc; De Herdt, Amber; Soundy, Andrew; Stubbs, Brendon; Bernard, Paquito; Probst, Michel

    2014-01-30

    Sitting behaviours may, independent of physical activity behaviours, be a distinct risk factor for multiple adverse health outcomes in patients with schizophrenia. In order to combat sitting behaviours health care providers and policy makers require further understanding of its determinants in this population group. The aim of the present study was to investigate the variance in sitting time explained by a wide range of community design and recreational environmental variables, above and beyond the variance accounted for by demographic variables. One hundred and twenty-three patients (42♀) with schizophrenia (mean age=41.5 ± 12.6 years) were included in the final analysis. The built environment was rated using the Instruments for Assessing Levels of Physical Activity and Fitness environmental questionnaire and sitting time was assessed using the International Physical Activity Questionnaire-short (IPAQ) version. Regression analysis showed that environmental variables were related to sitting time. The body mass index (BMI) and disease stage explained 8.4% of the variance in sitting, while environmental correlates explained an additional 16.8%. Clinical practice guidelines should incorporate strategies targeting changes in sitting behaviours, from encouraging environmental changes to the availability of exercise equipment. © 2013 Published by Elsevier Ireland Ltd.

  14. Accounting for non-stationary variance in geostatistical mapping of soil properties

    NARCIS (Netherlands)

    Wadoux, Alexandre M.J.C.; Brus, Dick J.; Heuvelink, Gerard B.M.

    2018-01-01

    Simple and ordinary kriging assume a constant mean and variance of the soil variable of interest. This assumption is often implausible because the mean and/or variance are linked to terrain attributes, parent material or other soil forming factors. In kriging with external drift (KED)

  15. Poisson pre-processing of nonstationary photonic signals: Signals with equality between mean and variance.

    Science.gov (United States)

    Poplová, Michaela; Sovka, Pavel; Cifra, Michal

    2017-01-01

    Photonic signals are broadly exploited in communication and sensing and they typically exhibit Poisson-like statistics. In a common scenario where the intensity of the photonic signals is low and one needs to remove a nonstationary trend of the signals for any further analysis, one faces an obstacle: due to the dependence between the mean and variance typical for a Poisson-like process, information about the trend remains in the variance even after the trend has been subtracted, possibly yielding artifactual results in further analyses. Commonly available detrending or normalizing methods cannot cope with this issue. To alleviate this issue we developed a suitable pre-processing method for the signals that originate from a Poisson-like process. In this paper, a Poisson pre-processing method for nonstationary time series with Poisson distribution is developed and tested on computer-generated model data and experimental data of chemiluminescence from human neutrophils and mung seeds. The presented method transforms a nonstationary Poisson signal into a stationary signal with a Poisson distribution while preserving the type of photocount distribution and phase-space structure of the signal. The importance of the suggested pre-processing method is shown in Fano factor and Hurst exponent analysis of both computer-generated model signals and experimental photonic signals. It is demonstrated that our pre-processing method is superior to standard detrending-based methods whenever further signal analysis is sensitive to variance of the signal.

  16. Ulnar variance: its relationship to ulnar foveal morphology and forearm kinematics.

    Science.gov (United States)

    Kataoka, Toshiyuki; Moritomo, Hisao; Omokawa, Shohei; Iida, Akio; Murase, Tsuyoshi; Sugamoto, Kazuomi

    2012-04-01

    It is unclear how individual differences in the anatomy of the distal ulna affect kinematics and pathology of the distal radioulnar joint. This study evaluated how ulnar variance relates to ulnar foveal morphology and the pronosupination axis of the forearm. We performed 3-dimensional computed tomography studies in vivo on 28 forearms in maximum supination and pronation to determine the anatomical center of the ulnar distal pole and the forearm pronosupination axis. We calculated the forearm pronosupination axis using a markerless bone registration technique, which determined the pronosupination center as the point where the axis emerges on the distal ulnar surface. We measured the depth of the anatomical center and classified it into 2 types: concave, with a depth of 0.8 mm or more, and flat, with a depth less than 0.8 mm. We examined whether ulnar variance correlated with foveal type and the distance between anatomical and pronosupination centers. A total of 18 cases had a concave-type fovea surrounded by the C-shaped articular facet of the distal pole, and 10 had a flat-type fovea with a flat surface without evident central depression. Ulnar variance of the flat type was 3.5 ± 1.2 mm, which was significantly greater than the 1.2 ± 1.1 mm of the concave type. Ulnar variance positively correlated with distance between the anatomical and pronosupination centers. Flat-type ulnar heads have a significantly greater ulnar variance than concave types. The pronosupination axis passes through the ulnar head more medially and farther from the anatomical center with increasing ulnar variance. This study suggests that ulnar variance is related in part to foveal morphology and pronosupination axis. This information provides a starting point for future studies investigating how foveal morphology relates to distal ulnar problems. Copyright © 2012 American Society for Surgery of the Hand. Published by Elsevier Inc. All rights reserved.

  17. The structure of genetic and environmental risk factors for phobias in women.

    Science.gov (United States)

    Czajkowski, N; Kendler, K S; Tambs, K; Røysamb, E; Reichborn-Kjennerud, T

    2011-09-01

    To explore the genetic and environmental factors underlying the co-occurrence of lifetime diagnoses of DSM-IV phobia. Female twins (n=1430) from the population-based Norwegian Institute of Public Health Twin Panel were assessed at personal interview for DSM-IV lifetime specific phobia, social phobia and agoraphobia. Comorbidity between the phobias were assessed by odds ratios (ORs) and polychoric correlations and multivariate twin models were fitted in Mx. Phenotypic correlations of lifetime phobia diagnoses ranged from 0.55 (agoraphobia and social phobia, OR 10.95) to 0.06 (animal phobia and social phobia, OR 1.21). In the best fitting twin model, which did not include shared environmental factors, heritability estimates for the phobias ranged from 0.43 to 0.63. Comorbidity between the phobias was accounted for by two common liability factors. The first loaded principally on animal phobia and did not influence the complex phobias (agoraphobia and social phobia). The second liability factor strongly influenced the complex phobias, but also loaded weak to moderate on all the other phobias. Blood phobia was mainly influenced by a specific genetic factor, which accounted for 51% of the total and 81% of the genetic variance. Phobias are highly co-morbid and heritable. Our results suggest that the co-morbidity between phobias is best explained by two distinct liability factors rather than a single factor, as has been assumed in most previous multivariate twin analyses. One of these factors was specific to the simple phobias, while the other was more general. Blood phobia was mainly influenced by disorder specific genetic factors.

  18. The efficiency of the crude oil markets: Evidence from variance ratio tests

    Energy Technology Data Exchange (ETDEWEB)

    Charles, Amelie, E-mail: acharles@audencia.co [Audencia Nantes, School of Management, 8 route de la Joneliere, 44312 Nantes (France); Darne, Olivier, E-mail: olivier.darne@univ-nantes.f [LEMNA, University of Nantes, IEMN-IAE, Chemin de la Censive du Tertre, 44322 Nantes (France)

    2009-11-15

    This study examines the random walk hypothesis for the crude oil markets, using daily data over the period 1982-2008. The weak-form efficient market hypothesis for two crude oil markets (UK Brent and US West Texas Intermediate) is tested with non-parametric variance ratio tests developed by [Wright J.H., 2000. Alternative variance-ratio tests using ranks and signs. Journal of Business and Economic Statistics, 18, 1-9] and [Belaire-Franch J. and Contreras D., 2004. Ranks and signs-based multiple variance ratio tests. Working paper, Department of Economic Analysis, University of Valencia] as well as the wild-bootstrap variance ratio tests suggested by [Kim, J.H., 2006. Wild bootstrapping variance ratio tests. Economics Letters, 92, 38-43]. We find that the Brent crude oil market is weak-form efficiency while the WTI crude oil market seems to be inefficiency on the 1994-2008 sub-period, suggesting that the deregulation have not improved the efficiency on the WTI crude oil market in the sense of making returns less predictable.

  19. The efficiency of the crude oil markets. Evidence from variance ratio tests

    International Nuclear Information System (INIS)

    Charles, Amelie; Darne, Olivier

    2009-01-01

    This study examines the random walk hypothesis for the crude oil markets, using daily data over the period 1982-2008. The weak-form efficient market hypothesis for two crude oil markets (UK Brent and US West Texas Intermediate) is tested with non-parametric variance ratio tests developed by [Wright J.H., 2000. Alternative variance-ratio tests using ranks and signs. Journal of Business and Economic Statistics, 18, 1-9] and [Belaire-Franch J. and Contreras D., 2004. Ranks and signs-based multiple variance ratio tests. Working paper, Department of Economic Analysis, University of Valencia] as well as the wild-bootstrap variance ratio tests suggested by [Kim, J.H., 2006. Wild bootstrapping variance ratio tests. Economics Letters, 92, 38-43]. We find that the Brent crude oil market is weak-form efficiency while the WTI crude oil market seems to be inefficiency on the 1994-2008 sub-period, suggesting that the deregulation have not improved the efficiency on the WTI crude oil market in the sense of making returns less predictable. (author)

  20. The efficiency of the crude oil markets. Evidence from variance ratio tests

    Energy Technology Data Exchange (ETDEWEB)

    Charles, Amelie [Audencia Nantes, School of Management, 8 route de la Joneliere, 44312 Nantes (France); Darne, Olivier [LEMNA, University of Nantes, IEMN-IAE, Chemin de la Censive du Tertre, 44322 Nantes (France)

    2009-11-15

    This study examines the random walk hypothesis for the crude oil markets, using daily data over the period 1982-2008. The weak-form efficient market hypothesis for two crude oil markets (UK Brent and US West Texas Intermediate) is tested with non-parametric variance ratio tests developed by [Wright J.H., 2000. Alternative variance-ratio tests using ranks and signs. Journal of Business and Economic Statistics, 18, 1-9] and [Belaire-Franch J. and Contreras D., 2004. Ranks and signs-based multiple variance ratio tests. Working paper, Department of Economic Analysis, University of Valencia] as well as the wild-bootstrap variance ratio tests suggested by [Kim, J.H., 2006. Wild bootstrapping variance ratio tests. Economics Letters, 92, 38-43]. We find that the Brent crude oil market is weak-form efficiency while the WTI crude oil market seems to be inefficiency on the 1994-2008 sub-period, suggesting that the deregulation have not improved the efficiency on the WTI crude oil market in the sense of making returns less predictable. (author)

  1. Heterogeneous network epidemics: real-time growth, variance and extinction of infection.

    Science.gov (United States)

    Ball, Frank; House, Thomas

    2017-09-01

    Recent years have seen a large amount of interest in epidemics on networks as a way of representing the complex structure of contacts capable of spreading infections through the modern human population. The configuration model is a popular choice in theoretical studies since it combines the ability to specify the distribution of the number of contacts (degree) with analytical tractability. Here we consider the early real-time behaviour of the Markovian SIR epidemic model on a configuration model network using a multitype branching process. We find closed-form analytic expressions for the mean and variance of the number of infectious individuals as a function of time and the degree of the initially infected individual(s), and write down a system of differential equations for the probability of extinction by time t that are numerically fast compared to Monte Carlo simulation. We show that these quantities are all sensitive to the degree distribution-in particular we confirm that the mean prevalence of infection depends on the first two moments of the degree distribution and the variance in prevalence depends on the first three moments of the degree distribution. In contrast to most existing analytic approaches, the accuracy of these results does not depend on having a large number of infectious individuals, meaning that in the large population limit they would be asymptotically exact even for one initial infectious individual.

  2. Environmental and Spatial Influences on Biogeography and Community Structure of Benthic Diatoms

    Science.gov (United States)

    Plante, C.; Hill-Spanik, K.; Lowry, J.

    2016-02-01

    Several theoretical and practical reasons suggest that benthic microalgae could be useful bioindicators. For instance, an ideal indicator species or community would be associated with a given habitat due to local physical conditions or biotic interactions (i.e., `environmental filtering'), not due to dispersal limitation. Due to their small size, immense abundances, and reliance on passive dispersal, the popular notion about micro-organisms is that `Everything is everywhere, but, the environment selects' (Baas-Becking 1934). Although much recent research concerning planktonic bacteria and dispersal limitation has been conducted, very little in this regard is known about microeukaryotes, especially benthic microbes. The purpose of our study was to identify and compare spatial and environmental influences on benthic diatom community structure and biogeography. In summer 2015, sediment was sampled at various spatial scales from four barrier island beaches in South Carolina, USA, and high-throughput (Ion Torrent) DNA sequencing was used to characterize diatom assemblages. ANOSIM and principal coordinates analysis revealed that communities were statistically distinct on the four islands. Community dissimilarity was compared to both spatial distance and environmental differences to determine potential influences of these variables on community structure. We found that geographic distance had the strongest correlation with community similarity, with and without one anomalous location, while differences in temperature (air, water, and sediment), nutrients, organic matter, and turbidity also had significant but weaker relationships with community structure. Surprisingly, air temperature, which changes on very short time scales, appeared to be the environmental factor most strongly related to diatom species composition, potentially implicating some unmeasured variable (e.g., cloud cover). However, we also found that temperature and geographic distance were strongly

  3. 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

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

    OpenAIRE

    Hens, Thorsten; Mayer, Janos

    2012-01-01

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

  5. Variance in exposed perturbations impairs retention of visuomotor adaptation.

    Science.gov (United States)

    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

  6. Flagged uniform particle splitting for variance reduction in proton and carbon ion track-structure simulations

    Science.gov (United States)

    Ramos-Méndez, José; Schuemann, Jan; Incerti, Sebastien; Paganetti, Harald; Schulte, Reinhard; Faddegon, Bruce

    2017-08-01

    deviations) for endpoints (1) and (2), within 2% (1 standard deviation) for endpoint (3). In conclusion, standard particle splitting variance reduction techniques can be successfully implemented in Monte Carlo track structure codes.

  7. Life history traits and exploitation affect the spatial mean-variance relationship in fish abundance.

    Science.gov (United States)

    Kuo, Ting-chun; Mandal, Sandip; Yamauchi, Atsushi; Hsieh, Chih-hao

    2016-05-01

    Fishing is expected to alter the spatial heterogeneity of fishes. As an effective index to quantify spatial heterogeneity, the exponent b in Taylor's power law (V = aMb) measures how spatial variance (V) varies with changes in mean abundance (M) of a population, with larger b indicating higher spatial aggregation potential (i.e., more heterogeneity). Theory predicts b is related with life history traits, but empirical evidence is lacking. Using 50-yr spatiotemporal data from the California Current Ecosystem, we examined fishing and life history effects on Taylor's exponent by comparing spatial distributions of exploited and unexploited fishes living in the same environment. We found that unexploited species with smaller size and generation time exhibit larger b, supporting theoretical prediction. In contrast, this relationship in exploited species is much weaker, as the exponents of large exploited species were higher than unexploited species with similar traits. Our results suggest that fishing may increase spatial aggregation potential of a species, likely through degrading their size/age structure. Results of moving-window cross-correlation analyses on b vs. age structure indices (mean age and age evenness) for some exploited species corroborate our findings. Furthermore, through linking our findings to other fundamental ecological patterns (occupancy-abundance and size-abundance relationships), we provide theoretical arguments for the usefulness of monitoring the exponent b for management purposes. We propose that age/size-truncated species might have lower recovery rate in spatial occupancy, and the spatial variance-mass relationship of a species might be non-linear. Our findings provide theoretical basis explaining why fishery management strategy should be concerned with changes to the age and spatial structure of exploited fishes.

  8. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

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

    2010-01-01

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

  9. 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...

  10. 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...

  11. Evidence for an age-dependent influence of environmental variations on a long-lived seabird's life-history traits.

    Science.gov (United States)

    Pardo, Deborah; Barbraud, Christophe; Authier, Matthieu; Weimerskirch, Henri

    2013-01-01

    Theoretical and empirical studies have highlighted the effects of age on several life-history traits in wild populations. There is also increasing evidence for environmental effects on their demographic traits. However, quantifying how individuals differentially respond to environmental variations according to their age remains a challenge in ecology. In a population of Black-browed Albatrosses monitored during 43 years, we analyzed how life-history traits varied according to age, and whether individuals of different ages responded in different ways to environmental conditions. To do so, we: (1) examined how age affected seven life-history traits, (2) investigated differences in temporal variance of demographic traits between age classes, and (3) tested for age-dependent effects of climate and fisheries covariates on demographic traits. Overall, there was a tendency for traits to improve during the first years of life (5-10 years), to peak and remain stable at middle age (10-30 years), and decline at old ages. At young ages, survival and reproductive parameters increased, except offspring body condition at fledging, suggesting that younger parents had already acquired good foraging capacities. However, they suffered from inexperience in breeding as suggested by their higher breeding failures during incubation. There was evidence for reproductive and actuarial senescence. In particular, breeding success and offspring body condition declined abruptly, suggesting altered foraging capacities of old individuals. Middle-aged individuals had the lowest temporal variance of demographic traits. Although this is predicted by the theory of environmental canalization, it could also results from a higher susceptibility of young and old birds due to their respective inexperience and senescence. The highest temporal variances were found in old individuals. Survival was significantly influenced by sea surface temperatures in the foraging zone of this albatross population during

  12. 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.

  13. Perspective projection for variance pose face recognition from camera calibration

    Science.gov (United States)

    Fakhir, M. M.; Woo, W. L.; Chambers, J. A.; Dlay, S. S.

    2016-04-01

    Variance pose is an important research topic in face recognition. The alteration of distance parameters across variance pose face features is a challenging. We provide a solution for this problem using perspective projection for variance pose face recognition. Our method infers intrinsic camera parameters of the image which enable the projection of the image plane into 3D. After this, face box tracking and centre of eyes detection can be identified using our novel technique to verify the virtual face feature measurements. The coordinate system of the perspective projection for face tracking allows the holistic dimensions for the face to be fixed in different orientations. The training of frontal images and the rest of the poses on FERET database determine the distance from the centre of eyes to the corner of box face. The recognition system compares the gallery of images against different poses. The system initially utilises information on position of both eyes then focuses principally on closest eye in order to gather data with greater reliability. Differentiation between the distances and position of the right and left eyes is a unique feature of our work with our algorithm outperforming other state of the art algorithms thus enabling stable measurement in variance pose for each individual.

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

    Science.gov (United States)

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

    2018-02-01

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

  15. Executive functions cannot be distinguished from general intelligence: Two variations on a single theme within a symphony of latent variance

    Directory of Open Access Journals (Sweden)

    Donald R Royall

    2014-10-01

    Full Text Available The empirical foundation of executive control function (ECF remains controversial. We have employed structural equation models (SEM to explicitly distinguish domain-specific variance in ECF performance from memory (MEM and shared cognitive performance variance, i.e., Spearman’s g. ECF does not survive adjustment for both MEM and g in a well fitting model of data obtained from non-demented older persons (N = 193. Instead, the variance in putative ECF measures is attributable only to g, and related to functional status only through a fraction of that construct (i.e., dECF. dECF is a homolog of the latent variable δ, which we have previously associated specifically with the Default Mode Network (DMN. These findings undermine the validity of ECF and its putative association with the frontal lobe. ECF may have no existence independent of general intelligence, and no functionally salient association with the frontal lobe outside of that structure’s contribution to the DMN.

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

    International Nuclear Information System (INIS)

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

    1998-01-01

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

  17. Estimation of (co)variances for genomic regions of flexible sizes

    DEFF Research Database (Denmark)

    Sørensen, Lars P; Janss, Luc; Madsen, Per

    2012-01-01

    was used. There was a clear difference in the region-wise patterns of genomic correlation among combinations of traits, with distinctive peaks indicating the presence of pleiotropic QTL. CONCLUSIONS: The results show that it is possible to estimate, genome-wide and region-wise genomic (co)variances......BACKGROUND: Multi-trait genomic models in a Bayesian context can be used to estimate genomic (co)variances, either for a complete genome or for genomic regions (e.g. per chromosome) for the purpose of multi-trait genomic selection or to gain further insight into the genomic architecture of related...... with a common prior distribution for the marker allele substitution effects and estimation of the hyperparameters in this prior distribution from the progeny means data. From the Markov chain Monte Carlo samples of the allele substitution effects, genomic (co)variances were calculated on a whole-genome level...

  18. 75 FR 34666 - Stream Protection Rule; Environmental Impact Statement

    Science.gov (United States)

    2010-06-18

    ... rule means that we will need to prepare a new environmental impact statement rather than the supplement.... Establishing corrective action thresholds. Land Forming and Fill Optimization. Revising the backfilling and... Original Contour Exceptions. Limiting variances and exceptions from approximate original contour...

  19. Biological Variance in Agricultural Products. Theoretical Considerations

    NARCIS (Netherlands)

    Tijskens, L.M.M.; Konopacki, P.

    2003-01-01

    The food that we eat is uniform neither in shape or appearance nor in internal composition or content. Since technology became increasingly important, the presence of biological variance in our food became more and more of a nuisance. Techniques and procedures (statistical, technical) were

  20. 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...

  1. Regime shifts in mean-variance efficient frontiers: some international evidence

    OpenAIRE

    Massimo Guidolin; Federica Ria

    2010-01-01

    Regime switching models have been assuming a central role in financial applications because of their well-known ability to capture the presence of rich non-linear patterns in the joint distribution of asset returns. This paper examines how the presence of regimes in means, variances, and correlations of asset returns translates into explicit dynamics of the Markowitz mean-variance frontier. In particular, the paper shows both theoretically and through an application to international equity po...

  2. The pricing of long and short run variance and correlation risk in stock returns

    NARCIS (Netherlands)

    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

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

    Science.gov (United States)

    Ben Taieb, Souhaib; Atiya, Amir F

    2016-01-01

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

  4. 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

  5. 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...

  6. Environmental filtering structures tree functional traits combination and lineages across space in tropical tree assemblages.

    Science.gov (United States)

    Asefa, Mengesha; Cao, Min; Zhang, Guocheng; Ci, Xiuqin; Li, Jie; Yang, Jie

    2017-03-09

    Environmental filtering consistently shapes the functional and phylogenetic structure of species across space within diverse forests. However, poor descriptions of community functional and lineage distributions across space hamper the accurate understanding of coexistence mechanisms. We combined environmental variables and geographic space to explore how traits and lineages are filtered by environmental factors using extended RLQ and fourth-corner analyses across different spatial scales. The dispersion patterns of traits and lineages were also examined in a 20-ha tropical rainforest dynamics plot in southwest China. We found that environmental filtering was detected across all spatial scales except the largest scale (100 × 100 m). Generally, the associations between functional traits and environmental variables were more or less consistent across spatial scales. Species with high resource acquisition-related traits were associated with the resource-rich part of the plot across the different spatial scales, whereas resource-conserving functional traits were distributed in limited-resource environments. Furthermore, we found phylogenetic and functional clustering at all spatial scales. Similar functional strategies were also detected among distantly related species, suggesting that phylogenetic distance is not necessarily a proxy for functional distance. In summary, environmental filtering considerably structured the trait and lineage assemblages in this species-rich tropical rainforest.

  7. Studying Variance in the Galactic Ultra-compact Binary Population

    Science.gov (United States)

    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.

  8. Approaching Resonant Absorption of Environmental Xenobiotics Harmonic Oscillation by Linear Structures

    Directory of Open Access Journals (Sweden)

    Cornelia A. Bulucea

    2012-03-01

    Full Text Available Over the last several decades, it has become increasingly accepted that the term xenobiotic relates to environmental impact, since environmental xenobiotics are understood to be substances foreign to a biological system, which did not exist in nature before their synthesis by humans. In this context, xenobiotics are persistent pollutants such as dioxins and polychlorinated biphenyls, as well as plastics and pesticides. Dangerous and unstable situations can result from the presence of environmental xenobiotics since their harmful effects on humans and ecosystems are often unpredictable. For instance, the immune system is extremely vulnerable and sensitive to modulation by environmental xenobitics. Various experimental assays could be performed to ascertain the immunotoxic potential of environmental xenobiotics, taking into account genetic factors, the route of xenobiotic penetration, and the amount and duration of exposure, as well as the wave shape of the xenobiotic. In this paper, we propose an approach for the analysis of xenobiotic metabolism using mathematical models and corresponding methods. This study focuses on a pattern depicting mathematically modeled processes of resonant absorption of a xenobiotic harmonic oscillation by an organism modulated as an absorbing oscillator structure. We represent the xenobiotic concentration degree through a spatial concentration vector, and we model and simulate the oscillating regime of environmental xenobiotic absorption. It is anticipated that the results could be used to facilitate the assessment of the processes of environmental xenobiotic absorption, distribution, biotransformation and removal within the framework of compartmental analysis, by establishing appropriate mathematical models and simulations.

  9. Acclimatization to high-variance habitats does not enhance physiological tolerance of two key Caribbean corals to future temperature and pH.

    Science.gov (United States)

    Camp, Emma F; Smith, David J; Evenhuis, Chris; Enochs, Ian; Manzello, Derek; Woodcock, Stephen; Suggett, David J

    2016-05-25

    Corals are acclimatized to populate dynamic habitats that neighbour coral reefs. Habitats such as seagrass beds exhibit broad diel changes in temperature and pH that routinely expose corals to conditions predicted for reefs over the next 50-100 years. However, whether such acclimatization effectively enhances physiological tolerance to, and hence provides refuge against, future climate scenarios remains unknown. Also, whether corals living in low-variance habitats can tolerate present-day high-variance conditions remains untested. We experimentally examined how pH and temperature predicted for the year 2100 affects the growth and physiology of two dominant Caribbean corals (Acropora palmata and Porites astreoides) native to habitats with intrinsically low (outer-reef terrace, LV) and/or high (neighbouring seagrass, HV) environmental variance. Under present-day temperature and pH, growth and metabolic rates (calcification, respiration and photosynthesis) were unchanged for HV versus LV populations. Superimposing future climate scenarios onto the HV and LV conditions did not result in any enhanced tolerance to colonies native to HV. Calcification rates were always lower for elevated temperature and/or reduced pH. Together, these results suggest that seagrass habitats may not serve as refugia against climate change if the magnitude of future temperature and pH changes is equivalent to neighbouring reef habitats. © 2016 The Author(s).

  10. Variance estimates for transport in stochastic media by means of the master equation

    International Nuclear Information System (INIS)

    Pautz, S. D.; Franke, B. C.; Prinja, A. K.

    2013-01-01

    The master equation has been used to examine properties of transport in stochastic media. It has been shown previously that not only may the Levermore-Pomraning (LP) model be derived from the master equation for a description of ensemble-averaged transport quantities, but also that equations describing higher-order statistical moments may be obtained. We examine in greater detail the equations governing the second moments of the distribution of the angular fluxes, from which variances may be computed. We introduce a simple closure for these equations, as well as several models for estimating the variances of derived transport quantities. We revisit previous benchmarks for transport in stochastic media in order to examine the error of these new variance models. We find, not surprisingly, that the errors in these variance estimates are at least as large as the corresponding estimates of the average, and sometimes much larger. We also identify patterns in these variance estimates that may help guide the construction of more accurate models. (authors)

  11. Development of a direct observation Measure of Environmental Qualities of Activity Settings.

    Science.gov (United States)

    King, Gillian; Rigby, Patty; Batorowicz, Beata; McMain-Klein, Margot; Petrenchik, Theresa; Thompson, Laura; Gibson, Michelle

    2014-08-01

    The aim of this study was to develop an observer-rated measure of aesthetic, physical, social, and opportunity-related qualities of leisure activity settings for young people (with or without disabilities). Eighty questionnaires were completed by sets of raters who independently rated 22 community/home activity settings. The scales of the 32-item Measure of Environmental Qualities of Activity Settings (MEQAS; Opportunities for Social Activities, Opportunities for Physical Activities, Pleasant Physical Environment, Opportunities for Choice, Opportunities for Personal Growth, and Opportunities to Interact with Adults) were determined using principal components analyses. Test-retest reliability was determined for eight activity settings, rated twice (4-6wk interval) by a trained rater. The factor structure accounted for 80% of the variance. The Kaiser-Meyer-Olkin Measure of Sampling Adequacy was 0.73. Cronbach's alphas for the scales ranged from 0.76 to 0.96, and interrater reliabilities (ICCs) ranged from 0.60 to 0.93. Test-retest reliabilities ranged from 0.70 to 0.90. Results suggest that the MEQAS has a sound factor structure and preliminary evidence of internal consistency, interrater, and test-retest reliability. The MEQAS is the first observer-completed measure of environmental qualities of activity settings. The MEQAS allows researchers to assess comprehensively qualities and affordances of activity settings, and can be used to design and assess environmental qualities of programs for young people. © 2014 Mac Keith Press.

  12. Markov switching mean-variance frontier dynamics: theory and international evidence

    OpenAIRE

    M. Guidolin; F. Ria

    2010-01-01

    It is well-known that regime switching models are able to capture the presence of rich non-linear patterns in the joint distribution of asset returns. After reviewing key concepts and technical issues related to specifying, estimating, and using multivariate Markov switching models in financial applications, in this paper we map the presence of regimes in means, variances, and covariances of asset returns into explicit dynamics of the Markowitz mean-variance frontier. In particular, we show b...

  13. Temporal variance reverses the impact of high mean intensity of stress in climate change experiments.

    Science.gov (United States)

    Benedetti-Cecchi, Lisandro; Bertocci, Iacopo; Vaselli, Stefano; Maggi, Elena

    2006-10-01

    Extreme climate events produce simultaneous changes to the mean and to the variance of climatic variables over ecological time scales. While several studies have investigated how ecological systems respond to changes in mean values of climate variables, the combined effects of mean and variance are poorly understood. We examined the response of low-shore assemblages of algae and invertebrates of rocky seashores in the northwest Mediterranean to factorial manipulations of mean intensity and temporal variance of aerial exposure, a type of disturbance whose intensity and temporal patterning of occurrence are predicted to change with changing climate conditions. Effects of variance were often in the opposite direction of those elicited by changes in the mean. Increasing aerial exposure at regular intervals had negative effects both on diversity of assemblages and on percent cover of filamentous and coarsely branched algae, but greater temporal variance drastically reduced these effects. The opposite was observed for the abundance of barnacles and encrusting coralline algae, where high temporal variance of aerial exposure either reversed a positive effect of mean intensity (barnacles) or caused a negative effect that did not occur under low temporal variance (encrusting algae). These results provide the first experimental evidence that changes in mean intensity and temporal variance of climatic variables affect natural assemblages of species interactively, suggesting that high temporal variance may mitigate the ecological impacts of ongoing and predicted climate changes.

  14. 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.

  15. Genetic Structure of Bluefin Tuna in the Mediterranean Sea Correlates with Environmental Variables

    Science.gov (United States)

    Riccioni, Giulia; Stagioni, Marco; Landi, Monica; Ferrara, Giorgia; Barbujani, Guido; Tinti, Fausto

    2013-01-01

    Background Atlantic Bluefin Tuna (ABFT) shows complex demography and ecological variation in the Mediterranean Sea. Genetic surveys have detected significant, although weak, signals of population structuring; catch series analyses and tagging programs identified complex ABFT spatial dynamics and migration patterns. Here, we tested the hypothesis that the genetic structure of the ABFT in the Mediterranean is correlated with mean surface temperature and salinity. Methodology We used six samples collected from Western and Central Mediterranean integrated with a new sample collected from the recently identified easternmost reproductive area of Levantine Sea. To assess population structure in the Mediterranean we used a multidisciplinary framework combining classical population genetics, spatial and Bayesian clustering methods and a multivariate approach based on factor analysis. Conclusions FST analysis and Bayesian clustering methods detected several subpopulations in the Mediterranean, a result also supported by multivariate analyses. In addition, we identified significant correlations of genetic diversity with mean salinity and surface temperature values revealing that ABFT is genetically structured along two environmental gradients. These results suggest that a preference for some spawning habitat conditions could contribute to shape ABFT genetic structuring in the Mediterranean. However, further studies should be performed to assess to what extent ABFT spawning behaviour in the Mediterranean Sea can be affected by environmental variation. PMID:24260341

  16. 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.

  17. The Influence of Environmental Disclosure on Capital Structure of Brazilian Companies listed on the BM&FBovespa

    Directory of Open Access Journals (Sweden)

    Sheila Mendes Fernandes

    2012-12-01

    Full Text Available The objective of this study to verify the relationship between environmental disclosure and the capital structure of companies classified according to Law 10165 which provides for the National Environmental Policy for the period 2006 to 2010. To meet the proposed objectives were used as proxies for capital structure debt to verify the cost of debt and to verify the CAPM cost of equity. To measure the level of environmental disclosure content analysis was carried out in the notes, the management report and the report of the environmental information contained in the report of the Annual Information (IAN. We analyzed 89 companies with 95,020 sentences, and 5279 relating to environmental events, such 4819 relating to environmental information regarding positive and 460 negative environmental information. To investigate the relationship between these variables was used in the analysis panel with random effects adjusted by robust tool. The findings of this study demonstrate that environmental disclosure does not affect the cost of debt, ie, in the Brazilian market, the environmental information whether positive or negative does not drive the market to influence positively / negatively the cost of debt. However, the results showed that the positive environmental disclosure adversely affects the cost of equity demonstrating that "good environmental image of the company" leverage the company's credibility this crucial factor in reducing the risk of the company since the engagement with sustainability and generate savings for the effective and efficient use of resources eliminates and / or reduces the incidence of government regulations.

  18. The variance of the locally measured Hubble parameter explained with different estimators

    DEFF Research Database (Denmark)

    Odderskov, Io Sandberg Hess; Hannestad, Steen; Brandbyge, Jacob

    2017-01-01

    We study the expected variance of measurements of the Hubble constant, H0, as calculated in either linear perturbation theory or using non-linear velocity power spectra derived from N-body simulations. We compare the variance with that obtained by carrying out mock observations in the N......-body simulations, and show that the estimator typically used for the local Hubble constant in studies based on perturbation theory is different from the one used in studies based on N-body simulations. The latter gives larger weight to distant sources, which explains why studies based on N-body simulations tend...... to obtain a smaller variance than that found from studies based on the power spectrum. Although both approaches result in a variance too small to explain the discrepancy between the value of H0 from CMB measurements and the value measured in the local universe, these considerations are important in light...

  19. Evaluation of the environmental, material, and structural performance of recycled aggregate concrete

    Science.gov (United States)

    Michaud, Katherine Sarah

    Concrete is the most commonly used building material in the construction industry, and contributes to 52% of construction and demolition waste in Canada. Recycled concrete aggregate (RCA) is one way to reduce this impact. To evaluate the performance of coarse and granular (fine and coarse) RCA in structural concrete applications, four studies were performed: an environmental assessment, a material testing program, a shear performance study, and a flexural performance study. To determine the environmental benefits of recycled aggregate concrete (RAC), three case studies were investigated using different populations and proximities to city centres. Environmental modelling suggested that RCA replacement could result in energy savings and greenhouse gas emission reductions, especially in remote areas. Tests were performed to determine if the volumetric replacement of up to 30% coarse RCA and 20% granular RCA is suitable for structural concrete applications in Canada. Fresh, hardened, and durability properties were evaluated. All five (5) of the RCA mixes showed equivalent material performance to the control mixes and met the requirements for a structural concrete mix. The five (5) RAC mixes were also used in structural testing. One-way reinforced concrete slab specimens were tested to failure to evaluate the shear and flexural performance of the RAC members. Peak capacities of and crack formation within each member were analyzed to evaluate the performance of RAC compared to conventional concrete. The shear capacity of specimens made from four (4) of the five (5) RAC mixtures was higher or equivalent to the control specimens. Specimens of the concrete mixture containing the highest content of recycled aggregate, 20% volumetric replacement of granular RCA, had shear capacities 14.1% lower, and exhibited cracking at lower loads than the control. The average flexural capacities of all RAC specimens were within 3.7% of the control specimens. Results from this research

  20. 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...

  1. On Mean-Variance Hedging of Bond Options with Stochastic Risk Premium Factor

    NARCIS (Netherlands)

    Aihara, ShinIchi; Bagchi, Arunabha; Kumar, Suresh K.

    2014-01-01

    We consider the mean-variance hedging problem for pricing bond options using the yield curve as the observation. The model considered contains infinite-dimensional noise sources with the stochastically- varying risk premium. Hence our model is incomplete. We consider mean-variance hedging under the

  2. 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

  3. Mean-variance portfolio allocation with a value at risk constraint

    OpenAIRE

    Enrique Sentana

    2001-01-01

    In this Paper, I first provide a simple unifying approach to static Mean-Variance analysis and Value at Risk, which highlights their similarities and differences. Then I use it to explain how fund managers can take investment decisions that satisfy the VaR restrictions imposed on them by regulators, within the well-known Mean-Variance allocation framework. I do so by introducing a new type of line to the usual mean-standard deviation diagram, called IsoVaR,which represents all the portfolios ...

  4. Variance-based sensitivity analysis for wastewater treatment plant modelling.

    Science.gov (United States)

    Cosenza, Alida; Mannina, Giorgio; Vanrolleghem, Peter A; Neumann, Marc B

    2014-02-01

    Global sensitivity analysis (GSA) is a valuable tool to support the use of mathematical models that characterise technical or natural systems. In the field of wastewater modelling, most of the recent applications of GSA use either regression-based methods, which require close to linear relationships between the model outputs and model factors, or screening methods, which only yield qualitative results. However, due to the characteristics of membrane bioreactors (MBR) (non-linear kinetics, complexity, etc.) there is an interest to adequately quantify the effects of non-linearity and interactions. This can be achieved with variance-based sensitivity analysis methods. In this paper, the Extended Fourier Amplitude Sensitivity Testing (Extended-FAST) method is applied to an integrated activated sludge model (ASM2d) for an MBR system including microbial product formation and physical separation processes. Twenty-one model outputs located throughout the different sections of the bioreactor and 79 model factors are considered. Significant interactions among the model factors are found. Contrary to previous GSA studies for ASM models, we find the relationship between variables and factors to be non-linear and non-additive. By analysing the pattern of the variance decomposition along the plant, the model factors having the highest variance contributions were identified. This study demonstrates the usefulness of variance-based methods in membrane bioreactor modelling where, due to the presence of membranes and different operating conditions than those typically found in conventional activated sludge systems, several highly non-linear effects are present. Further, the obtained results highlight the relevant role played by the modelling approach for MBR taking into account simultaneously biological and physical processes. © 2013.

  5. Fundamentals of exploratory analysis of variance

    CERN Document Server

    Hoaglin, David C; Tukey, John W

    2009-01-01

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

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

    Science.gov (United States)

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

    2017-12-01

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

  7. A new variance stabilizing transformation for gene expression data analysis.

    Science.gov (United States)

    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.

  8. Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

    International Nuclear Information System (INIS)

    Yu, Zhiyong

    2013-01-01

    This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right

  9. Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

    Energy Technology Data Exchange (ETDEWEB)

    Yu, Zhiyong, E-mail: yuzhiyong@sdu.edu.cn [Shandong University, School of Mathematics (China)

    2013-12-15

    This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right.

  10. The interpersonal problems of the socially avoidant: self and peer shared variance.

    Science.gov (United States)

    Rodebaugh, Thomas L; Gianoli, Mayumi Okada; Turkheimer, Eric; Oltmanns, Thomas F

    2010-05-01

    We demonstrate a means of conservatively combining self and peer data regarding personality pathology and interpersonal behavior through structural equation modeling, focusing on avoidant personality disorder traits as well as those of two comparison personality disorders (dependent and narcissistic). Assessment of the relationship between personality disorder traits and interpersonal problems based on either self or peer data alone would result in counterintuitive findings regarding avoidant personality disorder. In contrast, analysis of the variance shared between self and peer leads to results that are more in keeping with hypothetical relationships between avoidant traits and interpersonal problems. Similar results were found for both dependent personality disorder traits and narcissistic personality disorder traits, exceeding our expectations for this method.

  11. Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios

    Directory of Open Access Journals (Sweden)

    Neslihan Fidan Keçeci

    2016-10-01

    Full Text Available The paper compares portfolio optimization with the Second-Order Stochastic Dominance (SSD constraints with mean-variance and minimum variance portfolio optimization. As a distribution-free decision rule, stochastic dominance takes into account the entire distribution of return rather than some specific characteristic, such as variance. The paper is focused on practical applications of the portfolio optimization and uses the Portfolio Safeguard (PSG package, which has precoded modules for optimization with SSD constraints, mean-variance and minimum variance portfolio optimization. We have done in-sample and out-of-sample simulations for portfolios of stocks from the Dow Jones, S&P 100 and DAX indices. The considered portfolios’ SSD dominate the Dow Jones, S&P 100 and DAX indices. Simulation demonstrated a superior performance of portfolios with SD constraints, versus mean-variance and minimum variance portfolios.

  12. The significance of structural power in Strategic Environmental Assessment

    DEFF Research Database (Denmark)

    Hansen, Anne Merrild; Kørnøv, Lone; Cashmore, Matthew Asa

    2013-01-01

    , that actors influence both outcome and frames for strategic decision making and attention needs to be on not only the formal interactions between SEA process and strategic decision-making process but also on informal interaction and communication between actors. The informal structures shows crucial...... to the outcome of the decision-making process. The article is meant as a supplement to the understanding of power dynamics influence in IA processes emphasising the capacity of agents to mobilise and create change. Despite epistemological challenges of using ST theory as an approach to power analysis, this meta......This article presents a study of how power dynamics enables and constrains the influence of actors upon decision-making and Strategic Environmental Assessment (SEA). Based on Anthony Giddens structuration theory (ST), a model for studying power dynamics in strategic decision-making processes...

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

    Science.gov (United States)

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

    2015-01-01

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

  14. The relationships of phenotype, genotype and some environmental ...

    African Journals Online (AJOL)

    Jane

    2011-07-20

    Jul 20, 2011 ... environmental factors with birth weight in Jersey calves. Filiz Akdağ1*, Serhat Arslan2 ... One of the most important requirements for efficient ... performance, fertility and milk yield. The last ..... Acounting for heterogeneous variances in multitrait evaluation of. Jersey type ... Graser HU, Smith SP, Tier B (1987).

  15. ROBUST ESTIMATION OF MEAN AND VARIANCE USING ENVIRONMENTAL DATA SETS WITH BELOW DETECTION LIMIT OBSERVATIONS

    Science.gov (United States)

    Scientists, especially environmental scientists often encounter trace level concentrations that are typically reported as less than a certain limit of detection, L. Type 1, left-censored data arise when certain low values lying below L are ignored or unknown as they cannot be mea...

  16. Variance estimation for complex indicators of poverty and inequality using linearization techniques

    Directory of Open Access Journals (Sweden)

    Guillaume Osier

    2009-12-01

    Full Text Available The paper presents the Eurostat experience in calculating measures of precision, including standard errors, confidence intervals and design effect coefficients - the ratio of the variance of a statistic with the actual sample design to the variance of that statistic with a simple random sample of same size - for the "Laeken" indicators, that is, a set of complex indicators of poverty and inequality which had been set out in the framework of the EU-SILC project (European Statistics on Income and Living Conditions. The Taylor linearization method (Tepping, 1968; Woodruff, 1971; Wolter, 1985; Tille, 2000 is actually a well-established method to obtain variance estimators for nonlinear statistics such as ratios, correlation or regression coefficients. It consists of approximating a nonlinear statistic with a linear function of the observations by using first-order Taylor Series expansions. Then, an easily found variance estimator of the linear approximation is used as an estimator of the variance of the nonlinear statistic. Although the Taylor linearization method handles all the nonlinear statistics which can be expressed as a smooth function of estimated totals, the approach fails to encompass the "Laeken" indicators since the latter are having more complex mathematical expressions. Consequently, a generalized linearization method (Deville, 1999, which relies on the concept of influence function (Hampel, Ronchetti, Rousseeuw and Stahel, 1986, has been implemented. After presenting the EU-SILC instrument and the main target indicators for which variance estimates are needed, the paper elaborates on the main features of the linearization approach based on influence functions. Ultimately, estimated standard errors, confidence intervals and design effect coefficients obtained from this approach are presented and discussed.

  17. The role of respondents’ comfort for variance in stated choice surveys

    DEFF Research Database (Denmark)

    Emang, Diana; Lundhede, Thomas; Thorsen, Bo Jellesmark

    2017-01-01

    they complete surveys correlates with the error variance in stated choice models of their responses. Comfort-related variables are included in the scale functions of the scaled multinomial logit models. The hypothesis was that higher comfort reduces error variance in answers, as revealed by a higher scale...... parameter and vice versa. Information on, e.g., sleep and time since eating (higher comfort) correlated with scale heterogeneity, and produced lower error variance when controlled for in the model. That respondents’ comfort may influence choice behavior suggests that knowledge of the respondents’ activity......Preference elicitation among outdoor recreational users is subject to measurement errors that depend, in part, on survey planning. This study uses data from a choice experiment survey on recreational SCUBA diving to investigate whether self-reported information on respondents’ comfort when...

  18. The relative importance of pollinator abundance and species richness for the temporal variance of pollination services.

    Science.gov (United States)

    Genung, Mark A; Fox, Jeremy; Williams, Neal M; Kremen, Claire; Ascher, John; Gibbs, Jason; Winfree, Rachael

    2017-07-01

    The relationship between biodiversity and the stability of ecosystem function is a fundamental question in community ecology, and hundreds of experiments have shown a positive relationship between species richness and the stability of ecosystem function. However, these experiments have rarely accounted for common ecological patterns, most notably skewed species abundance distributions and non-random extinction risks, making it difficult to know whether experimental results can be scaled up to larger, less manipulated systems. In contrast with the prolific body of experimental research, few studies have examined how species richness affects the stability of ecosystem services at more realistic, landscape scales. The paucity of these studies is due in part to a lack of analytical methods that are suitable for the correlative structure of ecological data. A recently developed method, based on the Price equation from evolutionary biology, helps resolve this knowledge gap by partitioning the effect of biodiversity into three components: richness, composition, and abundance. Here, we build on previous work and present the first derivation of the Price equation suitable for analyzing temporal variance of ecosystem services. We applied our new derivation to understand the temporal variance of crop pollination services in two study systems (watermelon and blueberry) in the mid-Atlantic United States. In both systems, but especially in the watermelon system, the stronger driver of temporal variance of ecosystem services was fluctuations in the abundance of common bee species, which were present at nearly all sites regardless of species richness. In contrast, temporal variance of ecosystem services was less affected by differences in species richness, because lost and gained species were rare. Thus, the findings from our more realistic landscapes differ qualitatively from the findings of biodiversity-stability experiments. © 2017 by the Ecological Society of America.

  19. Fluctuations in atomic collision cascades - variance and correlations in sputtering and defect distributions

    International Nuclear Information System (INIS)

    Chakarova, R.; Pazsit, I.

    1997-01-01

    Fluctuation phenomena are investigated in various collision processes, i.e. ion bombardment induced sputtering and defect creation. The mean and variance of the sputter yield and the vacancies and interstitials are calculated as functions of the ion energy and the ion-target mass ratio. It is found that the relative variance of the defects in half-spaces and the relative variance of the sputter yield are not monotonous functions of the mass ratio. Two-point correlation functions in the depth variable, as well as sputtered energy, are also calculated. These functions help interpreting the behaviour of the relative variances of the integrated quantities, as well as understanding the cascade dynamics. All calculations are based on Lindhard power-law cross sections and use a binary collision Monte Carlo algorithm. 30 refs, 25 figs

  20. Fluctuations in atomic collision cascades - variance and correlations in sputtering and defect distributions

    Energy Technology Data Exchange (ETDEWEB)

    Chakarova, R.; Pazsit, I.

    1997-01-01

    Fluctuation phenomena are investigated in various collision processes, i.e. ion bombardment induced sputtering and defect creation. The mean and variance of the sputter yield and the vacancies and interstitials are calculated as functions of the ion energy and the ion-target mass ratio. It is found that the relative variance of the defects in half-spaces and the relative variance of the sputter yield are not monotonous functions of the mass ratio. Two-point correlation functions in the depth variable, as well as sputtered energy, are also calculated. These functions help interpreting the behaviour of the relative variances of the integrated quantities, as well as understanding the cascade dynamics. All calculations are based on Lindhard power-law cross sections and use a binary collision Monte Carlo algorithm. 30 refs, 25 figs.

  1. On discrete stochastic processes with long-lasting time dependence in the variance

    Science.gov (United States)

    Queirós, S. M. D.

    2008-11-01

    In this manuscript, we analytically and numerically study statistical properties of an heteroskedastic process based on the celebrated ARCH generator of random variables whose variance is defined by a memory of qm-exponencial, form (eqm=1 x=ex). Specifically, we inspect the self-correlation function of squared random variables as well as the kurtosis. In addition, by numerical procedures, we infer the stationary probability density function of both of the heteroskedastic random variables and the variance, the multiscaling properties, the first-passage times distribution, and the dependence degree. Finally, we introduce an asymmetric variance version of the model that enables us to reproduce the so-called leverage effect in financial markets.

  2. A Cure for Variance Inflation in High Dimensional Kernel Principal Component Analysis

    DEFF Research Database (Denmark)

    Abrahamsen, Trine Julie; Hansen, Lars Kai

    2011-01-01

    Small sample high-dimensional principal component analysis (PCA) suffers from variance inflation and lack of generalizability. It has earlier been pointed out that a simple leave-one-out variance renormalization scheme can cure the problem. In this paper we generalize the cure in two directions......: First, we propose a computationally less intensive approximate leave-one-out estimator, secondly, we show that variance inflation is also present in kernel principal component analysis (kPCA) and we provide a non-parametric renormalization scheme which can quite efficiently restore generalizability in kPCA....... As for PCA our analysis also suggests a simplified approximate expression. © 2011 Trine J. Abrahamsen and Lars K. Hansen....

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2006-06-15

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

  4. Classification of Global Urban Centers Using ASTER Data: Preliminary Results From the Urban Environmental Monitoring Program

    Science.gov (United States)

    Stefanov, W. L.; Stefanov, W. L.; Christensen, P. R.

    2001-05-01

    Land cover and land use changes associated with urbanization are important drivers of global ecologic and climatic change. Quantification and monitoring of these changes are part of the primary mission of the ASTER instrument, and comprise the fundamental research objective of the Urban Environmental Monitoring (UEM) Program. The UEM program will acquire day/night, visible through thermal infrared ASTER data twice per year for 100 global urban centers over the duration of the mission (6 years). Data are currently available for a number of these urban centers and allow for initial comparison of global city structure using spatial variance texture analysis of the 15 m/pixel visible to near infrared ASTER bands. Variance texture analysis highlights changes in pixel edge density as recorded by sharp transitions from bright to dark pixels. In human-dominated landscapes these brightness variations correlate well with urbanized vs. natural land cover and are useful for characterizing the geographic extent and internal structure of cities. Variance texture analysis was performed on twelve urban centers (Albuquerque, Baghdad, Baltimore, Chongqing, Istanbul, Johannesburg, Lisbon, Madrid, Phoenix, Puebla, Riyadh, Vancouver) for which cloud-free daytime ASTER data are available. Image transects through each urban center produce texture profiles that correspond to urban density. These profiles can be used to classify cities into centralized (ex. Baltimore), decentralized (ex. Phoenix), or intermediate (ex. Madrid) structural types. Image texture is one of the primary data inputs (with vegetation indices and visible to thermal infrared image spectra) to a knowledge-based land cover classifier currently under development for application to ASTER UEM data as it is acquired. Collaboration with local investigators is sought to both verify the accuracy of the knowledge-based system and to develop more sophisticated classification models.

  5. 78 FR 14122 - Revocation of Permanent Variances

    Science.gov (United States)

    2013-03-04

    ... Douglas Fir planking had to have at least a 1,900 fiber stress and 1,900,000 modulus of elasticity, while the Yellow Pine planking had to have at least 2,500 fiber stress and 2,000,000 modulus of elasticity... the permanent variances, and affected employees, to submit written data, views, and arguments...

  6. Optimal control of LQG problem with an explicit trade-off between mean and variance

    Science.gov (United States)

    Qian, Fucai; Xie, Guo; Liu, Ding; Xie, Wenfang

    2011-12-01

    For discrete-time linear-quadratic Gaussian (LQG) control problems, a utility function on the expectation and the variance of the conventional performance index is considered. The utility function is viewed as an overall objective of the system and can perform the optimal trade-off between the mean and the variance of performance index. The nonlinear utility function is first converted into an auxiliary parameters optimisation problem about the expectation and the variance. Then an optimal closed-loop feedback controller for the nonseparable mean-variance minimisation problem is designed by nonlinear mathematical programming. Finally, simulation results are given to verify the algorithm's effectiveness obtained in this article.

  7. 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...

  8. Home Environmental and Behavioral Risk Indices for Reading Achievement.

    Science.gov (United States)

    Taylor, Jeanette; Ennis, Chelsea R; Hart, Sara A; Mikolajewski, Amy J; Schatschneider, Christopher

    2017-07-01

    The goal of this study was to identify home environmental and temperament/behavior variables that best predict standardized reading comprehension scores among school-aged children. Data from 269 children aged 9-16 ( M = 12.08; SD = 1.62) were used in discriminant function analyses to create the Home and Behavior indices. Family income was controlled in each index. The final Home and Behavior models each classified around 75% of cases correctly (reading comprehension at grade level vs. not). Each index was then used to predict other outcomes related to reading. Results showed that Home and/or Behavior accounted for 4-7% of the variance in reading fluency and spelling and 20-35% of the variance in parent-rated problems in math, social anxiety, and other dimensions. These metrics show promise as environmental and temperament/behavior risk scores that could be used to predict and potentially screen for further assessment of reading related problems.

  9. Variance estimation in the analysis of microarray data

    KAUST Repository

    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

  10. AN ADAPTIVE OPTIMAL KALMAN FILTER FOR STOCHASTIC VIBRATION CONTROL SYSTEM WITH UNKNOWN NOISE VARIANCES

    Institute of Scientific and Technical Information of China (English)

    Li Shu; Zhuo Jiashou; Ren Qingwen

    2000-01-01

    In this paper, an optimal criterion is presented for adaptive Kalman filter in a control sys tem with unknown variances of stochastic vibration by constructing a function of noise variances and minimizing the function. We solve the model and measure variances by using DFP optimal method to guarantee the results of Kalman filter to be optimized. Finally, the control of vibration can be implemented by LQG method.

  11. Genetic and environmental influences on adolescents' smoking involvement: a multi-informant twin study.

    Science.gov (United States)

    Seglem, Karoline Brobakke; Waaktaar, Trine; Ask, Helga; Torgersen, Svenn

    2015-03-01

    Studying monozygotic and dizygotic adolescent twin pairs of both sexes reared together, the present study examined the extent to which the variance in smoking involvement is attributable to genetic and environmental effects, and to what extent there are sex differences in the etiology. Questionnaire data on how often the adolescent had ever smoked tobacco was collected from a population-based twin sample consisting of seven national birth cohorts (ages 12-18), their mothers, and their fathers (N = 1,394 families). The data was analyzed with multivariate genetic modeling, using a multi-informant design. The etiological structure of smoking involvement was best represented in an ACE common pathway model, with smoking defined as a latent factor loading onto all three informants' reports. Estimates could be set equal across sexes. Results showed that adolescent lifetime smoking involvement was moderately heritable (37 %). The largest influence was from the shared environment (56 %), while environmental effects unique to each twin had minimal influence (7 %).

  12. 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 ...

  13. Properties of realized variance under alternative sampling schemes

    NARCIS (Netherlands)

    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

  14. Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting

    Directory of Open Access Journals (Sweden)

    Stanislav Anatolyev

    2015-08-01

    Full Text Available Estimation of GARCH models can be simplified by augmenting quasi-maximum likelihood (QML estimation with variance targeting, which reduces the degree of parameterization and facilitates estimation. We compare the two approaches and investigate, via simulations, how non-normality features of the return distribution affect the quality of estimation of the volatility equation and corresponding value-at-risk predictions. We find that most GARCH coefficients and associated predictions are more precisely estimated when no variance targeting is employed. Bias properties are exacerbated for a heavier-tailed distribution of standardized returns, while the distributional asymmetry has little or moderate impact, these phenomena tending to be more pronounced under variance targeting. Some effects further intensify if one uses ML based on a leptokurtic distribution in place of normal QML. The sample size has also a more favorable effect on estimation precision when no variance targeting is used. Thus, if computational costs are not prohibitive, variance targeting should probably be avoided.

  15. Sensitivity to Peer Evaluation and Its Genetic and Environmental Determinants: Findings from a Population-Based Twin Study.

    Science.gov (United States)

    Klippel, Annelie; Reininghaus, Ulrich; Viechtbauer, Wolfgang; Decoster, Jeroen; Delespaul, Philippe; Derom, Cathérine; de Hert, Marc; Jacobs, Nele; Menne-Lothmann, Claudia; Rutten, Bart; Thiery, Evert; van Os, Jim; van Winkel, Ruud; Myin-Germeys, Inez; Wichers, Marieke

    2018-02-23

    Adolescents and young adults are highly focused on peer evaluation, but little is known about sources of their differential sensitivity. We examined to what extent sensitivity to peer evaluation is influenced by interacting environmental and genetic factors. A sample of 354 healthy adolescent twin pairs (n = 708) took part in a structured, laboratory task in which they were exposed to peer evaluation. The proportion of the variance in sensitivity to peer evaluation due to genetic and environmental factors was estimated, as was the association with specific a priori environmental risk factors. Differences in sensitivity to peer evaluation between adolescents were explained mainly by non-shared environmental influences. The results on shared environmental influences were not conclusive. No impact of latent genetic factors or gene-environment interactions was found. Adolescents with lower self-rated positions on the social ladder or who reported to have been bullied more severely showed significantly stronger responses to peer evaluation. Not genes, but subjective social status and past experience of being bullied seem to impact sensitivity to peer evaluation. This suggests that altered response to peer evaluation is the outcome of cumulative sensitization to social interactions.

  16. Variance analysis refines overhead cost control.

    Science.gov (United States)

    Cooper, J C; Suver, J D

    1992-02-01

    Many healthcare organizations may not fully realize the benefits of standard cost accounting techniques because they fail to routinely report volume variances in their internal reports. If overhead allocation is routinely reported on internal reports, managers can determine whether billing remains current or lost charges occur. Healthcare organizations' use of standard costing techniques can lead to more realistic performance measurements and information system improvements that alert management to losses from unrecovered overhead in time for corrective action.

  17. Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function

    OpenAIRE

    Kerstens, Kristiaan; Mounier, Amine; Van de Woestyne, Ignace

    2008-01-01

    The literature suggests that investors prefer portfolios based on mean, variance and skewness rather than portfolios based on mean-variance (MV) criteria solely. Furthermore, a small variety of methods have been proposed to determine mean-variance-skewness (MVS) optimal portfolios. Recently, the shortage function has been introduced as a measure of efficiency, allowing to characterize MVS optimalportfolios using non-parametric mathematical programming tools. While tracing the MV portfolio fro...

  18. The relationship of environmental factors to the structure and distribution of subtidal seaweed vegetation of the western Basque coast (N Spain)

    Science.gov (United States)

    Díez, I.; Santolaria, A.; Gorostiaga, J. M.

    2003-04-01

    Subtidal vegetation distribution patterns in relation to environmental conditions (pollution, wave exposure, sedimentation, substratum slope and depth) were studied along the western Basque coast, northern Spain, by applying canonical correspondence analysis and log-linear regressions. A total of 90 species of macrophytes were recorded by systematic sampling along 21 transects. Mesophyllum lichenoides and Cystoseira baccata were the most abundant (accounting for 47% of the overall algal cover). Gelidium sesquipedale, Pterosiphonia complanata, Zanardinia prototypus, Codium decorticatum and Asparagopsis armata ( Falkenbergia phase) were other macrophytes with significant cover. Ordination analysis indicates that the five environmental variables explored account between them for 52% of the species data variance. Pollution, sedimentation and wave exposure were the principal factors explaining differences in flora composition and abundance (24, 14 and 12% of the explained variance, respectively). Log-linear regressions and canonical correspondence analyses reveal that C. baccata and G. sesquipedale exhibit a negative relationship with pollution, while sediment loading negatively affects G. sesquipedale, and C. baccata cannot stand high wave exposure levels. In contrast, P. complanata and C. decorticatum show a positive relationship with pollution and can bear high levels of sedimentation and wave exposure. M. lichenoides and Z. prototypus present a wide tolerance range for all these factors. Macroalgal cover, species richness and diversity remain practically constant from unpolluted to slightly polluted sites, but they decrease sharply under moderately polluted conditions. In the same way, algal cover decreases as sediment loading increases, but diversity and species richness show the highest values at intermediate levels of sedimentation. In relation to wave exposure, maximum algal cover was achieved at very exposed habitats whereas diversity and species richness were

  19. 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)

  20. 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)

  1. 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)

  2. Isotope dilution and sampling factors of the quality assurance and TQM of environmental analysis

    International Nuclear Information System (INIS)

    Macasek, F.

    1999-01-01

    Sampling and preparatory treatment of environmental objects is discussed from the view of their information content, functional speciation of the pollutant, statistical distribution treatment and uncertainty assessment. During homogenization of large samples, a substantial information may be lost and validity of environmental information becomes vague. Isotope dilution analysis is discussed as the most valuable tool for both validity of analysis and evaluation of samples variance. Data collection for a non-parametric statistical treatment of series of 'non-representative' sub-samples, and physico-chemical speciation of analyte may actually better fulfill criteria of similarity and representativeness. Large samples are often required due to detection limits of analysis, but the representativeness of environmental samples should by understood not only by the mean analyte concentration, but also by its spatial and time variance. Hence, heuristic analytical scenarios and interpretation of results must be designed by cooperation of environmentalists and analytical chemists. (author)

  3. 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...

  4. An entropy approach to size and variance heterogeneity

    NARCIS (Netherlands)

    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

  5. Understanding the Degrees of Freedom of Sample Variance by Using Microsoft Excel

    Science.gov (United States)

    Ding, Jian-Hua; Jin, Xian-Wen; Shuai, Ling-Ying

    2017-01-01

    In this article, the degrees of freedom of the sample variance are simulated by using the Visual Basic for Applications of Microsoft Excel 2010. The simulation file dynamically displays why the sample variance should be calculated by dividing the sum of squared deviations by n-1 rather than n, which is helpful for students to grasp the meaning of…

  6. Sex-specific selection under environmental stress in seed beetles.

    Science.gov (United States)

    Martinossi-Allibert, I; Arnqvist, G; Berger, D

    2017-01-01

    Sexual selection can increase rates of adaptation by imposing strong selection in males, thereby allowing efficient purging of the mutation load on population fitness at a low demographic cost. Indeed, sexual selection tends to be male-biased throughout the animal kingdom, but little empirical work has explored the ecological sensitivity of this sex difference. In this study, we generated theoretical predictions of sex-specific strengths of selection, environmental sensitivities and genotype-by-environment interactions and tested them in seed beetles by manipulating either larval host plant or rearing temperature. Using fourteen isofemale lines, we measured sex-specific reductions in fitness components, genotype-by-environment interactions and the strength of selection (variance in fitness) in the juvenile and adult stage. As predicted, variance in fitness increased with stress, was consistently greater in males than females for adult reproductive success (implying strong sexual selection), but was similar in the sexes in terms of juvenile survival across all levels of stress. Although genetic variance in fitness increased in magnitude under severe stress, heritability decreased and particularly so in males. Moreover, genotype-by-environment interactions for fitness were common but specific to the type of stress, sex and life stage, suggesting that new environments may change the relative alignment and strength of selection in males and females. Our study thus exemplifies how environmental stress can influence the relative forces of natural and sexual selection, as well as concomitant changes in genetic variance in fitness, which are predicted to have consequences for rates of adaptation in sexual populations. © 2016 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2016 European Society For Evolutionary Biology.

  7. Global variance in female population height: the influence of education, income, human development, life expectancy, mortality and gender inequality in 96 nations.

    Science.gov (United States)

    Mark, Quentin J

    2014-01-01

    Human height is a heritable trait that is known to be influenced by environmental factors and general standard of living. Individual and population stature is correlated with health, education and economic achievement. Strong sexual selection pressures for stature have been observed in multiple diverse populations, however; there is significant global variance in gender equality and prohibitions on female mate selection. This paper explores the contribution of general standard of living and gender inequality to the variance in global female population heights. Female population heights of 96 nations were culled from previously published sources and public access databases. Factor analysis with United Nations international data on education rates, life expectancy, incomes, maternal and childhood mortality rates, ratios of gender participation in education and politics, the Human Development Index (HDI) and the Gender Inequality Index (GII) was run. Results indicate that population heights vary more closely with gender inequality than with population health, income or education.

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

    International Nuclear Information System (INIS)

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

    2003-01-01

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

  9. Aging Trajectories in Different Body Systems Share Common Environmental Etiology: The Healthy Aging Twin Study (HATS).

    Science.gov (United States)

    Moayyeri, Alireza; Hart, Deborah J; Snieder, Harold; Hammond, Christopher J; Spector, Timothy D; Steves, Claire J

    2016-02-01

    Little is known about the extent to which aging trajectories of different body systems share common sources of variance. We here present a large twin study investigating the trajectories of change in five systems: cardiovascular, respiratory, skeletal, morphometric, and metabolic. Longitudinal clinical data were collected on 3,508 female twins in the TwinsUK registry (complete pairs:740 monozygotic (MZ), 986 dizygotic (DZ), mean age at entry 48.9 ± 10.4, range 18-75 years; mean follow-up 10.2 ± 2.8 years, range 4-17.8 years). Panel data on multiple age-related variables were used to estimate biological ages for each individual at each time point, in linear mixed effects models. A weighted average approach was used to combine variables within predefined body system groups. Aging trajectories for each system in each individual were then constructed using linear modeling. Multivariate structural equation modeling of these aging trajectories showed low genetic effects (heritability), ranging from 2% in metabolic aging to 22% in cardiovascular aging. However, we found a significant effect of shared environmental factors on the variations in aging trajectories in cardiovascular (54%), skeletal (34%), morphometric (53%), and metabolic systems (53%). The remainder was due to environmental factors unique to each individual plus error. Multivariate Cholesky decomposition showed that among aging trajectories for various body systems there were significant and substantial correlations between the unique environmental latent factors as well as shared environmental factors. However, there was no evidence for a single common factor for aging. This study, the first of its kind in aging, suggests that diverse organ systems share non-genetic sources of variance for aging trajectories. Confirmatory studies are needed using population-based twin cohorts and alternative methods of handling missing data.

  10. Guaranteeing robustness of structural condition monitoring to environmental variability

    Science.gov (United States)

    Van Buren, Kendra; Reilly, Jack; Neal, Kyle; Edwards, Harry; Hemez, François

    2017-01-01

    Advances in sensor deployment and computational modeling have allowed significant strides to be recently made in the field of Structural Health Monitoring (SHM). One widely used SHM strategy is to perform a vibration analysis where a model of the structure's pristine (undamaged) condition is compared with vibration response data collected from the physical structure. Discrepancies between model predictions and monitoring data can be interpreted as structural damage. Unfortunately, multiple sources of uncertainty must also be considered in the analysis, including environmental variability, unknown model functional forms, and unknown values of model parameters. Not accounting for these sources of uncertainty can lead to false-positives or false-negatives in the structural condition assessment. To manage the uncertainty, we propose a robust SHM methodology that combines three technologies. A time series algorithm is trained using "baseline" data to predict the vibration response, compare predictions to actual measurements collected on a potentially damaged structure, and calculate a user-defined damage indicator. The second technology handles the uncertainty present in the problem. An analysis of robustness is performed to propagate this uncertainty through the time series algorithm and obtain the corresponding bounds of variation of the damage indicator. The uncertainty description and robustness analysis are both inspired by the theory of info-gap decision-making. Lastly, an appropriate "size" of the uncertainty space is determined through physical experiments performed in laboratory conditions. Our hypothesis is that examining how the uncertainty space changes throughout time might lead to superior diagnostics of structural damage as compared to only monitoring the damage indicator. This methodology is applied to a portal frame structure to assess if the strategy holds promise for robust SHM. (Publication approved for unlimited, public release on October-28

  11. No-migration variance petition

    International Nuclear Information System (INIS)

    1990-03-01

    Volume V contains the appendices for: closure and post-closure plans; RCRA ground water monitoring waver; Waste Isolation Division Quality Program Manual; water quality sampling plan; WIPP Environmental Procedures Manual; sample handling and laboratory procedures; data analysis; and Annual Site Environmental Monitoring Report for the Waste Isolation Pilot Plant

  12. Variability of indoor and outdoor VOC measurements: An analysis using variance components

    International Nuclear Information System (INIS)

    Jia, Chunrong; Batterman, Stuart A.; Relyea, George E.

    2012-01-01

    This study examines concentrations of volatile organic compounds (VOCs) measured inside and outside of 162 residences in southeast Michigan, U.S.A. Nested analyses apportioned four sources of variation: city, residence, season, and measurement uncertainty. Indoor measurements were dominated by seasonal and residence effects, accounting for 50 and 31%, respectively, of the total variance. Contributions from measurement uncertainty (<20%) and city effects (<10%) were small. For outdoor measurements, season, city and measurement variation accounted for 43, 29 and 27% of variance, respectively, while residence location had negligible impact (<2%). These results show that, to obtain representative estimates of indoor concentrations, measurements in multiple seasons are required. In contrast, outdoor VOC concentrations can use multi-seasonal measurements at centralized locations. Error models showed that uncertainties at low concentrations might obscure effects of other factors. Variance component analyses can be used to interpret existing measurements, design effective exposure studies, and determine whether the instrumentation and protocols are satisfactory. - Highlights: ► The variability of VOC measurements was partitioned using nested analysis. ► Indoor VOCs were primarily controlled by seasonal and residence effects. ► Outdoor VOC levels were homogeneous within neighborhoods. ► Measurement uncertainty was high for many outdoor VOCs. ► Variance component analysis is useful for designing effective sampling programs. - Indoor VOC concentrations were primarily controlled by seasonal and residence effects; and outdoor concentrations were homogeneous within neighborhoods. Variance component analysis is a useful tool for designing effective sampling programs.

  13. Within-category variance and lexical tone discrimination in native and non-native speakers

    NARCIS (Netherlands)

    Hoffmann, C.W.G.; Sadakata, M.; Chen, A.; Desain, P.W.M.; McQueen, J.M.; Gussenhove, C.; Chen, Y.; Dediu, D.

    2014-01-01

    In this paper, we show how acoustic variance within lexical tones in disyllabic Mandarin Chinese pseudowords affects discrimination abilities in both native and non-native speakers of Mandarin Chinese. Within-category acoustic variance did not hinder native speakers in discriminating between lexical

  14. 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.

  15. VARIANCE COMPONENTS AND SELECTION FOR FEATHER PECKING BEHAVIOR IN LAYING HENS

    OpenAIRE

    Su, Guosheng; Kjaer, Jørgen B.; Sørensen, Poul

    2005-01-01

    Variance components and selection response for feather pecking behaviour were studied by analysing the data from a divergent selection experiment. An investigation show that a Box-Cox transformation with power =-0.2 made the data be approximately normally distributed and fit best by the given model. Variance components and selection response were estimated using Bayesian analysis with Gibbs sampling technique. The total variation was rather large for the two traits in both low feather peckin...

  16. 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

  17. 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.

  18. 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...

  19. 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

  20. Adaptation to Variance of Stimuli in Drosophila Larva Navigation

    Science.gov (United States)

    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.

  1. 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.

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

    International Nuclear Information System (INIS)

    Song Ningfang; Yuan Rui; Jin Jing

    2011-01-01

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

  3. The value of travel time variance

    OpenAIRE

    Fosgerau, Mogens; Engelson, Leonid

    2010-01-01

    This paper considers the value of travel time variability under scheduling preferences that are de�fined in terms of linearly time-varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can free...

  4. Effects of environmental factors on the morphometric characteristics of cultivated lettuce (Lactuca sativa L.

    Directory of Open Access Journals (Sweden)

    Antonio D Ojeda

    2012-09-01

    Full Text Available We evaluated the phenotypic response of three varieties of lettuce Batavia Colwart, Lisa Elisa and Crespa Verde Cassabella in three growing environments: plastic greenhouse, glass greenhouse and open field on the Bogota Plateau (Chia, Cundinamarca, in order to generate useful information to improve the quality of plants grown by farmers, ensuring a healthy product with characteristics that meet market demands. The three agroecosystems were constantly monitored for the environmental variables of temperature, relative humidity and solar radiation; which showed a significant variation between the three agroecosystems. To assess the phenotypic response, we examined the effect of the environmental variables mentioned on seven morphometric variables of agronomic interest. The study showed that, for the variables germination percentage and fresh weight, the environmental effect reached a variance percentage of 79 and 44%, respectively. On the contrary, it was established that the average phenotypic response of the variables clean weight and percentage of dry mass corresponds especially to the effect of genetic varieties with a variance percentage of 35 and 45%, respectively. Similarly, for the variables specific leaf area and total leaf area, it was established that both the effects of environmental and genetic variables explain 87% (50 genetic, 37 environmental and 56% (31 genetic, 25 environmental, respectively, of the total variability observed

  5. Environmental impact assessment of a WtE plant after structural upgrade measures.

    Science.gov (United States)

    Passarini, Fabrizio; Nicoletti, Monica; Ciacci, Luca; Vassura, Ivano; Morselli, Luciano

    2014-04-01

    The study focuses on analysing the evolution of environmental impacts caused by a medium-large Italian WtE plant before and after revamping and maintenance operations, with the aim of providing an evaluation of how much these structural upgrade measures may affect the total environmental performance. LCA methodology was applied for the modelling and comparison of six WtE scenarios, each describing the main structural upgrades carried out in the plant over the years 1996-2011. The comparison was conducted by adopting 1ton of MSW as the functional unit, and the net contribution from energy recovery to power generation was distinguished by defining consistent national grid electricity mixes for every year considered. The Ecoindicator99 2.09 impact assessment method was used to evaluate the contribution to midpoint and endpoint categories (e.g. carcinogens, respiratory inorganics and organics, climate change, damage to human health). Lastly, the "Pedigree quality matrix" was applied to verify the reliability and robustness of the model created. As expected, the results showed better environmental scores after both the implementation of new procedures and the integration of operations. However, while a net reduction of air emissions seems to be achievable through dedicated flue gas treatment technologies, outcomes underscored potentials for improving the management of bottom ash through the adoption of alternative options aimed to use that solid residue mainly as filler, and to decrease risks from its current disposal in landfill. If the same effort that is put into flue gas treatment were devoted to energy recovery, the targets for the WtE plant could be easily met, achieving a higher sustainability. This aspect is even more complex: national policies for implementing greener and renewable energy sources would result in a lower impact of the national energy mix and, hence, in a lower net avoided burden from energy recovery. The study confirmed the expected improvements

  6. 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...

  7. 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...

  8. Time Reversal Migration for Passive Sources Using a Maximum Variance Imaging Condition

    KAUST Repository

    Wang, H.; Alkhalifah, Tariq Ali

    2017-01-01

    The conventional time-reversal imaging approach for micro-seismic or passive source location is based on focusing the back-propagated wavefields from each recorded trace in a source image. It suffers from strong background noise and limited acquisition aperture, which may create unexpected artifacts and cause error in the source location. To overcome such a problem, we propose a new imaging condition for microseismic imaging, which is based on comparing the amplitude variance in certain windows, and use it to suppress the artifacts as well as find the right location for passive sources. Instead of simply searching for the maximum energy point in the back-propagated wavefield, we calculate the amplitude variances over a window moving in both space and time axis to create a highly resolved passive event image. The variance operation has negligible cost compared with the forward/backward modeling operations, which reveals that the maximum variance imaging condition is efficient and effective. We test our approach numerically on a simple three-layer model and on a piece of the Marmousi model as well, both of which have shown reasonably good results.

  9. Time Reversal Migration for Passive Sources Using a Maximum Variance Imaging Condition

    KAUST Repository

    Wang, H.

    2017-05-26

    The conventional time-reversal imaging approach for micro-seismic or passive source location is based on focusing the back-propagated wavefields from each recorded trace in a source image. It suffers from strong background noise and limited acquisition aperture, which may create unexpected artifacts and cause error in the source location. To overcome such a problem, we propose a new imaging condition for microseismic imaging, which is based on comparing the amplitude variance in certain windows, and use it to suppress the artifacts as well as find the right location for passive sources. Instead of simply searching for the maximum energy point in the back-propagated wavefield, we calculate the amplitude variances over a window moving in both space and time axis to create a highly resolved passive event image. The variance operation has negligible cost compared with the forward/backward modeling operations, which reveals that the maximum variance imaging condition is efficient and effective. We test our approach numerically on a simple three-layer model and on a piece of the Marmousi model as well, both of which have shown reasonably good results.

  10. A study of changes in genetic and environmental influences on weight and shape concern across adolescence.

    Science.gov (United States)

    Wade, Tracey D; Hansell, Narelle K; Crosby, Ross D; Bryant-Waugh, Rachel; Treasure, Janet; Nixon, Reginald; Byrne, Susan; Martin, Nicholas G

    2013-02-01

    The goal of the current study was to examine whether genetic and environmental influences on an important risk factor for disordered eating, weight and shape concern, remained stable over adolescence. This stability was assessed in 2 ways: whether new sources of latent variance were introduced over development and whether the magnitude of variance contributing to the risk factor changed. We examined an 8-item WSC subscale derived from the Eating Disorder Examination (EDE) using telephone interviews with female adolescents. From 3 waves of data collected from female-female same-sex twin pairs from the Australian Twin Registry, a subset of the data (which included 351 pairs at Wave 1) was used to examine 3 age cohorts: 12 to 13, 13 to 15, and 14 to 16 years. The best-fitting model contained genetic and environmental influences, both shared and nonshared. Biometric model fitting indicated that nonshared environmental influences were largely specific to each age cohort, and results suggested that latent shared environmental and genetic influences that were influential at 12 to 13 years continued to contribute to subsequent age cohorts, with independent sources of both emerging at ages 13 to 15. The magnitude of all 3 latent influences could be constrained to be the same across adolescence. Ages 13 to 15 were indicated as a time of risk for the development of high levels of WSC, given that most specific environmental risk factors were significant at this time (e.g., peer teasing about weight, adverse life events), and indications of the emergence of new sources of latent genetic and environmental variance over this period. 2013 APA, all rights reserved

  11. Temporal Genetic Variance and Propagule-Driven Genetic Structure Characterize Naturalized Rainbow Trout (Oncorhynchus mykiss) from a Patagonian Lake Impacted by Trout Farming.

    Science.gov (United States)

    Benavente, Javiera N; Seeb, Lisa W; Seeb, James E; Arismendi, Ivan; Hernández, Cristián E; Gajardo, Gonzalo; Galleguillos, Ricardo; Cádiz, Maria I; Musleh, Selim S; Gomez-Uchida, Daniel

    2015-01-01

    Knowledge about the genetic underpinnings of invasions-a theme addressed by invasion genetics as a discipline-is still scarce amid well documented ecological impacts of non-native species on ecosystems of Patagonia in South America. One of the most invasive species in Patagonia's freshwater systems and elsewhere is rainbow trout (Oncorhynchus mykiss). This species was introduced to Chile during the early twentieth century for stocking and promoting recreational fishing; during the late twentieth century was reintroduced for farming purposes and is now naturalized. We used population- and individual-based inference from single nucleotide polymorphisms (SNPs) to illuminate three objectives related to the establishment and naturalization of Rainbow Trout in Lake Llanquihue. This lake has been intensively used for trout farming during the last three decades. Our results emanate from samples collected from five inlet streams over two seasons, winter and spring. First, we found that significant intra- population (temporal) genetic variance was greater than inter-population (spatial) genetic variance, downplaying the importance of spatial divergence during the process of naturalization. Allele frequency differences between cohorts, consistent with variation in fish length between spring and winter collections, might explain temporal genetic differences. Second, individual-based Bayesian clustering suggested that genetic structure within Lake Llanquihue was largely driven by putative farm propagules found at one single stream during spring, but not in winter. This suggests that farm broodstock might migrate upstream to breed during spring at that particular stream. It is unclear whether interbreeding has occurred between "pure" naturalized and farm trout in this and other streams. Third, estimates of the annual number of breeders (Nb) were below 73 in half of the collections, suggestive of genetically small and recently founded populations that might experience substantial

  12. Economic structure and environmental quality and their impact on changing land use efficiency in China

    Science.gov (United States)

    Peng, Chong; Xiao, Hao; Liu, Yu; Zhang, Jingjing

    2017-06-01

    Extensive urban land expansion and heavy industrialization have increased energy consumption and caused environmental problems, both of which present serious threats to humans. Consequently, improved land use efficiency and realization of green development are imperative. Based on a detailed analysis of spatialtemporal evolution of urban land use efficiency, this paper analyzes the synergistic effect of industrial structure and city size, as well as the effect of environmental quality, by using panel data from 283 cities at or above prefecturelevel in China from 2003 to 2012. It was concluded that 1) environmental quality has an obvious "crowding out effect" on urban land use efficiency and 2) urban land use efficiency shows a significant spatial auto-correlation. The effect of industrial structure is dependent on population size of the city. It has been found that a threshold population size of more than 108.45 (10,000 persons) is needed for an optimized benefit from industrial linkages. The urban population size presents an inverted-U shape against the urban land use efficiency, and the marginal benefit of urban size increases when the industrial structure shifts from secondary industry to tertiary industry. Additionally we found that the actual urban size of 98.2% is less than the cities' optimal sizes.

  13. Excluded-Mean-Variance Neural Decision Analyzer for Qualitative Group Decision Making

    Directory of Open Access Journals (Sweden)

    Ki-Young Song

    2012-01-01

    Full Text Available Many qualitative group decisions in professional fields such as law, engineering, economics, psychology, and medicine that appear to be crisp and certain are in reality shrouded in fuzziness as a result of uncertain environments and the nature of human cognition within which the group decisions are made. In this paper we introduce an innovative approach to group decision making in uncertain situations by using a mean-variance neural approach. The key idea of this proposed approach is to compute the excluded mean of individual evaluations and weight it by applying a variance influence function (VIF; this process of weighting the excluded mean by VIF provides an improved result in the group decision making. In this paper, a case study with the proposed excluded-mean-variance approach is also presented. The results of this case study indicate that this proposed approach can improve the effectiveness of qualitative decision making by providing the decision maker with a new cognitive tool to assist in the reasoning process.

  14. Estimation variance bounds of importance sampling simulations in digital communication systems

    Science.gov (United States)

    Lu, D.; Yao, K.

    1991-01-01

    In practical applications of importance sampling (IS) simulation, two basic problems are encountered, that of determining the estimation variance and that of evaluating the proper IS parameters needed in the simulations. The authors derive new upper and lower bounds on the estimation variance which are applicable to IS techniques. The upper bound is simple to evaluate and may be minimized by the proper selection of the IS parameter. Thus, lower and upper bounds on the improvement ratio of various IS techniques relative to the direct Monte Carlo simulation are also available. These bounds are shown to be useful and computationally simple to obtain. Based on the proposed technique, one can readily find practical suboptimum IS parameters. Numerical results indicate that these bounding techniques are useful for IS simulations of linear and nonlinear communication systems with intersymbol interference in which bit error rate and IS estimation variances cannot be obtained readily using prior techniques.

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

    Science.gov (United States)

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

    2018-02-06

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

  16. Genetic and environmental sources of individual religiousness: the roles of individual personality traits and perceived environmental religiousness.

    Science.gov (United States)

    Kandler, Christian; Riemann, Rainer

    2013-07-01

    In the current study, we examined the genetic and environmental sources of the links between individual religiousness and individual personality traits, perceived parental religiousness, and perceived peer religiousness. Data from 870 individuals (incl. 394 twin pairs) were analyzed. Variance in individual religiousness was significantly influenced by genetic effects, environmental influences shared by twins reared together, and individual-specific environmental influences. Individual religiousness showed significant associations with age, sex, specific personality traits (e.g., agreeableness, openness to values), and perceived religiousness of important social interaction partners, such as parents, best friends, and spouses. The links to personality traits were relatively small and primarily genetically mediated. The associations between individual religiousness and parental religiousness were substantial and mediated by shared environmental effects. These links significantly decreased across age accompanying a significant decrease of shared environmental influences on individual religiousness. The correlations between individual religiousness and perceived religiousness of spouses and best friends were relatively moderate but increased with age. These associations were mediated by genetic as well as nonshared environmental sources accompanying an increase of nonshared environmental influences on individual religiousness with age. The results suggest that inter-individual differences in religiousness are due to multiple sources.

  17. On the multiplicity of option prices under CEV with positive elasticity of variance

    NARCIS (Netherlands)

    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

  18. On the multiplicity of option prices under CEV with positive elasticity of variance

    NARCIS (Netherlands)

    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

  19. Assessment of agricultural groundwater users in Iran: a cultural environmental bias

    Science.gov (United States)

    Salehi, Saeid; Chizari, Mohammad; Sadighi, Hassan; Bijani, Masoud

    2018-02-01

    Many environmental problems are rooted in human behavior. This study aimed to explore the causal effect of cultural environmental bias on `sustainable behavior' among agricultural groundwater users in Fars province, Iran, according to Klockner's comprehensive model. A survey-based research project was conducted to gathering data on the paradigm of environmental psychology. The sample included agricultural groundwater users ( n = 296) who were selected at random within a structured sampling regime involving study areas that represent three (higher, medium and lower) bounds of the agricultural-groundwater-vulnerability spectrum. Results showed that the "environment as ductile (EnAD)" variable was a strong determinant of sustainable behavior as it related to groundwater use, and that EnAE had the highest causal effect on the behavior of agricultural groundwater users. The adjusted model explained 41% variance of "groundwater sustainable behavior". Based on the results, the groundwater sustainable behaviors of agricultural groundwater users were found to be affected by personal and subjective norm variables and that they are influenced by casual effects of the "environment as ductile (EnAD)" variable. The conclusions reflect the Fars agricultural groundwater users' attitude or worldview on groundwater as an unrecoverable resource; thus, it is necessary that scientific disciplines like hydrogeology and psycho-sociology be considered together in a comprehensive approach for every groundwater study.

  20. 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...