WorldWideScience

Sample records for total phenotypic variance

  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.

  2. 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.

  3. 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.

  4. 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...

  5. Order of current variance and diffusivity in the rate one totally asymmetric zero range process

    NARCIS (Netherlands)

    Balázs, M.; Komjáthy, J.

    2008-01-01

    We prove that the variance of the current across a characteristic is of order t 2/3 in a stationary constant rate totally asymmetric zero range process, and that the diffusivity has order t 1/3. This is a step towards proving universality of this scaling behavior in the class of one-dimensional

  6. Genetic and phenotypic variance and covariance components for methane emission and postweaning traits in Angus cattle.

    Science.gov (United States)

    Donoghue, K A; Bird-Gardiner, T; Arthur, P F; Herd, R M; Hegarty, R F

    2016-04-01

    Ruminants contribute 80% of the global livestock greenhouse gas (GHG) emissions mainly through the production of methane, a byproduct of enteric microbial fermentation primarily in the rumen. Hence, reducing enteric methane production is essential in any GHG emissions reduction strategy in livestock. Data on 1,046 young bulls and heifers from 2 performance-recording research herds of Angus cattle were analyzed to provide genetic and phenotypic variance and covariance estimates for methane emissions and production traits and to examine the interrelationships among these traits. The cattle were fed a roughage diet at 1.2 times their estimated maintenance energy requirements and measured for methane production rate (MPR) in open circuit respiration chambers for 48 h. Traits studied included DMI during the methane measurement period, MPR, and methane yield (MY; MPR/DMI), with means of 6.1 kg/d (SD 1.3), 132 g/d (SD 25), and 22.0 g/kg (SD 2.3) DMI, respectively. Four forms of residual methane production (RMP), which is a measure of actual minus predicted MPR, were evaluated. For the first 3 forms, predicted MPR was calculated using published equations. For the fourth (RMP), predicted MPR was obtained by regression of MPR on DMI. Growth and body composition traits evaluated were birth weight (BWT), weaning weight (WWT), yearling weight (YWT), final weight (FWT), and ultrasound measures of eye muscle area, rump fat depth, rib fat depth, and intramuscular fat. Heritability estimates were moderate for MPR (0.27 [SE 0.07]), MY (0.22 [SE 0.06]), and the RMP traits (0.19 [SE 0.06] for each), indicating that genetic improvement to reduce methane emissions is possible. The RMP traits and MY were strongly genetically correlated with each other (0.99 ± 0.01). The genetic correlation of MPR with MY as well as with the RMP traits was moderate (0.32 to 0.63). The genetic correlation between MPR and the growth traits (except BWT) was strong (0.79 to 0.86). These results indicate that

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

    Science.gov (United States)

    Yun, Wanying; Lu, Zhenzhou; Jiang, Xian

    2018-06-01

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

  8. Evolution of the additive genetic variance-covariance matrix under continuous directional selection on a complex behavioural phenotype.

    Science.gov (United States)

    Careau, Vincent; Wolak, Matthew E; Carter, Patrick A; Garland, Theodore

    2015-11-22

    Given the pace at which human-induced environmental changes occur, a pressing challenge is to determine the speed with which selection can drive evolutionary change. A key determinant of adaptive response to multivariate phenotypic selection is the additive genetic variance-covariance matrix ( G: ). Yet knowledge of G: in a population experiencing new or altered selection is not sufficient to predict selection response because G: itself evolves in ways that are poorly understood. We experimentally evaluated changes in G: when closely related behavioural traits experience continuous directional selection. We applied the genetic covariance tensor approach to a large dataset (n = 17 328 individuals) from a replicated, 31-generation artificial selection experiment that bred mice for voluntary wheel running on days 5 and 6 of a 6-day test. Selection on this subset of G: induced proportional changes across the matrix for all 6 days of running behaviour within the first four generations. The changes in G: induced by selection resulted in a fourfold slower-than-predicted rate of response to selection. Thus, selection exacerbated constraints within G: and limited future adaptive response, a phenomenon that could have profound consequences for populations facing rapid environmental change. © 2015 The Author(s).

  9. CT reconstruction from few-views with anisotropic edge-guided total variance

    International Nuclear Information System (INIS)

    Rong, Junyan; Liu, Wenlei; Gao, Peng; Liao, Qimei; Jiao, Chun; Ma, Jianhua; Lu, Hongbing

    2016-01-01

    To overcome the oversmoothing drawback in the edge areas when reconstructing few-view CT with total variation (TV) minimization, in this paper, we propose an anisotropic edge-guided TV minimization framework for few-view CT reconstruction. In the framework, anisotropic TV is summed with pre-weighted image gradient and then used as the object function for minimizing. It includes edge-guided TV minimization (EGTV) and edge-guided adaptive-weighted TV minimization (EGAwTV) algorithms. For EGTV algorithm, the weights of the TV discretization term are updated by anisotropic edge information detected from the image, whereas the weights for EGAwTV are determined based on edge information and local image-intensity gradients. To solve the minimization problem of the proposed algorithm, a similar TV-based minimization implementation is developed to address the raw data fidelity and other constraints. The evaluation results using both computer simulations with the Shepp-Logan phantom and experimental data from a physical phantom demonstrate that the proposed algorithms exhibit noticeable gains in the merits of spatial resolution compared with the conventional TV and other modified TV algorithms.

  10. Beyond mean allelic effects: A locus at the major color gene MC1R associates also with differing levels of phenotypic and genetic (co)variance for coloration in barn owls.

    Science.gov (United States)

    San-Jose, Luis M; Ducret, Valérie; Ducrest, Anne-Lyse; Simon, Céline; Roulin, Alexandre

    2017-10-01

    The mean phenotypic effects of a discovered variant help to predict major aspects of the evolution and inheritance of a phenotype. However, differences in the phenotypic variance associated to distinct genotypes are often overlooked despite being suggestive of processes that largely influence phenotypic evolution, such as interactions between the genotypes with the environment or the genetic background. We present empirical evidence for a mutation at the melanocortin-1-receptor gene, a major vertebrate coloration gene, affecting phenotypic variance in the barn owl, Tyto alba. The white MC1R allele, which associates with whiter plumage coloration, also associates with a pronounced phenotypic and additive genetic variance for distinct color traits. Contrarily, the rufous allele, associated with a rufous coloration, relates to a lower phenotypic and additive genetic variance, suggesting that this allele may be epistatic over other color loci. Variance differences between genotypes entailed differences in the strength of phenotypic and genetic associations between color traits, suggesting that differences in variance also alter the level of integration between traits. This study highlights that addressing variance differences of genotypes in wild populations provides interesting new insights into the evolutionary mechanisms and the genetic architecture underlying the phenotype. © 2017 The Author(s). Evolution © 2017 The Society for the Study of Evolution.

  11. Variance, genetic control and spatial phenotypic plasticity of morphological and phenological traits in Prunus spinosa and its large fruited forms (P. x fruticans

    Directory of Open Access Journals (Sweden)

    Kristine Vander Mijnsbrugge

    2016-11-01

    Full Text Available Prunus spinosa is a highly esteemed shrub in forest and landscape plantings. Shrubs with larger organs occur often and are considered either as large fruited forms of P. spinosa or as P. x fruticans, involving a hybridization process with the ancient cultivated P. insititia (crop-to-wild gene flow. As climate change may augment hybridization processes in the future, a hybrid origin is important to detect. In addition, studying crop-to-wild gene flow can give insights in putative consequences for the wild populations. We studied the P. spinosa – P. x fruticans group, focusing on morphology and phenology in three experimental plantations. Two plantings harbored cuttings of P. spinosa (clone plantations. A third plantation comprised of a half-sib offspring from a population with both P. spinosa and P. x fruticans (family plantation. Several results point to a hybridization process as the origin of P. x fruticans. The clone plantation revealed endocarp traits to be more genetically controlled than fruit size, while this was the opposite in the family plantation, suggesting the control of fruit size being derived from the putative P. insititia parent. Bud burst, flower opening and leaf fall were genetically controlled in the clone plantation, whereas in the family plantation intrafamily variability was remarkably large for the bud burst and leaf fall, but not for the flower opening. This suggests there is a reduced genetic control for the first two phenophases, possibly caused by historic hybridization events. Pubescence on the long shoot leaves in the family plantation deviated from the short shoot leaves on the same plants and from long and short shoot leaves in the clone plantation, suggesting again a P. insititia origin. Finally, we quantified spatial phenotypic plasticity, indicating how P. spinosa may react in a changing environment. In contrast to the bud burst and leaf fall, flower opening did not demonstrate plasticity. The fruit size was

  12. Variance in predicted cup size by 2-dimensional vs 3-dimensional computerized tomography-based templating in primary total hip arthroplasty.

    Science.gov (United States)

    Osmani, Feroz A; Thakkar, Savyasachi; Ramme, Austin; Elbuluk, Ameer; Wojack, Paul; Vigdorchik, Jonathan M

    2017-12-01

    Preoperative total hip arthroplasty templating can be performed with radiographs using acetate prints, digital viewing software, or with computed tomography (CT) images. Our hypothesis is that 3D templating is more precise and accurate with cup size prediction as compared to 2D templating with acetate prints and digital templating software. Data collected from 45 patients undergoing robotic-assisted total hip arthroplasty compared cup sizes templated on acetate prints and OrthoView software to MAKOplasty software that uses CT scan. Kappa analysis determined strength of agreement between each templating modality and the final size used. t tests compared mean cup-size variance from the final size for each templating technique. Interclass correlation coefficient (ICC) determined reliability of digital and acetate planning by comparing predictions of the operating surgeon and a blinded adult reconstructive fellow. The Kappa values for CT-guided, digital, and acetate templating with the final size was 0.974, 0.233, and 0.262, respectively. Both digital and acetate templating significantly overpredicted cup size, compared to CT-guided methods ( P cup size when compared to the significant overpredictions of digital and acetate templating. CT-guided templating may also lead to better outcomes due to bone stock preservation from a smaller and more accurate cup size predicted than that of digital and acetate predictions.

  13. 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.

  14. 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…

  15. TOTAL NUMBER, DISTRIBUTION, AND PHENOTYPE OF CELLS EXPRESSING CHONDROITIN SULPHATE PROTEOGLYCANS IN THE NORMAL HUMAN AMYGDALA

    Science.gov (United States)

    Pantazopoulos, Harry; Murray, Elisabeth A.; Berretta, Sabina

    2009-01-01

    Chondroitin sulphate proteoglycans (CSPGs) are a key structural component of the brain extracellular matrix. They are involved in critical neurodevelopmental functions and are one of the main components of pericellular aggregates known as perineuronal nets. As a step toward investigating their functional and pathophysiological roles in the human amygdala, we assessed the pattern of CSPG expression in the normal human amygdala using wisteria floribunda agglutinin (WFA) lectin-histochemistry. Total numbers of WFA-labeled elements were measured in the lateral (LN), basal (BN), accessory basal (ABN) and cortical (CO) nuclei of the amygdala from 15 normal adult human subjects. For interspecies qualitative comparison, we also investigated the pattern of WFA labeling in the amygdala of naïve rats (n=32) and rhesus monkeys (Macaca mulatta; n=6). In human amygdala, WFA lectin-histochemistry resulted in labeling of perineuronal nets and cells with clear glial morphology, while neurons did not show WFA-labeling. Total numbers of WFA-labeled glial cells showed high interindividual variability. These cells aggregated in clusters with a consistent between-subjects spatial distribution. In a subset of human subjects (n=5), dual color fluorescence using an antibody raised against glial fibrillary acidic protein (GFAP) and WFA showed that the majority (93.7%) of WFA-labeled glial cells correspond to astrocytes. In rat and monkey amygdala, WFA histochemistry labeled perineuronal nets, but not glial cells. These results suggest that astrocytes are the main cell type expressing CSPGs in the adult human amygdala. Their highly segregated distribution pattern suggests that these cells serve specialized functions within human amygdalar nuclei. PMID:18374308

  16. Variance in total levels of phospholipase C zeta (PLC-ζ) in human sperm may limit the applicability of quantitative immunofluorescent analysis as a diagnostic indicator of oocyte activation capability.

    Science.gov (United States)

    Kashir, Junaid; Jones, Celine; Mounce, Ginny; Ramadan, Walaa M; Lemmon, Bernadette; Heindryckx, Bjorn; de Sutter, Petra; Parrington, John; Turner, Karen; Child, Tim; McVeigh, Enda; Coward, Kevin

    2013-01-01

    To examine whether similar levels of phospholipase C zeta (PLC-ζ) protein are present in sperm from men whose ejaculates resulted in normal oocyte activation, and to examine whether a predominant pattern of PLC-ζ localization is linked to normal oocyte activation ability. Laboratory study. University laboratory. Control subjects (men with proven oocyte activation capacity; n = 16) and men whose sperm resulted in recurrent intracytoplasmic sperm injection failure (oocyte activation deficient [OAD]; n = 5). Quantitative immunofluorescent analysis of PLC-ζ protein in human sperm. Total levels of PLC-ζ fluorescence, proportions of sperm exhibiting PLC-ζ immunoreactivity, and proportions of PLC-ζ localization patterns in sperm from control and OAD men. Sperm from control subjects presented a significantly higher proportion of sperm exhibiting PLC-ζ immunofluorescence compared with infertile men diagnosed with OAD (82.6% and 27.4%, respectively). Total levels of PLC-ζ in sperm from individual control and OAD patients exhibited significant variance, with sperm from 10 out of 16 (62.5%) exhibiting levels similar to OAD samples. Predominant PLC-ζ localization patterns varied between control and OAD samples with no predictable or consistent pattern. The results indicate that sperm from control men exhibited significant variance in total levels of PLC-ζ protein, as well as significant variance in the predominant localization pattern. Such variance may hinder the diagnostic application of quantitative PLC-ζ immunofluorescent analysis. Copyright © 2013 American Society for Reproductive Medicine. Published by Elsevier Inc. All rights reserved.

  17. 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)

  18. Phenotypic Stability of Energy Balance Responses to Experimental Total Sleep Deprivation and Sleep Restriction in Healthy Adults

    Directory of Open Access Journals (Sweden)

    Laura E. Dennis

    2016-12-01

    Full Text Available Experimental studies have shown that sleep restriction (SR and total sleep deprivation (TSD produce increased caloric intake, greater fat consumption, and increased late-night eating. However, whether individuals show similar energy intake responses to both SR and TSD remains unknown. A total of N = 66 healthy adults (aged 21–50 years, 48.5% women, 72.7% African American participated in a within-subjects laboratory protocol to compare daily and late-night intake between one night of SR (4 h time in bed, 04:00–08:00 and one night of TSD (0 h time in bed conditions. We also examined intake responses during subsequent recovery from SR or TSD and investigated gender differences. Caloric and macronutrient intake during the day following SR and TSD were moderately to substantially consistent within individuals (Intraclass Correlation Coefficients: 0.34–0.75. During the late-night period of SR (22:00–04:00 and TSD (22:00–06:00, such consistency was slight to moderate, and participants consumed a greater percentage of calories from protein (p = 0.01 and saturated fat (p = 0.02 during SR, despite comparable caloric intake (p = 0.12. Similarly, participants consumed a greater percentage of calories from saturated fat during the day following SR than TSD (p = 0.03. Participants also consumed a greater percentage of calories from protein during recovery after TSD (p < 0.001. Caloric intake was greater in men during late-night hours and the day following sleep loss. This is the first evidence of phenotypic trait-like stability and differential vulnerability of energy balance responses to two commonly experienced types of sleep loss: our findings open the door for biomarker discovery and countermeasure development to predict and mitigate this critical health-related vulnerability.

  19. Phenotypic Stability of Energy Balance Responses to Experimental Total Sleep Deprivation and Sleep Restriction in Healthy Adults.

    Science.gov (United States)

    Dennis, Laura E; Spaeth, Andrea M; Goel, Namni

    2016-12-19

    Experimental studies have shown that sleep restriction (SR) and total sleep deprivation (TSD) produce increased caloric intake, greater fat consumption, and increased late-night eating. However, whether individuals show similar energy intake responses to both SR and TSD remains unknown. A total of N = 66 healthy adults (aged 21-50 years, 48.5% women, 72.7% African American) participated in a within-subjects laboratory protocol to compare daily and late-night intake between one night of SR (4 h time in bed, 04:00-08:00) and one night of TSD (0 h time in bed) conditions. We also examined intake responses during subsequent recovery from SR or TSD and investigated gender differences. Caloric and macronutrient intake during the day following SR and TSD were moderately to substantially consistent within individuals (Intraclass Correlation Coefficients: 0.34-0.75). During the late-night period of SR (22:00-04:00) and TSD (22:00-06:00), such consistency was slight to moderate, and participants consumed a greater percentage of calories from protein ( p = 0.01) and saturated fat ( p = 0.02) during SR, despite comparable caloric intake ( p = 0.12). Similarly, participants consumed a greater percentage of calories from saturated fat during the day following SR than TSD ( p = 0.03). Participants also consumed a greater percentage of calories from protein during recovery after TSD ( p sleep loss. This is the first evidence of phenotypic trait-like stability and differential vulnerability of energy balance responses to two commonly experienced types of sleep loss: our findings open the door for biomarker discovery and countermeasure development to predict and mitigate this critical health-related vulnerability.

  20. 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...

  1. 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)

  2. 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

  3. Estimation of measurement variances

    International Nuclear Information System (INIS)

    Anon.

    1981-01-01

    In the previous two sessions, it was assumed that the measurement error variances were known quantities when the variances of the safeguards indices were calculated. These known quantities are actually estimates based on historical data and on data generated by the measurement program. Session 34 discusses how measurement error parameters are estimated for different situations. The various error types are considered. The purpose of the session is to enable participants to: (1) estimate systematic error variances from standard data; (2) estimate random error variances from data as replicate measurement data; (3) perform a simple analysis of variances to characterize the measurement error structure when biases vary over time

  4. 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

  5. Estimation of measurement variances

    International Nuclear Information System (INIS)

    Jaech, J.L.

    1984-01-01

    The estimation of measurement error parameters in safeguards systems is discussed. Both systematic and random errors are considered. A simple analysis of variances to characterize the measurement error structure with biases varying over time is presented

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

    Science.gov (United States)

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

    2013-07-01

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

  7. A COSMIC VARIANCE COOKBOOK

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  8. 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...

  9. 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)

  10. 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.

  11. 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.

  12. 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...

  13. 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.

  14. 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

  15. 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.

  16. 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.

  17. 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...

  18. 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.

  19. 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.

  20. Genetic Variance Partitioning and Genome-Wide Prediction with Allele Dosage Information in Autotetraploid Potato.

    Science.gov (United States)

    Endelman, Jeffrey B; Carley, Cari A Schmitz; Bethke, Paul C; Coombs, Joseph J; Clough, Mark E; da Silva, Washington L; De Jong, Walter S; Douches, David S; Frederick, Curtis M; Haynes, Kathleen G; Holm, David G; Miller, J Creighton; Muñoz, Patricio R; Navarro, Felix M; Novy, Richard G; Palta, Jiwan P; Porter, Gregory A; Rak, Kyle T; Sathuvalli, Vidyasagar R; Thompson, Asunta L; Yencho, G Craig

    2018-05-01

    As one of the world's most important food crops, the potato ( Solanum tuberosum L.) has spurred innovation in autotetraploid genetics, including in the use of SNP arrays to determine allele dosage at thousands of markers. By combining genotype and pedigree information with phenotype data for economically important traits, the objectives of this study were to (1) partition the genetic variance into additive vs. nonadditive components, and (2) determine the accuracy of genome-wide prediction. Between 2012 and 2017, a training population of 571 clones was evaluated for total yield, specific gravity, and chip fry color. Genomic covariance matrices for additive ( G ), digenic dominant ( D ), and additive × additive epistatic ( G # G ) effects were calculated using 3895 markers, and the numerator relationship matrix ( A ) was calculated from a 13-generation pedigree. Based on model fit and prediction accuracy, mixed model analysis with G was superior to A for yield and fry color but not specific gravity. The amount of additive genetic variance captured by markers was 20% of the total genetic variance for specific gravity, compared to 45% for yield and fry color. Within the training population, including nonadditive effects improved accuracy and/or bias for all three traits when predicting total genotypic value. When six F 1 populations were used for validation, prediction accuracy ranged from 0.06 to 0.63 and was consistently lower (0.13 on average) without allele dosage information. We conclude that genome-wide prediction is feasible in potato and that it will improve selection for breeding value given the substantial amount of nonadditive genetic variance in elite germplasm. Copyright © 2018 by the Genetics Society of America.

  1. Modelling volatility by variance decomposition

    DEFF Research Database (Denmark)

    Amado, Cristina; Teräsvirta, Timo

    In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the variance of the model to have a smooth time-varying structure of either additive or multiplicative type. The suggested parameterisations describe both nonlinearity and structural change in the condit...

  2. 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

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

    NARCIS (Netherlands)

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

    2015-01-01

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

  4. Quantitative monitoring of sucrose, reducing sugar and total sugar dynamics for phenotyping of water-deficit stress tolerance in rice through spectroscopy and chemometrics

    Science.gov (United States)

    Das, Bappa; Sahoo, Rabi N.; Pargal, Sourabh; Krishna, Gopal; Verma, Rakesh; Chinnusamy, Viswanathan; Sehgal, Vinay K.; Gupta, Vinod K.; Dash, Sushanta K.; Swain, Padmini

    2018-03-01

    In the present investigation, the changes in sucrose, reducing and total sugar content due to water-deficit stress in rice leaves were modeled using visible, near infrared (VNIR) and shortwave infrared (SWIR) spectroscopy. The objectives of the study were to identify the best vegetation indices and suitable multivariate technique based on precise analysis of hyperspectral data (350 to 2500 nm) and sucrose, reducing sugar and total sugar content measured at different stress levels from 16 different rice genotypes. Spectral data analysis was done to identify suitable spectral indices and models for sucrose estimation. Novel spectral indices in near infrared (NIR) range viz. ratio spectral index (RSI) and normalised difference spectral indices (NDSI) sensitive to sucrose, reducing sugar and total sugar content were identified which were subsequently calibrated and validated. The RSI and NDSI models had R2 values of 0.65, 0.71 and 0.67; RPD values of 1.68, 1.95 and 1.66 for sucrose, reducing sugar and total sugar, respectively for validation dataset. Different multivariate spectral models such as artificial neural network (ANN), multivariate adaptive regression splines (MARS), multiple linear regression (MLR), partial least square regression (PLSR), random forest regression (RFR) and support vector machine regression (SVMR) were also evaluated. The best performing multivariate models for sucrose, reducing sugars and total sugars were found to be, MARS, ANN and MARS, respectively with respect to RPD values of 2.08, 2.44, and 1.93. Results indicated that VNIR and SWIR spectroscopy combined with multivariate calibration can be used as a reliable alternative to conventional methods for measurement of sucrose, reducing sugars and total sugars of rice under water-deficit stress as this technique is fast, economic, and noninvasive.

  5. 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.

  6. Variance decomposition in stochastic simulators.

    Science.gov (United States)

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

    2015-06-28

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

  7. Variance decomposition in stochastic simulators

    Science.gov (United States)

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

    2015-06-01

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

  8. Variance decomposition in stochastic simulators

    Energy Technology Data Exchange (ETDEWEB)

    Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)

    2015-06-28

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

  9. Variance decomposition in stochastic simulators

    KAUST Repository

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

    2015-01-01

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

  10. On Mean-Variance Analysis

    OpenAIRE

    Li, Yang; Pirvu, Traian A

    2011-01-01

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

  11. 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.

  12. 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

  13. 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 ...

  14. 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…

  15. 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.)

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

    Directory of Open Access Journals (Sweden)

    Kaifeng Ma

    2018-01-01

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

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

    Science.gov (United States)

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

    2018-01-01

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

  18. Some observations on variance matrices

    Czech Academy of Sciences Publication Activity Database

    Fiedler, Miroslav

    2013-01-01

    Roč. 439, č. 2 (2013), s. 504-509 ISSN 0024-3795 Institutional support: RVO:67985807 Keywords : totally positive matrix * positive definite matrix * decay rate Subject RIV: BA - General Mathematics Impact factor: 0.983, year: 2013

  19. 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.

  20. FTO genotype is associated with phenotypic variability of body mass index

    NARCIS (Netherlands)

    Yang, J.; Loos, R.J.; Powell, J.E.; Medland, S.E.; Speliotes, E.K.; Chasman, D.I.; Rose, L.M.; Thorleifsson, G.; Steinthorsdottir, V.; Mägi, R.; Waite, L.; Smith, A.V.; Yerges-Armstrong, L.M.; Monda, K.L.; Hadley, D.; Mahajan, A.; Li, G.; Kapur, K.; Vitart, V.; Huffman, J.E.; Wang, S.R.; Palmer, C.; Esko, T.; Fischer, K.; Zhao, J.H.; Demirkan, A.; Isaacs, A.; Feitosa, M.F.; Luan, J.; Heard-Costa, N.L.; White, C.; Jackson, A.U.; Preuss, M; Ziegler, A.; Eriksson, J.; Kutalik, Z.; Frau, F.; Nolte, I.M.; van Vliet-Ostaptchouk, J.V.; Hottenga, J.J.; Jacobs, K.B.; Verweij, N.; Goel, A.; Medina-Gomez, C.; Estrada, K.; Bragg-Gresham, J.L.; Sanna, S.; Sidore, C.; Tyrer, J.; Teumer, A.; Prokopenko, I.; Mangino, M.; Lindgren, C.M.; Assimes, T.L.; Shuldiner, A.R.; Hui, J.; Beilby, J.P.; McArdle, W.L.; Hall, P.; Haritunians, T.; Zgaga, L.; Kolcic, I.; Polasek, O.; Zemunik, T.; Oostra, B.A.; Junttila, M.J.; Grönberg, H.; Schreiber, S; Peters, A.; Hicks, A.A.; Stephens, J.; Foad, N.S.; Laitinen, J.; Pouta, A.; Kaakinen, M.; Willemsen, G.; Vink, J.M.; Wild, S.H.; Navis, G.; Asselbergs, F.W.; Homuth, G.; John, U.; Iribarren, C.; Harris, T.; Launer, L.J.; Gudnason, V.; O'Connell, J.R.; Boerwinkle, E.; Cadby, G.; Palmer, L.J.; James, A.L.; Musk, A.W.; Ingelsson, E.; Psaty, B.M.; Beckmann, J.S.; Waeber, G.; Vollenweider, P.; Hayward, C.; Wright, A.F.; Rudan, I.; Groop, L.C.; Metspalu, A.; Thee Khaw, K.; van Duijn, C.M.; Borecki, I.B.; Province, M.A.; Wareham, N.J.; Tardif, J.C.; Huikuri, H.V.; Cupples, L.A.; Atwood, L.D.; Fox, C.S.; Boehnke, M.; Collins, F.S.; Mohlke, K.L.; Erdmann, J.; Schunkert, H.; Hengstenberg, C.; Stark, K.; Lorentzon, M.; Ohlsson, C.; Cusi, D.; Staessen, J.A.; van der Klauw, M.M.; Pramstaller, P.P.; Kathiresan, S.; Jolley, D.J.; Ripatti, S.; Jarvelin, M.-R.; de Geus, E.J.C.; Boomsma, D.I.; Penninx, B.W.J.H.; Wilson, J.F.; Campbell, H.; Chanock, S.J.; van der Harst, P.; Hamsten, A.; Watkins, H.; Hofman, A.; Witteman, J.C.; Zillikens, M.C.; Uitterlinden, A.G.; Rivadeneira, F.; Kiemeney, L.A.; Vermeulen, S.H.; Abecasis, G.R.; Schlessinger, D.; Schipf, S.; Stumvoll, M.; Tönjes, A.; Spector, T.D.; North, K.E.; Lettre, G.; McCarthy, M.I.; Berndt, S.I.; Heath, A.C.; Madden, P.A.F.; Nyholt, DR; Montgomery, G.W.; Martin, N.G.; McKnight, B.; Strachan, D.P.; Hill, W.G.; Snieder, H.; Ridker, P.M.; Thorsteinsdottir, U.; Stefansson, K.; Frayling, T.M.; Hirschhorn, J.N.; Goddard, M.E.; Visscher, P.M.

    2012-01-01

    There is evidence across several species for genetic control of phenotypic variation of complex traits, such that the variance among phenotypes is genotype dependent. Understanding genetic control of variability is important in evolutionary biology, agricultural selection programmes and human

  1. 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.

  2. 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 ...

  3. Molecular variance of the Tunisian almond germplasm assessed by ...

    African Journals Online (AJOL)

    The genetic variance analysis of 82 almond (Prunus dulcis Mill.) genotypes was performed using ten genomic simple sequence repeats (SSRs). A total of 50 genotypes from Tunisia including local landraces identified while prospecting the different sites of Bizerte and Sidi Bouzid (Northern and central parts) which are the ...

  4. No-migration variance petition

    International Nuclear Information System (INIS)

    1990-03-01

    Volume IV contains the following attachments: TRU mixed waste characterization database; hazardous constituents of Rocky flats transuranic waste; summary of waste components in TRU waste sampling program at INEL; total volatile organic compounds (VOC) analyses at Rocky Flats Plant; total metals analyses from Rocky Flats Plant; results of toxicity characteristic leaching procedure (TCLP) analyses; results of extraction procedure (EP) toxicity data analyses; summary of headspace gas analysis in Rocky Flats Plant (RFP) -- sampling program FY 1988; waste drum gas generation--sampling program at Rocky Flats Plant during FY 1988; TRU waste sampling program -- volume one; TRU waste sampling program -- volume two; and summary of headspace gas analyses in TRU waste sampling program; summary of volatile organic compounds (V0C) -- analyses in TRU waste sampling program

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

    Science.gov (United States)

    Rodríguez-Clark, K M

    2004-07-01

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

  6. 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...

  7. 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...

  8. Estimating the variation, autocorrelation, and environmental sensitivity of phenotypic selection

    NARCIS (Netherlands)

    Chevin, Luis-Miguel; Visser, Marcel E.; Tufto, Jarle

    2015-01-01

    Despite considerable interest in temporal and spatial variation of phenotypic selection, very few methods allow quantifying this variation while correctly accounting for the error variance of each individual estimate. Furthermore, the available methods do not estimate the autocorrelation of

  9. Estimating the variation, autocorrelation, and environmental sensitivity of phenotypic selection

    NARCIS (Netherlands)

    Chevin, Luis-Miguel; Visser, Marcel E.; Tufto, Jarle

    Despite considerable interest in temporal and spatial variation of phenotypic selection, very few methods allow quantifying this variation while correctly accounting for the error variance of each individual estimate. Furthermore, the available methods do not estimate the autocorrelation of

  10. 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

  11. Least-squares variance component estimation

    NARCIS (Netherlands)

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

    2007-01-01

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

  12. 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...

  13. Variance estimation for generalized Cavalieri estimators

    OpenAIRE

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

    2011-01-01

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

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

    Science.gov (United States)

    Hruschka, Daniel J; Burger, Oskar

    2016-04-19

    Most work on the human fertility transition has focused on declines in mean fertility. However, understanding changes in the variance of reproductive outcomes can be equally important for evolutionary questions about the heritability of fertility, individual determinants of fertility and changing patterns of reproductive skew. Here, we document how variance in completed fertility among women (45-49 years) differs across 200 surveys in 72 low- to middle-income countries where fertility transitions are currently in progress at various stages. Nearly all (91%) of samples exhibit variance consistent with a Poisson process of fertility, which places systematic, and often severe, theoretical upper bounds on the proportion of variance that can be attributed to individual differences. In contrast to the pattern of total variance, these upper bounds increase from high- to mid-fertility samples, then decline again as samples move from mid to low fertility. Notably, the lowest fertility samples often deviate from a Poisson process. This suggests that as populations move to low fertility their reproduction shifts from a rate-based process to a focus on an ideal number of children. We discuss the implications of these findings for predicting completed fertility from individual-level variables. © 2016 The Author(s).

  15. 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.

  16. 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.

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

    Science.gov (United States)

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

    2013-01-01

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

  18. Grammatical and lexical variance in English

    CERN Document Server

    Quirk, Randolph

    2014-01-01

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

  19. A Mean variance analysis of arbitrage portfolios

    Science.gov (United States)

    Fang, Shuhong

    2007-03-01

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

  20. 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 ...

  1. 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.

  2. 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...

  3. Variance Component Selection With Applications to Microbiome Taxonomic Data

    Directory of Open Access Journals (Sweden)

    Jing Zhai

    2018-03-01

    Full Text Available High-throughput sequencing technology has enabled population-based studies of the role of the human microbiome in disease etiology and exposure response. Microbiome data are summarized as counts or composition of the bacterial taxa at different taxonomic levels. An important problem is to identify the bacterial taxa that are associated with a response. One method is to test the association of specific taxon with phenotypes in a linear mixed effect model, which incorporates phylogenetic information among bacterial communities. Another type of approaches consider all taxa in a joint model and achieves selection via penalization method, which ignores phylogenetic information. In this paper, we consider regression analysis by treating bacterial taxa at different level as multiple random effects. For each taxon, a kernel matrix is calculated based on distance measures in the phylogenetic tree and acts as one variance component in the joint model. Then taxonomic selection is achieved by the lasso (least absolute shrinkage and selection operator penalty on variance components. Our method integrates biological information into the variable selection problem and greatly improves selection accuracies. Simulation studies demonstrate the superiority of our methods versus existing methods, for example, group-lasso. Finally, we apply our method to a longitudinal microbiome study of Human Immunodeficiency Virus (HIV infected patients. We implement our method using the high performance computing language Julia. Software and detailed documentation are freely available at https://github.com/JingZhai63/VCselection.

  4. 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.

  5. Decomposition of Variance for Spatial Cox Processes.

    Science.gov (United States)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    2013-03-01

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

  6. 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.

  7. 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....

  8. 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

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

    Science.gov (United States)

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

    2000-01-01

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

  10. 29 CFR 1920.2 - Variances.

    Science.gov (United States)

    2010-07-01

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

  11. 78 FR 14122 - Revocation of Permanent Variances

    Science.gov (United States)

    2013-03-04

    ... Douglas Fir planking had to have at least a 1,900 fiber stress and 1,900,000 modulus of elasticity, while the Yellow Pine planking had to have at least 2,500 fiber stress and 2,000,000 modulus of elasticity... the permanent variances, and affected employees, to submit written data, views, and arguments...

  12. Variance Risk Premia on Stocks and Bonds

    DEFF Research Database (Denmark)

    Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea

    Investors in fixed income markets are willing to pay a very large premium to be hedged against shocks in expected volatility and the size of this premium can be studied through variance swaps. Using thirty years of option and high-frequency data, we document the following novel stylized facts...

  13. Biological Variance in Agricultural Products. Theoretical Considerations

    NARCIS (Netherlands)

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

    2003-01-01

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

  14. Decomposition of variance for spatial Cox processes

    DEFF Research Database (Denmark)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...

  15. Decomposition of variance for spatial Cox processes

    DEFF Research Database (Denmark)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    2013-01-01

    Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...

  16. Decomposition of variance for spatial Cox processes

    DEFF Research Database (Denmark)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introducea general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive...

  17. Variance Swap Replication: Discrete or Continuous?

    Directory of Open Access Journals (Sweden)

    Fabien Le Floc’h

    2018-02-01

    Full Text Available The popular replication formula to price variance swaps assumes continuity of traded option strikes. In practice, however, there is only a discrete set of option strikes traded on the market. We present here different discrete replication strategies and explain why the continuous replication price is more relevant.

  18. 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

  19. 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

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

    NARCIS (Netherlands)

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

    2013-01-01

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

  1. 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...

  2. Partitioning of genomic variance using biological pathways

    DEFF Research Database (Denmark)

    Edwards, Stefan McKinnon; Janss, Luc; Madsen, Per

    and that these variants are enriched for genes that are connected in biological pathways or for likely functional effects on genes. These biological findings provide valuable insight for developing better genomic models. These are statistical models for predicting complex trait phenotypes on the basis of SNP......-data and trait phenotypes and can account for a much larger fraction of the heritable component. A disadvantage is that this “black-box” modelling approach conceals the biological mechanisms underlying the trait. We propose to open the “black-box” by building SNP-set genomic models that evaluate the collective...... action of multiple SNPs in genes, biological pathways or other external findings on the trait phenotype. As proof of concept we have tested the modelling framework on several traits in dairy cattle....

  3. Phenotypic and Genetic Effects of Contrasting Ethanol Environments on Physiological and Developmental Traits in Drosophila melanogaster

    Science.gov (United States)

    Castañeda, Luis E.; Nespolo, Roberto F.

    2013-01-01

    A central problem in evolutionary physiology is to understand the relationship between energy metabolism and fitness-related traits. Most attempts to do so have been based on phenotypic correlations that are not informative for the evolutionary potential of natural populations. Here, we explored the effect of contrasting ethanol environments on physiological and developmental traits, their genetic (co)variances and genetic architecture in Drosophila melanogaster. Phenotypic and genetic parameters were estimated in two populations (San Fernando and Valdivia, Chile), using a half-sib family design where broods were split into ethanol-free and ethanol-supplemented conditions. Our findings show that metabolic rate, body mass and development times were sensitive (i.e., phenotypic plasticity) to ethanol conditions and dependent on population origin. Significant heritabilities were found for all traits, while significant genetic correlations were only found between larval and total development time and between development time and metabolic rate for flies of the San Fernando population developed in ethanol-free conditions. Posterior analyses indicated that the G matrices differed between ethanol conditions for the San Fernando population (mainly explained by differences in genetic (co)variances of developmental traits), whereas the Valdivia population exhibited similar G matrices between ethanol conditions. Our findings suggest that ethanol-free environment increases the energy available to reduce development time. Therefore, our results indicate that environmental ethanol could modify the process of energy allocation, which could have consequences on the evolutionary response of natural populations of D. melanogaster. PMID:23505567

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

    Science.gov (United States)

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

    2014-01-01

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

  5. 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.

  6. Does degree of gyrification underlie the phenotypic and genetic associations between cortical surface area and cognitive ability?

    Science.gov (United States)

    Docherty, Anna R; Hagler, Donald J; Panizzon, Matthew S; Neale, Michael C; Eyler, Lisa T; Fennema-Notestine, Christine; Franz, Carol E; Jak, Amy; Lyons, Michael J; Rinker, Daniel A; Thompson, Wesley K; Tsuang, Ming T; Dale, Anders M; Kremen, William S

    2015-02-01

    The phenotypic and genetic relationship between global cortical size and general cognitive ability (GCA) appears to be driven by surface area (SA) and not cortical thickness (CT). Gyrification (cortical folding) is an important property of the cortex that helps to increase SA within a finite space, and may also improve connectivity by reducing distance between regions. Hence, gyrification may be what underlies the SA-GCA relationship. In previous phenotypic studies, a 3-dimensional gyrification index (3DGI) has been positively associated with cognitive ability and negatively associated with mild cognitive impairment, Alzheimer's disease, and psychiatric disorders affecting cognition. However, the differential genetic associations of 3DGI and SA with GCA are still unclear. We examined the heritability of 3DGI, and the phenotypic, genetic, and environmental associations of 3DGI with SA and GCA in a large sample of adult male twins (N = 512). Nearly 85% of the variance in 3DGI was due to genes, and 3DGI had a strong phenotypic and genetic association with SA. Both 3DGI and total SA had positive phenotypic correlations with GCA. However, the SA-GCA correlation remained significant after controlling for 3DGI, but not the other way around. There was also significant genetic covariance between SA and GCA, but not between 3DGI and GCA. Thus, despite the phenotypic and genetic associations between 3DGI and SA, our results do not support the hypothesis that gyrification underlies the association between SA and GCA. Copyright © 2014 Elsevier Inc. All rights reserved.

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

    International Nuclear Information System (INIS)

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

    2013-01-01

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

  8. 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...

  9. The Theory of Variances in Equilibrium Reconstruction

    International Nuclear Information System (INIS)

    Zakharov, Leonid E.; Lewandowski, Jerome; Foley, Elizabeth L.; Levinton, Fred M.; Yuh, Howard Y.; Drozdov, Vladimir; McDonald, Darren

    2008-01-01

    The theory of variances of equilibrium reconstruction is presented. It complements existing practices with information regarding what kind of plasma profiles can be reconstructed, how accurately, and what remains beyond the abilities of diagnostic systems. The σ-curves, introduced by the present theory, give a quantitative assessment of quality of effectiveness of diagnostic systems in constraining equilibrium reconstructions. The theory also suggests a method for aligning the accuracy of measurements of different physical nature

  10. Fundamentals of exploratory analysis of variance

    CERN Document Server

    Hoaglin, David C; Tukey, John W

    2009-01-01

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

  11. Variance analysis refines overhead cost control.

    Science.gov (United States)

    Cooper, J C; Suver, J D

    1992-02-01

    Many healthcare organizations may not fully realize the benefits of standard cost accounting techniques because they fail to routinely report volume variances in their internal reports. If overhead allocation is routinely reported on internal reports, managers can determine whether billing remains current or lost charges occur. Healthcare organizations' use of standard costing techniques can lead to more realistic performance measurements and information system improvements that alert management to losses from unrecovered overhead in time for corrective action.

  12. The Genealogical Consequences of Fecundity Variance Polymorphism

    Science.gov (United States)

    Taylor, Jesse E.

    2009-01-01

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

  13. Discussion on variance reduction technique for shielding

    Energy Technology Data Exchange (ETDEWEB)

    Maekawa, Fujio [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment

    1998-03-01

    As the task of the engineering design activity of the international thermonuclear fusion experimental reactor (ITER), on 316 type stainless steel (SS316) and the compound system of SS316 and water, the shielding experiment using the D-T neutron source of FNS in Japan Atomic Energy Research Institute has been carried out. However, in these analyses, enormous working time and computing time were required for determining the Weight Window parameter. Limitation or complication was felt when the variance reduction by Weight Window method of MCNP code was carried out. For the purpose of avoiding this difficulty, investigation was performed on the effectiveness of the variance reduction by cell importance method. The conditions of calculation in all cases are shown. As the results, the distribution of fractional standard deviation (FSD) related to neutrons and gamma-ray flux in the direction of shield depth is reported. There is the optimal importance change, and when importance was increased at the same rate as that of the attenuation of neutron or gamma-ray flux, the optimal variance reduction can be done. (K.I.)

  14. Does epigenetic polymorphism contribute to phenotypic variances in Jatropha curcas L.?

    Directory of Open Access Journals (Sweden)

    Bui Ha TN

    2010-11-01

    Full Text Available Abstract Background There is a growing interest in Jatropha curcas L. (jatropha as a biodiesel feedstock plant. Variations in its morphology and seed productivity have been well documented. However, there is the lack of systematic comparative evaluation of distinct collections under same climate and agronomic practices. With the several reports on low genetic diversity in jatropha collections, there is uncertainty on genetic contribution to jatropha morphology. Result In this study, five populations of jatropha plants collected from China (CN, Indonesia (MD, Suriname (SU, Tanzania (AF and India (TN were planted in one farm under the same agronomic practices. Their agronomic traits (branching pattern, height, diameter of canopy, time to first flowering, dormancy, accumulated seed yield and oil content were observed and tracked for two years. Significant variations were found for all the agronomic traits studied. Genetic diversity and epigenetic diversity were evaluated using florescence Amplified Fragment Length Polymorphism (fAFLP and methylation sensitive florescence AFLP (MfAFLP methods. Very low level of genetic diversity was detected (polymorphic band Conclusion Our study confirmed climate and practice independent differences in agronomic performance among jatropha collections. Such agronomic trait variations, however, were matched by very low genetic diversity and medium level but significant epigenetic diversity. Significant difference in inner cytosine and double cytosine methylation at CCGG sites was also found among populations. Most epigenetic differential markers can be inherited as epialleles following Mendelian segregation. These results suggest possible involvement of epigenetics in jatropha development.

  15. Genetic analyses, phenotypic adaptability and stability in sugarcane genotypes for commercial cultivation in Pernambuco.

    Science.gov (United States)

    Dutra Filho, J A; Junior, T C; Simões Neto, D E

    2015-10-05

    In the present study, we assessed the agro-industrial performance of 22 sugarcane genotypes adaptable to edaphoclimatic conditions in production microregions in the State of Pernambuco, Brazil, and we recommended the commercial cultivation of select genotypes. The variables analyzed were as follows: sucrose percentage in cane juice, tonnage of saccharose per hectare (TPH), sugarcane tonnage per hectare (TCH), fiber, solid soluble contents, total recoverable sugar tonnage (ATR), and total recoverable sugar tonnage per hectare (ATR t/ha). A randomized block design with 4 repeats was used. Combined variance of the experiments, genetic parameter estimates, and environment stratification were analyzed. Phenotypic adaptability and stability were analyzed using the Annicchiarico and Wricke methods and analysis of variance. Genetic gain was estimated using the classic index and sum of ranks. Genotype selection was efficient for TPH, TCH, and ATR t/ha. Genotypes presented a great potential for improvement and a similar response pattern in Litoral Norte and Mata Sul microregions for TPH and TCH and Litoral Norte and Litoral Sul microregions for ATR t/ha. Genotypes SP78-4764, RB813804, and SP79-101 showed better productivity and phenotypic adaptability and stability, according to the Wricke and Annicchiarico methods. These genotypes can be recommended for cultivation in the sugarcane belt in the State of Pernambuco.

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

    NARCIS (Netherlands)

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

    2011-01-01

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

  17. 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

  18. 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.

  19. Markov bridges, bisection and variance reduction

    DEFF Research Database (Denmark)

    Asmussen, Søren; Hobolth, Asger

    . In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented......Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints...

  20. The value of travel time variance

    OpenAIRE

    Fosgerau, Mogens; Engelson, Leonid

    2010-01-01

    This paper considers the value of travel time variability under scheduling preferences that are de�fined in terms of linearly time-varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can free...

  1. 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...

  2. Variance-based Salt Body Reconstruction

    KAUST Repository

    Ovcharenko, Oleg

    2017-05-26

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

  3. Candidate gene analyses of 3-dimensional dentoalveolar phenotypes in subjects with malocclusion

    Science.gov (United States)

    Weaver, Cole A.; Miller, Steven F.; da Fontoura, Clarissa S. G.; Wehby, George L.; Amendt, Brad A.; Holton, Nathan E.; Allareddy, Veeratrishul; Southard, Thomas E.; Moreno Uribe, Lina M.

    2017-01-01

    Introduction Genetic studies of malocclusion etiology have identified 4 deleterious mutations in genes, DUSP6, ARHGAP21, FGF23, and ADAMTS1 in familial Class III cases. Although these variants may have large impacts on Class III phenotypic expression, their low frequency (malocclusions. Thus, much of the genetic variation underlying the dentofacial phenotypic variation associated with malocclusion remains unknown. In this study, we evaluated associations between common genetic variations in craniofacial candidate genes and 3-dimensional dentoalveolar phenotypes in patients with malocclusion. Methods Pretreatment dental casts or cone-beam computed tomographic images from 300 healthy subjects were digitized with 48 landmarks. The 3-dimensional coordinate data were submitted to a geometric morphometric approach along with principal component analysis to generate continuous phenotypes including symmetric and asymmetric components of dentoalveolar shape variation, fluctuating asymmetry, and size. The subjects were genotyped for 222 single-nucleotide polymorphisms in 82 genes/loci, and phenotpye-genotype associations were tested via multivariate linear regression. Results Principal component analysis of symmetric variation identified 4 components that explained 68% of the total variance and depicted anteroposterior, vertical, and transverse dentoalveolar discrepancies. Suggestive associations (P eruptions. Suggestive associations were found with TBX1 AJUBA, SNAI3 SATB2, TP63, and 1p22.1. Fluctuating asymmetry was associated with BMP3 and LATS1. Associations for SATB2 and BMP3 with asymmetric variations remained significant after the Bonferroni correction (P malocclusions were identified. PMID:28257739

  4. Candidate gene analyses of 3-dimensional dentoalveolar phenotypes in subjects with malocclusion.

    Science.gov (United States)

    Weaver, Cole A; Miller, Steven F; da Fontoura, Clarissa S G; Wehby, George L; Amendt, Brad A; Holton, Nathan E; Allareddy, Veeratrishul; Southard, Thomas E; Moreno Uribe, Lina M

    2017-03-01

    Genetic studies of malocclusion etiology have identified 4 deleterious mutations in genes DUSP6,ARHGAP21, FGF23, and ADAMTS1 in familial Class III cases. Although these variants may have large impacts on Class III phenotypic expression, their low frequency (common genetic variations in craniofacial candidate genes and 3-dimensional dentoalveolar phenotypes in patients with malocclusion. Pretreatment dental casts or cone-beam computed tomographic images from 300 healthy subjects were digitized with 48 landmarks. The 3-dimensional coordinate data were submitted to a geometric morphometric approach along with principal component analysis to generate continuous phenotypes including symmetric and asymmetric components of dentoalveolar shape variation, fluctuating asymmetry, and size. The subjects were genotyped for 222 single-nucleotide polymorphisms in 82 genes/loci, and phenotpye-genotype associations were tested via multivariate linear regression. Principal component analysis of symmetric variation identified 4 components that explained 68% of the total variance and depicted anteroposterior, vertical, and transverse dentoalveolar discrepancies. Suggestive associations (P centroid size, a proxy for dentoalveolar size variation with 4p16.1 and SNAI1. Specific genetic pathways associated with 3-dimensional dentoalveolar phenotypic variation in malocclusions were identified. Copyright © 2016 American Association of Orthodontists. Published by Elsevier Inc. All rights reserved.

  5. On the noise variance of a digital mammography system

    International Nuclear Information System (INIS)

    Burgess, Arthur

    2004-01-01

    A recent paper by Cooper et al. [Med. Phys. 30, 2614-2621 (2003)] contains some apparently anomalous results concerning the relationship between pixel variance and x-ray exposure for a digital mammography system. They found an unexpected peak in a display domain pixel variance plot as a function of 1/mAs (their Fig. 5) with a decrease in the range corresponding to high display data values, corresponding to low x-ray exposures. As they pointed out, if the detector response is linear in exposure and the transformation from raw to display data scales is logarithmic, then pixel variance should be a monotonically increasing function in the figure. They concluded that the total system transfer curve, between input exposure and display image data values, is not logarithmic over the full exposure range. They separated data analysis into two regions and plotted the logarithm of display image pixel variance as a function of the logarithm of the mAs used to produce the phantom images. They found a slope of minus one for high mAs values and concluded that the transfer function is logarithmic in this region. They found a slope of 0.6 for the low mAs region and concluded that the transfer curve was neither linear nor logarithmic for low exposure values. It is known that the digital mammography system investigated by Cooper et al. has a linear relationship between exposure and raw data values [Vedantham et al., Med. Phys. 27, 558-567 (2000)]. The purpose of this paper is to show that the variance effect found by Cooper et al. (their Fig. 5) arises because the transformation from the raw data scale (14 bits) to the display scale (12 bits), for the digital mammography system they investigated, is not logarithmic for raw data values less than about 300 (display data values greater than about 3300). At low raw data values the transformation is linear and prevents over-ranging of the display data scale. Parametric models for the two transformations will be presented. Results of pixel

  6. 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)

  7. 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)

  8. 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.

  9. Analysis of Variance in Statistical Image Processing

    Science.gov (United States)

    Kurz, Ludwik; Hafed Benteftifa, M.

    1997-04-01

    A key problem in practical image processing is the detection of specific features in a noisy image. Analysis of variance (ANOVA) techniques can be very effective in such situations, and this book gives a detailed account of the use of ANOVA in statistical image processing. The book begins by describing the statistical representation of images in the various ANOVA models. The authors present a number of computationally efficient algorithms and techniques to deal with such problems as line, edge, and object detection, as well as image restoration and enhancement. By describing the basic principles of these techniques, and showing their use in specific situations, the book will facilitate the design of new algorithms for particular applications. It will be of great interest to graduate students and engineers in the field of image processing and pattern recognition.

  10. 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...

  11. The value of travel time variance

    DEFF Research Database (Denmark)

    Fosgerau, Mogens; Engelson, Leonid

    2011-01-01

    This paper considers the value of travel time variability under scheduling preferences that are defined in terms of linearly time varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability...... that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can freely choose departure time and to travellers who use a scheduled service with fixed headway. Depending...... on parameters, travellers may be risk averse or risk seeking and the value of travel time may increase or decrease in the mean travel time....

  12. 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.

  13. Identification of QTL for UV-protective eye area pigmentation in cattle by progeny phenotyping and genome-wide association analysis.

    Directory of Open Access Journals (Sweden)

    Hubert Pausch

    Full Text Available Pigmentation patterns allow for the differentiation of cattle breeds. A dominantly inherited white head is characteristic for animals of the Fleckvieh (FV breed. However, a minority of the FV animals exhibits peculiar pigmentation surrounding the eyes (ambilateral circumocular pigmentation, ACOP. In areas where animals are exposed to increased solar ultraviolet radiation, ACOP is associated with a reduced susceptibility to bovine ocular squamous cell carcinoma (BOSCC, eye cancer. Eye cancer is the most prevalent malignant tumour affecting cattle. Selection for animals with ACOP rapidly reduces the incidence of BOSCC. To identify quantitative trait loci (QTL underlying ACOP, we performed a genome-wide association study using 658,385 single nucleotide polymorphisms (SNPs. The study population consisted of 3579 bulls of the FV breed with a total of 320,186 progeny with phenotypes for ACOP. The proportion of progeny with ACOP was used as a quantitative trait with high heritability (h(2 = 0.79. A variance component based approach to account for population stratification uncovered twelve QTL regions on seven chromosomes. The identified QTL point to MCM6, PAX3, ERBB3, KITLG, LEF1, DKK2, KIT, CRIM1, ATRN, GSDMC, MITF and NBEAL2 as underlying genes for eye area pigmentation in cattle. The twelve QTL regions explain 44.96% of the phenotypic variance of the proportion of daughters with ACOP. The chromosomes harbouring significantly associated SNPs account for 54.13% of the phenotypic variance, while another 19.51% of the phenotypic variance is attributable to chromosomes without identified QTL. Thus, the missing heritability amounts to 7% only. Our results support a polygenic inheritance pattern of ACOP in cattle and provide the basis for efficient genomic selection of animals that are less susceptible to serious eye diseases.

  14. Total protein

    Science.gov (United States)

    ... page: //medlineplus.gov/ency/article/003483.htm Total protein To use the sharing features on this page, please enable JavaScript. The total protein test measures the total amount of two classes ...

  15. 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

  16. 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.

  17. 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...

  18. 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.

  19. Relationship among phenotypic plasticity, phenotypic fluctuations ...

    Indian Academy of Sciences (India)

    Prakash

    changes produced by mutations. On the other hand, the .... fluorescence in bacteria and checked a possible relationship between evolution speed ... at each generation, and the fluctuation by the variance of ..... that by Eigen. 4. Microscopic approach: Gene regulation network ..... Formulation; Biopolymers 20 1013. Alon U ...

  20. The Distribution of the Sample Minimum-Variance Frontier

    OpenAIRE

    Raymond Kan; Daniel R. Smith

    2008-01-01

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

  1. The quantitative genetics of phenotypic variation in animals

    NARCIS (Netherlands)

    Hill, W.G.; Mulder, H.A.; Zhang, X.S.

    2007-01-01

    Considerable attention has been paid to estimating genetic variability in quantitative traits and to how it is maintained and changed by selection in natural and domesticated populations, but rather little attention has been paid to how levels of environmental and phenotypic variance are influenced.

  2. Phenotypic correlations between egg weight and some egg quality ...

    African Journals Online (AJOL)

    Eggs were examined for both internal and external egg quality traits.Data obtained were subjected to one-way analysis of variance using the general linear procedure of SAS (2012). Differences in means were ranked using the Duncan's multiple Range test. Phenotypic correlations between egg weight and other egg quality ...

  3. Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability

    DEFF Research Database (Denmark)

    Rombouts, Jerome V.K.; Stentoft, Lars; Violante, Francesco

    We develop a joint framework linking the physical variance and its risk neutral expectation implying variance risk premia that are persistent, appropriately reacting to changes in level and variability of the variance and naturally satisfying the sign constraint. Using option market data and real...... events and only marginally by the premium associated with normal price fluctuations....

  4. 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.

  5. Asthma phenotypes in childhood.

    Science.gov (United States)

    Reddy, Monica B; Covar, Ronina A

    2016-04-01

    This review describes the literature over the past 18 months that evaluated childhood asthma phenotypes, highlighting the key aspects of these studies, and comparing these studies to previous ones in this area. Recent studies on asthma phenotypes have identified new phenotypes on the basis of statistical analyses (using cluster analysis and latent class analysis methodology) and have evaluated the outcomes and associated risk factors of previously established early childhood asthma phenotypes that are based on asthma onset and patterns of wheezing illness. There have also been investigations focusing on immunologic, physiologic, and genetic correlates of various phenotypes, as well as identification of subphenotypes of severe childhood asthma. Childhood asthma remains a heterogeneous condition, and investigations into these various presentations, risk factors, and outcomes are important since they can offer therapeutic and prognostic relevance. Further investigation into the immunopathology and genetic basis underlying childhood phenotypes is important so therapy can be tailored accordingly.

  6. Reduced genetic variance among high fitness individuals: inferring stabilizing selection on male sexual displays in Drosophila serrata.

    Science.gov (United States)

    Sztepanacz, Jacqueline L; Rundle, Howard D

    2012-10-01

    Directional selection is prevalent in nature, yet phenotypes tend to remain relatively constant, suggesting a limit to trait evolution. However, the genetic basis of this limit is unresolved. Given widespread pleiotropy, opposing selection on a trait may arise from the effects of the underlying alleles on other traits under selection, generating net stabilizing selection on trait genetic variance. These pleiotropic costs of trait exaggeration may arise through any number of other traits, making them hard to detect in phenotypic analyses. Stabilizing selection can be inferred, however, if genetic variance is greater among low- compared to high-fitness individuals. We extend a recently suggested approach to provide a direct test of a difference in genetic variance for a suite of cuticular hydrocarbons (CHCs) in Drosophila serrata. Despite strong directional sexual selection on these traits, genetic variance differed between high- and low-fitness individuals and was greater among the low-fitness males for seven of eight CHCs, significantly more than expected by chance. Univariate tests of a difference in genetic variance were nonsignificant but likely have low power. Our results suggest that further CHC exaggeration in D. serrata in response to sexual selection is limited by pleiotropic costs mediated through other traits. © 2012 The Author(s). Evolution© 2012 The Society for the Study of Evolution.

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

    Science.gov (United States)

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

    2014-08-19

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

  8. Longitudinal Investigation into Genetics in the Conservation of Metabolic Phenotypes in Danish and Chinese Twins

    DEFF Research Database (Denmark)

    Li, Shuxia; Kyvik, Kirsten Ohm; Duan, Haiping

    2016-01-01

    twin study on long-term stability of metabolic phenotypes in Danish and Chinese twins identified a common pattern of high genetic control over phenotype conservation, and at the same time revealed population-specific patterns of genetic and common environmental regulation on the variance as well...

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

    Science.gov (United States)

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

    2017-04-01

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

  10. Gene set analysis using variance component tests.

    Science.gov (United States)

    Huang, Yen-Tsung; Lin, Xihong

    2013-06-28

    Gene set analyses have become increasingly important in genomic research, as many complex diseases are contributed jointly by alterations of numerous genes. Genes often coordinate together as a functional repertoire, e.g., a biological pathway/network and are highly correlated. However, most of the existing gene set analysis methods do not fully account for the correlation among the genes. Here we propose to tackle this important feature of a gene set to improve statistical power in gene set analyses. We propose to model the effects of an independent variable, e.g., exposure/biological status (yes/no), on multiple gene expression values in a gene set using a multivariate linear regression model, where the correlation among the genes is explicitly modeled using a working covariance matrix. We develop TEGS (Test for the Effect of a Gene Set), a variance component test for the gene set effects by assuming a common distribution for regression coefficients in multivariate linear regression models, and calculate the p-values using permutation and a scaled chi-square approximation. We show using simulations that type I error is protected under different choices of working covariance matrices and power is improved as the working covariance approaches the true covariance. The global test is a special case of TEGS when correlation among genes in a gene set is ignored. Using both simulation data and a published diabetes dataset, we show that our test outperforms the commonly used approaches, the global test and gene set enrichment analysis (GSEA). We develop a gene set analyses method (TEGS) under the multivariate regression framework, which directly models the interdependence of the expression values in a gene set using a working covariance. TEGS outperforms two widely used methods, GSEA and global test in both simulation and a diabetes microarray data.

  11. Total algorithms

    NARCIS (Netherlands)

    Tel, G.

    We define the notion of total algorithms for networks of processes. A total algorithm enforces that a "decision" is taken by a subset of the processes, and that participation of all processes is required to reach this decision. Total algorithms are an important building block in the design of

  12. Clinical phenotypes of asthma

    NARCIS (Netherlands)

    Bel, Elisabeth H.

    2004-01-01

    PURPOSE OF REVIEW: Asthma is a phenotypically heterogeneous disorder and, over the years, many different clinical subtypes of asthma have been described. A precise definition of asthma phenotypes is now becoming more and more important, not only for a better understanding of pathophysiologic

  13. 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

  14. 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

  15. 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

  16. 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.

  17. How Reliable Are Students' Evaluations of Teaching Quality? A Variance Components Approach

    Science.gov (United States)

    Feistauer, Daniela; Richter, Tobias

    2017-01-01

    The inter-rater reliability of university students' evaluations of teaching quality was examined with cross-classified multilevel models. Students (N = 480) evaluated lectures and seminars over three years with a standardised evaluation questionnaire, yielding 4224 data points. The total variance of these student evaluations was separated into the…

  18. Genetic Regulation of Phenotypic Plasticity and Canalisation in Yeast Growth.

    Directory of Open Access Journals (Sweden)

    Anupama Yadav

    Full Text Available The ability of a genotype to show diverse phenotypes in different environments is called phenotypic plasticity. Phenotypic plasticity helps populations to evade extinctions in novel environments, facilitates adaptation and fuels evolution. However, most studies focus on understanding the genetic basis of phenotypic regulation in specific environments. As a result, while it's evolutionary relevance is well established, genetic mechanisms regulating phenotypic plasticity and their overlap with the environment specific regulators is not well understood. Saccharomyces cerevisiae is highly sensitive to the environment, which acts as not just external stimulus but also as signalling cue for this unicellular, sessile organism. We used a previously published dataset of a biparental yeast population grown in 34 diverse environments and mapped genetic loci regulating variation in phenotypic plasticity, plasticity QTL, and compared them with environment-specific QTL. Plasticity QTL is one whose one allele exhibits high plasticity whereas the other shows a relatively canalised behaviour. We mapped phenotypic plasticity using two parameters-environmental variance, an environmental order-independent parameter and reaction norm (slope, an environmental order-dependent parameter. Our results show a partial overlap between pleiotropic QTL and plasticity QTL such that while some plasticity QTL are also pleiotropic, others have a significant effect on phenotypic plasticity without being significant in any environment independently. Furthermore, while some plasticity QTL are revealed only in specific environmental orders, we identify large effect plasticity QTL, which are order-independent such that whatever the order of the environments, one allele is always plastic and the other is canalised. Finally, we show that the environments can be divided into two categories based on the phenotypic diversity of the population within them and the two categories have

  19. Estimating the encounter rate variance in distance sampling

    Science.gov (United States)

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

    2009-01-01

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

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

    Science.gov (United States)

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

    2018-02-15

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

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

    Directory of Open Access Journals (Sweden)

    Abdulqader Jighly

    2018-02-01

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

  2. Rethinking the evolution of specialization: A model for the evolution of phenotypic heterogeneity.

    Science.gov (United States)

    Rubin, Ilan N; Doebeli, Michael

    2017-12-21

    Phenotypic heterogeneity refers to genetically identical individuals that express different phenotypes, even when in the same environment. Traditionally, "bet-hedging" in fluctuating environments is offered as the explanation for the evolution of phenotypic heterogeneity. However, there are an increasing number of examples of microbial populations that display phenotypic heterogeneity in stable environments. Here we present an evolutionary model of phenotypic heterogeneity of microbial metabolism and a resultant theory for the evolution of phenotypic versus genetic specialization. We use two-dimensional adaptive dynamics to track the evolution of the population phenotype distribution of the expression of two metabolic processes with a concave trade-off. Rather than assume a Gaussian phenotype distribution, we use a Beta distribution that is capable of describing genotypes that manifest as individuals with two distinct phenotypes. Doing so, we find that environmental variation is not a necessary condition for the evolution of phenotypic heterogeneity, which can evolve as a form of specialization in a stable environment. There are two competing pressures driving the evolution of specialization: directional selection toward the evolution of phenotypic heterogeneity and disruptive selection toward genetically determined specialists. Because of the lack of a singular point in the two-dimensional adaptive dynamics and the fact that directional selection is a first order process, while disruptive selection is of second order, the evolution of phenotypic heterogeneity dominates and often precludes speciation. We find that branching, and therefore genetic specialization, occurs mainly under two conditions: the presence of a cost to maintaining a high phenotypic variance or when the effect of mutations is large. A cost to high phenotypic variance dampens the strength of selection toward phenotypic heterogeneity and, when sufficiently large, introduces a singular point into

  3. 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....

  4. 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)

  5. Totally James

    Science.gov (United States)

    Owens, Tom

    2006-01-01

    This article presents an interview with James Howe, author of "The Misfits" and "Totally Joe". In this interview, Howe discusses tolerance, diversity and the parallels between his own life and his literature. Howe's four books in addition to "The Misfits" and "Totally Joe" and his list of recommended books with lesbian, gay, bisexual, transgender,…

  6. 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.

  7. 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.

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

    Science.gov (United States)

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

    2015-01-01

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

  9. 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.

  10. 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...

  11. 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...

  12. Adaptive evolution of molecular phenotypes

    International Nuclear Information System (INIS)

    Held, Torsten; Nourmohammad, Armita; Lässig, Michael

    2014-01-01

    Molecular phenotypes link genomic information with organismic functions, fitness, and evolution. Quantitative traits are complex phenotypes that depend on multiple genomic loci. In this paper, we study the adaptive evolution of a quantitative trait under time-dependent selection, which arises from environmental changes or through fitness interactions with other co-evolving phenotypes. We analyze a model of trait evolution under mutations and genetic drift in a single-peak fitness seascape. The fitness peak performs a constrained random walk in the trait amplitude, which determines the time-dependent trait optimum in a given population. We derive analytical expressions for the distribution of the time-dependent trait divergence between populations and of the trait diversity within populations. Based on this solution, we develop a method to infer adaptive evolution of quantitative traits. Specifically, we show that the ratio of the average trait divergence and the diversity is a universal function of evolutionary time, which predicts the stabilizing strength and the driving rate of the fitness seascape. From an information-theoretic point of view, this function measures the macro-evolutionary entropy in a population ensemble, which determines the predictability of the evolutionary process. Our solution also quantifies two key characteristics of adapting populations: the cumulative fitness flux, which measures the total amount of adaptation, and the adaptive load, which is the fitness cost due to a population's lag behind the fitness peak. (paper)

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

    Science.gov (United States)

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

    2012-04-01

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

  14. 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

  15. Variance of a potential of mean force obtained using the weighted histogram analysis method.

    Science.gov (United States)

    Cukier, Robert I

    2013-11-27

    A potential of mean force (PMF) that provides the free energy of a thermally driven system along some chosen reaction coordinate (RC) is a useful descriptor of systems characterized by complex, high dimensional potential energy surfaces. Umbrella sampling window simulations use potential energy restraints to provide more uniform sampling along a RC so that potential energy barriers that would otherwise make equilibrium sampling computationally difficult can be overcome. Combining the results from the different biased window trajectories can be accomplished using the Weighted Histogram Analysis Method (WHAM). Here, we provide an analysis of the variance of a PMF along the reaction coordinate. We assume that the potential restraints used for each window lead to Gaussian distributions for the window reaction coordinate densities and that the data sampling in each window is from an equilibrium ensemble sampled so that successive points are statistically independent. Also, we assume that neighbor window densities overlap, as required in WHAM, and that further-than-neighbor window density overlap is negligible. Then, an analytic expression for the variance of the PMF along the reaction coordinate at a desired level of spatial resolution can be generated. The variance separates into a sum over all windows with two kinds of contributions: One from the variance of the biased window density normalized by the total biased window density and the other from the variance of the local (for each window's coordinate range) PMF. Based on the desired spatial resolution of the PMF, the former variance can be minimized relative to that from the latter. The method is applied to a model system that has features of a complex energy landscape evocative of a protein with two conformational states separated by a free energy barrier along a collective reaction coordinate. The variance can be constructed from data that is already available from the WHAM PMF construction.

  16. 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

  17. Estonian total ozone climatology

    Directory of Open Access Journals (Sweden)

    K. Eerme

    Full Text Available The climatological characteristics of total ozone over Estonia based on the Total Ozone Mapping Spectrometer (TOMS data are discussed. The mean annual cycle during 1979–2000 for the site at 58.3° N and 26.5° E is compiled. The available ground-level data interpolated before TOMS, have been used for trend detection. During the last two decades, the quasi-biennial oscillation (QBO corrected systematic decrease of total ozone from February–April was 3 ± 2.6% per decade. Before 1980, a spring decrease was not detectable. No decreasing trend was found in either the late autumn ozone minimum or in the summer total ozone. The QBO related signal in the spring total ozone has an amplitude of ± 20 DU and phase lag of 20 months. Between 1987–1992, the lagged covariance between the Singapore wind and the studied total ozone was weak. The spring (April–May and summer (June–August total ozone have the best correlation (coefficient 0.7 in the yearly cycle. The correlation between the May and August total ozone is higher than the one between the other summer months. Seasonal power spectra of the total ozone variance show preferred periods with an over 95% significance level. Since 1986, during the winter/spring, the contribution period of 32 days prevails instead of the earlier dominating 26 days. The spectral densities of the periods from 4 days to 2 weeks exhibit high interannual variability.

    Key words. Atmospheric composition and structure (middle atmosphere – composition and chemistry; volcanic effects – Meteorology and atmospheric dynamics (climatology

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

    OpenAIRE

    Abdurakhman, Abdurakhman

    2008-01-01

    Keputusan alokasi asset yang tepat pada investasi portofolio dapat memaksimalkan keuntungan dan atau meminimalkan risiko. Metode yang sering dipakai dalam optimasi portofolio adalah metode Mean-Variance Markowitz. Dalam prakteknya, metode ini mempunyai kelemahan tidak terlalu stabil. Sedikit perubahan dalam estimasi parameter input menyebabkan perubahan besar pada komposisi portofolio. Untuk itu dikembangkan metode optimasi portofolio yang dapat mengatasi ketidakstabilan metode Mean-Variance ...

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

    NARCIS (Netherlands)

    Christoffersen, P.; Heston, S.; Jacobs, K.

    2013-01-01

    We develop a GARCH option model with a variance premium by combining the Heston-Nandi (2000) dynamic with a new pricing kernel that nests Rubinstein (1976) and Brennan (1979). While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is

  20. 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...

  1. 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.

  2. 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…

  3. Adjustment of heterogenous variances and a calving year effect in ...

    African Journals Online (AJOL)

    Data at the beginning and at the end of lactation period, have higher variances than tests in the middle of the lactation. Furthermore, first lactations have lower mean and variances compared to second and third lactations. This is a deviation from the basic assumptions required for the application of repeatability models.

  4. 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.

  5. 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.

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

    Science.gov (United States)

    Somerville, R. A.; O'Connell, Paul G. J.

    2002-01-01

    Explains that the endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in portfolio selection literature and in widely used textbooks. Demonstrates endogeneity and discusses the impact of parameter changes on the mean-variance efficient frontier and on the beta coefficients of individual…

  7. 42 CFR 456.522 - Content of request for variance.

    Science.gov (United States)

    2010-10-01

    ... 42 Public Health 4 2010-10-01 2010-10-01 false Content of request for variance. 456.522 Section 456.522 Public Health CENTERS FOR MEDICARE & MEDICAID SERVICES, DEPARTMENT OF HEALTH AND HUMAN... perform UR within the time requirements for which the variance is requested and its good faith efforts to...

  8. 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...

  9. 29 CFR 1904.38 - Variances from the recordkeeping rule.

    Science.gov (United States)

    2010-07-01

    ..., DEPARTMENT OF LABOR RECORDING AND REPORTING OCCUPATIONAL INJURIES AND ILLNESSES Other OSHA Injury and Illness... he or she finds appropriate. (iv) If the Assistant Secretary grants your variance petition, OSHA will... Secretary is reviewing your variance petition. (4) If I have already been cited by OSHA for not following...

  10. Gender Variance and Educational Psychology: Implications for Practice

    Science.gov (United States)

    Yavuz, Carrie

    2016-01-01

    The area of gender variance appears to be more visible in both the media and everyday life. Within educational psychology literature gender variance remains underrepresented. The positioning of educational psychologists working across the three levels of child and family, school or establishment and education authority/council, means that they are…

  11. 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.

  12. 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.

  13. A pattern recognition approach to transistor array parameter variance

    Science.gov (United States)

    da F. Costa, Luciano; Silva, Filipi N.; Comin, Cesar H.

    2018-06-01

    The properties of semiconductor devices, including bipolar junction transistors (BJTs), are known to vary substantially in terms of their parameters. In this work, an experimental approach, including pattern recognition concepts and methods such as principal component analysis (PCA) and linear discriminant analysis (LDA), was used to experimentally investigate the variation among BJTs belonging to integrated circuits known as transistor arrays. It was shown that a good deal of the devices variance can be captured using only two PCA axes. It was also verified that, though substantially small variation of parameters is observed for BJT from the same array, larger variation arises between BJTs from distinct arrays, suggesting the consideration of device characteristics in more critical analog designs. As a consequence of its supervised nature, LDA was able to provide a substantial separation of the BJT into clusters, corresponding to each transistor array. In addition, the LDA mapping into two dimensions revealed a clear relationship between the considered measurements. Interestingly, a specific mapping suggested by the PCA, involving the total harmonic distortion variation expressed in terms of the average voltage gain, yielded an even better separation between the transistor array clusters. All in all, this work yielded interesting results from both semiconductor engineering and pattern recognition perspectives.

  14. 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

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

    Science.gov (United States)

    Legarra, Andres

    2016-02-01

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

  16. Variance computations for functional of absolute risk estimates.

    Science.gov (United States)

    Pfeiffer, R M; Petracci, E

    2011-07-01

    We present a simple influence function based approach to compute the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.

  17. 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...

  18. The genotype-phenotype map of an evolving digital organism.

    Directory of Open Access Journals (Sweden)

    Miguel A Fortuna

    2017-02-01

    Full Text Available To understand how evolving systems bring forth novel and useful phenotypes, it is essential to understand the relationship between genotypic and phenotypic change. Artificial evolving systems can help us understand whether the genotype-phenotype maps of natural evolving systems are highly unusual, and it may help create evolvable artificial systems. Here we characterize the genotype-phenotype map of digital organisms in Avida, a platform for digital evolution. We consider digital organisms from a vast space of 10141 genotypes (instruction sequences, which can form 512 different phenotypes. These phenotypes are distinguished by different Boolean logic functions they can compute, as well as by the complexity of these functions. We observe several properties with parallels in natural systems, such as connected genotype networks and asymmetric phenotypic transitions. The likely common cause is robustness to genotypic change. We describe an intriguing tension between phenotypic complexity and evolvability that may have implications for biological evolution. On the one hand, genotypic change is more likely to yield novel phenotypes in more complex organisms. On the other hand, the total number of novel phenotypes reachable through genotypic change is highest for organisms with simple phenotypes. Artificial evolving systems can help us study aspects of biological evolvability that are not accessible in vastly more complex natural systems. They can also help identify properties, such as robustness, that are required for both human-designed artificial systems and synthetic biological systems to be evolvable.

  19. The genotype-phenotype map of an evolving digital organism.

    Science.gov (United States)

    Fortuna, Miguel A; Zaman, Luis; Ofria, Charles; Wagner, Andreas

    2017-02-01

    To understand how evolving systems bring forth novel and useful phenotypes, it is essential to understand the relationship between genotypic and phenotypic change. Artificial evolving systems can help us understand whether the genotype-phenotype maps of natural evolving systems are highly unusual, and it may help create evolvable artificial systems. Here we characterize the genotype-phenotype map of digital organisms in Avida, a platform for digital evolution. We consider digital organisms from a vast space of 10141 genotypes (instruction sequences), which can form 512 different phenotypes. These phenotypes are distinguished by different Boolean logic functions they can compute, as well as by the complexity of these functions. We observe several properties with parallels in natural systems, such as connected genotype networks and asymmetric phenotypic transitions. The likely common cause is robustness to genotypic change. We describe an intriguing tension between phenotypic complexity and evolvability that may have implications for biological evolution. On the one hand, genotypic change is more likely to yield novel phenotypes in more complex organisms. On the other hand, the total number of novel phenotypes reachable through genotypic change is highest for organisms with simple phenotypes. Artificial evolving systems can help us study aspects of biological evolvability that are not accessible in vastly more complex natural systems. They can also help identify properties, such as robustness, that are required for both human-designed artificial systems and synthetic biological systems to be evolvable.

  20. A new interpretation and validation of variance based importance measures for models with correlated inputs

    Science.gov (United States)

    Hao, Wenrui; Lu, Zhenzhou; Li, Luyi

    2013-05-01

    In order to explore the contributions by correlated input variables to the variance of the output, a novel interpretation framework of importance measure indices is proposed for a model with correlated inputs, which includes the indices of the total correlated contribution and the total uncorrelated contribution. The proposed indices accurately describe the connotations of the contributions by the correlated input to the variance of output, and they can be viewed as the complement and correction of the interpretation about the contributions by the correlated inputs presented in "Estimation of global sensitivity indices for models with dependent variables, Computer Physics Communications, 183 (2012) 937-946". Both of them contain the independent contribution by an individual input. Taking the general form of quadratic polynomial as an illustration, the total correlated contribution and the independent contribution by an individual input are derived analytically, from which the components and their origins of both contributions of correlated input can be clarified without any ambiguity. In the special case that no square term is included in the quadratic polynomial model, the total correlated contribution by the input can be further decomposed into the variance contribution related to the correlation of the input with other inputs and the independent contribution by the input itself, and the total uncorrelated contribution can be further decomposed into the independent part by interaction between the input and others and the independent part by the input itself. Numerical examples are employed and their results demonstrate that the derived analytical expressions of the variance-based importance measure are correct, and the clarification of the correlated input contribution to model output by the analytical derivation is very important for expanding the theory and solutions of uncorrelated input to those of the correlated one.

  1. 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.

  2. COPD: Definition and Phenotypes

    DEFF Research Database (Denmark)

    Vestbo, J.

    2014-01-01

    particles or gases. Exacerbations and comorbidities contribute to the overall severity in individual patients. The evolution of this definition and the diagnostic criteria currently in use are discussed. COPD is increasingly divided in subgroups or phenotypes based on specific features and association...

  3. Phenotypic Resistance to Antibiotics

    Directory of Open Access Journals (Sweden)

    Jose L. Martinez

    2013-04-01

    Full Text Available The development of antibiotic resistance is usually associated with genetic changes, either to the acquisition of resistance genes, or to mutations in elements relevant for the activity of the antibiotic. However, in some situations resistance can be achieved without any genetic alteration; this is called phenotypic resistance. Non-inherited resistance is associated to specific processes such as growth in biofilms, a stationary growth phase or persistence. These situations might occur during infection but they are not usually considered in classical susceptibility tests at the clinical microbiology laboratories. Recent work has also shown that the susceptibility to antibiotics is highly dependent on the bacterial metabolism and that global metabolic regulators can modulate this phenotype. This modulation includes situations in which bacteria can be more resistant or more susceptible to antibiotics. Understanding these processes will thus help in establishing novel therapeutic approaches based on the actual susceptibility shown by bacteria during infection, which might differ from that determined in the laboratory. In this review, we discuss different examples of phenotypic resistance and the mechanisms that regulate the crosstalk between bacterial metabolism and the susceptibility to antibiotics. Finally, information on strategies currently under development for diminishing the phenotypic resistance to antibiotics of bacterial pathogens is presented.

  4. 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

  5. Capturing Option Anomalies with a Variance-Dependent Pricing Kernel

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Heston, Steven; Jacobs, Kris

    2013-01-01

    We develop a GARCH option model with a new pricing kernel allowing for a variance premium. While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is nonmonotonic. A negative variance premium makes it U shaped. We present new semiparametric...... evidence to confirm this U-shaped relationship between the risk-neutral and physical probability densities. The new pricing kernel substantially improves our ability to reconcile the time-series properties of stock returns with the cross-section of option prices. It provides a unified explanation...... for the implied volatility puzzle, the overreaction of long-term options to changes in short-term variance, and the fat tails of the risk-neutral return distribution relative to the physical distribution....

  6. 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)

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

    Science.gov (United States)

    Vale, Pedro F; Choisy, Marc; Little, Tom J

    2013-04-23

    The environmental conditions experienced by hosts are known to affect their mean parasite transmission potential. How different conditions may affect the variance of transmission potential has received less attention, but is an important question for disease management, especially if specific ecological contexts are more likely to foster a few extremely infectious hosts. Using the obligate-killing bacterium Pasteuria ramosa and its crustacean host Daphnia magna, we analysed how host nutrition affected the variance of individual parasite loads, and, therefore, transmission potential. Under low food, individual parasite loads showed similar mean and variance, following a Poisson distribution. By contrast, among well-nourished hosts, parasite loads were right-skewed and overdispersed, following a negative binomial distribution. Abundant food may, therefore, yield individuals causing potentially more transmission than the population average. Measuring both the mean and variance of individual parasite loads in controlled experimental infections may offer a useful way of revealing risk factors for potential highly infectious hosts.

  8. 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

  9. Advanced methods of analysis variance on scenarios of nuclear prospective

    International Nuclear Information System (INIS)

    Blazquez, J.; Montalvo, C.; Balbas, M.; Garcia-Berrocal, A.

    2011-01-01

    Traditional techniques of propagation of variance are not very reliable, because there are uncertainties of 100% relative value, for this so use less conventional methods, such as Beta distribution, Fuzzy Logic and the Monte Carlo Method.

  10. 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).

  11. Heritability, variance components and genetic advance of some ...

    African Journals Online (AJOL)

    Heritability, variance components and genetic advance of some yield and yield related traits in Ethiopian ... African Journal of Biotechnology ... randomized complete block design at Adet Agricultural Research Station in 2008 cropping season.

  12. 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.

  13. 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

  14. 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...

  15. ASYMMETRY OF MARKET RETURNS AND THE MEAN VARIANCE FRONTIER

    OpenAIRE

    SENGUPTA, Jati K.; PARK, Hyung S.

    1994-01-01

    The hypothesis that the skewness and asymmetry have no significant impact on the mean variance frontier is found to be strongly violated by monthly U.S. data over the period January 1965 through December 1974. This result raises serious doubts whether the common market portifolios such as SP 500, value weighted and equal weighted returns can serve as suitable proxies for meanvariance efficient portfolios in the CAPM framework. A new test for assessing the impact of skewness on the variance fr...

  16. 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

  17. 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

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

    OpenAIRE

    Hens, Thorsten; Mayer, Janos

    2012-01-01

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

  19. Global Variance Risk Premium and Forex Return Predictability

    OpenAIRE

    Aloosh, Arash

    2014-01-01

    In a long-run risk model with stochastic volatility and frictionless markets, I express expected forex returns as a function of consumption growth variances and stock variance risk premiums (VRPs)—the difference between the risk-neutral and statistical expectations of market return variation. This provides a motivation for using the forward-looking information available in stock market volatility indices to predict forex returns. Empirically, I find that stock VRPs predict forex returns at a ...

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

    Science.gov (United States)

    2008-12-01

    slight longitudinal variations, with secondary high- latitude peaks occurring over Greenland and Europe . As the QBO changes to the westerly phase, the...equatorial GW temperature variances from suborbital data (e.g., Eck- ermann et al. 1995). The extratropical wave variances are generally larger in the...emanating from tropopause altitudes, presumably radiated from tropospheric jet stream in- stabilities associated with baroclinic storm systems that

  1. Temperature variance study in Monte-Carlo photon transport theory

    International Nuclear Information System (INIS)

    Giorla, J.

    1985-10-01

    We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case [fr

  2. Mean-Variance Optimization in Markov Decision Processes

    OpenAIRE

    Mannor, Shie; Tsitsiklis, John N.

    2011-01-01

    We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomized or history-based policies can improve performance. We prove that the complexity of computing a policy that maximizes the mean reward under a variance constraint is NP-hard for some cases, and strongly NP-hard for others. We finally offer pseudo-polynomial exact and approximation algorithms.

  3. The asymptotic variance of departures in critically loaded queues

    NARCIS (Netherlands)

    Al Hanbali, Ahmad; Mandjes, M.R.H.; Nazarathy, Y.; Whitt, W.

    2011-01-01

    We consider the asymptotic variance of the departure counting process D(t) of the GI/G/1 queue; D(t) denotes the number of departures up to time t. We focus on the case where the system load ϱ equals 1, and prove that the asymptotic variance rate satisfies limt→∞varD(t) / t = λ(1 - 2 / π)(ca2 +

  4. Is there any relationship between haptoglobin phenotypes and ...

    African Journals Online (AJOL)

    This study was conducted to examine the possible association between Haptoglobin (Hp) phenotypes and diabetes retinopathy in some Ghanaians to determine whether a specific Hp phenotype predisposes diabetics to retinopathy. A total of 110 diabetics were enrolled into the study. Blood samples were taken from each ...

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

    International Nuclear Information System (INIS)

    Nasseri, K.K.

    1987-07-01

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

  6. Variance estimation in the analysis of microarray data

    KAUST Repository

    Wang, Yuedong

    2009-04-01

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

  7. 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.

  8. 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)

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

    Science.gov (United States)

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

    2014-01-01

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

  10. Variance-based sensitivity indices for models with dependent inputs

    International Nuclear Information System (INIS)

    Mara, Thierry A.; Tarantola, Stefano

    2012-01-01

    Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and a univocal set of variance-based sensitivity indices is defined. In the present work, we propose a set of variance-based sensitivity indices to perform sensitivity analysis of models with dependent inputs. These measures allow us to distinguish between the mutual dependent contribution and the independent contribution of an input to the model response variance. Their definition relies on a specific orthogonalisation of the inputs and ANOVA-representations of the model output. In the applications, we show the interest of the new sensitivity indices for model simplification setting. - Highlights: ► Uncertainty and sensitivity analyses are of great help in engineering. ► Several methods exist to perform variance-based sensitivity analysis of model output with independent inputs. ► We define a set of variance-based sensitivity indices for models with dependent inputs. ► Inputs mutual contributions are distinguished from their independent contributions. ► Analytical and computational tests are performed and discussed.

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

    International Nuclear Information System (INIS)

    Nasseri, K.K.

    1987-01-01

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

  12. Improving precision in gel electrophoresis by stepwisely decreasing variance components.

    Science.gov (United States)

    Schröder, Simone; Brandmüller, Asita; Deng, Xi; Ahmed, Aftab; Wätzig, Hermann

    2009-10-15

    Many methods have been developed in order to increase selectivity and sensitivity in proteome research. However, gel electrophoresis (GE) which is one of the major techniques in this area, is still known for its often unsatisfactory precision. Percental relative standard deviations (RSD%) up to 60% have been reported. In this case the improvement of precision and sensitivity is absolutely essential, particularly for the quality control of biopharmaceuticals. Our work reflects the remarkable and completely irregular changes of the background signal from gel to gel. This irregularity was identified as one of the governing error sources. These background changes can be strongly reduced by using a signal detection in the near-infrared (NIR) range. This particular detection method provides the most sensitive approach for conventional CCB (Colloidal Coomassie Blue) stained gels, which is reflected in a total error of just 5% (RSD%). In order to further investigate variance components in GE, an experimental Plackett-Burman screening design was performed. The influence of seven potential factors on the precision was investigated using 10 proteins with different properties analyzed by NIR detection. The results emphasized the individuality of the proteins. Completely different factors were identified to be significant for each protein. However, out of seven investigated parameters, just four showed a significant effect on some proteins, namely the parameters of: destaining time, staining temperature, changes of detergent additives (SDS and LDS) in the sample buffer, and the age of the gels. As a result, precision can only be improved individually for each protein or protein classes. Further understanding of the unique properties of proteins should enable us to improve the precision in gel electrophoresis.

  13. Numerical simulation of variance of solar radiation and its influence on wheat growth

    Science.gov (United States)

    Zhang, Xuefen; Wang, Chunyi; Du, Zixuan; Zhai, Wei

    2007-09-01

    The growth of crops is directly related to solar radiation whose variances influence the photosynthesis of crops and the growth momentum thereof. This dissertation has Zhengzhou, which located in the Huanghuai Farmland Ecological System of China, as an example to analyze the rules of variances of total solar radiation, direct radiation and diffusive radiation. With the help of linear trend fitting, it is identified that total radiation (TR) drops as a whole at a rate of 1.6482J/m2. Such drop has been particularly apparent in recent years with a period of 7 to 16 years; diffusive radiation (DF) tends to increase at a rate of 15.149 J/m2 with a period of 20 years; direct radiation (DR) tends to drop at a rate of 15.843 J/m2 without apparent period. The total radiation has been on the decrease ever since 1980 during the growth period of wheat. Having modified relevant Parameter in the Carbon and Nitrogen Biogeochemistry in Agroecosystems Model (DNDC) model and simulated the influence of solar radiation variances on the development phase, leaf area index (LAI), grain weight, etc during the growth period of wheat, it is found that solar radiation is in positive proportion to LAI and grain weight (GRNWT) but not apparently related to development phase (DP). The change of total radiation delays the maximization of wheat LAI, reduces wheat LAI before winter but has no apparent effect in winter and decreases wheat LAI from jointing period to filling period; it has no apparent influence on grain formation at the early stage of grain formation, slows down the weight increase of grains during the filling period and accelerates the weight increase of grains at the end of filling period. Variance of radiations does not affect the DP of wheat much.

  14. Phenotype diversity analysis of red-grained rice landraces from Yuanyang Hani's terraced fields, China

    Science.gov (United States)

    Li, Lianjie; Cheng, Long

    2017-10-01

    There are many areas in the world have terraced fields, Yuanyang Rani's terraced fields are examples in the world, and their unique ecological diversity is beyond other terraced fields, rice landraces are very rich. In order to provide useful information for protection and utilization of red-grained rice landraces from Rani's terraced fields, 61 red-grained rice landraces were assessed based 20 quantitative traits. Principal component analysis (PCA) suggested that 20 quantitative characters could be simplified to seven principal components, and their accumulative contribution ration amounted to 78.699%. The first principal component (PC1) explained 18.375% of the total variance, which was contributed by filled grain number, 1000-grain weight, spikelets per panicle, secondary branch number, grain length, and grain thickness. PC2 accounted for 16.548% of the variance and featured flag leaf width, flag leaf area, panicle neck length and primary branch number. These traits were the most effective parameters to discriminate individuals. At the request of the proceedings editor and with the approval of all authors, article 040111 titled, "Phenotype diversity analysis of red-grained rice landraces from Yuanyang Hani's terraced fields, China," is being retracted from the public record due to the fact that it is a duplication of article 040110 published in the same volume.

  15. Revealing plant cryptotypes: defining meaningful phenotypes among infinite traits.

    Science.gov (United States)

    Chitwood, Daniel H; Topp, Christopher N

    2015-04-01

    The plant phenotype is infinite. Plants vary morphologically and molecularly over developmental time, in response to the environment, and genetically. Exhaustive phenotyping remains not only out of reach, but is also the limiting factor to interpreting the wealth of genetic information currently available. Although phenotyping methods are always improving, an impasse remains: even if we could measure the entirety of phenotype, how would we interpret it? We propose the concept of cryptotype to describe latent, multivariate phenotypes that maximize the separation of a priori classes. Whether the infinite points comprising a leaf outline or shape descriptors defining root architecture, statistical methods to discern the quantitative essence of an organism will be required as we approach measuring the totality of phenotype. Copyright © 2015 Elsevier Ltd. All rights reserved.

  16. Total Thyroidectomy

    Directory of Open Access Journals (Sweden)

    Lopez Moris E

    2016-06-01

    Full Text Available Total thyroidectomy is a surgery that removes all the thyroid tissue from the patient. The suspect of cancer in a thyroid nodule is the most frequent indication and it is presume when previous fine needle puncture is positive or a goiter has significant volume increase or symptomes. Less frequent indications are hyperthyroidism when it is refractory to treatment with Iodine 131 or it is contraindicated, and in cases of symptomatic thyroiditis. The thyroid gland has an important anatomic relation whith the inferior laryngeal nerve and the parathyroid glands, for this reason it is imperative to perform extremely meticulous dissection to recognize each one of these elements and ensure their preservation. It is also essential to maintain strict hemostasis, in order to avoid any postoperative bleeding that could lead to a suffocating neck hematoma, feared complication that represents a surgical emergency and endangers the patient’s life.It is essential to run a formal technique, without skipping steps, and maintain prudence and patience that should rule any surgical act.

  17. 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.

  18. Longitudinal Analysis of Residual Feed Intake in Mink using Random Regression with Heterogeneous Residual Variance

    DEFF Research Database (Denmark)

    Shirali, Mahmoud; Nielsen, Vivi Hunnicke; Møller, Steen Henrik

    Heritability of residual feed intake (RFI) increased from low to high over the growing period in male and female mink. The lowest heritability for RFI (male: 0.04 ± 0.01 standard deviation (SD); female: 0.05 ± 0.01 SD) was in early and the highest heritability (male: 0.33 ± 0.02; female: 0.34 ± 0.......02 SD) was achieved at the late growth stages. The genetic correlation between different growth stages for RFI showed a high association (0.91 to 0.98) between early and late growing periods. However, phenotypic correlations were lower from 0.29 to 0.50. The residual variances were substantially higher...

  19. Phenotype adaptability and stability of sugarcane genotypes in the sugarcane belt of the state of Pernambuco, Brazil.

    Science.gov (United States)

    Dutra Filho, J A; Junior, T C; Simões Neto, D E

    2014-08-29

    We assessed the agroindustrial performance of 25 sugarcane genotypes adapted to the edaphoclimatic conditions of the State of Pernambuco, Brazil, within the microregions Mata Norte, Mata Sul, Região Central, Litoral Norte, and Litoral Sul. The variables analyzed were POL tonnage per hectare, sugarcane tonnage per hectare, fiber and total recoverable sugar tonnage per hectare, using a randomized block design with four repetitions. Combined variance of experiments, genetic parameter estimates, decomposition of the genotype-environment interaction, and environment stratification were analyzed. Phenotype adaptability and stability were also analyzed. The various genotypes presented great potential for improvement and a similar response pattern to the microregions Centro and Mata Sul of the state of Pernambuco. Genotypes RB863129, RB867515, RB92579, RB953180, SP81-3250, RB75126, and RB942520 were better in productivity and phenotype adaptability and stability compared to genotypes RB892700, RB943365, SP79-1011, Q138, RB943538, SP78-4764, RB953281, RB943066, RB928064, RB93509, RB72454, RB952675, RB952991, RB943161, RB942898, RB872552, RB952900, and RB942849. These genotypes are recommended as cultivation options in the sugarcane belt in the state of Pernambuco, since they stand out in terms of phenotype adaptability and stability as evaluated using the method by Annicchiarico, Lin and Bins, and the method by Eberhart and Russel.

  20. 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.

  1. 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.

  2. Phenotypic Plasticity of Leaf Shape along a Temperature Gradient in Acer rubrum

    Science.gov (United States)

    Royer, Dana L.; Meyerson, Laura A.; Robertson, Kevin M.; Adams, Jonathan M.

    2009-01-01

    Both phenotypic plasticity and genetic determination can be important for understanding how plants respond to environmental change. However, little is known about the plastic response of leaf teeth and leaf dissection to temperature. This gap is critical because these leaf traits are commonly used to reconstruct paleoclimate from fossils, and such studies tacitly assume that traits measured from fossils reflect the environment at the time of their deposition, even during periods of rapid climate change. We measured leaf size and shape in Acer rubrum derived from four seed sources with a broad temperature range and grown for two years in two gardens with contrasting climates (Rhode Island and Florida). Leaves in the Rhode Island garden have more teeth and are more highly dissected than leaves in Florida from the same seed source. Plasticity in these variables accounts for at least 6–19 % of the total variance, while genetic differences among ecotypes probably account for at most 69–87 %. This study highlights the role of phenotypic plasticity in leaf-climate relationships. We suggest that variables related to tooth count and leaf dissection in A. rubrum can respond quickly to climate change, which increases confidence in paleoclimate methods that use these variables. PMID:19893620

  3. Variance decomposition of protein profiles from antibody arrays using a longitudinal twin model

    Directory of Open Access Journals (Sweden)

    Kato Bernet S

    2011-11-01

    Full Text Available Abstract Background The advent of affinity-based proteomics technologies for global protein profiling provides the prospect of finding new molecular biomarkers for common, multifactorial disorders. The molecular phenotypes obtained from studies on such platforms are driven by multiple sources, including genetic, environmental, and experimental components. In characterizing the contribution of different sources of variation to the measured phenotypes, the aim is to facilitate the design and interpretation of future biomedical studies employing exploratory and multiplexed technologies. Thus, biometrical genetic modelling of twin or other family data can be used to decompose the variation underlying a phenotype into biological and experimental components. Results Using antibody suspension bead arrays and antibodies from the Human Protein Atlas, we study unfractionated serum from a longitudinal study on 154 twins. In this study, we provide a detailed description of how the variation in a molecular phenotype in terms of protein profile can be decomposed into familial i.e. genetic and common environmental; individual environmental, short-term biological and experimental components. The results show that across 69 antibodies analyzed in the study, the median proportion of the total variation explained by familial sources is 12% (IQR 1-22%, and the median proportion of the total variation attributable to experimental sources is 63% (IQR 53-72%. Conclusion The variability analysis of antibody arrays highlights the importance to consider variability components and their relative contributions when designing and evaluating studies for biomarker discoveries with exploratory, high-throughput and multiplexed methods.

  4. A family-based joint test for mean and variance heterogeneity for quantitative traits.

    Science.gov (United States)

    Cao, Ying; Maxwell, Taylor J; Wei, Peng

    2015-01-01

    Traditional quantitative trait locus (QTL) analysis focuses on identifying loci associated with mean heterogeneity. Recent research has discovered loci associated with phenotype variance heterogeneity (vQTL), which is important in studying genetic association with complex traits, especially for identifying gene-gene and gene-environment interactions. While several tests have been proposed to detect vQTL for unrelated individuals, there are no tests for related individuals, commonly seen in family-based genetic studies. Here we introduce a likelihood ratio test (LRT) for identifying mean and variance heterogeneity simultaneously or for either effect alone, adjusting for covariates and family relatedness using a linear mixed effect model approach. The LRT test statistic for normally distributed quantitative traits approximately follows χ(2)-distributions. To correct for inflated Type I error for non-normally distributed quantitative traits, we propose a parametric bootstrap-based LRT that removes the best linear unbiased prediction (BLUP) of family random effect. Simulation studies show that our family-based test controls Type I error and has good power, while Type I error inflation is observed when family relatedness is ignored. We demonstrate the utility and efficiency gains of the proposed method using data from the Framingham Heart Study to detect loci associated with body mass index (BMI) variability. © 2014 John Wiley & Sons Ltd/University College London.

  5. Impact of Damping Uncertainty on SEA Model Response Variance

    Science.gov (United States)

    Schiller, Noah; Cabell, Randolph; Grosveld, Ferdinand

    2010-01-01

    Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.

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

    Science.gov (United States)

    Rose, R J

    1988-08-01

    To evaluate genetic and environmental variance in the Minnesota Multiphasic Personality Inventory (MMPI), I studied nine factor scales identified in the first item factor analysis of normal adult MMPIs in a sample of 820 adolescent and young adult co-twins. Conventional twin comparisons documented heritable variance in six of the nine MMPI factors (Neuroticism, Psychoticism, Extraversion, Somatic Complaints, Inadequacy, and Cynicism), whereas significant influence from shared environmental experience was found for four factors (Masculinity versus Femininity, Extraversion, Religious Orthodoxy, and Intellectual Interests). Genetic variance in the nine factors was more evident in results from twin sisters than those of twin brothers, and a developmental-genetic analysis, using hierarchical multiple regressions of double-entry matrixes of the twins' raw data, revealed that in four MMPI factor scales, genetic effects were significantly modulated by age or gender or their interaction during the developmental period from early adolescence to early adulthood.

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

    Science.gov (United States)

    Kelmansky, Diana M; Martínez, Elena J; Leiva, Víctor

    2013-12-01

    In this paper, we introduce a new family of power transformations, which has the generalized logarithm as one of its members, in the same manner as the usual logarithm belongs to the family of Box-Cox power transformations. Although the new family has been developed for analyzing gene expression data, it allows a wider scope of mean-variance related data to be reached. We study the analytical properties of the new family of transformations, as well as the mean-variance relationships that are stabilized by using its members. We propose a methodology based on this new family, which includes a simple strategy for selecting the family member adequate for a data set. We evaluate the finite sample behavior of different classical and robust estimators based on this strategy by Monte Carlo simulations. We analyze real genomic data by using the proposed transformation to empirically show how the new methodology allows the variance of these data to be stabilized.

  8. Pricing perpetual American options under multiscale stochastic elasticity of variance

    International Nuclear Information System (INIS)

    Yoon, Ji-Hun

    2015-01-01

    Highlights: • We study the effects of the stochastic elasticity of variance on perpetual American option. • Our SEV model consists of a fast mean-reverting factor and a slow mean-revering factor. • A slow scale factor has a very significant impact on the option price. • We analyze option price structures through the market prices of elasticity risk. - Abstract: This paper studies pricing the perpetual American options under a constant elasticity of variance type of underlying asset price model where the constant elasticity is replaced by a fast mean-reverting Ornstein–Ulenbeck process and a slowly varying diffusion process. By using a multiscale asymptotic analysis, we find the impact of the stochastic elasticity of variance on the option prices and the optimal exercise prices with respect to model parameters. Our results enhance the existing option price structures in view of flexibility and applicability through the market prices of elasticity risk

  9. 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

  10. 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.

  11. 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.

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

    Science.gov (United States)

    Larson, Shane; Breivik, Katelyn

    2017-01-01

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

  13. 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

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

    CERN Document Server

    Braver, Sanford L; Page, Melanie

    2003-01-01

    A greatly expanded and heavily revised second edition, this popular guide provides instructions and clear examples for running analyses of variance (ANOVA) and several other related statistical tests of significance with SPSS. No other guide offers the program statements required for the more advanced tests in analysis of variance. All of the programs in the book can be run using any version of SPSS, including versions 11 and 11.5. A table at the end of the preface indicates where each type of analysis (e.g., simple comparisons) can be found for each type of design (e.g., mixed two-factor desi

  15. Variance squeezing and entanglement of the XX central spin model

    International Nuclear Information System (INIS)

    El-Orany, Faisal A A; Abdalla, M Sebawe

    2011-01-01

    In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.

  16. 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....

  17. Variance squeezing and entanglement of the XX central spin model

    Energy Technology Data Exchange (ETDEWEB)

    El-Orany, Faisal A A [Department of Mathematics and Computer Science, Faculty of Science, Suez Canal University, Ismailia (Egypt); Abdalla, M Sebawe, E-mail: m.sebaweh@physics.org [Mathematics Department, College of Science, King Saud University PO Box 2455, Riyadh 11451 (Saudi Arabia)

    2011-01-21

    In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.

  18. 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

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

    Science.gov (United States)

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

    2015-03-01

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

  20. 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...

  1. Swarm based mean-variance mapping optimization (MVMOS) for solving economic dispatch

    Science.gov (United States)

    Khoa, T. H.; Vasant, P. M.; Singh, M. S. Balbir; Dieu, V. N.

    2014-10-01

    The economic dispatch (ED) is an essential optimization task in the power generation system. It is defined as the process of allocating the real power output of generation units to meet required load demand so as their total operating cost is minimized while satisfying all physical and operational constraints. This paper introduces a novel optimization which named as Swarm based Mean-variance mapping optimization (MVMOS). The technique is the extension of the original single particle mean-variance mapping optimization (MVMO). Its features make it potentially attractive algorithm for solving optimization problems. The proposed method is implemented for three test power systems, including 3, 13 and 20 thermal generation units with quadratic cost function and the obtained results are compared with many other methods available in the literature. Test results have indicated that the proposed method can efficiently implement for solving economic dispatch.

  2. 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)

  3. 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)

  4. 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...

  5. 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...

  6. 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...

  7. Analysis of Variance: What Is Your Statistical Software Actually Doing?

    Science.gov (United States)

    Li, Jian; Lomax, Richard G.

    2011-01-01

    Users assume statistical software packages produce accurate results. In this article, the authors systematically examined Statistical Package for the Social Sciences (SPSS) and Statistical Analysis System (SAS) for 3 analysis of variance (ANOVA) designs, mixed-effects ANOVA, fixed-effects analysis of covariance (ANCOVA), and nested ANOVA. For each…

  8. 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 ...

  9. Cumulative Prospect Theory, Option Returns, and the Variance Premium

    NARCIS (Netherlands)

    Baele, Lieven; Driessen, Joost; Ebert, Sebastian; Londono Yarce, J.M.; Spalt, Oliver

    The variance premium and the pricing of out-of-the-money (OTM) equity index options are major challenges to standard asset pricing models. We develop a tractable equilibrium model with Cumulative Prospect Theory (CPT) preferences that can overcome both challenges. The key insight is that the

  10. Hydrograph variances over different timescales in hydropower production networks

    Science.gov (United States)

    Zmijewski, Nicholas; Wörman, Anders

    2016-08-01

    The operation of water reservoirs involves a spectrum of timescales based on the distribution of stream flow travel times between reservoirs, as well as the technical, environmental, and social constraints imposed on the operation. In this research, a hydrodynamically based description of the flow between hydropower stations was implemented to study the relative importance of wave diffusion on the spectrum of hydrograph variance in a regulated watershed. Using spectral decomposition of the effluence hydrograph of a watershed, an exact expression of the variance in the outflow response was derived, as a function of the trends of hydraulic and geomorphologic dispersion and management of production and reservoirs. We show that the power spectra of involved time-series follow nearly fractal patterns, which facilitates examination of the relative importance of wave diffusion and possible changes in production demand on the outflow spectrum. The exact spectral solution can also identify statistical bounds of future demand patterns due to limitations in storage capacity. The impact of the hydraulic description of the stream flow on the reservoir discharge was examined for a given power demand in River Dalälven, Sweden, as function of a stream flow Peclet number. The regulation of hydropower production on the River Dalälven generally increased the short-term variance in the effluence hydrograph, whereas wave diffusion decreased the short-term variance over periods of white noise) as a result of current production objectives.

  11. 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)

  12. Bounds for Tail Probabilities of the Sample Variance

    Directory of Open Access Journals (Sweden)

    Van Zuijlen M

    2009-01-01

    Full Text Available We provide bounds for tail probabilities of the sample variance. The bounds are expressed in terms of Hoeffding functions and are the sharpest known. They are designed having in mind applications in auditing as well as in processing data related to environment.

  13. 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

  14. Stable limits for sums of dependent infinite variance random variables

    DEFF Research Database (Denmark)

    Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas

    2011-01-01

    The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to hold are known in the literature. However, most of these...

  15. Computing the Expected Value and Variance of Geometric Measures

    DEFF Research Database (Denmark)

    Staals, Frank; Tsirogiannis, Constantinos

    2017-01-01

    distance (MPD), the squared Euclidean distance from the centroid, and the diameter of the minimum enclosing disk. We also describe an efficient (1-e)-approximation algorithm for computing the mean and variance of the mean pairwise distance. We implemented three of our algorithms and we show that our...

  16. A note on minimum-variance theory and beyond

    Energy Technology Data Exchange (ETDEWEB)

    Feng Jianfeng [Department of Informatics, Sussex University, Brighton, BN1 9QH (United Kingdom); Tartaglia, Giangaetano [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy); Tirozzi, Brunello [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy)

    2004-04-30

    We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons.

  17. A Visual Model for the Variance and Standard Deviation

    Science.gov (United States)

    Orris, J. B.

    2011-01-01

    This paper shows how the variance and standard deviation can be represented graphically by looking at each squared deviation as a graphical object--in particular, as a square. A series of displays show how the standard deviation is the size of the average square.

  18. 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

  19. Asymptotics of variance of the lattice point count

    Czech Academy of Sciences Publication Activity Database

    Janáček, Jiří

    2008-01-01

    Roč. 58, č. 3 (2008), s. 751-758 ISSN 0011-4642 R&D Projects: GA AV ČR(CZ) IAA100110502 Institutional research plan: CEZ:AV0Z50110509 Keywords : point lattice * variance Subject RIV: BA - General Mathematics Impact factor: 0.210, year: 2008

  20. Vertical velocity variances and Reynold stresses at Brookhaven

    DEFF Research Database (Denmark)

    Busch, Niels E.; Brown, R.M.; Frizzola, J.A.

    1970-01-01

    Results of wind tunnel tests of the Brookhaven annular bivane are presented. The energy transfer functions describing the instrument response and the numerical filter employed in the data reduction process have been used to obtain corrected values of the normalized variance of the vertical wind v...

  1. 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., ...

  2. An observation on the variance of a predicted response in ...

    African Journals Online (AJOL)

    ... these properties and computational simplicity. To avoid over fitting, along with the obvious advantage of having a simpler equation, it is shown that the addition of a variable to a regression equation does not reduce the variance of a predicted response. Key words: Linear regression; Partitioned matrix; Predicted response ...

  3. An entropy approach to size and variance heterogeneity

    NARCIS (Netherlands)

    Balasubramanyan, L.; Stefanou, S.E.; Stokes, J.R.

    2012-01-01

    In this paper, we investigate the effect of bank size differences on cost efficiency heterogeneity using a heteroskedastic stochastic frontier model. This model is implemented by using an information theoretic maximum entropy approach. We explicitly model both bank size and variance heterogeneity

  4. The Threat of Common Method Variance Bias to Theory Building

    Science.gov (United States)

    Reio, Thomas G., Jr.

    2010-01-01

    The need for more theory building scholarship remains one of the pressing issues in the field of HRD. Researchers can employ quantitative, qualitative, and/or mixed methods to support vital theory-building efforts, understanding however that each approach has its limitations. The purpose of this article is to explore common method variance bias as…

  5. 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)

  6. 40 CFR 268.44 - Variance from a treatment standard.

    Science.gov (United States)

    2010-07-01

    ... complete petition may be requested as needed to send to affected states and Regional Offices. (e) The... provide an opportunity for public comment. The final decision on a variance from a treatment standard will... than) the concentrations necessary to minimize short- and long-term threats to human health and the...

  7. Application of effective variance method for contamination monitor calibration

    International Nuclear Information System (INIS)

    Goncalez, O.L.; Freitas, I.S.M. de.

    1990-01-01

    In this report, the calibration of a thin window Geiger-Muller type monitor for alpha superficial contamination is presented. The calibration curve is obtained by the method of the least-squares fitting with effective variance. The method and the approach for the calculation are briefly discussed. (author)

  8. 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...

  9. Some asymptotic theory for variance function smoothing | Kibua ...

    African Journals Online (AJOL)

    Simple selection of the smoothing parameter is suggested. Both homoscedastic and heteroscedastic regression models are considered. Keywords: Asymptotic, Smoothing, Kernel, Bandwidth, Bias, Variance, Mean squared error, Homoscedastic, Heteroscedastic. > East African Journal of Statistics Vol. 1 (1) 2005: pp. 9-22 ...

  10. Variance-optimal hedging for processes with stationary independent increments

    DEFF Research Database (Denmark)

    Hubalek, Friedrich; Kallsen, J.; Krawczyk, L.

    We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward recursion or backward stochastic differential equation, we...

  11. Adaptive Nonparametric Variance Estimation for a Ratio Estimator ...

    African Journals Online (AJOL)

    Kernel estimators for smooth curves require modifications when estimating near end points of the support, both for practical and asymptotic reasons. The construction of such boundary kernels as solutions of variational problem is a difficult exercise. For estimating the error variance of a ratio estimator, we suggest an ...

  12. A note on minimum-variance theory and beyond

    International Nuclear Information System (INIS)

    Feng Jianfeng; Tartaglia, Giangaetano; Tirozzi, Brunello

    2004-01-01

    We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons

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

    Science.gov (United States)

    Ritz, Christian; Van der Vliet, Leana

    2009-09-01

    The advantages of using regression-based techniques to derive endpoints from environmental toxicity data are clear, and slowly, this superior analytical technique is gaining acceptance. As use of regression-based analysis becomes more widespread, some of the associated nuances and potential problems come into sharper focus. Looking at data sets that cover a broad spectrum of standard test species, we noticed that some model fits to data failed to meet two key assumptions-variance homogeneity and normality-that are necessary for correct statistical analysis via regression-based techniques. Failure to meet these assumptions often is caused by reduced variance at the concentrations showing severe adverse effects. Although commonly used with linear regression analysis, transformation of the response variable only is not appropriate when fitting data using nonlinear regression techniques. Through analysis of sample data sets, including Lemna minor, Eisenia andrei (terrestrial earthworm), and algae, we show that both the so-called Box-Cox transformation and use of the Poisson distribution can help to correct variance heterogeneity and nonnormality and so allow nonlinear regression analysis to be implemented. Both the Box-Cox transformation and the Poisson distribution can be readily implemented into existing protocols for statistical analysis. By correcting for nonnormality and variance heterogeneity, these two statistical tools can be used to encourage the transition to regression-based analysis and the depreciation of less-desirable and less-flexible analytical techniques, such as linear interpolation.

  14. Starting design for use in variance exchange algorithms | Iwundu ...

    African Journals Online (AJOL)

    A new method of constructing the initial design for use in variance exchange algorithms is presented. The method chooses support points to go into the design as measures of distances of the support points from the centre of the geometric region and of permutation-invariant sets. The initial design is as close as possible to ...

  15. Decomposition of variance in terms of conditional means

    Directory of Open Access Journals (Sweden)

    Alessandro Figà Talamanca

    2013-05-01

    Full Text Available Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables. We suggest that this approach be used to complement other existing techniques to study the interdependence of the variables involved. According to our method, the variance is expressed as a sum of orthogonal components, obtained as differences of conditional means, with respect to the qualitative characters. The resulting expression for the variance depends on the ordering in which the characters are considered. We suggest an algorithm which leads to an ordering which is deemed natural. The first set of data concerns the score achieved by a population of students on an entrance examination based on a multiple choice test with 30 questions. In this case the qualitative characters are dyadic and correspond to correct or incorrect answer to each question. The second set of data concerns the delay to obtain the degree for a population of graduates of Italian universities. The variance in this case is analyzed with respect to a set of seven specific qualitative characters of the population studied (gender, previous education, working condition, parent's educational level, field of study, etc..

  16. A Hold-out method to correct PCA variance inflation

    DEFF Research Database (Denmark)

    Garcia-Moreno, Pablo; Artes-Rodriguez, Antonio; Hansen, Lars Kai

    2012-01-01

    In this paper we analyze the problem of variance inflation experienced by the PCA algorithm when working in an ill-posed scenario where the dimensionality of the training set is larger than its sample size. In an earlier article a correction method based on a Leave-One-Out (LOO) procedure...

  17. 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 ...

  18. Effects of Diversification of Assets on Mean and Variance | Jayeola ...

    African Journals Online (AJOL)

    Diversification is a means of minimizing risk and maximizing returns by investing in a variety of assets of the portfolio. This paper is written to determine the effects of diversification of three types of Assets; uncorrelated, perfectly correlated and perfectly negatively correlated assets on mean and variance. To go about this, ...

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

    Science.gov (United States)

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

    2016-04-01

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

  20. On zero variance Monte Carlo path-stretching schemes

    International Nuclear Information System (INIS)

    Lux, I.

    1983-01-01

    A zero variance path-stretching biasing scheme proposed for a special case by Dwivedi is derived in full generality. The procedure turns out to be the generalization of the exponential transform. It is shown that the biased game can be interpreted as an analog simulation procedure, thus saving some computational effort in comparison with the corresponding nonanalog game

  1. A mean-variance frontier in discrete and continuous time

    NARCIS (Netherlands)

    Bekker, Paul A.

    2004-01-01

    The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation

  2. Hedging with stock index futures: downside risk versus the variance

    NARCIS (Netherlands)

    Brouwer, F.; Nat, van der M.

    1995-01-01

    In this paper we investigate hedging a stock portfolio with stock index futures.Instead of defining the hedge ratio as the minimum variance hedge ratio, we considerseveral measures of downside risk: the semivariance according to Markowitz [ 19591 andthe various lower partial moments according to

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

    NARCIS (Netherlands)

    Minasny, B.; McBratney, A.B.; Walvoort, D.J.J.

    2007-01-01

    Spatial sampling schemes are mainly developed to determine sampling locations that can cover the variation of environmental properties in the area of interest. Here we proposed the variance quadtree algorithm for sampling in an area with prior information represented as ancillary or secondary

  4. 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

  5. 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-.

  6. Variances in consumers prices of selected food Items among ...

    African Journals Online (AJOL)

    The study focused on the determination of variances among consumer prices of rice (local white), beans (white) and garri (yellow) in Watts, Okurikang and 8 Miles markets in southern zone of Cross River State. Completely randomized design was used to test the research hypothesis. Comparing the consumer prices of rice, ...

  7. Age Differences in the Variance of Personality Characteristics

    Czech Academy of Sciences Publication Activity Database

    Mottus, R.; Allik, J.; Hřebíčková, Martina; Kööts-Ausmees, L.; Realo, A.

    2016-01-01

    Roč. 30, č. 1 (2016), s. 4-11 ISSN 0890-2070 R&D Projects: GA ČR GA13-25656S Institutional support: RVO:68081740 Keywords : variance * individual differences * personality * five-factor model Subject RIV: AN - Psychology Impact factor: 3.707, year: 2016

  8. Refined Phenotyping of Modic Changes

    Science.gov (United States)

    Määttä, Juhani H.; Karppinen, Jaro; Paananen, Markus; Bow, Cora; Luk, Keith D.K.; Cheung, Kenneth M.C.; Samartzis, Dino

    2016-01-01

    Abstract Low back pain (LBP) is the world's most disabling condition. Modic changes (MC) are vertebral bone marrow changes adjacent to the endplates as noted on magnetic resonance imaging. The associations of specific MC types and patterns with prolonged, severe LBP and disability remain speculative. This study assessed the relationship of prolonged, severe LBP and back-related disability, with the presence and morphology of lumbar MC in a large cross-sectional population-based study of Southern Chinese. We addressed the topographical and morphological dimensions of MC along with other magnetic resonance imaging phenotypes (eg, disc degeneration and displacement) on the basis of axial T1 and sagittal T2-weighted imaging of L1-S1. Prolonged severe LBP was defined as LBP lasting ≥30 days during the past year, and a visual analog scale severest pain intensity of at least 6/10. An Oswestry Disability Index score of 15% was regarded as significant disability. We also assessed subject demographics, occupation, and lifestyle factors. In total, 1142 subjects (63% females, mean age 53 years) were assessed. Of these, 282 (24.7%) had MC (7.1% type I, 17.6% type II). MC subjects were older (P = 0.003), had more frequent disc displacements (P disability. The strength of the associations increased with the number of MC. This large-scale study is the first to definitively note MC types and specific morphologies to be independently associated with prolonged severe LBP and back-related disability. This proposed refined MC phenotype may have direct implications in clinical decision-making as to the development and management of LBP. Understanding of these imaging biomarkers can lead to new preventative and personalized therapeutics related to LBP. PMID:27258491

  9. 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

  10. 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.

  11. Landscape patterns of phenotypic variation and population structuring in a selfing grass, Elymus glaucus (blue wildrye).

    Science.gov (United States)

    Vicky J. Erickson; Nancy L. Mandel; Frank C. Sorensen

    2004-01-01

    Source-related phenotypic variance was investigated in a common garden study of populations of Elymus glaucus Buckley (blue wildrye) from the Blue Mountain Ecological Province of northeastern Oregon and adjoining Washington. The primary objective of this study was to assess geographic patterns of potentially adaptive differentiation in this self-...

  12. Genetic variation in variability: phenotypic variability of fledging weight and its evolution in a songbird population

    NARCIS (Netherlands)

    Mulder, H.A.; Gienapp, P; Visser, ME

    2016-01-01

    Variation in traits is essential for natural selection to operate and genetic and environmental effects can contribute to this phenotypic variation. From domesticated populations, we know that families can differ in their level of within-family variance, which leads to the intriguing situation that

  13. From metabolome to phenotype

    DEFF Research Database (Denmark)

    Khakimov, Bekzod; Rasmussen, Morten Arendt; Kannangara, Rubini Maya

    2017-01-01

    for ideal vegetable protein production and for augmented β-glucan production. Seeds from three barley lines (Bomi, lys3.a and lys5.f) were sampled eight times during grain filling and analysed for metabolites using gas chromatography-mass spectrometry (GC-MS). The lys3.a mutation disrupts a regulator gene...... their successful application to link genetic and environmental factors with the seed phenotype of unique and agro-economically important barley models for optimal vegetable protein and dietary fibre production......., causing an increase in proteins rich in the essential amino acid lysine, while lys5.f carries a mutation in an ADP-glucose transporter gene leading to a significant increase in production of mixed-linkage β-glucan at the expense of α-glucan. Unique metabolic patterns associated with the tricarboxylic acid...

  14. Deep Learning for Plant Phenotyping

    OpenAIRE

    Mori, Matteo

    2016-01-01

    Plant Phenotyping is an emerging science which provides us the knowledge to better understand plants. Indeed, the study of the link between genetic background and environment in which plants develop can help us to determine cures for plants’ sicknesses and new ways to improve yields using limited resources. In this regard, one of the main aspects of Plant Phenotyping that were studied in the past, was Root Phenotyping, which is based on the study of the root architectures. In particular, toda...

  15. Determinations of dose mean of specific energy for conventional x-rays by variance-measurements

    International Nuclear Information System (INIS)

    Forsberg, B.; Jensen, M.; Lindborg, L.; Samuelson, G.

    1978-05-01

    The dose mean value (zeta) of specific energy of a single event distribution is related to the variance of a multiple event distribution in a simple way. It is thus possible to determine zeta from measurements in high dose rates through observations of the variations in the ionization current from for instance an ionization chamber, if other parameters contribute negligibly to the total variance. With this method is has earlier been possible to obtain results down to about 10 nm in a beam of Co60-γ rays, which is one order of magnitude smaller than the sizes obtainable with the traditional technique. This advantage together with the suggestion that zeta could be an important parameter in radiobiology make further studies of the applications of the technique motivated. So far only data from measurements in beams of a radioactive nuclide has been reported. This paper contains results from measurements in a highly stabilized X-ray beam. The preliminary analysis shows that the variance technique has given reasonable results for object sizes in the region of 0.08 μm to 20 μm (100 kV, 1.6 Al, HVL 0.14 mm Cu). The results were obtained with a proportional counter except for the larger object sizes, where an ionization chamber was used. The measurements were performed at dose rates between 1 Gy/h and 40 Gy/h. (author)

  16. Analysis on endocrine and metabolic features of different phenotypes of polycystic ovary syndrome patients.

    Science.gov (United States)

    Li, Feng; Yao, Li; Wu, Hong; Cao, Shihong

    2016-09-01

    To discuss the manifestations of endocrine and metabolism for polycystic ovary syndrome patients with different phenotype. This study selected 226 cases of Rotterdam Standard diagnosed polycystic ovary syndrome patients in People's Hospital of Zhengzhou from October 2013 to February 2015. The control group was the 100 cases of non hyperandrogen menstrual women as the control group. Polycystic ovary syndrome included 4 phenotype: /or anovulatio (O) combined with hyperandrogenism (H) and polycystic ovary morphology (P), phenotype of O and P, phenotype of H and P, and phenotype of O and P. All patients were detected for the clinical endocrine and metabolism related parameters. The phenotype of O and P occupied 55.8%, it had significant difference on the comparison between control group and the luteinizing hormone (LH) and luteinizing hormone/follicle stimulating hormone (LH/FSH) of phenotype of O, H and P, phenotype of O and H and phenotype of O and P; the testosterone (T) of phenotype of O,H and P and phenotype of O and H was apparently higher than phenotype of O and P and control group; The total cholesterol (TC) and triglyceride (TG) in phenotype of O, H and P was greatly higher than phenotype of O and P and control group. The phenotype of O and P was the most common phenotype in PCOS patients. It was same for the clinical endocrine and metabolism of two classic characteristics in PCOS. Compared to other PCOS phenotype, the metabolism in phenotype of O and P was lower. The phenotype classification of PCOS patients could better guide clinical individualized treatment in patients with PCOS.

  17. Genetic parameters, phenotypic, genotypic and environmental correlations and genetic variability on sunflower in the Brazilian Savannah

    Directory of Open Access Journals (Sweden)

    Ellen Grippi Lira

    Full Text Available ABSTRACT: Sunflower (Helianthus annuus L. is an annual crop that stands out for its production of high quality oil and for an efficient selection, being necessary to estimate the components of genetic and phenotypic variance. This study aimed to estimate genetic parameters, phenotypic, genotypic and environmental correlations and genetic variability on sunflower in the Brazilian Savannah, evaluating the characters grain yield (YIELD, days to start flowering (DFL based on flowering date in R5, chapter length (CL, weight of a thousand achenes (WTA, plant height (H and oil content (OilC of 16 sunflower genotypes. The experiment was conducted at Embrapa Cerrados, Planaltina, DF, situated at 15º 35’ 30”S latitude, 47º 42’ 30”W longitude and 1.007m above sea level, in soil classified as dystroferric Oxisol. The experimental design used was a complete randomized block with four replicates. The nature for the effects of genotypes and blocks was fixed. Except for the character chapter length, genetic variance was the main component of the phenotypic variance among the genotypes, indicating high genetic variability and experimental efficiency with proper environmental control. In absolute terms, the genetic correlations were superior to phenotypic and environmental. The high values reported for heritability and selective accuracy indicated efficiency of phenotypic selection. Results showed high genetic variability among genotypes, which may contribute to the genetic improvement of sunflower.

  18. Adaptation to Variance of Stimuli in Drosophila Larva Navigation

    Science.gov (United States)

    Wolk, Jason; Gepner, Ruben; Gershow, Marc

    In order to respond to stimuli that vary over orders of magnitude while also being capable of sensing very small changes, neural systems must be capable of rapidly adapting to the variance of stimuli. We study this adaptation in Drosophila larvae responding to varying visual signals and optogenetically induced fictitious odors using an infrared illuminated arena and custom computer vision software. Larval navigational decisions (when to turn) are modeled as the output a linear-nonlinear Poisson process. The development of the nonlinear turn rate in response to changes in variance is tracked using an adaptive point process filter determining the rate of adaptation to different stimulus profiles. Supported by NIH Grant 1DP2EB022359 and NSF Grant PHY-1455015.

  19. PORTFOLIO COMPOSITION WITH MINIMUM VARIANCE: COMPARISON WITH MARKET BENCHMARKS

    Directory of Open Access Journals (Sweden)

    Daniel Menezes Cavalcante

    2016-07-01

    Full Text Available Portfolio optimization strategies are advocated as being able to allow the composition of stocks portfolios that provide returns above market benchmarks. This study aims to determine whether, in fact, portfolios based on the minimum variance strategy, optimized by the Modern Portfolio Theory, are able to achieve earnings above market benchmarks in Brazil. Time series of 36 securities traded on the BM&FBOVESPA have been analyzed in a long period of time (1999-2012, with sample windows of 12, 36, 60 and 120 monthly observations. The results indicated that the minimum variance portfolio performance is superior to market benchmarks (CDI and IBOVESPA in terms of return and risk-adjusted return, especially in medium and long-term investment horizons.

  20. Compounding approach for univariate time series with nonstationary variances

    Science.gov (United States)

    Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich

    2015-12-01

    A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.

  1. 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...

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

    Directory of Open Access Journals (Sweden)

    Hirokazu Takahashi

    Full Text Available The mechanisms by which functional maps and map plasticity contribute to cortical computation remain controversial. Recent studies have revisited the theory of neural Darwinism to interpret the learning-induced map plasticity and neuronal heterogeneity observed in the cortex. Here, we hypothesize that the Darwinian principle provides a substrate to explain the relationship between neuron heterogeneity and cortical functional maps. We demonstrate in the rat auditory cortex that the degree of response variance is closely correlated with the size of its representational area. Further, we show that the response variance within a given population is altered through training. These results suggest that larger representational areas may help to accommodate heterogeneous populations of neurons. Thus, functional maps and map plasticity are likely to play essential roles in Darwinian computation, serving as effective, but not absolutely necessary, structures to generate diverse response properties within a neural population.

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

    Science.gov (United States)

    Takahashi, Hirokazu; Yokota, Ryo; Kanzaki, Ryohei

    2013-01-01

    The mechanisms by which functional maps and map plasticity contribute to cortical computation remain controversial. Recent studies have revisited the theory of neural Darwinism to interpret the learning-induced map plasticity and neuronal heterogeneity observed in the cortex. Here, we hypothesize that the Darwinian principle provides a substrate to explain the relationship between neuron heterogeneity and cortical functional maps. We demonstrate in the rat auditory cortex that the degree of response variance is closely correlated with the size of its representational area. Further, we show that the response variance within a given population is altered through training. These results suggest that larger representational areas may help to accommodate heterogeneous populations of neurons. Thus, functional maps and map plasticity are likely to play essential roles in Darwinian computation, serving as effective, but not absolutely necessary, structures to generate diverse response properties within a neural population.

  4. 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.

  5. Variance reduction methods applied to deep-penetration problems

    International Nuclear Information System (INIS)

    Cramer, S.N.

    1984-01-01

    All deep-penetration Monte Carlo calculations require variance reduction methods. Before beginning with a detailed approach to these methods, several general comments concerning deep-penetration calculations by Monte Carlo, the associated variance reduction, and the similarities and differences of these with regard to non-deep-penetration problems will be addressed. The experienced practitioner of Monte Carlo methods will easily find exceptions to any of these generalities, but it is felt that these comments will aid the novice in understanding some of the basic ideas and nomenclature. Also, from a practical point of view, the discussions and developments presented are oriented toward use of the computer codes which are presented in segments of this Monte Carlo course

  6. Adaptive increase in force variance during fatigue in tasks with low redundancy.

    Science.gov (United States)

    Singh, Tarkeshwar; S K M, Varadhan; Zatsiorsky, Vladimir M; Latash, Mark L

    2010-11-26

    We tested a hypothesis that fatigue of an element (a finger) leads to an adaptive neural strategy that involves an increase in force variability in the other finger(s) and an increase in co-variation of commands to fingers to keep total force variability relatively unchanged. We tested this hypothesis using a system with small redundancy (two fingers) and a marginally redundant system (with an additional constraint related to the total moment of force produced by the fingers, unstable condition). The subjects performed isometric accurate rhythmic force production tasks by the index (I) finger and two fingers (I and middle, M) pressing together before and after a fatiguing exercise by the I finger. Fatigue led to a large increase in force variance in the I-finger task and a smaller increase in the IM-task. We quantified two components of variance in the space of hypothetical commands to fingers, finger modes. Under both stable and unstable conditions, there was a large increase in the variance component that did not affect total force and a much smaller increase in the component that did. This resulted in an increase in an index of the force-stabilizing synergy. These results indicate that marginal redundancy is sufficient to allow the central nervous system to use adaptive increase in variability to shield important variables from effects of fatigue. We offer an interpretation of these results based on a recent development of the equilibrium-point hypothesis known as the referent configuration hypothesis. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.

  7. Variance components and selection response for feather-pecking behavior in laying hens.

    Science.gov (United States)

    Su, G; Kjaer, J B; Sørensen, P

    2005-01-01

    Variance components and selection response for feather pecking behavior were studied by analyzing the data from a divergent selection experiment. An investigation indicated that a Box-Cox transformation with power lambda = -0.2 made the data approximately normally distributed and gave the best fit for the model. Variance components and selection response were estimated using Bayesian analysis with Gibbs sampling technique. The total variation was rather large for the investigated traits in both the low feather-pecking line (LP) and the high feather-pecking line (HP). Based on the mean of marginal posterior distribution, in the Box-Cox transformed scale, heritability for number of feather pecking bouts (FP bouts) was 0.174 in line LP and 0.139 in line HP. For number of feather-pecking pecks (FP pecks), heritability was 0.139 in line LP and 0.105 in line HP. No full-sib group effect and observation pen effect were found in the 2 traits. After 4 generations of selection, the total response for number of FP bouts in the transformed scale was 58 and 74% of the mean of the first generation in line LP and line HP, respectively. The total response for number of FP pecks was 47 and 46% of the mean of the first generation in line LP and line HP, respectively. The variance components and the realized selection response together suggest that genetic selection can be effective in minimizing FP behavior. This would be expected to reduce one of the major welfare problems in laying hens.

  8. Spatial analysis based on variance of moving window averages

    OpenAIRE

    Wu, B M; Subbarao, K V; Ferrandino, F J; Hao, J J

    2006-01-01

    A new method for analysing spatial patterns was designed based on the variance of moving window averages (VMWA), which can be directly calculated in geographical information systems or a spreadsheet program (e.g. MS Excel). Different types of artificial data were generated to test the method. Regardless of data types, the VMWA method correctly determined the mean cluster sizes. This method was also employed to assess spatial patterns in historical plant disease survey data encompassing both a...

  9. A mean-variance frontier in discrete and continuous time

    OpenAIRE

    Bekker, Paul A.

    2004-01-01

    The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...

  10. Efficient Scores, Variance Decompositions and Monte Carlo Swindles.

    Science.gov (United States)

    1984-08-28

    to ;r Then a version .of Pythagoras ’ theorem gives the variance decomposition (6.1) varT var S var o(T-S) P P0 0 0 One way to see this is to note...complete sufficient statistics for (B, a) , and that the standard- ized residuals a(y - XB) 6 are ancillary. Basu’s sufficiency- ancillarity theorem

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

    Science.gov (United States)

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

    2014-02-01

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

  12. The mean and variance of phylogenetic diversity under rarefaction

    OpenAIRE

    Nipperess, David A.; Matsen, Frederick A.

    2013-01-01

    Phylogenetic diversity (PD) depends on sampling intensity, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD. We have derived exact formulae for t...

  13. On mean reward variance in semi-Markov processes

    Czech Academy of Sciences Publication Activity Database

    Sladký, Karel

    2005-01-01

    Roč. 62, č. 3 (2005), s. 387-397 ISSN 1432-2994 R&D Projects: GA ČR(CZ) GA402/05/0115; GA ČR(CZ) GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : Markov and semi-Markov processes with rewards * variance of cumulative reward * asymptotic behaviour Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.259, year: 2005

  14. Mean-Variance Analysis in a Multiperiod Setting

    OpenAIRE

    Frauendorfer, Karl; Siede, Heiko

    1997-01-01

    Similar to the classical Markowitz approach it is possible to apply a mean-variance criterion to a multiperiod setting to obtain efficient portfolios. To represent the stochastic dynamic characteristics necessary for modelling returns a process of asset returns is discretized with respect to time and space and summarized in a scenario tree. The resulting optimization problem is solved by means of stochastic multistage programming. The optimal solutions show equivalent structural properties as...

  15. 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 \

  16. Models of Postural Control: Shared Variance in Joint and COM Motions.

    Directory of Open Access Journals (Sweden)

    Melissa C Kilby

    Full Text Available This paper investigated the organization of the postural control system in human upright stance. To this aim the shared variance between joint and 3D total body center of mass (COM motions was analyzed using multivariate canonical correlation analysis (CCA. The CCA was performed as a function of established models of postural control that varied in their joint degrees of freedom (DOF, namely, an inverted pendulum ankle model (2DOF, ankle-hip model (4DOF, ankle-knee-hip model (5DOF, and ankle-knee-hip-neck model (7DOF. Healthy young adults performed various postural tasks (two-leg and one-leg quiet stances, voluntary AP and ML sway on a foam and rigid surface of support. Based on CCA model selection procedures, the amount of shared variance between joint and 3D COM motions and the cross-loading patterns we provide direct evidence of the contribution of multi-DOF postural control mechanisms to human balance. The direct model fitting of CCA showed that incrementing the DOFs in the model through to 7DOF was associated with progressively enhanced shared variance with COM motion. In the 7DOF model, the first canonical function revealed more active involvement of all joints during more challenging one leg stances and dynamic posture tasks. Furthermore, the shared variance was enhanced during the dynamic posture conditions, consistent with a reduction of dimension. This set of outcomes shows directly the degeneracy of multivariate joint regulation in postural control that is influenced by stance and surface of support conditions.

  17. 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.

  18. 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)

  19. 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)

  20. 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)

  1. Modality-Driven Classification and Visualization of Ensemble Variance

    Energy Technology Data Exchange (ETDEWEB)

    Bensema, Kevin; Gosink, Luke; Obermaier, Harald; Joy, Kenneth I.

    2016-10-01

    Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space. While this approach helps address conceptual and parametric uncertainties, the ensemble datasets produced by this technique present a special challenge to visualization researchers as the ensemble dataset records a distribution of possible values for each location in the domain. Contemporary visualization approaches that rely solely on summary statistics (e.g., mean and variance) cannot convey the detailed information encoded in ensemble distributions that are paramount to ensemble analysis; summary statistics provide no information about modality classification and modality persistence. To address this problem, we propose a novel technique that classifies high-variance locations based on the modality of the distribution of ensemble predictions. Additionally, we develop a set of confidence metrics to inform the end-user of the quality of fit between the distribution at a given location and its assigned class. We apply a similar method to time-varying ensembles to illustrate the relationship between peak variance and bimodal or multimodal behavior. These classification schemes enable a deeper understanding of the behavior of the ensemble members by distinguishing between distributions that can be described by a single tendency and distributions which reflect divergent trends in the ensemble.

  2. Analisis Ragam dan Peragam Bobot Badan Kambing Peranakan Etawa (ANALYSIS VARIANCE AND COVARIANCE OF BODY WEIGHT OF ETTAWA GRADE GOAT

    Directory of Open Access Journals (Sweden)

    Siti Hidayati

    2015-05-01

    Full Text Available The aims of this study were (1 to analyze the phenotypic performance of Ettawa Grade (EG goat; (2to estimate the heritability of birth weight (BW, weaning weight (WW, yearling weight (YW, and geneticcorrelation between two body weights on the third different period; and (3 to analyze the variance andcovariance component of body weight. The material used were the exiting records of 437 EG goats in BalaiPembibitan Ternak Unggul dan Hijauan Pakan Ternak Pelaihari, South Kalimantan. These goats originatedfrom the crossing between 19 males and 216 females from periods of 2009 - 2012. Nested Design methodwas used to etimate the phenotypic correlation, heritability and genetic correlation. Variance componentswere determined from heritability estimation, while covariance components were determined from geneticcerrelation estimation. Phenotypic correlation between BW and WW, between BW and YW, and betweenWW and YW were 0.19 (low; 0.31 (medium; 0.65 (high; respectively. Heritability of BW, WW, and YW were0.43±0.23 (high; WW 0.27±0.19 (medium; and YW 1.01±0.38 (excludeof the h2 value, respectively.Genetic correlation between BW and WW, between BW and YW, and between WW and YW were -0.04(negative low; 0.49 (positive medium; and -0.41 (negative medium, respectively. Variance components ofbuck, ewes, and kid for BW were 10.76%; 37.16%; and 52.09%, respectively, for WW were 6.67%; 38.52%;and 54.81%, respectively, and for YW were 25.15%; 58.37%; and 16.43%, respectively. Covariancecomponents of buck, ewes, and kid between BW and WW were -3.91%; 66.45%; and 37.46%, respectively,between BW and YW were 65.68%; 16.50%; and 17.82, and between WW and YW were -5.14%; 83.87%; and21.28%, respectively. In conclusions variance component of ewes and kid were high in body weight at birthand weaning time. Therefore, selection should be conducted for body weight at birth and weaning time.

  3. 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

  4. 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...

  5. Plant Phenotype Characterization System

    Energy Technology Data Exchange (ETDEWEB)

    Daniel W McDonald; Ronald B Michaels

    2005-09-09

    This report is the final scientific report for the DOE Inventions and Innovations Project: Plant Phenotype Characterization System, DE-FG36-04GO14334. The period of performance was September 30, 2004 through July 15, 2005. The project objective is to demonstrate the viability of a new scientific instrument concept for the study of plant root systems. The root systems of plants are thought to be important in plant yield and thus important to DOE goals in renewable energy sources. The scientific study and understanding of plant root systems is hampered by the difficulty in observing root activity and the inadequacy of existing root study instrumentation options. We have demonstrated a high throughput, non-invasive, high resolution technique for visualizing plant root systems in-situ. Our approach is based upon low-energy x-ray radiography and the use of containers and substrates (artificial soil) which are virtually transparent to x-rays. The system allows us to germinate and grow plant specimens in our containers and substrates and to generate x-ray images of the developing root system over time. The same plant can be imaged at different times in its development. The system can be used for root studies in plant physiology, plant morphology, plant breeding, plant functional genomics and plant genotype screening.

  6. Sex hormone binding globulin phenotypes

    DEFF Research Database (Denmark)

    Cornelisse, M M; Bennett, Patrick; Christiansen, M

    1994-01-01

    Human sex hormone binding globulin (SHBG) is encoded by a normal and a variant allele. The resulting SHBG phenotypes (the homozygous normal SHBG, the heterozygous SHBG and the homozygous variant SHBG phenotype) can be distinguished by their electrophoretic patterns. We developed a novel detection....... This method of detection was used to determine the distribution of SHBG phenotypes in healthy controls of both sexes and in five different pathological conditions characterized by changes in the SHBG level or endocrine disturbances (malignant and benign ovarian neoplasms, hirsutism, liver cirrhosis...... on the experimental values. Differences in SHBG phenotypes do not appear to have any clinical significance and no sex difference was found in the SHBG phenotype distribution....

  7. 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.

  8. Metformin treatment in different phenotypes of polycystic ovary syndrome.

    Science.gov (United States)

    Hosseini, Marzieh Agha; Alleyassin, Ashraf; Sarvi, Fatemeh; Safdarian, Leila; Kokab, Abas; Fanisalek, Mehran

    2013-11-01

    The aim of this study was to evaluate the effectiveness of Metformin on ovulation and eventual clinical pregnancy in different phenotypes of polycystic ovary syndrome (PCOS). A total of 359 subjects who had proven PCOS according to Rotterdam criteria were prospectively selected. Patients' PCOS phenotypes were determined and recorded. All patients were younger than 35 years. Clinical and biochemical assays in all patients were initially obtained. Then patients were divided into two separate groups. One group received both 1,500 mg of Metformin and 1 mg of folic acid per day and the other group received only 1 mg of folic acid for a total of 2 months. Subsequently, all patients underwent ovulation stimulation with 5 mg of Letrozole per day for 5 days followed by an intra-uterine insemination. Finally, ovulation and pregnancy rates were evaluated for all four PCOS phenotypes. Effect of Metformin therapy was evaluated for each group and each phenotype. The pregnancy rate in Metformin and non-Metformin groups were, respectively, as follows: in phenotype A (39.2 vs. 33.7 %, p = 0.270), phenotype B (43.8 vs. 20 %, p = 0.210), phenotype C (44 vs. 20 %, p = 0.064), and phenotype D (36.5 vs. 28.6 %, p = 0.279). Although there was a little improvement in ovulation and pregnancy rates among patients with B and C phenotypes, there was not a statistically significant difference between the two groups. Based on our study, Metformin therapy does not change the ovulation and pregnancy rate.

  9. Phenotypic and genetic diversity in Sinorhizobium meliloti and S. medicae from drought and salt affected regions of Morocco

    Directory of Open Access Journals (Sweden)

    Udupa Sripada M

    2010-01-01

    Full Text Available Abstract Background Sinorhizobium meliloti and S. medicae are symbiotic nitrogen fixing bacteria in root nodules of forage legume alfalfa (Medicago sativa L.. In Morocco, alfalfa is usually grown in marginal soils of arid and semi-arid regions frequently affected by drought, extremes of temperature and soil pH, soil salinity and heavy metals, which affect biological nitrogen fixing ability of rhizobia and productivity of the host. This study examines phenotypic diversity for tolerance to the above stresses and genotypic diversity at Repetitive Extragenic Pallindromic DNA regions of Sinorhizobium nodulating alfalfa, sampled from marginal soils of arid and semi-arid regions of Morocco. Results RsaI digestion of PCR amplified 16S rDNA of the 157 sampled isolates, assigned 136 isolates as S. meliloti and the rest as S. medicae. Further phenotyping of these alfalfa rhizobia for tolerance to the environmental stresses revealed a large degree of variation: 55.41%, 82.16%, 57.96% and 3.18% of the total isolates were tolerant to NaCl (>513 mM, water stress (-1.5 MPa, high temperature (40°C and low pH (3.5, respectively. Sixty-seven isolates of S. meliloti and thirteen isolates of S. medicae that were tolerant to salinity were also tolerant to water stress. Most of the isolates of the two species showed tolerance to heavy metals (Cd, Mn and Zn and antibiotics (chloramphenicol, spectinomycin, streptomycin and tetracycline. The phenotypic clusters observed by the cluster analysis clearly showed adaptations of the S. meliloti and S. medicae strains to the multiple stresses. Genotyping with rep-PCR revealed higher genetic diversity within these phenotypic clusters and classified all the 157 isolates into 148 genotypes. No relationship between genotypic profiles and the phenotypes was observed. The Analysis of Molecular Variance revealed that largest proportion of significant (P Conclusion High degree of phenotypic and genotypic diversity is present in S

  10. Fringe biasing: A variance reduction technique for optically thick meshes

    Energy Technology Data Exchange (ETDEWEB)

    Smedley-Stevenson, R. P. [AWE PLC, Aldermaston Reading, Berkshire, RG7 4PR (United Kingdom)

    2013-07-01

    Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)

  11. Fringe biasing: A variance reduction technique for optically thick meshes

    International Nuclear Information System (INIS)

    Smedley-Stevenson, R. P.

    2013-01-01

    Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)

  12. 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.

  13. Double Minimum Variance Beamforming Method to Enhance Photoacoustic Imaging

    OpenAIRE

    Paridar, Roya; Mozaffarzadeh, Moein; Nasiriavanaki, Mohammadreza; Orooji, Mahdi

    2018-01-01

    One of the common algorithms used to reconstruct photoacoustic (PA) images is the non-adaptive Delay-and-Sum (DAS) beamformer. However, the quality of the reconstructed PA images obtained by DAS is not satisfying due to its high level of sidelobes and wide mainlobe. In contrast, adaptive beamformers, such as minimum variance (MV), result in an improved image compared to DAS. In this paper, a novel beamforming method, called Double MV (D-MV) is proposed to enhance the image quality compared to...

  14. A Note on the Kinks at the Mean Variance Frontier

    OpenAIRE

    Vörös, J.; Kriens, J.; Strijbosch, L.W.G.

    1997-01-01

    In this paper the standard portfolio case with short sales restrictions is analyzed.Dybvig pointed out that if there is a kink at a risky portfolio on the efficient frontier, then the securities in this portfolio have equal expected return and the converse of this statement is false.For the existence of kinks at the efficient frontier the sufficient condition is given here and a new procedure is used to derive the efficient frontier, i.e. the characteristics of the mean variance frontier.

  15. 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

  16. A guide to SPSS for analysis of variance

    CERN Document Server

    Levine, Gustav

    2013-01-01

    This book offers examples of programs designed for analysis of variance and related statistical tests of significance that can be run with SPSS. The reader may copy these programs directly, changing only the names or numbers of levels of factors according to individual needs. Ways of altering command specifications to fit situations with larger numbers of factors are discussed and illustrated, as are ways of combining program statements to request a variety of analyses in the same program. The first two chapters provide an introduction to the use of SPSS, Versions 3 and 4. General rules conce

  17. 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...

  18. 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

  19. 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

  20. Cluster analysis of obesity and asthma phenotypes.

    Directory of Open Access Journals (Sweden)

    E Rand Sutherland

    Full Text Available Asthma is a heterogeneous disease with variability among patients in characteristics such as lung function, symptoms and control, body weight, markers of inflammation, and responsiveness to glucocorticoids (GC. Cluster analysis of well-characterized cohorts can advance understanding of disease subgroups in asthma and point to unsuspected disease mechanisms. We utilized an hypothesis-free cluster analytical approach to define the contribution of obesity and related variables to asthma phenotype.In a cohort of clinical trial participants (n = 250, minimum-variance hierarchical clustering was used to identify clinical and inflammatory biomarkers important in determining disease cluster membership in mild and moderate persistent asthmatics. In a subset of participants, GC sensitivity was assessed via expression of GC receptor alpha (GCRα and induction of MAP kinase phosphatase-1 (MKP-1 expression by dexamethasone. Four asthma clusters were identified, with body mass index (BMI, kg/m(2 and severity of asthma symptoms (AEQ score the most significant determinants of cluster membership (F = 57.1, p<0.0001 and F = 44.8, p<0.0001, respectively. Two clusters were composed of predominantly obese individuals; these two obese asthma clusters differed from one another with regard to age of asthma onset, measures of asthma symptoms (AEQ and control (ACQ, exhaled nitric oxide concentration (F(ENO and airway hyperresponsiveness (methacholine PC(20 but were similar with regard to measures of lung function (FEV(1 (% and FEV(1/FVC, airway eosinophilia, IgE, leptin, adiponectin and C-reactive protein (hsCRP. Members of obese clusters demonstrated evidence of reduced expression of GCRα, a finding which was correlated with a reduced induction of MKP-1 expression by dexamethasoneObesity is an important determinant of asthma phenotype in adults. There is heterogeneity in expression of clinical and inflammatory biomarkers of asthma across obese individuals

  1. Phenotypic plasticity, costs of phenotypes, and costs of plasticity

    DEFF Research Database (Denmark)

    Callahan, Hilary S; Maughan, Heather; Steiner, Uli

    2008-01-01

    Why are some traits constitutive and others inducible? The term costs often appears in work addressing this issue but may be ambiguously defined. This review distinguishes two conceptually distinct types of costs: phenotypic costs and plasticity costs. Phenotypic costs are assessed from patterns...... of covariation, typically between a focal trait and a separate trait relevant to fitness. Plasticity costs, separable from phenotypic costs, are gauged by comparing the fitness of genotypes with equivalent phenotypes within two environments but differing in plasticity and fitness. Subtleties associated with both...... types of costs are illustrated by a body of work addressing predator-induced plasticity. Such subtleties, and potential interplay between the two types of costs, have also been addressed, often in studies involving genetic model organisms. In some instances, investigators have pinpointed the mechanistic...

  2. Deep Phenotyping: Deep Learning For Temporal Phenotype/Genotype Classification

    OpenAIRE

    Najafi, Mohammad; Namin, Sarah; Esmaeilzadeh, Mohammad; Brown, Tim; Borevitz, Justin

    2017-01-01

    High resolution and high throughput, genotype to phenotype studies in plants are underway to accelerate breeding of climate ready crops. Complex developmental phenotypes are observed by imaging a variety of accessions in different environment conditions, however extracting the genetically heritable traits is challenging. In the recent years, deep learning techniques and in particular Convolutional Neural Networks (CNNs), Recurrent Neural Networks (RNNs) and Long-Short Term Memories (LSTMs), h...

  3. Parameter uncertainty effects on variance-based sensitivity analysis

    International Nuclear Information System (INIS)

    Yu, W.; Harris, T.J.

    2009-01-01

    In the past several years there has been considerable commercial and academic interest in methods for variance-based sensitivity analysis. The industrial focus is motivated by the importance of attributing variance contributions to input factors. A more complete understanding of these relationships enables companies to achieve goals related to quality, safety and asset utilization. In a number of applications, it is possible to distinguish between two types of input variables-regressive variables and model parameters. Regressive variables are those that can be influenced by process design or by a control strategy. With model parameters, there are typically no opportunities to directly influence their variability. In this paper, we propose a new method to perform sensitivity analysis through a partitioning of the input variables into these two groupings: regressive variables and model parameters. A sequential analysis is proposed, where first an sensitivity analysis is performed with respect to the regressive variables. In the second step, the uncertainty effects arising from the model parameters are included. This strategy can be quite useful in understanding process variability and in developing strategies to reduce overall variability. When this method is used for nonlinear models which are linear in the parameters, analytical solutions can be utilized. In the more general case of models that are nonlinear in both the regressive variables and the parameters, either first order approximations can be used, or numerically intensive methods must be used

  4. Variance of indoor radon concentration: Major influencing factors

    Energy Technology Data Exchange (ETDEWEB)

    Yarmoshenko, I., E-mail: ivy@ecko.uran.ru [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation); Vasilyev, A.; Malinovsky, G. [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation); Bossew, P. [German Federal Office for Radiation Protection (BfS), Berlin (Germany); Žunić, Z.S. [Institute of Nuclear Sciences “Vinca”, University of Belgrade (Serbia); Onischenko, A.; Zhukovsky, M. [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation)

    2016-01-15

    Variance of radon concentration in dwelling atmosphere is analysed with regard to geogenic and anthropogenic influencing factors. Analysis includes review of 81 national and regional indoor radon surveys with varying sampling pattern, sample size and duration of measurements and detailed consideration of two regional surveys (Sverdlovsk oblast, Russia and Niška Banja, Serbia). The analysis of the geometric standard deviation revealed that main factors influencing the dispersion of indoor radon concentration over the territory are as follows: area of territory, sample size, characteristics of measurements technique, the radon geogenic potential, building construction characteristics and living habits. As shown for Sverdlovsk oblast and Niška Banja town the dispersion as quantified by GSD is reduced by restricting to certain levels of control factors. Application of the developed approach to characterization of the world population radon exposure is discussed. - Highlights: • Influence of lithosphere and anthroposphere on variance of indoor radon is found. • Level-by-level analysis reduces GSD by a factor of 1.9. • Worldwide GSD is underestimated.

  5. 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.

  6. Hidden temporal order unveiled in stock market volatility variance

    Directory of Open Access Journals (Sweden)

    Y. Shapira

    2011-06-01

    Full Text Available When analyzed by standard statistical methods, the time series of the daily return of financial indices appear to behave as Markov random series with no apparent temporal order or memory. This empirical result seems to be counter intuitive since investor are influenced by both short and long term past market behaviors. Consequently much effort has been devoted to unveil hidden temporal order in the market dynamics. Here we show that temporal order is hidden in the series of the variance of the stocks volatility. First we show that the correlation between the variances of the daily returns and means of segments of these time series is very large and thus cannot be the output of random series, unless it has some temporal order in it. Next we show that while the temporal order does not show in the series of the daily return, rather in the variation of the corresponding volatility series. More specifically, we found that the behavior of the shuffled time series is equivalent to that of a random time series, while that of the original time series have large deviations from the expected random behavior, which is the result of temporal structure. We found the same generic behavior in 10 different stock markets from 7 different countries. We also present analysis of specially constructed sequences in order to better understand the origin of the observed temporal order in the market sequences. Each sequence was constructed from segments with equal number of elements taken from algebraic distributions of three different slopes.

  7. Waste Isolation Pilot Plant no-migration variance petition

    International Nuclear Information System (INIS)

    1990-01-01

    Section 3004 of RCRA allows EPA to grant a variance from the land disposal restrictions when a demonstration can be made that, to a reasonable degree of certainty, there will be no migration of hazardous constituents from the disposal unit for as long as the waste remains hazardous. Specific requirements for making this demonstration are found in 40 CFR 268.6, and EPA has published a draft guidance document to assist petitioners in preparing a variance request. Throughout the course of preparing this petition, technical staff from DOE, EPA, and their contractors have met frequently to discuss and attempt to resolve issues specific to radioactive mixed waste and the WIPP facility. The DOE believes it meets or exceeds all requirements set forth for making a successful ''no-migration'' demonstration. The petition presents information under five general headings: (1) waste information; (2) site characterization; (3) facility information; (4) assessment of environmental impacts, including the results of waste mobility modeling; and (5) analysis of uncertainties. Additional background and supporting documentation is contained in the 15 appendices to the petition, as well as in an extensive addendum published in October 1989

  8. Deterministic mean-variance-optimal consumption and investment

    DEFF Research Database (Denmark)

    Christiansen, Marcus; Steffensen, Mogens

    2013-01-01

    In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature that the consum......In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature...... that the consumption rate and the investment proportion are constrained to be deterministic processes. As a result we get rid of a series of unwanted features of the stochastic solution including diffusive consumption, satisfaction points and consistency problems. Deterministic strategies typically appear in unit......-linked life insurance contracts, where the life-cycle investment strategy is age dependent but wealth independent. We explain how optimal deterministic strategies can be found numerically and present an example from life insurance where we compare the optimal solution with suboptimal deterministic strategies...

  9. 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.

  10. Variance decomposition-based sensitivity analysis via neural networks

    International Nuclear Information System (INIS)

    Marseguerra, Marzio; Masini, Riccardo; Zio, Enrico; Cojazzi, Giacomo

    2003-01-01

    This paper illustrates a method for efficiently performing multiparametric sensitivity analyses of the reliability model of a given system. These analyses are of great importance for the identification of critical components in highly hazardous plants, such as the nuclear or chemical ones, thus providing significant insights for their risk-based design and management. The technique used to quantify the importance of a component parameter with respect to the system model is based on a classical decomposition of the variance. When the model of the system is realistically complicated (e.g. by aging, stand-by, maintenance, etc.), its analytical evaluation soon becomes impractical and one is better off resorting to Monte Carlo simulation techniques which, however, could be computationally burdensome. Therefore, since the variance decomposition method requires a large number of system evaluations, each one to be performed by Monte Carlo, the need arises for possibly substituting the Monte Carlo simulation model with a fast, approximated, algorithm. Here we investigate an approach which makes use of neural networks appropriately trained on the results of a Monte Carlo system reliability/availability evaluation to quickly provide with reasonable approximation, the values of the quantities of interest for the sensitivity analyses. The work was a joint effort between the Department of Nuclear Engineering of the Polytechnic of Milan, Italy, and the Institute for Systems, Informatics and Safety, Nuclear Safety Unit of the Joint Research Centre in Ispra, Italy which sponsored the project

  11. Concentration variance decay during magma mixing: a volcanic chronometer.

    Science.gov (United States)

    Perugini, Diego; De Campos, Cristina P; Petrelli, Maurizio; Dingwell, Donald B

    2015-09-21

    The mixing of magmas is a common phenomenon in explosive eruptions. Concentration variance is a useful metric of this process and its decay (CVD) with time is an inevitable consequence during the progress of magma mixing. In order to calibrate this petrological/volcanological clock we have performed a time-series of high temperature experiments of magma mixing. The results of these experiments demonstrate that compositional variance decays exponentially with time. With this calibration the CVD rate (CVD-R) becomes a new geochronometer for the time lapse from initiation of mixing to eruption. The resultant novel technique is fully independent of the typically unknown advective history of mixing - a notorious uncertainty which plagues the application of many diffusional analyses of magmatic history. Using the calibrated CVD-R technique we have obtained mingling-to-eruption times for three explosive volcanic eruptions from Campi Flegrei (Italy) in the range of tens of minutes. These in turn imply ascent velocities of 5-8 meters per second. We anticipate the routine application of the CVD-R geochronometer to the eruptive products of active volcanoes in future in order to constrain typical "mixing to eruption" time lapses such that monitoring activities can be targeted at relevant timescales and signals during volcanic unrest.

  12. Mean-Variance-Validation Technique for Sequential Kriging Metamodels

    International Nuclear Information System (INIS)

    Lee, Tae Hee; Kim, Ho Sung

    2010-01-01

    The rigorous validation of the accuracy of metamodels is an important topic in research on metamodel techniques. Although a leave-k-out cross-validation technique involves a considerably high computational cost, it cannot be used to measure the fidelity of metamodels. Recently, the mean 0 validation technique has been proposed to quantitatively determine the accuracy of metamodels. However, the use of mean 0 validation criterion may lead to premature termination of a sampling process even if the kriging model is inaccurate. In this study, we propose a new validation technique based on the mean and variance of the response evaluated when sequential sampling method, such as maximum entropy sampling, is used. The proposed validation technique is more efficient and accurate than the leave-k-out cross-validation technique, because instead of performing numerical integration, the kriging model is explicitly integrated to accurately evaluate the mean and variance of the response evaluated. The error in the proposed validation technique resembles a root mean squared error, thus it can be used to determine a stop criterion for sequential sampling of metamodels

  13. 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)

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

    Science.gov (United States)

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

    2011-01-01

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

  15. Adaptation to an extraordinary environment by evolution of phenotypic plasticity and genetic assimilation.

    Science.gov (United States)

    Lande, Russell

    2009-07-01

    Adaptation to a sudden extreme change in environment, beyond the usual range of background environmental fluctuations, is analysed using a quantitative genetic model of phenotypic plasticity. Generations are discrete, with time lag tau between a critical period for environmental influence on individual development and natural selection on adult phenotypes. The optimum phenotype, and genotypic norms of reaction, are linear functions of the environment. Reaction norm elevation and slope (plasticity) vary among genotypes. Initially, in the average background environment, the character is canalized with minimum genetic and phenotypic variance, and no correlation between reaction norm elevation and slope. The optimal plasticity is proportional to the predictability of environmental fluctuations over time lag tau. During the first generation in the new environment the mean fitness suddenly drops and the mean phenotype jumps towards the new optimum phenotype by plasticity. Subsequent adaptation occurs in two phases. Rapid evolution of increased plasticity allows the mean phenotype to closely approach the new optimum. The new phenotype then undergoes slow genetic assimilation, with reduction in plasticity compensated by genetic evolution of reaction norm elevation in the original environment.

  16. Assessment of metabolic phenotypic variability in children’s urine using 1H NMR spectroscopy

    Science.gov (United States)

    Maitre, Léa; Lau, Chung-Ho E.; Vizcaino, Esther; Robinson, Oliver; Casas, Maribel; Siskos, Alexandros P.; Want, Elizabeth J.; Athersuch, Toby; Slama, Remy; Vrijheid, Martine; Keun, Hector C.; Coen, Muireann

    2017-04-01

    The application of metabolic phenotyping in clinical and epidemiological studies is limited by a poor understanding of inter-individual, intra-individual and temporal variability in metabolic phenotypes. Using 1H NMR spectroscopy we characterised short-term variability in urinary metabolites measured from 20 children aged 8-9 years old. Daily spot morning, night-time and pooled (50:50 morning and night-time) urine samples across six days (18 samples per child) were analysed, and 44 metabolites quantified. Intraclass correlation coefficients (ICC) and mixed effect models were applied to assess the reproducibility and biological variance of metabolic phenotypes. Excellent analytical reproducibility and precision was demonstrated for the 1H NMR spectroscopic platform (median CV 7.2%). Pooled samples captured the best inter-individual variability with an ICC of 0.40 (median). Trimethylamine, N-acetyl neuraminic acid, 3-hydroxyisobutyrate, 3-hydroxybutyrate/3-aminoisobutyrate, tyrosine, valine and 3-hydroxyisovalerate exhibited the highest stability with over 50% of variance specific to the child. The pooled sample was shown to capture the most inter-individual variance in the metabolic phenotype, which is of importance for molecular epidemiology study design. A substantial proportion of the variation in the urinary metabolome of children is specific to the individual, underlining the potential of such data to inform clinical and exposome studies conducted early in life.

  17. Holistic and component plant phenotyping using temporal image sequence.

    Science.gov (United States)

    Das Choudhury, Sruti; Bashyam, Srinidhi; Qiu, Yumou; Samal, Ashok; Awada, Tala

    2018-01-01

    Image-based plant phenotyping facilitates the extraction of traits noninvasively by analyzing large number of plants in a relatively short period of time. It has the potential to compute advanced phenotypes by considering the whole plant as a single object (holistic phenotypes) or as individual components, i.e., leaves and the stem (component phenotypes), to investigate the biophysical characteristics of the plants. The emergence timing, total number of leaves present at any point of time and the growth of individual leaves during vegetative stage life cycle of the maize plants are significant phenotypic expressions that best contribute to assess the plant vigor. However, image-based automated solution to this novel problem is yet to be explored. A set of new holistic and component phenotypes are introduced in this paper. To compute the component phenotypes, it is essential to detect the individual leaves and the stem. Thus, the paper introduces a novel method to reliably detect the leaves and the stem of the maize plants by analyzing 2-dimensional visible light image sequences captured from the side using a graph based approach. The total number of leaves are counted and the length of each leaf is measured for all images in the sequence to monitor leaf growth. To evaluate the performance of the proposed algorithm, we introduce University of Nebraska-Lincoln Component Plant Phenotyping Dataset (UNL-CPPD) and provide ground truth to facilitate new algorithm development and uniform comparison. The temporal variation of the component phenotypes regulated by genotypes and environment (i.e., greenhouse) are experimentally demonstrated for the maize plants on UNL-CPPD. Statistical models are applied to analyze the greenhouse environment impact and demonstrate the genetic regulation of the temporal variation of the holistic phenotypes on the public dataset called Panicoid Phenomap-1. The central contribution of the paper is a novel computer vision based algorithm for

  18. PHENOTYPIC CORRELATIONS AND BODY WEIGHTS ...

    African Journals Online (AJOL)

    Dr Osondu

    Ethiopian Journal of Environmental Studies and Management Vol. 4 No.3 2011. PHENOTYPIC ... because of its high meat quality and acceptance by her populace. The meat is ... commands high price in the restaurants and markets than other ...

  19. Spatially tuned normalization explains attention modulation variance within neurons.

    Science.gov (United States)

    Ni, Amy M; Maunsell, John H R

    2017-09-01

    Spatial attention improves perception of attended parts of a scene, a behavioral enhancement accompanied by modulations of neuronal firing rates. These modulations vary in size across neurons in the same brain area. Models of normalization explain much of this variance in attention modulation with differences in tuned normalization across neurons (Lee J, Maunsell JHR. PLoS One 4: e4651, 2009; Ni AM, Ray S, Maunsell JHR. Neuron 73: 803-813, 2012). However, recent studies suggest that normalization tuning varies with spatial location both across and within neurons (Ruff DA, Alberts JJ, Cohen MR. J Neurophysiol 116: 1375-1386, 2016; Verhoef BE, Maunsell JHR. eLife 5: e17256, 2016). Here we show directly that attention modulation and normalization tuning do in fact covary within individual neurons, in addition to across neurons as previously demonstrated. We recorded the activity of isolated neurons in the middle temporal area of two rhesus monkeys as they performed a change-detection task that controlled the focus of spatial attention. Using the same two drifting Gabor stimuli and the same two receptive field locations for each neuron, we found that switching which stimulus was presented at which location affected both attention modulation and normalization in a correlated way within neurons. We present an equal-maximum-suppression spatially tuned normalization model that explains this covariance both across and within neurons: each stimulus generates equally strong suppression of its own excitatory drive, but its suppression of distant stimuli is typically less. This new model specifies how the tuned normalization associated with each stimulus location varies across space both within and across neurons, changing our understanding of the normalization mechanism and how attention modulations depend on this mechanism. NEW & NOTEWORTHY Tuned normalization studies have demonstrated that the variance in attention modulation size seen across neurons from the same cortical

  20. Oxidative stress and hemoglobin-cholesterol adduct in renal patients with different LDL phenotypes.

    Science.gov (United States)

    Miljkovic, Milica; Kotur-Stevuljevic, Jelena; Stefanovic, Aleksandra; Zeljkovic, Aleksandra; Vekic, Jelena; Gojkovic, Tamara; Bogavac-Stanojevic, Natasa; Nikolic, Milan; Simic-Ogrizovic, Sanja; Spasojevic-Kalimanovska, Vesna; Jelic-Ivanovic, Zorana

    2016-10-01

    Unfavorable lipid profile is a major risk factor for cardiovascular disease in renal pathology. In this study, we compared chronic renal patients and healthy controls with different LDL phenotypes (A or B) in respect of various biochemical parameters related to cardiovascular disease. Oxidative stress and anti-oxidative defense parameters [thiobarbituric acid-reacting substances (TBARS), total oxidative status (TOS), total anti-oxidative status (TAS), total protein sulfhydryl (-SH) groups], as well as red blood cell cholesterol distribution were assessed in 40 renal patients and 40 control subjects by standardized assays. LDL particle diameters were determined by polyacrylamide gradient gel electrophoresis. LDL particles are subdivided according to their size into large LDL A phenotype (diameter >25.5 nm) and small LDL B phenotype (diameter ≤25.5 nm). Renal patients with LDL A phenotype had increased oxidative stress (TOS: p LDL phenotype. A notable decrease in hemoglobin-cholesterol adduct was detected in patients with LDL A phenotype (p LDL B phenotype (p LDL B phenotype was characterized with increased TBARS (p LDL A phenotype in control group. Increased oxidative stress, decreased anti-oxidative defense followed with unfavorable changes in hemoglobin-cholesterol binding capacity, could have important influence on cardiovascular disease risk in renal patients regardless of LDL phenotype.

  1. 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.

  2. Risk Management - Variance Minimization or Lower Tail Outcome Elimination

    DEFF Research Database (Denmark)

    Aabo, Tom

    2002-01-01

    on future cash flows (the budget), while risk managers concerned about costly lower tail outcomes will hedge (considerably) less depending on the level of uncertainty. A risk management strategy of lower tail outcome elimination is in line with theoretical recommendations in a corporate value......This paper illustrates the profound difference between a risk management strategy of variance minimization and a risk management strategy of lower tail outcome elimination. Risk managers concerned about the variability of cash flows will tend to center their hedge decisions on their best guess......-adding perspective. A cross-case study of blue-chip industrial companies partly supports the empirical use of a risk management strategy of lower tail outcome elimination but does not exclude other factors from (co-)driving the observations....

  3. Draft no-migration variance petition. Volume 1

    International Nuclear Information System (INIS)

    1995-01-01

    The Department of Energy is responsible for the disposition of transuranic (TRU) waste generated by national defense-related activities. Approximately 2,6 million cubic feet of these waste have been generated and are stored at various facilities across the country. The Waste Isolation Pilot Plant (WIPP), was sited and constructed to meet stringent disposal requirements. In order to permanently dispose of TRU waste, the DOE has elected to petition the US EPA for a variance from the Land Disposal Restrictions of RCRA. This document fulfills the reporting requirements for the petition. This report is Volume 1 which discusses the regulatory frame work, site characterization, facility description, waste description, environmental impact analysis, monitoring, quality assurance, long-term compliance analysis, and regulatory compliance assessment

  4. 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.

  5. Batch variation between branchial cell cultures: An analysis of variance

    DEFF Research Database (Denmark)

    Hansen, Heinz Johs. Max; Grosell, M.; Kristensen, L.

    2003-01-01

    We present in detail how a statistical analysis of variance (ANOVA) is used to sort out the effect of an unexpected batch-to-batch variation between cell cultures. Two separate cultures of rainbow trout branchial cells were grown on permeable filtersupports ("inserts"). They were supposed...... and introducing the observed difference between batches as one of the factors in an expanded three-dimensional ANOVA, we were able to overcome an otherwisecrucial lack of sufficiently reproducible duplicate values. We could thereby show that the effect of changing the apical medium was much more marked when...... the radioactive lipid precursors were added on the apical, rather than on the basolateral, side. Theinsert cell cultures were obviously polarized. We argue that it is not reasonable to reject troublesome experimental results, when we do not know a priori that something went wrong. The ANOVA is a very useful...

  6. Interdependence of NAFTA capital markets: A minimum variance portfolio approach

    Directory of Open Access Journals (Sweden)

    López-Herrera Francisco

    2014-01-01

    Full Text Available We estimate the long-run relationships among NAFTA capital market returns and then calculate the weights of a “time-varying minimum variance portfolio” that includes the Canadian, Mexican, and USA capital markets between March 2007 and March 2009, a period of intense turbulence in international markets. Our results suggest that the behavior of NAFTA market investors is not consistent with that of a theoretical “risk-averse” agent during periods of high uncertainty and may be either considered as irrational or attributed to a possible “home country bias”. This finding represents valuable information for portfolio managers and contributes to a better understanding of the nature of the markets in which they invest. It also has practical implications in the design of international portfolio investment policies.

  7. Ant Colony Optimization for Markowitz Mean-Variance Portfolio Model

    Science.gov (United States)

    Deng, Guang-Feng; Lin, Woo-Tsong

    This work presents Ant Colony Optimization (ACO), which was initially developed to be a meta-heuristic for combinatorial optimization, for solving the cardinality constraints Markowitz mean-variance portfolio model (nonlinear mixed quadratic programming problem). To our knowledge, an efficient algorithmic solution for this problem has not been proposed until now. Using heuristic algorithms in this case is imperative. Numerical solutions are obtained for five analyses of weekly price data for the following indices for the period March, 1992 to September, 1997: Hang Seng 31 in Hong Kong, DAX 100 in Germany, FTSE 100 in UK, S&P 100 in USA and Nikkei 225 in Japan. The test results indicate that the ACO is much more robust and effective than Particle swarm optimization (PSO), especially for low-risk investment portfolios.

  8. 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

  9. Cosmic variance in inflation with two light scalars

    Energy Technology Data Exchange (ETDEWEB)

    Bonga, Béatrice; Brahma, Suddhasattwa; Deutsch, Anne-Sylvie; Shandera, Sarah, E-mail: bpb165@psu.edu, E-mail: suddhasattwa.brahma@gmail.com, E-mail: asdeutsch@psu.edu, E-mail: shandera@gravity.psu.edu [Institute for Gravitation and the Cosmos and Physics Department, The Pennsylvania State University, University Park, PA, 16802 (United States)

    2016-05-01

    We examine the squeezed limit of the bispectrum when a light scalar with arbitrary non-derivative self-interactions is coupled to the inflaton. We find that when the hidden sector scalar is sufficiently light ( m ∼< 0.1 H ), the coupling between long and short wavelength modes from the series of higher order correlation functions (from arbitrary order contact diagrams) causes the statistics of the fluctuations to vary in sub-volumes. This means that observations of primordial non-Gaussianity cannot be used to uniquely reconstruct the potential of the hidden field. However, the local bispectrum induced by mode-coupling from these diagrams always has the same squeezed limit, so the field's locally determined mass is not affected by this cosmic variance.

  10. Metabolic syndrome and metabolic risk profile according to polycystic ovary syndrome phenotype.

    Science.gov (United States)

    Bil, Enes; Dilbaz, Berna; Cirik, Derya Akdag; Ozelci, Runa; Ozkaya, Enis; Dilbaz, Serdar

    2016-07-01

    It is unknown which phenotype of polycystic ovary syndrome (PCOS) has a greater metabolic risk and how to detect this risk. The aim of this study was therefore to compare the incidence of metabolic syndrome (MetS) and metabolic risk profile (MRP) for different phenotypes. A total of 100 consecutive newly diagnosed PCOS women in a tertiary referral hospital were recruited. Patients were classified into four phenotypes according to the Rotterdam criteria, on the presence of at least two of the three criteria hyperandrogenism (H), oligo/anovulation (O) and PCO appearance (P): phenotype A, H + O + P; phenotype B, H + O; phenotype C, H + P; phenotype D, O + P. Prevalence of MetS and MRP were compared among the four groups. Based on Natural Cholesterol Education Program Adult Treatment Panel III diagnostic criteria, MetS prevalence was higher in phenotypes A and B (29.6% and 34.5%) compared with the other phenotypes (10.0% and 8.3%; P 3.8 was significantly higher in androgenic PCOS phenotypes. After logistic regression analysis, visceral adiposity index (VAI) was the only independent predictor of MetS in PCOS (P = 0.002). VAI was also significantly higher in phenotype B, when compared with the others (P risk of MetS among the four phenotypes, and VAI may be a predictor of metabolic risk in PCOS women. © 2016 Japan Society of Obstetrics and Gynecology.

  11. Comparative analysis of distinct phenotypes in gambling disorder based on gambling preferences.

    Science.gov (United States)

    Moragas, Laura; Granero, Roser; Stinchfield, Randy; Fernández-Aranda, Fernando; Fröberg, Frida; Aymamí, Neus; Gómez-Peña, Mónica; Fagundo, Ana B; Islam, Mohammed A; Del Pino-Gutiérrez, Amparo; Agüera, Zaida; Savvidou, Lamprini G; Arcelus, Jon; Witcomb, Gemma L; Sauchelli, Sarah; Menchón, José M; Jiménez-Murcia, Susana

    2015-04-15

    Studies examining gambling preferences have identified the importance of the type of gambling practiced on distinct individual profiles. The objectives were to compare clinical, psychopathological and personality variables between two different groups of individuals with a gambling disorder (strategic and non-strategic gamblers) and to evaluate the statistical prediction capacity of these preferences with respect to the severity of the disorder. A total sample of 2010 treatment-seeking patients with a gambling disorder participated in this stand-alone study. All were recruited from a single Pathological Gambling Unit in Spain (1709 strategic and 301 non-strategic gamblers). The design of the study was cross-sectional and data were collected at the start of treatment. Data was analysed using logistic regression for binary outcomes and analysis of variance (ANOVA) for quantitative responses. There were significant differences in several socio-demographic and clinical variables, as well as in personality traits (novelty seeking and cooperativeness). Multiple regression analysis showed harm avoidance and self-directedness were the main predictors of gambling severity and psychopathology, while age at assessment and age of onset of gambling behaviour were predictive of gambling severity. Strategic gambling (as opposed to non-strategic) was significantly associated with clinical outcomes, but the effect size of the relationships was small. It is possible to identify distinct phenotypes depending on the preference of gambling. While these phenotypes differ in relation to the severity of the gambling disorder, psychopathology and personality traits, they can be useful from a clinical and therapeutic perspective in enabling risk factors to be identified and prevention programs targeting specific individual profiles to be developed.

  12. Total synthesis and biological investigation of (-)-promysalin.

    Science.gov (United States)

    Steele, Andrew D; Knouse, Kyle W; Keohane, Colleen E; Wuest, William M

    2015-06-17

    Compounds that specifically target pathogenic bacteria are greatly needed, and identifying the method by which they act would provide new avenues of treatment. Herein we report the concise, high-yielding total synthesis (eight steps, 35% yield) of promysalin, a natural product that displays antivirulence phenotypes against pathogenic bacteria. Guided by bioinformatics, four diastereomers were synthesized, and the relative and absolute stereochemistries were confirmed by spectral and biological analysis. Finally, we show for the first time that promysalin displays two antivirulence phenotypes: the dispersion of mature biofilms and the inhibition of pyoverdine production, hinting at a unique pathogenic-specific mechanism of action.

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

    Directory of Open Access Journals (Sweden)

    G. R. Pasha

    2006-07-01

    Full Text Available In this paper, we present that how much the variances of the classical estimators, namely, maximum likelihood estimator and moment estimator deviate from the minimum variance bound while estimating for the Maxwell distribution. We also sketch this difference for the negative integer moment estimator. We note the poor performance of the negative integer moment estimator in the said consideration while maximum likelihood estimator attains minimum variance bound and becomes an attractive choice.

  14. 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 ...

  15. Depressive status explains a significant amount of the variance in COPD assessment test (CAT) scores.

    Science.gov (United States)

    Miravitlles, Marc; Molina, Jesús; Quintano, José Antonio; Campuzano, Anna; Pérez, Joselín; Roncero, Carlos

    2018-01-01

    COPD assessment test (CAT) is a short, easy-to-complete health status tool that has been incorporated into the multidimensional assessment of COPD in order to guide therapy; therefore, it is important to understand the factors determining CAT scores. This is a post hoc analysis of a cross-sectional, observational study conducted in respiratory medicine departments and primary care centers in Spain with the aim of identifying the factors determining CAT scores, focusing particularly on the cognitive status measured by the Mini-Mental State Examination (MMSE) and levels of depression measured by the short Beck Depression Inventory (BDI). A total of 684 COPD patients were analyzed; 84.1% were men, the mean age of patients was 68.7 years, and the mean forced expiratory volume in 1 second (%) was 55.1%. Mean CAT score was 21.8. CAT scores correlated with the MMSE score (Pearson's coefficient r =-0.371) and the BDI ( r =0.620), both p CAT scores and explained 45% of the variability. However, a model including only MMSE and BDI scores explained up to 40% and BDI alone explained 38% of the CAT variance. CAT scores are associated with clinical variables of severity of COPD. However, cognitive status and, in particular, the level of depression explain a larger percentage of the variance in the CAT scores than the usual COPD clinical severity variables.

  16. Directional selection effects on patterns of phenotypic (co)variation in wild populations.

    Science.gov (United States)

    Assis, A P A; Patton, J L; Hubbe, A; Marroig, G

    2016-11-30

    Phenotypic (co)variation is a prerequisite for evolutionary change, and understanding how (co)variation evolves is of crucial importance to the biological sciences. Theoretical models predict that under directional selection, phenotypic (co)variation should evolve in step with the underlying adaptive landscape, increasing the degree of correlation among co-selected traits as well as the amount of genetic variance in the direction of selection. Whether either of these outcomes occurs in natural populations is an open question and thus an important gap in evolutionary theory. Here, we documented changes in the phenotypic (co)variation structure in two separate natural populations in each of two chipmunk species (Tamias alpinus and T. speciosus) undergoing directional selection. In populations where selection was strongest (those of T. alpinus), we observed changes, at least for one population, in phenotypic (co)variation that matched theoretical expectations, namely an increase of both phenotypic integration and (co)variance in the direction of selection and a re-alignment of the major axis of variation with the selection gradient. © 2016 The Author(s).

  17. Childhood asthma-predictive phenotype.

    Science.gov (United States)

    Guilbert, Theresa W; Mauger, David T; Lemanske, Robert F

    2014-01-01

    Wheezing is a fairly common symptom in early childhood, but only some of these toddlers will experience continued wheezing symptoms in later childhood. The definition of the asthma-predictive phenotype is in children with frequent, recurrent wheezing in early life who have risk factors associated with the continuation of asthma symptoms in later life. Several asthma-predictive phenotypes were developed retrospectively based on large, longitudinal cohort studies; however, it can be difficult to differentiate these phenotypes clinically as the expression of symptoms, and risk factors can change with time. Genetic, environmental, developmental, and host factors and their interactions may contribute to the development, severity, and persistence of the asthma phenotype over time. Key characteristics that distinguish the childhood asthma-predictive phenotype include the following: male sex; a history of wheezing, with lower respiratory tract infections; history of parental asthma; history of atopic dermatitis; eosinophilia; early sensitization to food or aeroallergens; or lower lung function in early life. Copyright © 2014 American Academy of Allergy, Asthma & Immunology. Published by Elsevier Inc. All rights reserved.

  18. Partitioning of genomic variance using prior biological information

    DEFF Research Database (Denmark)

    Edwards, Stefan McKinnon; Janss, Luc; Madsen, Per

    2013-01-01

    variants influence complex diseases. Despite the successes, the variants identified as being statistically significant have generally explained only a small fraction of the heritable component of the trait, the so-called problem of missing heritability. Insufficient modelling of the underlying genetic...... architecture may in part explain this missing heritability. Evidence collected across genome-wide association studies in human provides insight into the genetic architecture of complex traits. Although many genetic variants with small or moderate effects contribute to the overall genetic variation, it appears...... that the associated genetic variants are enriched for genes that are connected in biol ogical pathways or for likely functional effects on genes. These biological findings provide valuable insight for developing better genomic models. These are statistical models for predicting complex trait phenotypes on the basis...

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

    OpenAIRE

    Ma, Hui-qiang

    2014-01-01

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

  20. Syndromic (phenotypic diarrhea in early infancy

    Directory of Open Access Journals (Sweden)

    Bodemer Christine

    2008-02-01

    Full Text Available Abstract Syndromic diarrhea (SD, also known as phenotypic diarrhea (PD or tricho-hepato-enteric syndrome (THE, is a congenital enteropathy presenting with early-onset of severe diarrhea requiring parenteral nutrition (PN. To date, no epidemiological data are available. The estimated prevalence is approximately 1/300,000–400,000 live births in Western Europe. Ethnic origin does not appear to be associated with SD. Infants are born small for gestational age and present with facial dysmorphism including prominent forehead and cheeks, broad nasal root and hypertelorism. Hairs are woolly, easily removed and poorly pigmented. Severe and persistent diarrhea starts within the first 6 months of life (≤ 1 month in most cases and is accompanied by severe malabsorption leading to early and relentless protein energy malnutrition with failure to thrive. Liver disease affects about half of patients with extensive fibrosis or cirrhosis. There is currently no specific biochemical profile, though a functional T-cell immune deficiency with defective antibody production was reported. Microscopic analysis of the hair show twisted hair (pili torti, aniso- and poilkilotrichosis, and trichorrhexis nodosa. Histopathological analysis of small intestine biopsy shows non-specific villous atrophy with low or no mononuclear cell infiltration of the lamina propria, and no specific histological abnormalities involving the epithelium. The etiology remains unknown. The frequent association of the disorder with parental consanguinity and/or affected siblings suggests a genetic origin with an autosomal recessive mode of transmission. Early management consists of total PN. Some infants have a rather milder phenotype with partial PN dependency or require only enteral feeding. Prognosis of this syndrome is poor, but most patients now survive, and about half of the patients may be weaned from PN at adolescence, but experience failure to thrive and final short stature. Disease name

  1. Genetic variance of sunflower yield components - Heliantus annuus L.

    Directory of Open Access Journals (Sweden)

    Hladni Nada

    2003-01-01

    Full Text Available The main goals of sunflower breeding in Yugoslavia and abroad are increased seed yield and oil content per unit area and increased resistance to diseases, insects and stress conditions via an optimization of plant architecture. In order to determine the mode of inheritance, gene effects and correlations of total leaf number per plant, total leaf area and plant height, six genetically divergent inbred lines of sunflower were subjected to half diallel crosses. Significant differences in mean values of all the traits were found in the F1 and F2 generations. Additive gene effects were more important in the inheritance of total leaf number per plant and plant height, while in the case of total leaf area per plant the nonadditive ones were more important looking at all the combinations in the F1 and F2 generations. The average degree of dominance (Hi/D1/2 was lower than one for total leaf number per plant and plant height, so the mode of inheritance was partial dominance, while with total leaf area the value was higher than one, indicating super dominance as the mode of inheritance. Significant positive correlation was found: between total leaf area per plant and total leaf number per plant (0.285* and plant height (0.278*. The results of the study are of importance for further sunflower breeding work.

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

    NARCIS (Netherlands)

    Cosemans, M.

    2011-01-01

    This paper studies the pricing of long and short run variance and correlation risk. The predictive power of the market variance risk premium for returns is driven by the correlation risk premium and the systematic part of individual variance premia. Furthermore, I find that aggregate volatility risk

  3. 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

  4. 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.

  5. The macroevolutionary consequences of phenotypic integration: from development to deep time.

    Science.gov (United States)

    Goswami, A; Smaers, J B; Soligo, C; Polly, P D

    2014-08-19

    Phenotypic integration is a pervasive characteristic of organisms. Numerous analyses have demonstrated that patterns of phenotypic integration are conserved across large clades, but that significant variation also exists. For example, heterochronic shifts related to different mammalian reproductive strategies are reflected in postcranial skeletal integration and in coordination of bone ossification. Phenotypic integration and modularity have been hypothesized to shape morphological evolution, and we extended simulations to confirm that trait integration can influence both the trajectory and magnitude of response to selection. We further demonstrate that phenotypic integration can produce both more and less disparate organisms than would be expected under random walk models by repartitioning variance in preferred directions. This effect can also be expected to favour homoplasy and convergent evolution. New empirical analyses of the carnivoran cranium show that rates of evolution, in contrast, are not strongly influenced by phenotypic integration and show little relationship to morphological disparity, suggesting that phenotypic integration may shape the direction of evolutionary change, but not necessarily the speed of it. Nonetheless, phenotypic integration is problematic for morphological clocks and should be incorporated more widely into models that seek to accurately reconstruct both trait and organismal evolution.

  6. Waste Isolation Pilot Plant No-Migration Variance Petition

    International Nuclear Information System (INIS)

    1990-03-01

    The purpose of the WIPP No-Migration Variance Petition is to demonstrate, according to the requirements of RCRA section 3004(d) and 40 CFR section 268.6, that to a reasonable degree of certainty, there will be no migration of hazardous constituents from the facility for as long as the wastes remain hazardous. The DOE submitted the petition to the EPA in March 1989. Upon completion of its initial review, the EPA provided to DOE a Notice of Deficiencies (NOD). DOE responded to the EPA's NOD and met with the EPA's reviewers of the petition several times during 1989. In August 1989, EPA requested that DOE submit significant additional information addressing a variety of topics including: waste characterization, ground water hydrology, geology and dissolution features, monitoring programs, the gas generation test program, and other aspects of the project. This additional information was provided to EPA in January 1990 when DOE submitted Revision 1 of the Addendum to the petition. For clarity and ease of review, this document includes all of these submittals, and the information has been updated where appropriate. This document is divided into the following sections: Introduction, 1.0: Facility Description, 2.0: Waste Description, 3.0; Site Characterization, 4.0; Environmental Impact Analysis, 5.0; Prediction and Assessment of Infrequent Events, 6.0; and References, 7.0

  7. Mean-Variance Portfolio Selection with Margin Requirements

    Directory of Open Access Journals (Sweden)

    Yuan Zhou

    2013-01-01

    Full Text Available We study the continuous-time mean-variance portfolio selection problem in the situation when investors must pay margin for short selling. The problem is essentially a nonlinear stochastic optimal control problem because the coefficients of positive and negative parts of control variables are different. We can not apply the results of stochastic linearquadratic (LQ problem. Also the solution of corresponding Hamilton-Jacobi-Bellman (HJB equation is not smooth. Li et al. (2002 studied the case when short selling is prohibited; therefore they only need to consider the positive part of control variables, whereas we need to handle both the positive part and the negative part of control variables. The main difficulty is that the positive part and the negative part are not independent. The previous results are not directly applicable. By decomposing the problem into several subproblems we figure out the solutions of HJB equation in two disjoint regions and then prove it is the viscosity solution of HJB equation. Finally we formulate solution of optimal portfolio and the efficient frontier. We also present two examples showing how different margin rates affect the optimal solutions and the efficient frontier.

  8. Beyond the GUM: variance-based sensitivity analysis in metrology

    International Nuclear Information System (INIS)

    Lira, I

    2016-01-01

    Variance-based sensitivity analysis is a well established tool for evaluating the contribution of the uncertainties in the inputs to the uncertainty in the output of a general mathematical model. While the literature on this subject is quite extensive, it has not found widespread use in metrological applications. In this article we present a succinct review of the fundamentals of sensitivity analysis, in a form that should be useful to most people familiarized with the Guide to the Expression of Uncertainty in Measurement (GUM). Through two examples, it is shown that in linear measurement models, no new knowledge is gained by using sensitivity analysis that is not already available after the terms in the so-called ‘law of propagation of uncertainties’ have been computed. However, if the model behaves non-linearly in the neighbourhood of the best estimates of the input quantities—and if these quantities are assumed to be statistically independent—sensitivity analysis is definitely advantageous for gaining insight into how they can be ranked according to their importance in establishing the uncertainty of the measurand. (paper)

  9. Scale dependence in species turnover reflects variance in species occupancy.

    Science.gov (United States)

    McGlinn, Daniel J; Hurlbert, Allen H

    2012-02-01

    Patterns of species turnover may reflect the processes driving community dynamics across scales. While the majority of studies on species turnover have examined pairwise comparison metrics (e.g., the average Jaccard dissimilarity), it has been proposed that the species-area relationship (SAR) also offers insight into patterns of species turnover because these two patterns may be analytically linked. However, these previous links only apply in a special case where turnover is scale invariant, and we demonstrate across three different plant communities that over 90% of the pairwise turnover values are larger than expected based on scale-invariant predictions from the SAR. Furthermore, the degree of scale dependence in turnover was negatively related to the degree of variance in the occupancy frequency distribution (OFD). These findings suggest that species turnover diverges from scale invariance, and as such pairwise turnover and the slope of the SAR are not redundant. Furthermore, models developed to explain the OFD should be linked with those developed to explain species turnover to achieve a more unified understanding of community structure.

  10. Improving computational efficiency of Monte Carlo simulations with variance reduction

    International Nuclear Information System (INIS)

    Turner, A.; Davis, A.

    2013-01-01

    CCFE perform Monte-Carlo transport simulations on large and complex tokamak models such as ITER. Such simulations are challenging since streaming and deep penetration effects are equally important. In order to make such simulations tractable, both variance reduction (VR) techniques and parallel computing are used. It has been found that the application of VR techniques in such models significantly reduces the efficiency of parallel computation due to 'long histories'. VR in MCNP can be accomplished using energy-dependent weight windows. The weight window represents an 'average behaviour' of particles, and large deviations in the arriving weight of a particle give rise to extreme amounts of splitting being performed and a long history. When running on parallel clusters, a long history can have a detrimental effect on the parallel efficiency - if one process is computing the long history, the other CPUs complete their batch of histories and wait idle. Furthermore some long histories have been found to be effectively intractable. To combat this effect, CCFE has developed an adaptation of MCNP which dynamically adjusts the WW where a large weight deviation is encountered. The method effectively 'de-optimises' the WW, reducing the VR performance but this is offset by a significant increase in parallel efficiency. Testing with a simple geometry has shown the method does not bias the result. This 'long history method' has enabled CCFE to significantly improve the performance of MCNP calculations for ITER on parallel clusters, and will be beneficial for any geometry combining streaming and deep penetration effects. (authors)

  11. Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC

    International Nuclear Information System (INIS)

    Peplow, Douglas E.; Blakeman, Edward D; Wagner, John C

    2007-01-01

    More often than in the past, Monte Carlo methods are being used to compute fluxes or doses over large areas using mesh tallies (a set of region tallies defined on a mesh that overlays the geometry). For problems that demand that the uncertainty in each mesh cell be less than some set maximum, computation time is controlled by the cell with the largest uncertainty. This issue becomes quite troublesome in deep-penetration problems, and advanced variance reduction techniques are required to obtain reasonable uncertainties over large areas. The CADIS (Consistent Adjoint Driven Importance Sampling) methodology has been shown to very efficiently optimize the calculation of a response (flux or dose) for a single point or a small region using weight windows and a biased source based on the adjoint of that response. This has been incorporated into codes such as ADVANTG (based on MCNP) and the new sequence MAVRIC, which will be available in the next release of SCALE. In an effort to compute lower uncertainties everywhere in the problem, Larsen's group has also developed several methods to help distribute particles more evenly, based on forward estimates of flux. This paper focuses on the use of a forward estimate to weight the placement of the source in the adjoint calculation used by CADIS, which we refer to as a forward-weighted CADIS (FW-CADIS)

  12. The phenotypic diversity and fruit characterization of winter squash ...

    African Journals Online (AJOL)

    PRECIOUS

    2010-01-11

    Jan 11, 2010 ... collected from different provinces of the Black Sea region in 2006 and 2007 and phenotypic ... Picture of the diversity fruit size, shape and color for Cucurbita maxima ... Fruit traits used winter squash (C. maxima Duch) population characterization. S/N ..... Group J: There were a total of 18 populations in this.

  13. Detecting parent of origin and dominant QTL in a two-generation commercial poultry pedigree using variance component methodology

    Directory of Open Access Journals (Sweden)

    Haley Christopher S

    2009-01-01

    Full Text Available Abstract Introduction Variance component QTL methodology was used to analyse three candidate regions on chicken chromosomes 1, 4 and 5 for dominant and parent-of-origin QTL effects. Data were available for bodyweight and conformation score measured at 40 days from a two-generation commercial broiler dam line. One hundred dams were nested in 46 sires with phenotypes and genotypes on 2708 offspring. Linear models were constructed to simultaneously estimate fixed, polygenic and QTL effects. Different genetic models were compared using likelihood ratio test statistics derived from the comparison of full with reduced or null models. Empirical thresholds were derived by permutation analysis. Results Dominant QTL were found for bodyweight on chicken chromosome 4 and for bodyweight and conformation score on chicken chromosome 5. Suggestive evidence for a maternally expressed QTL for bodyweight and conformation score was found on chromosome 1 in a region corresponding to orthologous imprinted regions in the human and mouse. Conclusion Initial results suggest that variance component analysis can be applied within commercial populations for the direct detection of segregating dominant and parent of origin effects.

  14. 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

  15. Effect of phenotype on health care costs in Crohn's disease: A European study using the Montreal classification.

    Science.gov (United States)

    Odes, Selwyn; Vardi, Hillel; Friger, Michael; Wolters, Frank; Hoie, Ole; Moum, Bjørn; Bernklev, Tomm; Yona, Hagit; Russel, Maurice; Munkholm, Pia; Langholz, Ebbe; Riis, Lene; Politi, Patrizia; Bondini, Paolo; Tsianos, Epameinondas; Katsanos, Kostas; Clofent, Juan; Vermeire, Severine; Freitas, João; Mouzas, Iannis; Limonard, Charles; O'Morain, Colm; Monteiro, Estela; Fornaciari, Giovanni; Vatn, Morten; Stockbrugger, Reinhold

    2007-12-01

    Crohn's disease (CD) is a chronic inflammation of the gastrointestinal tract associated with life-long high health care costs. We aimed to determine the effect of disease phenotype on cost. Clinical and economic data of a community-based CD cohort with 10-year follow-up were analyzed retrospectively in relation to Montreal classification phenotypes. In 418 patients, mean total costs of health care for the behavior phenotypes were: nonstricturing-nonpenetrating 1690, stricturing 2081, penetrating 3133 and penetrating-with-perianal-fistula 3356 €/patient-phenotype-year (P<0.001), and mean costs of surgical hospitalization 215, 751, 1293 and 1275 €/patient-phenotype-year respectively (P<0.001). Penetrating-with-perianal-fistula patients incurred significantly greater expenses than penetrating patients for total care, diagnosis and drugs, but not surgical hospitalization. Total costs were similar in the location phenotypes: ileum 1893, colon 1748, ileo-colonic 2010 and upper gastrointestinal tract 1758 €/patient-phenotype-year, but surgical hospitalization costs differed significantly, 558, 209, 492 and 542 €/patient-phenotype-year respectively (P<0.001). By multivariate analysis, the behavior phenotype significantly impacted total, medical and surgical hospitalization costs, whereas the location phenotype affected only surgical costs. Younger age at diagnosis predicted greater surgical expenses. Behavior is the dominant phenotype driving health care cost. Use of the Montreal classification permits detection of cost differences caused by perianal fistula.

  16. Phenotypic spectrum of GABRA1

    DEFF Research Database (Denmark)

    Johannesen, Katrine; Marini, Carla; Pfeffer, Siona

    2016-01-01

    OBJECTIVE: To delineate phenotypic heterogeneity, we describe the clinical features of a cohort of patients with GABRA1 gene mutations. METHODS: Patients with GABRA1 mutations were ascertained through an international collaboration. Clinical, EEG, and genetic data were collected. Functional analy...

  17. Leaf segmentation in plant phenotyping

    NARCIS (Netherlands)

    Scharr, Hanno; Minervini, Massimo; French, Andrew P.; Klukas, Christian; Kramer, David M.; Liu, Xiaoming; Luengo, Imanol; Pape, Jean Michel; Polder, Gerrit; Vukadinovic, Danijela; Yin, Xi; Tsaftaris, Sotirios A.

    2016-01-01

    Image-based plant phenotyping is a growing application area of computer vision in agriculture. A key task is the segmentation of all individual leaves in images. Here we focus on the most common rosette model plants, Arabidopsis and young tobacco. Although leaves do share appearance and shape

  18. Delineating SPTAN1 associated phenotypes

    DEFF Research Database (Denmark)

    Syrbe, Steffen; Harms, Frederike L; Parrini, Elena

    2017-01-01

    De novo in-frame deletions and duplications in the SPTAN1 gene, encoding the non-erythrocyte αII spectrin, have been associated with severe West syndrome with hypomyelination and pontocerebellar atrophy. We aimed at comprehensively delineating the phenotypic spectrum associated with SPTAN1 mutati...

  19. 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.

  20. Working Around Cosmic Variance: Remote Quadrupole Measurements of the CMB

    Science.gov (United States)

    Adil, Arsalan; Bunn, Emory

    2018-01-01

    Anisotropies in the CMB maps continue to revolutionize our understanding of the Cosmos. However, the statistical interpretation of these anisotropies is tainted with a posteriori statistics. The problem is particularly emphasized for lower order multipoles, i.e. in the cosmic variance regime of the power spectrum. Naturally, the solution lies in acquiring a new data set – a rather difficult task given the sample size of the Universe.The CMB temperature, in theory, depends on: the direction of photon propagation, the time at which the photons are observed, and the observer’s location in space. In existing CMB data, only the first parameter varies. However, as first pointed out by Kamionkowski and Loeb, a solution lies in making the so-called “Remote Quadrupole Measurements” by analyzing the secondary polarization produced by incoming CMB photons via the Sunyaev-Zel’dovich (SZ) effect. These observations allow us to measure the projected CMB quadrupole at the location and look-back time of a galaxy cluster.At low redshifts, the remote quadrupole is strongly correlated to the CMB anisotropy from our last scattering surface. We provide here a formalism for computing the covariance and relation matrices for both the two-point correlation function on the last scattering surface of a galaxy cluster and the cross correlation of the remote quadrupole with the local CMB. We then calculate these matrices based on a fiducial model and a non-standard model that suppresses power at large angles for ~104 clusters up to z=2. We anticipate to make a priori predictions of the differences between our expectations for the standard and non-standard models. Such an analysis is timely in the wake of the CMB S4 era which will provide us with an extensive SZ cluster catalogue.

  1. Interoperability between phenotype and anatomy ontologies.

    Science.gov (United States)

    Hoehndorf, Robert; Oellrich, Anika; Rebholz-Schuhmann, Dietrich

    2010-12-15

    Phenotypic information is important for the analysis of the molecular mechanisms underlying disease. A formal ontological representation of phenotypic information can help to identify, interpret and infer phenotypic traits based on experimental findings. The methods that are currently used to represent data and information about phenotypes fail to make the semantics of the phenotypic trait explicit and do not interoperate with ontologies of anatomy and other domains. Therefore, valuable resources for the analysis of phenotype studies remain unconnected and inaccessible to automated analysis and reasoning. We provide a framework to formalize phenotypic descriptions and make their semantics explicit. Based on this formalization, we provide the means to integrate phenotypic descriptions with ontologies of other domains, in particular anatomy and physiology. We demonstrate how our framework leads to the capability to represent disease phenotypes, perform powerful queries that were not possible before and infer additional knowledge. http://bioonto.de/pmwiki.php/Main/PheneOntology.

  2. Age at onset and Parkinson disease phenotype

    Science.gov (United States)

    Pagano, Gennaro; Ferrara, Nicola; Brooks, David J.

    2016-01-01

    Objective: To explore clinical phenotype and characteristics of Parkinson disease (PD) at different ages at onset in recently diagnosed patients with untreated PD. Methods: We have analyzed baseline data from the Parkinson's Progression Markers Initiative database. Four hundred twenty-two patients with a diagnosis of PD confirmed by DaTSCAN imaging were divided into 4 groups according to age at onset (onset younger than 50 years, 50–59 years, 60–69 years, and 70 years or older) and investigated for differences in side, type and localization of symptoms, occurrence/severity of motor and nonmotor features, nigrostriatal function, and CSF biomarkers. Results: Older age at onset was associated with a more severe motor and nonmotor phenotype, a greater dopaminergic dysfunction on DaTSCAN, and reduction of CSF α-synuclein and total tau. The most common presentation was the combination of 2 or 3 motor symptoms (bradykinesia, resting tremor, and rigidity) with rigidity being more common in the young-onset group. In about 80% of the patients with localized onset, the arm was the most affected part of the body, with no difference across subgroups. Conclusions: Although the presentation of PD symptoms is similar across age subgroups, the severity of motor and nonmotor features, the impairment of striatal binding, and the levels of CSF biomarkers increase with age at onset. The variability of imaging and nonimaging biomarkers in patients with PD at different ages could hamper the results of future clinical trials. PMID:26865518

  3. Ocean acidification challenges copepod phenotypic plasticity

    Directory of Open Access Journals (Sweden)

    A. Vehmaa

    2016-11-01

    Full Text Available Ocean acidification is challenging phenotypic plasticity of individuals and populations. Calanoid copepods (zooplankton are shown to be fairly plastic against altered pH conditions, and laboratory studies indicate that transgenerational effects are one mechanism behind this plasticity. We studied phenotypic plasticity of the copepod Acartia sp. in the course of a pelagic, large-volume mesocosm study that was conducted to investigate ecosystem and biogeochemical responses to ocean acidification. We measured copepod egg production rate, egg-hatching success, adult female size and adult female antioxidant capacity (ORAC as a function of acidification (fCO2  ∼  365–1231 µatm and as a function of quantity and quality of their diet. We used an egg transplant experiment to reveal whether transgenerational effects can alleviate the possible negative effects of ocean acidification on offspring development. We found significant negative effects of ocean acidification on adult female size. In addition, we found signs of a possible threshold at high fCO2, above which adaptive maternal effects cannot alleviate the negative effects of acidification on egg-hatching and nauplii development. We did not find support for the hypothesis that insufficient food quantity (total particulate carbon < 55 µm or quality (C : N weakens the transgenerational effects. However, females with high-ORAC-produced eggs with high hatching success. Overall, these results indicate that Acartia sp. could be affected by projected near-future CO2 levels.

  4. Ocean acidification challenges copepod phenotypic plasticity

    Science.gov (United States)

    Vehmaa, Anu; Almén, Anna-Karin; Brutemark, Andreas; Paul, Allanah; Riebesell, Ulf; Furuhagen, Sara; Engström-Öst, Jonna

    2016-11-01

    Ocean acidification is challenging phenotypic plasticity of individuals and populations. Calanoid copepods (zooplankton) are shown to be fairly plastic against altered pH conditions, and laboratory studies indicate that transgenerational effects are one mechanism behind this plasticity. We studied phenotypic plasticity of the copepod Acartia sp. in the course of a pelagic, large-volume mesocosm study that was conducted to investigate ecosystem and biogeochemical responses to ocean acidification. We measured copepod egg production rate, egg-hatching success, adult female size and adult female antioxidant capacity (ORAC) as a function of acidification (fCO2 ˜ 365-1231 µatm) and as a function of quantity and quality of their diet. We used an egg transplant experiment to reveal whether transgenerational effects can alleviate the possible negative effects of ocean acidification on offspring development. We found significant negative effects of ocean acidification on adult female size. In addition, we found signs of a possible threshold at high fCO2, above which adaptive maternal effects cannot alleviate the negative effects of acidification on egg-hatching and nauplii development. We did not find support for the hypothesis that insufficient food quantity (total particulate carbon < 55 µm) or quality (C : N) weakens the transgenerational effects. However, females with high-ORAC-produced eggs with high hatching success. Overall, these results indicate that Acartia sp. could be affected by projected near-future CO2 levels.

  5. 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

  6. A comparison between temporal and subband minimum variance adaptive beamforming

    Science.gov (United States)

    Diamantis, Konstantinos; Voxen, Iben H.; Greenaway, Alan H.; Anderson, Tom; Jensen, Jørgen A.; Sboros, Vassilis

    2014-03-01

    This paper compares the performance between temporal and subband Minimum Variance (MV) beamformers for medical ultrasound imaging. Both adaptive methods provide an optimized set of apodization weights but are implemented in the time and frequency domains respectively. Their performance is evaluated with simulated synthetic aperture data obtained from Field II and is quantified by the Full-Width-Half-Maximum (FWHM), the Peak-Side-Lobe level (PSL) and the contrast level. From a point phantom, a full sequence of 128 emissions with one transducer element transmitting and all 128 elements receiving each time, provides a FWHM of 0.03 mm (0.14λ) for both implementations at a depth of 40 mm. This value is more than 20 times lower than the one achieved by conventional beamforming. The corresponding values of PSL are -58 dB and -63 dB for time and frequency domain MV beamformers, while a value no lower than -50 dB can be obtained from either Boxcar or Hanning weights. Interestingly, a single emission with central element #64 as the transmitting aperture provides results comparable to the full sequence. The values of FWHM are 0.04 mm and 0.03 mm and those of PSL are -42 dB and -46 dB for temporal and subband approaches. From a cyst phantom and for 128 emissions, the contrast level is calculated at -54 dB and -63 dB respectively at the same depth, with the initial shape of the cyst being preserved in contrast to conventional beamforming. The difference between the two adaptive beamformers is less significant in the case of a single emission, with the contrast level being estimated at -42 dB for the time domain and -43 dB for the frequency domain implementation. For the estimation of a single MV weight of a low resolution image formed by a single emission, 0.44 * 109 calculations per second are required for the temporal approach. The same numbers for the subband approach are 0.62 * 109 for the point and 1.33 * 109 for the cyst phantom. The comparison demonstrates similar

  7. Feynman variance-to-mean in the context of passive neutron coincidence counting

    Energy Technology Data Exchange (ETDEWEB)

    Croft, S., E-mail: scroft@lanl.gov [Los Alamos National Laboratory, PO Box 1663, Los Alamos, NM 87545 (United States); Favalli, A.; Hauck, D.K.; Henzlova, D.; Santi, P.A. [Los Alamos National Laboratory, PO Box 1663, Los Alamos, NM 87545 (United States)

    2012-09-11

    Passive Neutron Coincidence Counting (PNCC) based on shift register autocorrelation time analysis of the detected neutron pulse train is an important Nondestructive Assay (NDA) method. It is used extensively in the quantification of plutonium and other spontaneously fissile materials for purposes of nuclear materials accountancy. In addition to the totals count rate, which is also referred to as the singles, gross or trigger rate, a quantity known as the reals coincidence rate, also called the pairs or doubles, is obtained from the difference between the measured neutron multiplicities in two measurement gates triggered by the incoming events on the pulse train. The reals rate is a measure of the number of time correlated pairs present on the pulse train and this can be related to the fission rates (and hence material mass) since fissions emit neutrons in bursts which are also detected in characteristic clusters. A closely related measurement objective is the determination of the reactivity of systems as they approach criticality. In this field an alternative autocorrelation signature is popular, the so called Feynman variance-to-mean technique which makes use of the multiplicity histogram formed the periodic, or clock-triggered opening of a coincidence gate. Workers in these two application areas share common challenges and improvement opportunities but are often separated by tradition, problem focus and technical language. The purpose of this paper is to recognize the close link between the Feynman variance-to-mean metric and traditional PNCC using shift register logic applied to correlated pulse trains. We, show using relationships for the late-gate (or accidentals) histogram recorded using a multiplicity shift register, how the Feynman Y-statistic, defined as the excess variance-to-mean ratio, can be expressed in terms of the singles and doubles rates familiar to the safeguards and waste assay communities. These two specialisms now have a direct bridge between

  8. Variance decomposition shows the importance of human-climate feedbacks in the Earth system

    Science.gov (United States)

    Calvin, K. V.; Bond-Lamberty, B. P.; Jones, A. D.; Shi, X.; Di Vittorio, A. V.; Thornton, P. E.

    2017-12-01

    The human and Earth systems are intricately linked: climate influences agricultural production, renewable energy potential, and water availability, for example, while anthropogenic emissions from industry and land use change alter temperature and precipitation. Such feedbacks have the potential to significantly alter future climate change. Current climate change projections contain significant uncertainties, however, and because Earth System Models do not generally include dynamic human (demography, economy, energy, water, land use) components, little is known about how climate feedbacks contribute to that uncertainty. Here we use variance decomposition of a novel coupled human-earth system model to show that the influence of human-climate feedbacks can be as large as 17% of the total variance in the near term for global mean temperature rise, and 11% in the long term for cropland area. The near-term contribution of energy and land use feedbacks to the climate on global mean temperature rise is as large as that from model internal variability, a factor typically considered in modeling studies. Conversely, the contribution of climate feedbacks to cropland extent, while non-negligible, is less than that from socioeconomics, policy, or model. Previous assessments have largely excluded these feedbacks, with the climate community focusing on uncertainty due to internal variability, scenario, and model and the integrated assessment community focusing on uncertainty due to socioeconomics, technology, policy, and model. Our results set the stage for a new generation of models and hypothesis testing to determine when and how bidirectional feedbacks between human and Earth systems should be considered in future assessments of climate change.

  9. Evolution of sociality by natural selection on variances in reproductive fitness: evidence from a social bee

    Directory of Open Access Journals (Sweden)

    Stevens Mark I

    2007-08-01

    Full Text Available Abstract Background The Central Limit Theorem (CLT is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of benefits for group living derived from a purely statistical principle is highly intriguing and it has implications for the origins of sociality. Results Here we show that in a social allodapine bee the relationship between cumulative food acquisition (measured as total brood weight and colony size accords with the CLT. We show that deviations from expected food income decrease with group size, and that brood weights become more normally distributed both over time and with increasing colony size, as predicted by the CLT. Larger colonies are better able to match egg production to expected food intake, and better able to avoid costs associated with producing more brood than can be reared while reducing the risk of under-exploiting the food resources that may be available. Conclusion These benefits to group living derive from a purely statistical principle, rather than from ecological, ergonomic or genetic factors, and could apply to a wide variety of species. This in turn suggests that the CLT may provide benefits at the early evolutionary stages of sociality and that evolution of group size could result from selection on variances in reproductive fitness. In addition, they may help explain why sociality has evolved in some groups and not others.

  10. Evolution of sociality by natural selection on variances in reproductive fitness: evidence from a social bee.

    Science.gov (United States)

    Stevens, Mark I; Hogendoorn, Katja; Schwarz, Michael P

    2007-08-29

    The Central Limit Theorem (CLT) is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of benefits for group living derived from a purely statistical principle is highly intriguing and it has implications for the origins of sociality. Here we show that in a social allodapine bee the relationship between cumulative food acquisition (measured as total brood weight) and colony size accords with the CLT. We show that deviations from expected food income decrease with group size, and that brood weights become more normally distributed both over time and with increasing colony size, as predicted by the CLT. Larger colonies are better able to match egg production to expected food intake, and better able to avoid costs associated with producing more brood than can be reared while reducing the risk of under-exploiting the food resources that may be available. These benefits to group living derive from a purely statistical principle, rather than from ecological, ergonomic or genetic factors, and could apply to a wide variety of species. This in turn suggests that the CLT may provide benefits at the early evolutionary stages of sociality and that evolution of group size could result from selection on variances in reproductive fitness. In addition, they may help explain why sociality has evolved in some groups and not others.

  11. Phenotypic and genotypic variability of disc flower corolla length and nectar content in sunflower

    Directory of Open Access Journals (Sweden)

    Joksimović Jovan

    2003-01-01

    Full Text Available The nectar content and disc flower corolla length are the two most important parameters of attractiveness to pollinators in sunflower. The phenotypic and genotypic variability of these two traits was studied in four commercially important hybrids and their parental components in a trial with three fertilizer doses over two years. The results showed that, looking at individual genotypes, the variability of disc flower corolla length was affected the most by year (85.38-97.46%. As the study years were extremely different, the phenotypic variance of the hybrids and parental components was calculated for each year separately. In such conditions, looking at all of the crossing combinations, the largest contribution to phenotypic variance of the corolla length was that of genotype: 57.27-61.11% (NS-H-45 64.51-84.84% (Velja; 96.74-97.20% (NS-H-702 and 13.92-73.17% (NS-H-111. A similar situation was observed for the phenotypic variability of nectar content, where genotype also had the largest influence, namely 39.77-48.25% in NS-H-45; 39.06-42.51% in Velja; 31.97-72.36% in NS-H-702; and 62.13-94.96% in NS-H-111.

  12. Automated phenotyping of permanent crops

    Science.gov (United States)

    McPeek, K. Thomas; Steddom, Karl; Zamudio, Joseph; Pant, Paras; Mullenbach, Tyler

    2017-05-01

    AGERpoint is defining a new technology space for the growers' industry by introducing novel applications for sensor technology and data analysis to growers of permanent crops. Serving data to a state-of-the-art analytics engine from a cutting edge sensor platform, a new paradigm in precision agriculture is being developed that allows growers to understand the unique needs of each tree, bush or vine in their operation. Autonomous aerial and terrestrial vehicles equipped with multiple varieties of remote sensing technologies give AGERpoint the ability to measure key morphological and spectral features of permanent crops. This work demonstrates how such phenotypic measurements combined with machine learning algorithms can be used to determine the variety of crops (e.g., almond and pecan trees). This phenotypic and varietal information represents the first step in enabling growers with the ability to tailor their management practices to individual plants and maximize their economic productivity.

  13. Phenotypic deconstruction of gene circuitry.

    Science.gov (United States)

    Lomnitz, Jason G; Savageau, Michael A

    2013-06-01

    It remains a challenge to obtain a global perspective on the behavioral repertoire of complex nonlinear gene circuits. In this paper, we describe a method for deconstructing complex systems into nonlinear sub-systems, based on mathematically defined phenotypes, which are then represented within a system design space that allows the repertoire of qualitatively distinct phenotypes of the complex system to be identified, enumerated, and analyzed. This method efficiently characterizes large regions of system design space and quickly generates alternative hypotheses for experimental testing. We describe the motivation and strategy in general terms, illustrate its use with a detailed example involving a two-gene circuit with a rich repertoire of dynamic behavior, and discuss experimental means of navigating the system design space.

  14. Phenotypic deconstruction of gene circuitry

    Science.gov (United States)

    Lomnitz, Jason G.; Savageau, Michael A.

    2013-06-01

    It remains a challenge to obtain a global perspective on the behavioral repertoire of complex nonlinear gene circuits. In this paper, we describe a method for deconstructing complex systems into nonlinear sub-systems, based on mathematically defined phenotypes, which are then represented within a system design space that allows the repertoire of qualitatively distinct phenotypes of the complex system to be identified, enumerated, and analyzed. This method efficiently characterizes large regions of system design space and quickly generates alternative hypotheses for experimental testing. We describe the motivation and strategy in general terms, illustrate its use with a detailed example involving a two-gene circuit with a rich repertoire of dynamic behavior, and discuss experimental means of navigating the system design space.

  15. Associations between Mycobacterium tuberculosis Strains and Phenotypes

    Science.gov (United States)

    Brown, Timothy; Nikolayevskyy, Vladyslav; Velji, Preya

    2010-01-01

    To inform development of tuberculosis (TB) control strategies, we characterized a total of 2,261 Mycobacterium tuberculosis complex isolates by using multiple phenotypic and molecular markers, including polymorphisms in repetitive sequences (spoligotyping and variable-number tandem repeats [VNTRs]) and large sequence and single-nucleotide polymorphisms. The Beijing family was strongly associated with multidrug resistance (p = 0.0001), and VNTR allelic variants showed strong associations with spoligotyping families: >5 copies at exact tandem repeat (ETR) A, >2 at mycobacterial interspersed repetitive unit 24, and >3 at ETR-B associated with the East African–Indian and M. bovis strains. All M. tuberculosis isolates were differentiated into 4 major lineages, and a maximum parsimony tree was constructed suggesting a more complex phylogeny for M. africanum. These findings can be used as a model of pathogen global diversity. PMID:20113558

  16. Wine Expertise Predicts Taste Phenotype.

    Science.gov (United States)

    Hayes, John E; Pickering, Gary J

    2012-03-01

    Taste phenotypes have long been studied in relation to alcohol intake, dependence, and family history, with contradictory findings. However, on balance - with appropriate caveats about populations tested, outcomes measured and psychophysical methods used - an association between variation in taste responsiveness and some alcohol behaviors is supported. Recent work suggests super-tasting (operationalized via propylthiouracil (PROP) bitterness) not only associates with heightened response but also with more acute discrimination between stimuli. Here, we explore relationships between food and beverage adventurousness and taste phenotype. A convenience sample of wine drinkers (n=330) were recruited in Ontario and phenotyped for PROP bitterness via filter paper disk. They also filled out a short questionnaire regarding willingness to try new foods, alcoholic beverages and wines as well as level of wine involvement, which was used to classify them as a wine expert (n=110) or wine consumer (n=220). In univariate logisitic models, food adventurousness predicted trying new wines and beverages but not expertise. Likewise, wine expertise predicted willingness to try new wines and beverages but not foods. In separate multivariate logistic models, willingness to try new wines and beverages was predicted by expertise and food adventurousness but not PROP. However, mean PROP bitterness was higher among wine experts than wine consumers, and the conditional distribution functions differed between experts and consumers. In contrast, PROP means and distributions did not differ with food adventurousness. These data suggest individuals may self-select for specific professions based on sensory ability (i.e., an active gene-environment correlation) but phenotype does not explain willingness to try new stimuli.

  17. From plant genomes to phenotypes

    OpenAIRE

    Bolger, Marie; Gundlach, Heidrun; Scholz, Uwe; Mayer, Klaus; Usadel, Björn; Schwacke, Rainer; Schmutzer, Thomas; Chen, Jinbo; Arend, Daniel; Oppermann, Markus; Weise, Stephan; Lange, Matthias; Fiorani, Fabio; Spannagl, Manuel

    2017-01-01

    Recent advances in sequencing technologies have greatly accelerated the rate of plant genome and applied breeding research. Despite this advancing trend, plant genomes continue to present numerous difficulties to the standard tools and pipelines not only for genome assembly but also gene annotation and downstream analysis.Here we give a perspective on tools, resources and services necessary to assemble and analyze plant genomes and link them to plant phenotypes.

  18. 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)

  19. Phenotypic covariance at species' borders.

    Science.gov (United States)

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

    2013-05-28

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

  20. Operationalizing Proneness to Externalizing Psychopathology as a Multivariate Psychophysiological Phenotype

    Science.gov (United States)

    Nelson, Lindsay D.; Patrick, Christopher J.; Bernat, Edward M.

    2010-01-01

    The externalizing dimension is viewed as a broad dispositional factor underlying risk for numerous disinhibitory disorders. Prior work has documented deficits in event-related brain potential (ERP) responses in individuals prone to externalizing problems. Here, we constructed a direct physiological index of externalizing vulnerability from three ERP indicators and evaluated its validity in relation to criterion measures in two distinct domains: psychometric and physiological. The index was derived from three ERP measures that covaried in their relations with externalizing proneness the error-related negativity and two variants of the P3. Scores on this ERP composite predicted psychometric criterion variables and accounted for externalizing-related variance in P3 response from a separate task. These findings illustrate how a diagnostic construct can be operationalized as a composite (multivariate) psychophysiological variable (phenotype). PMID:20573054

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

    DEFF Research Database (Denmark)

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

    2014-01-01

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

  2. Phenotypic plasticity and local adaptation in leaf ecophysiological traits of 13 contrasting cork oak populations under different water availabilities.

    Science.gov (United States)

    Ramírez-Valiente, Jose Alberto; Sánchez-Gómez, David; Aranda, Ismael; Valladares, Fernando

    2010-05-01

    Plants distributed across a wide range of environmental conditions are submitted to differential selective pressures. Long-term selection can lead to the development of adaptations to the local environment, generating ecotypic differentiation. Additionally, plant species can cope with this environmental variability by phenotypic plasticity. In this study, we examine the importance of both processes in coping with environmental heterogeneity in the Mediterranean sclerophyllous cork oak Quercus suber. For this purpose, we measured growth and key functional traits at the leaf level in 9-year-old plants across 2 years of contrasting precipitation (2005 and 2006) in a common garden. Plants were grown from acorns originated from 13 populations spanning a wide range of climates along the distribution range of the species. The traits measured were: leaf size (LS), specific leaf area (SLA), carbon isotope discrimination (Delta(13)C) and leaf nitrogen content per unit mass (N(mass)). Inter-population differences in LS, SLA and Delta(13)C were found. These differences were associated with rainfall and temperature at the sites of origin, suggesting local adaptation in response to diverging climates. Additionally, SLA and LS exhibited positive responses to the increase in annual rainfall. Year effect explained 28% of the total phenotypic variance in LS and 2.7% in SLA. There was a significant genotype x environment interaction for shoot growth and a phenotypic correlation between the difference in shoot growth among years and the annual mean temperature at origin. This suggests that populations originating from warm sites can benefit more from wet conditions than populations from cool sites. Finally, we investigated the relationships between functional traits and aboveground growth by several regression models. Our results showed that plants with lower SLA presented larger aboveground growth in a dry year and plants with larger leaf sizes displayed larger growth rates in both

  3. Time related total lactic acid bacteria population diversity and ...

    African Journals Online (AJOL)

    The total lactic acid bacterial community involved in the spontaneous fermentation of malted cowpea fortified cereal weaning food was investigated by phenotypically and cultivation independent method. A total of 74 out of the isolated 178 strains were Lactobacillus plantarum, 32 were Pediococcus acidilactici and over 60% ...

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

    OpenAIRE

    Bright, Molly G.; Murphy, Kevin

    2015-01-01

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

  5. Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function

    OpenAIRE

    Kerstens, Kristiaan; Mounier, Amine; Van de Woestyne, Ignace

    2008-01-01

    The literature suggests that investors prefer portfolios based on mean, variance and skewness rather than portfolios based on mean-variance (MV) criteria solely. Furthermore, a small variety of methods have been proposed to determine mean-variance-skewness (MVS) optimal portfolios. Recently, the shortage function has been introduced as a measure of efficiency, allowing to characterize MVS optimalportfolios using non-parametric mathematical programming tools. While tracing the MV portfolio fro...

  6. AN ADAPTIVE OPTIMAL KALMAN FILTER FOR STOCHASTIC VIBRATION CONTROL SYSTEM WITH UNKNOWN NOISE VARIANCES

    Institute of Scientific and Technical Information of China (English)

    Li Shu; Zhuo Jiashou; Ren Qingwen

    2000-01-01

    In this paper, an optimal criterion is presented for adaptive Kalman filter in a control sys tem with unknown variances of stochastic vibration by constructing a function of noise variances and minimizing the function. We solve the model and measure variances by using DFP optimal method to guarantee the results of Kalman filter to be optimized. Finally, the control of vibration can be implemented by LQG method.

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

    OpenAIRE

    Owadally, I.; Landsman, Z.

    2013-01-01

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

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

    OpenAIRE

    Leippold, Markus; Trojani, Fabio; Vanini, Paolo

    2005-01-01

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

  9. Subacute casemix classification for stroke rehabilitation in Australia. How well does AN-SNAP v2 explain variance in outcomes?

    Science.gov (United States)

    Kohler, Friedbert; Renton, Roger; Dickson, Hugh G; Estell, John; Connolly, Carol E

    2011-02-01

    We sought the best predictors for length of stay, discharge destination and functional improvement for inpatients undergoing rehabilitation following a stroke and compared these predictors against AN-SNAP v2. The Oxfordshire classification subgroup, sociodemographic data and functional data were collected for patients admitted between 1997 and 2007, with a diagnosis of recent stroke. The data were factor analysed using Principal Components Analysis for categorical data (CATPCA). Categorical regression analyses was performed to determine the best predictors of length of stay, discharge destination, and functional improvement. A total of 1154 patients were included in the study. Principal components analysis indicated that the data were effectively unidimensional, with length of stay being the most important component. Regression analysis demonstrated that the best predictor was the admission motor FIM score, explaining 38.9% of variance for length of stay, 37.4%.of variance for functional improvement and 16% of variance for discharge destination. The best explanatory variable in our inpatient rehabilitation service is the admission motor FIM. AN- SNAP v2 classification is a less effective explanatory variable. This needs to be taken into account when using AN-SNAP v2 classification for clinical or funding purposes.

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

    Science.gov (United States)

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

    2009-12-01

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

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

    Science.gov (United States)

    Holý, Vladimír

    2017-07-01

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

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

    DEFF Research Database (Denmark)

    Christiansen, Charlotte

    2005-01-01

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

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

    DEFF Research Database (Denmark)

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

    2008-01-01

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

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

    Science.gov (United States)

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

    2006-10-01

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

  15. Optimal control of LQG problem with an explicit trade-off between mean and variance

    Science.gov (United States)

    Qian, Fucai; Xie, Guo; Liu, Ding; Xie, Wenfang

    2011-12-01

    For discrete-time linear-quadratic Gaussian (LQG) control problems, a utility function on the expectation and the variance of the conventional performance index is considered. The utility function is viewed as an overall objective of the system and can perform the optimal trade-off between the mean and the variance of performance index. The nonlinear utility function is first converted into an auxiliary parameters optimisation problem about the expectation and the variance. Then an optimal closed-loop feedback controller for the nonseparable mean-variance minimisation problem is designed by nonlinear mathematical programming. Finally, simulation results are given to verify the algorithm's effectiveness obtained in this article.

  16. 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.

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

    Science.gov (United States)

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

    2012-10-01

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

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

    DEFF Research Database (Denmark)

    Capolei, Andrea; Suwartadi, Eka; Foss, Bjarne

    2014-01-01

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

  19. The Variance between Recommended and Nursing Staff Levels at Womack Army Medical Center

    National Research Council Canada - National Science Library

    Holcek, Robert A

    2007-01-01

    .... This study considered five possible rationales for the existing variances - workload changes, staff experience, observation patients, recovery patients, and outpatient procedures - for 117 work...

  20. Impact on quality culture of total quality management practices factors

    Directory of Open Access Journals (Sweden)

    Faihan Mosaad Saud Alotaibi

    2014-09-01

    Full Text Available This study investigated total quality management practices and quality culture of Saudi Arabian contractors. Improving the quality can be achieved through implementation of total quality management although studies and researches work regarding this improvement is still lacking. A quantitative approach using the survey method was employed. With assistance from the Saudi Arabia Ministry of Municipal and Rural Affairs, survey questionnaires were distributed to selected contractors in Saudi Arabia. The collected data were analysed using correlation, and multiple regression analyses. The key findings were the confirmation of significant relationships between all total quality management practices and quality culture and a positive relationship between quality management practices and quality culture. Furthermore, total quality management practices were found to be able to explain 68.1% of the variance in quality culture, while quality culture explained 12.5% of the variance in competitiveness. Quality culture was found to only partially mediate the relationship between total quality management practices and competitiveness.

  1. Knowledge-based analysis of phenotypes

    KAUST Repository

    Hoendorf, Robert

    2016-01-27

    Phenotypes are the observable characteristics of an organism, and they are widely recorded in biology and medicine. To facilitate data integration, ontologies that formally describe phenotypes are being developed in several domains. I will describe a formal framework to describe phenotypes. A formalized theory of phenotypes is not only useful for domain analysis, but can also be applied to assist in the diagnosis of rare genetic diseases, and I will show how our results on the ontology of phenotypes is now applied in biomedical research.

  2. NIH Mouse Metabolic Phenotyping Centers: the power of centralized phenotyping.

    Science.gov (United States)

    Laughlin, Maren R; Lloyd, K C Kent; Cline, Gary W; Wasserman, David H

    2012-10-01

    The Mouse Metabolic Phenotyping Centers (MMPCs) were founded in 2001 by the National Institutes of Health (NIH) to advance biomedical research by providing the scientific community with standardized, high-quality phenotyping services for mouse models of diabetes, obesity, and their complications. The intent is to allow researchers to take optimum advantage of the many new mouse models produced in labs and in high-throughput public efforts. The six MMPCs are located at universities around the country and perform complex metabolic tests in intact mice and hormone and analyte assays in tissues on a fee-for-service basis. Testing is subsidized by the NIH in order to reduce the barriers for mouse researchers. Although data derived from these tests belong to the researcher submitting mice or tissues, these data are archived after publication in a public database run by the MMPC Coordinating and Bioinformatics Unit. It is hoped that data from experiments performed in many mouse models of metabolic diseases, using standard protocols, will be useful in understanding the nature of these complex disorders. The current areas of expertise include energy balance and body composition, insulin action and secretion, whole-body and tissue carbohydrate and lipid metabolism, cardiovascular and renal function, and metabolic pathway kinetics. In addition to providing services, the MMPC staff provides expertise and advice to researchers, and works to develop and refine test protocols to best meet the community's needs in light of current scientific developments. Test technology is disseminated by publications and through annual courses.

  3. The Human Phenotype Ontology in 2017

    International Nuclear Information System (INIS)

    Köhler, Sebastian; Vasilevsky, Nicole A.; Engelstad, Mark; Foster, Erin; McMurry, Julie

    2016-01-01

    Deep phenotyping has been defined as the precise and comprehensive analysis of phenotypic abnormalities in which the individual components of the phenotype are observed and described. The three components of the Human PhenotypeOntology (HPO; www.human-phenotype-ontology.org) project are the phenotype vocabulary, disease-phenotype annotations and the algorithms that operate on these. These components are being used for computational deep phenotyping and precision medicine as well as integration of clinical data into translational research. The HPO is being increasingly adopted as a standard for phenotypic abnormalities by diverse groups such as international rare disease organizations, registries, clinical labs, biomedical resources, and clinical software tools and will thereby contribute toward nascent efforts at global data exchange for identifying disease etiologies. This update article reviews the progress of the HPO project since the debut Nucleic Acids Research database article in 2014, including specific areas of expansion such as common (complex) disease, new algorithms for phenotype driven genomic discovery and diagnostics, integration of cross-species mapping efforts with the Mammalian Phenotype Ontology, an improved quality control pipeline, and the addition of patient-friendly terminology.

  4. Total parenteral nutrition - infants

    Science.gov (United States)

    ... medlineplus.gov/ency/article/007239.htm Total parenteral nutrition - infants To use the sharing features on this page, please enable JavaScript. Total parenteral nutrition (TPN) is a method of feeding that bypasses ...

  5. Total parenteral nutrition

    Science.gov (United States)

    ... medlineplus.gov/ency/patientinstructions/000177.htm Total parenteral nutrition To use the sharing features on this page, please enable JavaScript. Total parenteral nutrition (TPN) is a method of feeding that bypasses ...

  6. Technique of total thyroidectomy

    International Nuclear Information System (INIS)

    Rao, R.S.

    1999-01-01

    It is essential to define the various surgical procedures that are carried out for carcinoma of the thyroid gland. They are thyroid gland, subtotal lobectomy, total thyroidectomy and near total thyroidectomy

  7. Total iron binding capacity

    Science.gov (United States)

    ... page: //medlineplus.gov/ency/article/003489.htm Total iron binding capacity To use the sharing features on this page, please enable JavaScript. Total iron binding capacity (TIBC) is a blood test to ...

  8. Quantum mechanics as total physical theory

    International Nuclear Information System (INIS)

    Slavnov, D.A.

    2002-01-01

    It is shown that the principles of the total physical theory and conclusions of the standard quantum mechanics are not at such an antagonistic variance as it is usually accepted. The axioms, which make it possible to plot the renewed mathematical scheme of the quantum mechanics are formulated within the frames of the algebraic approach. The above scheme includes the standard mathematical apparatus of the quantum mechanics. Simultaneously there exists the mathematical object, which adequately describes the individual experiment. The examples of applying the proposed scheme is presented [ru

  9. Phenotypic variability in Meesmann's dystrophy

    DEFF Research Database (Denmark)

    Ehlers, Niels; Hjortdal, Jesper; Nielsen, Kim

    2008-01-01

    symptoms often include blurred vision and ocular irritation. Typical cases may be entirely free of complaints. Intermittent pain episodes, such as occur in recurrent erosion syndrome, are not the rule. Genetic sequencing indicated a familial relationship with the originally described Meesmann family......'s dystrophy occurs worldwide. The largest family described is the original German one, now supplemented with a Danish branch. Despite the presence of an identical genetic defect, the clinical phenotype varies. This suggests that non-KRT12-related mechanisms are responsible for the variation....

  10. The thrifty phenotype hypothesis revisited

    DEFF Research Database (Denmark)

    Vaag, A A; Grunnet, L G; Arora, G P

    2012-01-01

    Twenty years ago, Hales and Barker along with their co-workers published some of their pioneering papers proposing the 'thrifty phenotype hypothesis' in Diabetologia (4;35:595-601 and 3;36:62-67). Their postulate that fetal programming could represent an important player in the origin of type 2...... of the underlying molecular mechanisms. Type 2 diabetes is a multiple-organ disease, and developmental programming, with its idea of organ plasticity, is a plausible hypothesis for a common basis for the widespread organ dysfunctions in type 2 diabetes and the metabolic syndrome. Only two among the 45 known type 2...

  11. Estimation of Total Error in DWPF Reported Radionuclide Inventories

    International Nuclear Information System (INIS)

    Edwards, T.B.

    1995-01-01

    This report investigates the impact of random errors due to measurement and sampling on the reported concentrations of radionuclides in DWPF's filled canister inventory resulting from each macro-batch. The objective of this investigation is to estimate the variance of the total error in reporting these radionuclide concentrations

  12. International survey of primary and revision total knee replacement

    NARCIS (Netherlands)

    Kurtz, Steven M.; Ong, Kevin L.; Lau, Edmund; Widmer, Marcel; Maravic, Milka; Gomez-Barrena, Enrique; de Pina, Maria de Fatima; Manno, Valerio; Torre, Marina; Walter, William L.; de Steiger, Richard; Geesink, Rudolph G. T.; Peltola, Mikko; Roeder, Christoph

    2011-01-01

    Total knee arthroplasty (TKA) is currently the international standard of care for treating degenerative and rheumatologic knee joint disease, as well as certain knee joint fractures. We sought to answer the following three research questions: (1) What is the international variance in primary and

  13. Quantitative genetic analysis of total glucosinolate, oil and protein ...

    African Journals Online (AJOL)

    Quantitative genetic analysis of total glucosinolate, oil and protein contents in Ethiopian mustard ( Brassica carinata A. Braun) ... Seeds were analyzed using HPLC (glucosinolates), NMR (oil) and NIRS (protein). Analyses of variance, Hayman's method of diallel analysis and a mixed linear model of genetic analysis were ...

  14. Total well dominated trees

    DEFF Research Database (Denmark)

    Finbow, Arthur; Frendrup, Allan; Vestergaard, Preben D.

    cardinality then G is a total well dominated graph. In this paper we study composition and decomposition of total well dominated trees. By a reversible process we prove that any total well dominated tree can both be reduced to and constructed from a family of three small trees....

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

    Science.gov (United States)

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

    2017-12-01

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

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

    Science.gov (United States)

    Bright, Molly G; Murphy, Kevin

    2015-07-01

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

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

    Science.gov (United States)

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

    2016-01-01

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

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

    NARCIS (Netherlands)

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

    2014-01-01

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

  19. Investor preferences for oil spot and futures based on mean-variance and stochastic dominance

    NARCIS (Netherlands)

    H.H. Lean (Hooi Hooi); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

    2010-01-01

    textabstractThis paper examines investor preferences for oil spot and futures based on mean-variance (MV) and stochastic dominance (SD). The mean-variance criterion cannot distinct the preferences of spot and market whereas SD tests leads to the conclusion that spot dominates futures in the downside

  20. Within-category variance and lexical tone discrimination in native and non-native speakers

    NARCIS (Netherlands)

    Hoffmann, C.W.G.; Sadakata, M.; Chen, A.; Desain, P.W.M.; McQueen, J.M.; Gussenhove, C.; Chen, Y.; Dediu, D.

    2014-01-01

    In this paper, we show how acoustic variance within lexical tones in disyllabic Mandarin Chinese pseudowords affects discrimination abilities in both native and non-native speakers of Mandarin Chinese. Within-category acoustic variance did not hinder native speakers in discriminating between lexical

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

    Science.gov (United States)

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

    2015-10-01

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

  2. 29 CFR 1926.2 - Variances from safety and health standards.

    Science.gov (United States)

    2010-07-01

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

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

    International Nuclear Information System (INIS)

    Ranek, N.L.

    2002-01-01

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

  4. 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.

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

    NARCIS (Netherlands)

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

    2017-01-01

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

  6. 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...

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

    NARCIS (Netherlands)

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

    2007-01-01

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

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

    Science.gov (United States)

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

    2015-01-01

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

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

    NARCIS (Netherlands)

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

    2018-01-01

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

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

    Science.gov (United States)

    Fan, Weihua; Hancock, Gregory R.

    2012-01-01

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

  11. 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…

  12. On the multiplicity of option prices under CEV with positive elasticity of variance

    NARCIS (Netherlands)

    Veestraeten, D.

    2017-01-01

    The discounted stock price under the Constant Elasticity of Variance model is not a martingale when the elasticity of variance is positive. Two expressions for the European call price then arise, namely the price for which put-call parity holds and the price that represents the lowest cost of

  13. On the multiplicity of option prices under CEV with positive elasticity of variance

    NARCIS (Netherlands)

    Veestraeten, D.

    2014-01-01

    The discounted stock price under the Constant Elasticity of Variance (CEV) model is a strict local martingale when the elasticity of variance is positive. Two expressions for the European call price then arise, namely the risk-neutral call price and an alternative price that is linked to the unique

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

    Directory of Open Access Journals (Sweden)

    Xiajie Yi

    2016-02-01

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

  15. Understanding the Degrees of Freedom of Sample Variance by Using Microsoft Excel

    Science.gov (United States)

    Ding, Jian-Hua; Jin, Xian-Wen; Shuai, Ling-Ying

    2017-01-01

    In this article, the degrees of freedom of the sample variance are simulated by using the Visual Basic for Applications of Microsoft Excel 2010. The simulation file dynamically displays why the sample variance should be calculated by dividing the sum of squared deviations by n-1 rather than n, which is helpful for students to grasp the meaning of…

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2006-06-15

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

  17. Testing constancy of unconditional variance in volatility models by misspecification and specification tests

    DEFF Research Database (Denmark)

    Silvennoinen, Annastiina; Terasvirta, Timo

    The topic of this paper is testing the hypothesis of constant unconditional variance in GARCH models against the alternative that the unconditional variance changes deterministically over time. Tests of this hypothesis have previously been performed as misspecification tests after fitting a GARCH...... models. An application to exchange rate returns is included....

  18. Impact of QTL minor allele frequency on genomic evaluation using real genotype data and simulated phenotypes in Japanese Black cattle.

    Science.gov (United States)

    Uemoto, Yoshinobu; Sasaki, Shinji; Kojima, Takatoshi; Sugimoto, Yoshikazu; Watanabe, Toshio

    2015-11-19

    Genetic variance that is not captured by single nucleotide polymorphisms (SNPs) is due to imperfect linkage disequilibrium (LD) between SNPs and quantitative trait loci (QTLs), and the extent of LD between SNPs and QTLs depends on different minor allele frequencies (MAF) between them. To evaluate the impact of MAF of QTLs on genomic evaluation, we performed a simulation study using real cattle genotype data. In total, 1368 Japanese Black cattle and 592,034 SNPs (Illumina BovineHD BeadChip) were used. We simulated phenotypes using real genotypes under different scenarios, varying the MAF categories, QTL heritability, number of QTLs, and distribution of QTL effect. After generating true breeding values and phenotypes, QTL heritability was estimated and the prediction accuracy of genomic estimated breeding value (GEBV) was assessed under different SNP densities, prediction models, and population size by a reference-test validation design. The extent of LD between SNPs and QTLs in this population was higher in the QTLs with high MAF than in those with low MAF. The effect of MAF of QTLs depended on the genetic architecture, evaluation strategy, and population size in genomic evaluation. In genetic architecture, genomic evaluation was affected by the MAF of QTLs combined with the QTL heritability and the distribution of QTL effect. The number of QTL was not affected on genomic evaluation if the number of QTL was more than 50. In the evaluation strategy, we showed that different SNP densities and prediction models affect the heritability estimation and genomic prediction and that this depends on the MAF of QTLs. In addition, accurate QTL heritability and GEBV were obtained using denser SNP information and the prediction model accounted for the SNPs with low and high MAFs. In population size, a large sample size is needed to increase the accuracy of GEBV. The MAF of QTL had an impact on heritability estimation and prediction accuracy. Most genetic variance can be captured

  19. ACE phenotyping in Gaucher disease.

    Science.gov (United States)

    Danilov, Sergei M; Tikhomirova, Victoria E; Metzger, Roman; Naperova, Irina A; Bukina, Tatiana M; Goker-Alpan, Ozlem; Tayebi, Nahid; Gayfullin, Nurshat M; Schwartz, David E; Samokhodskaya, Larisa M; Kost, Olga A; Sidransky, Ellen

    2018-04-01

    Gaucher disease is characterized by the activation of splenic and hepatic macrophages, accompanied by dramatically increased levels of angiotensin-converting enzyme (ACE). To evaluate the source of the elevated blood ACE, we performed complete ACE phenotyping using blood, spleen and liver samples from patients with Gaucher disease and controls. ACE phenotyping included 1) immunohistochemical staining for ACE; 2) measuring ACE activity with two substrates (HHL and ZPHL); 3) calculating the ratio of the rates of substrate hydrolysis (ZPHL/HHL ratio); 4) assessing the conformational fingerprint of ACE by evaluating the pattern of binding of monoclonal antibodies to 16 different ACE epitopes. We show that in patients with Gaucher disease, the dramatically increased levels of ACE originate from activated splenic and/or hepatic macrophages (Gaucher cells), and that both its conformational fingerprint and kinetic characteristics (ZPHL/HHL ratio) differ from controls and from patients with sarcoid granulomas. Furthermore, normal spleen was found to produce high levels of endogenous ACE inhibitors and a novel, tightly-bound 10-30 kDa ACE effector which is deficient in Gaucher spleen. The conformation of ACE is tissue-specific. In Gaucher disease, ACE produced by activated splenic macrophages differs from that in hepatic macrophages, as well as from macrophages and dendritic cells in sarcoid granulomas. The observed differences are likely due to altered ACE glycosylation or sialylation in these diseased organs. The conformational differences in ACE may serve as a specific biomarker for Gaucher disease. Copyright © 2018 Elsevier Inc. All rights reserved.

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

    Science.gov (United States)

    Feyereisen, M. R.

    2015-05-01

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