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...

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)

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...

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...

Genomic prediction using subsampling.

Science.gov (United States)

Xavier, Alencar; Xu, Shizhong; Muir, William; Rainey, Katy Martin

2017-03-24

Genome-wide assisted selection is a critical tool for the genetic improvement of plants and animals. Whole-genome regression models in Bayesian framework represent the main family of prediction methods. Fitting such models with a large number of observations involves a prohibitive computational burden. We propose the use of subsampling bootstrap Markov chain in genomic prediction. Such method consists of fitting whole-genome regression models by subsampling observations in each round of a Markov Chain Monte Carlo. We evaluated the effect of subsampling bootstrap on prediction and computational parameters. Across datasets, we observed an optimal subsampling proportion of observations around 50% with replacement, and around 33% without replacement. Subsampling provided a substantial decrease in computation time, reducing the time to fit the model by half. On average, losses on predictive properties imposed by subsampling were negligible, usually below 1%. For each dataset, an optimal subsampling point that improves prediction properties was observed, but the improvements were also negligible. Combining subsampling with Gibbs sampling is an interesting ensemble algorithm. The investigation indicates that the subsampling bootstrap Markov chain algorithm substantially reduces computational burden associated with model fitting, and it may slightly enhance prediction properties.

DFT-based channel estimation and noise variance estimation techniques for single-carrier FDMA

OpenAIRE

Huang, G; Nix, AR; Armour, SMD

2010-01-01

Practical frequency domain equalization (FDE) systems generally require knowledge of the channel and the noise variance to equalize the received signal in a frequency-selective fading channel. Accurate channel estimate and noise variance estimate are thus desirable to improve receiver performance. In this paper we investigate the performance of the denoise channel estimator and the approximate linear minimum mean square error (A-LMMSE) channel estimator with channel power delay profile (PDP) ...

Comparison of variance estimators for metaanalysis of instrumental variable estimates

NARCIS (Netherlands)

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

2016-01-01

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

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

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

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

Effects of subsampling of passive acoustic recordings on acoustic metrics.

Science.gov (United States)

Thomisch, Karolin; Boebel, Olaf; Zitterbart, Daniel P; Samaran, Flore; Van Parijs, Sofie; Van Opzeeland, Ilse

2015-07-01

Passive acoustic monitoring is an important tool in marine mammal studies. However, logistics and finances frequently constrain the number and servicing schedules of acoustic recorders, requiring a trade-off between deployment periods and sampling continuity, i.e., the implementation of a subsampling scheme. Optimizing such schemes to each project's specific research questions is desirable. This study investigates the impact of subsampling on the accuracy of two common metrics, acoustic presence and call rate, for different vocalization patterns (regimes) of baleen whales: (1) variable vocal activity, (2) vocalizations organized in song bouts, and (3) vocal activity with diel patterns. To this end, above metrics are compared for continuous and subsampled data subject to different sampling strategies, covering duty cycles between 50% and 2%. The results show that a reduction of the duty cycle impacts negatively on the accuracy of both acoustic presence and call rate estimates. For a given duty cycle, frequent short listening periods improve accuracy of daily acoustic presence estimates over few long listening periods. Overall, subsampling effects are most pronounced for low and/or temporally clustered vocal activity. These findings illustrate the importance of informed decisions when applying subsampling strategies to passive acoustic recordings or analyses for a given target species.

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....

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....

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.

Non-Stationary Rician Noise Estimation in Parallel MRI Using a Single Image: A Variance-Stabilizing Approach.

Science.gov (United States)

Pieciak, Tomasz; Aja-Fernandez, Santiago; Vegas-Sanchez-Ferrero, Gonzalo

2017-10-01

Parallel magnetic resonance imaging (pMRI) techniques have gained a great importance both in research and clinical communities recently since they considerably accelerate the image acquisition process. However, the image reconstruction algorithms needed to correct the subsampling artifacts affect the nature of noise, i.e., it becomes non-stationary. Some methods have been proposed in the literature dealing with the non-stationary noise in pMRI. However, their performance depends on information not usually available such as multiple acquisitions, receiver noise matrices, sensitivity coil profiles, reconstruction coefficients, or even biophysical models of the data. Besides, some methods show an undesirable granular pattern on the estimates as a side effect of local estimation. Finally, some methods make strong assumptions that just hold in the case of high signal-to-noise ratio (SNR), which limits their usability in real scenarios. We propose a new automatic noise estimation technique for non-stationary Rician noise that overcomes the aforementioned drawbacks. Its effectiveness is due to the derivation of a variance-stabilizing transformation designed to deal with any SNR. The method was compared to the main state-of-the-art methods in synthetic and real scenarios. Numerical results confirm the robustness of the method and its better performance for the whole range of SNRs.

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

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)

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.

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...

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.

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

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.

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

Assessment of texture stationarity using the asymptotic behavior of the empirical mean and variance.

Science.gov (United States)

Blanc, Rémy; Da Costa, Jean-Pierre; Stitou, Youssef; Baylou, Pierre; Germain, Christian

2008-09-01

Given textured images considered as realizations of 2-D stochastic processes, a framework is proposed to evaluate the stationarity of their mean and variance. Existing strategies focus on the asymptotic behavior of the empirical mean and variance (respectively EM and EV), known for some types of nondeterministic processes. In this paper, the theoretical asymptotic behaviors of the EM and EV are studied for large classes of second-order stationary ergodic processes, in the sense of the Wold decomposition scheme, including harmonic and evanescent processes. Minimal rates of convergence for the EM and the EV are derived for these processes; they are used as criteria for assessing the stationarity of textures. The experimental estimation of the rate of convergence is achieved using a nonparametric block sub-sampling method. Our framework is evaluated on synthetic processes with stationary or nonstationary mean and variance and on real textures. It is shown that anomalies in the asymptotic behavior of the empirical estimators allow detecting nonstationarities of the mean and variance of the processes in an objective way.

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.

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)

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.

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

Subsampling-based compression and flow visualization

Energy Technology Data Exchange (ETDEWEB)

Agranovsky, Alexy; Camp, David; Joy, I; Childs, Hank

2016-01-19

As computational capabilities increasingly outpace disk speeds on leading supercomputers, scientists will, in turn, be increasingly unable to save their simulation data at its native resolution. One solution to this problem is to compress these data sets as they are generated and visualize the compressed results afterwards. We explore this approach, specifically subsampling velocity data and the resulting errors for particle advection-based flow visualization. We compare three techniques: random selection of subsamples, selection at regular locations corresponding to multi-resolution reduction, and introduce a novel technique for informed selection of subsamples. Furthermore, we explore an adaptive system which exchanges the subsampling budget over parallel tasks, to ensure that subsampling occurs at the highest rate in the areas that need it most. We perform supercomputing runs to measure the effectiveness of the selection and adaptation techniques. Overall, we find that adaptation is very effective, and, among selection techniques, our informed selection provides the most accurate results, followed by the multi-resolution selection, and with the worst accuracy coming from random subsamples.

Test of a mosquito eggshell isolation method and subsampling procedure.

Science.gov (United States)

Turner, P A; Streever, W J

1997-03-01

Production of Aedes vigilax, the common salt-marsh mosquito, can be assessed by determining eggshell densities found in soil. In this study, 14 field-collected eggshell samples were used to test a subsampling technique and compare eggshell counts obtained with a flotation method to those obtained by direct examination of sediment (DES). Relative precision of the subsampling technique was assessed by determining the minimum number of subsamples required to estimate the true mean and confidence interval of a sample at a predetermined confidence level. A regression line was fitted to cube-root transformed eggshell counts obtained from flotation and DES and found to be significant (P eggshells present. Eggshells obtained with the flotation method can be used to predict those from DES using the following equation: DES count = [1.386 x (flotation count)0.33 - 0.01]3.

Pressurized subsampling system for pressured gas-hydrate-bearing sediment: Microscale imaging using X-ray computed tomography

International Nuclear Information System (INIS)

Jin, Yusuke; Konno, Yoshihiro; Nagao, Jiro

2014-01-01

A pressurized subsampling system was developed for pressured gas hydrate (GH)-bearing sediments, which have been stored under pressure. The system subsamples small amounts of GH sediments from cores (approximately 50 mm in diameter and 300 mm in height) without pressure release to atmospheric conditions. The maximum size of the subsamples is 12.5 mm in diameter and 20 mm in height. Moreover, our system transfers the subsample into a pressure vessel, and seals the pressure vessel by screwing in a plug under hydraulic pressure conditions. In this study, we demonstrated pressurized subsampling from artificial xenon-hydrate sediments and nondestructive microscale imaging of the subsample, using a microfocus X-ray computed tomography (CT) system. In addition, we estimated porosity and hydrate saturation from two-dimensional X-ray CT images of the subsamples

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.

Genomic prediction using subsampling

OpenAIRE

Xavier, Alencar; Xu, Shizhong; Muir, William; Rainey, Katy Martin

2017-01-01

Background Genome-wide assisted selection is a critical tool for the?genetic improvement of plants and animals. Whole-genome regression models in Bayesian framework represent the main family of prediction methods. Fitting such models with a large number of observations involves a prohibitive computational burden. We propose the use of subsampling bootstrap Markov chain in genomic prediction. Such method consists of fitting whole-genome regression models by subsampling observations in each rou...

Power Estimation in Multivariate Analysis of Variance

Directory of Open Access Journals (Sweden)

Jean François Allaire

2007-09-01

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

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.

Autonomous estimation of Allan variance coefficients of onboard fiber optic gyro

Energy Technology Data Exchange (ETDEWEB)

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

2011-09-15

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

Introduction to variance estimation

CERN Document Server

Wolter, Kirk M

2007-01-01

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

Multi-population Genomic Relationships for Estimating Current Genetic Variances Within and Genetic Correlations Between Populations.

Science.gov (United States)

Wientjes, Yvonne C J; Bijma, Piter; Vandenplas, Jérémie; Calus, Mario P L

2017-10-01

Different methods are available to calculate multi-population genomic relationship matrices. Since those matrices differ in base population, it is anticipated that the method used to calculate genomic relationships affects the estimate of genetic variances, covariances, and correlations. The aim of this article is to define the multi-population genomic relationship matrix to estimate current genetic variances within and genetic correlations between populations. The genomic relationship matrix containing two populations consists of four blocks, one block for population 1, one block for population 2, and two blocks for relationships between the populations. It is known, based on literature, that by using current allele frequencies to calculate genomic relationships within a population, current genetic variances are estimated. In this article, we theoretically derived the properties of the genomic relationship matrix to estimate genetic correlations between populations and validated it using simulations. When the scaling factor of across-population genomic relationships is equal to the product of the square roots of the scaling factors for within-population genomic relationships, the genetic correlation is estimated unbiasedly even though estimated genetic variances do not necessarily refer to the current population. When this property is not met, the correlation based on estimated variances should be multiplied by a correction factor based on the scaling factors. In this study, we present a genomic relationship matrix which directly estimates current genetic variances as well as genetic correlations between populations. Copyright © 2017 by the Genetics Society of America.

Improved estimation of the variance in Monte Carlo criticality calculations

International Nuclear Information System (INIS)

Hoogenboom, J. Eduard

2008-01-01

Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k eff results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k eff will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k eff are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)

Improved estimation of the variance in Monte Carlo criticality calculations

Energy Technology Data Exchange (ETDEWEB)

Hoogenboom, J. Eduard [Delft University of Technology, Delft (Netherlands)

2008-07-01

Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k{sub eff} results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k{sub eff} will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k{sub eff} are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)

Estimation of the additive and dominance variances in South African ...

African Journals Online (AJOL)

The objective of this study was to estimate dominance variance for number born alive (NBA), 21- day litter weight (LWT21) and interval between parities (FI) in South African Landrace pigs. A total of 26223 NBA, 21335 LWT21 and 16370 FI records were analysed. Bayesian analysis via Gibbs sampling was used to estimate ...

Comment on Hoffman and Rovine (2007): SPSS MIXED can estimate models with heterogeneous variances.

Science.gov (United States)

Weaver, Bruce; Black, Ryan A

2015-06-01

Hoffman and Rovine (Behavior Research Methods, 39:101-117, 2007) have provided a very nice overview of how multilevel models can be useful to experimental psychologists. They included two illustrative examples and provided both SAS and SPSS commands for estimating the models they reported. However, upon examining the SPSS syntax for the models reported in their Table 3, we found no syntax for models 2B and 3B, both of which have heterogeneous error variances. Instead, there is syntax that estimates similar models with homogeneous error variances and a comment stating that SPSS does not allow heterogeneous errors. But that is not correct. We provide SPSS MIXED commands to estimate models 2B and 3B with heterogeneous error variances and obtain results nearly identical to those reported by Hoffman and Rovine in their Table 3. Therefore, contrary to the comment in Hoffman and Rovine's syntax file, SPSS MIXED can estimate models with heterogeneous error variances.

Variance function estimation for immunoassays

International Nuclear Information System (INIS)

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

1980-01-01

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

An Analysis of Variance Approach for the Estimation of Response Time Distributions in Tests

Science.gov (United States)

Attali, Yigal

2010-01-01

Generalizability theory and analysis of variance methods are employed, together with the concept of objective time pressure, to estimate response time distributions and the degree of time pressure in timed tests. By estimating response time variance components due to person, item, and their interaction, and fixed effects due to item types and…

On estimation of the noise variance in high-dimensional linear models

OpenAIRE

Golubev, Yuri; Krymova, Ekaterina

2017-01-01

We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of spectral regularisers of the maximum likelihood estimator. The noise estimation is based on the adaptive normalisation of the squared error. We derive the upper bound for the concentration of the proposed method around the ideal estimator (the case of zero nuisance).

Multilevel variance estimators in MLMC and application for random obstacle problems

KAUST Repository

Chernov, Alexey

2014-01-06

The Multilevel Monte Carlo Method (MLMC) is a recently established sampling approach for uncertainty propagation for problems with random parameters. In this talk we present new convergence theorems for the multilevel variance estimators. As a result, we prove that under certain assumptions on the parameters, the variance can be estimated at essentially the same cost as the mean, and consequently as the cost required for solution of one forward problem for a fixed deterministic set of parameters. We comment on fast and stable evaluation of the estimators suitable for parallel large scale computations. The suggested approach is applied to a class of scalar random obstacle problems, a prototype of contact between deformable bodies. In particular, we are interested in rough random obstacles modelling contact between car tires and variable road surfaces. Numerical experiments support and complete the theoretical analysis.

Multilevel variance estimators in MLMC and application for random obstacle problems

KAUST Repository

Chernov, Alexey; Bierig, Claudio

2014-01-01

The Multilevel Monte Carlo Method (MLMC) is a recently established sampling approach for uncertainty propagation for problems with random parameters. In this talk we present new convergence theorems for the multilevel variance estimators. As a result, we prove that under certain assumptions on the parameters, the variance can be estimated at essentially the same cost as the mean, and consequently as the cost required for solution of one forward problem for a fixed deterministic set of parameters. We comment on fast and stable evaluation of the estimators suitable for parallel large scale computations. The suggested approach is applied to a class of scalar random obstacle problems, a prototype of contact between deformable bodies. In particular, we are interested in rough random obstacles modelling contact between car tires and variable road surfaces. Numerical experiments support and complete the theoretical analysis.

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

NARCIS (Netherlands)

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

2002-01-01

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

Variance component and heritability estimates of early growth traits ...

African Journals Online (AJOL)

as selection criteria for meat production in sheep (Anon, 1970; Olson et ai., 1976;. Lasslo et ai., 1985; Badenhorst et ai., 1991). If these traits are to be included in a breeding programme, accurate estimates of breeding values will be needed to optimize selection programmes. This requires a knowledge of variance and co-.

Robust variance estimation with dependent effect sizes: practical considerations including a software tutorial in Stata and spss.

Science.gov (United States)

Tanner-Smith, Emily E; Tipton, Elizabeth

2014-03-01

Methodologists have recently proposed robust variance estimation as one way to handle dependent effect sizes in meta-analysis. Software macros for robust variance estimation in meta-analysis are currently available for Stata (StataCorp LP, College Station, TX, USA) and spss (IBM, Armonk, NY, USA), yet there is little guidance for authors regarding the practical application and implementation of those macros. This paper provides a brief tutorial on the implementation of the Stata and spss macros and discusses practical issues meta-analysts should consider when estimating meta-regression models with robust variance estimates. Two example databases are used in the tutorial to illustrate the use of meta-analysis with robust variance estimates. Copyright © 2013 John Wiley & Sons, Ltd.

Reduction of variance in spectral estimates for correction of ultrasonic aberration.

Science.gov (United States)

Astheimer, Jeffrey P; Pilkington, Wayne C; Waag, Robert C

2006-01-01

A variance reduction factor is defined to describe the rate of convergence and accuracy of spectra estimated from overlapping ultrasonic scattering volumes when the scattering is from a spatially uncorrelated medium. Assuming that the individual volumes are localized by a spherically symmetric Gaussian window and that centers of the volumes are located on orbits of an icosahedral rotation group, the factor is minimized by adjusting the weight and radius of each orbit. Conditions necessary for the application of the variance reduction method, particularly for statistical estimation of aberration, are examined. The smallest possible value of the factor is found by allowing an unlimited number of centers constrained only to be within a ball rather than on icosahedral orbits. Computations using orbits formed by icosahedral vertices, face centers, and edge midpoints with a constraint radius limited to a small multiple of the Gaussian width show that a significant reduction of variance can be achieved from a small number of centers in the confined volume and that this reduction is nearly the maximum obtainable from an unlimited number of centers in the same volume.

OPTIMAL SHRINKAGE ESTIMATION OF MEAN PARAMETERS IN FAMILY OF DISTRIBUTIONS WITH QUADRATIC VARIANCE.

Science.gov (United States)

Xie, Xianchao; Kou, S C; Brown, Lawrence

2016-03-01

This paper discusses the simultaneous inference of mean parameters in a family of distributions with quadratic variance function. We first introduce a class of semi-parametric/parametric shrinkage estimators and establish their asymptotic optimality properties. Two specific cases, the location-scale family and the natural exponential family with quadratic variance function, are then studied in detail. We conduct a comprehensive simulation study to compare the performance of the proposed methods with existing shrinkage estimators. We also apply the method to real data and obtain encouraging results.

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

Science.gov (United States)

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

2017-03-02

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

Robust estimation of the noise variance from background MR data

NARCIS (Netherlands)

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

2006-01-01

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

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.

Estimation of the biserial correlation and its sampling variance for use in meta-analysis.

Science.gov (United States)

Jacobs, Perke; Viechtbauer, Wolfgang

2017-06-01

Meta-analyses are often used to synthesize the findings of studies examining the correlational relationship between two continuous variables. When only dichotomous measurements are available for one of the two variables, the biserial correlation coefficient can be used to estimate the product-moment correlation between the two underlying continuous variables. Unlike the point-biserial correlation coefficient, biserial correlation coefficients can therefore be integrated with product-moment correlation coefficients in the same meta-analysis. The present article describes the estimation of the biserial correlation coefficient for meta-analytic purposes and reports simulation results comparing different methods for estimating the coefficient's sampling variance. The findings indicate that commonly employed methods yield inconsistent estimates of the sampling variance across a broad range of research situations. In contrast, consistent estimates can be obtained using two methods that appear to be unknown in the meta-analytic literature. A variance-stabilizing transformation for the biserial correlation coefficient is described that allows for the construction of confidence intervals for individual coefficients with close to nominal coverage probabilities in most of the examined conditions. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Technical Note: On the efficiency of variance reduction techniques for Monte Carlo estimates of imaging noise.

Science.gov (United States)

Sharma, Diksha; Sempau, Josep; Badano, Aldo

2018-02-01

Monte Carlo simulations require large number of histories to obtain reliable estimates of the quantity of interest and its associated statistical uncertainty. Numerous variance reduction techniques (VRTs) have been employed to increase computational efficiency by reducing the statistical uncertainty. We investigate the effect of two VRTs for optical transport methods on accuracy and computing time for the estimation of variance (noise) in x-ray imaging detectors. We describe two VRTs. In the first, we preferentially alter the direction of the optical photons to increase detection probability. In the second, we follow only a fraction of the total optical photons generated. In both techniques, the statistical weight of photons is altered to maintain the signal mean. We use fastdetect2, an open-source, freely available optical transport routine from the hybridmantis package. We simulate VRTs for a variety of detector models and energy sources. The imaging data from the VRT simulations are then compared to the analog case (no VRT) using pulse height spectra, Swank factor, and the variance of the Swank estimate. We analyze the effect of VRTs on the statistical uncertainty associated with Swank factors. VRTs increased the relative efficiency by as much as a factor of 9. We demonstrate that we can achieve the same variance of the Swank factor with less computing time. With this approach, the simulations can be stopped when the variance of the variance estimates reaches the desired level of uncertainty. We implemented analytic estimates of the variance of Swank factor and demonstrated the effect of VRTs on image quality calculations. Our findings indicate that the Swank factor is dominated by the x-ray interaction profile as compared to the additional uncertainty introduced in the optical transport by the use of VRTs. For simulation experiments that aim at reducing the uncertainty in the Swank factor estimate, any of the proposed VRT can be used for increasing the relative

A General Model for Repeated Audit Controls Using Monotone Subsampling

OpenAIRE

Raats, V.M.; van der Genugten, B.B.; Moors, J.J.A.

2002-01-01

In categorical repeated audit controls, fallible auditors classify sample elements in order to estimate the population fraction of elements in certain categories.To take possible misclassifications into account, subsequent checks are performed with a decreasing number of observations.In this paper a model is presented for a general repeated audit control system, where k subsequent auditors classify elements into r categories.Two different sub-sampling procedures will be discussed, named 'stra...

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...

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

International Nuclear Information System (INIS)

Dumonteil, E.; Malvagi, F.

2012-01-01

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

Improving image fidelity by luma-assisted chroma subsampling

DEFF Research Database (Denmark)

Korhonen, Jari

2015-01-01

Chroma subsampling is commonly used for digital representations of images and video sequences. The basic rationale behind chroma subsampling is that the human visual system is less sensitive to color variations than luma variations. Therefore, chroma data can be coded in lower resolution than lum...

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...

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.

The Impact of Subsampling on MODIS Level-3 Statistics of Cloud Optical Thickness and Effective Radius

Science.gov (United States)

Oreopoulos, Lazaros

2004-01-01

The MODIS Level-3 optical thickness and effective radius cloud product is a gridded l deg. x 1 deg. dataset that is derived from aggregation and subsampling at 5 km of 1 km, resolution Level-2 orbital swath data (Level-2 granules). This study examines the impact of the 5 km subsampling on the mean, standard deviation and inhomogeneity parameter statistics of optical thickness and effective radius. The methodology is simple and consists of estimating mean errors for a large collection of Terra and Aqua Level-2 granules by taking the difference of the statistics at the original and subsampled resolutions. It is shown that the Level-3 sampling does not affect the various quantities investigated to the same degree, with second order moments suffering greater subsampling errors, as expected. Mean errors drop dramatically when averages over a sufficient number of regions (e.g., monthly and/or latitudinal averages) are taken, pointing to a dominance of errors that are of random nature. When histograms built from subsampled data with the same binning rules as in the Level-3 dataset are used to reconstruct the quantities of interest, the mean errors do not deteriorate significantly. The results in this paper provide guidance to users of MODIS Level-3 optical thickness and effective radius cloud products on the range of errors due to subsampling they should expect and perhaps account for, in scientific work with this dataset. In general, subsampling errors should not be a serious concern when moderate temporal and/or spatial averaging is performed.

A sub-sampled approach to extremely low-dose STEM

Energy Technology Data Exchange (ETDEWEB)

Stevens, A. [OptimalSensing, Southlake, Texas 76092, USA; Duke University, ECE, Durham, North Carolina 27708, USA; Luzi, L. [Rice University, ECE, Houston, Texas 77005, USA; Yang, H. [Lawrence Berkeley National Laboratory, Berkeley, California 94720, USA; Kovarik, L. [Pacific NW National Laboratory, Richland, Washington 99354, USA; Mehdi, B. L. [Pacific NW National Laboratory, Richland, Washington 99354, USA; University of Liverpool, Materials Engineering, Liverpool L69 3GH, United Kingdom; Liyu, A. [Pacific NW National Laboratory, Richland, Washington 99354, USA; Gehm, M. E. [Duke University, ECE, Durham, North Carolina 27708, USA; Browning, N. D. [Pacific NW National Laboratory, Richland, Washington 99354, USA; University of Liverpool, Materials Engineering, Liverpool L69 3GH, United Kingdom

2018-01-22

The inpainting of randomly sub-sampled images acquired by scanning transmission electron microscopy (STEM) is an attractive method for imaging under low-dose conditions (≤ 1 e^-Ų) without changing either the operation of the microscope or the physics of the imaging process. We show that 1) adaptive sub-sampling increases acquisition speed, resolution, and sensitivity; and 2) random (non-adaptive) sub-sampling is equivalent, but faster than, traditional low-dose techniques. Adaptive sub-sampling opens numerous possibilities for the analysis of beam sensitive materials and in-situ dynamic processes at the resolution limit of the aberration corrected microscope and is demonstrated here for the analysis of the node distribution in metal-organic frameworks (MOFs).

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

Energy Technology Data Exchange (ETDEWEB)

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

2012-07-01

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

Robust Variance Estimation with Dependent Effect Sizes: Practical Considerations Including a Software Tutorial in Stata and SPSS

Science.gov (United States)

Tanner-Smith, Emily E.; Tipton, Elizabeth

2014-01-01

Methodologists have recently proposed robust variance estimation as one way to handle dependent effect sizes in meta-analysis. Software macros for robust variance estimation in meta-analysis are currently available for Stata (StataCorp LP, College Station, TX, USA) and SPSS (IBM, Armonk, NY, USA), yet there is little guidance for authors regarding…

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

OpenAIRE

Padilla, Alberto

2009-01-01

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

Subsampling effects in neuronal avalanche distributions recorded in vivo

Directory of Open Access Journals (Sweden)

Munk Matthias HJ

2009-04-01

Full Text Available Abstract Background Many systems in nature are characterized by complex behaviour where large cascades of events, or avalanches, unpredictably alternate with periods of little activity. Snow avalanches are an example. Often the size distribution f(s of a system's avalanches follows a power law, and the branching parameter sigma, the average number of events triggered by a single preceding event, is unity. A power law for f(s, and sigma = 1, are hallmark features of self-organized critical (SOC systems, and both have been found for neuronal activity in vitro. Therefore, and since SOC systems and neuronal activity both show large variability, long-term stability and memory capabilities, SOC has been proposed to govern neuronal dynamics in vivo. Testing this hypothesis is difficult because neuronal activity is spatially or temporally subsampled, while theories of SOC systems assume full sampling. To close this gap, we investigated how subsampling affects f(s and sigma by imposing subsampling on three different SOC models. We then compared f(s and sigma of the subsampled models with those of multielectrode local field potential (LFP activity recorded in three macaque monkeys performing a short term memory task. Results Neither the LFP nor the subsampled SOC models showed a power law for f(s. Both, f(s and sigma, depended sensitively on the subsampling geometry and the dynamics of the model. Only one of the SOC models, the Abelian Sandpile Model, exhibited f(s and sigma similar to those calculated from LFP activity. Conclusion Since subsampling can prevent the observation of the characteristic power law and sigma in SOC systems, misclassifications of critical systems as sub- or supercritical are possible. Nevertheless, the system specific scaling of f(s and sigma under subsampling conditions may prove useful to select physiologically motivated models of brain function. Models that better reproduce f(s and sigma calculated from the physiological

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

Science.gov (United States)

Mittag, Kathleen Cage

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

A simulation study of how simple mark-recapture methods can be combined with destructive sub-sampling to facilitate surveys of flying insects

DEFF Research Database (Denmark)

Nachman, Gøsta Støger; Skovgård, Henrik; Pedersen, Henrik Skovgård

2012-01-01

Mark-recapture techniques are used for studies of animal populations. With only three sampling occasions, both Bailey's triple-catch (BTC) and Jolly-Seber's (J-S) stochastic method can be applied. As marking and handling of fragile organisms may harm them, and thereby affect their chances of being...... to compare the subsampling method with the ordinary mark-recapture methods. Model-generated populations were sampled with and without subsampling to provide estimates of population size, loss, and dilution rates. The estimated parameters were compared with their true values to identify biases associated...... with the sampling methods, using 81 different combinations of population size, dilution rate, loss rate, and sampling effort. Each combination was replicated 1,000 times. In no cases did subsampling perform more poorly than the ordinary methods. J-S was slightly more accurate than BTC to estimate the population...

A statistic to estimate the variance of the histogram-based mutual information estimator based on dependent pairs of observations

NARCIS (Netherlands)

Moddemeijer, R

In the case of two signals with independent pairs of observations (x(n),y(n)) a statistic to estimate the variance of the histogram based mutual information estimator has been derived earlier. We present such a statistic for dependent pairs. To derive this statistic it is necessary to avail of a

Minimum variance linear unbiased estimators of loss and inventory

International Nuclear Information System (INIS)

Stewart, K.B.

1977-01-01

The article illustrates a number of approaches for estimating the material balance inventory and a constant loss amount from the accountability data from a sequence of accountability periods. The approaches all lead to linear estimates that have minimum variance. Techniques are shown whereby ordinary least squares, weighted least squares and generalized least squares computer programs can be used. Two approaches are recursive in nature and lend themselves to small specialized computer programs. Another approach is developed that is easy to program; could be used with a desk calculator and can be used in a recursive way from accountability period to accountability period. Some previous results are also reviewed that are very similar in approach to the present ones and vary only in the way net throughput measurements are statistically modeled. 5 refs

Adding a Parameter Increases the Variance of an Estimated Regression Function

Science.gov (United States)

Withers, Christopher S.; Nadarajah, Saralees

2011-01-01

The linear regression model is one of the most popular models in statistics. It is also one of the simplest models in statistics. It has received applications in almost every area of science, engineering and medicine. In this article, the authors show that adding a predictor to a linear model increases the variance of the estimated regression…

Estimation of the variance of noise in digital imaging for quality control

International Nuclear Information System (INIS)

Soro Bua, M.; Otero Martinez, C.; Vazquez Vazquez, R.; Santamarina Vazquez, F.; Lobato Busto, R.; Luna Vega, V.; Mosquera Sueiro, J.; Sanchez Garcia, M.; Pombar Camean, M.

2011-01-01

In this work is estimated variance kerma function pixel values for the real response curve nonlinear digital image system, without resorting to any approximation to the behavior of the detector. This result is compared with that obtained for the linearized version of the response curve.

Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known

NARCIS (Netherlands)

Danilov, D.L.; Magnus, J.R.

2002-01-01

We consider the problem of estimating the first k coeffcients in a regression equation with k + 1 variables.For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002).We investigate properties of this estimator in

Estimation of the mean of a univariate normal distribution when the variance is not known

NARCIS (Netherlands)

Danilov, Dmitri

2005-01-01

We consider the problem of estimating the first k coefficients in a regression equation with k+1 variables. For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002). We generalize this estimator to the case

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...

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.

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

Science.gov (United States)

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

2012-12-01

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

Noise measurement from magnitude MRI using local estimates of variance and skewness

International Nuclear Information System (INIS)

Rajan, Jeny; Poot, Dirk; Juntu, Jaber; Sijbers, Jan

2010-01-01

In this note, we address the estimation of the noise level in magnitude magnetic resonance (MR) images in the absence of background data. Most of the methods proposed earlier exploit the Rayleigh distributed background region in MR images to estimate the noise level. These methods, however, cannot be used for images where no background information is available. In this note, we propose two different approaches for noise level estimation in the absence of the image background. The first method is based on the local estimation of the noise variance using maximum likelihood estimation and the second method is based on the local estimation of the skewness of the magnitude data distribution. Experimental results on synthetic and real MR image datasets show that the proposed estimators accurately estimate the noise level in a magnitude MR image, even without background data. (note)

Subsampled Hessian Newton Methods for Supervised Learning.

Science.gov (United States)

Wang, Chien-Chih; Huang, Chun-Heng; Lin, Chih-Jen

2015-08-01

Newton methods can be applied in many supervised learning approaches. However, for large-scale data, the use of the whole Hessian matrix can be time-consuming. Recently, subsampled Newton methods have been proposed to reduce the computational time by using only a subset of data for calculating an approximation of the Hessian matrix. Unfortunately, we find that in some situations, the running speed is worse than the standard Newton method because cheaper but less accurate search directions are used. In this work, we propose some novel techniques to improve the existing subsampled Hessian Newton method. The main idea is to solve a two-dimensional subproblem per iteration to adjust the search direction to better minimize the second-order approximation of the function value. We prove the theoretical convergence of the proposed method. Experiments on logistic regression, linear SVM, maximum entropy, and deep networks indicate that our techniques significantly reduce the running time of the subsampled Hessian Newton method. The resulting algorithm becomes a compelling alternative to the standard Newton method for large-scale data classification.

Genealogical Properties of Subsamples in Highly Fecund Populations

Science.gov (United States)

Eldon, Bjarki; Freund, Fabian

2018-03-01

We consider some genealogical properties of nested samples. The complete sample is assumed to have been drawn from a natural population characterised by high fecundity and sweepstakes reproduction (abbreviated HFSR). The random gene genealogies of the samples are—due to our assumption of HFSR—modelled by coalescent processes which admit multiple mergers of ancestral lineages looking back in time. Among the genealogical properties we consider are the probability that the most recent common ancestor is shared between the complete sample and the subsample nested within the complete sample; we also compare the lengths of `internal' branches of nested genealogies between different coalescent processes. The results indicate how `informative' a subsample is about the properties of the larger complete sample, how much information is gained by increasing the sample size, and how the `informativeness' of the subsample varies between different coalescent processes.

On the Choice of Difference Sequence in a Unified Framework for Variance Estimation in Nonparametric Regression

KAUST Repository

Dai, Wenlin; Tong, Tiejun; Zhu, Lixing

2017-01-01

Difference-based methods do not require estimating the mean function in nonparametric regression and are therefore popular in practice. In this paper, we propose a unified framework for variance estimation that combines the linear regression method with the higher-order difference estimators systematically. The unified framework has greatly enriched the existing literature on variance estimation that includes most existing estimators as special cases. More importantly, the unified framework has also provided a smart way to solve the challenging difference sequence selection problem that remains a long-standing controversial issue in nonparametric regression for several decades. Using both theory and simulations, we recommend to use the ordinary difference sequence in the unified framework, no matter if the sample size is small or if the signal-to-noise ratio is large. Finally, to cater for the demands of the application, we have developed a unified R package, named VarED, that integrates the existing difference-based estimators and the unified estimators in nonparametric regression and have made it freely available in the R statistical program http://cran.r-project.org/web/packages/.

On the Choice of Difference Sequence in a Unified Framework for Variance Estimation in Nonparametric Regression

KAUST Repository

Dai, Wenlin

2017-09-01

Difference-based methods do not require estimating the mean function in nonparametric regression and are therefore popular in practice. In this paper, we propose a unified framework for variance estimation that combines the linear regression method with the higher-order difference estimators systematically. The unified framework has greatly enriched the existing literature on variance estimation that includes most existing estimators as special cases. More importantly, the unified framework has also provided a smart way to solve the challenging difference sequence selection problem that remains a long-standing controversial issue in nonparametric regression for several decades. Using both theory and simulations, we recommend to use the ordinary difference sequence in the unified framework, no matter if the sample size is small or if the signal-to-noise ratio is large. Finally, to cater for the demands of the application, we have developed a unified R package, named VarED, that integrates the existing difference-based estimators and the unified estimators in nonparametric regression and have made it freely available in the R statistical program http://cran.r-project.org/web/packages/.

Simultaneous estimation of the in-mean and in-variance causal connectomes of the human brain.

Science.gov (United States)

Duggento, A; Passamonti, L; Guerrisi, M; Toschi, N

2017-07-01

In recent years, the study of the human connectome (i.e. of statistical relationships between non spatially contiguous neurophysiological events in the human brain) has been enormously fuelled by technological advances in high-field functional magnetic resonance imaging (fMRI) as well as by coordinated world wide data-collection efforts like the Human Connectome Project (HCP). In this context, Granger Causality (GC) approaches have recently been employed to incorporate information about the directionality of the influence exerted by a brain region on another. However, while fluctuations in the Blood Oxygenation Level Dependent (BOLD) signal at rest also contain important information about the physiological processes that underlie neurovascular coupling and associations between disjoint brain regions, so far all connectivity estimation frameworks have focused on central tendencies, hence completely disregarding so-called in-variance causality (i.e. the directed influence of the volatility of one signal on the volatility of another). In this paper, we develop a framework for simultaneous estimation of both in-mean and in-variance causality in complex networks. We validate our approach using synthetic data from complex ensembles of coupled nonlinear oscillators, and successively employ HCP data to provide the very first estimate of the in-variance connectome of the human brain.

Components of variance involved in estimating soil water content and water content change using a neutron moisture meter

International Nuclear Information System (INIS)

Sinclair, D.F.; Williams, J.

1979-01-01

There have been significant developments in the design and use of neutron moisture meters since Hewlett et al.(1964) investigated the sources of variance when using this instrument to estimate soil moisture. There appears to be little in the literature, however, which updates these findings. This paper aims to isolate the components of variance when moisture content and moisture change are estimated using the neutron scattering method with current technology and methods

GSD: An SPSS extension command for sub-sampling and bootstrapping datasets

Directory of Open Access Journals (Sweden)

Harding, Bradley

2016-09-01

Full Text Available Statistical analyses have grown immensely since the inception of computational methods. However, many quantitative methods classes teach sampling and sub-sampling at a very abstract level despite the fact that, with the faster computers of today, these notions could be demonstrated live to the students. For this reason, we have created a simple extension module for SPSS that can sub-sample and Bootstrap data, GSD (Generator of Sub-sampled Data. In this paper, we describe and show how to use the GSD module as well as provide short descriptions of both the sub-sampling and Bootstrap methods. In addition, as this article aims to inspire instructors to introduce these concepts in their statistics classes of all levels, we provide three short exercises that are ready for curriculum implementation.

A more realistic estimate of the variances and systematic errors in spherical harmonic geomagnetic field models

DEFF Research Database (Denmark)

Lowes, F.J.; Olsen, Nils

2004-01-01

Most modern spherical harmonic geomagnetic models based on satellite data include estimates of the variances of the spherical harmonic coefficients of the model; these estimates are based on the geometry of the data and the fitting functions, and on the magnitude of the residuals. However...

Estimates for Genetic Variance Components in Reciprocal Recurrent Selection in Populations Derived from Maize Single-Cross Hybrids

Directory of Open Access Journals (Sweden)

Matheus Costa dos Reis

2014-01-01

Full Text Available This study was carried out to obtain the estimates of genetic variance and covariance components related to intra- and interpopulation in the original populations (C0 and in the third cycle (C3 of reciprocal recurrent selection (RRS which allows breeders to define the best breeding strategy. For that purpose, the half-sib progenies of intrapopulation (P11 and P22 and interpopulation (P12 and P21 from populations 1 and 2 derived from single-cross hybrids in the 0 and 3 cycles of the reciprocal recurrent selection program were used. The intra- and interpopulation progenies were evaluated in a 10×10 triple lattice design in two separate locations. The data for unhusked ear weight (ear weight without husk and plant height were collected. All genetic variance and covariance components were estimated from the expected mean squares. The breakdown of additive variance into intrapopulation and interpopulation additive deviations (στ2 and the covariance between these and their intrapopulation additive effects (CovAτ found predominance of the dominance effect for unhusked ear weight. Plant height for these components shows that the intrapopulation additive effect explains most of the variation. Estimates for intrapopulation and interpopulation additive genetic variances confirm that populations derived from single-cross hybrids have potential for recurrent selection programs.

Stereological estimation of the mean and variance of nuclear volume from vertical sections

DEFF Research Database (Denmark)

Sørensen, Flemming Brandt

1991-01-01

The application of assumption-free, unbiased stereological techniques for estimation of the volume-weighted mean nuclear volume, nuclear vv, from vertical sections of benign and malignant nuclear aggregates in melanocytic skin tumours is described. Combining sampling of nuclei with uniform...... probability in a physical disector and Cavalieri's direct estimator of volume, the unbiased, number-weighted mean nuclear volume, nuclear vN, of the same benign and malignant nuclear populations is also estimated. Having obtained estimates of nuclear volume in both the volume- and number distribution...... to the larger malignant nuclei. Finally, the variance in the volume distribution of nuclear volume is estimated by shape-independent estimates of the volume-weighted second moment of the nuclear volume, vv2, using both a manual and a computer-assisted approach. The working procedure for the description of 3-D...

Static models, recursive estimators and the zero-variance approach

KAUST Repository

Rubino, Gerardo

2016-01-07

When evaluating dependability aspects of complex systems, most models belong to the static world, where time is not an explicit variable. These models suffer from the same problems than dynamic ones (stochastic processes), such as the frequent combinatorial explosion of the state spaces. In the Monte Carlo domain, on of the most significant difficulties is the rare event situation. In this talk, we describe this context and a recent technique that appears to be at the top performance level in the area, where we combined ideas that lead to very fast estimation procedures with another approach called zero-variance approximation. Both ideas produced a very efficient method that has the right theoretical property concerning robustness, the Bounded Relative Error one. Some examples illustrate the results.

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

CSIR Research Space (South Africa)

Kirton, A

2010-08-01

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

Uncertainty quantification for radiation measurements: Bottom-up error variance estimation using calibration information

International Nuclear Information System (INIS)

Burr, T.; Croft, S.; Krieger, T.; Martin, K.; Norman, C.; Walsh, S.

2016-01-01

One example of top-down uncertainty quantification (UQ) involves comparing two or more measurements on each of multiple items. One example of bottom-up UQ expresses a measurement result as a function of one or more input variables that have associated errors, such as a measured count rate, which individually (or collectively) can be evaluated for impact on the uncertainty in the resulting measured value. In practice, it is often found that top-down UQ exhibits larger error variances than bottom-up UQ, because some error sources are present in the fielded assay methods used in top-down UQ that are not present (or not recognized) in the assay studies used in bottom-up UQ. One would like better consistency between the two approaches in order to claim understanding of the measurement process. The purpose of this paper is to refine bottom-up uncertainty estimation by using calibration information so that if there are no unknown error sources, the refined bottom-up uncertainty estimate will agree with the top-down uncertainty estimate to within a specified tolerance. Then, in practice, if the top-down uncertainty estimate is larger than the refined bottom-up uncertainty estimate by more than the specified tolerance, there must be omitted sources of error beyond those predicted from calibration uncertainty. The paper develops a refined bottom-up uncertainty approach for four cases of simple linear calibration: (1) inverse regression with negligible error in predictors, (2) inverse regression with non-negligible error in predictors, (3) classical regression followed by inversion with negligible error in predictors, and (4) classical regression followed by inversion with non-negligible errors in predictors. Our illustrations are of general interest, but are drawn from our experience with nuclear material assay by non-destructive assay. The main example we use is gamma spectroscopy that applies the enrichment meter principle. Previous papers that ignore error in predictors

Estimation of additive and dominance variance for reproductive traits from different models in Duroc purebred

Directory of Open Access Journals (Sweden)

Talerngsak Angkuraseranee

2010-05-01

Full Text Available The additive and dominance genetic variances of 5,801 Duroc reproductive and growth records were estimated usingBULPF90 PC-PACK. Estimates were obtained for number born alive (NBA, birth weight (BW, number weaned (NW, andweaning weight (WW. Data were analyzed using two mixed model equations. The first model included fixed effects andrandom effects identifying inbreeding depression, additive gene effect and permanent environments effects. The secondmodel was similar to the first model, but included the dominance genotypic effect. Heritability estimates of NBA, BW, NWand WW from the two models were 0.1558/0.1716, 0.1616/0.1737, 0.0372/0.0874 and 0.1584/0.1516 respectively. Proportionsof dominance effect to total phenotypic variance from the dominance model were 0.1024, 0.1625, 0.0470, and 0.1536 for NBA,BW, NW and WW respectively. Dominance effects were found to have sizable influence on the litter size traits analyzed.Therefore, genetic evaluation with the dominance model (Model 2 is found more appropriate than the animal model (Model 1.

Estimating the mean and variance of measurements from serial radioactive decay schemes with emphasis on 222Rn and its short-lived progeny

International Nuclear Information System (INIS)

Inkret, W.C.; Borak, T.B.; Boes, D.C.

1990-01-01

Classically, the mean and variance of radioactivity measurements are estimated from poisson distributions. However, the random distribution of observed events is not poisson when the half-life is short compared with the interval of observation or when more than one event can be associated with a single initial atom. Procedures were developed to estimate the mean and variance of single measurements of serial radioactive processes. Results revealed that observations from the three consecutive alpha emissions beginning with 222 Rn are positively correlated. Since the poisson estimator ignores covariance terms, it underestimates the true variance of the measurement. The reverse is true for mixtures of radon daughters only. (author)

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

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...

Statistical methodology for estimating the mean difference in a meta-analysis without study-specific variance information.

Science.gov (United States)

Sangnawakij, Patarawan; Böhning, Dankmar; Adams, Stephen; Stanton, Michael; Holling, Heinz

2017-04-30

Statistical inference for analyzing the results from several independent studies on the same quantity of interest has been investigated frequently in recent decades. Typically, any meta-analytic inference requires that the quantity of interest is available from each study together with an estimate of its variability. The current work is motivated by a meta-analysis on comparing two treatments (thoracoscopic and open) of congenital lung malformations in young children. Quantities of interest include continuous end-points such as length of operation or number of chest tube days. As studies only report mean values (and no standard errors or confidence intervals), the question arises how meta-analytic inference can be developed. We suggest two methods to estimate study-specific variances in such a meta-analysis, where only sample means and sample sizes are available in the treatment arms. A general likelihood ratio test is derived for testing equality of variances in two groups. By means of simulation studies, the bias and estimated standard error of the overall mean difference from both methodologies are evaluated and compared with two existing approaches: complete study analysis only and partial variance information. The performance of the test is evaluated in terms of type I error. Additionally, we illustrate these methods in the meta-analysis on comparing thoracoscopic and open surgery for congenital lung malformations and in a meta-analysis on the change in renal function after kidney donation. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

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

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.

Detection of radionuclides from weak and poorly resolved spectra using Lasso and subsampling techniques

Energy Technology Data Exchange (ETDEWEB)

Bai, Er-Wei, E-mail: er-wei-bai@uiowa.edu [Department of Electrical and Computer Engineering, University of Iowa, Iowa City, IA 52242 (United States); Chan, Kung-sik, E-mail: kung-sik-chan@uiowa.edu [Department of Statistical and Actuarial Science, University of Iowa, Iowa City, IA 52242 (United States); Eichinger, William, E-mail: william-eichinger@uiowa.edu [Department of Civil and Environmental Engineering, University of Iowa, Iowa City, IA 52242 (United States); Kump, Paul [Department of Electrical and Computer Engineering, University of Iowa, Iowa City, IA 52242 (United States)

2011-10-15

We consider a problem of identification of nuclides from weak and poorly resolved spectra. A two stage algorithm is proposed and tested based on the principle of majority voting. The idea is to model gamma-ray counts as Poisson processes. Then, the average part is taken to be the model and the difference between the observed gamma-ray counts and the average is considered as random noise. In the linear part, the unknown coefficients correspond to if isotopes of interest are present or absent. Lasso types of algorithms are applied to find non-vanishing coefficients. Since Lasso or any prediction error based algorithm is inconsistent with variable selection for finite data length, an estimate of parameter distribution based on subsampling techniques is added in addition to Lasso. Simulation examples are provided in which the traditional peak detection algorithms fail to work and the proposed two stage algorithm performs well in terms of both the False Negative and False Positive errors. - Highlights: > Identification of nuclides from weak and poorly resolved spectra. > An algorithm is proposed and tested based on the principle of majority voting. > Lasso types of algorithms are applied to find non-vanishing coefficients. > An estimate of parameter distribution based on sub-sampling techniques is included. > Simulations compare the results of the proposed method with those of peak detection.

Detection of radionuclides from weak and poorly resolved spectra using Lasso and subsampling techniques

International Nuclear Information System (INIS)

Bai, Er-Wei; Chan, Kung-sik; Eichinger, William; Kump, Paul

2011-01-01

We consider a problem of identification of nuclides from weak and poorly resolved spectra. A two stage algorithm is proposed and tested based on the principle of majority voting. The idea is to model gamma-ray counts as Poisson processes. Then, the average part is taken to be the model and the difference between the observed gamma-ray counts and the average is considered as random noise. In the linear part, the unknown coefficients correspond to if isotopes of interest are present or absent. Lasso types of algorithms are applied to find non-vanishing coefficients. Since Lasso or any prediction error based algorithm is inconsistent with variable selection for finite data length, an estimate of parameter distribution based on subsampling techniques is added in addition to Lasso. Simulation examples are provided in which the traditional peak detection algorithms fail to work and the proposed two stage algorithm performs well in terms of both the False Negative and False Positive errors. - Highlights: → Identification of nuclides from weak and poorly resolved spectra. → An algorithm is proposed and tested based on the principle of majority voting. → Lasso types of algorithms are applied to find non-vanishing coefficients. → An estimate of parameter distribution based on sub-sampling techniques is included. → Simulations compare the results of the proposed method with those of peak detection.

MMSE-based algorithm for joint signal detection, channel and noise variance estimation for OFDM systems

CERN Document Server

Savaux, Vincent

2014-01-01

This book presents an algorithm for the detection of an orthogonal frequency division multiplexing (OFDM) signal in a cognitive radio context by means of a joint and iterative channel and noise estimation technique. Based on the minimum mean square criterion, it performs an accurate detection of a user in a frequency band, by achieving a quasi-optimal channel and noise variance estimation if the signal is present, and by estimating the noise level in the band if the signal is absent. Organized into three chapters, the first chapter provides the background against which the system model is pr

Simultaneous estimation of cross-validation errors in least squares collocation applied for statistical testing and evaluation of the noise variance components

Science.gov (United States)

Behnabian, Behzad; Mashhadi Hossainali, Masoud; Malekzadeh, Ahad

2018-02-01

The cross-validation technique is a popular method to assess and improve the quality of prediction by least squares collocation (LSC). We present a formula for direct estimation of the vector of cross-validation errors (CVEs) in LSC which is much faster than element-wise CVE computation. We show that a quadratic form of CVEs follows Chi-squared distribution. Furthermore, a posteriori noise variance factor is derived by the quadratic form of CVEs. In order to detect blunders in the observations, estimated standardized CVE is proposed as the test statistic which can be applied when noise variances are known or unknown. We use LSC together with the methods proposed in this research for interpolation of crustal subsidence in the northern coast of the Gulf of Mexico. The results show that after detection and removing outliers, the root mean square (RMS) of CVEs and estimated noise standard deviation are reduced about 51 and 59%, respectively. In addition, RMS of LSC prediction error at data points and RMS of estimated noise of observations are decreased by 39 and 67%, respectively. However, RMS of LSC prediction error on a regular grid of interpolation points covering the area is only reduced about 4% which is a consequence of sparse distribution of data points for this case study. The influence of gross errors on LSC prediction results is also investigated by lower cutoff CVEs. It is indicated that after elimination of outliers, RMS of this type of errors is also reduced by 19.5% for a 5 km radius of vicinity. We propose a method using standardized CVEs for classification of dataset into three groups with presumed different noise variances. The noise variance components for each of the groups are estimated using restricted maximum-likelihood method via Fisher scoring technique. Finally, LSC assessment measures were computed for the estimated heterogeneous noise variance model and compared with those of the homogeneous model. The advantage of the proposed method is the

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...

Image subsampling and point scoring approaches for large-scale marine benthic monitoring programs

Science.gov (United States)

Perkins, Nicholas R.; Foster, Scott D.; Hill, Nicole A.; Barrett, Neville S.

2016-07-01

Benthic imagery is an effective tool for quantitative description of ecologically and economically important benthic habitats and biota. The recent development of autonomous underwater vehicles (AUVs) allows surveying of spatial scales that were previously unfeasible. However, an AUV collects a large number of images, the scoring of which is time and labour intensive. There is a need to optimise the way that subsamples of imagery are chosen and scored to gain meaningful inferences for ecological monitoring studies. We examine the trade-off between the number of images selected within transects and the number of random points scored within images on the percent cover of target biota, the typical output of such monitoring programs. We also investigate the efficacy of various image selection approaches, such as systematic or random, on the bias and precision of cover estimates. We use simulated biotas that have varying size, abundance and distributional patterns. We find that a relatively small sampling effort is required to minimise bias. An increased precision for groups that are likely to be the focus of monitoring programs is best gained through increasing the number of images sampled rather than the number of points scored within images. For rare species, sampling using point count approaches is unlikely to provide sufficient precision, and alternative sampling approaches may need to be employed. The approach by which images are selected (simple random sampling, regularly spaced etc.) had no discernible effect on mean and variance estimates, regardless of the distributional pattern of biota. Field validation of our findings is provided through Monte Carlo resampling analysis of a previously scored benthic survey from temperate waters. We show that point count sampling approaches are capable of providing relatively precise cover estimates for candidate groups that are not overly rare. The amount of sampling required, in terms of both the number of images and

On the Performance of Maximum Likelihood versus Means and Variance Adjusted Weighted Least Squares Estimation in CFA

Science.gov (United States)

Beauducel, Andre; Herzberg, Philipp Yorck

2006-01-01

This simulation study compared maximum likelihood (ML) estimation with weighted least squares means and variance adjusted (WLSMV) estimation. The study was based on confirmatory factor analyses with 1, 2, 4, and 8 factors, based on 250, 500, 750, and 1,000 cases, and on 5, 10, 20, and 40 variables with 2, 3, 4, 5, and 6 categories. There was no…

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

Introducing a rainfall compound distribution model based on weather patterns sub-sampling

Directory of Open Access Journals (Sweden)

F. Garavaglia

2010-06-01

Full Text Available This paper presents a probabilistic model for daily rainfall, using sub-sampling based on meteorological circulation. We classified eight typical but contrasted synoptic situations (weather patterns for France and surrounding areas, using a "bottom-up" approach, i.e. from the shape of the rain field to the synoptic situations described by geopotential fields. These weather patterns (WP provide a discriminating variable that is consistent with French climatology, and allows seasonal rainfall records to be split into more homogeneous sub-samples, in term of meteorological genesis.

First results show how the combination of seasonal and WP sub-sampling strongly influences the identification of the asymptotic behaviour of rainfall probabilistic models. Furthermore, with this level of stratification, an asymptotic exponential behaviour of each sub-sample appears as a reasonable hypothesis. This first part is illustrated with two daily rainfall records from SE of France.

The distribution of the multi-exponential weather patterns (MEWP is then defined as the composition, for a given season, of all WP sub-sample marginal distributions, weighted by the relative frequency of occurrence of each WP. This model is finally compared to Exponential and Generalized Pareto distributions, showing good features in terms of robustness and accuracy. These final statistical results are computed from a wide dataset of 478 rainfall chronicles spread on the southern half of France. All these data cover the 1953–2005 period.

Variance of discharge estimates sampled using acoustic Doppler current profilers from moving boats

Science.gov (United States)

Garcia, Carlos M.; Tarrab, Leticia; Oberg, Kevin; Szupiany, Ricardo; Cantero, Mariano I.

2012-01-01

This paper presents a model for quantifying the random errors (i.e., variance) of acoustic Doppler current profiler (ADCP) discharge measurements from moving boats for different sampling times. The model focuses on the random processes in the sampled flow field and has been developed using statistical methods currently available for uncertainty analysis of velocity time series. Analysis of field data collected using ADCP from moving boats from three natural rivers of varying sizes and flow conditions shows that, even though the estimate of the integral time scale of the actual turbulent flow field is larger than the sampling interval, the integral time scale of the sampled flow field is on the order of the sampling interval. Thus, an equation for computing the variance error in discharge measurements associated with different sampling times, assuming uncorrelated flow fields is appropriate. The approach is used to help define optimal sampling strategies by choosing the exposure time required for ADCPs to accurately measure flow discharge.

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.

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.

40 CFR 761.350 - Subsampling from composite samples.

Science.gov (United States)

2010-07-01

... chemical extraction and analysis laboratory for further subsampling. There are two options for the... container, approved for shipment of the sample, to the chemical extraction and analysis laboratory, for the..., AND USE PROHIBITIONS Sampling Non-Liquid, Non-Metal PCB Bulk Product Waste for Purposes of...

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

Directory of Open Access Journals (Sweden)

Yun Shi

2014-01-01

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

Phenotypic variance, plasticity and heritability estimates of critical thermal limits depend on methodological context

DEFF Research Database (Denmark)

Chown, Steven L.; Jumbam, Keafon R.; Sørensen, Jesper Givskov

2009-01-01

used during assessments of critical thermal limits to activity. To date, the focus of work has almost exclusively been on the effects of rate variation on mean values of the critical limits. 2.  If the rate of temperature change used in an experimental trial affects not only the trait mean but also its...... this is the case for critical thermal limits using a population of the model species Drosophila melanogaster and the invasive ant species Linepithema humile. 4.  We found that effects of the different rates of temperature change are variable among traits and species. However, in general, different rates...... of temperature change resulted in different phenotypic variances and different estimates of heritability, presuming that genetic variance remains constant. We also found that different rates resulted in different conclusions regarding the responses of the species to acclimation, especially in the case of L...

Unbiased minimum variance estimator of a matrix exponential function. Application to Boltzmann/Bateman coupled equations solving

International Nuclear Information System (INIS)

Dumonteil, E.; Diop, C. M.

2009-01-01

This paper derives an unbiased minimum variance estimator (UMVE) of a matrix exponential function of a normal wean. The result is then used to propose a reference scheme to solve Boltzmann/Bateman coupled equations, thanks to Monte Carlo transport codes. The last section will present numerical results on a simple example. (authors)

Evaluation of a compound distribution based on weather pattern subsampling for extreme rainfall in Norway

Directory of Open Access Journals (Sweden)

J. Blanchet

2015-12-01

SCHADEX method for extreme flood estimation. Regional scores of evaluation are used in a split sample framework to compare the MEWP distribution with more general heavy-tailed distributions, in this case the Multi Generalized Pareto Weather Pattern (MGPWP distribution. The analysis shows the clear benefit obtained from seasonal and weather pattern-based subsampling for extreme value estimation. The MEWP distribution is found to have an overall better performance as compared with the MGPWP, which tends to overfit the data and lacks robustness. Finally, we take advantage of the split sample framework to present evidence for an increase in extreme rainfall in the southwestern part of Norway during the period 1979–2009, relative to 1948–1978.

Detectability of Granger causality for subsampled continuous-time neurophysiological processes.

Science.gov (United States)

Barnett, Lionel; Seth, Anil K

2017-01-01

Granger causality is well established within the neurosciences for inference of directed functional connectivity from neurophysiological data. These data usually consist of time series which subsample a continuous-time biophysiological process. While it is well known that subsampling can lead to imputation of spurious causal connections where none exist, less is known about the effects of subsampling on the ability to reliably detect causal connections which do exist. We present a theoretical analysis of the effects of subsampling on Granger-causal inference. Neurophysiological processes typically feature signal propagation delays on multiple time scales; accordingly, we base our analysis on a distributed-lag, continuous-time stochastic model, and consider Granger causality in continuous time at finite prediction horizons. Via exact analytical solutions, we identify relationships among sampling frequency, underlying causal time scales and detectability of causalities. We reveal complex interactions between the time scale(s) of neural signal propagation and sampling frequency. We demonstrate that detectability decays exponentially as the sample time interval increases beyond causal delay times, identify detectability "black spots" and "sweet spots", and show that downsampling may potentially improve detectability. We also demonstrate that the invariance of Granger causality under causal, invertible filtering fails at finite prediction horizons, with particular implications for inference of Granger causality from fMRI data. Our analysis emphasises that sampling rates for causal analysis of neurophysiological time series should be informed by domain-specific time scales, and that state-space modelling should be preferred to purely autoregressive modelling. On the basis of a very general model that captures the structure of neurophysiological processes, we are able to help identify confounds, and offer practical insights, for successful detection of causal connectivity

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

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...

Denoising of high resolution small animal 3D PET data using the non-subsampled Haar wavelet transform

International Nuclear Information System (INIS)

Ochoa Domínguez, Humberto de Jesús; Máynez, Leticia O.; Vergara Villegas, Osslan O.; Mederos, Boris; Mejía, José M.; Cruz Sánchez, Vianey G.

2015-01-01

PET allows functional imaging of the living tissue. However, one of the most serious technical problems affecting the reconstructed data is the noise, particularly in images of small animals. In this paper, a method for high-resolution small animal 3D PET data is proposed with the aim to reduce the noise and preserve details. The method is based on the estimation of the non-subsampled Haar wavelet coefficients by using a linear estimator. The procedure is applied to the volumetric images, reconstructed without correction factors (plane reconstruction). Results show that the method preserves the structures and drastically reduces the noise that contaminates the image

Denoising of high resolution small animal 3D PET data using the non-subsampled Haar wavelet transform

Energy Technology Data Exchange (ETDEWEB)

Ochoa Domínguez, Humberto de Jesús, E-mail: hochoa@uacj.mx [Departamento de Ingeniería Eléctrica y computación, Universidad Autónoma de Ciudad Juárez, Ciudad Juárez, Chih. (Mexico); Máynez, Leticia O. [Departamento de Ingeniería Eléctrica y computación, Universidad Autónoma de Ciudad Juárez, Ciudad Juárez, Chih. (Mexico); Vergara Villegas, Osslan O. [Departamento de Ingeniería Industrial, Universidad Autónoma de Ciudad Juárez, Ciudad Juárez, Chih. (Mexico); Mederos, Boris; Mejía, José M.; Cruz Sánchez, Vianey G. [Departamento de Ingeniería Eléctrica y computación, Universidad Autónoma de Ciudad Juárez, Ciudad Juárez, Chih. (Mexico)

2015-06-01

PET allows functional imaging of the living tissue. However, one of the most serious technical problems affecting the reconstructed data is the noise, particularly in images of small animals. In this paper, a method for high-resolution small animal 3D PET data is proposed with the aim to reduce the noise and preserve details. The method is based on the estimation of the non-subsampled Haar wavelet coefficients by using a linear estimator. The procedure is applied to the volumetric images, reconstructed without correction factors (plane reconstruction). Results show that the method preserves the structures and drastically reduces the noise that contaminates the image.

Note on an Identity Between Two Unbiased Variance Estimators for the Grand Mean in a Simple Random Effects Model.

Science.gov (United States)

Levin, Bruce; Leu, Cheng-Shiun

2013-01-01

We demonstrate the algebraic equivalence of two unbiased variance estimators for the sample grand mean in a random sample of subjects from an infinite population where subjects provide repeated observations following a homoscedastic random effects model.

Principal component approach in variance component estimation for international sire evaluation

Directory of Open Access Journals (Sweden)

Jakobsen Jette

2011-05-01

Full Text Available Abstract Background The dairy cattle breeding industry is a highly globalized business, which needs internationally comparable and reliable breeding values of sires. The international Bull Evaluation Service, Interbull, was established in 1983 to respond to this need. Currently, Interbull performs multiple-trait across country evaluations (MACE for several traits and breeds in dairy cattle and provides international breeding values to its member countries. Estimating parameters for MACE is challenging since the structure of datasets and conventional use of multiple-trait models easily result in over-parameterized genetic covariance matrices. The number of parameters to be estimated can be reduced by taking into account only the leading principal components of the traits considered. For MACE, this is readily implemented in a random regression model. Methods This article compares two principal component approaches to estimate variance components for MACE using real datasets. The methods tested were a REML approach that directly estimates the genetic principal components (direct PC and the so-called bottom-up REML approach (bottom-up PC, in which traits are sequentially added to the analysis and the statistically significant genetic principal components are retained. Furthermore, this article evaluates the utility of the bottom-up PC approach to determine the appropriate rank of the (covariance matrix. Results Our study demonstrates the usefulness of both approaches and shows that they can be applied to large multi-country models considering all concerned countries simultaneously. These strategies can thus replace the current practice of estimating the covariance components required through a series of analyses involving selected subsets of traits. Our results support the importance of using the appropriate rank in the genetic (covariance matrix. Using too low a rank resulted in biased parameter estimates, whereas too high a rank did not result in

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...

Multi-Phase Sub-Sampling Fractional-N PLL with soft loop switching for fast robust locking

NARCIS (Netherlands)

Liao, Dongyi; Dai, FA Foster; Nauta, Bram; Klumperink, Eric A.M.

2017-01-01

This paper presents a low phase noise sub-sampling PLL (SSPLL) with multi-phase outputs. Automatic soft switching between the sub-sampling phase loop and frequency loop is proposed to improve robustness against perturbations and interferences that may cause a traditional SSPLL to lose lock. A

Using SNP markers to estimate additive, dominance and imprinting genetic variance

DEFF Research Database (Denmark)

Lopes, M S; Bastiaansen, J W M; Janss, Luc

The contributions of additive, dominance and imprinting effects to the variance of number of teats (NT) were evaluated in two purebred pig populations using SNP markers. Three different random regression models were evaluated, accounting for the mean and: 1) additive effects (MA), 2) additive...... and dominance effects (MAD) and 3) additive, dominance and imprinting effects (MADI). Additive heritability estimates were 0.30, 0.28 and 0.27-0.28 in both lines using MA, MAD and MADI, respectively. Dominance heritability ranged from 0.06 to 0.08 using MAD and MADI. Imprinting heritability ranged from 0.......01 to 0.02. Dominance effects make an important contribution to the genetic variation of NT in the two lines evaluated. Imprinting effects appeared less important for NT than additive and dominance effects. The SNP random regression model presented and evaluated in this study is a feasible approach...

Search-free license plate localization based on saliency and local variance estimation

Science.gov (United States)

Safaei, Amin; Tang, H. L.; Sanei, S.

2015-02-01

In recent years, the performance and accuracy of automatic license plate number recognition (ALPR) systems have greatly improved, however the increasing number of applications for such systems have made ALPR research more challenging than ever. The inherent computational complexity of search dependent algorithms remains a major problem for current ALPR systems. This paper proposes a novel search-free method of localization based on the estimation of saliency and local variance. Gabor functions are then used to validate the choice of candidate license plate. The algorithm was applied to three image datasets with different levels of complexity and the results compared with a number of benchmark methods, particularly in terms of speed. The proposed method outperforms the state of the art methods and can be used for real time applications.

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

Science.gov (United States)

Fletcher, B. C.

1972-01-01

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

Evaluating the use of gel-based sub-sampling for assessing responses of terrestrial microarthropods (Collembola and Acari) to different slurry applications and organic matter contents

NARCIS (Netherlands)

Jagers op Akkerhuis, G.A.J.M.; Dimmers, W.J.; Vliet, van P.C.J.; Goedhart, P.W.; Martakis, G.F.P.; Goede, de R.G.M.

2008-01-01

Microarthropods show considerable small-scale spatial variation, which on statistical grounds demands the use of numerous samples per experimental unit to obtain a representative density estimate. To avoid the identification of all individuals in these samples a sub-sampling technique is desirable.

APOLLO 15 HEAT FLOW THERMAL CONDUCTIVITY RDR SUBSAMPLED V1.0

Data.gov (United States)

National Aeronautics and Space Administration — This data set comprises a reduced, subsampled set of the data returned from the Apollo 15 Heat Flow Experiment from 31 July 1971 through 31 December 1974. The...

APOLLO 17 HEAT FLOW THERMAL CONDUCTIVITY RDR SUBSAMPLED V1.0

Data.gov (United States)

National Aeronautics and Space Administration — This data set comprises a reduced, subsampled set of the data returned from the Apollo 17 Heat Flow Experiment from 12 December 1972 through 31 December 1974. The...

RF Sub-sampling Receiver Architecture based on Milieu Adapting Techniques

DEFF Research Database (Denmark)

Behjou, Nastaran; Larsen, Torben; Jensen, Ole Kiel

2012-01-01

A novel sub-sampling based architecture is proposed which has the ability of reducing the problem of image distortion and improving the signal to noise ratio significantly. The technique is based on sensing the environment and adapting the sampling rate of the receiver to the best possible...

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.

Compact multipurpose sub-sampling and processing of in-situ cores with press (pressurized core sub-sampling and extrusion system)

Energy Technology Data Exchange (ETDEWEB)

Anders, E.; Muller, W.H. [Technical Univ. of Berlin, Berlin (Germany). Chair of Continuum Mechanics and Material Theory

2008-07-01

Climate change, declining resources and over-consumption result in a need for sustainable resource allocation, habitat conservation and claim for new technologies and prospects for damage-containment. In order to increase knowledge of the environment and to define potential hazards, it is necessary to get an understanding of the deep biosphere. In addition, the benthic conditions of sediment structure and gas hydrates, temperature, pressure and bio-geochemistry must be maintained during the sequences of sampling, retrieval, transfer, storage and downstream analysis. In order to investigate highly instable gas hydrates, which decomposes under pressure and temperature change, a suite of research technologies have been developed by the Technische Universitat Berlin (TUB), Germany. This includes the pressurized core sub-sampling and extrusion system (PRESS) that was developed in the European Union project called HYACE/HYACINTH. The project enabled well-defined sectioning and transfer of drilled pressure-cores obtained by a rotary corer and fugro pressure corer into transportation and investigation chambers. This paper described HYACINTH pressure coring and the HYACINTH core transfer. Autoclave coring tools and HYACINTH core logging, coring tools, and sub-sampling were also discussed. It was concluded that possible future applications include, but were not limited to, research in shales and other tight formations, carbon dioxide sequestration, oil and gas exploration, coalbed methane, and microbiology of the deep biosphere. To meet the corresponding requirements and to incorporate the experiences from previous expeditions, the pressure coring system would need to be redesigned to adapt it to the new applications. 3 refs., 5 figs.

Estimates of variance components for postweaning feed intake and ...

African Journals Online (AJOL)

Mike

2013-03-09

Mar 9, 2013 ... transformation of RFIp and RDGp to z-scores (mean = 0.0, variance = 1.0) and then ... generation pedigree (n = 9 653) used for this analysis. ..... Nkrumah, J.D., Basarab, J.A., Wang, Z., Li, C., Price, M.A., Okine, E.K., Crews Jr., ...

Variance-Constrained Robust Estimation for Discrete-Time Systems with Communication Constraints

Directory of Open Access Journals (Sweden)

Baofeng Wang

2014-01-01

Full Text Available This paper is concerned with a new filtering problem in networked control systems (NCSs subject to limited communication capacity, which includes measurement quantization, random transmission delay, and packets loss. The measurements are first quantized via a logarithmic quantizer and then transmitted through a digital communication network with random delay and packet loss. The three communication constraints phenomena which can be seen as a class of uncertainties are formulated by a stochastic parameter uncertainty system. The purpose of the paper is to design a linear filter such that, for all the communication constraints, the error state of the filtering process is mean square bounded and the steady-state variance of the estimation error for each state is not more than the individual prescribed upper bound. It is shown that the desired filtering can effectively be solved if there are positive definite solutions to a couple of algebraic Riccati-like inequalities or linear matrix inequalities. Finally, an illustrative numerical example is presented to demonstrate the effectiveness and flexibility of the proposed design approach.

Variance Function Estimation. Revision.

Science.gov (United States)

1987-03-01

UNLSIFIED RFOSR-TR-87-±112 F49620-85-C-O144 F/C 12/3 NL EEEEEEh LOUA28~ ~ L53 11uLoo MICROOP REOUINTS-’HR ------ N L E U INARF-% - IS %~1 %i % 0111...and 9 jointly. If 7,, 0. and are any preliminary estimators for 71, 6. and 3. define 71 and 6 to be the solutions of (4.1) N1 IN2 (7., ’ Td " ~ - / =0P

Estimating additive and non-additive genetic variances and predicting genetic merits using genome-wide dense single nucleotide polymorphism markers.

Directory of Open Access Journals (Sweden)

Guosheng Su

Full Text Available Non-additive genetic variation is usually ignored when genome-wide markers are used to study the genetic architecture and genomic prediction of complex traits in human, wild life, model organisms or farm animals. However, non-additive genetic effects may have an important contribution to total genetic variation of complex traits. This study presented a genomic BLUP model including additive and non-additive genetic effects, in which additive and non-additive genetic relation matrices were constructed from information of genome-wide dense single nucleotide polymorphism (SNP markers. In addition, this study for the first time proposed a method to construct dominance relationship matrix using SNP markers and demonstrated it in detail. The proposed model was implemented to investigate the amounts of additive genetic, dominance and epistatic variations, and assessed the accuracy and unbiasedness of genomic predictions for daily gain in pigs. In the analysis of daily gain, four linear models were used: 1 a simple additive genetic model (MA, 2 a model including both additive and additive by additive epistatic genetic effects (MAE, 3 a model including both additive and dominance genetic effects (MAD, and 4 a full model including all three genetic components (MAED. Estimates of narrow-sense heritability were 0.397, 0.373, 0.379 and 0.357 for models MA, MAE, MAD and MAED, respectively. Estimated dominance variance and additive by additive epistatic variance accounted for 5.6% and 9.5% of the total phenotypic variance, respectively. Based on model MAED, the estimate of broad-sense heritability was 0.506. Reliabilities of genomic predicted breeding values for the animals without performance records were 28.5%, 28.8%, 29.2% and 29.5% for models MA, MAE, MAD and MAED, respectively. In addition, models including non-additive genetic effects improved unbiasedness of genomic predictions.

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...

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.

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...

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

The convergence of the gender pay gap: An alternative estimation approach

OpenAIRE

Castagnetti, Carolina; Rosti, Luisa; Töpfer, Marina

2017-01-01

So far, little work has been done on directly estimating differences of wage gaps. Stud- ies estimating pay differentials, generally compare them across different subsamples. This comparison does not allow to conduct any inference or, in the case of decompositions, to confront the respective decomposition components across subsamples. We propose an exten- sion of an Oaxaca-Blinder type decomposition based on the omitted variable bias formula to directly estimate the change in pay gaps across ...

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

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...

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.

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...

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...

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.

Application of Higher Order Fission Matrix for Real Variance Estimation in McCARD Monte Carlo Eigenvalue Calculation

Energy Technology Data Exchange (ETDEWEB)

Park, Ho Jin [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of); Shim, Hyung Jin [Seoul National University, Seoul (Korea, Republic of)

2015-05-15

In a Monte Carlo (MC) eigenvalue calculation, it is well known that the apparent variance of a local tally such as pin power differs from the real variance considerably. The MC method in eigenvalue calculations uses a power iteration method. In the power iteration method, the fission matrix (FM) and fission source density (FSD) are used as the operator and the solution. The FM is useful to estimate a variance and covariance because the FM can be calculated by a few cycle calculations even at inactive cycle. Recently, S. Carney have implemented the higher order fission matrix (HOFM) capabilities into the MCNP6 MC code in order to apply to extend the perturbation theory to second order. In this study, the HOFM capability by the Hotelling deflation method was implemented into McCARD and used to predict the behavior of a real and apparent SD ratio. In the simple 1D slab problems, the Endo's theoretical model predicts well the real to apparent SD ratio. It was noted that the Endo's theoretical model with the McCARD higher mode FS solutions by the HOFM yields much better the real to apparent SD ratio than that with the analytic solutions. In the near future, the application for a high dominance ratio problem such as BEAVRS benchmark will be conducted.

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.

Estimation of Genetic Variance Components Including Mutation and Epistasis using Bayesian Approach in a Selection Experiment on Body Weight in Mice

DEFF Research Database (Denmark)

Widyas, Nuzul; Jensen, Just; Nielsen, Vivi Hunnicke

Selection experiment was performed for weight gain in 13 generations of outbred mice. A total of 18 lines were included in the experiment. Nine lines were allotted to each of the two treatment diets (19.3 and 5.1 % protein). Within each diet three lines were selected upwards, three lines were...... selected downwards and three lines were kept as controls. Bayesian statistical methods are used to estimate the genetic variance components. Mixed model analysis is modified including mutation effect following the methods by Wray (1990). DIC was used to compare the model. Models including mutation effect...... have better fit compared to the model with only additive effect. Mutation as direct effect contributes 3.18% of the total phenotypic variance. While in the model with interactions between additive and mutation, it contributes 1.43% as direct effect and 1.36% as interaction effect of the total variance...

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.

Estimation of genetic parameters and their sampling variances for quantitative traits in the type 2 modified augmented design

OpenAIRE

Frank M. You; Qijian Song; Gaofeng Jia; Yanzhao Cheng; Scott Duguid; Helen Booker; Sylvie Cloutier

2016-01-01

The type 2 modified augmented design (MAD2) is an efficient unreplicated experimental design used for evaluating large numbers of lines in plant breeding and for assessing genetic variation in a population. Statistical methods and data adjustment for soil heterogeneity have been previously described for this design. In the absence of replicated test genotypes in MAD2, their total variance cannot be partitioned into genetic and error components as required to estimate heritability and genetic ...

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)

A Note on the Effect of Data Clustering on the Multiple-Imputation Variance Estimator: A Theoretical Addendum to the Lewis et al. article in JOS 2014

Directory of Open Access Journals (Sweden)

He Yulei

2016-03-01

Full Text Available Multiple imputation is a popular approach to handling missing data. Although it was originally motivated by survey nonresponse problems, it has been readily applied to other data settings. However, its general behavior still remains unclear when applied to survey data with complex sample designs, including clustering. Recently, Lewis et al. (2014 compared single- and multiple-imputation analyses for certain incomplete variables in the 2008 National Ambulatory Medicare Care Survey, which has a nationally representative, multistage, and clustered sampling design. Their study results suggested that the increase of the variance estimate due to multiple imputation compared with single imputation largely disappears for estimates with large design effects. We complement their empirical research by providing some theoretical reasoning. We consider data sampled from an equally weighted, single-stage cluster design and characterize the process using a balanced, one-way normal random-effects model. Assuming that the missingness is completely at random, we derive analytic expressions for the within- and between-multiple-imputation variance estimators for the mean estimator, and thus conveniently reveal the impact of design effects on these variance estimators. We propose approximations for the fraction of missing information in clustered samples, extending previous results for simple random samples. We discuss some generalizations of this research and its practical implications for data release by statistical agencies.

Forecasting European cold waves based on subsampling strategies of CMIP5 and Euro-CORDEX ensembles

Science.gov (United States)

Cordero-Llana, Laura; Braconnot, Pascale; Vautard, Robert; Vrac, Mathieu; Jezequel, Aglae

2016-04-01

Forecasting future extreme events under the present changing climate represents a difficult task. Currently there are a large number of ensembles of simulations for climate projections that take in account different models and scenarios. However, there is a need for reducing the size of the ensemble to make the interpretation of these simulations more manageable for impact studies or climate risk assessment. This can be achieved by developing subsampling strategies to identify a limited number of simulations that best represent the ensemble. In this study, cold waves are chosen to test different approaches for subsampling available simulations. The definition of cold waves depends on the criteria used, but they are generally defined using a minimum temperature threshold, the duration of the cold spell as well as their geographical extend. These climate indicators are not universal, highlighting the difficulty of directly comparing different studies. As part of the of the CLIPC European project, we use daily surface temperature data obtained from CMIP5 outputs as well as Euro-CORDEX simulations to predict future cold waves events in Europe. From these simulations a clustering method is applied to minimise the number of ensembles required. Furthermore, we analyse the different uncertainties that arise from the different model characteristics and definitions of climate indicators. Finally, we will test if the same subsampling strategy can be used for different climate indicators. This will facilitate the use of the subsampling results for a wide number of impact assessment studies.

Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization

NARCIS (Netherlands)

Z. Bai (Zhidong); H. Li (Hua); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

2016-01-01

textabstractThis paper considers the portfolio problem for high dimensional data when the dimension and size are both large. We analyze the traditional Markowitz mean-variance (MV) portfolio by large dimension matrix theory, and find the spectral distribution of the sample covariance is the main

Subsampled open-reference clustering creates consistent, comprehensive OTU definitions and scales to billions of sequences.

Science.gov (United States)

Rideout, Jai Ram; He, Yan; Navas-Molina, Jose A; Walters, William A; Ursell, Luke K; Gibbons, Sean M; Chase, John; McDonald, Daniel; Gonzalez, Antonio; Robbins-Pianka, Adam; Clemente, Jose C; Gilbert, Jack A; Huse, Susan M; Zhou, Hong-Wei; Knight, Rob; Caporaso, J Gregory

2014-01-01

We present a performance-optimized algorithm, subsampled open-reference OTU picking, for assigning marker gene (e.g., 16S rRNA) sequences generated on next-generation sequencing platforms to operational taxonomic units (OTUs) for microbial community analysis. This algorithm provides benefits over de novo OTU picking (clustering can be performed largely in parallel, reducing runtime) and closed-reference OTU picking (all reads are clustered, not only those that match a reference database sequence with high similarity). Because more of our algorithm can be run in parallel relative to "classic" open-reference OTU picking, it makes open-reference OTU picking tractable on massive amplicon sequence data sets (though on smaller data sets, "classic" open-reference OTU clustering is often faster). We illustrate that here by applying it to the first 15,000 samples sequenced for the Earth Microbiome Project (1.3 billion V4 16S rRNA amplicons). To the best of our knowledge, this is the largest OTU picking run ever performed, and we estimate that our new algorithm runs in less than 1/5 the time than would be required of "classic" open reference OTU picking. We show that subsampled open-reference OTU picking yields results that are highly correlated with those generated by "classic" open-reference OTU picking through comparisons on three well-studied datasets. An implementation of this algorithm is provided in the popular QIIME software package, which uses uclust for read clustering. All analyses were performed using QIIME's uclust wrappers, though we provide details (aided by the open-source code in our GitHub repository) that will allow implementation of subsampled open-reference OTU picking independently of QIIME (e.g., in a compiled programming language, where runtimes should be further reduced). Our analyses should generalize to other implementations of these OTU picking algorithms. Finally, we present a comparison of parameter settings in QIIME's OTU picking workflows and

Subsampled open-reference clustering creates consistent, comprehensive OTU definitions and scales to billions of sequences

Directory of Open Access Journals (Sweden)

Jai Ram Rideout

2014-08-01

Full Text Available We present a performance-optimized algorithm, subsampled open-reference OTU picking, for assigning marker gene (e.g., 16S rRNA sequences generated on next-generation sequencing platforms to operational taxonomic units (OTUs for microbial community analysis. This algorithm provides benefits over de novo OTU picking (clustering can be performed largely in parallel, reducing runtime and closed-reference OTU picking (all reads are clustered, not only those that match a reference database sequence with high similarity. Because more of our algorithm can be run in parallel relative to “classic” open-reference OTU picking, it makes open-reference OTU picking tractable on massive amplicon sequence data sets (though on smaller data sets, “classic” open-reference OTU clustering is often faster. We illustrate that here by applying it to the first 15,000 samples sequenced for the Earth Microbiome Project (1.3 billion V4 16S rRNA amplicons. To the best of our knowledge, this is the largest OTU picking run ever performed, and we estimate that our new algorithm runs in less than 1/5 the time than would be required of “classic” open reference OTU picking. We show that subsampled open-reference OTU picking yields results that are highly correlated with those generated by “classic” open-reference OTU picking through comparisons on three well-studied datasets. An implementation of this algorithm is provided in the popular QIIME software package, which uses uclust for read clustering. All analyses were performed using QIIME’s uclust wrappers, though we provide details (aided by the open-source code in our GitHub repository that will allow implementation of subsampled open-reference OTU picking independently of QIIME (e.g., in a compiled programming language, where runtimes should be further reduced. Our analyses should generalize to other implementations of these OTU picking algorithms. Finally, we present a comparison of parameter settings in

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.

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

International Nuclear Information System (INIS)

Zhai, Qingqing; Yang, Jun; Zhao, Yu

2014-01-01

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

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)

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....

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)

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...

Calculating the variance and prediction intervals for estimates obtained from allometric relationships

CSIR Research Space (South Africa)

Nickless, A

2010-09-01

Full Text Available that across the range of x values, the variability in the error does not change (i.e. no heteroscedasticity). Often the power function in allometry is used: y = axbε This can be converted to: ln(yi) = β0 + β1 ln(xi) + εi The above assumptions now apply... to the regression relationship with the logged variables. Therefore ln(yi) is assumed to be normally distributed with mean µ=β0+β1 ln(xi) and variance σ2*. From regression theory it is known that the expected value (e) and variance (Var) of ln(yi) is given by...

Graph Sampling for Covariance Estimation

KAUST Repository

Chepuri, Sundeep Prabhakar

2017-04-25

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

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)

On-Site Processing and Subsampling of Surface Soil Samples for the Analysis of Explosives

National Research Council Canada - National Science Library

Hewitt, Alan D

2003-01-01

The on-site implementation of a sampling and analysis plan for the determination of explosives residues exposed a large uncertainty in our ability to quickly obtain representative subsamples from either large (>500 g...

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

MINIMUM VARIANCE BETA ESTIMATION WITH DYNAMIC CONSTRAINTS,

Science.gov (United States)

developed (at AFETR ) and is being used to isolate the primary error sources in the beta estimation task. This computer program is additionally used to...determine what success in beta estimation can be achieved with foreseeable instrumentation accuracies. Results are included that illustrate the effects on

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

Science.gov (United States)

Dilla, Shintia Ulfa; Andriyana, Yudhie; Sudartianto

2017-03-01

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

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

Remote Sensing Image Enhancement Based on Non-subsampled Shearlet Transform and Parameterized Logarithmic Image Processing Model

Directory of Open Access Journals (Sweden)

TAO Feixiang

2015-08-01

Full Text Available Aiming at parts of remote sensing images with dark brightness and low contrast, a remote sensing image enhancement method based on non-subsampled Shearlet transform and parameterized logarithmic image processing model is proposed in this paper to improve the visual effects and interpretability of remote sensing images. Firstly, a remote sensing image is decomposed into a low-frequency component and high frequency components by non-subsampled Shearlet transform.Then the low frequency component is enhanced according to PLIP (parameterized logarithmic image processing model, which can improve the contrast of image, while the improved fuzzy enhancement method is used to enhance the high frequency components in order to highlight the information of edges and details. A large number of experimental results show that, compared with five kinds of image enhancement methods such as bidirectional histogram equalization method, the method based on stationary wavelet transform and the method based on non-subsampled contourlet transform, the proposed method has advantages in both subjective visual effects and objective quantitative evaluation indexes such as contrast and definition, which can more effectively improve the contrast of remote sensing image and enhance edges and texture details with better visual effects.

Technical Note: Introduction of variance component analysis to setup error analysis in radiotherapy

Energy Technology Data Exchange (ETDEWEB)

Matsuo, Yukinori, E-mail: ymatsuo@kuhp.kyoto-u.ac.jp; Nakamura, Mitsuhiro; Mizowaki, Takashi; Hiraoka, Masahiro [Department of Radiation Oncology and Image-applied Therapy, Kyoto University, 54 Shogoin-Kawaharacho, Sakyo, Kyoto 606-8507 (Japan)

2016-09-15

Purpose: The purpose of this technical note is to introduce variance component analysis to the estimation of systematic and random components in setup error of radiotherapy. Methods: Balanced data according to the one-factor random effect model were assumed. Results: Analysis-of-variance (ANOVA)-based computation was applied to estimate the values and their confidence intervals (CIs) for systematic and random errors and the population mean of setup errors. The conventional method overestimates systematic error, especially in hypofractionated settings. The CI for systematic error becomes much wider than that for random error. The ANOVA-based estimation can be extended to a multifactor model considering multiple causes of setup errors (e.g., interpatient, interfraction, and intrafraction). Conclusions: Variance component analysis may lead to novel applications to setup error analysis in radiotherapy.

Technical Note: Introduction of variance component analysis to setup error analysis in radiotherapy

International Nuclear Information System (INIS)

Matsuo, Yukinori; Nakamura, Mitsuhiro; Mizowaki, Takashi; Hiraoka, Masahiro

2016-01-01

Purpose: The purpose of this technical note is to introduce variance component analysis to the estimation of systematic and random components in setup error of radiotherapy. Methods: Balanced data according to the one-factor random effect model were assumed. Results: Analysis-of-variance (ANOVA)-based computation was applied to estimate the values and their confidence intervals (CIs) for systematic and random errors and the population mean of setup errors. The conventional method overestimates systematic error, especially in hypofractionated settings. The CI for systematic error becomes much wider than that for random error. The ANOVA-based estimation can be extended to a multifactor model considering multiple causes of setup errors (e.g., interpatient, interfraction, and intrafraction). Conclusions: Variance component analysis may lead to novel applications to setup error analysis in radiotherapy.

Job-to-job Transitions, Sorting, and Wage Growth

DEFF Research Database (Denmark)

Jinkins, David; Morin, Annaïg

unemployment, for whom the exogenous mobility assumption is not rejected, to estimate firm fixed effects. We then decompose the variance of wage growth of all job movers. We find that 66% of the variance of wage growth experienced by job movers can be attributed to variance in match quality. Expected match......We measure the contribution of match quality to the wage growth experienced by job movers. We reject the exogenous mobility assumption needed to estimate a standard fixed-effects wage regression in the Danish matched employer-employee data. We exploit the sub-sample of workers hired from...... quality growth is higher for higher-skilled occupations....

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.

A simple algorithm to estimate genetic variance in an animal threshold model using Bayesian inference Genetics Selection Evolution 2010, 42:29

DEFF Research Database (Denmark)

Ødegård, Jørgen; Meuwissen, Theo HE; Heringstad, Bjørg

2010-01-01

Background In the genetic analysis of binary traits with one observation per animal, animal threshold models frequently give biased heritability estimates. In some cases, this problem can be circumvented by fitting sire- or sire-dam models. However, these models are not appropriate in cases where...... records exist for the parents). Furthermore, the new algorithm showed much faster Markov chain mixing properties for genetic parameters (similar to the sire-dam model). Conclusions The new algorithm to estimate genetic parameters via Gibbs sampling solves the bias problems typically occurring in animal...... individual records exist on parents. Therefore, the aim of our study was to develop a new Gibbs sampling algorithm for a proper estimation of genetic (co)variance components within an animal threshold model framework. Methods In the proposed algorithm, individuals are classified as either "informative...

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

Science.gov (United States)

Hu, Pingsha; Maiti, Tapabrata

2011-01-01

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

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

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

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

Estimation of the variance of noise in digital imaging for quality control; Estimacion de la varianza del ruido en imagen digital para control de calidad

Energy Technology Data Exchange (ETDEWEB)

Soro Bua, M.; Otero Martinez, C.; Vazquez Vazquez, R.; Santamarina Vazquez, F.; Lobato Busto, R.; Luna Vega, V.; Mosquera Sueiro, J.; Sanchez Garcia, M.; Pombar Camean, M.

2011-07-01

In this work is estimated variance kerma function pixel values for the real response curve nonlinear digital image system, without resorting to any approximation to the behavior of the detector. This result is compared with that obtained for the linearized version of the response curve.

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.

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.

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

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

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

Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

Energy Technology Data Exchange (ETDEWEB)

Kanjilal, Oindrila, E-mail: oindrila@civil.iisc.ernet.in; Manohar, C.S., E-mail: manohar@civil.iisc.ernet.in

2017-07-15

The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.

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.

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.

Variance reduction techniques in the simulation of Markov processes

International Nuclear Information System (INIS)

Lessi, O.

1987-01-01

We study a functional r of the stationary distribution of a homogeneous Markov chain. It is often difficult or impossible to perform the analytical calculation of r and so it is reasonable to estimate r by a simulation process. A consistent estimator r(n) of r is obtained with respect to a chain with a countable state space. Suitably modifying the estimator r(n) of r one obtains a new consistent estimator which has a smaller variance than r(n). The same is obtained in the case of finite state space

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...

Estimating an Effect Size in One-Way Multivariate Analysis of Variance (MANOVA)

Science.gov (United States)

Steyn, H. S., Jr.; Ellis, S. M.

2009-01-01

When two or more univariate population means are compared, the proportion of variation in the dependent variable accounted for by population group membership is eta-squared. This effect size can be generalized by using multivariate measures of association, based on the multivariate analysis of variance (MANOVA) statistics, to establish whether…

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...

Poisson–Gaussian Noise Analysis and Estimation for Low-Dose X-ray Images in the NSCT Domain

Science.gov (United States)

Lee, Sangyoon; Lee, Min Seok; Kang, Moon Gi

2018-01-01

The noise distribution of images obtained by X-ray sensors in low-dosage situations can be analyzed using the Poisson and Gaussian mixture model. Multiscale conversion is one of the most popular noise reduction methods used in recent years. Estimation of the noise distribution of each subband in the multiscale domain is the most important factor in performing noise reduction, with non-subsampled contourlet transform (NSCT) representing an effective method for scale and direction decomposition. In this study, we use artificially generated noise to analyze and estimate the Poisson–Gaussian noise of low-dose X-ray images in the NSCT domain. The noise distribution of the subband coefficients is analyzed using the noiseless low-band coefficients and the variance of the noisy subband coefficients. The noise-after-transform also follows a Poisson–Gaussian distribution, and the relationship between the noise parameters of the subband and the full-band image is identified. We then analyze noise of actual images to validate the theoretical analysis. Comparison of the proposed noise estimation method with an existing noise reduction method confirms that the proposed method outperforms traditional methods. PMID:29596335

Poisson-Gaussian Noise Analysis and Estimation for Low-Dose X-ray Images in the NSCT Domain.

Science.gov (United States)

Lee, Sangyoon; Lee, Min Seok; Kang, Moon Gi

2018-03-29

The noise distribution of images obtained by X-ray sensors in low-dosage situations can be analyzed using the Poisson and Gaussian mixture model. Multiscale conversion is one of the most popular noise reduction methods used in recent years. Estimation of the noise distribution of each subband in the multiscale domain is the most important factor in performing noise reduction, with non-subsampled contourlet transform (NSCT) representing an effective method for scale and direction decomposition. In this study, we use artificially generated noise to analyze and estimate the Poisson-Gaussian noise of low-dose X-ray images in the NSCT domain. The noise distribution of the subband coefficients is analyzed using the noiseless low-band coefficients and the variance of the noisy subband coefficients. The noise-after-transform also follows a Poisson-Gaussian distribution, and the relationship between the noise parameters of the subband and the full-band image is identified. We then analyze noise of actual images to validate the theoretical analysis. Comparison of the proposed noise estimation method with an existing noise reduction method confirms that the proposed method outperforms traditional methods.

Estimadores de componentes de variância em delineamento de blocos aumentados com tratamentos novos de uma ou mais populações Estimators of variance components in the augmented block design with new treatments from one or more populations

Directory of Open Access Journals (Sweden)

João Batista Duarte

2001-09-01

Full Text Available O objetivo do trabalho foi comparar, por meio de simulação, as estimativas de componentes de variância produzidas pelos métodos ANOVA (análise da variância, ML (máxima verossimilhança, REML (máxima verossimilhança restrita e MIVQUE(0 (estimador quadrático não viesado de variância mínima, no delineamento de blocos aumentados com tratamentos adicionais (progênies de uma ou mais procedências (cruzamentos. Os resultados indicaram superioridade relativa do método MIVQUE(0. O método ANOVA, embora não tendencioso, apresentou as estimativas de menor precisão. Os métodos de máxima verossimilhança, sobretudo ML, tenderam a subestimar a variância do erro experimental ( e a superestimar as variâncias genotípicas (, em especial nos experimentos de menor tamanho (n/>0,5. Contudo, o método produziu as piores estimativas de variâncias genotípicas quando as progênies vieram de diferentes cruzamentos e os experimentos foram pequenos.This work compares by simulation estimates of variance components produced by the ANOVA (analysis of variance, ML (maximum likelihood, REML (restricted maximum likelihood, and MIVQUE(0 (minimum variance quadratic unbiased estimator methods for augmented block design with additional treatments (progenies stemming from one or more origins (crosses. Results showed the superiority of the MIVQUE(0 estimation. The ANOVA method, although unbiased, showed estimates with lower precision. The ML and REML methods produced downwards biased estimates for error variance (, and upwards biased estimates for genotypic variances (, particularly the ML method. Biases for the REML estimation became negligible when progenies were derived from a single cross, and experiments were of larger size with ratios />0.5. This method, however, provided the worst estimates for genotypic variances when progenies were derived from several crosses and the experiments were of small size (n<120 observations.

Inverse modeling for seawater intrusion in coastal aquifers: Insights about parameter sensitivities, variances, correlations and estimation procedures derived from the Henry problem

Science.gov (United States)

Sanz, E.; Voss, C.I.

2006-01-01

Inverse modeling studies employing data collected from the classic Henry seawater intrusion problem give insight into several important aspects of inverse modeling of seawater intrusion problems and effective measurement strategies for estimation of parameters for seawater intrusion. Despite the simplicity of the Henry problem, it embodies the behavior of a typical seawater intrusion situation in a single aquifer. Data collected from the numerical problem solution are employed without added noise in order to focus on the aspects of inverse modeling strategies dictated by the physics of variable-density flow and solute transport during seawater intrusion. Covariances of model parameters that can be estimated are strongly dependent on the physics. The insights gained from this type of analysis may be directly applied to field problems in the presence of data errors, using standard inverse modeling approaches to deal with uncertainty in data. Covariance analysis of the Henry problem indicates that in order to generally reduce variance of parameter estimates, the ideal places to measure pressure are as far away from the coast as possible, at any depth, and the ideal places to measure concentration are near the bottom of the aquifer between the center of the transition zone and its inland fringe. These observations are located in and near high-sensitivity regions of system parameters, which may be identified in a sensitivity analysis with respect to several parameters. However, both the form of error distribution in the observations and the observation weights impact the spatial sensitivity distributions, and different choices for error distributions or weights can result in significantly different regions of high sensitivity. Thus, in order to design effective sampling networks, the error form and weights must be carefully considered. For the Henry problem, permeability and freshwater inflow can be estimated with low estimation variance from only pressure or only

Optimal estimations of random fields using kriging

International Nuclear Information System (INIS)

Barua, G.

2004-01-01

Kriging is a statistical procedure of estimating the best weights of a linear estimator. Suppose there is a point or an area or a volume of ground over which we do not know a hydrological variable and wish to estimate it. In order to produce an estimator, we need some information to work on, usually available in the form of samples. There can, be an infinite number of linear unbiased estimators for which the weights sum up to one. The problem is how to determine the best weights for which the estimation variance is the least. The system of equations as shown above is generally known as the kriging system and the estimator produced is the kriging estimator. The variance of the kriging estimator can be found by substitution of the weights in the general estimation variance equation. We assume here a linear model for the semi-variogram. Applying the model to the equation, we obtain a set of kriging equations. By solving these equations, we obtain the kriging variance. Thus, for the one-dimensional problem considered, kriging definitely gives a better estimation variance than the extension variance

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)

A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data

DEFF Research Database (Denmark)

Hansen, Peter Reinhard; Lunde, Asger

2005-01-01

We consider the problem of deriving an empirical measure of daily integrated variance (IV) in the situation where high-frequency price data are unavailable for part of the day. We study three estimators in this context and characterize the assumptions that justify their use. We show that the opti......We consider the problem of deriving an empirical measure of daily integrated variance (IV) in the situation where high-frequency price data are unavailable for part of the day. We study three estimators in this context and characterize the assumptions that justify their use. We show...

Using transformation algorithms to estimate (co)variance ...

African Journals Online (AJOL)

REML) procedures by a diagonalization approach is extended to multiple traits by the use of canonical transformations. A computing strategy is developed for use on large data sets employing two different REML algorithms for the estimation of ...

PET image reconstruction: mean, variance, and optimal minimax criterion

International Nuclear Information System (INIS)

Liu, Huafeng; Guo, Min; Gao, Fei; Shi, Pengcheng; Xue, Liying; Nie, Jing

2015-01-01

Given the noise nature of positron emission tomography (PET) measurements, it is critical to know the image quality and reliability as well as expected radioactivity map (mean image) for both qualitative interpretation and quantitative analysis. While existing efforts have often been devoted to providing only the reconstructed mean image, we present a unified framework for joint estimation of the mean and corresponding variance of the radioactivity map based on an efficient optimal min–max criterion. The proposed framework formulates the PET image reconstruction problem to be a transformation from system uncertainties to estimation errors, where the minimax criterion is adopted to minimize the estimation errors with possibly maximized system uncertainties. The estimation errors, in the form of a covariance matrix, express the measurement uncertainties in a complete way. The framework is then optimized by ∞-norm optimization and solved with the corresponding H ∞ filter. Unlike conventional statistical reconstruction algorithms, that rely on the statistical modeling methods of the measurement data or noise, the proposed joint estimation stands from the point of view of signal energies and can handle from imperfect statistical assumptions to even no a priori statistical assumptions. The performance and accuracy of reconstructed mean and variance images are validated using Monte Carlo simulations. Experiments on phantom scans with a small animal PET scanner and real patient scans are also conducted for assessment of clinical potential. (paper)

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.

Impact of time-inhomogeneous jumps and leverage type effects on returns and realised variances

DEFF Research Database (Denmark)

Veraart, Almut

This paper studies the effect of time-inhomogeneous jumps and leverage type effects on realised variance calculations when the logarithmic asset price is given by a Lévy-driven stochastic volatility model. In such a model, the realised variance is an inconsistent estimator of the integrated...

The Efficiency of Split Panel Designs in an Analysis of Variance Model

Science.gov (United States)

Wang, Wei-Guo; Liu, Hai-Jun

2016-01-01

We consider split panel design efficiency in analysis of variance models, that is, the determination of the cross-sections series optimal proportion in all samples, to minimize parametric best linear unbiased estimators of linear combination variances. An orthogonal matrix is constructed to obtain manageable expression of variances. On this basis, we derive a theorem for analyzing split panel design efficiency irrespective of interest and budget parameters. Additionally, relative estimator efficiency based on the split panel to an estimator based on a pure panel or a pure cross-section is present. The analysis shows that the gains from split panel can be quite substantial. We further consider the efficiency of split panel design, given a budget, and transform it to a constrained nonlinear integer programming. Specifically, an efficient algorithm is designed to solve the constrained nonlinear integer programming. Moreover, we combine one at time designs and factorial designs to illustrate the algorithm’s efficiency with an empirical example concerning monthly consumer expenditure on food in 1985, in the Netherlands, and the efficient ranges of the algorithm parameters are given to ensure a good solution. PMID:27163447

Multidimensional adaptive testing with a minimum error-variance criterion

NARCIS (Netherlands)

van der Linden, Willem J.

1997-01-01

The case of adaptive testing under a multidimensional logistic response model is addressed. An adaptive algorithm is proposed that minimizes the (asymptotic) variance of the maximum-likelihood (ML) estimator of a linear combination of abilities of interest. The item selection criterion is a simple

Using the Superpopulation Model for Imputations and Variance Computation in Survey Sampling

Directory of Open Access Journals (Sweden)

Petr Novák

2012-03-01

Full Text Available This study is aimed at variance computation techniques for estimates of population characteristics based on survey sampling and imputation. We use the superpopulation regression model, which means that the target variable values for each statistical unit are treated as random realizations of a linear regression model with weighted variance. We focus on regression models with one auxiliary variable and no intercept, which have many applications and straightforward interpretation in business statistics. Furthermore, we deal with caseswhere the estimates are not independent and thus the covariance must be computed. We also consider chained regression models with auxiliary variables as random variables instead of constants.

MENENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL CONDITIONAL MEAN VARIANCE

Directory of Open Access Journals (Sweden)

I GEDE ERY NISCAHYANA

2016-08-01

Full Text Available When the returns of stock prices show the existence of autocorrelation and heteroscedasticity, then conditional mean variance models are suitable method to model the behavior of the stocks. In this thesis, the implementation of the conditional mean variance model to the autocorrelated and heteroscedastic return was discussed. The aim of this thesis was to assess the effect of the autocorrelated and heteroscedastic returns to the optimal solution of a portfolio. The margin of four stocks, Fortune Mate Indonesia Tbk (FMII.JK, Bank Permata Tbk (BNLI.JK, Suryamas Dutamakmur Tbk (SMDM.JK dan Semen Gresik Indonesia Tbk (SMGR.JK were estimated by GARCH(1,1 model with standard innovations following the standard normal distribution and the t-distribution.  The estimations were used to construct a portfolio. The portfolio optimal was found when the standard innovation used was t-distribution with the standard deviation of 1.4532 and the mean of 0.8023 consisting of 0.9429 (94% of FMII stock, 0.0473 (5% of  BNLI stock, 0% of SMDM stock, 1% of  SMGR stock.

Impact of an equality constraint on the class-specific residual variances in regression mixtures: A Monte Carlo simulation study.

Science.gov (United States)

Kim, Minjung; Lamont, Andrea E; Jaki, Thomas; Feaster, Daniel; Howe, George; Van Horn, M Lee

2016-06-01

Regression mixture models are a novel approach to modeling the heterogeneous effects of predictors on an outcome. In the model-building process, often residual variances are disregarded and simplifying assumptions are made without thorough examination of the consequences. In this simulation study, we investigated the impact of an equality constraint on the residual variances across latent classes. We examined the consequences of constraining the residual variances on class enumeration (finding the true number of latent classes) and on the parameter estimates, under a number of different simulation conditions meant to reflect the types of heterogeneity likely to exist in applied analyses. The results showed that bias in class enumeration increased as the difference in residual variances between the classes increased. Also, an inappropriate equality constraint on the residual variances greatly impacted on the estimated class sizes and showed the potential to greatly affect the parameter estimates in each class. These results suggest that it is important to make assumptions about residual variances with care and to carefully report what assumptions are made.

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...

Worldwide variance in the potential utilization of Gamma Knife radiosurgery.

Science.gov (United States)

Hamilton, Travis; Dade Lunsford, L

2016-12-01

OBJECTIVE The role of Gamma Knife radiosurgery (GKRS) has expanded worldwide during the past 3 decades. The authors sought to evaluate whether experienced users vary in their estimate of its potential use. METHODS Sixty-six current Gamma Knife users from 24 countries responded to an electronic survey. They estimated the potential role of GKRS for benign and malignant tumors, vascular malformations, and functional disorders. These estimates were compared with published disease epidemiological statistics and the 2014 use reports provided by the Leksell Gamma Knife Society (16,750 cases). RESULTS Respondents reported no significant variation in the estimated use in many conditions for which GKRS is performed: meningiomas, vestibular schwannomas, and arteriovenous malformations. Significant variance in the estimated use of GKRS was noted for pituitary tumors, craniopharyngiomas, and cavernous malformations. For many current indications, the authors found significant variance in GKRS users based in the Americas, Europe, and Asia. Experts estimated that GKRS was used in only 8.5% of the 196,000 eligible cases in 2014. CONCLUSIONS Although there was a general worldwide consensus regarding many major indications for GKRS, significant variability was noted for several more controversial roles. This expert opinion survey also suggested that GKRS is significantly underutilized for many current diagnoses, especially in the Americas. Future studies should be conducted to investigate health care barriers to GKRS for many patients.

Genetic variance components for residual feed intake and feed ...

African Journals Online (AJOL)

Feeding costs of animals is a major determinant of profitability in livestock production enterprises. Genetic selection to improve feed efficiency aims to reduce feeding cost in beef cattle and thereby improve profitability. This study estimated genetic (co)variances between weaning weight and other production, reproduction ...

Sampling Variances and Covariances of Parameter Estimates in Item Response Theory.

Science.gov (United States)

1982-08-01

substituting (15) into (16) and solving for k and K k = b b1 - o K , (17)k where b and b are means for m and r items, respectively. To find the variance...C5 , and C12 were treated as known. We find that the standard errors of B1 to B5 are increased drastically by ignorance of C 1 to C5 ; all...ERIC Facilltv-Acquisitlons Davie Hall 013A 4833 Rugby Avenue Chapel Hill, NC 27514 Bethesda, MD 20014 -7- Dr. A. J. Eschenbrenner 1 Dr. John R

Analysis of covariance with pre-treatment measurements in randomized trials under the cases that covariances and post-treatment variances differ between groups.

Science.gov (United States)

Funatogawa, Takashi; Funatogawa, Ikuko; Shyr, Yu

2011-05-01

When primary endpoints of randomized trials are continuous variables, the analysis of covariance (ANCOVA) with pre-treatment measurements as a covariate is often used to compare two treatment groups. In the ANCOVA, equal slopes (coefficients of pre-treatment measurements) and equal residual variances are commonly assumed. However, random allocation guarantees only equal variances of pre-treatment measurements. Unequal covariances and variances of post-treatment measurements indicate unequal slopes and, usually, unequal residual variances. For non-normal data with unequal covariances and variances of post-treatment measurements, it is known that the ANCOVA with equal slopes and equal variances using an ordinary least-squares method provides an asymptotically normal estimator for the treatment effect. However, the asymptotic variance of the estimator differs from the variance estimated from a standard formula, and its property is unclear. Furthermore, the asymptotic properties of the ANCOVA with equal slopes and unequal variances using a generalized least-squares method are unclear. In this paper, we consider non-normal data with unequal covariances and variances of post-treatment measurements, and examine the asymptotic properties of the ANCOVA with equal slopes using the variance estimated from a standard formula. Analytically, we show that the actual type I error rate, thus the coverage, of the ANCOVA with equal variances is asymptotically at a nominal level under equal sample sizes. That of the ANCOVA with unequal variances using a generalized least-squares method is asymptotically at a nominal level, even under unequal sample sizes. In conclusion, the ANCOVA with equal slopes can be asymptotically justified under random allocation. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Partitioning of the variance in the growth parameters of Erwinia carotovora on vegetable products.

Science.gov (United States)

Shorten, P R; Membré, J-M; Pleasants, A B; Kubaczka, M; Soboleva, T K

2004-06-01

The objective of this paper was to estimate and partition the variability in the microbial growth model parameters describing the growth of Erwinia carotovora on pasteurised and non-pasteurised vegetable juice from laboratory experiments performed under different temperature-varying conditions. We partitioned the model parameter variance and covariance components into effects due to temperature profile and replicate using a maximum likelihood technique. Temperature profile and replicate were treated as random effects and the food substrate was treated as a fixed effect. The replicate variance component was small indicating a high level of control in this experiment. Our analysis of the combined E. carotovora growth data sets used the Baranyi primary microbial growth model along with the Ratkowsky secondary growth model. The variability in the microbial growth parameters estimated from these microbial growth experiments is essential for predicting the mean and variance through time of the E. carotovora population size in a product supply chain and is the basis for microbiological risk assessment and food product shelf-life estimation. The variance partitioning made here also assists in the management of optimal product distribution networks by identifying elements of the supply chain contributing most to product variability. Copyright 2003 Elsevier B.V.

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

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...

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.

minimum variance estimation of yield parameters of rubber tree

African Journals Online (AJOL)

2013-03-01

Mar 1, 2013 ... It is our opinion that Kalman filter is a robust estimator of the ... Kalman filter, parameter estimation, rubber clones, Chow failure test, autocorrelation, STAMP, data ...... Mills, T.C. Modelling Current Temperature Trends.

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....

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

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.

A random variance model for detection of differential gene expression in small microarray experiments.

Science.gov (United States)

Wright, George W; Simon, Richard M

2003-12-12

Microarray techniques provide a valuable way of characterizing the molecular nature of disease. Unfortunately expense and limited specimen availability often lead to studies with small sample sizes. This makes accurate estimation of variability difficult, since variance estimates made on a gene by gene basis will have few degrees of freedom, and the assumption that all genes share equal variance is unlikely to be true. We propose a model by which the within gene variances are drawn from an inverse gamma distribution, whose parameters are estimated across all genes. This results in a test statistic that is a minor variation of those used in standard linear models. We demonstrate that the model assumptions are valid on experimental data, and that the model has more power than standard tests to pick up large changes in expression, while not increasing the rate of false positives. This method is incorporated into BRB-ArrayTools version 3.0 (http://linus.nci.nih.gov/BRB-ArrayTools.html). ftp://linus.nci.nih.gov/pub/techreport/RVM_supplement.pdf

Use of variance techniques to measure dry air-surface exchange rates

Science.gov (United States)

Wesely, M. L.

1988-07-01

The variances of fluctuations of scalar quantities can be measured and interpreted to yield indirect estimates of their vertical fluxes in the atmospheric surface layer. Strong correlations among scalar fluctuations indicate a similarity of transfer mechanisms, which is utilized in some of the variance techniques. The ratios of the standard deviations of two scalar quantities, for example, can be used to estimate the flux of one if the flux of the other is measured, without knowledge of atmospheric stability. This is akin to a modified Bowen ratio approach. Other methods such as the normalized standard-deviation technique and the correlation-coefficient technique can be utilized effectively if atmospheric stability is evaluated and certain semi-empirical functions are known. In these cases, iterative calculations involving measured variances of fluctuations of temperature and vertical wind velocity can be used in place of direct flux measurements. For a chemical sensor whose output is contaminated by non-atmospheric noise, covariances with fluctuations of scalar quantities measured with a very good signal-to-noise ratio can be used to extract the needed standard deviation. Field measurements have shown that many of these approaches are successful for gases such as ozone and sulfur dioxide, as well as for temperature and water vapor, and could be extended to other trace substances. In humid areas, it appears that water vapor fluctuations often have a higher degree of correlation to fluctuations of other trace gases than do temperature fluctuations; this makes water vapor a more reliable companion or “reference” scalar. These techniques provide some reliable research approaches but, for routine or operational measurement, they are limited by the need for fast-response sensors. Also, all variance approaches require some independent means to estimate the direction of the flux.

Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

Science.gov (United States)

Kanjilal, Oindrila; Manohar, C. S.

2017-07-01

The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations.

Mean--variance portfolio optimization when means and covariances are unknown

OpenAIRE

Tze Leung Lai; Haipeng Xing; Zehao Chen

2011-01-01

Markowitz's celebrated mean--variance portfolio optimization theory assumes that the means and covariances of the underlying asset returns are known. In practice, they are unknown and have to be estimated from historical data. Plugging the estimates into the efficient frontier that assumes known parameters has led to portfolios that may perform poorly and have counter-intuitive asset allocation weights; this has been referred to as the "Markowitz optimization enigma." After reviewing differen...

Stratospheric Air Sub-sampler (SAS) and its application to analysis of Delta O-17(CO2) from small air samples collected with an AirCore

NARCIS (Netherlands)

Mrozek, Dorota Janina; van der Veen, Carina; Hofmann, Magdalena E. G.; Chen, Huilin; Kivi, Rigel; Heikkinen, Pauli; Rockmann, Thomas

2016-01-01

We present the set-up and a scientific application of the Stratospheric Air Sub-sampler (SAS), a device to collect and to store the vertical profile of air collected with an AirCore (Karion et al., 2010) in numerous sub-samples for later analysis in the laboratory. The SAS described here is a 20m

Heterogeneity of variance and its implications on dairy cattle breeding

African Journals Online (AJOL)

Milk yield data (n = 12307) from 116 Holstein-Friesian herds were grouped into three production environments based on mean and standard deviation of herd 305-day milk yield and evaluated for within herd variation using univariate animal model procedures. Variance components were estimated by derivative free REML ...

Track length estimation applied to point detectors

International Nuclear Information System (INIS)

Rief, H.; Dubi, A.; Elperin, T.

1984-01-01

The concept of the track length estimator is applied to the uncollided point flux estimator (UCF) leading to a new algorithm of calculating fluxes at a point. It consists essentially of a line integral of the UCF, and although its variance is unbounded, the convergence rate is that of a bounded variance estimator. In certain applications, involving detector points in the vicinity of collimated beam sources, it has a lower variance than the once-more-collided point flux estimator, and its application is more straightforward

An Evaluation of Population Density Mapping and Built up Area Estimates in Sri Lanka Using Multiple Methodologies

Science.gov (United States)

Engstrom, R.; Soundararajan, V.; Newhouse, D.

2017-12-01

In this study we examine how well multiple population density and built up estimates that utilize satellite data compare in Sri Lanka. The population relationship is examined at the Gram Niladhari (GN) level, the lowest administrative unit in Sri Lanka from the 2011 census. For this study we have two spatial domains, the whole country and a 3,500km2 sub-sample, for which we have complete high spatial resolution imagery coverage. For both the entire country and the sub-sample we examine how consistent are the existing publicly available measures of population constructed from satellite imagery at predicting population density? For just the sub-sample we examine how well do a suite of values derived from high spatial resolution satellite imagery predict population density and how does our built up area estimate compare to other publicly available estimates. Population measures were obtained from the Sri Lankan census, and were downloaded from Facebook, WorldPoP, GPW, and Landscan. Percentage built-up area at the GN level was calculated from three sources: Facebook, Global Urban Footprint (GUF), and the Global Human Settlement Layer (GHSL). For the sub-sample we have derived a variety of indicators from the high spatial resolution imagery. Using deep learning convolutional neural networks, an object oriented, and a non-overlapping block, spatial feature approach. Variables calculated include: cars, shadows (a proxy for building height), built up area, and buildings, roof types, roads, type of agriculture, NDVI, Pantex, and Histogram of Oriented Gradients (HOG) and others. Results indicate that population estimates are accurate at the higher, DS Division level but not necessarily at the GN level. Estimates from Facebook correlated well with census population (GN correlation of 0.91) but measures from GPW and WorldPop are more weakly correlated (0.64 and 0.34). Estimates of built-up area appear to be reliable. In the 32 DSD-subsample, Facebook's built- up area measure

On the estimation of the volatility-growth link

DEFF Research Database (Denmark)

Launov, Andrey; Posch, Olaf; Wälde, Klaus

It is common practice to estimate the volatility-growth link by specifying a standard growth equation such that the variance of the error term appears as an explanatory variable in this growth equation. The variance in turn is modelled by a second equation. Hardly any of existing applications...... of this framework includes exogenous controls in this second variance equation. Our theoretical …ndings suggest that the absence of relevant explanatory variables in the variance equation leads to a biased and inconsistent estimate of the volatility-growth link. Our simulations show that this effect is large. Once...... the appropriate controls are included in the variance equation consistency is restored. In short, we suggest that the variance equation must include relevant control variables to estimate the volatility-growth link....

Estimating the spatial scale of herbicide and soil interactions by nested sampling, hierarchical analysis of variance and residual maximum likelihood

Energy Technology Data Exchange (ETDEWEB)

Price, Oliver R., E-mail: oliver.price@unilever.co [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Oliver, Margaret A. [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Walker, Allan [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); Wood, Martin [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom)

2009-05-15

An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.

Estimating the spatial scale of herbicide and soil interactions by nested sampling, hierarchical analysis of variance and residual maximum likelihood

International Nuclear Information System (INIS)

Price, Oliver R.; Oliver, Margaret A.; Walker, Allan; Wood, Martin

2009-01-01

An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.

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.

Sampling strategies for subsampled segmented EPI PRF thermometry in MR guided high intensity focused ultrasound

Science.gov (United States)

Odéen, Henrik; Todd, Nick; Diakite, Mahamadou; Minalga, Emilee; Payne, Allison; Parker, Dennis L.

2014-01-01

Purpose: To investigate k-space subsampling strategies to achieve fast, large field-of-view (FOV) temperature monitoring using segmented echo planar imaging (EPI) proton resonance frequency shift thermometry for MR guided high intensity focused ultrasound (MRgHIFU) applications. Methods: Five different k-space sampling approaches were investigated, varying sample spacing (equally vs nonequally spaced within the echo train), sampling density (variable sampling density in zero, one, and two dimensions), and utilizing sequential or centric sampling. Three of the schemes utilized sequential sampling with the sampling density varied in zero, one, and two dimensions, to investigate sampling the k-space center more frequently. Two of the schemes utilized centric sampling to acquire the k-space center with a longer echo time for improved phase measurements, and vary the sampling density in zero and two dimensions, respectively. Phantom experiments and a theoretical point spread function analysis were performed to investigate their performance. Variable density sampling in zero and two dimensions was also implemented in a non-EPI GRE pulse sequence for comparison. All subsampled data were reconstructed with a previously described temporally constrained reconstruction (TCR) algorithm. Results: The accuracy of each sampling strategy in measuring the temperature rise in the HIFU focal spot was measured in terms of the root-mean-square-error (RMSE) compared to fully sampled “truth.” For the schemes utilizing sequential sampling, the accuracy was found to improve with the dimensionality of the variable density sampling, giving values of 0.65 °C, 0.49 °C, and 0.35 °C for density variation in zero, one, and two dimensions, respectively. The schemes utilizing centric sampling were found to underestimate the temperature rise, with RMSE values of 1.05 °C and 1.31 °C, for variable density sampling in zero and two dimensions, respectively. Similar subsampling schemes

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

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.

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.

Estimating Heritability from Nuclear Family and Pedigree Data.

Science.gov (United States)

Bochud, Murielle

2017-01-01

Heritability is a measure of familial resemblance. Estimating the heritability of a trait could be one of the first steps in the gene mapping process. This chapter describes how to estimate heritability for quantitative traits from nuclear and pedigree data using the ASSOC program in the Statistical Analysis in Genetic Epidemiology (S.A.G.E.) software package. Estimating heritability rests on the assumption that the total phenotypic variance of a quantitative trait can be partitioned into independent genetic and environmental components. In turn, the genetic variance can be divided into an additive (polygenic) genetic variance, a dominance variance (nonlinear interaction effects between alleles at the same locus) and an epistatic variance (interaction effects between alleles at different loci). The last two are often assumed to be zero. The additive genetic variance represents the average effects of individual alleles on the phenotype and reflects transmissible resemblance between relatives. Heritability in the narrow sense (h 2 ) refers to the ratio of the additive genetic variance to the total phenotypic variance. Heritability is a dimensionless population-specific parameter. ASSOC estimates association parameters (regression coefficients) and variance components from family data. ASSOC uses a linear regression model in which the total residual variance is partitioned, after regressing on covariates, into the sum of random components such as an additive polygenic component, a random sibship component, random nuclear family components, a random marital component, and an individual-specific random component. Assortative mating, nonrandom ascertainment of families, and failure to account for key confounding factors may bias heritability estimates.

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.

Robust Pitch Estimation Using an Optimal Filter on Frequency Estimates

DEFF Research Database (Denmark)

Karimian-Azari, Sam; Jensen, Jesper Rindom; Christensen, Mads Græsbøll

2014-01-01

of such signals from unconstrained frequency estimates (UFEs). A minimum variance distortionless response (MVDR) method is proposed as an optimal solution to minimize the variance of UFEs considering the constraint of integer harmonics. The MVDR filter is designed based on noise statistics making it robust...

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

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.

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).

Comparison and assessment of aerial and ground estimates of waterbird colonies

Science.gov (United States)

Green, M.C.; Luent, M.C.; Michot, T.C.; Jeske, C.W.; Leberg, P.L.

2008-01-01

Aerial surveys are often used to quantify sizes of waterbird colonies; however, these surveys would benefit from a better understanding of associated biases. We compared estimates of breeding pairs of waterbirds, in colonies across southern Louisiana, USA, made from the ground, fixed-wing aircraft, and a helicopter. We used a marked-subsample method for ground-counting colonies to obtain estimates of error and visibility bias. We made comparisons over 2 sampling periods: 1) surveys conducted on the same colonies using all 3 methods during 3-11 May 2005 and 2) an expanded fixed-wing and ground-survey comparison conducted over 4 periods (May and Jun, 2004-2005). Estimates from fixed-wing aircraft were approximately 65% higher than those from ground counts for overall estimated number of breeding pairs and for both dark and white-plumaged species. The coefficient of determination between estimates based on ground and fixed-wing aircraft was ???0.40 for most species, and based on the assumption that estimates from the ground were closer to the true count, fixed-wing aerial surveys appeared to overestimate numbers of nesting birds of some species; this bias often increased with the size of the colony. Unlike estimates from fixed-wing aircraft, numbers of nesting pairs made from ground and helicopter surveys were very similar for all species we observed. Ground counts by one observer resulted in underestimated number of breeding pairs by 20% on average. The marked-subsample method provided an estimate of the number of missed nests as well as an estimate of precision. These estimates represent a major advantage of marked-subsample ground counts over aerial methods; however, ground counts are difficult in large or remote colonies. Helicopter surveys and ground counts provide less biased, more precise estimates of breeding pairs than do surveys made from fixed-wing aircraft. We recommend managers employ ground counts using double observers for surveying waterbird colonies

Gluttonous predators: how to estimate prey size when there are too many prey

Directory of Open Access Journals (Sweden)

MS. Araújo

Full Text Available Prey size is an important factor in food consumption. In studies of feeding ecology, prey items are usually measured individually using calipers or ocular micrometers. Among amphibians and reptiles, there are species that feed on large numbers of small prey items (e.g. ants, termites. This high intake makes it difficult to estimate prey size consumed by these animals. We addressed this problem by developing and evaluating a procedure for subsampling the stomach contents of such predators in order to estimate prey size. Specifically, we developed a protocol based on a bootstrap procedure to obtain a subsample with a precision error of at the most 5%, with a confidence level of at least 95%. This guideline should reduce the sampling effort and facilitate future studies on the feeding habits of amphibians and reptiles, and also provide a means of obtaining precise estimates of prey size.

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

Energy Technology Data Exchange (ETDEWEB)

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

2006-07-01

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

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

International Nuclear Information System (INIS)

Christoforou, S.; Hoogenboom, J. E.

2006-01-01

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

Job-to-Job Transitions, Sorting, and Wage Growth

DEFF Research Database (Denmark)

Jinkins, David; Morin, Annaïg

in the quality of the worker-firm match rather than transitions to better firms. Also, 66% of the variance of wage growth experienced by job movers can be attributed to variance in match quality. Expected match quality growth is higher for higher-skilled occupations and high-educated workers.......In this paper, we measure the contribution of match quality to the wage growth experienced by job movers. Using the Danish matched employer-employee data, we reject the exogenous mobility assumption needed to estimate a standard fixedeffects wage regression. To estimate firm fixed effects, we...... exploit the sub-sample of workers hired from unemployment, for whom the exogenous mobility assumption is not rejected. Then we decompose the mean and the variance of wage growth of jobto-job movers. We find that most of the wage growth experienced by job movers is attributable to an improvement...

Diffusion-Based Trajectory Observers with Variance Constraints

DEFF Research Database (Denmark)

Alcocer, Alex; Jouffroy, Jerome; Oliveira, Paulo

Diffusion-based trajectory observers have been recently proposed as a simple and efficient framework to solve diverse smoothing problems in underwater navigation. For instance, to obtain estimates of the trajectories of an underwater vehicle given position fixes from an acoustic positioning system...... of smoothing and is determined by resorting to trial and error. This paper presents a methodology to choose the observer gain by taking into account a priori information on the variance of the position measurement errors. Experimental results with data from an acoustic positioning system are presented...

Estimates of eligibility for antiretroviral treatment (ART) and ...

African Journals Online (AJOL)

The study assessed the proportion of HIV-infected educators that need antiretroviral treatment (ART) according to current criteria, and estimated the impact of ART on AIDS mortality by modelling scenarios with and without access to ART. Specimens for HIV testing were obtained from 17 088 educators and a sub-sample of ...

Genetic Gain Increases by Applying the Usefulness Criterion with Improved Variance Prediction in Selection of Crosses.

Science.gov (United States)

Lehermeier, Christina; Teyssèdre, Simon; Schön, Chris-Carolin

2017-12-01

A crucial step in plant breeding is the selection and combination of parents to form new crosses. Genome-based prediction guides the selection of high-performing parental lines in many crop breeding programs which ensures a high mean performance of progeny. To warrant maximum selection progress, a new cross should also provide a large progeny variance. The usefulness concept as measure of the gain that can be obtained from a specific cross accounts for variation in progeny variance. Here, it is shown that genetic gain can be considerably increased when crosses are selected based on their genomic usefulness criterion compared to selection based on mean genomic estimated breeding values. An efficient and improved method to predict the genetic variance of a cross based on Markov chain Monte Carlo samples of marker effects from a whole-genome regression model is suggested. In simulations representing selection procedures in crop breeding programs, the performance of this novel approach is compared with existing methods, like selection based on mean genomic estimated breeding values and optimal haploid values. In all cases, higher genetic gain was obtained compared with previously suggested methods. When 1% of progenies per cross were selected, the genetic gain based on the estimated usefulness criterion increased by 0.14 genetic standard deviation compared to a selection based on mean genomic estimated breeding values. Analytical derivations of the progeny genotypic variance-covariance matrix based on parental genotypes and genetic map information make simulations of progeny dispensable, and allow fast implementation in large-scale breeding programs. Copyright © 2017 by the Genetics Society of America.

Combining counts and incidence data: an efficient approach for estimating the log-normal species abundance distribution and diversity indices.

Science.gov (United States)

Bellier, Edwige; Grøtan, Vidar; Engen, Steinar; Schartau, Ann Kristin; Diserud, Ola H; Finstad, Anders G

2012-10-01

Obtaining accurate estimates of diversity indices is difficult because the number of species encountered in a sample increases with sampling intensity. We introduce a novel method that requires that the presence of species in a sample to be assessed while the counts of the number of individuals per species are only required for just a small part of the sample. To account for species included as incidence data in the species abundance distribution, we modify the likelihood function of the classical Poisson log-normal distribution. Using simulated community assemblages, we contrast diversity estimates based on a community sample, a subsample randomly extracted from the community sample, and a mixture sample where incidence data are added to a subsample. We show that the mixture sampling approach provides more accurate estimates than the subsample and at little extra cost. Diversity indices estimated from a freshwater zooplankton community sampled using the mixture approach show the same pattern of results as the simulation study. Our method efficiently increases the accuracy of diversity estimates and comprehension of the left tail of the species abundance distribution. We show how to choose the scale of sample size needed for a compromise between information gained, accuracy of the estimates and cost expended when assessing biological diversity. The sample size estimates are obtained from key community characteristics, such as the expected number of species in the community, the expected number of individuals in a sample and the evenness of the community.

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)

Variance and covariance components for liability of piglet survival during different periods

DEFF Research Database (Denmark)

Su, G; Sorensen, D; Lund, M S

2008-01-01

Variance and covariance components for piglet survival in different periods were estimated from individual records of 133 004 Danish Landrace piglets and 89 928 Danish Yorkshire piglets, using a liability threshold model including both direct and maternal additive genetic effects. At the individu...

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

Analysis of Molecular Variance Inferred from Metric Distances among DNA Haplotypes: Application to Human Mitochondrial DNA Restriction Data

OpenAIRE

Excoffier, L.; Smouse, P. E.; Quattro, J. M.

1992-01-01

We present here a framework for the study of molecular variation within a single species. Information on DNA haplotype divergence is incorporated into an analysis of variance format, derived from a matrix of squared-distances among all pairs of haplotypes. This analysis of molecular variance (AMOVA) produces estimates of variance components and F-statistic analogs, designated here as φ-statistics, reflecting the correlation of haplotypic diversity at different levels of hierarchical subdivisi...

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

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.

Quantitative milk genomics: estimation of variance components and prediction of fatty acids in bovine milk

DEFF Research Database (Denmark)

Krag, Kristian

The composition of bovine milk fat, used for human consumption, is far from the recommendations for human fat nutrition. The aim of this PhD was to describe the variance components and prediction probabilities of individual fatty acids (FA) in bovine milk, and to evaluate the possibilities...

The Influence of Mark-Recapture Sampling Effort on Estimates of Rock Lobster Survival.

Directory of Open Access Journals (Sweden)

Ziya Kordjazi

Full Text Available Five annual capture-mark-recapture surveys on Jasus edwardsii were used to evaluate the effect of sample size and fishing effort on the precision of estimated survival probability. Datasets of different numbers of individual lobsters (ranging from 200 to 1,000 lobsters were created by random subsampling from each annual survey. This process of random subsampling was also used to create 12 datasets of different levels of effort based on three levels of the number of traps (15, 30 and 50 traps per day and four levels of the number of sampling-days (2, 4, 6 and 7 days. The most parsimonious Cormack-Jolly-Seber (CJS model for estimating survival probability shifted from a constant model towards sex-dependent models with increasing sample size and effort. A sample of 500 lobsters or 50 traps used on four consecutive sampling-days was required for obtaining precise survival estimations for males and females, separately. Reduced sampling effort of 30 traps over four sampling days was sufficient if a survival estimate for both sexes combined was sufficient for management of the fishery.

The Influence of Mark-Recapture Sampling Effort on Estimates of Rock Lobster Survival

Science.gov (United States)

Kordjazi, Ziya; Frusher, Stewart; Buxton, Colin; Gardner, Caleb; Bird, Tomas

2016-01-01

Five annual capture-mark-recapture surveys on Jasus edwardsii were used to evaluate the effect of sample size and fishing effort on the precision of estimated survival probability. Datasets of different numbers of individual lobsters (ranging from 200 to 1,000 lobsters) were created by random subsampling from each annual survey. This process of random subsampling was also used to create 12 datasets of different levels of effort based on three levels of the number of traps (15, 30 and 50 traps per day) and four levels of the number of sampling-days (2, 4, 6 and 7 days). The most parsimonious Cormack-Jolly-Seber (CJS) model for estimating survival probability shifted from a constant model towards sex-dependent models with increasing sample size and effort. A sample of 500 lobsters or 50 traps used on four consecutive sampling-days was required for obtaining precise survival estimations for males and females, separately. Reduced sampling effort of 30 traps over four sampling days was sufficient if a survival estimate for both sexes combined was sufficient for management of the fishery. PMID:26990561

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...

Optimal design criteria - prediction vs. parameter estimation

Science.gov (United States)

Waldl, Helmut

2014-05-01

G-optimality is a popular design criterion for optimal prediction, it tries to minimize the kriging variance over the whole design region. A G-optimal design minimizes the maximum variance of all predicted values. If we use kriging methods for prediction it is self-evident to use the kriging variance as a measure of uncertainty for the estimates. Though the computation of the kriging variance and even more the computation of the empirical kriging variance is computationally very costly and finding the maximum kriging variance in high-dimensional regions can be time demanding such that we cannot really find the G-optimal design with nowadays available computer equipment in practice. We cannot always avoid this problem by using space-filling designs because small designs that minimize the empirical kriging variance are often non-space-filling. D-optimality is the design criterion related to parameter estimation. A D-optimal design maximizes the determinant of the information matrix of the estimates. D-optimality in terms of trend parameter estimation and D-optimality in terms of covariance parameter estimation yield basically different designs. The Pareto frontier of these two competing determinant criteria corresponds with designs that perform well under both criteria. Under certain conditions searching the G-optimal design on the above Pareto frontier yields almost as good results as searching the G-optimal design in the whole design region. In doing so the maximum of the empirical kriging variance has to be computed only a few times though. The method is demonstrated by means of a computer simulation experiment based on data provided by the Belgian institute Management Unit of the North Sea Mathematical Models (MUMM) that describe the evolution of inorganic and organic carbon and nutrients, phytoplankton, bacteria and zooplankton in the Southern Bight of the North Sea.

The impact of pre-selected variance inflation factor thresholds on the ...

African Journals Online (AJOL)

It is basically an index that measures how much the variance of an estimated ... the literature were not considered, such as penalised regularisation methods like the Lasso ... Y = 1 if a customer has defaulted, otherwise Y = 0). ..... method- ology is applied, but different VIF-thresholds have to be satisfied during the collinearity.

Measuring kinetics of complex single ion channel data using mean-variance histograms.

Science.gov (United States)

Patlak, J B

1993-07-01

The measurement of single ion channel kinetics is difficult when those channels exhibit subconductance events. When the kinetics are fast, and when the current magnitudes are small, as is the case for Na+, Ca2+, and some K+ channels, these difficulties can lead to serious errors in the estimation of channel kinetics. I present here a method, based on the construction and analysis of mean-variance histograms, that can overcome these problems. A mean-variance histogram is constructed by calculating the mean current and the current variance within a brief "window" (a set of N consecutive data samples) superimposed on the digitized raw channel data. Systematic movement of this window over the data produces large numbers of mean-variance pairs which can be assembled into a two-dimensional histogram. Defined current levels (open, closed, or sublevel) appear in such plots as low variance regions. The total number of events in such low variance regions is estimated by curve fitting and plotted as a function of window width. This function decreases with the same time constants as the original dwell time probability distribution for each of the regions. The method can therefore be used: 1) to present a qualitative summary of the single channel data from which the signal-to-noise ratio, open channel noise, steadiness of the baseline, and number of conductance levels can be quickly determined; 2) to quantify the dwell time distribution in each of the levels exhibited. In this paper I present the analysis of a Na+ channel recording that had a number of complexities. The signal-to-noise ratio was only about 8 for the main open state, open channel noise, and fast flickers to other states were present, as were a substantial number of subconductance states. "Standard" half-amplitude threshold analysis of these data produce open and closed time histograms that were well fitted by the sum of two exponentials, but with apparently erroneous time constants, whereas the mean-variance

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

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.

Bootstrap rolling window estimation approach to analysis of the Environment Kuznets Curve hypothesis: evidence from the USA.

Science.gov (United States)

Aslan, Alper; Destek, Mehmet Akif; Okumus, Ilyas

2018-01-01

This study aims to examine the validity of inverted U-shaped Environmental Kuznets Curve by investigating the relationship between economic growth and environmental pollution for the period from 1966 to 2013 in the USA. Previous studies based on the assumption of parameter stability and obtained parameters do not change over the full sample. This study uses bootstrap rolling window estimation method to detect the possible changes in causal relations and also obtain the parameters for sub-sample periods. The results show that the parameter of economic growth has increasing trend in 1982-1996 sub-sample periods, and it has decreasing trend in 1996-2013 sub-sample periods. Therefore, the existence of inverted U-shaped Environmental Kuznets Curve is confirmed in the USA.

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

Improvement of Breast Cancer Detection Using Non-subsampled Contourlet Transform and Super-Resolution Technique in Mammographic Images

Directory of Open Access Journals (Sweden)

Fatemeh Pak

2015-05-01

Full Text Available Introduction Breast cancer is one of the most life-threatening conditions among women. Early detection of this disease is the only way to reduce the associated mortality rate. Mammography is a standard method for the early detection of breast cancer. Today, considering the importance of breast cancer detection, computer-aided detection techniques have been employed to increase the quality of mammographic images and help physicians reduce false positive rate (FPR. Materials and Methods In this study, a method was proposed for improving the quality of mammographic images to help radiologists establish a prompt and accurate diagnosis. The proposed approach included three major parts including pre-processing, feature extraction, and classification. In the pre-processing stage, the region of interest was determined and the image quality was improved by non-subsampled contourlet transform and super-resolution algorithm. In the feature extraction stage, some features of image components were extracted and skewness of each feature was calculated. Finally, a support vector machine was utilized to classify the features and determine the probability of benignity or malignancy of the disease. Results Based on the obtained results using Mammographic Image Analysis Society (MIAS database, the mean accuracy was estimated at 87.26% and maximum accuracy was 96.29%. Also, the mean and minimum FPRs were estimated at 9.55% and 2.87%, respectively.     Conclusion The results obtained using MIAS database indicated the superiority of the proposed method to other techniques. The reduced FPR in the proposed method was a significant finding in the present article.

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.

(Co) variance Components and Genetic Parameter Estimates for Re

African Journals Online (AJOL)

Mapula

The magnitude of heritability estimates obtained in the current study ... traits were recently introduced to supplement progeny testing programmes or for usage as sole source of ..... VCE-5 User's Guide and Reference Manual Version 5.1.

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.

Realized wavelet-based estimation of integrated variance and jumps in the presence of noise

Czech Academy of Sciences Publication Activity Database

Baruník, Jozef; Vácha, Lukáš

2015-01-01

Roč. 15, č. 8 (2015), s. 1347-1364 ISSN 1469-7688 R&D Projects: GA ČR GA13-32263S EU Projects: European Commission 612955 - FINMAP Grant - others:GA ČR(CZ) GA13-24313S Institutional support: RVO:67985556 Keywords : quadratic variation * realized variance * jumps * market microstructure noise * wavelets Subject RIV: AH - Economics Impact factor: 0.794, year: 2015 http://library.utia.cas.cz/separaty/2014/E/barunik-0434203.pdf

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.

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 ...

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

International Nuclear Information System (INIS)

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

1982-01-01

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

Energy and variance budgets of a diffusive staircase with implications for heat flux scaling

Science.gov (United States)

Hieronymus, M.; Carpenter, J. R.

2016-02-01

Diffusive convection, the mode of double-diffusive convection that occur when both temperature and salinity increase with increasing depth, is commonplace throughout the high latitude oceans and diffusive staircases constitute an important heat transport process in the Arctic Ocean. Heat and buoyancy fluxes through these staircases are often estimated using flux laws deduced either from laboratory experiments, or from simplified energy or variance budgets. We have done direct numerical simulations of double-diffusive convection at a range of Rayleigh numbers and quantified the energy and variance budgets in detail. This allows us to compare the fluxes in our simulations to those derived using known flux laws and to quantify how well the simplified energy and variance budgets approximate the full budgets. The fluxes are found to agree well with earlier estimates at high Rayleigh numbers, but we find large deviations at low Rayleigh numbers. The close ties between the heat and buoyancy fluxes and the budgets of thermal variance and energy have been utilized to derive heat flux scaling laws in the field of thermal convection. The result is the so called GL-theory, which has been found to give accurate heat flux scaling laws in a very wide parameter range. Diffusive convection has many similarities to thermal convection and an extension of the GL-theory to diffusive convection is also presented and its predictions are compared to the results from our numerical simulations.

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.

Clustering with position-specific constraints on variance: Applying redescending M-estimators to label-free LC-MS data analysis

Directory of Open Access Journals (Sweden)

Mani D R

2011-08-01

Full Text Available Abstract Background Clustering is a widely applicable pattern recognition method for discovering groups of similar observations in data. While there are a large variety of clustering algorithms, very few of these can enforce constraints on the variation of attributes for data points included in a given cluster. In particular, a clustering algorithm that can limit variation within a cluster according to that cluster's position (centroid location can produce effective and optimal results in many important applications ranging from clustering of silicon pixels or calorimeter cells in high-energy physics to label-free liquid chromatography based mass spectrometry (LC-MS data analysis in proteomics and metabolomics. Results We present MEDEA (M-Estimator with DEterministic Annealing, an M-estimator based, new unsupervised algorithm that is designed to enforce position-specific constraints on variance during the clustering process. The utility of MEDEA is demonstrated by applying it to the problem of "peak matching"--identifying the common LC-MS peaks across multiple samples--in proteomic biomarker discovery. Using real-life datasets, we show that MEDEA not only outperforms current state-of-the-art model-based clustering methods, but also results in an implementation that is significantly more efficient, and hence applicable to much larger LC-MS data sets. Conclusions MEDEA is an effective and efficient solution to the problem of peak matching in label-free LC-MS data. The program implementing the MEDEA algorithm, including datasets, clustering results, and supplementary information is available from the author website at http://www.hephy.at/user/fru/medea/.

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

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2001-01-01

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

Model selection for semiparametric marginal mean regression accounting for within-cluster subsampling variability and informative cluster size.

Science.gov (United States)

Shen, Chung-Wei; Chen, Yi-Hau

2018-03-13

We propose a model selection criterion for semiparametric marginal mean regression based on generalized estimating equations. The work is motivated by a longitudinal study on the physical frailty outcome in the elderly, where the cluster size, that is, the number of the observed outcomes in each subject, is "informative" in the sense that it is related to the frailty outcome itself. The new proposal, called Resampling Cluster Information Criterion (RCIC), is based on the resampling idea utilized in the within-cluster resampling method (Hoffman, Sen, and Weinberg, 2001, Biometrika 88, 1121-1134) and accommodates informative cluster size. The implementation of RCIC, however, is free of performing actual resampling of the data and hence is computationally convenient. Compared with the existing model selection methods for marginal mean regression, the RCIC method incorporates an additional component accounting for variability of the model over within-cluster subsampling, and leads to remarkable improvements in selecting the correct model, regardless of whether the cluster size is informative or not. Applying the RCIC method to the longitudinal frailty study, we identify being female, old age, low income and life satisfaction, and chronic health conditions as significant risk factors for physical frailty in the elderly. © 2018, The International Biometric Society.

A Fay-Herriot Model with Different Random Effect Variances

Czech Academy of Sciences Publication Activity Database

Hobza, Tomáš; Morales, D.; Herrador, M.; Esteban, M.D.

2011-01-01

Roč. 40, č. 5 (2011), s. 785-797 ISSN 0361-0926 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : small area estimation * Fay-Herriot model * Linear mixed model * Labor Force Survey Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.274, year: 2011 http://library.utia.cas.cz/separaty/2011/SI/hobza-a%20fay-herriot%20model%20with%20different%20random%20effect%20variances.pdf

Analytic solution to variance optimization with no short positions

Science.gov (United States)

Kondor, Imre; Papp, Gábor; Caccioli, Fabio

2017-12-01

We consider the variance portfolio optimization problem with a ban on short selling. We provide an analytical solution by means of the replica method for the case of a portfolio of independent, but not identically distributed, assets. We study the behavior of the solution as a function of the ratio r between the number N of assets and the length T of the time series of returns used to estimate risk. The no-short-selling constraint acts as an asymmetric \

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...

Methodology of the fasting sub-sample from the Mexican Health Survey, 2000 Metodología de la submuestra de suero de la Encuesta Nacional de Salud 2000

OpenAIRE

Simón Barquera; Citlalli Carrión; Ismael Campos; Juan Espinosa; Juan Rivera; Gustavo Olaiz-Fernández

2007-01-01

OBJECTIVE: To report the comparative results of the sub-sample of fasting adults selected for the biochemical measurement of cardiovascular risk factors and the rest of the Mexican Health Survey (MHS) (2000) participants. MATERIAL AND METHODS: The nationally representative, cross-sectional Mexican Health Survey (2000) was analyzed. Survey participants reporting a fasting state period of 9- to 12-h were included in a sub-sample (n= 2 535) and compared with all other participants (n= 41 126). P...

On the robustness of two-stage estimators

KAUST Repository

Zhelonkin, Mikhail

2012-04-01

The aim of this note is to provide a general framework for the analysis of the robustness properties of a broad class of two-stage models. We derive the influence function, the change-of-variance function, and the asymptotic variance of a general two-stage M-estimator, and provide their interpretations. We illustrate our results in the case of the two-stage maximum likelihood estimator and the two-stage least squares estimator. © 2011.

Estimates of variance components for postweaning feed intake and ...

African Journals Online (AJOL)

Feed efficiency is of major economic importance in beef production. The objective of this work was to evaluate alternative measures of feed efficiency for use in genetic evaluation. To meet this objective, genetic parameters were estimated for the components of efficiency. These parameters were then used in multiple-trait ...

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.

Adaptive Variance Scaling in Continuous Multi-Objective Estimation-of-Distribution Algorithms

NARCIS (Netherlands)

P.A.N. Bosman (Peter); D. Thierens (Dirk); D. Thierens (Dirk)

2007-01-01

htmlabstractRecent research into single-objective continuous Estimation-of-Distribution Algorithms (EDAs) has shown that when maximum-likelihood estimations are used for parametric distributions such as the normal distribution, the EDA can easily suffer from premature convergence. In this paper we

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.

Effect of sequence variants on variance in glucose levels predicts type 2 diabetes risk and accounts for heritability.

Science.gov (United States)

Ivarsdottir, Erna V; Steinthorsdottir, Valgerdur; Daneshpour, Maryam S; Thorleifsson, Gudmar; Sulem, Patrick; Holm, Hilma; Sigurdsson, Snaevar; Hreidarsson, Astradur B; Sigurdsson, Gunnar; Bjarnason, Ragnar; Thorsson, Arni V; Benediktsson, Rafn; Eyjolfsson, Gudmundur; Sigurdardottir, Olof; Olafsson, Isleifur; Zeinali, Sirous; Azizi, Fereidoun; Thorsteinsdottir, Unnur; Gudbjartsson, Daniel F; Stefansson, Kari

2017-09-01

Sequence variants that affect mean fasting glucose levels do not necessarily affect risk for type 2 diabetes (T2D). We assessed the effects of 36 reported glucose-associated sequence variants on between- and within-subject variance in fasting glucose levels in 69,142 Icelanders. The variant in TCF7L2 that increases fasting glucose levels increases between-subject variance (5.7% per allele, P = 4.2 × 10 -10 ), whereas variants in GCK and G6PC2 that increase fasting glucose levels decrease between-subject variance (7.5% per allele, P = 4.9 × 10 -11 and 7.3% per allele, P = 7.5 × 10 -18 , respectively). Variants that increase mean and between-subject variance in fasting glucose levels tend to increase T2D risk, whereas those that increase the mean but reduce variance do not (r 2 = 0.61). The variants that increase between-subject variance increase fasting glucose heritability estimates. Intuitively, our results show that increasing the mean and variance of glucose levels is more likely to cause pathologically high glucose levels than increase in the mean offset by a decrease in variance.

Variational Variance Reduction for Monte Carlo Criticality Calculations

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2001-01-01

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

Genetic variability and heritability estimates of some polygenic traits in upland cotton

International Nuclear Information System (INIS)

Baloch, M.J.

2004-01-01

Plant breeders are more interested in genetic variance rather than phenotypic variance because it is amenable to selection and bring further improvement in the character. Twenty-eight F/sub 2/ progenies were tested in two environments so as to predict genetic variances, heritability estimates and genetic gains. Mean squares for locations were significant for all the five traits suggesting that genotypes performed differently under varying environments. Genetic variances, in most cases, however, were about equal to that of phenotypic variances consequently giving high heritability estimates and significant genetic gains. The broad sense heritability estimates were; 94.2, 92.9, 33.6, 81.9 and 86.9% and genetic gains were; 30.19, 10.55,0.20,0.89 and 1.76 in seed cotton yield, bolls per plant, lint %, fibre length and fibre uniformity ratio, respectively. Substantial genetic variances and high heritability estimates implied that these characters could be improved through selection from segregating populations. (author)

Estimates and sampling schemes for the instrumentation of accountability systems

International Nuclear Information System (INIS)

Jewell, W.S.; Kwiatkowski, J.W.

1976-10-01

The problem of estimation of a physical quantity from a set of measurements is considered, where the measurements are made on samples with a hierarchical error structure, and where within-groups error variances may vary from group to group at each level of the structure; minimum mean squared-error estimators are developed, and the case where the physical quantity is a random variable with known prior mean and variance is included. Estimators for the error variances are also given, and optimization of experimental design is considered

The Effect of Some Estimators of Between-Study Variance on Random

African Journals Online (AJOL)

Samson Henry Dogo

the first step to such objectivity (Schmidt, 1992), allows to combine results from many studies and accurately ... Schmidt, 2000) due to its ability to account for variation in effects across the studies. Random-effects model ... (2015), and each of the estimators differs in terms of their bias and precision in estimation. By definition ...

Kriging with Unknown Variance Components for Regional Ionospheric Reconstruction

Directory of Open Access Journals (Sweden)

Ling Huang

2017-02-01

Full Text Available Ionospheric delay effect is a critical issue that limits the accuracy of precise Global Navigation Satellite System (GNSS positioning and navigation for single-frequency users, especially in mid- and low-latitude regions where variations in the ionosphere are larger. Kriging spatial interpolation techniques have been recently introduced to model the spatial correlation and variability of ionosphere, which intrinsically assume that the ionosphere field is stochastically stationary but does not take the random observational errors into account. In this paper, by treating the spatial statistical information on ionosphere as prior knowledge and based on Total Electron Content (TEC semivariogram analysis, we use Kriging techniques to spatially interpolate TEC values. By assuming that the stochastic models of both the ionospheric signals and measurement errors are only known up to some unknown factors, we propose a new Kriging spatial interpolation method with unknown variance components for both the signals of ionosphere and TEC measurements. Variance component estimation has been integrated with Kriging to reconstruct regional ionospheric delays. The method has been applied to data from the Crustal Movement Observation Network of China (CMONOC and compared with the ordinary Kriging and polynomial interpolations with spherical cap harmonic functions, polynomial functions and low-degree spherical harmonic functions. The statistics of results indicate that the daily ionospheric variations during the experimental period characterized by the proposed approach have good agreement with the other methods, ranging from 10 to 80 TEC Unit (TECU, 1 TECU = 1 × 1016 electrons/m2 with an overall mean of 28.2 TECU. The proposed method can produce more appropriate estimations whose general TEC level is as smooth as the ordinary Kriging but with a smaller standard deviation around 3 TECU than others. The residual results show that the interpolation precision of the

Removing an intersubject variance component in a general linear model improves multiway factoring of event-related spectral perturbations in group EEG studies.

Science.gov (United States)

Spence, Jeffrey S; Brier, Matthew R; Hart, John; Ferree, Thomas C

2013-03-01

Linear statistical models are used very effectively to assess task-related differences in EEG power spectral analyses. Mixed models, in particular, accommodate more than one variance component in a multisubject study, where many trials of each condition of interest are measured on each subject. Generally, intra- and intersubject variances are both important to determine correct standard errors for inference on functions of model parameters, but it is often assumed that intersubject variance is the most important consideration in a group study. In this article, we show that, under common assumptions, estimates of some functions of model parameters, including estimates of task-related differences, are properly tested relative to the intrasubject variance component only. A substantial gain in statistical power can arise from the proper separation of variance components when there is more than one source of variability. We first develop this result analytically, then show how it benefits a multiway factoring of spectral, spatial, and temporal components from EEG data acquired in a group of healthy subjects performing a well-studied response inhibition task. Copyright © 2011 Wiley Periodicals, Inc.

MOTOR ABILITIES OF FEMALE STUDENTS WITH REGARD TO THEIR WORK CONDITIONS

Directory of Open Access Journals (Sweden)

Viktor Mitrevski

2011-03-01

Full Text Available The research is conducted on a samples of 183 female entities at high school. The sample is divided into 3 sub-samples according to the work conditions at school. Eight (8 motor test are applied in order to establish the possible differences between the subsamples; and the conclusion is that, in four (4 out of the eight (8 tests within analysis of variance (ANOVA and multivariate analysis of variance (MANOVA, there is a statistically significant difference between the treated groups.

Low Variance Couplings for Stochastic Models of Intracellular Processes with Time-Dependent Rate Functions.

Science.gov (United States)

Anderson, David F; Yuan, Chaojie

2018-04-18

A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.

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…

Transport of temperature and humidity variance and covariance in the marine surface layer

DEFF Research Database (Denmark)

Sempreviva, A.M.; Højstrup, J.

1998-01-01

In this paper we address the budget of potential temperature T and moisture mixing ratio q variances as well as the q - T covariance budget. We focus on the vertical transport and study the quantities contained in these terms. Estimates of transport terms are rare and to the best of our knowledge...

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.

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)

Seismic attenuation relationship with homogeneous and heterogeneous prediction-error variance models

Science.gov (United States)

Mu, He-Qing; Xu, Rong-Rong; Yuen, Ka-Veng

2014-03-01

Peak ground acceleration (PGA) estimation is an important task in earthquake engineering practice. One of the most well-known models is the Boore-Joyner-Fumal formula, which estimates the PGA using the moment magnitude, the site-to-fault distance and the site foundation properties. In the present study, the complexity for this formula and the homogeneity assumption for the prediction-error variance are investigated and an efficiency-robustness balanced formula is proposed. For this purpose, a reduced-order Monte Carlo simulation algorithm for Bayesian model class selection is presented to obtain the most suitable predictive formula and prediction-error model for the seismic attenuation relationship. In this approach, each model class (a predictive formula with a prediction-error model) is evaluated according to its plausibility given the data. The one with the highest plausibility is robust since it possesses the optimal balance between the data fitting capability and the sensitivity to noise. A database of strong ground motion records in the Tangshan region of China is obtained from the China Earthquake Data Center for the analysis. The optimal predictive formula is proposed based on this database. It is shown that the proposed formula with heterogeneous prediction-error variance is much simpler than the attenuation model suggested by Boore, Joyner and Fumal (1993).

Male size composition affects male reproductive variance in Atlantic cod Gadus morhua L. spawning aggregations

DEFF Research Database (Denmark)

Bekkevold, Dorte

2006-01-01

Estimates of Atlantic cod Gadus morhua reproductive success, determined using experimental spawning groups and genetic paternity assignment of offspring, showed that within-group variance in male size correlated positively with the degree of male mating skew, predicting a decrease in male reprodu...

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 ...

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.

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

Robust DOA Estimation of Harmonic Signals Using Constrained Filters on Phase Estimates

DEFF Research Database (Denmark)

Karimian-Azari, Sam; Jensen, Jesper Rindom; Christensen, Mads Græsbøll

2014-01-01

In array signal processing, distances between receivers, e.g., microphones, cause time delays depending on the direction of arrival (DOA) of a signal source. We can then estimate the DOA from the time-difference of arrival (TDOA) estimates. However, many conventional DOA estimators based on TDOA...... estimates are not optimal in colored noise. In this paper, we estimate the DOA of a harmonic signal source from multi-channel phase estimates, which relate to narrowband TDOA estimates. More specifically, we design filters to apply on phase estimates to obtain a DOA estimate with minimum variance. Using...

Meta-analysis of SNPs involved in variance heterogeneity using Levene's test for equal variances

Science.gov (United States)

Deng, Wei Q; Asma, Senay; Paré, Guillaume

2014-01-01

Meta-analysis is a commonly used approach to increase the sample size for genome-wide association searches when individual studies are otherwise underpowered. Here, we present a meta-analysis procedure to estimate the heterogeneity of the quantitative trait variance attributable to genetic variants using Levene's test without needing to exchange individual-level data. The meta-analysis of Levene's test offers the opportunity to combine the considerable sample size of a genome-wide meta-analysis to identify the genetic basis of phenotypic variability and to prioritize single-nucleotide polymorphisms (SNPs) for gene–gene and gene–environment interactions. The use of Levene's test has several advantages, including robustness to departure from the normality assumption, freedom from the influence of the main effects of SNPs, and no assumption of an additive genetic model. We conducted a meta-analysis of the log-transformed body mass index of 5892 individuals and identified a variant with a highly suggestive Levene's test P-value of 4.28E-06 near the NEGR1 locus known to be associated with extreme obesity. PMID:23921533

A Model-Free No-arbitrage Price Bound for Variance Options

Energy Technology Data Exchange (ETDEWEB)

Bonnans, J. Frederic, E-mail: frederic.bonnans@inria.fr [Ecole Polytechnique, INRIA-Saclay (France); Tan Xiaolu, E-mail: xiaolu.tan@polytechnique.edu [Ecole Polytechnique, CMAP (France)

2013-08-01

We suggest a numerical approximation for an optimization problem, motivated by its applications in finance to find the model-free no-arbitrage bound of variance options given the marginal distributions of the underlying asset. A first approximation restricts the computation to a bounded domain. Then we propose a gradient projection algorithm together with the finite difference scheme to solve the optimization problem. We prove the general convergence, and derive some convergence rate estimates. Finally, we give some numerical examples to test the efficiency of the algorithm.

Modeling heterogeneous (co)variances from adjacent-SNP groups improves genomic prediction for milk protein composition traits

DEFF Research Database (Denmark)

Gebreyesus, Grum; Lund, Mogens Sandø; Buitenhuis, Albert Johannes

2017-01-01

Accurate genomic prediction requires a large reference population, which is problematic for traits that are expensive to measure. Traits related to milk protein composition are not routinely recorded due to costly procedures and are considered to be controlled by a few quantitative trait loci...... of large effect. The amount of variation explained may vary between regions leading to heterogeneous (co)variance patterns across the genome. Genomic prediction models that can efficiently take such heterogeneity of (co)variances into account can result in improved prediction reliability. In this study, we...... developed and implemented novel univariate and bivariate Bayesian prediction models, based on estimates of heterogeneous (co)variances for genome segments (BayesAS). Available data consisted of milk protein composition traits measured on cows and de-regressed proofs of total protein yield derived for bulls...

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

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.

Identifying the Correlation between Water Quality Data and LOADEST Model Behavior in Annual Sediment Load Estimations

Directory of Open Access Journals (Sweden)

Youn Shik Park

2016-08-01

Full Text Available Water quality samples are typically collected less frequently than flow since water quality sampling is costly. Load Estimator (LOADEST, provided by the United States Geological Survey, is used to predict water quality concentration (or load on days when flow data are measured so that the water quality data are sufficient for annual pollutant load estimation. However, there is a need to identify water quality data requirements for accurate pollutant load estimation. Measured daily sediment data were collected from 211 streams. Estimated annual sediment loads from LOADEST and subsampled data were compared to the measured annual sediment loads (true load. The means of flow for calibration data were correlated to model behavior. A regression equation was developed to compute the required mean of flow in calibration data to best calibrate the LOADEST regression model coefficients. LOADEST runs were performed to investigate the correlation between the mean flow in calibration data and model behaviors as daily water quality data were subsampled. LOADEST calibration data used sediment concentration data for flows suggested by the regression equation. Using the mean flow calibrated by the regression equation reduced errors in annual sediment load estimation from −39.7% to −10.8% compared to using all available data.

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.

Estimation of structural attributes of walnut trees based on terrestrial laser scanning

Directory of Open Access Journals (Sweden)

J. Estornell

2017-06-01

Full Text Available Juglans regia L. (walnut is a tree of significant economic importance, usually cultivated for its seed used in the food market, and for its wood used in the furniture industry. The aim of this work was to develop regression models to predict crown parameters for walnut trees using a terrestrial laser scanner. A set of 30 trees was selected and the total height, crown height and crown diameter were measured in the field. The trees were also measured by a laser scanner and algorithms were applied to compute the crown volume, crown diameter, total and crown height. Linear regression models were calculated to estimate walnut tree parameters from TLS data. Good results were obtained with values of R2 between 0.90 and 0.98. In addition, to analyze whether coarser point cloud densities might affect the results, the point clouds for all trees were subsampled using different point densities: points every 0.005 m, 0.01 m, 0.05 m, 0.1 m, 0.25 m, 0.5 m, 1 m, and 2 m. New regression models were calculated to estimate field parameters. For total height and crown volume good estimations were obtained from TLS parameters derived for all subsampled point cloud (0.005 m – 2 m.

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...

Phase unwrapping in digital holography based on non-subsampled contourlet transform

Science.gov (United States)

Zhang, Xiaolei; Zhang, Xiangchao; Xu, Min; Zhang, Hao; Jiang, Xiangqian

2018-01-01

In the digital holographic measurement of complex surfaces, phase unwrapping is a critical step for accurate reconstruction. The phases of the complex amplitudes calculated from interferometric holograms are disturbed by speckle noise, thus reliable unwrapping results are difficult to be obtained. Most of existing unwrapping algorithms implement denoising operations first to obtain noise-free phases and then conduct phase unwrapping pixel by pixel. This approach is sensitive to spikes and prone to unreliable results in practice. In this paper, a robust unwrapping algorithm based on the non-subsampled contourlet transform (NSCT) is developed. The multiscale and directional decomposition of NSCT enhances the boundary between adjacent phase levels and henceforth the influence of local noise can be eliminated in the transform domain. The wrapped phase map is segmented into several regions corresponding to different phase levels. Finally, an unwrapped phase map is obtained by elevating the phases of a whole segment instead of individual pixels to avoid unwrapping errors caused by local spikes. This algorithm is suitable for dealing with complex and noisy wavefronts. Its universality and superiority in the digital holographic interferometry have been demonstrated by both numerical analysis and practical experiments.

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…

Robust Sequential Covariance Intersection Fusion Kalman Filtering over Multi-agent Sensor Networks with Measurement Delays and Uncertain Noise Variances

Institute of Scientific and Technical Information of China (English)

QI Wen-Juan; ZHANG Peng; DENG Zi-Li

2014-01-01

This paper deals with the problem of designing robust sequential covariance intersection (SCI) fusion Kalman filter for the clustering multi-agent sensor network system with measurement delays and uncertain noise variances. The sensor network is partitioned into clusters by the nearest neighbor rule. Using the minimax robust estimation principle, based on the worst-case conservative sensor network system with conservative upper bounds of noise variances, and applying the unbiased linear minimum variance (ULMV) optimal estimation rule, we present the two-layer SCI fusion robust steady-state Kalman filter which can reduce communication and computation burdens and save energy sources, and guarantee that the actual filtering error variances have a less-conservative upper-bound. A Lyapunov equation method for robustness analysis is proposed, by which the robustness of the local and fused Kalman filters is proved. The concept of the robust accuracy is presented and the robust accuracy relations of the local and fused robust Kalman filters are proved. It is proved that the robust accuracy of the global SCI fuser is higher than those of the local SCI fusers and the robust accuracies of all SCI fusers are higher than that of each local robust Kalman filter. A simulation example for a tracking system verifies the robustness and robust accuracy relations.

Smoothed Spectra, Ogives, and Error Estimates for Atmospheric Turbulence Data

Science.gov (United States)

Dias, Nelson Luís

2018-01-01

A systematic evaluation is conducted of the smoothed spectrum, which is a spectral estimate obtained by averaging over a window of contiguous frequencies. The technique is extended to the ogive, as well as to the cross-spectrum. It is shown that, combined with existing variance estimates for the periodogram, the variance—and therefore the random error—associated with these estimates can be calculated in a straightforward way. The smoothed spectra and ogives are biased estimates; with simple power-law analytical models, correction procedures are devised, as well as a global constraint that enforces Parseval's identity. Several new results are thus obtained: (1) The analytical variance estimates compare well with the sample variance calculated for the Bartlett spectrum and the variance of the inertial subrange of the cospectrum is shown to be relatively much larger than that of the spectrum. (2) Ogives and spectra estimates with reduced bias are calculated. (3) The bias of the smoothed spectrum and ogive is shown to be negligible at the higher frequencies. (4) The ogives and spectra thus calculated have better frequency resolution than the Bartlett spectrum, with (5) gradually increasing variance and relative error towards the low frequencies. (6) Power-law identification and extraction of the rate of dissipation of turbulence kinetic energy are possible directly from the ogive. (7) The smoothed cross-spectrum is a valid inner product and therefore an acceptable candidate for coherence and spectral correlation coefficient estimation by means of the Cauchy-Schwarz inequality. The quadrature, phase function, coherence function and spectral correlation function obtained from the smoothed spectral estimates compare well with the classical ones derived from the Bartlett spectrum.

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.

Estimation and interpretation of keff confidence intervals in MCNP

International Nuclear Information System (INIS)

Urbatsch, T.J.

1995-01-01

MCNP has three different, but correlated, estimators for Calculating k eff in nuclear criticality calculations: collision, absorption, and track length estimators. The combination of these three estimators, the three-combined k eff estimator, is shown to be the best k eff estimator available in MCNP for estimating k eff confidence intervals. Theoretically, the Gauss-Markov Theorem provides a solid foundation for MCNP's three-combined estimator. Analytically, a statistical study, where the estimates are drawn using a known covariance matrix, shows that the three-combined estimator is superior to the individual estimator with the smallest variance. The importance of MCNP's batch statistics is demonstrated by an investigation of the effects of individual estimator variance bias on the combination of estimators, both heuristically with the analytical study and emprically with MCNP

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

International Nuclear Information System (INIS)

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

2015-01-01

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

Comparison of Global Distributions of Zonal-Mean Gravity Wave Variance Inferred from Different Satellite Instruments

Science.gov (United States)

Preusse, Peter; Eckermann, Stephen D.; Offermann, Dirk; Jackman, Charles H. (Technical Monitor)

2000-01-01

Gravity wave temperature fluctuations acquired by the CRISTA instrument are compared to previous estimates of zonal-mean gravity wave temperature variance inferred from the LIMS, MLS and GPS/MET satellite instruments during northern winter. Careful attention is paid to the range of vertical wavelengths resolved by each instrument. Good agreement between CRISTA data and previously published results from LIMS, MLS and GPS/MET are found. Key latitudinal features in these variances are consistent with previous findings from ground-based measurements and some simple models. We conclude that all four satellite instruments provide reliable global data on zonal-mean gravity wave temperature fluctuations throughout the middle atmosphere.

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

Cross-cultural adaptation of the short-form condom attitude scale: validity assessment in a sub-sample of rural-to-urban migrant workers in Bangladesh.

Science.gov (United States)

Roy, Tapash; Anderson, Claire; Evans, Catrin; Rahman, Mohammad Shafiqur; Rahman, Mosiur

2013-03-19

The reliable and valid measurement of attitudes towards condom use are essential to assist efforts to design population specific interventions aimed at promoting positive attitude towards, and increased use of condoms. Although several studies, mostly in English speaking western world, have demonstrated the utility of condom attitude scales, very limited culturally relevant condom attitude measures have been developed till to date. We have developed a scale and evaluated its psychometric properties in a sub-sample of rural-to-urban migrant workers in Bangladesh. This paper reports mostly on cross-sectional survey components of a mixed methods sexual health research in Bangladesh. The survey sample (n = 878) comprised rural-to-urban migrant taxi drivers (n = 437) and restaurant workers (n = 441) in Dhaka (aged 18-35 years). The study also involved focus group sessions with same populations to establish the content validity and cultural equivalency of the scale. The current scale was administered with a large sexual health survey questionnaire and consisted of 10 items. Quantitative and qualitative data were assessed with statistical and thematic analysis, respectively, and then presented. The participants found the scale simple and easy to understand and use. The internal consistency (α) of the scale was 0.89 with high construct validity (the first component accounted for about 52% of variance and second component about 20% of the total variance with an Eigen-value for both factors greater than one). The test-retest reliability (repeatability) was also found satisfactory with high inter-item correlations (the majority of the intra-class correlation coefficient values was above 2 and was significant for all items on the scale, p < 0.001). The 2-week repeatability assessed by the Pearson product-moment correlation coefficient was 0.75. The results indicated that Bengali version of the scale have good metric properties for assessing attitudes toward

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...

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.

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.

Twenty-Five Years of Applications of the Modified Allan Variance in Telecommunications.

Science.gov (United States)

Bregni, Stefano

2016-04-01

The Modified Allan Variance (MAVAR) was originally defined in 1981 for measuring frequency stability in precision oscillators. Due to its outstanding accuracy in discriminating power-law noise, it attracted significant interest among telecommunications engineers since the early 1990s, when it was approved as a standard measure in international standards, redressed as Time Variance (TVAR), for specifying the time stability of network synchronization signals and of equipment clocks. A dozen years later, the usage of MAVAR was also introduced for Internet traffic analysis to estimate self-similarity and long-range dependence. Further, in this field, it demonstrated superior accuracy and sensitivity, better than most popular tools already in use. This paper surveys the last 25 years of progress in extending the field of application of the MAVAR in telecommunications. First, the rationale and principles of the MAVAR are briefly summarized. Its adaptation as TVAR for specification of timing stability is presented. The usage of MAVAR/TVAR in telecommunications standards is reviewed. Examples of measurements on real telecommunications equipment clocks are presented, providing an overview on their actual performance in terms of MAVAR. Moreover, applications of MAVAR to network traffic analysis are surveyed. The superior accuracy of MAVAR in estimating long-range dependence is emphasized by highlighting some remarkable practical examples of real network traffic analysis.

Subsampled Numerical Experiments as a Guide for Field Deployment of Thermistor Chains

Science.gov (United States)

Shaw, Justin; Stastna, Marek

2017-11-01

Thermistor chains are a standard tool for recording temperature profiles in geophysical flows. Density values can be inferred from readings and the resulting density field analyzed for the passage of internal waves, Kelvin-Helmholtz billows, and other dynamic events. The number and spacing of the thermistors, both on and between chains, determines which events can be identified in the dataset. We examine the effect of changing these variables by subsampling a set of numerical experiments to simulate thermistor chain locations. A pseudo spectral method was used to solve the incompressible Navier-Stokes equations under the Boussinesq approximation. The resulting flows are a set of high resolution seiches where the depth was held constant across experiments, and the length was varied. Sampling a known, commonly occurring flow with relatively simple geometry allows for a clear analysis of the effects of thermistor placement in the capture of dynamic events. We will discuss three dimensional deployment strategies, as well as EOF and DMD analyses if there is time. Funded by a Grant from the National Sciences and Engineering Research Council of Canada.

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.

Improved stove programs need robust methods to estimate carbon offsets

OpenAIRE

Johnson, Michael; Edwards, Rufus; Masera, Omar

2010-01-01

Current standard methods result in significant discrepancies in carbon offset accounting compared to approaches based on representative community based subsamples, which provide more realistic assessments at reasonable cost. Perhaps more critically, neither of the currently approved methods incorporates uncertainties inherent in estimates of emission factors or non-renewable fuel usage (fNRB). Since emission factors and fNRB contribute 25% and 47%, respectively, to the overall uncertainty in ...

Asset allocation with different covariance/correlation estimators

OpenAIRE

Μανταφούνη, Σοφία

2007-01-01

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

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

Directory of Open Access Journals (Sweden)

Shanshan Gu

2015-01-01

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

Improving the precision of lake ecosystem metabolism estimates by identifying predictors of model uncertainty

Science.gov (United States)

Rose, Kevin C.; Winslow, Luke A.; Read, Jordan S.; Read, Emily K.; Solomon, Christopher T.; Adrian, Rita; Hanson, Paul C.

2014-01-01

Diel changes in dissolved oxygen are often used to estimate gross primary production (GPP) and ecosystem respiration (ER) in aquatic ecosystems. Despite the widespread use of this approach to understand ecosystem metabolism, we are only beginning to understand the degree and underlying causes of uncertainty for metabolism model parameter estimates. Here, we present a novel approach to improve the precision and accuracy of ecosystem metabolism estimates by identifying physical metrics that indicate when metabolism estimates are highly uncertain. Using datasets from seventeen instrumented GLEON (Global Lake Ecological Observatory Network) lakes, we discovered that many physical characteristics correlated with uncertainty, including PAR (photosynthetically active radiation, 400-700 nm), daily variance in Schmidt stability, and wind speed. Low PAR was a consistent predictor of high variance in GPP model parameters, but also corresponded with low ER model parameter variance. We identified a threshold (30% of clear sky PAR) below which GPP parameter variance increased rapidly and was significantly greater in nearly all lakes compared with variance on days with PAR levels above this threshold. The relationship between daily variance in Schmidt stability and GPP model parameter variance depended on trophic status, whereas daily variance in Schmidt stability was consistently positively related to ER model parameter variance. Wind speeds in the range of ~0.8-3 m s–1 were consistent predictors of high variance for both GPP and ER model parameters, with greater uncertainty in eutrophic lakes. Our findings can be used to reduce ecosystem metabolism model parameter uncertainty and identify potential sources of that uncertainty.

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.

Numerically stable algorithm for combining census and sample estimates with the multivariate composite estimator

Science.gov (United States)

R. L. Czaplewski

2009-01-01

The minimum variance multivariate composite estimator is a relatively simple sequential estimator for complex sampling designs (Czaplewski 2009). Such designs combine a probability sample of expensive field data with multiple censuses and/or samples of relatively inexpensive multi-sensor, multi-resolution remotely sensed data. Unfortunately, the multivariate composite...

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

Variance Risk Premia on Stocks and Bonds

DEFF Research Database (Denmark)

Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea

We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...

Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy.

Science.gov (United States)

Chiu, Mei Choi; Pun, Chi Seng; Wong, Hoi Ying

2017-08-01

Investors interested in the global financial market must analyze financial securities internationally. Making an optimal global investment decision involves processing a huge amount of data for a high-dimensional portfolio. This article investigates the big data challenges of two mean-variance optimal portfolios: continuous-time precommitment and constant-rebalancing strategies. We show that both optimized portfolios implemented with the traditional sample estimates converge to the worst performing portfolio when the portfolio size becomes large. The crux of the problem is the estimation error accumulated from the huge dimension of stock data. We then propose a linear programming optimal (LPO) portfolio framework, which applies a constrained ℓ 1 minimization to the theoretical optimal control to mitigate the risk associated with the dimensionality issue. The resulting portfolio becomes a sparse portfolio that selects stocks with a data-driven procedure and hence offers a stable mean-variance portfolio in practice. When the number of observations becomes large, the LPO portfolio converges to the oracle optimal portfolio, which is free of estimation error, even though the number of stocks grows faster than the number of observations. Our numerical and empirical studies demonstrate the superiority of the proposed approach. © 2017 Society for Risk Analysis.

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

Science.gov (United States)

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

2018-05-01

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

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)

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)

MANTEL-HAENSZEL TYPE ESTIMATORS FOR THE COUNTER-MATCHED SAMPLING DESIGN IN NESTED CASE-CONTROL STUDY

OpenAIRE

Fujii, Yoshinori; Zhang, Zhong-Zhan; 藤井, 良宜

2001-01-01

We are concerned with a counter-matched nested case-control study. Assuming the proportional hazards model, the Mantel-Haenszel estimators of hazard rates are presented in two situations. The proposed estimators can be calculated without estimating the nuisance parameter. Consistent estimators of the variance of the proposed hazard rate estimators are also developed. We compare these estimators to the maximum partial likelihood estimators in the asymptotic variance. The methods are illustrate...

Genetic variances, trends and mode of inheritance for hip and elbow dysplasia in Finnish dog populations

NARCIS (Netherlands)

Mäki, K.; Groen, A.F.; Liinamo, A.E.; Ojala, M.

2002-01-01

The aims of this study were to assess genetic variances, trends and mode of inheritance for hip and elbow dysplasia in Finnish dog populations. The influence of time-dependent fixed effects in the model when estimating the genetic trends was also studied. Official hip and elbow dysplasia screening

The use of testday models in the estimation of variance components ...

African Journals Online (AJOL)

Bernice Mostert

Breeding value estimation for somatic cell score in South African dairy cattle ... It causes severe ... traits, occurrence of mastitis is not routinely recorded in most dairy recording .... Genetic parameters for clinical mastitis, somatic cell counts.

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...

A PSF-Shape-Based Beamforming Strategy for Robust 2D Motion Estimation in Ultrafast Data

OpenAIRE

Anne E. C. M. Saris; Stein Fekkes; Maartje M. Nillesen; Hendrik H. G. Hansen; Chris L. de Korte

2018-01-01

This paper presents a framework for motion estimation in ultrafast ultrasound data. It describes a novel approach for determining the sampling grid for ultrafast data based on the system’s point-spread-function (PSF). As a consequence, the cross-correlation functions (CCF) used in the speckle tracking (ST) algorithm will have circular-shaped peaks, which can be interpolated using a 2D interpolation method to estimate subsample displacements. Carotid artery wall motion and parabolic blood flow...

Tracking of Nonstationary Noise Based on Data-Driven Recursive Noise Power Estimation

NARCIS (Netherlands)

Erkelens, J.S.; Heusdens, R.

2008-01-01

This paper considers estimation of the noise spectral variance from speech signals contaminated by highly nonstationary noise sources. The method can accurately track fast changes in noise power level (up to about 10 dB/s). In each time frame, for each frequency bin, the noise variance estimate is

Another look at the Grubbs estimators

KAUST Repository

Lombard, F.

2012-01-01

We consider estimation of the precision of a measuring instrument without the benefit of replicate observations on heterogeneous sampling units. Grubbs (1948) proposed an estimator which involves the use of a second measuring instrument, resulting in a pair of observations on each sampling unit. Since the precisions of the two measuring instruments are generally different, these observations cannot be treated as replicates. Very large sample sizes are often required if the standard error of the estimate is to be within reasonable bounds and if negative precision estimates are to be avoided. We show that the two instrument Grubbs estimator can be improved considerably if fairly reliable preliminary information regarding the ratio of sampling unit variance to instrument variance is available. Our results are presented in the context of the evaluation of on-line analyzers. A data set from an analyzer evaluation is used to illustrate the methodology. © 2011 Elsevier B.V.

Additive genetic variance in polyandry enables its evolution, but polyandry is unlikely to evolve through sexy or good sperm processes.

Science.gov (United States)

Travers, L M; Simmons, L W; Garcia-Gonzalez, F

2016-05-01

Polyandry is widespread despite its costs. The sexually selected sperm hypotheses ('sexy' and 'good' sperm) posit that sperm competition plays a role in the evolution of polyandry. Two poorly studied assumptions of these hypotheses are the presence of additive genetic variance in polyandry and sperm competitiveness. Using a quantitative genetic breeding design in a natural population of Drosophila melanogaster, we first established the potential for polyandry to respond to selection. We then investigated whether polyandry can evolve through sexually selected sperm processes. We measured lifetime polyandry and offensive sperm competitiveness (P2 ) while controlling for sampling variance due to male × male × female interactions. We also measured additive genetic variance in egg-to-adult viability and controlled for its effect on P2 estimates. Female lifetime polyandry showed significant and substantial additive genetic variance and evolvability. In contrast, we found little genetic variance or evolvability in P2 or egg-to-adult viability. Additive genetic variance in polyandry highlights its potential to respond to selection. However, the low levels of genetic variance in sperm competitiveness suggest that the evolution of polyandry may not be driven by sexy sperm or good sperm processes. © 2016 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2016 European Society For Evolutionary Biology.

Discrete non-parametric kernel estimation for global sensitivity analysis

International Nuclear Information System (INIS)

Senga Kiessé, Tristan; Ventura, Anne

2016-01-01

This work investigates the discrete kernel approach for evaluating the contribution of the variance of discrete input variables to the variance of model output, via analysis of variance (ANOVA) decomposition. Until recently only the continuous kernel approach has been applied as a metamodeling approach within sensitivity analysis framework, for both discrete and continuous input variables. Now the discrete kernel estimation is known to be suitable for smoothing discrete functions. We present a discrete non-parametric kernel estimator of ANOVA decomposition of a given model. An estimator of sensitivity indices is also presented with its asymtotic convergence rate. Some simulations on a test function analysis and a real case study from agricultural have shown that the discrete kernel approach outperforms the continuous kernel one for evaluating the contribution of moderate or most influential discrete parameters to the model output. - Highlights: • We study a discrete kernel estimation for sensitivity analysis of a model. • A discrete kernel estimator of ANOVA decomposition of the model is presented. • Sensitivity indices are calculated for discrete input parameters. • An estimator of sensitivity indices is also presented with its convergence rate. • An application is realized for improving the reliability of environmental models.

A comparison of approximation techniques for variance-based sensitivity analysis of biochemical reaction systems

Directory of Open Access Journals (Sweden)

Goutsias John

2010-05-01

Full Text Available Abstract Background Sensitivity analysis is an indispensable tool for the analysis of complex systems. In a recent paper, we have introduced a thermodynamically consistent variance-based sensitivity analysis approach for studying the robustness and fragility properties of biochemical reaction systems under uncertainty in the standard chemical potentials of the activated complexes of the reactions and the standard chemical potentials of the molecular species. In that approach, key sensitivity indices were estimated by Monte Carlo sampling, which is computationally very demanding and impractical for large biochemical reaction systems. Computationally efficient algorithms are needed to make variance-based sensitivity analysis applicable to realistic cellular networks, modeled by biochemical reaction systems that consist of a large number of reactions and molecular species. Results We present four techniques, derivative approximation (DA, polynomial approximation (PA, Gauss-Hermite integration (GHI, and orthonormal Hermite approximation (OHA, for analytically approximating the variance-based sensitivity indices associated with a biochemical reaction system. By using a well-known model of the mitogen-activated protein kinase signaling cascade as a case study, we numerically compare the approximation quality of these techniques against traditional Monte Carlo sampling. Our results indicate that, although DA is computationally the most attractive technique, special care should be exercised when using it for sensitivity analysis, since it may only be accurate at low levels of uncertainty. On the other hand, PA, GHI, and OHA are computationally more demanding than DA but can work well at high levels of uncertainty. GHI results in a slightly better accuracy than PA, but it is more difficult to implement. OHA produces the most accurate approximation results and can be implemented in a straightforward manner. It turns out that the computational cost of the

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.

Stereological estimation of the mean and variance of nuclear volume from vertical sections

DEFF Research Database (Denmark)

Sørensen, Flemming Brandt

1991-01-01

The application of assumption-free, unbiased stereological techniques for estimation of the volume-weighted mean nuclear volume, nuclear vv, from vertical sections of benign and malignant nuclear aggregates in melanocytic skin tumours is described. Combining sampling of nuclei with uniform...... probability in a physical disector and Cavalieri's direct estimator of volume, the unbiased, number-weighted mean nuclear volume, nuclear vN, of the same benign and malignant nuclear populations is also estimated. Having obtained estimates of nuclear volume in both the volume- and number distribution...... of volume, a detailed investigation of nuclear size variability is possible. Benign and malignant nuclear populations show approximately the same relative variability with regard to nuclear volume, and the presented data are compatible with a simple size transformation from the smaller benign nuclei...

An Empirical Temperature Variance Source Model in Heated Jets

Science.gov (United States)

Khavaran, Abbas; Bridges, James

2012-01-01

An acoustic analogy approach is implemented that models the sources of jet noise in heated jets. The equivalent sources of turbulent mixing noise are recognized as the differences between the fluctuating and Favre-averaged Reynolds stresses and enthalpy fluxes. While in a conventional acoustic analogy only Reynolds stress components are scrutinized for their noise generation properties, it is now accepted that a comprehensive source model should include the additional entropy source term. Following Goldstein s generalized acoustic analogy, the set of Euler equations are divided into two sets of equations that govern a non-radiating base flow plus its residual components. When the base flow is considered as a locally parallel mean flow, the residual equations may be rearranged to form an inhomogeneous third-order wave equation. A general solution is written subsequently using a Green s function method while all non-linear terms are treated as the equivalent sources of aerodynamic sound and are modeled accordingly. In a previous study, a specialized Reynolds-averaged Navier-Stokes (RANS) solver was implemented to compute the variance of thermal fluctuations that determine the enthalpy flux source strength. The main objective here is to present an empirical model capable of providing a reasonable estimate of the stagnation temperature variance in a jet. Such a model is parameterized as a function of the mean stagnation temperature gradient in the jet, and is evaluated using commonly available RANS solvers. The ensuing thermal source distribution is compared with measurements as well as computational result from a dedicated RANS solver that employs an enthalpy variance and dissipation rate model. Turbulent mixing noise predictions are presented for a wide range of jet temperature ratios from 1.0 to 3.20.

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...

Valid and efficient manual estimates of intracranial volume from magnetic resonance images

International Nuclear Information System (INIS)

Klasson, Niklas; Olsson, Erik; Rudemo, Mats; Eckerström, Carl; Malmgren, Helge; Wallin, Anders

2015-01-01

Manual segmentations of the whole intracranial vault in high-resolution magnetic resonance images are often regarded as very time-consuming. Therefore it is common to only segment a few linearly spaced intracranial areas to estimate the whole volume. The purpose of the present study was to evaluate how the validity of intracranial volume estimates is affected by the chosen interpolation method, orientation of the intracranial areas and the linear spacing between them. Intracranial volumes were manually segmented on 62 participants from the Gothenburg MCI study using 1.5 T, T 1 -weighted magnetic resonance images. Estimates of the intracranial volumes were then derived using subsamples of linearly spaced coronal, sagittal or transversal intracranial areas from the same volumes. The subsamples of intracranial areas were interpolated into volume estimates by three different interpolation methods. The linear spacing between the intracranial areas ranged from 2 to 50 mm and the validity of the estimates was determined by comparison with the entire intracranial volumes. A progressive decrease in intra-class correlation and an increase in percentage error could be seen with increased linear spacing between intracranial areas. With small linear spacing (≤15 mm), orientation of the intracranial areas and interpolation method had negligible effects on the validity. With larger linear spacing, the best validity was achieved using cubic spline interpolation with either coronal or sagittal intracranial areas. Even at a linear spacing of 50 mm, cubic spline interpolation on either coronal or sagittal intracranial areas had a mean absolute agreement intra-class correlation with the entire intracranial volumes above 0.97. Cubic spline interpolation in combination with linearly spaced sagittal or coronal intracranial areas overall resulted in the most valid and robust estimates of intracranial volume. Using this method, valid ICV estimates could be obtained in less than five

Pose estimation for mobile robots working on turbine blade

Energy Technology Data Exchange (ETDEWEB)

Ma, X.D.; Chen, Q.; Liu, J.J.; Sun, Z.G.; Zhang, W.Z. [Tsinghua Univ., Beijing (China). Key Laboratory for Advanced Materials Processing Technology, Ministry of Education, Dept. of Mechanical Engineering

2009-03-11

This paper discussed a features point detection and matching task technique for mobile robots used in wind turbine blade applications. The vision-based scheme used visual information from the robot's surrounding environment to match successive image frames. An improved pose estimation algorithm based on a scale invariant feature transform (SIFT) was developed to consider the characteristics of local images of turbine blades, pose estimation problems, and conditions. The method included a pre-subsampling technique for reducing computation and bidirectional matching for improving precision. A random sample consensus (RANSAC) method was used to estimate the robot's pose. Pose estimation conditions included a wide pose range; the distance between neighbouring blades; and mechanical, electromagnetic, and optical disturbances. An experimental platform was used to demonstrate the validity of the proposed algorithm. 20 refs., 6 figs.

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.

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...

CONDITIONS FOR EXACT CAVALIERI ESTIMATION

Directory of Open Access Journals (Sweden)

Mónica Tinajero-Bravo

2014-03-01

Full Text Available Exact Cavalieri estimation amounts to zero variance estimation of an integral with systematic observations along a sampling axis. A sufficient condition is given, both in the continuous and the discrete cases, for exact Cavalieri sampling. The conclusions suggest improvements on the current stereological application of fractionator-type sampling.

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)

Heterogeneidade dos componentes de variância na produção de leite e seus efeitos nas estimativas de herdabilidade e repetibilidade Heterogeneity of variance components in milk production and their effects on estimates of heritability and repeatability

Directory of Open Access Journals (Sweden)

Elmer Francisco Valencia Tapia

2011-06-01

Full Text Available Avaliou-se a heterogeneidade dos componentes de variância e seu efeito nas estimativas de herdabilidade e repetibilidade da produção de leite de bovinos da raça Holandesa. Os rebanhos foram agrupados de acordo com o nível de produção (baixo, médio e alto e avaliados na escala não transformada, raiz quadrada e logarítmica. Os componentes de variância foram estimados pelo método de máxima verossimilhança restrita. O modelo animal incluiu os efeitos fixos de rebanho-ano-estação e das covariáveis duração da lactação (efeito linear e idade da vaca ao parto (efeito linear e quadrático e os efeitos aleatórios genético aditivo direto, de ambiente permanente e residual. Na escala não transformada, todos os componentes de variância foram heterogêneos entre os três níveis de produção. Nesta escala, a variância residual e a fenotípica estavam associadas positivamente com o nível de produção enquanto que na escala logarítmica a associação foi negativa. A heterogeneidade da variância fenotípica e de seus componentes afetou mais as estimativas de herdabilidade que as da repetibilidade. A eficiência do processo de seleção para produção de leite poderá ser afetada pelo nível de produção em que forem estimados os parâmetros genéticos.It was evaluated the heterogeneity of components of phenotypic variance and its effects on the heritability and repeatability estimates for milk yield in Holstein cattle. The herds were grouped according to their level of production (low, medium and high and evaluated in the non-transformed, square-root and logarithmic scale. Variance components were estimated using a restricted maximum likelihood method based on an animal model that included fixed effects of herd-year-season, and as covariates the linear effect of lactation duration and the linear and quadratic effects of cow's age at calving and the random direct additive genetic, permanent environment and residual effects. In the

Estimating HIES Data through Ratio and Regression Methods for Different Sampling Designs

Directory of Open Access Journals (Sweden)

Faqir Muhammad

2007-01-01

Full Text Available In this study, comparison has been made for different sampling designs, using the HIES data of North West Frontier Province (NWFP for 2001-02 and 1998-99 collected from the Federal Bureau of Statistics, Statistical Division, Government of Pakistan, Islamabad. The performance of the estimators has also been considered using bootstrap and Jacknife. A two-stage stratified random sample design is adopted by HIES. In the first stage, enumeration blocks and villages are treated as the first stage Primary Sampling Units (PSU. The sample PSU’s are selected with probability proportional to size. Secondary Sampling Units (SSU i.e., households are selected by systematic sampling with a random start. They have used a single study variable. We have compared the HIES technique with some other designs, which are: Stratified Simple Random Sampling. Stratified Systematic Sampling. Stratified Ranked Set Sampling. Stratified Two Phase Sampling. Ratio and Regression methods were applied with two study variables, which are: Income (y and Household sizes (x. Jacknife and Bootstrap are used for variance replication. Simple Random Sampling with sample size (462 to 561 gave moderate variances both by Jacknife and Bootstrap. By applying Systematic Sampling, we received moderate variance with sample size (467. In Jacknife with Systematic Sampling, we obtained variance of regression estimator greater than that of ratio estimator for a sample size (467 to 631. At a sample size (952 variance of ratio estimator gets greater than that of regression estimator. The most efficient design comes out to be Ranked set sampling compared with other designs. The Ranked set sampling with jackknife and bootstrap, gives minimum variance even with the smallest sample size (467. Two Phase sampling gave poor performance. Multi-stage sampling applied by HIES gave large variances especially if used with a single study variable.

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)

A Surface-Layer Study of the Transport and Dissipation of Turbulent Kinetic Energy and the Variances of Temperature, Humidity and CO_2

Science.gov (United States)

Hackerott, João A.; Bakhoday Paskyabi, Mostafa; Reuder, Joachim; de Oliveira, Amauri P.; Kral, Stephan T.; Marques Filho, Edson P.; Mesquita, Michel dos Santos; de Camargo, Ricardo

2017-11-01

We discuss scalar similarities and dissimilarities based on analysis of the dissipation terms in the variance budget equations, considering the turbulent kinetic energy and the variances of temperature, specific humidity and specific CO_2 content. For this purpose, 124 high-frequency sampled segments are selected from the Boundary Layer Late Afternoon and Sunset Turbulence experiment. The consequences of dissipation similarity in the variance transport are also discussed and quantified. The results show that, for the convective atmospheric surface layer, the non-dimensional dissipation terms can be expressed in the framework of Monin-Obukhov similarity theory and are independent of whether the variable is temperature or moisture. The scalar similarity in the dissipation term implies that the characteristic scales of the atmospheric surface layer can be estimated from the respective rate of variance dissipation, the characteristic scale of temperature, and the dissipation rate of temperature variance.

A Minimum Variance Algorithm for Overdetermined TOA Equations with an Altitude Constraint.

Energy Technology Data Exchange (ETDEWEB)

Romero, Louis A; Mason, John J.

2018-04-01

We present a direct (non-iterative) method for solving for the location of a radio frequency (RF) emitter, or an RF navigation receiver, using four or more time of arrival (TOA) measurements and an assumed altitude above an ellipsoidal earth. Both the emitter tracking problem and the navigation application are governed by the same equations, but with slightly different interpreta- tions of several variables. We treat the assumed altitude as a soft constraint, with a specified noise level, just as the TOA measurements are handled, with their respective noise levels. With 4 or more TOA measurements and the assumed altitude, the problem is overdetermined and is solved in the weighted least squares sense for the 4 unknowns, the 3-dimensional position and time. We call the new technique the TAQMV (TOA Altitude Quartic Minimum Variance) algorithm, and it achieves the minimum possible error variance for given levels of TOA and altitude estimate noise. The method algebraically produces four solutions, the least-squares solution, and potentially three other low residual solutions, if they exist. In the lightly overdermined cases where multiple local minima in the residual error surface are more likely to occur, this algebraic approach can produce all of the minima even when an iterative approach fails to converge. Algorithm performance in terms of solution error variance and divergence rate for bas eline (iterative) and proposed approach are given in tables.

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.

Correction for Measurement Error from Genotyping-by-Sequencing in Genomic Variance and Genomic Prediction Models

DEFF Research Database (Denmark)

Ashraf, Bilal; Janss, Luc; Jensen, Just

sample). The GBSeq data can be used directly in genomic models in the form of individual SNP allele-frequency estimates (e.g., reference reads/total reads per polymorphic site per individual), but is subject to measurement error due to the low sequencing depth per individual. Due to technical reasons....... In the current work we show how the correction for measurement error in GBSeq can also be applied in whole genome genomic variance and genomic prediction models. Bayesian whole-genome random regression models are proposed to allow implementation of large-scale SNP-based models with a per-SNP correction...... for measurement error. We show correct retrieval of genomic explained variance, and improved genomic prediction when accounting for the measurement error in GBSeq data...

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)

Estimation of global network statistics from incomplete data.

Directory of Open Access Journals (Sweden)

Catherine A Bliss

Full Text Available Complex networks underlie an enormous variety of social, biological, physical, and virtual systems. A profound complication for the science of complex networks is that in most cases, observing all nodes and all network interactions is impossible. Previous work addressing the impacts of partial network data is surprisingly limited, focuses primarily on missing nodes, and suggests that network statistics derived from subsampled data are not suitable estimators for the same network statistics describing the overall network topology. We generate scaling methods to predict true network statistics, including the degree distribution, from only partial knowledge of nodes, links, or weights. Our methods are transparent and do not assume a known generating process for the network, thus enabling prediction of network statistics for a wide variety of applications. We validate analytical results on four simulated network classes and empirical data sets of various sizes. We perform subsampling experiments by varying proportions of sampled data and demonstrate that our scaling methods can provide very good estimates of true network statistics while acknowledging limits. Lastly, we apply our techniques to a set of rich and evolving large-scale social networks, Twitter reply networks. Based on 100 million tweets, we use our scaling techniques to propose a statistical characterization of the Twitter Interactome from September 2008 to November 2008. Our treatment allows us to find support for Dunbar's hypothesis in detecting an upper threshold for the number of active social contacts that individuals maintain over the course of one week.

Unified definition of a class of Monte Carlo estimators

International Nuclear Information System (INIS)

Lux, I.

1978-01-01

A unified definition of a wide class of Monte Carlo reaction rate estimators is presented, since most commonly used estimators belong to that class. The definition is given through an integral transformation of an arbitrary estimator of the class. Since the transformation contains an arbitrary function, in principle an infinite number of new estimators can be defined on the basis of one known estimator. It is shown that the most common estimators belonging to the class, such as the track-length and expectation estimators, are special cases of transformation, corresponding to the simplest transformation kernels when transforming the usual collision estimator. A pair of new estimators is defined and their variances are compared to the variance of the expectation estimator. One of the new estimators, called the trexpectation estimator, seems to be appropriate for flux-integral estimation in moderator regions. The other one, which uses an intermediate estimation of the final result and is therefore called the self-improving estimator, always yields a lower variance than the expectation estimator. As is shown, this estimator approximates well to possibly the best estimator of the class. Numerical results are presented for the simplest geometries, and these results indicate that for absorbers that are not too strong, in practical cases the standard deviation of the self-improving estimator is less than that of the expectation estimator by more than 10%. The experiments also suggest that the self-improving estimator is always superior to the track-length estimator as well, i.e., that it is the best of all known estimators belonging to the class. In the Appendices, for simplified cases, approximate conditions are given for which the trexpectation and track-length estimators show a higher efficiency than the expectation estimator

Longitudinal Factor Score Estimation Using the Kalman Filter.

Science.gov (United States)

Oud, Johan H.; And Others

1990-01-01

How longitudinal factor score estimation--the estimation of the evolution of factor scores for individual examinees over time--can profit from the Kalman filter technique is described. The Kalman estimates change more cautiously over time, have lower estimation error variances, and reproduce the LISREL program latent state correlations more…

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

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).

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

International Nuclear Information System (INIS)

Ezzati, A.O.; Sohrabpour, M.

2013-01-01

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

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)

DIFFERENCES OF ANTROPOMETRICAL CHARACTERISTICS IN RELATION TO SEX OF PUPILS

Directory of Open Access Journals (Sweden)

Goran Gojković

2010-09-01

Full Text Available As per sample of 212 examinees at the age of 11 (±6 months at the fifth grade in Montenegrin elementary schools, it was used the system of 12 variables for the estimation of anthropometrical characteristis. The purpose of the examination was to establish differentiations between different students sex in the initial and final measuring. As for results given by using discriminant analysis and univariant analysis of variance on the anthropometrical student's status, it can be concluded that there's a statistical significant level in discrimination of subsamples of different sex.

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...

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.

Time series modeling of pathogen-specific disease probabilities with subsampled data.

Science.gov (United States)

Fisher, Leigh; Wakefield, Jon; Bauer, Cici; Self, Steve

2017-03-01

Many diseases arise due to exposure to one of multiple possible pathogens. We consider the situation in which disease counts are available over time from a study region, along with a measure of clinical disease severity, for example, mild or severe. In addition, we suppose a subset of the cases are lab tested in order to determine the pathogen responsible for disease. In such a context, we focus interest on modeling the probabilities of disease incidence given pathogen type. The time course of these probabilities is of great interest as is the association with time-varying covariates such as meteorological variables. In this set up, a natural Bayesian approach would be based on imputation of the unsampled pathogen information using Markov Chain Monte Carlo but this is computationally challenging. We describe a practical approach to inference that is easy to implement. We use an empirical Bayes procedure in a first step to estimate summary statistics. We then treat these summary statistics as the observed data and develop a Bayesian generalized additive model. We analyze data on hand, foot, and mouth disease (HFMD) in China in which there are two pathogens of primary interest, enterovirus 71 (EV71) and Coxackie A16 (CA16). We find that both EV71 and CA16 are associated with temperature, relative humidity, and wind speed, with reasonably similar functional forms for both pathogens. The important issue of confounding by time is modeled using a penalized B-spline model with a random effects representation. The level of smoothing is addressed by a careful choice of the prior on the tuning variance. © 2016, The International Biometric Society.

Linear Estimation of Standard Deviation of Logistic Distribution ...

African Journals Online (AJOL)

The paper presents a theoretical method based on order statistics and a FORTRAN program for computing the variance and relative efficiencies of the standard deviation of the logistic population with respect to the Cramer-Rao lower variance bound and the best linear unbiased estimators (BLUE\\'s) when the mean is ...

Variational variance reduction for particle transport eigenvalue calculations using Monte Carlo adjoint simulation

International Nuclear Information System (INIS)

Densmore, Jeffery D.; Larsen, Edward W.

2003-01-01

The Variational Variance Reduction (VVR) method is an effective technique for increasing the efficiency of Monte Carlo simulations [Ann. Nucl. Energy 28 (2001) 457; Nucl. Sci. Eng., in press]. This method uses a variational functional, which employs first-order estimates of forward and adjoint fluxes, to yield a second-order estimate of a desired system characteristic - which, in this paper, is the criticality eigenvalue k. If Monte Carlo estimates of the forward and adjoint fluxes are used, each having global 'first-order' errors of O(1/√N), where N is the number of histories used in the Monte Carlo simulation, then the statistical error in the VVR estimation of k will in principle be O(1/N). In this paper, we develop this theoretical possibility and demonstrate with numerical examples that implementations of the VVR method for criticality problems can approximate O(1/N) convergence for significantly large values of N

Hybrid biasing approaches for global variance reduction

International Nuclear Information System (INIS)

Wu, Zeyun; Abdel-Khalik, Hany S.

2013-01-01

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

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

The problem of low variance voxels in statistical parametric mapping; a new hat avoids a 'haircut'.

Science.gov (United States)

Ridgway, Gerard R; Litvak, Vladimir; Flandin, Guillaume; Friston, Karl J; Penny, Will D

2012-02-01

Statistical parametric mapping (SPM) locates significant clusters based on a ratio of signal to noise (a 'contrast' of the parameters divided by its standard error) meaning that very low noise regions, for example outside the brain, can attain artefactually high statistical values. Similarly, the commonly applied preprocessing step of Gaussian spatial smoothing can shift the peak statistical significance away from the peak of the contrast and towards regions of lower variance. These problems have previously been identified in positron emission tomography (PET) (Reimold et al., 2006) and voxel-based morphometry (VBM) (Acosta-Cabronero et al., 2008), but can also appear in functional magnetic resonance imaging (fMRI) studies. Additionally, for source-reconstructed magneto- and electro-encephalography (M/EEG), the problems are particularly severe because sparsity-favouring priors constrain meaningfully large signal and variance to a small set of compactly supported regions within the brain. (Acosta-Cabronero et al., 2008) suggested adding noise to background voxels (the 'haircut'), effectively increasing their noise variance, but at the cost of contaminating neighbouring regions with the added noise once smoothed. Following theory and simulations, we propose to modify--directly and solely--the noise variance estimate, and investigate this solution on real imaging data from a range of modalities. Copyright © 2011 Elsevier Inc. All rights reserved.

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

International Nuclear Information System (INIS)

Yang Jinan; Mihara, Takatsugu

1998-12-01

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

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...

Improved estimates of coordinate error for molecular replacement

International Nuclear Information System (INIS)

Oeffner, Robert D.; Bunkóczi, Gábor; McCoy, Airlie J.; Read, Randy J.

2013-01-01

A function for estimating the effective root-mean-square deviation in coordinates between two proteins has been developed that depends on both the sequence identity and the size of the protein and is optimized for use with molecular replacement in Phaser. A top peak translation-function Z-score of over 8 is found to be a reliable metric of when molecular replacement has succeeded. The estimate of the root-mean-square deviation (r.m.s.d.) in coordinates between the model and the target is an essential parameter for calibrating likelihood functions for molecular replacement (MR). Good estimates of the r.m.s.d. lead to good estimates of the variance term in the likelihood functions, which increases signal to noise and hence success rates in the MR search. Phaser has hitherto used an estimate of the r.m.s.d. that only depends on the sequence identity between the model and target and which was not optimized for the MR likelihood functions. Variance-refinement functionality was added to Phaser to enable determination of the effective r.m.s.d. that optimized the log-likelihood gain (LLG) for a correct MR solution. Variance refinement was subsequently performed on a database of over 21 000 MR problems that sampled a range of sequence identities, protein sizes and protein fold classes. Success was monitored using the translation-function Z-score (TFZ), where a TFZ of 8 or over for the top peak was found to be a reliable indicator that MR had succeeded for these cases with one molecule in the asymmetric unit. Good estimates of the r.m.s.d. are correlated with the sequence identity and the protein size. A new estimate of the r.m.s.d. that uses these two parameters in a function optimized to fit the mean of the refined variance is implemented in Phaser and improves MR outcomes. Perturbing the initial estimate of the r.m.s.d. from the mean of the distribution in steps of standard deviations of the distribution further increases MR success rates

FRAC (failure rate analysis code): a computer program for analysis of variance of failure rates. An application user's guide

International Nuclear Information System (INIS)

Martz, H.F.; Beckman, R.J.; McInteer, C.R.

1982-03-01

Probabilistic risk assessments (PRAs) require estimates of the failure rates of various components whose failure modes appear in the event and fault trees used to quantify accident sequences. Several reliability data bases have been designed for use in providing the necessary reliability data to be used in constructing these estimates. In the nuclear industry, the Nuclear Plant Reliability Data System (NPRDS) and the In-Plant Reliability Data System (IRPDS), among others, were designed for this purpose. An important characteristic of such data bases is the selection and identification of numerous factors used to classify each component that is reported and the subsequent failures of each component. However, the presence of such factors often complicates the analysis of reliability data in the sense that it is inappropriate to group (that is, pool) data for those combinations of factors that yield significantly different failure rate values. These types of data can be analyzed by analysis of variance. FRAC (Failure Rate Analysis Code) is a computer code that performs an analysis of variance of failure rates. In addition, FRAC provides failure rate estimates

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.

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

DEFF Research Database (Denmark)

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

2014-01-01

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

Raising the speed limit from 75 to 80mph on Utah rural interstates: Effects on vehicle speeds and speed variance.

Science.gov (United States)

Hu, Wen

2017-06-01

In November 2010 and October 2013, Utah increased speed limits on sections of rural interstates from 75 to 80mph. Effects on vehicle speeds and speed variance were examined. Speeds were measured in May 2010 and May 2014 within the new 80mph zones, and at a nearby spillover site and at more distant control sites where speed limits remained 75mph. Log-linear regression models estimated percentage changes in speed variance and mean speeds for passenger vehicles and large trucks associated with the speed limit increase. Logistic regression models estimated effects on the probability of passenger vehicles exceeding 80, 85, or 90mph and large trucks exceeding 80mph. Within the 80mph zones and at the spillover location in 2014, mean passenger vehicle speeds were significantly higher (4.1% and 3.5%, respectively), as were the probabilities that passenger vehicles exceeded 80mph (122.3% and 88.5%, respectively), than would have been expected without the speed limit increase. Probabilities that passenger vehicles exceeded 85 and 90mph were non-significantly higher than expected within the 80mph zones. For large trucks, the mean speed and probability of exceeding 80mph were higher than expected within the 80mph zones. Only the increase in mean speed was significant. Raising the speed limit was associated with non-significant increases in speed variance. The study adds to the wealth of evidence that increasing speed limits leads to higher travel speeds and an increased probability of exceeding the new speed limit. Results moreover contradict the claim that increasing speed limits reduces speed variance. Although the estimated increases in mean vehicle speeds may appear modest, prior research suggests such increases would be associated with substantial increases in fatal or injury crashes. This should be considered by lawmakers considering increasing speed limits. Copyright © 2017 Elsevier Ltd and National Safety Council. All rights reserved.

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.

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...

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.

Cokriging model for estimation of water table elevation

International Nuclear Information System (INIS)

Hoeksema, R.J.; Clapp, R.B.; Thomas, A.L.; Hunley, A.E.; Farrow, N.D.; Dearstone, K.C.

1989-01-01

In geological settings where the water table is a subdued replica of the ground surface, cokriging can be used to estimate the water table elevation at unsampled locations on the basis of values of water table elevation and ground surface elevation measured at wells and at points along flowing streams. The ground surface elevation at the estimation point must also be determined. In the proposed method, separate models are generated for the spatial variability of the water table and ground surface elevation and for the dependence between these variables. After the models have been validated, cokriging or minimum variance unbiased estimation is used to obtain the estimated water table elevations and their estimation variances. For the Pits and Trenches area (formerly a liquid radioactive waste disposal facility) near Oak Ridge National Laboratory, water table estimation along a linear section, both with and without the inclusion of ground surface elevation as a statistical predictor, illustrate the advantages of the cokriging model

Statistical inference based on latent ability estimates

NARCIS (Netherlands)

Hoijtink, H.J.A.; Boomsma, A.

The quality of approximations to first and second order moments (e.g., statistics like means, variances, regression coefficients) based on latent ability estimates is being discussed. The ability estimates are obtained using either the Rasch, oi the two-parameter logistic model. Straightforward use

Within-wing isotopic (δ2H, δ13C, δ15N variation of monarch butterflies: implications for studies of migratory origins and diet

Directory of Open Access Journals (Sweden)

Hobson Keith A.

2017-02-01

Full Text Available Increasingly, stable isotope measurements are being used to assign individuals to broad geographic origins based on established relationships between animal tissues and tissue-specific isoscapes. In particular, the eastern North American population of the monarch butterfly (Danaus plexippus has been the subject of several studies using established δ2H and δ13C wingtissue isoscapes to infer natal origins of migrating and overwintering individuals. However, there has been no study investigating potential variance that can derive from subsampling different regions of the wings, especially those regions differing in pigmentation (orange versus black. Within-wing isotopic (δ2H, δ13C, δ15N variance of 40 monarch butterflies collected from natural overwinter mortality on Mexican roost sites were split evenly into two groups: unwashed samples and those washed in a 2:1 chloroform:methanol solvent. Isotopic variance in δ2H and δ13C was related to pigment (within-wing range 5‰ and 0.5‰, respectively, but not region of subsampling. This variance was reduced 3 to 4 fold through solvent washing that removed pigmented surface scales and any adhered oils. Wing δ15N was similarly influenced by pigment (range 0.3‰, but this effect was not reduced through washing. We recommend future isotopic studies of monarchs and other butterflies for migration research to use the same region for subsampling consistently and to wash samples with solvent to reduce isotopic variance related to uncontrolled variance in discrimination (δ2H, δ13C, δ15N and/or adsorbed water vapor (δ2H. These data also need to be included in description of methods.

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.

A simple method to estimate interwell autocorrelation

Energy Technology Data Exchange (ETDEWEB)

Pizarro, J.O.S.; Lake, L.W. [Univ. of Texas, Austin, TX (United States)

1997-08-01

The estimation of autocorrelation in the lateral or interwell direction is important when performing reservoir characterization studies using stochastic modeling. This paper presents a new method to estimate the interwell autocorrelation based on parameters, such as the vertical range and the variance, that can be estimated with commonly available data. We used synthetic fields that were generated from stochastic simulations to provide data to construct the estimation charts. These charts relate the ratio of areal to vertical variance and the autocorrelation range (expressed variously) in two directions. Three different semivariogram models were considered: spherical, exponential and truncated fractal. The overall procedure is demonstrated using field data. We find that the approach gives the most self-consistent results when it is applied to previously identified facies. Moreover, the autocorrelation trends follow the depositional pattern of the reservoir, which gives confidence in the validity of the approach.

Study on Analysis of Variance on the indigenous wild and cultivated rice species of Manipur Valley

Science.gov (United States)

Medhabati, K.; Rohinikumar, M.; Rajiv Das, K.; Henary, Ch.; Dikash, Th.

2012-10-01

The analysis of variance revealed considerable variation among the cultivars and the wild species for yield and other quantitative characters in both the years of investigation. The highly significant differences among the cultivars in year wise and pooled analysis of variance for all the 12 characters reveal that there are enough genetic variabilities for all the characters studied. The existence of genetic variability is of paramount importance for starting a judicious plant breeding programme. Since introduced high yielding rice cultivars usually do not perform well. Improvement of indigenous cultivars is a clear choice for increase of rice production. The genetic variability of 37 rice germplasms in 12 agronomic characters estimated in the present study can be used in breeding programme

The Spatial Fay-Herriot Model in Poverty Estimation

Directory of Open Access Journals (Sweden)

Wawrowski Łukasz

2016-12-01

Full Text Available Counteracting poverty is one of the objectives of the European Commission clearly emphasized in the Europe 2020 strategy. Conducting appropriate social policy requires knowledge of the extent of this phenomenon. Such information is provided through surveys on living conditions conducted by, among others, the Central Statistical Office (CSO. Nevertheless, the sample size in these surveys allows for a precise estimation of poverty rate only at a very general level - the whole country and regions. Small sample size at the lower level of spatial aggregation results in a large variance of obtained estimates and hence lower reliability. To obtain information in sparsely represented territorial sections, methods of small area estimation are used. Through using the information from other sources, such as censuses and administrative registers, it is possible to estimate distribution parameters with smaller variance than in the case of direct estimation.

THE CAVALIERI ESTIMATOR WITH UNEQUAL SECTION SPACING REVISITED

Directory of Open Access Journals (Sweden)

Markus Kiderlen

2017-06-01

Full Text Available The Cavalieri method allows to estimate the volume of a compact object from area measurements in equidistant parallel planar sections. However, the spacing and thickness of sections can be quite irregular in applications. Recent publications have thus focused on the effect of random variability in section spacing, showing that the classical Cavalieri estimator is still unbiased when the stack of parallel planes is stationary, but that the existing variance approximations must be adjusted. The present paper considers the special situation, where the distances between consecutive section planes can be measured and thus where Cavalieri’s estimator can be replaced by a quadrature rule with randomized sampling points. We show that, under mild conditions, the trapezoid rule and Simpson’s rule lead to unbiased volume estimators and give simulation results that indicate that a considerable variance reduction compared to the generalized Cavalieri estimator can be achieved.

Efficient Frontier - Comparing Different Volatility Estimators

OpenAIRE

Tea Poklepović; Zdravka Aljinović; Mario Matković

2015-01-01

Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that ra...

Breeding value estimation for somatic cell score in South African ...

African Journals Online (AJOL)

Breeding value estimation for somatic cell score in South African dairy cattle. ... are not unity, the RM-model estimates more competitive variances and requires ... are therefore recommended for breeding value estimation on a national basis.

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…

Sensitivity of Technical Efficiency Estimates to Estimation Methods: An Empirical Comparison of Parametric and Non-Parametric Approaches

OpenAIRE

de-Graft Acquah, Henry

2014-01-01

This paper highlights the sensitivity of technical efficiency estimates to estimation approaches using empirical data. Firm specific technical efficiency and mean technical efficiency are estimated using the non parametric Data Envelope Analysis (DEA) and the parametric Corrected Ordinary Least Squares (COLS) and Stochastic Frontier Analysis (SFA) approaches. Mean technical efficiency is found to be sensitive to the choice of estimation technique. Analysis of variance and Tukey’s test sugge...

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.

Performances of some estimators of linear model with ...

African Journals Online (AJOL)

The estimators are compared by examing the finite properties of estimators namely; sum of biases, sum of absolute biases, sum of variances and sum of the mean squared error of the estimated parameter of the model. Results show that when the autocorrelation level is small (ρ=0.4), the MLGD estimator is best except when ...

On the precision of an estimator of Mean for Domains in Double ...

African Journals Online (AJOL)

The results show that there is a positive contribution to the variance of the estimator which varies from one stratum to another. This addition vanishes where the domain coincides with a stratum. The total sampling variance depends only on components of variance for the domain and is inversely related to the total sample ...

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.

Unbiased stereological estimation of d-dimensional volume in Rn from an isotropic random slice through a fixed point

DEFF Research Database (Denmark)

Jensen, Eva B. Vedel; Kiêu, K

1994-01-01

Unbiased stereological estimators of d-dimensional volume in R(n) are derived, based on information from an isotropic random r-slice through a specified point. The content of the slice can be subsampled by means of a spatial grid. The estimators depend only on spatial distances. As a fundamental ...... lemma, an explicit formula for the probability that an isotropic random r-slice in R(n) through 0 hits a fixed point in R(n) is given....

Advanced Variance Reduction for Global k-Eigenvalue Simulations in MCNP

Energy Technology Data Exchange (ETDEWEB)

Edward W. Larsen

2008-06-01

The "criticality" or k-eigenvalue of a nuclear system determines whether the system is critical (k=1), or the extent to which it is subcritical (k<1) or supercritical (k>1). Calculations of k are frequently performed at nuclear facilities to determine the criticality of nuclear reactor cores, spent nuclear fuel storage casks, and other fissile systems. These calculations can be expensive, and current Monte Carlo methods have certain well-known deficiencies. In this project, we have developed and tested a new "functional Monte Carlo" (FMC) method that overcomes several of these deficiencies. The current state-of-the-art Monte Carlo k-eigenvalue method estimates the fission source for a sequence of fission generations (cycles), during each of which M particles per cycle are processed. After a series of "inactive" cycles during which the fission source "converges," a series of "active" cycles are performed. For each active cycle, the eigenvalue and eigenfunction are estimated; after N >> 1 active cycles are performed, the results are averaged to obtain estimates of the eigenvalue and eigenfunction and their standard deviations. This method has several disadvantages: (i) the estimate of k depends on the number M of particles per cycle, (iii) for optically thick systems, the eigenfunction estimate may not converge due to undersampling of the fission source, and (iii) since the fission source in any cycle depends on the estimated fission source from the previous cycle (the fission sources in different cycles are correlated), the estimated variance in k is smaller than the real variance. For an acceptably large number M of particles per cycle, the estimate of k is nearly independent of M; this essentially takes care of item (i). Item (ii) can be addressed by taking M sufficiently large, but for optically thick systems a sufficiently large M can easily be unrealistic. Item (iii) cannot be accounted for by taking M or N sufficiently large; it is an inherent deficiency due

Online Estimation of ARW Coefficient of Fiber Optic Gyro

Directory of Open Access Journals (Sweden)

Yang Li

2014-01-01

Full Text Available As a standard method for noise analysis of fiber optic gyro (FOG, Allan variance has too large offline computational burden and data storages to be applied to online estimation. To overcome the barriers, the state space model is firstly established for FOG. Then the Sage-husa adaptive Kalman filter (SHAKF is introduced in this field. Through recursive calculation of measurement noise covariance matrix, SHAKF can avoid the storage of large amounts of history data. However, the precision and stability of this method are still the primary matters that needed to be addressed. Based on this point, a new online method for estimation of the coefficient of angular random walk is proposed. In the method, estimator of measurement noise is constructed by the recursive form of Allan variance at the shortest sampling time. Then the estimator is embedded into the SHAKF framework resulting in a new adaptive filter. The estimations of measurement noise variance and Kalman filter are independent of each other in this method. Therefore, it can address the problem of filtering divergence and precision degrading effectively. Test results of both digital simulation and experimental data of FOG verify the validity and feasibility of the proposed method.

Estimation of in-vivo pulses in medical ultrasound

DEFF Research Database (Denmark)

Jensen, Jørgen Arendt

1994-01-01