Visual SLAM Using Variance Grid Maps
Howard, Andrew B.; Marks, Tim K.
2011-01-01
An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance
Response variance in functional maps: neural darwinism revisited.
Directory of Open Access Journals (Sweden)
Hirokazu Takahashi
Full Text Available The mechanisms by which functional maps and map plasticity contribute to cortical computation remain controversial. Recent studies have revisited the theory of neural Darwinism to interpret the learning-induced map plasticity and neuronal heterogeneity observed in the cortex. Here, we hypothesize that the Darwinian principle provides a substrate to explain the relationship between neuron heterogeneity and cortical functional maps. We demonstrate in the rat auditory cortex that the degree of response variance is closely correlated with the size of its representational area. Further, we show that the response variance within a given population is altered through training. These results suggest that larger representational areas may help to accommodate heterogeneous populations of neurons. Thus, functional maps and map plasticity are likely to play essential roles in Darwinian computation, serving as effective, but not absolutely necessary, structures to generate diverse response properties within a neural population.
Response variance in functional maps: neural darwinism revisited.
Takahashi, Hirokazu; Yokota, Ryo; Kanzaki, Ryohei
2013-01-01
The mechanisms by which functional maps and map plasticity contribute to cortical computation remain controversial. Recent studies have revisited the theory of neural Darwinism to interpret the learning-induced map plasticity and neuronal heterogeneity observed in the cortex. Here, we hypothesize that the Darwinian principle provides a substrate to explain the relationship between neuron heterogeneity and cortical functional maps. We demonstrate in the rat auditory cortex that the degree of response variance is closely correlated with the size of its representational area. Further, we show that the response variance within a given population is altered through training. These results suggest that larger representational areas may help to accommodate heterogeneous populations of neurons. Thus, functional maps and map plasticity are likely to play essential roles in Darwinian computation, serving as effective, but not absolutely necessary, structures to generate diverse response properties within a neural population.
Autonomous estimation of Allan variance coefficients of onboard fiber optic gyro
International Nuclear Information System (INIS)
Song Ningfang; Yuan Rui; Jin Jing
2011-01-01
Satellite motion included in gyro output disturbs the estimation of Allan variance coefficients of fiber optic gyro on board. Moreover, as a standard method for noise analysis of fiber optic gyro, Allan variance has too large offline computational effort and data storages to be applied to online estimation. In addition, with the development of deep space exploration, it is urged that satellite requires more autonomy including autonomous fault diagnosis and reconfiguration. To overcome the barriers and meet satellite autonomy, we present a new autonomous method for estimation of Allan variance coefficients including rate ramp, rate random walk, bias instability, angular random walk and quantization noise coefficients. In the method, we calculate differences between angle increments of star sensor and gyro to remove satellite motion from gyro output, and propose a state-space model using nonlinear adaptive filter technique for quantities previously measured from offline data techniques such as the Allan variance method. Simulations show the method correctly estimates Allan variance coefficients, R = 2.7965exp-4 0 /h 2 , K = 1.1714exp-3 0 /h 1.5 , B = 1.3185exp-3 0 /h, N = 5.982exp-4 0 /h 0.5 and Q = 5.197exp-7 0 in real time, and tracks degradation of gyro performance from initail values, R = 0.651 0 /h 2 , K = 0.801 0 /h 1.5 , B = 0.385 0 /h, N = 0.0874 0 /h 0.5 and Q = 8.085exp-5 0 , to final estimations, R = 9.548 0 /h 2 , K = 9.524 0 /h 1.5 , B = 2.234 0 /h, N = 0.5594 0 /h 0.5 and Q = 5.113exp-4 0 , due to gamma radiation in space. The technique proposed here effectively isolates satellite motion, and requires no data storage and any supports from the ground.
Autonomous estimation of Allan variance coefficients of onboard fiber optic gyro
Energy Technology Data Exchange (ETDEWEB)
Song Ningfang; Yuan Rui; Jin Jing, E-mail: rayleing@139.com [School of Instrumentation Science and Opto-electronics Engineering, Beihang University, Beijing 100191 (China)
2011-09-15
Satellite motion included in gyro output disturbs the estimation of Allan variance coefficients of fiber optic gyro on board. Moreover, as a standard method for noise analysis of fiber optic gyro, Allan variance has too large offline computational effort and data storages to be applied to online estimation. In addition, with the development of deep space exploration, it is urged that satellite requires more autonomy including autonomous fault diagnosis and reconfiguration. To overcome the barriers and meet satellite autonomy, we present a new autonomous method for estimation of Allan variance coefficients including rate ramp, rate random walk, bias instability, angular random walk and quantization noise coefficients. In the method, we calculate differences between angle increments of star sensor and gyro to remove satellite motion from gyro output, and propose a state-space model using nonlinear adaptive filter technique for quantities previously measured from offline data techniques such as the Allan variance method. Simulations show the method correctly estimates Allan variance coefficients, R = 2.7965exp-4 {sup 0}/h{sup 2}, K = 1.1714exp-3 {sup 0}/h{sup 1.5}, B = 1.3185exp-3 {sup 0}/h, N = 5.982exp-4 {sup 0}/h{sup 0.5} and Q = 5.197exp-7 {sup 0} in real time, and tracks degradation of gyro performance from initail values, R = 0.651 {sup 0}/h{sup 2}, K = 0.801 {sup 0}/h{sup 1.5}, B = 0.385 {sup 0}/h, N = 0.0874 {sup 0}/h{sup 0.5} and Q = 8.085exp-5 {sup 0}, to final estimations, R = 9.548 {sup 0}/h{sup 2}, K = 9.524 {sup 0}/h{sup 1.5}, B = 2.234 {sup 0}/h, N = 0.5594 {sup 0}/h{sup 0.5} and Q = 5.113exp-4 {sup 0}, due to gamma radiation in space. The technique proposed here effectively isolates satellite motion, and requires no data storage and any supports from the ground.
A new population growth map with variable coefficients
International Nuclear Information System (INIS)
Jannussis, A.
1986-01-01
In the present paper it is investigated a simple population growth map with variable coefficients. Moreover, it is studied the new population map of the form xsub(j+1) = axsub(j) (1/(1 + bxsub(j)) -1/(1 + cxsub(j))), c not= b, j = 0, 1,..., which is transformed in an equivalent logistic map
Highlighting material structure with transmission electron diffraction correlation coefficient maps.
Kiss, Ákos K; Rauch, Edgar F; Lábár, János L
2016-04-01
Correlation coefficient maps are constructed by computing the differences between neighboring diffraction patterns collected in a transmission electron microscope in scanning mode. The maps are shown to highlight material structural features like grain boundaries, second phase particles or dislocations. The inclination of the inner crystal interfaces are directly deduced from the resulting contrast. Copyright © 2016 Elsevier B.V. All rights reserved.
Highlighting material structure with transmission electron diffraction correlation coefficient maps
International Nuclear Information System (INIS)
Kiss, Ákos K.; Rauch, Edgar F.; Lábár, János L.
2016-01-01
Correlation coefficient maps are constructed by computing the differences between neighboring diffraction patterns collected in a transmission electron microscope in scanning mode. The maps are shown to highlight material structural features like grain boundaries, second phase particles or dislocations. The inclination of the inner crystal interfaces are directly deduced from the resulting contrast. - Highlights: • We propose a novel technique to image the structure of polycrystalline TEM-samples. • Correlation coefficients maps highlights the evolution of the diffracting signal. • 3D views of grain boundaries are provided for nano-particles or polycrystals.
Reduced Variance using ADVANTG in Monte Carlo Calculations of Dose Coefficients to Stylized Phantoms
Hiller, Mauritius; Bellamy, Michael; Eckerman, Keith; Hertel, Nolan
2017-09-01
The estimation of dose coefficients of external radiation sources to the organs in phantoms becomes increasingly difficult for lower photon source energies. This study focus on the estimation of photon emitters around the phantom. The computer time needed to calculate a result within a certain precision can be lowered by several orders of magnitude using ADVANTG compared to a standard run. Using ADVANTG which employs the DENOVO adjoint calculation package enables the user to create a fully populated set of weight windows and source biasing instructions for an MCNP calculation.
Validity of the CT to attenuation coefficient map conversion methods
International Nuclear Information System (INIS)
Faghihi, R.; Ahangari Shahdehi, R.; Fazilat Moadeli, M.
2004-01-01
The most important commercialized methods of attenuation correction in SPECT are based on attenuation coefficient map from a transmission imaging method. The transmission imaging system can be the linear source of radioelement or a X-ray CT system. The image of transmission imaging system is not useful unless to replacement of the attenuation coefficient or CT number with the attenuation coefficient in SPECT energy. In this paper we essay to evaluate the validity and estimate the error of the most used method of this transformation. The final result shows that the methods which use a linear or multi-linear curve accept a error in their estimation. The value of mA is not important but the patient thickness is very important and it can introduce a error more than 10 percent in the final result
Swarm based mean-variance mapping optimization (MVMOS) for solving economic dispatch
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.
The problem of low variance voxels in statistical parametric mapping; a new hat avoids a 'haircut'.
Ridgway, Gerard R; Litvak, Vladimir; Flandin, Guillaume; Friston, Karl J; Penny, Will D
2012-02-01
Statistical parametric mapping (SPM) locates significant clusters based on a ratio of signal to noise (a 'contrast' of the parameters divided by its standard error) meaning that very low noise regions, for example outside the brain, can attain artefactually high statistical values. Similarly, the commonly applied preprocessing step of Gaussian spatial smoothing can shift the peak statistical significance away from the peak of the contrast and towards regions of lower variance. These problems have previously been identified in positron emission tomography (PET) (Reimold et al., 2006) and voxel-based morphometry (VBM) (Acosta-Cabronero et al., 2008), but can also appear in functional magnetic resonance imaging (fMRI) studies. Additionally, for source-reconstructed magneto- and electro-encephalography (M/EEG), the problems are particularly severe because sparsity-favouring priors constrain meaningfully large signal and variance to a small set of compactly supported regions within the brain. (Acosta-Cabronero et al., 2008) suggested adding noise to background voxels (the 'haircut'), effectively increasing their noise variance, but at the cost of contaminating neighbouring regions with the added noise once smoothed. Following theory and simulations, we propose to modify--directly and solely--the noise variance estimate, and investigate this solution on real imaging data from a range of modalities. Copyright © 2011 Elsevier Inc. All rights reserved.
High speed friction microscopy and nanoscale friction coefficient mapping
International Nuclear Information System (INIS)
Bosse, James L; Lee, Sungjun; Huey, Bryan D; Andersen, Andreas Sø; Sutherland, Duncan S
2014-01-01
As mechanical devices in the nano/micro length scale are increasingly employed, it is crucial to understand nanoscale friction and wear especially at technically relevant sliding velocities. Accordingly, a novel technique has been developed for friction coefficient mapping (FCM), leveraging recent advances in high speed AFM. The technique efficiently acquires friction versus force curves based on a sequence of images at a single location, each with incrementally lower loads. As a result, true maps of the coefficient of friction can be uniquely calculated for heterogeneous surfaces. These parameters are determined at a scan velocity as fast as 2 mm s −1 for microfabricated SiO 2 mesas and Au coated pits, yielding results that are identical to traditional speed measurements despite being ∼1000 times faster. To demonstrate the upper limit of sliding velocity for the custom setup, the friction properties of mica are reported from 200 µm s −1 up to 2 cm s −1 . While FCM is applicable to any AFM and scanning speed, quantitative nanotribology investigations of heterogeneous sliding or rolling components are therefore uniquely possible, even at realistic velocities for devices such as MEMS, biological implants, or data storage systems. (paper)
Lim, Sanghyeok; Kim, Seung Hyun; Kim, Yongsoo; Cho, Young Seo; Kim, Tae Yeob; Jeong, Woo Kyoung; Sohn, Joo Hyun
2018-02-01
To compare the diagnostic performance for advanced hepatic fibrosis measured by 2D shear-wave elastography (SWE), using either the coefficient of variance (CV) or the interquartile range divided by the median value (IQR/M) as quality criteria. In this retrospective study, from January 2011 to December 2013, 96 patients, who underwent both liver stiffness measurement by 2D SWE and liver biopsy for hepatic fibrosis grading, were enrolled. The diagnostic performances of the CV and the IQR/M were analyzed using receiver operating characteristic curves with areas under the curves (AUCs) and were compared by Fisher's Z test, based on matching the cutoff points in an interactive dot diagram. All P values less than 0.05 were considered significant. When using the cutoff value IQR/M of 0.21, the matched cutoff point of CV was 20%. When a cutoff value of CV of 20% was used, the diagnostic performance for advanced hepatic fibrosis ( ≥ F3 grade) with CV of less than 20% was better than that in the group with CV greater than or equal to 20% (AUC 0.967 versus 0.786, z statistic = 2.23, P = .025), whereas when the matched cutoff value IQR/M of 0.21 showed no difference (AUC 0.918 versus 0.927, z statistic = -0.178, P = .859). The validity of liver stiffness measurements made by 2D SWE for assessing advanced hepatic fibrosis may be judged using CVs, and when the CV is less than 20% it can be considered "more reliable" than using IQR/M of less than 0.21. © 2017 by the American Institute of Ultrasound in Medicine.
Accounting for non-stationary variance in geostatistical mapping of soil properties
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)
Translation of Bernstein Coefficients Under an Affine Mapping of the Unit Interval
Alford, John A., II
2012-01-01
We derive an expression connecting the coefficients of a polynomial expanded in the Bernstein basis to the coefficients of an equivalent expansion of the polynomial under an affine mapping of the domain. The expression may be useful in the calculation of bounds for multi-variate polynomials.
Papaioannou, George; Vasiliades, Lampros; Loukas, Athanasios; Aronica, Giuseppe T.
2017-04-01
Probabilistic flood inundation mapping is performed and analysed at the ungauged Xerias stream reach, Volos, Greece. The study evaluates the uncertainty introduced by the roughness coefficient values on hydraulic models in flood inundation modelling and mapping. The well-established one-dimensional (1-D) hydraulic model, HEC-RAS is selected and linked to Monte-Carlo simulations of hydraulic roughness. Terrestrial Laser Scanner data have been used to produce a high quality DEM for input data uncertainty minimisation and to improve determination accuracy on stream channel topography required by the hydraulic model. Initial Manning's n roughness coefficient values are based on pebble count field surveys and empirical formulas. Various theoretical probability distributions are fitted and evaluated on their accuracy to represent the estimated roughness values. Finally, Latin Hypercube Sampling has been used for generation of different sets of Manning roughness values and flood inundation probability maps have been created with the use of Monte Carlo simulations. Historical flood extent data, from an extreme historical flash flood event, are used for validation of the method. The calibration process is based on a binary wet-dry reasoning with the use of Median Absolute Percentage Error evaluation metric. The results show that the proposed procedure supports probabilistic flood hazard mapping at ungauged rivers and provides water resources managers with valuable information for planning and implementing flood risk mitigation strategies.
Bråtane, Bernt Tore; Bastan, Birgul; Fisher, Marc; Bouley, James; Henninger, Nils
2009-07-07
Though diffusion weighted imaging (DWI) is frequently used for identifying the ischemic lesion in focal cerebral ischemia, the understanding of spatiotemporal evolution patterns observed with different analysis methods remains imprecise. DWI and calculated apparent diffusion coefficient (ADC) maps were serially obtained in rat stroke models (MCAO): permanent, 90 min, and 180 min temporary MCAO. Lesion volumes were analyzed in a blinded and randomized manner by 2 investigators using (i) a previously validated ADC threshold, (ii) visual determination of hypointense regions on ADC maps, and (iii) visual determination of hyperintense regions on DWI. Lesion volumes were correlated with 24 hour 2,3,5-triphenyltetrazoliumchloride (TTC)-derived infarct volumes. TTC-derived infarct volumes were not significantly different from the ADC and DWI-derived lesion volumes at the last imaging time points except for significantly smaller DWI lesions in the pMCAO model (p=0.02). Volumetric calculation based on TTC-derived infarct also correlated significantly stronger to volumetric calculation based on last imaging time point derived lesions on ADC maps than DWI (pdetermined lesion volumes on ADC maps and DWI by both investigators correlated significantly with threshold-derived lesion volumes on ADC maps with the former method demonstrating a stronger correlation. There was also a better interrater agreement for ADC map analysis than for DWI analysis. Ischemic lesion determination by ADC was more accurate in final infarct prediction, rater independent, and provided exclusive information on ischemic lesion reversibility.
International Nuclear Information System (INIS)
Yu Shao-De; Wu Shi-Bin; Xie Yao-Qin; Wang Hao-Yu; Wei Xin-Hua; Chen Xin; Pan Wan-Long; Hu Jiani
2015-01-01
Similarity coefficient mapping (SCM) aims to improve the morphological evaluation of weighted magnetic resonance imaging However, how to interpret the generated SCM map is still pending. Moreover, is it probable to extract tissue dissimilarity messages based on the theory behind SCM? The primary purpose of this paper is to address these two questions. First, the theory of SCM was interpreted from the perspective of linear fitting. Then, a term was embedded for tissue dissimilarity information. Finally, our method was validated with sixteen human brain image series from multi-echo . Generated maps were investigated from signal-to-noise ratio (SNR) and perceived visual quality, and then interpreted from intra- and inter-tissue intensity. Experimental results show that both perceptibility of anatomical structures and tissue contrast are improved. More importantly, tissue similarity or dissimilarity can be quantified and cross-validated from pixel intensity analysis. This method benefits image enhancement, tissue classification, malformation detection and morphological evaluation. (paper)
Apparent diffusion coefficient mapping in medulloblastoma predicts non-infiltrative surgical planes.
Marupudi, Neena I; Altinok, Deniz; Goncalves, Luis; Ham, Steven D; Sood, Sandeep
2016-11-01
An appropriate surgical approach for posterior fossa lesions is to start tumor removal from areas with a defined plane to where tumor is infiltrating the brainstem or peduncles. This surgical approach minimizes risk of damage to eloquent areas. Although magnetic resonance imaging (MRI) is the current standard preoperative imaging obtained for diagnosis and surgical planning of pediatric posterior fossa tumors, it offers limited information on the infiltrative planes between tumor and normal structures in patients with medulloblastomas. Because medulloblastomas demonstrate diffusion restriction on apparent diffusion coefficient map (ADC map) sequences, we investigated the role of ADC map in predicting infiltrative and non-infiltrative planes along the brain stem and/or cerebellar peduncles by medulloblastomas prior to surgery. Thirty-four pediatric patients with pathologically confirmed medulloblastomas underwent surgical resection at our facility from 2004 to 2012. An experienced pediatric neuroradiologist reviewed the brain MRIs/ADC map, assessing the planes between the tumor and cerebellar peduncles/brain stem. An independent evaluator documented surgical findings from operative reports for comparison to the radiographic findings. The radiographic findings were statistically compared to the documented intraoperative findings to determine predictive value of the test in identifying tumor infiltration of the brain stem cerebellar peduncles. Twenty-six patients had preoperative ADC mapping completed and thereby, met inclusion criteria. Mean age at time of surgery was 8.3 ± 4.6 years. Positive predictive value of ADC maps to predict tumor invasion of the brain stem and cerebellar peduncles ranged from 69 to 88 %; negative predictive values ranged from 70 to 89 %. Sensitivity approached 93 % while specificity approached 78 %. ADC maps are valuable in predicting the infiltrative and non-infiltrative planes along the tumor and brain stem interface in
Mapping Thermal Expansion Coefficients in Freestanding 2D Materials at the Nanometer Scale
Hu, Xuan; Yasaei, Poya; Jokisaari, Jacob; Öǧüt, Serdar; Salehi-Khojin, Amin; Klie, Robert F.
2018-02-01
Two-dimensional materials, including graphene, transition metal dichalcogenides and their heterostructures, exhibit great potential for a variety of applications, such as transistors, spintronics, and photovoltaics. While the miniaturization offers remarkable improvements in electrical performance, heat dissipation and thermal mismatch can be a problem in designing electronic devices based on two-dimensional materials. Quantifying the thermal expansion coefficient of 2D materials requires temperature measurements at nanometer scale. Here, we introduce a novel nanometer-scale thermometry approach to measure temperature and quantify the thermal expansion coefficients in 2D materials based on scanning transmission electron microscopy combined with electron energy-loss spectroscopy to determine the energy shift of the plasmon resonance peak of 2D materials as a function of sample temperature. By combining these measurements with first-principles modeling, the thermal expansion coefficients (TECs) of single-layer and freestanding graphene and bulk, as well as monolayer MoS2 , MoSe2 , WS2 , or WSe2 , are directly determined and mapped.
Towards molecular design using 2D-molecular contour maps obtained from PLS regression coefficients
Borges, Cleber N.; Barigye, Stephen J.; Freitas, Matheus P.
2017-12-01
The multivariate image analysis descriptors used in quantitative structure-activity relationships are direct representations of chemical structures as they are simply numerical decodifications of pixels forming the 2D chemical images. These MDs have found great utility in the modeling of diverse properties of organic molecules. Given the multicollinearity and high dimensionality of the data matrices generated with the MIA-QSAR approach, modeling techniques that involve the projection of the data space onto orthogonal components e.g. Partial Least Squares (PLS) have been generally used. However, the chemical interpretation of the PLS-based MIA-QSAR models, in terms of the structural moieties affecting the modeled bioactivity has not been straightforward. This work describes the 2D-contour maps based on the PLS regression coefficients, as a means of assessing the relevance of single MIA predictors to the response variable, and thus allowing for the structural, electronic and physicochemical interpretation of the MIA-QSAR models. A sample study to demonstrate the utility of the 2D-contour maps to design novel drug-like molecules is performed using a dataset of some anti-HIV-1 2-amino-6-arylsulfonylbenzonitriles and derivatives, and the inferences obtained are consistent with other reports in the literature. In addition, the different schemes for encoding atomic properties in molecules are discussed and evaluated.
Holsgrove, Kristina M.; Kepaptsoglou, Demie M.; Douglas, Alan M.; Ramasse, Quentin M.; Prestat, Eric; Haigh, Sarah J.; Ward, Michael B.; Kumar, Amit; Gregg, J. Marty; Arredondo, Miryam
2017-06-01
Despite being of wide commercial use in devices, the orders of magnitude increase in resistance that can be seen in some semiconducting BaTiO3-based ceramics, on heating through the Curie temperature (TC), is far from well understood. Current understanding of the behavior hinges on the role of grain boundary resistance that can be modified by polarization discontinuities which develop in the ferroelectric state. However, direct nanoscale resistance mapping to verify this model has rarely been attempted, and the potential approach to engineer polarization states at the grain boundaries, that could lead to optimized positive temperature coefficient (PTC) behavior, is strongly underdeveloped. Here we present direct visualization and nanoscale mapping in a commercially optimized BaTiO3-PbTiO3-CaTiO3 PTC ceramic using Kelvin probe force microscopy, which shows that, even in the low resistance ferroelectric state, the potential drop at grain boundaries is significantly greater than in grain interiors. Aberration-corrected scanning transmission electron microscopy and electron energy loss spectroscopy reveal new evidence of Pb-rich grain boundaries symptomatic of a higher net polarization normal to the grain boundaries compared to the purer grain interiors. These results validate the critical link between optimized PTC performance and higher local polarization at grain boundaries in this specific ceramic system and suggest a novel route towards engineering devices where an interface layer of higher spontaneous polarization could lead to enhanced PTC functionality.
Directory of Open Access Journals (Sweden)
Kristina M. Holsgrove
2017-06-01
Full Text Available Despite being of wide commercial use in devices, the orders of magnitude increase in resistance that can be seen in some semiconducting BaTiO3-based ceramics, on heating through the Curie temperature (TC, is far from well understood. Current understanding of the behavior hinges on the role of grain boundary resistance that can be modified by polarization discontinuities which develop in the ferroelectric state. However, direct nanoscale resistance mapping to verify this model has rarely been attempted, and the potential approach to engineer polarization states at the grain boundaries, that could lead to optimized positive temperature coefficient (PTC behavior, is strongly underdeveloped. Here we present direct visualization and nanoscale mapping in a commercially optimized BaTiO3–PbTiO3–CaTiO3 PTC ceramic using Kelvin probe force microscopy, which shows that, even in the low resistance ferroelectric state, the potential drop at grain boundaries is significantly greater than in grain interiors. Aberration-corrected scanning transmission electron microscopy and electron energy loss spectroscopy reveal new evidence of Pb-rich grain boundaries symptomatic of a higher net polarization normal to the grain boundaries compared to the purer grain interiors. These results validate the critical link between optimized PTC performance and higher local polarization at grain boundaries in this specific ceramic system and suggest a novel route towards engineering devices where an interface layer of higher spontaneous polarization could lead to enhanced PTC functionality.
Lu, Shan Shan; Kim, Sang Joon; Kim, Namkug; Kim, Ho Sung; Choi, Choong Gon; Lim, Young Min
2015-04-01
This study intended to investigate the usefulness of histogram analysis of apparent diffusion coefficient (ADC) maps for discriminating primary CNS lymphomas (PCNSLs), especially atypical PCNSLs, from tumefactive demyelinating lesions (TDLs). Forty-seven patients with PCNSLs and 18 with TDLs were enrolled in our study. Hyperintense lesions seen on T2-weighted images were defined as ROIs after ADC maps were registered to the corresponding T2-weighted image. ADC histograms were calculated from the ROIs containing the entire lesion on every section and on a voxel-by-voxel basis. The ADC histogram parameters were compared among all PCNSLs and TDLs as well as between the subgroup of atypical PCNSLs and TDLs. ROC curves were constructed to evaluate the diagnostic performance of the histogram parameters and to determine the optimum thresholds. The differences between the PCNSLs and TDLs were found in the minimum ADC values (ADCmin) and in the 5th and 10th percentiles (ADC5% and ADC10%) of the cumulative ADC histograms. However, no statistical significance was found in the mean ADC value or in the ADC value concerning the mode, kurtosis, and skewness. The ADCmin, ADC5%, and ADC10% were also lower in atypical PCNSLs than in TDLs. ADCmin was the best indicator for discriminating atypical PCNSLs from TDLs, with a threshold of 556×10(-6) mm2/s (sensitivity, 81.3 %; specificity, 88.9%). Histogram analysis of ADC maps may help to discriminate PCNSLs from TDLs and may be particularly useful in differentiating atypical PCNSLs from TDLs.
International Nuclear Information System (INIS)
Kuramoto, R.Y.R.Renato Yoichi Ribeiro.; Appoloni, Carlos Roberto
2002-01-01
The two media method permits the application of Beer's law (Thesis (Master Degree), Universidade Estadual de Londrina, PR, Brazil, pp. 23) for the linear attenuation coefficient determination of irregular thickness samples by gamma-ray transmission. However, the use of this methodology introduces experimental complexity due to the great number of variables to be measured. As consequence of this complexity, the uncertainties associated with each of these variables may be correlated. In this paper, we examine the covariance terms in the uncertainty propagation, and quantify the correlation among the uncertainties of each of the variables in question
International Nuclear Information System (INIS)
Huisman, Thierry A.G.M.; Loenneker, Thomas; Barta, Gerd; Bellemann, Matthias E.; Hennig, Juergen; Fischer, Joachim E.; Il'yasov, Kamil A.
2006-01-01
The objectives were to study the ''impact'' of the magnetic field strength on diffusion tensor imaging (DTI) metrics and also to determine whether magnetic-field-related differences in T2-relaxation times of brain tissue influence DTI measurements. DTI was performed on 12 healthy volunteers at 1.5 and 3.0 Tesla (within 2 h) using identical DTI scan parameters. Apparent diffusion coefficient (ADC) and fractional anisotropy (FA) values were measured at multiple gray and white matter locations. ADC and FA values were compared and analyzed for statistically significant differences. In addition, DTI measurements were performed at different echo times (TE) for both field strengths. ADC values for gray and white matter were statistically significantly lower at 3.0 Tesla compared with 1.5 Tesla (% change between -1.94% and -9.79%). FA values were statistically significantly higher at 3.0 Tesla compared with 1.5 Tesla (% change between +4.04 and 11.15%). ADC and FA values are not significantly different for TE=91 ms and TE=125 ms. Thus, ADC and FA values vary with the used field strength. Comparative clinical studies using ADC or FA values should consequently compare ADC or FA results with normative ADC or FA values that have been determined for the field strength used. (orig.)
Directory of Open Access Journals (Sweden)
Marcelo Souto Nacif
2018-01-01
Full Text Available Abstract Objective: To compare an albumin-bound gadolinium chelate (gadofosveset trisodium and an extracellular contrast agent (gadobenate dimeglumine, in terms of their effects on myocardial longitudinal (T1 relaxation time and partition coefficient. Materials and Methods: Study subjects underwent two imaging sessions for T1 mapping at 3 tesla with a modified look-locker inversion recovery (MOLLI pulse sequence to obtain one pre-contrast T1 map and two post-contrast T1 maps (mean 15 and 21 min, respectively. The partition coefficient was calculated as ΔR1myocardium /ΔR1blood , where R1 is 1/T1. Results: A total of 252 myocardial and blood pool T1 values were obtained in 21 healthy subjects. After gadolinium administration, the myocardial T1 was longer for gadofosveset than for gadobenate, the mean difference between the two contrast agents being −7.6 ± 60 ms (p = 0.41. The inverse was true for the blood pool T1, which was longer for gadobenate than for gadofosveset, the mean difference being 56.5 ± 67 ms (p < 0.001. The partition coefficient (λ was higher for gadobenate than gadofosveset (0.41 vs. 0.33, indicating slower blood pool washout for gadofosveset than for gadobenate. Conclusion: Myocardial T1 times did not differ significantly between gadobenate and gadofosveset. At typical clinical doses of the contrast agents, partition coefficients were significantly lower for the intravascular contrast agent than for the extravascular agent.
Kelly, B.; Chelsky, A.; Bulygina, E.; Roberts, B. J.
2017-12-01
Remote sensing techniques have become valuable tools to researchers, providing the capability to measure and visualize important parameters without the need for time or resource intensive sampling trips. Relationships between dissolved organic carbon (DOC), colored dissolved organic matter (CDOM) and spectral data have been used to remotely sense DOC concentrations in riverine systems, however, this approach has not been applied to the northern Gulf of Mexico (GoM) and needs to be tested to determine how accurate these relationships are in riverine-dominated shelf systems. In April, July, and October 2017 we sampled surface water from 80+ sites over an area of 100,000 km2 along the Louisiana-Texas shelf in the northern GoM. DOC concentrations were measured on filtered water samples using a Shimadzu TOC-VCSH analyzer using standard techniques. Additionally, DOC concentrations were estimated from CDOM absorption coefficients of filtered water samples on a UV-Vis spectrophotometer using a modification of the methods of Fichot and Benner (2011). These values were regressed against Landsat visible band spectral data for those same locations to establish a relationship between the spectral data, CDOM absorption coefficients. This allowed us to spatially map CDOM absorption coefficients in the Gulf of Mexico using the Landsat spectral data in GIS. We then used a multiple linear regressions model to derive DOC concentrations from the CDOM absorption coefficients and applied those to our map. This study provides an evaluation of the viability of scaling up CDOM absorption coefficient and remote-sensing derived estimates of DOC concentrations to the scale of the LA-TX shelf ecosystem.
Ghosh, Adarsh; Singh, Tulika; Singla, Veenu; Bagga, Rashmi; Khandelwal, Niranjan
2017-12-01
Apparent diffusion coefficient (ADC) maps are usually generated by builtin software provided by the MRI scanner vendors; however, various open-source postprocessing software packages are available for image manipulation and parametric map generation. The purpose of this study is to establish the reproducibility of absolute ADC values obtained using different postprocessing software programs. DW images with three b values were obtained with a 1.5-T MRI scanner, and the trace images were obtained. ADC maps were automatically generated by the in-line software provided by the vendor during image generation and were also separately generated on postprocessing software. These ADC maps were compared on the basis of ROIs using paired t test, Bland-Altman plot, mountain plot, and Passing-Bablok regression plot. There was a statistically significant difference in the mean ADC values obtained from the different postprocessing software programs when the same baseline trace DW images were used for the ADC map generation. For using ADC values as a quantitative cutoff for histologic characterization of tissues, standardization of the postprocessing algorithm is essential across processing software packages, especially in view of the implementation of vendor-neutral archiving.
Zhang, Yujuan; Chen, Jun; Liu, Song; Shi, Hua; Guan, Wenxian; Ji, Changfeng; Guo, Tingting; Zheng, Huanhuan; Guan, Yue; Ge, Yun; He, Jian; Zhou, Zhengyang; Yang, Xiaofeng; Liu, Tian
2017-02-01
To investigate the efficacy of histogram analysis of the entire tumor volume in apparent diffusion coefficient (ADC) maps for differentiating between histological grades in gastric cancer. Seventy-eight patients with gastric cancer were enrolled in a retrospective 3.0T magnetic resonance imaging (MRI) study. ADC maps were obtained at two different b values (0 and 1000 sec/mm 2 ) for each patient. Tumors were delineated on each slice of the ADC maps, and a histogram for the entire tumor volume was subsequently generated. A series of histogram parameters (eg, skew and kurtosis) were calculated and correlated with the histological grade of the surgical specimen. The diagnostic performance of each parameter for distinguishing poorly from moderately well-differentiated gastric cancers was assessed by using the area under the receiver operating characteristic curve (AUC). There were significant differences in the 5 th , 10 th , 25 th , and 50 th percentiles, skew, and kurtosis between poorly and well-differentiated gastric cancers (P histogram parameters, including the 10 th percentile, skew, kurtosis, and max frequency; the correlation coefficients were 0.273, -0.361, -0.339, and -0.370, respectively. Among all the histogram parameters, the max frequency had the largest AUC value, which was 0.675. Histogram analysis of the ADC maps on the basis of the entire tumor volume can be useful in differentiating between histological grades for gastric cancer. 4 J. Magn. Reson. Imaging 2017;45:440-449. © 2016 International Society for Magnetic Resonance in Medicine.
International Nuclear Information System (INIS)
Olsen, Oe.E.; Sebire, N.J.
2006-01-01
Purpose: To assess the technical feasibility of apparent diffusion coefficient (ADC) mapping based on free-breathing diffusion-weighted magnetic resonance (DW-MR) outside the CNS in children. Material and Methods: Twelve children with mass lesions of varied histopathology were scanned with short-tau inversion recovery (STIR), contrast-enhanced T1-weighted (CE-T1W), and diffusion-weighted (b = 0, 500 and 1,000 s/mm 2 ) sequences. ADC maps were calculated. Lesion-to-background signal intensity ratios were measured and compared between STIR/CE-T1W/ADC overall (Friedman test) and between viable embryonal tumors and other lesions (Kruskal-Wallis test). Results: ADC maps clearly depicted all lesions. Lesion-to-background signal intensity ratios of STIR (median 3.7), CE-T1W (median 1.4), and ADC (median 1.6) showed no overall difference (chi-square = 3.846; P = 0.146), and there was no difference between viable embryonal tumors and other lesions within STIR/CE-T1W/ADC (chi-square 1.118/0.669/<0.001; P = 0.290/0.414/1.000, respectively). Conclusion: ADC mapping is feasible in free-breathing imaging of pediatric mass lesions outside the CNS using standard clinical equipment. Keywords: Diffusion-weighted magnetic resonance imaging; infants and children; neoplasms
Shetty, Anil N; Chiang, Sharon; Maletic-Savatic, Mirjana; Kasprian, Gregor; Vannucci, Marina; Lee, Wesley
2014-01-01
In this article, we discuss the theoretical background for diffusion weighted imaging and diffusion tensor imaging. Molecular diffusion is a random process involving thermal Brownian motion. In biological tissues, the underlying microstructures restrict the diffusion of water molecules, making diffusion directionally dependent. Water diffusion in tissue is mathematically characterized by the diffusion tensor, the elements of which contain information about the magnitude and direction of diffusion and is a function of the coordinate system. Thus, it is possible to generate contrast in tissue based primarily on diffusion effects. Expressing diffusion in terms of the measured diffusion coefficient (eigenvalue) in any one direction can lead to errors. Nowhere is this more evident than in white matter, due to the preferential orientation of myelin fibers. The directional dependency is removed by diagonalization of the diffusion tensor, which then yields a set of three eigenvalues and eigenvectors, representing the magnitude and direction of the three orthogonal axes of the diffusion ellipsoid, respectively. For example, the eigenvalue corresponding to the eigenvector along the long axis of the fiber corresponds qualitatively to diffusion with least restriction. Determination of the principal values of the diffusion tensor and various anisotropic indices provides structural information. We review the use of diffusion measurements using the modified Stejskal-Tanner diffusion equation. The anisotropy is analyzed by decomposing the diffusion tensor based on symmetrical properties describing the geometry of diffusion tensor. We further describe diffusion tensor properties in visualizing fiber tract organization of the human brain.
A new method of spatio-temporal topographic mapping by correlation coefficient of K-means cluster.
Li, Ling; Yao, Dezhong
2007-01-01
It would be of the utmost interest to map correlated sources in the working human brain by Event-Related Potentials (ERPs). This work is to develop a new method to map correlated neural sources based on the time courses of the scalp ERPs waveforms. The ERP data are classified first by k-means cluster analysis, and then the Correlation Coefficients (CC) between the original data of each electrode channel and the time course of each cluster centroid are calculated and utilized as the mapping variable on the scalp surface. With a normalized 4-concentric-sphere head model with radius 1, the performance of the method is evaluated by simulated data. CC, between simulated four sources (s (1)-s (4)) and the estimated cluster centroids (c (1)-c (4)), and the distances (Ds), between the scalp projection points of the s (1)-s (4) and that of the c (1)-c (4), are utilized as the evaluation indexes. Applied to four sources with two of them partially correlated (with maximum mutual CC = 0.4892), CC (Ds) between s (1)-s (4) and c (1)-c (4) are larger (smaller) than 0.893 (0.108) for noise levels NSRclusters located at left, right occipital and frontal. The estimated vectors of the contra-occipital area demonstrate that attention to the stimulus location produces increased amplitude of the P1 and N1 components over the contra-occipital scalp. The estimated vector in the frontal area displays two large processing negativity waves around 100 ms and 250 ms when subjects are attentive, and there is a small negative wave around 140 ms and a P300 when subjects are unattentive. The results of simulations and real Visual Evoked Potentials (VEPs) data demonstrate the validity of the method in mapping correlated sources. This method may be an objective, heuristic and important tool to study the properties of cerebral, neural networks in cognitive and clinical neurosciences.
Directory of Open Access Journals (Sweden)
Ying Wu
2013-03-01
Full Text Available Genome-wide association studies (GWAS have identified ~100 loci associated with blood lipid levels, but much of the trait heritability remains unexplained, and at most loci the identities of the trait-influencing variants remain unknown. We conducted a trans-ethnic fine-mapping study at 18, 22, and 18 GWAS loci on the Metabochip for their association with triglycerides (TG, high-density lipoprotein cholesterol (HDL-C, and low-density lipoprotein cholesterol (LDL-C, respectively, in individuals of African American (n = 6,832, East Asian (n = 9,449, and European (n = 10,829 ancestry. We aimed to identify the variants with strongest association at each locus, identify additional and population-specific signals, refine association signals, and assess the relative significance of previously described functional variants. Among the 58 loci, 33 exhibited evidence of association at P<1 × 10(-4 in at least one ancestry group. Sequential conditional analyses revealed that ten, nine, and four loci in African Americans, Europeans, and East Asians, respectively, exhibited two or more signals. At these loci, accounting for all signals led to a 1.3- to 1.8-fold increase in the explained phenotypic variance compared to the strongest signals. Distinct signals across ancestry groups were identified at PCSK9 and APOA5. Trans-ethnic analyses narrowed the signals to smaller sets of variants at GCKR, PPP1R3B, ABO, LCAT, and ABCA1. Of 27 variants reported previously to have functional effects, 74% exhibited the strongest association at the respective signal. In conclusion, trans-ethnic high-density genotyping and analysis confirm the presence of allelic heterogeneity, allow the identification of population-specific variants, and limit the number of candidate SNPs for functional studies.
Zhang, Wei; Zhou, Yue; Xu, Xiao-Quan; Kong, Ling-Yan; Xu, Hai; Yu, Tong-Fu; Shi, Hai-Bin; Feng, Qing
2018-01-01
To assess the performance of a whole-tumor histogram analysis of apparent diffusion coefficient (ADC) maps in differentiating thymic carcinoma from lymphoma, and compare it with that of a commonly used hot-spot region-of-interest (ROI)-based ADC measurement. Diffusion weighted imaging data of 15 patients with thymic carcinoma and 13 patients with lymphoma were retrospectively collected and processed with a mono-exponential model. ADC measurements were performed by using a histogram-based and hot-spot-ROI-based approach. In the histogram-based approach, the following parameters were generated: mean ADC (ADC mean ), median ADC (ADC median ), 10th and 90th percentile of ADC (ADC 10 and ADC 90 ), kurtosis, and skewness. The difference in ADCs between thymic carcinoma and lymphoma was compared using a t test. Receiver operating characteristic analyses were conducted to determine and compare the differentiating performance of ADCs. Lymphoma demonstrated significantly lower ADC mean , ADC median , ADC 10 , ADC 90 , and hot-spot-ROI-based mean ADC than those found in thymic carcinoma (all p values histogram analysis of ADC maps can improve the differentiating performance between thymic carcinoma and lymphoma.
International Nuclear Information System (INIS)
Wang Hao-Yu; Bao Shang-Lian; Jiani Hu; Meng Li; Haacke, E. M.; Xie Yao-Qin; Chen Jie; Amy Yu; Wei Xin-Hua; Dai Yong-Ming
2013-01-01
The purpose of this paper is to investigate the feasibility of using a similarity coefficient map (SCM) in improving the morphological evaluation of T 2 * weighted (T 2 *W) magnatic resonance imaging (MRI) for renal cancer. Simulation studies and in vivo 12-echo T 2 *W experiments for renal cancers were performed for this purpose. The results of the first simulation study suggest that an SCM can reveal small structures which are hard to distinguish from the background tissue in T 2 *W images and the corresponding T 2 * map. The capability of improving the morphological evaluation is likely due to the improvement in the signal-to-noise ratio (SNR) and the carrier-to-noise ratio (CNR) by using the SCM technique. Compared with T 2 *W images, an SCM can improve the SNR by a factor ranging from 1.87 to 2.47. Compared with T 2 * maps, an SCM can improve the SNR by a factor ranging from 3.85 to 33.31. Compared with T 2 *W images, an SCM can improve the CNR by a factor ranging from 2.09 to 2.43. Compared with T 2 * maps, an SCM can improve the CNR by a factor ranging from 1.94 to 8.14. For a given noise level, the improvements of the SNR and the CNR depend mainly on the original SNRs and CNRs in T 2 *W images, respectively. In vivo experiments confirmed the results of the first simulation study. The results of the second simulation study suggest that more echoes are used to generate the SCM, and higher SNRs and CNRs can be achieved in SCMs. In conclusion, an SCM can provide improved morphological evaluation of T 2 *W MR images for renal cancer by unveiling fine structures which are ambiguous or invisible in the corresponding T 2 *W MR images and T 2 * maps. Furthermore, in practical applications, for a fixed total sampling time, one should increase the number of echoes as much as possible to achieve SCMs with better SNRs and CNRs
Gini estimation under infinite variance
A. Fontanari (Andrea); N.N. Taleb (Nassim Nicholas); P. Cirillo (Pasquale)
2018-01-01
textabstractWe study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α∈(1,2)). We show that, in such a case, the Gini coefficient
Downside Variance Risk Premium
Feunou, Bruno; Jahan-Parvar, Mohammad; Okou, Cedric
2015-01-01
We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk premium is a priced factor with significant prediction power for aggregate excess returns. Our empirical investigation highlights the positive and s...
MCNP variance reduction overview
International Nuclear Information System (INIS)
Hendricks, J.S.; Booth, T.E.
1985-01-01
The MCNP code is rich in variance reduction features. Standard variance reduction methods found in most Monte Carlo codes are available as well as a number of methods unique to MCNP. We discuss the variance reduction features presently in MCNP as well as new ones under study for possible inclusion in future versions of the code
Effect of noise on the standard mapping
International Nuclear Information System (INIS)
Karney, C.F.F.; Rechester, A.B.; White, R.B.
1981-03-01
The effect of a small amount of noise on the standard mapping is considered. Whenever the standard mapping possesses accelerator models (where the action increases approximately linearly with time), the diffusion coefficient contains a term proportional to the reciprocal of the variance of the noise term. At large values of the stochasticity parameter, the accelerator modes exhibit a universal behavior. As a result the dependence of the diffusion coefficient on stochasticity parameter also shows some universal behavior
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
Du, Yang; Xin, Ming Dao
1999-03-01
This paper developed a new type of three dimensional inner microfin tube. The experimental results of the flow patterns for the horizontal condensation inside these tubes are reported in the paper. The flow patterns for the horizontal condensation inside the new made tubes are divided into annular flow, stratified flow and intermittent flow within the test conditions. The experiments of the local heat transfer coefficients for the different flow patterns have been systematically carried out. The experiments of the local heat transfer coefficients changing with the vapor dryness fraction have also been carried out. As compared with the heat transfer coefficients of the two dimensional inner microfin tubes, those of the three dimensional inner microfin tubes increase 47-127% for the annular flow region, 38-183% for the stratified flow and 15-75% for the intermittent flow, respectively. The enhancement factor of the local heat transfer coefficients is from 1.8-6.9 for the vapor dryness fraction from 0.05 to 1.
Takahashi, Masahiro; Kozawa, Eito; Tanisaka, Megumi; Hasegawa, Kousei; Yasuda, Masanori; Sakai, Fumikazu
2016-06-01
We explored the role of histogram analysis of apparent diffusion coefficient (ADC) maps for discriminating uterine carcinosarcoma and endometrial carcinoma. We retrospectively evaluated findings in 13 patients with uterine carcinosarcoma and 50 patients with endometrial carcinoma who underwent diffusion-weighted imaging (b = 0, 500, 1000 s/mm(2) ) at 3T with acquisition of corresponding ADC maps. We derived histogram data from regions of interest drawn on all slices of the ADC maps in which tumor was visualized, excluding areas of necrosis and hemorrhage in the tumor. We used the Mann-Whitney test to evaluate the capacity of histogram parameters (mean ADC value, 5th to 95th percentiles, skewness, kurtosis) to discriminate uterine carcinosarcoma and endometrial carcinoma and analyzed the receiver operating characteristic (ROC) curve to determine the optimum threshold value for each parameter and its corresponding sensitivity and specificity. Carcinosarcomas demonstrated significantly higher mean vales of ADC, 95th, 90th, 75th, 50th, 25th percentiles and kurtosis than endometrial carcinomas (P Histogram analysis of ADC maps might be helpful for discriminating uterine carcinosarcomas and endometrial carcinomas. J. Magn. Reson. Imaging 2016;43:1301-1307. © 2015 Wiley Periodicals, Inc.
The phenotypic variance gradient - a novel concept.
Pertoldi, Cino; Bundgaard, Jørgen; Loeschcke, Volker; Barker, James Stuart Flinton
2014-11-01
Evolutionary ecologists commonly use reaction norms, which show the range of phenotypes produced by a set of genotypes exposed to different environments, to quantify the degree of phenotypic variance and the magnitude of plasticity of morphometric and life-history traits. Significant differences among the values of the slopes of the reaction norms are interpreted as significant differences in phenotypic plasticity, whereas significant differences among phenotypic variances (variance or coefficient of variation) are interpreted as differences in the degree of developmental instability or canalization. We highlight some potential problems with this approach to quantifying phenotypic variance and suggest a novel and more informative way to plot reaction norms: namely "a plot of log (variance) on the y-axis versus log (mean) on the x-axis, with a reference line added". This approach gives an immediate impression of how the degree of phenotypic variance varies across an environmental gradient, taking into account the consequences of the scaling effect of the variance with the mean. The evolutionary implications of the variation in the degree of phenotypic variance, which we call a "phenotypic variance gradient", are discussed together with its potential interactions with variation in the degree of phenotypic plasticity and canalization.
International Nuclear Information System (INIS)
Engstroem, K; Casares-Magaz, O; Muren, L; Roervik, J; Andersen, E
2016-01-01
Purpose: Multi-parametric MRI (mp-MRI) is being introduced in radiotherapy (RT) of prostate cancer, including for tumour delineation in focal boosting strategies. We recently developed an image-based tumour control probability model, based on cell density distributions derived from apparent diffusion coefficient (ADC) maps. Beyond tumour volume and cell densities, tumour hypoxia is also an important determinant of RT response. Since tissue perfusion from mp-MRI has been related to hypoxia we have explored the patterns of ADC and perfusion maps, and the relations between them, inside and outside prostate index lesions. Methods: ADC and perfusion maps from 20 prostate cancer patients were used, with the prostate and index lesion delineated by a dedicated uro-radiologist. To reduce noise, the maps were averaged over a 3×3×3 voxel cube. Associations between different ADC and perfusion histogram parameters within the prostate, inside and outside the index lesion, were evaluated with the Pearson’s correlation coefficient. In the voxel-wise analysis, scatter plots of ADC vs perfusion were analysed for voxels in the prostate, inside and outside of the index lesion, again with the associations quantified with the Pearson’s correlation coefficient. Results: Overall ADC was lower inside the index lesion than in the normal prostate as opposed to ktrans that was higher inside the index lesion than outside. In the histogram analysis, the minimum ktrans was significantly correlated with the maximum ADC (Pearson=0.47; p=0.03). At the voxel level, 15 of the 20 cases had a statistically significant inverse correlation between ADC and perfusion inside the index lesion; ten of the cases had a Pearson < −0.4. Conclusion: The minimum value of ktrans across the tumour was correlated to the maximum ADC. However, on the voxel level, the ‘local’ ktrans in the index lesion is inversely (i.e. negatively) correlated to the ‘local’ ADC in most patients. Research agreement with
Taniguchi, Masaaki; Nakai, Tomoaki; Kohta, Masaaki; Kimura, Hidehito; Kohmura, Eiji
2016-10-01
The etiology of hydrocephalus associated with the small- to medium-sized vestibular schwannomas is still controversial. We investigated tumor-specific factors related to the association of hydrocephalus with small- to medium-sized vestibular schwannomas. Among the 77 patients with vestibular schwannoma smaller than 30 mm, 9 patients demonstrated associated communicating hydrocephalus. Patient medical records, radiologic data, and histopathologic specimens were reviewed retrospectively. The age of the patients, and size, mean apparent diffusion coefficient (ADC) value, and histologic features of the tumors were compared with those of patients without hydrocephalus. The symptoms related to hydrocephalus improved in all patients after tumor removal. Both the mean size and ADC values exhibited a statistically significant difference between the tumors with and without hydrocephalus (P hydrocephalus. The increased tumor ADC value was considered to be the result of degenerative change and suggested the involvement of protein sloughing in the etiology of the associated hydrocephalus. Copyright © 2016 Elsevier Inc. All rights reserved.
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
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
International Nuclear Information System (INIS)
Kim, E.; Sohn, C.-H.; Chang, K.-H.; Chang, H.-W.; Lee, D.H.
2011-01-01
Aim: To determine what disease entities show accentuated grey-white differentiation of the cerebral hemisphere on diffusion-weighted images (DWI) or apparent diffusion coefficient (ADC) maps, and whether there is a correlation between the different patterns and the cause of the brain injury. Methods and materials: The DWI and ADC maps of 19 patients with global brain injury were reviewed and evaluated to investigate whether there was a correlation between the different patterns seen on the DWI and ADC maps and the cause of global brain injury. The ADC values were measured for quantitative analysis. Results: There were three different patterns of ADC decrease: a predominant ADC decrease in only the cerebral cortex (n = 8; pattern I); an ADC decrease in both the cerebral cortex and white matter (WM) and a predominant decrease in the WM (n = 9; pattern II); and a predominant ADC decrease in only the WM (n = 3; pattern III). Conclusion: Pattern I is cerebral cortical injury, suggesting cortical laminar necrosis in hypoxic brain injury. Pattern II is cerebral cortical and WM injury, frequently seen in brain death, while pattern 3 is mainly WM injury, especially found in hypoglycaemic brain injury. It is likely that pattern I is decorticate injury and pattern II is decerebrate injury in hypoxic ischaemic encephalopathy.Patterns I and II are found in severe hypoxic brain injury, and pattern II is frequently shown in brain death, whereas pattern III was found in severe hypoglycaemic injury.
Wang, Yan-Jun; Xu, Xiao-Quan; Hu, Hao; Su, Guo-Yi; Shen, Jie; Shi, Hai-Bin; Wu, Fei-Yun
2018-06-01
Background To clarify the nature of cervical malignant lymphadenopathy is highly important for the diagnosis and differential diagnosis of head and neck tumors. Purpose To investigate the role of first-order apparent diffusion coefficient (ADC) histogram analysis for differentiating lymphoma from metastatic lymph nodes of squamous cell carcinoma (SCC) in the head and neck region. Material and Methods Diffusion-weighted imaging (DWI) data of 67 patients (lymphoma, n = 20; SCC, n = 47) with malignant lymphadenopathy were retrospectively analyzed. The SCC group was divided into nasopharyngeal SCC and non-nasopharyngeal SCC groups. The ADC histogram features (ADC 10 , ADC 25 , ADC mean , ADC median , ADC 75 , ADC 90 , skewness, and kurtosis) were derived and then compared by independent-samples t-test and one-way analysis of variance test, respectively. Receiver operating characteristic curve analyses were employed to investigate diagnostic performance of the significant parameters. Results Lymphoma showed significantly lower ADC mean , ADC median , ADC 75 , and ADC 90 than SCC (all P 0.05). Lymphoma showed significantly lower ADC 25 , ADC mean , ADC median , ADC 75 , and ADC 90 than non-nasopharyngeal SCC (all P histogram analysis is capable of differentiating lymphoma from metastatic lymph nodes of SCC, especially those of non-nasopharyngeal SCC.
International Nuclear Information System (INIS)
Singh, S G; Duttagupta, S P; Jain, A; Sridharan, A; Agrawal, Amit
2009-01-01
The present work focuses on the generation of the flow regime map for two-phase water flow in microchannels of a hydraulic diameter of 140 µm. An image analysis algorithm has been developed and utilized to obtain the local void fraction. The image processing technique is also employed to identify and estimate the percentage of different flow regimes and heat transfer coefficient, as a function of position, heat flux and mass flow rate. Both void fraction and heat transfer coefficient are found to increase monotonically along the length of the microchannel. At low heat flux and low flow rates, bubbly, slug and annular flow regimes are apparent. However, the flow is predominately annular at high heat flux and high flow rate. A breakup of the flow frequency suggests that the flow is bistable in the annular regime, in that at a fixed location, the flow periodically switches from single-phase liquid to annular and vice versa. Otherwise, the occurrence of three regimes—single-phase liquid, bubbly and slug are observed. These results provide several useful insights about two-phase flow in microchannels besides being of fundamental interest
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...
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...
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.Th; Verburg, T.G.
2001-01-01
The present study was undertaken to explore possibilities to judge survey quality on basis of a limited and restricted number of a-priori observations. Here, quality is defined as the ratio between survey and local variance (signal-to-noise ratio). The results indicate that the presented surveys do not permit such judgement; the discussion also suggests that the 5-fold local sampling strategies do not merit any sound judgement. As it stands, uncertainties in local determinations may largely obscure possibilities to judge survey quality. The results further imply that surveys will benefit from procedures, controls and approaches in sampling and sample handling, to assess both average, variance and the nature of the distribution of elemental concentrations in local sites. This reasoning is compatible with the idea of the site as a basic homogeneous survey unit, which is implicitly and conceptually underlying any survey performed. (author)
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.T.
1999-01-01
The present study deals with the (larger-scaled) biomonitoring survey and specifically focuses on the sampling site. In most surveys, the sampling site is simply selected or defined as a spot of (geographical) dimensions which is small relative to the dimensions of the total survey area. Implicitly it is assumed that the sampling site is essentially homogeneous with respect to the investigated variation in survey parameters. As such, the sampling site is mostly regarded as 'the basic unit' of the survey. As a logical consequence, the local (sampling site) variance should also be seen as a basic and important characteristic of the survey. During the study, work is carried out to gain more knowledge of the local variance. Multiple sampling is carried out at a specific site (tree bark, mosses, soils), multi-elemental analyses are carried out by NAA, and local variances are investigated by conventional statistics, factor analytical techniques, and bootstrapping. Consequences of the outcomes are discussed in the context of sampling, sample handling and survey quality. (author)
Spectral Ambiguity of Allan Variance
Greenhall, C. A.
1996-01-01
We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.
Energy Technology Data Exchange (ETDEWEB)
Cavalleri, Francesca; Todeschini, Alessandra [Azienda Unita Sanitaria Locale di Modena, Neuroradiology Unit, Department of Neuroscience, Nuovo Ospedale Civile S. Agostino Estense di Modena, Modena (Italy); Lugli, Licia; Pugliese, Marisa; Della Casa, Elisa; Gallo, Claudio; Frassoldati, Rossella; Ferrari, Fabrizio [Modena University Hospital, Institute of Pediatrics and Neonatal Medicine and NICU, Modena (Italy); D' Amico, Roberto [University of Modena and Reggio Emilia, Department of Clinical and Diagnostic Medicine and Public Health, Modena (Italy)
2014-09-15
The diagnostic and prognostic assessment of newborn infants with hypoxic-ischemic encephalopathy (HIE) comprises, among other tools, diffusion-weighted imaging (DWI) and apparent diffusion coefficient (ADC) maps. To compare the ability of DWI and ADC maps in newborns with HIE to predict the neurodevelopmental outcome at 2 years of age. Thirty-four term newborns with HIE admitted to the Neonatal Intensive Care Unit of Modena University Hospital from 2004 to 2008 were consecutively enrolled in the study. All newborns received EEG, conventional MRI and DWI within the first week of life. DWI was analyzed by means of summation (S) score and regional ADC measurements. Neurodevelopmental outcome was assessed with a standard 1-4 scale and the Griffiths Mental Developmental Scales - Revised (GMDS-R). When the outcome was evaluated with a standard 1-4 scale, the DWI S scores showed very high area under the curve (AUC) (0.89) whereas regional ADC measurements in specific subregions had relatively modest predictive value. The lentiform nucleus was the region with the highest AUC (0.78). When GMDS-R were considered, DWI S scores were good to excellent predictors for some GMDS-R subscales. The predictive value of ADC measurements was both region- and subscale-specific. In particular, ADC measurements in some regions (basal ganglia, white matter or rolandic cortex) were excellent predictors for specific GMDS-R with AUCs up to 0.93. DWI S scores showed the highest prognostic value for the neurological outcome at 2 years of age. Regional ADC measurements in specific subregions proved to be highly prognostic for specific neurodevelopmental outcomes. (orig.)
International Nuclear Information System (INIS)
Cavalleri, Francesca; Todeschini, Alessandra; Lugli, Licia; Pugliese, Marisa; Della Casa, Elisa; Gallo, Claudio; Frassoldati, Rossella; Ferrari, Fabrizio; D'Amico, Roberto
2014-01-01
The diagnostic and prognostic assessment of newborn infants with hypoxic-ischemic encephalopathy (HIE) comprises, among other tools, diffusion-weighted imaging (DWI) and apparent diffusion coefficient (ADC) maps. To compare the ability of DWI and ADC maps in newborns with HIE to predict the neurodevelopmental outcome at 2 years of age. Thirty-four term newborns with HIE admitted to the Neonatal Intensive Care Unit of Modena University Hospital from 2004 to 2008 were consecutively enrolled in the study. All newborns received EEG, conventional MRI and DWI within the first week of life. DWI was analyzed by means of summation (S) score and regional ADC measurements. Neurodevelopmental outcome was assessed with a standard 1-4 scale and the Griffiths Mental Developmental Scales - Revised (GMDS-R). When the outcome was evaluated with a standard 1-4 scale, the DWI S scores showed very high area under the curve (AUC) (0.89) whereas regional ADC measurements in specific subregions had relatively modest predictive value. The lentiform nucleus was the region with the highest AUC (0.78). When GMDS-R were considered, DWI S scores were good to excellent predictors for some GMDS-R subscales. The predictive value of ADC measurements was both region- and subscale-specific. In particular, ADC measurements in some regions (basal ganglia, white matter or rolandic cortex) were excellent predictors for specific GMDS-R with AUCs up to 0.93. DWI S scores showed the highest prognostic value for the neurological outcome at 2 years of age. Regional ADC measurements in specific subregions proved to be highly prognostic for specific neurodevelopmental outcomes. (orig.)
Cavalleri, Francesca; Lugli, Licia; Pugliese, Marisa; D'Amico, Roberto; Todeschini, Alessandra; Della Casa, Elisa; Gallo, Claudio; Frassoldati, Rossella; Ferrari, Fabrizio
2014-09-01
The diagnostic and prognostic assessment of newborn infants with hypoxic-ischemic encephalopathy (HIE) comprises, among other tools, diffusion-weighted imaging (DWI) and apparent diffusion coefficient (ADC) maps. To compare the ability of DWI and ADC maps in newborns with HIE to predict the neurodevelopmental outcome at 2 years of age. Thirty-four term newborns with HIE admitted to the Neonatal Intensive Care Unit of Modena University Hospital from 2004 to 2008 were consecutively enrolled in the study. All newborns received EEG, conventional MRI and DWI within the first week of life. DWI was analyzed by means of summation (S) score and regional ADC measurements. Neurodevelopmental outcome was assessed with a standard 1-4 scale and the Griffiths Mental Developmental Scales - Revised (GMDS-R). When the outcome was evaluated with a standard 1-4 scale, the DWI S scores showed very high area under the curve (AUC) (0.89) whereas regional ADC measurements in specific subregions had relatively modest predictive value. The lentiform nucleus was the region with the highest AUC (0.78). When GMDS-R were considered, DWI S scores were good to excellent predictors for some GMDS-R subscales. The predictive value of ADC measurements was both region- and subscale-specific. In particular, ADC measurements in some regions (basal ganglia, white matter or rolandic cortex) were excellent predictors for specific GMDS-R with AUCs up to 0.93. DWI S scores showed the highest prognostic value for the neurological outcome at 2 years of age. Regional ADC measurements in specific subregions proved to be highly prognostic for specific neurodevelopmental outcomes.
On the Endogeneity of the Mean-Variance Efficient Frontier.
Somerville, R. A.; O'Connell, Paul G. J.
2002-01-01
Explains that the endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in portfolio selection literature and in widely used textbooks. Demonstrates endogeneity and discusses the impact of parameter changes on the mean-variance efficient frontier and on the beta coefficients of individual…
Introduction to variance estimation
Wolter, Kirk M
2007-01-01
We live in the information age. Statistical surveys are used every day to determine or evaluate public policy and to make important business decisions. Correct methods for computing the precision of the survey data and for making inferences to the target population are absolutely essential to sound decision making. Now in its second edition, Introduction to Variance Estimation has for more than twenty years provided the definitive account of the theory and methods for correct precision calculations and inference, including examples of modern, complex surveys in which the methods have been used successfully. The book provides instruction on the methods that are vital to data-driven decision making in business, government, and academe. It will appeal to survey statisticians and other scientists engaged in the planning and conduct of survey research, and to those analyzing survey data and charged with extracting compelling information from such data. It will appeal to graduate students and university faculty who...
Approximation errors during variance propagation
International Nuclear Information System (INIS)
Dinsmore, Stephen
1986-01-01
Risk and reliability analyses are often performed by constructing and quantifying large fault trees. The inputs to these models are component failure events whose probability of occuring are best represented as random variables. This paper examines the errors inherent in two approximation techniques used to calculate the top event's variance from the inputs' variance. Two sample fault trees are evaluated and several three dimensional plots illustrating the magnitude of the error over a wide range of input means and variances are given
Means and Variances without Calculus
Kinney, John J.
2005-01-01
This article gives a method of finding discrete approximations to continuous probability density functions and shows examples of its use, allowing students without calculus access to the calculation of means and variances.
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation
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.
Algebraic polynomials with random coefficients
Directory of Open Access Journals (Sweden)
K. Farahmand
2002-01-01
Full Text Available This paper provides an asymptotic value for the mathematical expected number of points of inflections of a random polynomial of the form a0(ω+a1(ω(n11/2x+a2(ω(n21/2x2+…an(ω(nn1/2xn when n is large. The coefficients {aj(w}j=0n, w∈Ω are assumed to be a sequence of independent normally distributed random variables with means zero and variance one, each defined on a fixed probability space (A,Ω,Pr. A special case of dependent coefficients is also studied.
Some variance reduction methods for numerical stochastic homogenization.
Blanc, X; Le Bris, C; Legoll, F
2016-04-28
We give an overview of a series of recent studies devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires that a set of problems is solved at the microscale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behaviour. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts in the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here. © 2016 The Author(s).
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...
Energy Technology Data Exchange (ETDEWEB)
Zeng, Qiang; Ling, Chenhan; Zhang, Jianmin [Second Affiliated Hospital of Zhejiang University School of Medicine, Department of Neurosurgery, Hangzhou, Zhejiang (China); Dong, Fei; Jiang, Biao [Second Affiliated Hospital of Zhejiang University School of Medicine, Department of Radiology, Hangzhou, Zhejiang (China); Shi, Feina [Second Affiliated Hospital of Zhejiang University School of Medicine, Department of Neurology, Hangzhou, Zhejiang (China)
2017-12-15
To assess whether ADC maps obtained from high b value DWI were more valuable in preoperatively evaluating the grade, Ki-67 index and outcome of gliomas. Sixty-three patients with gliomas, who underwent preoperative multi b value DWI at 3 T, were enrolled. The ADC{sub 1000}, ADC{sub 2000} and ADC{sub 3000} maps were generated. Receiver operating characteristic analyses were conducted to determine the area under the curve (AUC) in differentiating high-grade gliomas (HGG) from low-grade gliomas (LGG). Pearson correlation coefficients (R value) were calculated to investigate the correlation between parameters with the Ki-67 proliferation index. Survival analysis was conducted by using Cox regression. The AUC of the mean ADC{sub 1000} value (0.820) was lower than that of the mean ADC{sub 2000} value (0.847) and mean ADC{sub 3000} value (0.875) in differentiating HGG from LGG. The R value of the mean ADC{sub 1000} value (-0.499) was less negative than that of the mean ADC{sub 2000} value (-0.530) and mean ADC{sub 3000} value (-0.567). The mean ADC{sub 3000} value was an independent prognosis factor for gliomas (p = 0.008), while the mean ADC{sub 1000} and ADC{sub 2000} values were not. ADC maps obtained from high b value DWI might be a better imaging biomarker in the preoperative evaluation of gliomas. (orig.)
Kong, Ling-Yan; Zhang, Wei; Zhou, Yue; Xu, Hai; Shi, Hai-Bin; Feng, Qing; Xu, Xiao-Quan; Yu, Tong-Fu
2018-04-01
To investigate the value of apparent diffusion coefficients (ADCs) histogram analysis for assessing World Health Organization (WHO) pathological classification and Masaoka clinical stages of thymic epithelial tumours. 37 patients with histologically confirmed thymic epithelial tumours were enrolled. ADC measurements were performed using hot-spot ROI (ADC HS-ROI ) and histogram-based approach. ADC histogram parameters included mean ADC (ADC mean ), median ADC (ADC median ), 10 and 90 percentile of ADC (ADC 10 and ADC 90 ), kurtosis and skewness. One-way ANOVA, independent-sample t-test, and receiver operating characteristic were used for statistical analyses. There were significant differences in ADC mean , ADC median , ADC 10 , ADC 90 and ADC HS-ROI among low-risk thymoma (type A, AB, B1; n = 14), high-risk thymoma (type B2, B3; n = 9) and thymic carcinoma (type C, n = 14) groups (all p-values histogram analysis may assist in assessing the WHO pathological classification and Masaoka clinical stages of thymic epithelial tumours. Advances in knowledge: 1. ADC histogram analysis could help to assess WHO pathological classification of thymic epithelial tumours. 2. ADC histogram analysis could help to evaluate Masaoka clinical stages of thymic epithelial tumours. 3. ADC 10 might be a promising imaging biomarker for assessing and characterizing thymic epithelial tumours.
Determination of dispersion coefficients in the River Plate
International Nuclear Information System (INIS)
Maggio, G.E.; Graino, J.G.; Kopp, U.I.; Tripoli, C.R.
1987-01-01
The determination of dispersion coefficients of contaminants through a radioactive tracer was performed as a contribution to the development of a mathematical model for a zone of the River Plate, close to the effluent discharge. During March 1987, six operations of tracer (I-131) injection and follow-up were carried out. The injection was performed by breaking a bulb under water and the follow-up of the 'radioactive spot' was done by means of a boat. Once the 'radioactive spot' was located (approximately 2 hours after the injection) a series of transversal movements over it was effected, measuring the activity concentration by means of a submerged detector. At the same time the coordinates of each point were determined in order to draw a map of the activity distribution. This procedure was repeated for different spot positions. This set of data can be plotted on a map of the zone under study, so as to obtain a set of iso activity curves. However, these curves would be representative provided that corrections are made for the boat speed, the water speed and the half-life of radionuclide. From each set of iso activity curves, the variance and the increase of variance, as well as the dispersion coefficients, can be determined. This procedure was applied to each one of the six above mentioned operations. Presently, different values of dispersion coefficient are available for different river conditions. These values, together with other parameters, such as wind velocity, temperature, salinity, bacterial behaviour, etc., will allow the calibration of the mathematical model. (Author)
Variance based OFDM frame synchronization
Directory of Open Access Journals (Sweden)
Z. Fedra
2012-04-01
Full Text Available The paper deals with a new frame synchronization scheme for OFDM systems and calculates the complexity of this scheme. The scheme is based on the computing of the detection window variance. The variance is computed in two delayed times, so a modified Early-Late loop is used for the frame position detection. The proposed algorithm deals with different variants of OFDM parameters including guard interval, cyclic prefix, and has good properties regarding the choice of the algorithm's parameters since the parameters may be chosen within a wide range without having a high influence on system performance. The verification of the proposed algorithm functionality has been performed on a development environment using universal software radio peripheral (USRP hardware.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Li, Yang; Pirvu, Traian A
2011-01-01
This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma approximation is employed to overcome it. Thus, the optimization problem is reduced to a well posed quadratic program. The methodology developed in this paper can be also applied to pricing and hedging in incomplete markets.
Confidence Interval Approximation For Treatment Variance In ...
African Journals Online (AJOL)
In a random effects model with a single factor, variation is partitioned into two as residual error variance and treatment variance. While a confidence interval can be imposed on the residual error variance, it is not possible to construct an exact confidence interval for the treatment variance. This is because the treatment ...
Variance estimation in the analysis of microarray data
Wang, Yuedong
2009-04-01
Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing to the small number of replications. Various methods have been proposed in the literature to overcome this lack of degrees of freedom problem. In this context, it is commonly observed that the variance increases proportionally with the intensity level, which has led many researchers to assume that the variance is a function of the mean. Here we concentrate on estimation of the variance as a function of an unknown mean in two models: the constant coefficient of variation model and the quadratic variance-mean model. Because the means are unknown and estimated with few degrees of freedom, naive methods that use the sample mean in place of the true mean are generally biased because of the errors-in-variables phenomenon. We propose three methods for overcoming this bias. The first two are variations on the theme of the so-called heteroscedastic simulation-extrapolation estimator, modified to estimate the variance function consistently. The third class of estimators is entirely different, being based on semiparametric information calculations. Simulations show the power of our methods and their lack of bias compared with the naive method that ignores the measurement error. The methodology is illustrated by using microarray data from leukaemia patients.
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)
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...
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.
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 ...
Speed Variance and Its Influence on Accidents.
Garber, Nicholas J.; Gadirau, Ravi
A study was conducted to investigate the traffic engineering factors that influence speed variance and to determine to what extent speed variance affects accident rates. Detailed analyses were carried out to relate speed variance with posted speed limit, design speeds, and other traffic variables. The major factor identified was the difference…
Mapping Pesticide Partition Coefficients By Electromagnetic Induction
A potential method for reducing pesticide leaching is to base application rates on the leaching potential of a specific chemical and soil combination. However, leaching is determined in part by the partitioning of the chemical between the soil and soil solution, which varies across a field. Standard...
Bayesian Meta-Analysis of Coefficient Alpha
Brannick, Michael T.; Zhang, Nanhua
2013-01-01
The current paper describes and illustrates a Bayesian approach to the meta-analysis of coefficient alpha. Alpha is the most commonly used estimate of the reliability or consistency (freedom from measurement error) for educational and psychological measures. The conventional approach to meta-analysis uses inverse variance weights to combine…
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.)
CMB-S4 and the hemispherical variance anomaly
O'Dwyer, Márcio; Copi, Craig J.; Knox, Lloyd; Starkman, Glenn D.
2017-09-01
Cosmic microwave background (CMB) full-sky temperature data show a hemispherical asymmetry in power nearly aligned with the Ecliptic. In real space, this anomaly can be quantified by the temperature variance in the Northern and Southern Ecliptic hemispheres, with the Northern hemisphere displaying an anomalously low variance while the Southern hemisphere appears unremarkable [consistent with expectations from the best-fitting theory, Lambda Cold Dark Matter (ΛCDM)]. While this is a well-established result in temperature, the low signal-to-noise ratio in current polarization data prevents a similar comparison. This will change with a proposed ground-based CMB experiment, CMB-S4. With that in mind, we generate realizations of polarization maps constrained by the temperature data and predict the distribution of the hemispherical variance in polarization considering two different sky coverage scenarios possible in CMB-S4: full Ecliptic north coverage and just the portion of the North that can be observed from a ground-based telescope at the high Chilean Atacama plateau. We find that even in the set of realizations constrained by the temperature data, the low Northern hemisphere variance observed in temperature is not expected in polarization. Therefore, observing an anomalously low variance in polarization would make the hypothesis that the temperature anomaly is simply a statistical fluke more unlikely and thus increase the motivation for physical explanations. We show, within ΛCDM, how variance measurements in both sky coverage scenarios are related. We find that the variance makes for a good statistic in cases where the sky coverage is limited, however, full northern coverage is still preferable.
Evolution of Genetic Variance during Adaptive Radiation.
Walter, Greg M; Aguirre, J David; Blows, Mark W; Ortiz-Barrientos, Daniel
2018-04-01
Genetic correlations between traits can concentrate genetic variance into fewer phenotypic dimensions that can bias evolutionary trajectories along the axis of greatest genetic variance and away from optimal phenotypes, constraining the rate of evolution. If genetic correlations limit adaptation, rapid adaptive divergence between multiple contrasting environments may be difficult. However, if natural selection increases the frequency of rare alleles after colonization of new environments, an increase in genetic variance in the direction of selection can accelerate adaptive divergence. Here, we explored adaptive divergence of an Australian native wildflower by examining the alignment between divergence in phenotype mean and divergence in genetic variance among four contrasting ecotypes. We found divergence in mean multivariate phenotype along two major axes represented by different combinations of plant architecture and leaf traits. Ecotypes also showed divergence in the level of genetic variance in individual traits and the multivariate distribution of genetic variance among traits. Divergence in multivariate phenotypic mean aligned with divergence in genetic variance, with much of the divergence in phenotype among ecotypes associated with changes in trait combinations containing substantial levels of genetic variance. Overall, our results suggest that natural selection can alter the distribution of genetic variance underlying phenotypic traits, increasing the amount of genetic variance in the direction of natural selection and potentially facilitating rapid adaptive divergence during an adaptive radiation.
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.
Estimation of the simple correlation coefficient.
Shieh, Gwowen
2010-11-01
This article investigates some unfamiliar properties of the Pearson product-moment correlation coefficient for the estimation of simple correlation coefficient. Although Pearson's r is biased, except for limited situations, and the minimum variance unbiased estimator has been proposed in the literature, researchers routinely employ the sample correlation coefficient in their practical applications, because of its simplicity and popularity. In order to support such practice, this study examines the mean squared errors of r and several prominent formulas. The results reveal specific situations in which the sample correlation coefficient performs better than the unbiased and nearly unbiased estimators, facilitating recommendation of r as an effect size index for the strength of linear association between two variables. In addition, related issues of estimating the squared simple correlation coefficient are also considered.
Gene set analysis using variance component tests.
Huang, Yen-Tsung; Lin, Xihong
2013-06-28
Gene set analyses have become increasingly important in genomic research, as many complex diseases are contributed jointly by alterations of numerous genes. Genes often coordinate together as a functional repertoire, e.g., a biological pathway/network and are highly correlated. However, most of the existing gene set analysis methods do not fully account for the correlation among the genes. Here we propose to tackle this important feature of a gene set to improve statistical power in gene set analyses. We propose to model the effects of an independent variable, e.g., exposure/biological status (yes/no), on multiple gene expression values in a gene set using a multivariate linear regression model, where the correlation among the genes is explicitly modeled using a working covariance matrix. We develop TEGS (Test for the Effect of a Gene Set), a variance component test for the gene set effects by assuming a common distribution for regression coefficients in multivariate linear regression models, and calculate the p-values using permutation and a scaled chi-square approximation. We show using simulations that type I error is protected under different choices of working covariance matrices and power is improved as the working covariance approaches the true covariance. The global test is a special case of TEGS when correlation among genes in a gene set is ignored. Using both simulation data and a published diabetes dataset, we show that our test outperforms the commonly used approaches, the global test and gene set enrichment analysis (GSEA). We develop a gene set analyses method (TEGS) under the multivariate regression framework, which directly models the interdependence of the expression values in a gene set using a working covariance. TEGS outperforms two widely used methods, GSEA and global test in both simulation and a diabetes microarray data.
Influence of Family Structure on Variance Decomposition
DEFF Research Database (Denmark)
Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter
Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained ge...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...
Efficient Cardinality/Mean-Variance Portfolios
Brito, R. Pedro; Vicente, Luís Nunes
2014-01-01
International audience; We propose a novel approach to handle cardinality in portfolio selection, by means of a biobjective cardinality/mean-variance problem, allowing the investor to analyze the efficient tradeoff between return-risk and number of active positions. Recent progress in multiobjective optimization without derivatives allow us to robustly compute (in-sample) the whole cardinality/mean-variance efficient frontier, for a variety of data sets and mean-variance models. Our results s...
Estimation of the biserial correlation and its sampling variance for use in meta-analysis.
Jacobs, Perke; Viechtbauer, Wolfgang
2017-06-01
Meta-analyses are often used to synthesize the findings of studies examining the correlational relationship between two continuous variables. When only dichotomous measurements are available for one of the two variables, the biserial correlation coefficient can be used to estimate the product-moment correlation between the two underlying continuous variables. Unlike the point-biserial correlation coefficient, biserial correlation coefficients can therefore be integrated with product-moment correlation coefficients in the same meta-analysis. The present article describes the estimation of the biserial correlation coefficient for meta-analytic purposes and reports simulation results comparing different methods for estimating the coefficient's sampling variance. The findings indicate that commonly employed methods yield inconsistent estimates of the sampling variance across a broad range of research situations. In contrast, consistent estimates can be obtained using two methods that appear to be unknown in the meta-analytic literature. A variance-stabilizing transformation for the biserial correlation coefficient is described that allows for the construction of confidence intervals for individual coefficients with close to nominal coverage probabilities in most of the examined conditions. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
Least-squares variance component estimation
Teunissen, P.J.G.; Amiri-Simkooei, A.R.
2007-01-01
Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight
Expected Stock Returns and Variance Risk Premia
DEFF Research Database (Denmark)
Bollerslev, Tim; Zhou, Hao
risk premium with the P/E ratio results in an R2 for the quarterly returns of more than twenty-five percent. The results depend crucially on the use of "model-free", as opposed to standard Black-Scholes, implied variances, and realized variances constructed from high-frequency intraday, as opposed...
Nonlinear Epigenetic Variance: Review and Simulations
Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.
2010-01-01
We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…
Variance estimation for generalized Cavalieri estimators
Johanna Ziegel; Eva B. Vedel Jensen; Karl-Anton Dorph-Petersen
2011-01-01
The precision of stereological estimators based on systematic sampling is of great practical importance. This paper presents methods of data-based variance estimation for generalized Cavalieri estimators where errors in sampling positions may occur. Variance estimators are derived under perturbed systematic sampling, systematic sampling with cumulative errors and systematic sampling with random dropouts. Copyright 2011, Oxford University Press.
Validation of consistency of Mendelian sampling variance.
Tyrisevä, A-M; Fikse, W F; Mäntysaari, E A; Jakobsen, J; Aamand, G P; Dürr, J; Lidauer, M H
2018-03-01
Experiences from international sire evaluation indicate that the multiple-trait across-country evaluation method is sensitive to changes in genetic variance over time. Top bulls from birth year classes with inflated genetic variance will benefit, hampering reliable ranking of bulls. However, none of the methods available today enable countries to validate their national evaluation models for heterogeneity of genetic variance. We describe a new validation method to fill this gap comprising the following steps: estimating within-year genetic variances using Mendelian sampling and its prediction error variance, fitting a weighted linear regression between the estimates and the years under study, identifying possible outliers, and defining a 95% empirical confidence interval for a possible trend in the estimates. We tested the specificity and sensitivity of the proposed validation method with simulated data using a real data structure. Moderate (M) and small (S) size populations were simulated under 3 scenarios: a control with homogeneous variance and 2 scenarios with yearly increases in phenotypic variance of 2 and 10%, respectively. Results showed that the new method was able to estimate genetic variance accurately enough to detect bias in genetic variance. Under the control scenario, the trend in genetic variance was practically zero in setting M. Testing cows with an average birth year class size of more than 43,000 in setting M showed that tolerance values are needed for both the trend and the outlier tests to detect only cases with a practical effect in larger data sets. Regardless of the magnitude (yearly increases in phenotypic variance of 2 or 10%) of the generated trend, it deviated statistically significantly from zero in all data replicates for both cows and bulls in setting M. In setting S with a mean of 27 bulls in a year class, the sampling error and thus the probability of a false-positive result clearly increased. Still, overall estimated genetic
Portfolio optimization with mean-variance model
Hoe, Lam Weng; Siew, Lam Weng
2016-06-01
Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.
DEFF Research Database (Denmark)
Christensen, Ole Fredslund; Frydenberg, Morten; Jensen, Jens Ledet
2005-01-01
The large deviation modified likelihood ratio statistic is studied for testing a variance component equal to a specified value. Formulas are presented in the general balanced case, whereas in the unbalanced case only the one-way random effects model is studied. Simulation studies are presented......, showing that the normal approximation to the large deviation modified likelihood ratio statistic gives confidence intervals for variance components with coverage probabilities very close to the nominal confidence coefficient....
Portfolio optimization using median-variance approach
Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli
2013-04-01
Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.
Implications of NGA for NEHRP site coefficients
Borcherdt, Roger D.
2012-01-01
Three proposals are provided to update tables 11.4-1 and 11.4-2 of Minimum Design Loads for Buildings and Other Structures (7-10), by the American Society of Civil Engineers (2010) (ASCE/SEI 7-10), with site coefficients implied directly by NGA (Next Generation Attenuation) ground motion prediction equations (GMPEs). Proposals include a recommendation to use straight-line interpolation to infer site coefficients at intermediate values of ̅vs (average shear velocity). Site coefficients are recommended to ensure consistency with ASCE/SEI 7-10 MCER (Maximum Considered Earthquake) seismic-design maps and simplified site-specific design spectra procedures requiring site classes with associated tabulated site coefficients and a reference site class with unity site coefficients. Recommended site coefficients are confirmed by independent observations of average site amplification coefficients inferred with respect to an average ground condition consistent with that used for the MCER maps. The NGA coefficients recommended for consideration are implied directly by the NGA GMPEs and do not require introduction of additional models.
Grammatical and lexical variance in English
Quirk, Randolph
2014-01-01
Written by one of Britain's most distinguished linguists, this book is concerned with the phenomenon of variance in English grammar and vocabulary across regional, social, stylistic and temporal space.
A Mean variance analysis of arbitrage portfolios
Fang, Shuhong
2007-03-01
Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.
Dynamic Mean-Variance Asset Allocation
Basak, Suleyman; Chabakauri, Georgy
2009-01-01
Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...
Inventory implications of using sampling variances in estimation of growth model coefficients
Albert R. Stage; William R. Wykoff
2000-01-01
Variables based on stand densities or stocking have sampling errors that depend on the relation of tree size to plot size and on the spatial structure of the population, ignoring the sampling errors of such variables, which include most measures of competition used in both distance-dependent and distance-independent growth models, can bias the predictions obtained from...
Kane, Michael
2002-01-01
Reviews the criticisms of sampling assumptions in generalizability theory (and in reliability theory) and examines the feasibility of using representative sampling, stratification, homogeneity assumptions, and replications to address these criticisms. Suggests some general outlines for the conduct of generalizability theory studies. (SLD)
Genetic variants influencing phenotypic variance heterogeneity.
Ek, Weronica E; Rask-Andersen, Mathias; Karlsson, Torgny; Enroth, Stefan; Gyllensten, Ulf; Johansson, Åsa
2018-03-01
Most genetic studies identify genetic variants associated with disease risk or with the mean value of a quantitative trait. More rarely, genetic variants associated with variance heterogeneity are considered. In this study, we have identified such variance single-nucleotide polymorphisms (vSNPs) and examined if these represent biological gene × gene or gene × environment interactions or statistical artifacts caused by multiple linked genetic variants influencing the same phenotype. We have performed a genome-wide study, to identify vSNPs associated with variance heterogeneity in DNA methylation levels. Genotype data from over 10 million single-nucleotide polymorphisms (SNPs), and DNA methylation levels at over 430 000 CpG sites, were analyzed in 729 individuals. We identified vSNPs for 7195 CpG sites (P mean DNA methylation levels. We further showed that variance heterogeneity between genotypes mainly represents additional, often rare, SNPs in linkage disequilibrium (LD) with the respective vSNP and for some vSNPs, multiple low frequency variants co-segregating with one of the vSNP alleles. Therefore, our results suggest that variance heterogeneity of DNA methylation mainly represents phenotypic effects by multiple SNPs, rather than biological interactions. Such effects may also be important for interpreting variance heterogeneity of more complex clinical phenotypes.
The Variance Composition of Firm Growth Rates
Directory of Open Access Journals (Sweden)
Luiz Artur Ledur Brito
2009-04-01
Full Text Available Firms exhibit a wide variability in growth rates. This can be seen as another manifestation of the fact that firms are different from one another in several respects. This study investigated this variability using the variance components technique previously used to decompose the variance of financial performance. The main source of variation in growth rates, responsible for more than 40% of total variance, corresponds to individual, idiosyncratic firm aspects and not to industry, country, or macroeconomic conditions prevailing in specific years. Firm growth, similar to financial performance, is mostly unique to specific firms and not an industry or country related phenomenon. This finding also justifies using growth as an alternative outcome of superior firm resources and as a complementary dimension of competitive advantage. This also links this research with the resource-based view of strategy. Country was the second source of variation with around 10% of total variance. The analysis was done using the Compustat Global database with 80,320 observations, comprising 13,221 companies in 47 countries, covering the years of 1994 to 2002. It also compared the variance structure of growth to the variance structure of financial performance in the same sample.
Markov switching mean-variance frontier dynamics: theory and international evidence
M. Guidolin; F. Ria
2010-01-01
It is well-known that regime switching models are able to capture the presence of rich non-linear patterns in the joint distribution of asset returns. After reviewing key concepts and technical issues related to specifying, estimating, and using multivariate Markov switching models in financial applications, in this paper we map the presence of regimes in means, variances, and covariances of asset returns into explicit dynamics of the Markowitz mean-variance frontier. In particular, we show b...
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)
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...
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.
DEFF Research Database (Denmark)
Lowes, F.J.; Olsen, Nils
2004-01-01
Most modern spherical harmonic geomagnetic models based on satellite data include estimates of the variances of the spherical harmonic coefficients of the model; these estimates are based on the geometry of the data and the fitting functions, and on the magnitude of the residuals. However...
Estimation of the mean of a univariate normal distribution when the variance is not known
Danilov, Dmitri
2005-01-01
We consider the problem of estimating the first k coefficients in a regression equation with k+1 variables. For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002). We generalize this estimator to the case
Integrating Variances into an Analytical Database
Sanchez, Carlos
2010-01-01
For this project, I enrolled in numerous SATERN courses that taught the basics of database programming. These include: Basic Access 2007 Forms, Introduction to Database Systems, Overview of Database Design, and others. My main job was to create an analytical database that can handle many stored forms and make it easy to interpret and organize. Additionally, I helped improve an existing database and populate it with information. These databases were designed to be used with data from Safety Variances and DCR forms. The research consisted of analyzing the database and comparing the data to find out which entries were repeated the most. If an entry happened to be repeated several times in the database, that would mean that the rule or requirement targeted by that variance has been bypassed many times already and so the requirement may not really be needed, but rather should be changed to allow the variance's conditions permanently. This project did not only restrict itself to the design and development of the database system, but also worked on exporting the data from the database to a different format (e.g. Excel or Word) so it could be analyzed in a simpler fashion. Thanks to the change in format, the data was organized in a spreadsheet that made it possible to sort the data by categories or types and helped speed up searches. Once my work with the database was done, the records of variances could be arranged so that they were displayed in numerical order, or one could search for a specific document targeted by the variances and restrict the search to only include variances that modified a specific requirement. A great part that contributed to my learning was SATERN, NASA's resource for education. Thanks to the SATERN online courses I took over the summer, I was able to learn many new things about computers and databases and also go more in depth into topics I already knew about.
Decomposition of Variance for Spatial Cox Processes.
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-03-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.
Variance in binary stellar population synthesis
Breivik, Katelyn; Larson, Shane L.
2016-03-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations in less than a week, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Estimating quadratic variation using realized variance
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Shephard, N.
2002-01-01
with a rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....
Variance heterogeneity in Saccharomyces cerevisiae expression data: trans-regulation and epistasis.
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.
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.
Transport Coefficients of Fluids
Eu, Byung Chan
2006-01-01
Until recently the formal statistical mechanical approach offered no practicable method for computing the transport coefficients of liquids, and so most practitioners had to resort to empirical fitting formulas. This has now changed, as demonstrated in this innovative monograph. The author presents and applies new methods based on statistical mechanics for calculating the transport coefficients of simple and complex liquids over wide ranges of density and temperature. These molecular theories enable the transport coefficients to be calculated in terms of equilibrium thermodynamic properties, and the results are shown to account satisfactorily for experimental observations, including even the non-Newtonian behavior of fluids far from equilibrium.
Analysis of a genetically structured variance heterogeneity model using the Box-Cox transformation
DEFF Research Database (Denmark)
Yang, Ye; Christensen, Ole Fredslund; Sorensen, Daniel
2011-01-01
of the marginal distribution of the data. To investigate how the scale of measurement affects inferences, the genetically structured heterogeneous variance model is extended to accommodate the family of Box–Cox transformations. Litter size data in rabbits and pigs that had previously been analysed...... in the untransformed scale were reanalysed in a scale equal to the mode of the marginal posterior distribution of the Box–Cox parameter. In the rabbit data, the statistical evidence for a genetic component at the level of the environmental variance is considerably weaker than that resulting from an analysis...... in the original metric. In the pig data, the statistical evidence is stronger, but the coefficient of correlation between additive genetic effects affecting mean and variance changes sign, compared to the results in the untransformed scale. The study confirms that inferences on variances can be strongly affected...
2010-07-01
...) PROCEDURE FOR VARIATIONS FROM SAFETY AND HEALTH REGULATIONS UNDER THE LONGSHOREMEN'S AND HARBOR WORKERS...) or 6(d) of the Williams-Steiger Occupational Safety and Health Act of 1970 (29 U.S.C. 655). The... under the Williams-Steiger Occupational Safety and Health Act of 1970, and any variance from §§ 1910.13...
78 FR 14122 - Revocation of Permanent Variances
2013-03-04
... Douglas Fir planking had to have at least a 1,900 fiber stress and 1,900,000 modulus of elasticity, while the Yellow Pine planking had to have at least 2,500 fiber stress and 2,000,000 modulus of elasticity... the permanent variances, and affected employees, to submit written data, views, and arguments...
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
Investors in fixed income markets are willing to pay a very large premium to be hedged against shocks in expected volatility and the size of this premium can be studied through variance swaps. Using thirty years of option and high-frequency data, we document the following novel stylized facts...
Biological Variance in Agricultural Products. Theoretical Considerations
Tijskens, L.M.M.; Konopacki, P.
2003-01-01
The food that we eat is uniform neither in shape or appearance nor in internal composition or content. Since technology became increasingly important, the presence of biological variance in our food became more and more of a nuisance. Techniques and procedures (statistical, technical) were
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-01-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introducea general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive...
Variance Swap Replication: Discrete or Continuous?
Directory of Open Access Journals (Sweden)
Fabien Le Floc’h
2018-02-01
Full Text Available The popular replication formula to price variance swaps assumes continuity of traded option strikes. In practice, however, there is only a discrete set of option strikes traded on the market. We present here different discrete replication strategies and explain why the continuous replication price is more relevant.
Zero-intelligence realized variance estimation
Gatheral, J.; Oomen, R.C.A.
2010-01-01
Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and
Variance Reduction Techniques in Monte Carlo Methods
Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.
2010-01-01
Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the
Fractal diffusion coefficient from dynamical zeta functions
Energy Technology Data Exchange (ETDEWEB)
Cristadoro, Giampaolo [Max Planck Institute for the Physics of Complex Systems, Noethnitzer Str. 38, D 01187 Dresden (Germany)
2006-03-10
Dynamical zeta functions provide a powerful method to analyse low-dimensional dynamical systems when the underlying symbolic dynamics is under control. On the other hand, even simple one-dimensional maps can show an intricate structure of the grammar rules that may lead to a non-smooth dependence of global observables on parameters changes. A paradigmatic example is the fractal diffusion coefficient arising in a simple piecewise linear one-dimensional map of the real line. Using the Baladi-Ruelle generalization of the Milnor-Thurnston kneading determinant, we provide the exact dynamical zeta function for such a map and compute the diffusion coefficient from its smallest zero. (letter to the editor)
Fractal diffusion coefficient from dynamical zeta functions
International Nuclear Information System (INIS)
Cristadoro, Giampaolo
2006-01-01
Dynamical zeta functions provide a powerful method to analyse low-dimensional dynamical systems when the underlying symbolic dynamics is under control. On the other hand, even simple one-dimensional maps can show an intricate structure of the grammar rules that may lead to a non-smooth dependence of global observables on parameters changes. A paradigmatic example is the fractal diffusion coefficient arising in a simple piecewise linear one-dimensional map of the real line. Using the Baladi-Ruelle generalization of the Milnor-Thurnston kneading determinant, we provide the exact dynamical zeta function for such a map and compute the diffusion coefficient from its smallest zero. (letter to the editor)
A proxy for variance in dense matching over homogeneous terrain
Altena, Bas; Cockx, Liesbet; Goedemé, Toon
2014-05-01
Automation in photogrammetry and avionics have brought highly autonomous UAV mapping solutions on the market. These systems have great potential for geophysical research, due to their mobility and simplicity of work. Flight planning can be done on site and orientation parameters are estimated automatically. However, one major drawback is still present: if contrast is lacking, stereoscopy fails. Consequently, topographic information cannot be obtained precisely through photogrammetry for areas with low contrast. Even though more robustness is added in the estimation through multi-view geometry, a precise product is still lacking. For the greater part, interpolation is applied over these regions, where the estimation is constrained by uniqueness, its epipolar line and smoothness. Consequently, digital surface models are generated with an estimate of the topography, without holes but also without an indication of its variance. Every dense matching algorithm is based on a similarity measure. Our methodology uses this property to support the idea that if only noise is present, no correspondence can be detected. Therefore, the noise level is estimated in respect to the intensity signal of the topography (SNR) and this ratio serves as a quality indicator for the automatically generated product. To demonstrate this variance indicator, two different case studies were elaborated. The first study is situated at an open sand mine near the village of Kiezegem, Belgium. Two different UAV systems flew over the site. One system had automatic intensity regulation, and resulted in low contrast over the sandy interior of the mine. That dataset was used to identify the weak estimations of the topography and was compared with the data from the other UAV flight. In the second study a flight campaign with the X100 system was conducted along the coast near Wenduine, Belgium. The obtained images were processed through structure-from-motion software. Although the beach had a very low
R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization.
Dazard, Jean-Eudes; Xu, Hua; Rao, J Sunil
2011-01-01
We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets ( p ≫ n paradigm), such as in 'omics'-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real 'omics' test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR ('Mean-Variance Regularization'), downloadable from the CRAN.
Evaluation of Release-05 GRACE time-variable gravity coefficients over the ocean
Directory of Open Access Journals (Sweden)
D. P. Chambers
2012-10-01
Full Text Available The latest release of GRACE (Gravity Recovery and Climate Experiment gravity field coefficients (Release-05, or RL05 are evaluated for ocean applications. Data have been processed using the current methodology for Release-04 (RL04 coefficients, and have been compared to output from two different ocean models. Results indicate that RL05 data from the three Science Data Centers – the Center for Space Research (CSR, GeoForschungsZentrum (GFZ, and Jet Propulsion Laboratory (JPL – are more consistent among themselves than the previous RL04 data. Moreover, the variance of residuals with the output of an ocean model is 50–60% lower for RL05 data than for RL04 data. A more optimized destriping algorithm is also tested, which improves the results slightly. By comparing the GRACE maps with two different ocean models, we can better estimate the uncertainty in the RL05 maps. We find the standard error to be about 1 cm (equivalent water thickness in the low- and mid-latitudes, and between 1.5 and 2 cm in the polar and subpolar oceans, which is comparable to estimated uncertainty for the output from the ocean models.
Realized Variance and Market Microstructure Noise
DEFF Research Database (Denmark)
Hansen, Peter R.; Lunde, Asger
2006-01-01
We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel......-based estimator dominates the RV for the estimation of integrated variance (IV). An empirical analysis of the Dow Jones Industrial Average stocks reveals that market microstructure noise its time-dependent and correlated with increments in the efficient price. This has important implications for volatility...... estimation based on high-frequency data. Finally, we apply cointegration techniques to decompose transaction prices and bid-ask quotes into an estimate of the efficient price and noise. This framework enables us to study the dynamic effects on transaction prices and quotes caused by changes in the efficient...
The Theory of Variances in Equilibrium Reconstruction
International Nuclear Information System (INIS)
Zakharov, Leonid E.; Lewandowski, Jerome; Foley, Elizabeth L.; Levinton, Fred M.; Yuh, Howard Y.; Drozdov, Vladimir; McDonald, Darren
2008-01-01
The theory of variances of equilibrium reconstruction is presented. It complements existing practices with information regarding what kind of plasma profiles can be reconstructed, how accurately, and what remains beyond the abilities of diagnostic systems. The σ-curves, introduced by the present theory, give a quantitative assessment of quality of effectiveness of diagnostic systems in constraining equilibrium reconstructions. The theory also suggests a method for aligning the accuracy of measurements of different physical nature
Fundamentals of exploratory analysis of variance
Hoaglin, David C; Tukey, John W
2009-01-01
The analysis of variance is presented as an exploratory component of data analysis, while retaining the customary least squares fitting methods. Balanced data layouts are used to reveal key ideas and techniques for exploration. The approach emphasizes both the individual observations and the separate parts that the analysis produces. Most chapters include exercises and the appendices give selected percentage points of the Gaussian, t, F chi-squared and studentized range distributions.
Variance analysis refines overhead cost control.
Cooper, J C; Suver, J D
1992-02-01
Many healthcare organizations may not fully realize the benefits of standard cost accounting techniques because they fail to routinely report volume variances in their internal reports. If overhead allocation is routinely reported on internal reports, managers can determine whether billing remains current or lost charges occur. Healthcare organizations' use of standard costing techniques can lead to more realistic performance measurements and information system improvements that alert management to losses from unrecovered overhead in time for corrective action.
Argentine Population Genetic Structure: Large Variance in Amerindian Contribution
Seldin, Michael F.; Tian, Chao; Shigeta, Russell; Scherbarth, Hugo R.; Silva, Gabriel; Belmont, John W.; Kittles, Rick; Gamron, Susana; Allevi, Alberto; Palatnik, Simon A.; Alvarellos, Alejandro; Paira, Sergio; Caprarulo, Cesar; Guillerón, Carolina; Catoggio, Luis J.; Prigione, Cristina; Berbotto, Guillermo A.; García, Mercedes A.; Perandones, Carlos E.; Pons-Estel, Bernardo A.; Alarcon-Riquelme, Marta E.
2011-01-01
Argentine population genetic structure was examined using a set of 78 ancestry informative markers (AIMs) to assess the contributions of European, Amerindian, and African ancestry in 94 individuals members of this population. Using the Bayesian clustering algorithm STRUCTURE, the mean European contribution was 78%, the Amerindian contribution was 19.4%, and the African contribution was 2.5%. Similar results were found using weighted least mean square method: European, 80.2%; Amerindian, 18.1%; and African, 1.7%. Consistent with previous studies the current results showed very few individuals (four of 94) with greater than 10% African admixture. Notably, when individual admixture was examined, the Amerindian and European admixture showed a very large variance and individual Amerindian contribution ranged from 1.5 to 84.5% in the 94 individual Argentine subjects. These results indicate that admixture must be considered when clinical epidemiology or case control genetic analyses are studied in this population. Moreover, the current study provides a set of informative SNPs that can be used to ascertain or control for this potentially hidden stratification. In addition, the large variance in admixture proportions in individual Argentine subjects shown by this study suggests that this population is appropriate for future admixture mapping studies. PMID:17177183
The Genealogical Consequences of Fecundity Variance Polymorphism
Taylor, Jesse E.
2009-01-01
The genealogical consequences of within-generation fecundity variance polymorphism are studied using coalescent processes structured by genetic backgrounds. I show that these processes have three distinctive features. The first is that the coalescent rates within backgrounds are not jointly proportional to the infinitesimal variance, but instead depend only on the frequencies and traits of genotypes containing each allele. Second, the coalescent processes at unlinked loci are correlated with the genealogy at the selected locus; i.e., fecundity variance polymorphism has a genomewide impact on genealogies. Third, in diploid models, there are infinitely many combinations of fecundity distributions that have the same diffusion approximation but distinct coalescent processes; i.e., in this class of models, ancestral processes and allele frequency dynamics are not in one-to-one correspondence. Similar properties are expected to hold in models that allow for heritable variation in other traits that affect the coalescent effective population size, such as sex ratio or fecundity and survival schedules. PMID:19433628
Discussion on variance reduction technique for shielding
Energy Technology Data Exchange (ETDEWEB)
Maekawa, Fujio [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
1998-03-01
As the task of the engineering design activity of the international thermonuclear fusion experimental reactor (ITER), on 316 type stainless steel (SS316) and the compound system of SS316 and water, the shielding experiment using the D-T neutron source of FNS in Japan Atomic Energy Research Institute has been carried out. However, in these analyses, enormous working time and computing time were required for determining the Weight Window parameter. Limitation or complication was felt when the variance reduction by Weight Window method of MCNP code was carried out. For the purpose of avoiding this difficulty, investigation was performed on the effectiveness of the variance reduction by cell importance method. The conditions of calculation in all cases are shown. As the results, the distribution of fractional standard deviation (FSD) related to neutrons and gamma-ray flux in the direction of shield depth is reported. There is the optimal importance change, and when importance was increased at the same rate as that of the attenuation of neutron or gamma-ray flux, the optimal variance reduction can be done. (K.I.)
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.
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
Minimum variance and variance of outgoing quality limit MDS-1(c1, c2) plans
Raju, C.; Vidya, R.
2016-06-01
In this article, the outgoing quality (OQ) and total inspection (TI) of multiple deferred state sampling plans MDS-1(c1,c2) are studied. It is assumed that the inspection is rejection rectification. Procedures for designing MDS-1(c1,c2) sampling plans with minimum variance of OQ and TI are developed. A procedure for obtaining a plan for a designated upper limit for the variance of the OQ (VOQL) is outlined.
Comparing confidence intervals for Goodman and Kruskal's gamma coefficient
van der Ark, L.A.; van Aert, R.C.M.
2015-01-01
This study was motivated by the question which type of confidence interval (CI) one should use to summarize sample variance of Goodman and Kruskal's coefficient gamma. In a Monte-Carlo study, we investigated the coverage and computation time of the Goodman-Kruskal CI, the Cliff-consistent CI, the
Analysis of a genetically structured variance heterogeneity model using the Box-Cox transformation.
Yang, Ye; Christensen, Ole F; Sorensen, Daniel
2011-02-01
Over recent years, statistical support for the presence of genetic factors operating at the level of the environmental variance has come from fitting a genetically structured heterogeneous variance model to field or experimental data in various species. Misleading results may arise due to skewness of the marginal distribution of the data. To investigate how the scale of measurement affects inferences, the genetically structured heterogeneous variance model is extended to accommodate the family of Box-Cox transformations. Litter size data in rabbits and pigs that had previously been analysed in the untransformed scale were reanalysed in a scale equal to the mode of the marginal posterior distribution of the Box-Cox parameter. In the rabbit data, the statistical evidence for a genetic component at the level of the environmental variance is considerably weaker than that resulting from an analysis in the original metric. In the pig data, the statistical evidence is stronger, but the coefficient of correlation between additive genetic effects affecting mean and variance changes sign, compared to the results in the untransformed scale. The study confirms that inferences on variances can be strongly affected by the presence of asymmetry in the distribution of data. We recommend that to avoid one important source of spurious inferences, future work seeking support for a genetic component acting on environmental variation using a parametric approach based on normality assumptions confirms that these are met.
Stochasticity in the Josephson map
International Nuclear Information System (INIS)
Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.
1996-04-01
The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)
Markov bridges, bisection and variance reduction
DEFF Research Database (Denmark)
Asmussen, Søren; Hobolth, Asger
. In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented......Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints...
The value of travel time variance
Fosgerau, Mogens; Engelson, Leonid
2010-01-01
This paper considers the value of travel time variability under scheduling preferences that are de�fined in terms of linearly time-varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can free...
Genetic control of residual variance of yearling weight in Nellore beef cattle.
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
Comparison of field-measured radon diffusion coefficients with laboratory-measured coefficients
International Nuclear Information System (INIS)
Lepel, E.A.; Silker, W.B.; Thomas, V.W.; Kalkwarf, D.R.
1983-04-01
Experiments were conducted to compare radon diffusion coefficients determined for 0.1-m depths of soils by a steady-state method in the laboratory and diffusion coefficients evaluated from radon fluxes through several-fold greater depths of the same soils covering uranium-mill tailings. The coefficients referred to diffusion in the total pore volume of the soils and are equivalent to values for the quantity, D/P, in the Generic Environmental Impact Statement on Uranium Milling prepared by the US Nuclear Regulatory Commission. Two soils were tested: a well-graded sand and an inorganic clay of low plasticity. For the flux evaluations, radon was collected by adsorption on charcoal following passive diffusion from the soil surface and also from air recirculating through an aluminum tent over the soil surface. An analysis of variance in the flux evaluations showed no significant difference between these two collection methods. Radon diffusion coefficients evaluated from field data were statistically indistinguishable, at the 95% confidence level, from those measured in the laboratory; however, the low precision of the field data prevented a sensitive validation of the laboratory measurements. From the field data, the coefficients were calculated to be 0.03 +- 0.03 cm 2 /s for the sand cover and 0.0036 +- 0.0004 cm 2 /s for the clay cover. The low precision in the coefficients evaluated from field data was attributed to high variation in radon flux with time and surface location at the field site
2015-03-26
response. Additionally, choosing correlated levels for multiple factors results in multicollinearity which can cause problems such as model...misspecification or large variances and covariances for the regression coefficients. A good way to avoid multicollinearity is to use orthogonal, factorial
A pattern recognition approach to transistor array parameter variance
da F. Costa, Luciano; Silva, Filipi N.; Comin, Cesar H.
2018-06-01
The properties of semiconductor devices, including bipolar junction transistors (BJTs), are known to vary substantially in terms of their parameters. In this work, an experimental approach, including pattern recognition concepts and methods such as principal component analysis (PCA) and linear discriminant analysis (LDA), was used to experimentally investigate the variation among BJTs belonging to integrated circuits known as transistor arrays. It was shown that a good deal of the devices variance can be captured using only two PCA axes. It was also verified that, though substantially small variation of parameters is observed for BJT from the same array, larger variation arises between BJTs from distinct arrays, suggesting the consideration of device characteristics in more critical analog designs. As a consequence of its supervised nature, LDA was able to provide a substantial separation of the BJT into clusters, corresponding to each transistor array. In addition, the LDA mapping into two dimensions revealed a clear relationship between the considered measurements. Interestingly, a specific mapping suggested by the PCA, involving the total harmonic distortion variation expressed in terms of the average voltage gain, yielded an even better separation between the transistor array clusters. All in all, this work yielded interesting results from both semiconductor engineering and pattern recognition perspectives.
Attenuation coefficients of soils
International Nuclear Information System (INIS)
Martini, E.; Naziry, M.J.
1989-01-01
As a prerequisite to the interpretation of gamma-spectrometric in situ measurements of activity concentrations of soil radionuclides the attenuation of 60 to 1332 keV gamma radiation by soil samples varying in water content and density has been investigated. A useful empirical equation could be set up to describe the dependence of the mass attenuation coefficient upon photon energy for soil with a mean water content of 10%, with the results comparing well with data in the literature. The mean density of soil in the GDR was estimated at 1.6 g/cm 3 . This value was used to derive the linear attenuation coefficients, their range of variation being 10%. 7 figs., 5 tabs. (author)
Variance-based Salt Body Reconstruction
Ovcharenko, Oleg
2017-05-26
Seismic inversions of salt bodies are challenging when updating velocity models based on Born approximation- inspired gradient methods. We propose a variance-based method for velocity model reconstruction in regions complicated by massive salt bodies. The novel idea lies in retrieving useful information from simultaneous updates corresponding to different single frequencies. Instead of the commonly used averaging of single-iteration monofrequency gradients, our algorithm iteratively reconstructs salt bodies in an outer loop based on updates from a set of multiple frequencies after a few iterations of full-waveform inversion. The variance among these updates is used to identify areas where considerable cycle-skipping occurs. In such areas, we update velocities by interpolating maximum velocities within a certain region. The result of several recursive interpolations is later used as a new starting model to improve results of conventional full-waveform inversion. An application on part of the BP 2004 model highlights the evolution of the proposed approach and demonstrates its effectiveness.
Genetic factors explain half of all variance in serum eosinophil cationic protein
DEFF Research Database (Denmark)
Elmose, Camilla; Sverrild, Asger; van der Sluis, Sophie
2014-01-01
with variation in serum ECP and to determine the relative proportion of the variation in ECP due to genetic and non-genetic factors, in an adult twin sample. METHODS: A sample of 575 twins, selected through a proband with self-reported asthma, had serum ECP, lung function, airway responsiveness to methacholine......, exhaled nitric oxide, and skin test reactivity, measured. Linear regression analysis and variance component models were used to study factors associated with variation in ECP and the relative genetic influence on ECP levels. RESULTS: Sex (regression coefficient = -0.107, P ... was statistically non-significant (r = -0.11, P = 0.50). CONCLUSION: Around half of all variance in serum ECP is explained by genetic factors. Serum ECP is influenced by sex, BMI, and airway responsiveness. Serum ECP and airway responsiveness seem not to share genetic variance....
A zero-variance-based scheme for variance reduction in Monte Carlo criticality
Energy Technology Data Exchange (ETDEWEB)
Christoforou, S.; Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)
2006-07-01
A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)
A zero-variance-based scheme for variance reduction in Monte Carlo criticality
International Nuclear Information System (INIS)
Christoforou, S.; Hoogenboom, J. E.
2006-01-01
A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)
On estimation of the noise variance in high-dimensional linear models
Golubev, Yuri; Krymova, Ekaterina
2017-01-01
We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of spectral regularisers of the maximum likelihood estimator. The noise estimation is based on the adaptive normalisation of the squared error. We derive the upper bound for the concentration of the proposed method around the ideal estimator (the case of zero nuisance).
The Truth About Ballistic Coefficients
Courtney, Michael; Courtney, Amy
2007-01-01
The ballistic coefficient of a bullet describes how it slows in flight due to air resistance. This article presents experimental determinations of ballistic coefficients showing that the majority of bullets tested have their previously published ballistic coefficients exaggerated from 5-25% by the bullet manufacturers. These exaggerated ballistic coefficients lead to inaccurate predictions of long range bullet drop, retained energy and wind drift.
Power Estimation in Multivariate Analysis of Variance
Directory of Open Access Journals (Sweden)
Jean François Allaire
2007-09-01
Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.
Analysis of Variance in Statistical Image Processing
Kurz, Ludwik; Hafed Benteftifa, M.
1997-04-01
A key problem in practical image processing is the detection of specific features in a noisy image. Analysis of variance (ANOVA) techniques can be very effective in such situations, and this book gives a detailed account of the use of ANOVA in statistical image processing. The book begins by describing the statistical representation of images in the various ANOVA models. The authors present a number of computationally efficient algorithms and techniques to deal with such problems as line, edge, and object detection, as well as image restoration and enhancement. By describing the basic principles of these techniques, and showing their use in specific situations, the book will facilitate the design of new algorithms for particular applications. It will be of great interest to graduate students and engineers in the field of image processing and pattern recognition.
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...
The value of travel time variance
DEFF Research Database (Denmark)
Fosgerau, Mogens; Engelson, Leonid
2011-01-01
This paper considers the value of travel time variability under scheduling preferences that are defined in terms of linearly time varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability...... that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can freely choose departure time and to travellers who use a scheduled service with fixed headway. Depending...... on parameters, travellers may be risk averse or risk seeking and the value of travel time may increase or decrease in the mean travel time....
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting
Directory of Open Access Journals (Sweden)
Stanislav Anatolyev
2015-08-01
Full Text Available Estimation of GARCH models can be simplified by augmenting quasi-maximum likelihood (QML estimation with variance targeting, which reduces the degree of parameterization and facilitates estimation. We compare the two approaches and investigate, via simulations, how non-normality features of the return distribution affect the quality of estimation of the volatility equation and corresponding value-at-risk predictions. We find that most GARCH coefficients and associated predictions are more precisely estimated when no variance targeting is employed. Bias properties are exacerbated for a heavier-tailed distribution of standardized returns, while the distributional asymmetry has little or moderate impact, these phenomena tending to be more pronounced under variance targeting. Some effects further intensify if one uses ML based on a leptokurtic distribution in place of normal QML. The sample size has also a more favorable effect on estimation precision when no variance targeting is used. Thus, if computational costs are not prohibitive, variance targeting should probably be avoided.
Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.
Dazard, Jean-Eudes; Rao, J Sunil
2012-07-01
The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.
76 FR 78698 - Proposed Revocation of Permanent Variances
2011-12-19
... Administration (``OSHA'' or ``the Agency'') granted permanent variances to 24 companies engaged in the... DEPARTMENT OF LABOR Occupational Safety and Health Administration [Docket No. OSHA-2011-0054] Proposed Revocation of Permanent Variances AGENCY: Occupational Safety and Health Administration (OSHA...
variance components and genetic parameters for live weight
African Journals Online (AJOL)
admin
Against this background the present study estimated the (co)variance .... Starting values for the (co)variance components of two-trait models were ..... Estimates of genetic parameters for weaning weight of beef accounting for direct-maternal.
Directory of Open Access Journals (Sweden)
Ferjan Ormeling
2008-09-01
Full Text Available Discussing the requirements for map data quality, map users and their library/archives environment, the paper focuses on the metadata the user would need for a correct and efficient interpretation of the map data. For such a correct interpretation, knowledge of the rules and guidelines according to which the topographers/cartographers work (such as the kind of data categories to be collected, and the degree to which these rules and guidelines were indeed followed are essential. This is not only valid for the old maps stored in our libraries and archives, but perhaps even more so for the new digital files as the format in which we now have to access our geospatial data. As this would be too much to ask from map librarians/curators, some sort of web 2.0 environment is sought where comments about data quality, completeness and up-to-dateness from knowledgeable map users regarding the specific maps or map series studied can be collected and tagged to scanned versions of these maps on the web. In order not to be subject to the same disadvantages as Wikipedia, where the ‘communis opinio’ rather than scholarship, seems to be decisive, some checking by map curators of this tagged map use information would still be needed. Cooperation between map curators and the International Cartographic Association ( ICA map and spatial data use commission to this end is suggested.
The Distribution of the Sample Minimum-Variance Frontier
Raymond Kan; Daniel R. Smith
2008-01-01
In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us t...
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.
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....
Bright, Molly G.; Murphy, Kevin
2015-01-01
Noise correction is a critical step towards accurate mapping of resting state BOLD fMRI connectivity. Noise sources related to head motion or physiology are typically modelled by nuisance regressors, and a generalised linear model is applied to regress out the associated signal variance. In this study, we use independent component analysis (ICA) to characterise the data variance typically discarded in this pre-processing stage in a cohort of 12 healthy volunteers. The signal variance removed by 24, 12, 6, or only 3 head motion parameters demonstrated network structure typically associated with functional connectivity, and certain networks were discernable in the variance extracted by as few as 2 physiologic regressors. Simulated nuisance regressors, unrelated to the true data noise, also removed variance with network structure, indicating that any group of regressors that randomly sample variance may remove highly structured “signal” as well as “noise.” Furthermore, to support this we demonstrate that random sampling of the original data variance continues to exhibit robust network structure, even when as few as 10% of the original volumes are considered. Finally, we examine the diminishing returns of increasing the number of nuisance regressors used in pre-processing, showing that excessive use of motion regressors may do little better than chance in removing variance within a functional network. It remains an open challenge to understand the balance between the benefits and confounds of noise correction using nuisance regressors. PMID:25862264
On the Kendall Correlation Coefficient
Stepanov, Alexei
2015-01-01
In the present paper, we first discuss the Kendall rank correlation coefficient. In continuous case, we define the Kendall rank correlation coefficient in terms of the concomitants of order statistics, find the expected value of the Kendall rank correlation coefficient and show that the later is free of n. We also prove that in continuous case the Kendall correlation coefficient converges in probability to its expected value. We then propose to consider the expected value of the Kendall rank ...
Campbell, Ruairidh D; Nouvellet, Pierre; Newman, Chris; Macdonald, David W; Rosell, Frank
2012-09-01
Ecologists are increasingly aware of the importance of environmental variability in natural systems. Climate change is affecting both the mean and the variability in weather and, in particular, the effect of changes in variability is poorly understood. Organisms are subject to selection imposed by both the mean and the range of environmental variation experienced by their ancestors. Changes in the variability in a critical environmental factor may therefore have consequences for vital rates and population dynamics. Here, we examine ≥90-year trends in different components of climate (precipitation mean and coefficient of variation (CV); temperature mean, seasonal amplitude and residual variance) and consider the effects of these components on survival and recruitment in a population of Eurasian beavers (n = 242) over 13 recent years. Within climatic data, no trends in precipitation were detected, but trends in all components of temperature were observed, with mean and residual variance increasing and seasonal amplitude decreasing over time. A higher survival rate was linked (in order of influence based on Akaike weights) to lower precipitation CV (kits, juveniles and dominant adults), lower residual variance of temperature (dominant adults) and lower mean precipitation (kits and juveniles). No significant effects were found on the survival of nondominant adults, although the sample size for this category was low. Greater recruitment was linked (in order of influence) to higher seasonal amplitude of temperature, lower mean precipitation, lower residual variance in temperature and higher precipitation CV. Both climate means and variance, thus proved significant to population dynamics; although, overall, components describing variance were more influential than those describing mean values. That environmental variation proves significant to a generalist, wide-ranging species, at the slow end of the slow-fast continuum of life histories, has broad implications for
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
Modeling the subfilter scalar variance for large eddy simulation in forced isotropic turbulence
Cheminet, Adam; Blanquart, Guillaume
2011-11-01
Static and dynamic model for the subfilter scalar variance in homogeneous isotropic turbulence are investigated using direct numerical simulations (DNS) of a lineary forced passive scalar field. First, we introduce a new scalar forcing technique conditioned only on the scalar field which allows the fluctuating scalar field to reach a statistically stationary state. Statistical properties, including 2nd and 3rd statistical moments, spectra, and probability density functions of the scalar field have been analyzed. Using this technique, we performed constant density and variable density DNS of scalar mixing in isotropic turbulence. The results are used in an a-priori study of scalar variance models. Emphasis is placed on further studying the dynamic model introduced by G. Balarac, H. Pitsch and V. Raman [Phys. Fluids 20, (2008)]. Scalar variance models based on Bedford and Yeo's expansion are accurate for small filter width but errors arise in the inertial subrange. Results suggest that a constant coefficient computed from an assumed Kolmogorov spectrum is often sufficient to predict the subfilter scalar variance.
Adjoint-based global variance reduction approach for reactor analysis problems
International Nuclear Information System (INIS)
Zhang, Qiong; Abdel-Khalik, Hany S.
2011-01-01
A new variant of a hybrid Monte Carlo-Deterministic approach for simulating particle transport problems is presented and compared to the SCALE FW-CADIS approach. The new approach, denoted by the Subspace approach, optimizes the selection of the weight windows for reactor analysis problems where detailed properties of all fuel assemblies are required everywhere in the reactor core. Like the FW-CADIS approach, the Subspace approach utilizes importance maps obtained from deterministic adjoint models to derive automatic weight-window biasing. In contrast to FW-CADIS, the Subspace approach identifies the correlations between weight window maps to minimize the computational time required for global variance reduction, i.e., when the solution is required everywhere in the phase space. The correlations are employed to reduce the number of maps required to achieve the same level of variance reduction that would be obtained with single-response maps. Numerical experiments, serving as proof of principle, are presented to compare the Subspace and FW-CADIS approaches in terms of the global reduction in standard deviation. (author)
Estimating the encounter rate variance in distance sampling
Fewster, R.M.; Buckland, S.T.; Burnham, K.P.; Borchers, D.L.; Jupp, P.E.; Laake, J.L.; Thomas, L.
2009-01-01
The dominant source of variance in line transect sampling is usually the encounter rate variance. Systematic survey designs are often used to reduce the true variability among different realizations of the design, but estimating the variance is difficult and estimators typically approximate the variance by treating the design as a simple random sample of lines. We explore the properties of different encounter rate variance estimators under random and systematic designs. We show that a design-based variance estimator improves upon the model-based estimator of Buckland et al. (2001, Introduction to Distance Sampling. Oxford: Oxford University Press, p. 79) when transects are positioned at random. However, if populations exhibit strong spatial trends, both estimators can have substantial positive bias under systematic designs. We show that poststratification is effective in reducing this bias. ?? 2008, The International Biometric Society.
Linkage disequilibrium and association mapping.
Weir, B S
2008-01-01
Linkage disequilibrium refers to the association between alleles at different loci. The standard definition applies to two alleles in the same gamete, and it can be regarded as the covariance of indicator variables for the states of those two alleles. The corresponding correlation coefficient rho is the parameter that arises naturally in discussions of tests of association between markers and genetic diseases. A general treatment of association tests makes use of the additive and nonadditive components of variance for the disease gene. In almost all expressions that describe the behavior of association tests, additive variance components are modified by the squared correlation coefficient rho2 and the nonadditive variance components by rho4, suggesting that nonadditive components have less influence than additive components on association tests.
Variance swap payoffs, risk premia and extreme market conditions
DEFF Research Database (Denmark)
Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco
This paper estimates the Variance Risk Premium (VRP) directly from synthetic variance swap payoffs. Since variance swap payoffs are highly volatile, we extract the VRP by using signal extraction techniques based on a state-space representation of our model in combination with a simple economic....... The latter variables and the VRP generate different return predictability on the major US indices. A factor model is proposed to extract a market VRP which turns out to be priced when considering Fama and French portfolios....
Towards a mathematical foundation of minimum-variance theory
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [COGS, Sussex University, Brighton (United Kingdom); Zhang Kewei [SMS, Sussex University, Brighton (United Kingdom); Wei Gang [Mathematical Department, Baptist University, Hong Kong (China)
2002-08-30
The minimum-variance theory which accounts for arm and eye movements with noise signal inputs was proposed by Harris and Wolpert (1998 Nature 394 780-4). Here we present a detailed theoretical analysis of the theory and analytical solutions of the theory are obtained. Furthermore, we propose a new version of the minimum-variance theory, which is more realistic for a biological system. For the new version we show numerically that the variance is considerably reduced. (author)
RR-Interval variance of electrocardiogram for atrial fibrillation detection
Nuryani, N.; Solikhah, M.; Nugoho, A. S.; Afdala, A.; Anzihory, E.
2016-11-01
Atrial fibrillation is a serious heart problem originated from the upper chamber of the heart. The common indication of atrial fibrillation is irregularity of R peak-to-R-peak time interval, which is shortly called RR interval. The irregularity could be represented using variance or spread of RR interval. This article presents a system to detect atrial fibrillation using variances. Using clinical data of patients with atrial fibrillation attack, it is shown that the variance of electrocardiographic RR interval are higher during atrial fibrillation, compared to the normal one. Utilizing a simple detection technique and variances of RR intervals, we find a good performance of atrial fibrillation detection.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
Energy Technology Data Exchange (ETDEWEB)
Ankirchner, Stefan, E-mail: ankirchner@hcm.uni-bonn.de [Rheinische Friedrich-Wilhelms-Universitaet Bonn, Institut fuer Angewandte Mathematik, Hausdorff Center for Mathematics (Germany); Dermoune, Azzouz, E-mail: Azzouz.Dermoune@math.univ-lille1.fr [Universite des Sciences et Technologies de Lille, Laboratoire Paul Painleve UMR CNRS 8524 (France)
2011-08-15
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Network Structure and Biased Variance Estimation in Respondent Driven Sampling.
Verdery, Ashton M; Mouw, Ted; Bauldry, Shawn; Mucha, Peter J
2015-01-01
This paper explores bias in the estimation of sampling variance in Respondent Driven Sampling (RDS). Prior methodological work on RDS has focused on its problematic assumptions and the biases and inefficiencies of its estimators of the population mean. Nonetheless, researchers have given only slight attention to the topic of estimating sampling variance in RDS, despite the importance of variance estimation for the construction of confidence intervals and hypothesis tests. In this paper, we show that the estimators of RDS sampling variance rely on a critical assumption that the network is First Order Markov (FOM) with respect to the dependent variable of interest. We demonstrate, through intuitive examples, mathematical generalizations, and computational experiments that current RDS variance estimators will always underestimate the population sampling variance of RDS in empirical networks that do not conform to the FOM assumption. Analysis of 215 observed university and school networks from Facebook and Add Health indicates that the FOM assumption is violated in every empirical network we analyze, and that these violations lead to substantially biased RDS estimators of sampling variance. We propose and test two alternative variance estimators that show some promise for reducing biases, but which also illustrate the limits of estimating sampling variance with only partial information on the underlying population social network.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
International Nuclear Information System (INIS)
Ankirchner, Stefan; Dermoune, Azzouz
2011-01-01
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Discrete time and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Directory of Open Access Journals (Sweden)
Mei-Yu LEE
2014-11-01
Full Text Available This paper investigates the effect of the nonzero autocorrelation coefficients on the sampling distributions of the Durbin-Watson test estimator in three time-series models that have different variance-covariance matrix assumption, separately. We show that the expected values and variances of the Durbin-Watson test estimator are slightly different, but the skewed and kurtosis coefficients are considerably different among three models. The shapes of four coefficients are similar between the Durbin-Watson model and our benchmark model, but are not the same with the autoregressive model cut by one-lagged period. Second, the large sample case shows that the three models have the same expected values, however, the autoregressive model cut by one-lagged period explores different shapes of variance, skewed and kurtosis coefficients from the other two models. This implies that the large samples lead to the same expected values, 2(1 – ρ0, whatever the variance-covariance matrix of the errors is assumed. Finally, comparing with the two sample cases, the shape of each coefficient is almost the same, moreover, the autocorrelation coefficients are negatively related with expected values, are inverted-U related with variances, are cubic related with skewed coefficients, and are U related with kurtosis coefficients.
DEFF Research Database (Denmark)
Campbell, Danny; Mørkbak, Morten Raun; Olsen, Søren Bøye
2018-01-01
In this article we utilize the time respondents require to answer a self-administered online stated preference survey. While the effects of response time have been previously explored, this article proposes a different approach that explicitly recognizes the highly equivocal relationship between ...... between response time and utility coefficients, error variance and processing strategies. Our results thus emphasize the importance of considering response time when modeling stated choice data....... response time and respondents' choices. In particular, we attempt to disentangle preference, variance and processing heterogeneity and explore whether response time helps to explain these three types of heterogeneity. For this, we divide the data (ordered by response time) into approximately equal......-sized subsets, and then derive different class membership probabilities for each subset. We estimate a large number of candidate models and subsequently conduct a frequentist-based model averaging approach using information criteria to derive weights of evidence for each model. Our findings show a clear link...
Quadrature formulas for Fourier coefficients
Bojanov, Borislav
2009-09-01
We consider quadrature formulas of high degree of precision for the computation of the Fourier coefficients in expansions of functions with respect to a system of orthogonal polynomials. In particular, we show the uniqueness of a multiple node formula for the Fourier-Tchebycheff coefficients given by Micchelli and Sharma and construct new Gaussian formulas for the Fourier coefficients of a function, based on the values of the function and its derivatives. © 2009 Elsevier B.V. All rights reserved.
Coefficient Alpha: A Reliability Coefficient for the 21st Century?
Yang, Yanyun; Green, Samuel B.
2011-01-01
Coefficient alpha is almost universally applied to assess reliability of scales in psychology. We argue that researchers should consider alternatives to coefficient alpha. Our preference is for structural equation modeling (SEM) estimates of reliability because they are informative and allow for an empirical evaluation of the assumptions…
Coefficient estimates of negative powers and inverse coefficients for ...
Indian Academy of Sciences (India)
and the inequality is sharp for the inverse of the Koebe function k(z) = z/(1 − z)2. An alternative approach to the inverse coefficient problem for functions in the class S has been investigated by Schaeffer and Spencer [27] and FitzGerald [6]. Although, the inverse coefficient problem for the class S has been completely solved ...
Measuring of heat transfer coefficient
DEFF Research Database (Denmark)
Henningsen, Poul; Lindegren, Maria
Subtask 3.4 Measuring of heat transfer coefficient Subtask 3.4.1 Design and setting up of tests to measure heat transfer coefficient Objective: Complementary testing methods together with the relevant experimental equipment are to be designed by the two partners involved in order to measure...... the heat transfer coefficient for a wide range of interface conditions in hot and warm forging processes. Subtask 3.4.2 Measurement of heat transfer coefficient The objective of subtask 3.4.2 is to determine heat transfer values for different interface conditions reflecting those typically operating in hot...
Working Around Cosmic Variance: Remote Quadrupole Measurements of the CMB
Adil, Arsalan; Bunn, Emory
2018-01-01
Anisotropies in the CMB maps continue to revolutionize our understanding of the Cosmos. However, the statistical interpretation of these anisotropies is tainted with a posteriori statistics. The problem is particularly emphasized for lower order multipoles, i.e. in the cosmic variance regime of the power spectrum. Naturally, the solution lies in acquiring a new data set – a rather difficult task given the sample size of the Universe.The CMB temperature, in theory, depends on: the direction of photon propagation, the time at which the photons are observed, and the observer’s location in space. In existing CMB data, only the first parameter varies. However, as first pointed out by Kamionkowski and Loeb, a solution lies in making the so-called “Remote Quadrupole Measurements” by analyzing the secondary polarization produced by incoming CMB photons via the Sunyaev-Zel’dovich (SZ) effect. These observations allow us to measure the projected CMB quadrupole at the location and look-back time of a galaxy cluster.At low redshifts, the remote quadrupole is strongly correlated to the CMB anisotropy from our last scattering surface. We provide here a formalism for computing the covariance and relation matrices for both the two-point correlation function on the last scattering surface of a galaxy cluster and the cross correlation of the remote quadrupole with the local CMB. We then calculate these matrices based on a fiducial model and a non-standard model that suppresses power at large angles for ~104 clusters up to z=2. We anticipate to make a priori predictions of the differences between our expectations for the standard and non-standard models. Such an analysis is timely in the wake of the CMB S4 era which will provide us with an extensive SZ cluster catalogue.
Non-linear Bayesian update of PCE coefficients
Litvinenko, Alexander
2014-01-06
Given: a physical system modeled by a PDE or ODE with uncertain coefficient q(?), a measurement operator Y (u(q), q), where u(q, ?) uncertain solution. Aim: to identify q(?). The mapping from parameters to observations is usually not invertible, hence this inverse identification problem is generally ill-posed. To identify q(!) we derived non-linear Bayesian update from the variational problem associated with conditional expectation. To reduce cost of the Bayesian update we offer a unctional approximation, e.g. polynomial chaos expansion (PCE). New: We apply Bayesian update to the PCE coefficients of the random coefficient q(?) (not to the probability density function of q).
Non-linear Bayesian update of PCE coefficients
Litvinenko, Alexander; Matthies, Hermann G.; Pojonk, Oliver; Rosic, Bojana V.; Zander, Elmar
2014-01-01
Given: a physical system modeled by a PDE or ODE with uncertain coefficient q(?), a measurement operator Y (u(q), q), where u(q, ?) uncertain solution. Aim: to identify q(?). The mapping from parameters to observations is usually not invertible, hence this inverse identification problem is generally ill-posed. To identify q(!) we derived non-linear Bayesian update from the variational problem associated with conditional expectation. To reduce cost of the Bayesian update we offer a unctional approximation, e.g. polynomial chaos expansion (PCE). New: We apply Bayesian update to the PCE coefficients of the random coefficient q(?) (not to the probability density function of q).
Hydrodynamic Coefficients Identification and Experimental Investigation for an Underwater Vehicle
Directory of Open Access Journals (Sweden)
Shaorong XIE
2014-02-01
Full Text Available Hydrodynamic coefficients are the foundation of unmanned underwater vehicles modeling and controller design. In order to reduce identification complexity and acquire necessary hydrodynamic coefficients for controllers design, the motion of the unmanned underwater vehicle was separated into vertical motion and horizontal motion models. Hydrodynamic coefficients were regarded as mapping parameters from input forces and moments to output velocities and acceleration of the unmanned underwater vehicle. The motion models of the unmanned underwater vehicle were nonlinear and Genetic Algorithm was adopted to identify those hydrodynamic coefficients. To verify the identification quality, velocities and acceleration of the unmanned underwater vehicle was measured using inertial sensor under the same conditions as Genetic Algorithm identification. Curves similarity between measured velocities and acceleration and those identified by Genetic Algorithm were used as optimizing standard. It is found that the curves similarity were high and identified hydrodynamic coefficients of the unmanned underwater vehicle satisfied the measured motion states well.
Analyzing thematic maps and mapping for accuracy
Rosenfield, G.H.
1982-01-01
Two problems which exist while attempting to test the accuracy of thematic maps and mapping are: (1) evaluating the accuracy of thematic content, and (2) evaluating the effects of the variables on thematic mapping. Statistical analysis techniques are applicable to both these problems and include techniques for sampling the data and determining their accuracy. In addition, techniques for hypothesis testing, or inferential statistics, are used when comparing the effects of variables. A comprehensive and valid accuracy test of a classification project, such as thematic mapping from remotely sensed data, includes the following components of statistical analysis: (1) sample design, including the sample distribution, sample size, size of the sample unit, and sampling procedure; and (2) accuracy estimation, including estimation of the variance and confidence limits. Careful consideration must be given to the minimum sample size necessary to validate the accuracy of a given. classification category. The results of an accuracy test are presented in a contingency table sometimes called a classification error matrix. Usually the rows represent the interpretation, and the columns represent the verification. The diagonal elements represent the correct classifications. The remaining elements of the rows represent errors by commission, and the remaining elements of the columns represent the errors of omission. For tests of hypothesis that compare variables, the general practice has been to use only the diagonal elements from several related classification error matrices. These data are arranged in the form of another contingency table. The columns of the table represent the different variables being compared, such as different scales of mapping. The rows represent the blocking characteristics, such as the various categories of classification. The values in the cells of the tables might be the counts of correct classification or the binomial proportions of these counts divided by
ANALISIS PORTOFOLIO RESAMPLED EFFICIENT FRONTIER BERDASARKAN OPTIMASI MEAN-VARIANCE
Abdurakhman, Abdurakhman
2008-01-01
Keputusan alokasi asset yang tepat pada investasi portofolio dapat memaksimalkan keuntungan dan atau meminimalkan risiko. Metode yang sering dipakai dalam optimasi portofolio adalah metode Mean-Variance Markowitz. Dalam prakteknya, metode ini mempunyai kelemahan tidak terlalu stabil. Sedikit perubahan dalam estimasi parameter input menyebabkan perubahan besar pada komposisi portofolio. Untuk itu dikembangkan metode optimasi portofolio yang dapat mengatasi ketidakstabilan metode Mean-Variance ...
Capturing option anomalies with a variance-dependent pricing kernel
Christoffersen, P.; Heston, S.; Jacobs, K.
2013-01-01
We develop a GARCH option model with a variance premium by combining the Heston-Nandi (2000) dynamic with a new pricing kernel that nests Rubinstein (1976) and Brennan (1979). While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is
Realized range-based estimation of integrated variance
DEFF Research Database (Denmark)
Christensen, Kim; Podolskij, Mark
2007-01-01
We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is a...
Diagnostic checking in linear processes with infinit variance
Krämer, Walter; Runde, Ralf
1998-01-01
We consider empirical autocorrelations of residuals from infinite variance autoregressive processes. Unlike the finite-variance case, it emerges that the limiting distribution, after suitable normalization, is not always more concentrated around zero when residuals rather than true innovations are employed.
Evaluation of Mean and Variance Integrals without Integration
Joarder, A. H.; Omar, M. H.
2007-01-01
The mean and variance of some continuous distributions, in particular the exponentially decreasing probability distribution and the normal distribution, are considered. Since they involve integration by parts, many students do not feel comfortable. In this note, a technique is demonstrated for deriving mean and variance through differential…
Adjustment of heterogenous variances and a calving year effect in ...
African Journals Online (AJOL)
Data at the beginning and at the end of lactation period, have higher variances than tests in the middle of the lactation. Furthermore, first lactations have lower mean and variances compared to second and third lactations. This is a deviation from the basic assumptions required for the application of repeatability models.
Direct encoding of orientation variance in the visual system.
Norman, Liam J; Heywood, Charles A; Kentridge, Robert W
2015-01-01
Our perception of regional irregularity, an example of which is orientation variance, seems effortless when we view two patches of texture that differ in this attribute. Little is understood, however, of how the visual system encodes a regional statistic like orientation variance, but there is some evidence to suggest that it is directly encoded by populations of neurons tuned broadly to high or low levels. The present study shows that selective adaptation to low or high levels of variance results in a perceptual aftereffect that shifts the perceived level of variance of a subsequently viewed texture in the direction away from that of the adapting stimulus (Experiments 1 and 2). Importantly, the effect is durable across changes in mean orientation, suggesting that the encoding of orientation variance is independent of global first moment orientation statistics (i.e., mean orientation). In Experiment 3 it was shown that the variance-specific aftereffect did not show signs of being encoded in a spatiotopic reference frame, similar to the equivalent aftereffect of adaptation to the first moment orientation statistic (the tilt aftereffect), which is represented in the primary visual cortex and exists only in retinotopic coordinates. Experiment 4 shows that a neuropsychological patient with damage to ventral areas of the cortex but spared intact early areas retains sensitivity to orientation variance. Together these results suggest that orientation variance is encoded directly by the visual system and possibly at an early cortical stage.
Beyond the Mean: Sensitivities of the Variance of Population Growth.
Trotter, Meredith V; Krishna-Kumar, Siddharth; Tuljapurkar, Shripad
2013-03-01
Populations in variable environments are described by both a mean growth rate and a variance of stochastic population growth. Increasing variance will increase the width of confidence bounds around estimates of population size, growth, probability of and time to quasi-extinction. However, traditional sensitivity analyses of stochastic matrix models only consider the sensitivity of the mean growth rate. We derive an exact method for calculating the sensitivity of the variance in population growth to changes in demographic parameters. Sensitivities of the variance also allow a new sensitivity calculation for the cumulative probability of quasi-extinction. We apply this new analysis tool to an empirical dataset on at-risk polar bears to demonstrate its utility in conservation biology We find that in many cases a change in life history parameters will increase both the mean and variance of population growth of polar bears. This counterintuitive behaviour of the variance complicates predictions about overall population impacts of management interventions. Sensitivity calculations for cumulative extinction risk factor in changes to both mean and variance, providing a highly useful quantitative tool for conservation management. The mean stochastic growth rate and its sensitivities do not fully describe the dynamics of population growth. The use of variance sensitivities gives a more complete understanding of population dynamics and facilitates the calculation of new sensitivities for extinction processes.
Genotypic-specific variance in Caenorhabditis elegans lifetime fecundity.
Diaz, S Anaid; Viney, Mark
2014-06-01
Organisms live in heterogeneous environments, so strategies that maximze fitness in such environments will evolve. Variation in traits is important because it is the raw material on which natural selection acts during evolution. Phenotypic variation is usually thought to be due to genetic variation and/or environmentally induced effects. Therefore, genetically identical individuals in a constant environment should have invariant traits. Clearly, genetically identical individuals do differ phenotypically, usually thought to be due to stochastic processes. It is now becoming clear, especially from studies of unicellular species, that phenotypic variance among genetically identical individuals in a constant environment can be genetically controlled and that therefore, in principle, this can be subject to selection. However, there has been little investigation of these phenomena in multicellular species. Here, we have studied the mean lifetime fecundity (thus a trait likely to be relevant to reproductive success), and variance in lifetime fecundity, in recently-wild isolates of the model nematode Caenorhabditis elegans. We found that these genotypes differed in their variance in lifetime fecundity: some had high variance in fecundity, others very low variance. We find that this variance in lifetime fecundity was negatively related to the mean lifetime fecundity of the lines, and that the variance of the lines was positively correlated between environments. We suggest that the variance in lifetime fecundity may be a bet-hedging strategy used by this species.
42 CFR 456.522 - Content of request for variance.
2010-10-01
... 42 Public Health 4 2010-10-01 2010-10-01 false Content of request for variance. 456.522 Section 456.522 Public Health CENTERS FOR MEDICARE & MEDICAID SERVICES, DEPARTMENT OF HEALTH AND HUMAN... perform UR within the time requirements for which the variance is requested and its good faith efforts to...
29 CFR 1905.5 - Effect of variances.
2010-07-01
...-STEIGER OCCUPATIONAL SAFETY AND HEALTH ACT OF 1970 General § 1905.5 Effect of variances. All variances... Regulations Relating to Labor (Continued) OCCUPATIONAL SAFETY AND HEALTH ADMINISTRATION, DEPARTMENT OF LABOR... concerning a proposed penalty or period of abatement is pending before the Occupational Safety and Health...
29 CFR 1904.38 - Variances from the recordkeeping rule.
2010-07-01
..., DEPARTMENT OF LABOR RECORDING AND REPORTING OCCUPATIONAL INJURIES AND ILLNESSES Other OSHA Injury and Illness... he or she finds appropriate. (iv) If the Assistant Secretary grants your variance petition, OSHA will... Secretary is reviewing your variance petition. (4) If I have already been cited by OSHA for not following...
Gender Variance and Educational Psychology: Implications for Practice
Yavuz, Carrie
2016-01-01
The area of gender variance appears to be more visible in both the media and everyday life. Within educational psychology literature gender variance remains underrepresented. The positioning of educational psychologists working across the three levels of child and family, school or establishment and education authority/council, means that they are…
The genetic variance of resistance in M3 lines of rice against leaf blight disease
International Nuclear Information System (INIS)
Mugiono
1979-01-01
Seeds of Pelita I/1 rice variety were irradiated with 20, 30, 40 and 50 krad of gamma rays from a 60 Co source. Plants of M 3 lines were inoculated with bacterial leaf blight, Xanthomonas oryzae (Uzeda and Ishiyama) Downson, using clipping method. The coefficient of genetic variability of resistance against leaf blight disease increased with increasing dose. Highly significant difference in the genetic variance of resistance were found between the treated samples and the control. Dose of 20 krad gave good probability for selection of plants resistant against leaf blight disease. (author)
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.
Funatogawa, Takashi; Funatogawa, Ikuko; Shyr, Yu
2011-05-01
When primary endpoints of randomized trials are continuous variables, the analysis of covariance (ANCOVA) with pre-treatment measurements as a covariate is often used to compare two treatment groups. In the ANCOVA, equal slopes (coefficients of pre-treatment measurements) and equal residual variances are commonly assumed. However, random allocation guarantees only equal variances of pre-treatment measurements. Unequal covariances and variances of post-treatment measurements indicate unequal slopes and, usually, unequal residual variances. For non-normal data with unequal covariances and variances of post-treatment measurements, it is known that the ANCOVA with equal slopes and equal variances using an ordinary least-squares method provides an asymptotically normal estimator for the treatment effect. However, the asymptotic variance of the estimator differs from the variance estimated from a standard formula, and its property is unclear. Furthermore, the asymptotic properties of the ANCOVA with equal slopes and unequal variances using a generalized least-squares method are unclear. In this paper, we consider non-normal data with unequal covariances and variances of post-treatment measurements, and examine the asymptotic properties of the ANCOVA with equal slopes using the variance estimated from a standard formula. Analytically, we show that the actual type I error rate, thus the coverage, of the ANCOVA with equal variances is asymptotically at a nominal level under equal sample sizes. That of the ANCOVA with unequal variances using a generalized least-squares method is asymptotically at a nominal level, even under unequal sample sizes. In conclusion, the ANCOVA with equal slopes can be asymptotically justified under random allocation. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Definition of global dispersion coefficients
International Nuclear Information System (INIS)
Naff, R.L.
1983-10-01
For estimation of a global longitudinal dispersivity at the Gorleben site, data available primarily consist of suites of geophysical logs from wells penetrating the Quaternary aquifer. A length scale for the principle aquifer at Gorleben is to be found. Samples are to be taken separately to estimate the variance in hydraulic conductivity (Taylor Analysis, Fickian dispersion process). (DG)
Integrating mean and variance heterogeneities to identify differentially expressed genes.
Ouyang, Weiwei; An, Qiang; Zhao, Jinying; Qin, Huaizhen
2016-12-06
In functional genomics studies, tests on mean heterogeneity have been widely employed to identify differentially expressed genes with distinct mean expression levels under different experimental conditions. Variance heterogeneity (aka, the difference between condition-specific variances) of gene expression levels is simply neglected or calibrated for as an impediment. The mean heterogeneity in the expression level of a gene reflects one aspect of its distribution alteration; and variance heterogeneity induced by condition change may reflect another aspect. Change in condition may alter both mean and some higher-order characteristics of the distributions of expression levels of susceptible genes. In this report, we put forth a conception of mean-variance differentially expressed (MVDE) genes, whose expression means and variances are sensitive to the change in experimental condition. We mathematically proved the null independence of existent mean heterogeneity tests and variance heterogeneity tests. Based on the independence, we proposed an integrative mean-variance test (IMVT) to combine gene-wise mean heterogeneity and variance heterogeneity induced by condition change. The IMVT outperformed its competitors under comprehensive simulations of normality and Laplace settings. For moderate samples, the IMVT well controlled type I error rates, and so did existent mean heterogeneity test (i.e., the Welch t test (WT), the moderated Welch t test (MWT)) and the procedure of separate tests on mean and variance heterogeneities (SMVT), but the likelihood ratio test (LRT) severely inflated type I error rates. In presence of variance heterogeneity, the IMVT appeared noticeably more powerful than all the valid mean heterogeneity tests. Application to the gene profiles of peripheral circulating B raised solid evidence of informative variance heterogeneity. After adjusting for background data structure, the IMVT replicated previous discoveries and identified novel experiment
Sabine absorption coefficients to random incidence absorption coefficients
DEFF Research Database (Denmark)
Jeong, Cheol-Ho
2014-01-01
into random incidence absorption coefficients for porous absorbers are investigated. Two optimization-based conversion methods are suggested: the surface impedance estimation for locally reacting absorbers and the flow resistivity estimation for extendedly reacting absorbers. The suggested conversion methods...
Comparing estimates of genetic variance across different relationship models.
Legarra, Andres
2016-02-01
Use of relationships between individuals to estimate genetic variances and heritabilities via mixed models is standard practice in human, plant and livestock genetics. Different models or information for relationships may give different estimates of genetic variances. However, comparing these estimates across different relationship models is not straightforward as the implied base populations differ between relationship models. In this work, I present a method to compare estimates of variance components across different relationship models. I suggest referring genetic variances obtained using different relationship models to the same reference population, usually a set of individuals in the population. Expected genetic variance of this population is the estimated variance component from the mixed model times a statistic, Dk, which is the average self-relationship minus the average (self- and across-) relationship. For most typical models of relationships, Dk is close to 1. However, this is not true for very deep pedigrees, for identity-by-state relationships, or for non-parametric kernels, which tend to overestimate the genetic variance and the heritability. Using mice data, I show that heritabilities from identity-by-state and kernel-based relationships are overestimated. Weighting these estimates by Dk scales them to a base comparable to genomic or pedigree relationships, avoiding wrong comparisons, for instance, "missing heritabilities". Copyright © 2015 Elsevier Inc. All rights reserved.
Probabilistic optimization of safety coefficients
International Nuclear Information System (INIS)
Marques, M.; Devictor, N.; Magistris, F. de
1999-01-01
This article describes a reliability-based method for the optimization of safety coefficients defined and used in design codes. The purpose of the optimization is to determine the partial safety coefficients which minimize an objective function for sets of components and loading situations covered by a design rule. This objective function is a sum of distances between the reliability of the components designed using the safety coefficients and a target reliability. The advantage of this method is shown on the examples of the reactor vessel, a vapour pipe and the safety injection circuit. (authors)
Variance computations for functional of absolute risk estimates.
Pfeiffer, R M; Petracci, E
2011-07-01
We present a simple influence function based approach to compute the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.
Estimating High-Frequency Based (Co-) Variances: A Unified Approach
DEFF Research Database (Denmark)
Voev, Valeri; Nolte, Ingmar
We propose a unified framework for estimating integrated variances and covariances based on simple OLS regressions, allowing for a general market microstructure noise specification. We show that our estimators can outperform, in terms of the root mean squared error criterion, the most recent...... and commonly applied estimators, such as the realized kernels of Barndorff-Nielsen, Hansen, Lunde & Shephard (2006), the two-scales realized variance of Zhang, Mykland & Aït-Sahalia (2005), the Hayashi & Yoshida (2005) covariance estimator, and the realized variance and covariance with the optimal sampling...
Meta-analysis of SNPs involved in variance heterogeneity using Levene's test for equal variances
Deng, Wei Q; Asma, Senay; Paré, Guillaume
2014-01-01
Meta-analysis is a commonly used approach to increase the sample size for genome-wide association searches when individual studies are otherwise underpowered. Here, we present a meta-analysis procedure to estimate the heterogeneity of the quantitative trait variance attributable to genetic variants using Levene's test without needing to exchange individual-level data. The meta-analysis of Levene's test offers the opportunity to combine the considerable sample size of a genome-wide meta-analysis to identify the genetic basis of phenotypic variability and to prioritize single-nucleotide polymorphisms (SNPs) for gene–gene and gene–environment interactions. The use of Levene's test has several advantages, including robustness to departure from the normality assumption, freedom from the influence of the main effects of SNPs, and no assumption of an additive genetic model. We conducted a meta-analysis of the log-transformed body mass index of 5892 individuals and identified a variant with a highly suggestive Levene's test P-value of 4.28E-06 near the NEGR1 locus known to be associated with extreme obesity. PMID:23921533
International Nuclear Information System (INIS)
Karaziya, R.I.; Rudzikajte, L.S.
1988-01-01
The general method to obtain the explicit expressions for sums of the matrix elements of Hamiltonian and transition operators has been extended. It can be used for determining the main characteristics of atomic spectra, such as the mean energy, the variance, the asymmetry coefficient, etc., as well as for the average quantities which describe the configuration mixing. By mean of this method the formula for the variance of the emission spectrum has been derived. It has been shown that this quantity of the emission spectrum can be expressed by the variances of the energy spectra of the initial and final configurations and by additional terms, caused by the distribution of the intensity in spectrum
Quadrature formulas for Fourier coefficients
Bojanov, Borislav; Petrova, Guergana
2009-01-01
We consider quadrature formulas of high degree of precision for the computation of the Fourier coefficients in expansions of functions with respect to a system of orthogonal polynomials. In particular, we show the uniqueness of a multiple node
Diffusion coefficient for anomalous transport
International Nuclear Information System (INIS)
1986-01-01
A report on the progress towards the goal of estimating the diffusion coefficient for anomalous transport is given. The gyrokinetic theory is used to identify different time and length scale inherent to the characteristics of plasmas which exhibit anomalous transport
Fuel Temperature Coefficient of Reactivity
Energy Technology Data Exchange (ETDEWEB)
Loewe, W.E.
2001-07-31
A method for measuring the fuel temperature coefficient of reactivity in a heterogeneous nuclear reactor is presented. The method, which is used during normal operation, requires that calibrated control rods be oscillated in a special way at a high reactor power level. The value of the fuel temperature coefficient of reactivity is found from the measured flux responses to these oscillations. Application of the method in a Savannah River reactor charged with natural uranium is discussed.
Properties of Traffic Risk Coefficient
Tang, Tie-Qiao; Huang, Hai-Jun; Shang, Hua-Yan; Xue, Yu
2009-10-01
We use the model with the consideration of the traffic interruption probability (Physica A 387(2008)6845) to study the relationship between the traffic risk coefficient and the traffic interruption probability. The analytical and numerical results show that the traffic interruption probability will reduce the traffic risk coefficient and that the reduction is related to the density, which shows that this model can improve traffic security.
Comparison of variance estimators for metaanalysis of instrumental variable estimates
Schmidt, A. F.; Hingorani, A. D.; Jefferis, B. J.; White, J.; Groenwold, R. H H; Dudbridge, F.; Ben-Shlomo, Y.; Chaturvedi, N.; Engmann, J.; Hughes, A.; Humphries, S.; Hypponen, E.; Kivimaki, M.; Kuh, D.; Kumari, M.; Menon, U.; Morris, R.; Power, C.; Price, J.; Wannamethee, G.; Whincup, P.
2016-01-01
Background: Mendelian randomization studies perform instrumental variable (IV) analysis using genetic IVs. Results of individual Mendelian randomization studies can be pooled through meta-analysis. We explored how different variance estimators influence the meta-analysed IV estimate. Methods: Two
Capturing Option Anomalies with a Variance-Dependent Pricing Kernel
DEFF Research Database (Denmark)
Christoffersen, Peter; Heston, Steven; Jacobs, Kris
2013-01-01
We develop a GARCH option model with a new pricing kernel allowing for a variance premium. While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is nonmonotonic. A negative variance premium makes it U shaped. We present new semiparametric...... evidence to confirm this U-shaped relationship between the risk-neutral and physical probability densities. The new pricing kernel substantially improves our ability to reconcile the time-series properties of stock returns with the cross-section of option prices. It provides a unified explanation...... for the implied volatility puzzle, the overreaction of long-term options to changes in short-term variance, and the fat tails of the risk-neutral return distribution relative to the physical distribution....
Phenotypic variance explained by local ancestry in admixed African Americans.
Shriner, Daniel; Bentley, Amy R; Doumatey, Ayo P; Chen, Guanjie; Zhou, Jie; Adeyemo, Adebowale; Rotimi, Charles N
2015-01-01
We surveyed 26 quantitative traits and disease outcomes to understand the proportion of phenotypic variance explained by local ancestry in admixed African Americans. After inferring local ancestry as the number of African-ancestry chromosomes at hundreds of thousands of genotyped loci across all autosomes, we used a linear mixed effects model to estimate the variance explained by local ancestry in two large independent samples of unrelated African Americans. We found that local ancestry at major and polygenic effect genes can explain up to 20 and 8% of phenotypic variance, respectively. These findings provide evidence that most but not all additive genetic variance is explained by genetic markers undifferentiated by ancestry. These results also inform the proportion of health disparities due to genetic risk factors and the magnitude of error in association studies not controlling for local ancestry.
Allowable variance set on left ventricular function parameter
International Nuclear Information System (INIS)
Zhou Li'na; Qi Zhongzhi; Zeng Yu; Ou Xiaohong; Li Lin
2010-01-01
Purpose: To evaluate the influence of allowable Variance settings on left ventricular function parameter of the arrhythmia patients during gated myocardial perfusion imaging. Method: 42 patients with evident arrhythmia underwent myocardial perfusion SPECT, 3 different allowable variance with 20%, 60%, 100% would be set before acquisition for every patients,and they will be acquired simultaneously. After reconstruction by Astonish, end-diastole volume(EDV) and end-systolic volume (ESV) and left ventricular ejection fraction (LVEF) would be computed with Quantitative Gated SPECT(QGS). Using SPSS software EDV, ESV, EF values of analysis of variance. Result: there is no statistical difference between three groups. Conclusion: arrhythmia patients undergo Gated myocardial perfusion imaging, Allowable Variance settings on EDV, ESV, EF value does not have a statistical meaning. (authors)
Host nutrition alters the variance in parasite transmission potential.
Vale, Pedro F; Choisy, Marc; Little, Tom J
2013-04-23
The environmental conditions experienced by hosts are known to affect their mean parasite transmission potential. How different conditions may affect the variance of transmission potential has received less attention, but is an important question for disease management, especially if specific ecological contexts are more likely to foster a few extremely infectious hosts. Using the obligate-killing bacterium Pasteuria ramosa and its crustacean host Daphnia magna, we analysed how host nutrition affected the variance of individual parasite loads, and, therefore, transmission potential. Under low food, individual parasite loads showed similar mean and variance, following a Poisson distribution. By contrast, among well-nourished hosts, parasite loads were right-skewed and overdispersed, following a negative binomial distribution. Abundant food may, therefore, yield individuals causing potentially more transmission than the population average. Measuring both the mean and variance of individual parasite loads in controlled experimental infections may offer a useful way of revealing risk factors for potential highly infectious hosts.
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
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.
Heritability, variance components and genetic advance of some ...
African Journals Online (AJOL)
Heritability, variance components and genetic advance of some yield and yield related traits in Ethiopian ... African Journal of Biotechnology ... randomized complete block design at Adet Agricultural Research Station in 2008 cropping season.
Variance Function Partially Linear Single-Index Models1.
Lian, Heng; Liang, Hua; Carroll, Raymond J
2015-01-01
We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.
Variance estimation in the analysis of microarray data
Wang, Yuedong; Ma, Yanyuan; Carroll, Raymond J.
2009-01-01
Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing
Röring, Johan
2017-01-01
Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...
ASYMMETRY OF MARKET RETURNS AND THE MEAN VARIANCE FRONTIER
SENGUPTA, Jati K.; PARK, Hyung S.
1994-01-01
The hypothesis that the skewness and asymmetry have no significant impact on the mean variance frontier is found to be strongly violated by monthly U.S. data over the period January 1965 through December 1974. This result raises serious doubts whether the common market portifolios such as SP 500, value weighted and equal weighted returns can serve as suitable proxies for meanvariance efficient portfolios in the CAPM framework. A new test for assessing the impact of skewness on the variance fr...
Towards the ultimate variance-conserving convection scheme
International Nuclear Information System (INIS)
Os, J.J.A.M. van; Uittenbogaard, R.E.
2004-01-01
In the past various arguments have been used for applying kinetic energy-conserving advection schemes in numerical simulations of incompressible fluid flows. One argument is obeying the programmed dissipation by viscous stresses or by sub-grid stresses in Direct Numerical Simulation and Large Eddy Simulation, see e.g. [Phys. Fluids A 3 (7) (1991) 1766]. Another argument is that, according to e.g. [J. Comput. Phys. 6 (1970) 392; 1 (1966) 119], energy-conserving convection schemes are more stable i.e. by prohibiting a spurious blow-up of volume-integrated energy in a closed volume without external energy sources. In the above-mentioned references it is stated that nonlinear instability is due to spatial truncation rather than to time truncation and therefore these papers are mainly concerned with the spatial integration. In this paper we demonstrate that discretized temporal integration of a spatially variance-conserving convection scheme can induce non-energy conserving solutions. In this paper the conservation of the variance of a scalar property is taken as a simple model for the conservation of kinetic energy. In addition, the derivation and testing of a variance-conserving scheme allows for a clear definition of kinetic energy-conserving advection schemes for solving the Navier-Stokes equations. Consequently, we first derive and test a strictly variance-conserving space-time discretization for the convection term in the convection-diffusion equation. Our starting point is the variance-conserving spatial discretization of the convection operator presented by Piacsek and Williams [J. Comput. Phys. 6 (1970) 392]. In terms of its conservation properties, our variance-conserving scheme is compared to other spatially variance-conserving schemes as well as with the non-variance-conserving schemes applied in our shallow-water solver, see e.g. [Direct and Large-eddy Simulation Workshop IV, ERCOFTAC Series, Kluwer Academic Publishers, 2001, pp. 409-287
Problems of variance reduction in the simulation of random variables
International Nuclear Information System (INIS)
Lessi, O.
1987-01-01
The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced
Cumulative prospect theory and mean variance analysis. A rigorous comparison
Hens, Thorsten; Mayer, Janos
2012-01-01
We compare asset allocations derived for cumulative prospect theory(CPT) based on two different methods: Maximizing CPT along the mean–variance efficient frontier and maximizing it without that restriction. We find that with normally distributed returns the difference is negligible. However, using standard asset allocation data of pension funds the difference is considerable. Moreover, with derivatives like call options the restriction to the mean-variance efficient frontier results in a siza...
Global Variance Risk Premium and Forex Return Predictability
Aloosh, Arash
2014-01-01
In a long-run risk model with stochastic volatility and frictionless markets, I express expected forex returns as a function of consumption growth variances and stock variance risk premiums (VRPs)—the difference between the risk-neutral and statistical expectations of market return variation. This provides a motivation for using the forward-looking information available in stock market volatility indices to predict forex returns. Empirically, I find that stock VRPs predict forex returns at a ...
Global Gravity Wave Variances from Aura MLS: Characteristics and Interpretation
2008-12-01
slight longitudinal variations, with secondary high- latitude peaks occurring over Greenland and Europe . As the QBO changes to the westerly phase, the...equatorial GW temperature variances from suborbital data (e.g., Eck- ermann et al. 1995). The extratropical wave variances are generally larger in the...emanating from tropopause altitudes, presumably radiated from tropospheric jet stream in- stabilities associated with baroclinic storm systems that
Temperature variance study in Monte-Carlo photon transport theory
International Nuclear Information System (INIS)
Giorla, J.
1985-10-01
We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case [fr
Mean-Variance Optimization in Markov Decision Processes
Mannor, Shie; Tsitsiklis, John N.
2011-01-01
We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomized or history-based policies can improve performance. We prove that the complexity of computing a policy that maximizes the mean reward under a variance constraint is NP-hard for some cases, and strongly NP-hard for others. We finally offer pseudo-polynomial exact and approximation algorithms.
The asymptotic variance of departures in critically loaded queues
Al Hanbali, Ahmad; Mandjes, M.R.H.; Nazarathy, Y.; Whitt, W.
2011-01-01
We consider the asymptotic variance of the departure counting process D(t) of the GI/G/1 queue; D(t) denotes the number of departures up to time t. We focus on the case where the system load ϱ equals 1, and prove that the asymptotic variance rate satisfies limt→∞varD(t) / t = λ(1 - 2 / π)(ca2 +
Clustering Coefficients for Correlation Networks.
Masuda, Naoki; Sakaki, Michiko; Ezaki, Takahiro; Watanabe, Takamitsu
2018-01-01
Graph theory is a useful tool for deciphering structural and functional networks of the brain on various spatial and temporal scales. The clustering coefficient quantifies the abundance of connected triangles in a network and is a major descriptive statistics of networks. For example, it finds an application in the assessment of small-worldness of brain networks, which is affected by attentional and cognitive conditions, age, psychiatric disorders and so forth. However, it remains unclear how the clustering coefficient should be measured in a correlation-based network, which is among major representations of brain networks. In the present article, we propose clustering coefficients tailored to correlation matrices. The key idea is to use three-way partial correlation or partial mutual information to measure the strength of the association between the two neighboring nodes of a focal node relative to the amount of pseudo-correlation expected from indirect paths between the nodes. Our method avoids the difficulties of previous applications of clustering coefficient (and other) measures in defining correlational networks, i.e., thresholding on the correlation value, discarding of negative correlation values, the pseudo-correlation problem and full partial correlation matrices whose estimation is computationally difficult. For proof of concept, we apply the proposed clustering coefficient measures to functional magnetic resonance imaging data obtained from healthy participants of various ages and compare them with conventional clustering coefficients. We show that the clustering coefficients decline with the age. The proposed clustering coefficients are more strongly correlated with age than the conventional ones are. We also show that the local variants of the proposed clustering coefficients (i.e., abundance of triangles around a focal node) are useful in characterizing individual nodes. In contrast, the conventional local clustering coefficients were strongly
Clustering Coefficients for Correlation Networks
Directory of Open Access Journals (Sweden)
Naoki Masuda
2018-03-01
Full Text Available Graph theory is a useful tool for deciphering structural and functional networks of the brain on various spatial and temporal scales. The clustering coefficient quantifies the abundance of connected triangles in a network and is a major descriptive statistics of networks. For example, it finds an application in the assessment of small-worldness of brain networks, which is affected by attentional and cognitive conditions, age, psychiatric disorders and so forth. However, it remains unclear how the clustering coefficient should be measured in a correlation-based network, which is among major representations of brain networks. In the present article, we propose clustering coefficients tailored to correlation matrices. The key idea is to use three-way partial correlation or partial mutual information to measure the strength of the association between the two neighboring nodes of a focal node relative to the amount of pseudo-correlation expected from indirect paths between the nodes. Our method avoids the difficulties of previous applications of clustering coefficient (and other measures in defining correlational networks, i.e., thresholding on the correlation value, discarding of negative correlation values, the pseudo-correlation problem and full partial correlation matrices whose estimation is computationally difficult. For proof of concept, we apply the proposed clustering coefficient measures to functional magnetic resonance imaging data obtained from healthy participants of various ages and compare them with conventional clustering coefficients. We show that the clustering coefficients decline with the age. The proposed clustering coefficients are more strongly correlated with age than the conventional ones are. We also show that the local variants of the proposed clustering coefficients (i.e., abundance of triangles around a focal node are useful in characterizing individual nodes. In contrast, the conventional local clustering coefficients
Clustering Coefficients for Correlation Networks
Masuda, Naoki; Sakaki, Michiko; Ezaki, Takahiro; Watanabe, Takamitsu
2018-01-01
Graph theory is a useful tool for deciphering structural and functional networks of the brain on various spatial and temporal scales. The clustering coefficient quantifies the abundance of connected triangles in a network and is a major descriptive statistics of networks. For example, it finds an application in the assessment of small-worldness of brain networks, which is affected by attentional and cognitive conditions, age, psychiatric disorders and so forth. However, it remains unclear how the clustering coefficient should be measured in a correlation-based network, which is among major representations of brain networks. In the present article, we propose clustering coefficients tailored to correlation matrices. The key idea is to use three-way partial correlation or partial mutual information to measure the strength of the association between the two neighboring nodes of a focal node relative to the amount of pseudo-correlation expected from indirect paths between the nodes. Our method avoids the difficulties of previous applications of clustering coefficient (and other) measures in defining correlational networks, i.e., thresholding on the correlation value, discarding of negative correlation values, the pseudo-correlation problem and full partial correlation matrices whose estimation is computationally difficult. For proof of concept, we apply the proposed clustering coefficient measures to functional magnetic resonance imaging data obtained from healthy participants of various ages and compare them with conventional clustering coefficients. We show that the clustering coefficients decline with the age. The proposed clustering coefficients are more strongly correlated with age than the conventional ones are. We also show that the local variants of the proposed clustering coefficients (i.e., abundance of triangles around a focal node) are useful in characterizing individual nodes. In contrast, the conventional local clustering coefficients were strongly
Least squares estimation in a simple random coefficient autoregressive model
DEFF Research Database (Denmark)
Johansen, S; Lange, T
2013-01-01
The question we discuss is whether a simple random coefficient autoregressive model with infinite variance can create the long swings, or persistence, which are observed in many macroeconomic variables. The model is defined by yt=stρyt−1+εt,t=1,…,n, where st is an i.i.d. binary variable with p...... we prove the curious result that View the MathML source. The proof applies the notion of a tail index of sums of positive random variables with infinite variance to find the order of magnitude of View the MathML source and View the MathML source and hence the limit of View the MathML source...
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
Why risk is not variance: an expository note.
Cox, Louis Anthony Tony
2008-08-01
Variance (or standard deviation) of return is widely used as a measure of risk in financial investment risk analysis applications, where mean-variance analysis is applied to calculate efficient frontiers and undominated portfolios. Why, then, do health, safety, and environmental (HS&E) and reliability engineering risk analysts insist on defining risk more flexibly, as being determined by probabilities and consequences, rather than simply by variances? This note suggests an answer by providing a simple proof that mean-variance decision making violates the principle that a rational decisionmaker should prefer higher to lower probabilities of receiving a fixed gain, all else being equal. Indeed, simply hypothesizing a continuous increasing indifference curve for mean-variance combinations at the origin is enough to imply that a decisionmaker must find unacceptable some prospects that offer a positive probability of gain and zero probability of loss. Unlike some previous analyses of limitations of variance as a risk metric, this expository note uses only simple mathematics and does not require the additional framework of von Neumann Morgenstern utility theory.
Approximate zero-variance Monte Carlo estimation of Markovian unreliability
International Nuclear Information System (INIS)
Delcoux, J.L.; Labeau, P.E.; Devooght, J.
1997-01-01
Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)
A versatile omnibus test for detecting mean and variance heterogeneity.
Cao, Ying; Wei, Peng; Bailey, Matthew; Kauwe, John S K; Maxwell, Taylor J
2014-01-01
Recent research has revealed loci that display variance heterogeneity through various means such as biological disruption, linkage disequilibrium (LD), gene-by-gene (G × G), or gene-by-environment interaction. We propose a versatile likelihood ratio test that allows joint testing for mean and variance heterogeneity (LRT(MV)) or either effect alone (LRT(M) or LRT(V)) in the presence of covariates. Using extensive simulations for our method and others, we found that all parametric tests were sensitive to nonnormality regardless of any trait transformations. Coupling our test with the parametric bootstrap solves this issue. Using simulations and empirical data from a known mean-only functional variant, we demonstrate how LD can produce variance-heterogeneity loci (vQTL) in a predictable fashion based on differential allele frequencies, high D', and relatively low r² values. We propose that a joint test for mean and variance heterogeneity is more powerful than a variance-only test for detecting vQTL. This takes advantage of loci that also have mean effects without sacrificing much power to detect variance only effects. We discuss using vQTL as an approach to detect G × G interactions and also how vQTL are related to relationship loci, and how both can create prior hypothesis for each other and reveal the relationships between traits and possibly between components of a composite trait.
Variance-based sensitivity indices for models with dependent inputs
International Nuclear Information System (INIS)
Mara, Thierry A.; Tarantola, Stefano
2012-01-01
Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and a univocal set of variance-based sensitivity indices is defined. In the present work, we propose a set of variance-based sensitivity indices to perform sensitivity analysis of models with dependent inputs. These measures allow us to distinguish between the mutual dependent contribution and the independent contribution of an input to the model response variance. Their definition relies on a specific orthogonalisation of the inputs and ANOVA-representations of the model output. In the applications, we show the interest of the new sensitivity indices for model simplification setting. - Highlights: ► Uncertainty and sensitivity analyses are of great help in engineering. ► Several methods exist to perform variance-based sensitivity analysis of model output with independent inputs. ► We define a set of variance-based sensitivity indices for models with dependent inputs. ► Inputs mutual contributions are distinguished from their independent contributions. ► Analytical and computational tests are performed and discussed.
Variance and covariance calculations for nuclear materials accounting using 'MAVARIC'
International Nuclear Information System (INIS)
Nasseri, K.K.
1987-01-01
Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined
Converting Sabine absorption coefficients to random incidence absorption coefficients
DEFF Research Database (Denmark)
Jeong, Cheol-Ho
2013-01-01
are suggested: An optimization method for the surface impedances for locally reacting absorbers, the flow resistivity for extendedly reacting absorbers, and the flow resistance for fabrics. With four porous type absorbers, the conversion methods are validated. For absorbers backed by a rigid wall, the surface...... coefficients to random incidence absorption coefficients are proposed. The overestimations of the Sabine absorption coefficient are investigated theoretically based on Miki's model for porous absorbers backed by a rigid wall or an air cavity, resulting in conversion factors. Additionally, three optimizations...... impedance optimization produces the best results, while the flow resistivity optimization also yields reasonable results. The flow resistivity and flow resistance optimization for extendedly reacting absorbers are also found to be successful. However, the theoretical conversion factors based on Miki's model...
Use of variance techniques to measure dry air-surface exchange rates
Wesely, M. L.
1988-07-01
The variances of fluctuations of scalar quantities can be measured and interpreted to yield indirect estimates of their vertical fluxes in the atmospheric surface layer. Strong correlations among scalar fluctuations indicate a similarity of transfer mechanisms, which is utilized in some of the variance techniques. The ratios of the standard deviations of two scalar quantities, for example, can be used to estimate the flux of one if the flux of the other is measured, without knowledge of atmospheric stability. This is akin to a modified Bowen ratio approach. Other methods such as the normalized standard-deviation technique and the correlation-coefficient technique can be utilized effectively if atmospheric stability is evaluated and certain semi-empirical functions are known. In these cases, iterative calculations involving measured variances of fluctuations of temperature and vertical wind velocity can be used in place of direct flux measurements. For a chemical sensor whose output is contaminated by non-atmospheric noise, covariances with fluctuations of scalar quantities measured with a very good signal-to-noise ratio can be used to extract the needed standard deviation. Field measurements have shown that many of these approaches are successful for gases such as ozone and sulfur dioxide, as well as for temperature and water vapor, and could be extended to other trace substances. In humid areas, it appears that water vapor fluctuations often have a higher degree of correlation to fluctuations of other trace gases than do temperature fluctuations; this makes water vapor a more reliable companion or “reference” scalar. These techniques provide some reliable research approaches but, for routine or operational measurement, they are limited by the need for fast-response sensors. Also, all variance approaches require some independent means to estimate the direction of the flux.
Power coefficient anomaly in JOYO
Energy Technology Data Exchange (ETDEWEB)
Yamamoto, H
1980-12-15
Operation of the JOYO experimental fast reactor with the MK-I core has been divided into two phases: (1) 50 MWt power ascension and operation; and (2) 75 MWt power ascension and operation. The 50 MWt power-up tests were conducted in August 1978. In these tests, the measured reactivity loss due to power increases from 15 MWt to 50 MWt was 0.28% ..delta.. K/K, and agreed well with the predicted value of 0.27% ..delta.. K/K. The 75 MWt power ascension tests were conducted in July-August 1979. In the process of the first power increase above 50 MWt to 65 MWt conducted on July 11, 1979, an anomalously large negative power coefficient was observed. The value was about twice the power coefficient values measured in the tests below 50 MW. In order to reproduce the anomaly, the reactor power was decreased and again increased up to the maximum power of 65 MWt. However, the large negative power coefficient was not observed at this time. In the succeeding power increase from 65 MWt to 75 MWt, a similar anomalous power coefficient was again observed. This anomaly disappeared in the subsequent power ascensions to 75 MWt, and the magnitude of the power coefficient gradually decreased with power cycles above the 50 MWt level.
Directory of Open Access Journals (Sweden)
Qieni Lu
2015-08-01
Full Text Available We measure temperature dependence on Kerr coefficient and quadratic polarized optical coefficient of a paraelectric Mn:Fe:KTN crystal simultaneously in this work, based on digital holographic interferometry (DHI. And the spatial distribution of the field-induced refractive index change can also be visualized and estimated by numerically retrieving sequential phase maps of Mn:Fe:KTN crystal from recording digital holograms in different states. The refractive indices decrease with increasing temperature and quadratic polarized optical coefficient is insensitive to temperature. The experimental results suggest that the DHI method presented here is highly applicable in both visualizing the temporal and spatial behavior of the internal electric field and accurately measuring electro-optic coefficient for electrooptical media.
Methodology update for determination of the erosion coefficient(Z
Directory of Open Access Journals (Sweden)
Tošić Radislav
2012-01-01
Full Text Available The research and mapping the intensity of mechanical water erosion that have begun with the empirical methodology of S. Gavrilović during the mid-twentieth century last, by various intensity, until the present time. A many decades work on the research of these issues pointed to some shortcomings of the existing methodology, and thus the need for its innovation. In this sense, R. Lazarević made certain adjustments of the empirical methodology of S. Gavrilović by changing the tables for determination of the coefficients Φ, X and Y, that is, the tables for determining the mean erosion coefficient (Z. The main objective of this paper is to update the existing methodology for determining the erosion coefficient (Z with the empirical methodology of S. Gavrilović and amendments made by R. Lazarević (1985, but also with better adjustments to the information technologies and the needs of modern society. The proposed procedure, that is, the model to determine the erosion coefficient (Z in this paper is the result of ten years of scientific research and project work in mapping the intensity of mechanical water erosion and its modeling using various models of erosion in the Republic of Srpska and Serbia. By analyzing the correlation of results obtained by regression models and results obtained during the mapping of erosion on the territory of the Republic of Srpska, a high degree of correlation (R² = 0.9963 was established, which is essentially a good assessment of the proposed models.
Analysis of internal conversion coefficients
International Nuclear Information System (INIS)
Coursol, N.; Gorozhankin, V.M.; Yakushev, E.A.; Briancon, C.; Vylov, Ts.
2000-01-01
An extensive database has been assembled that contains the three most widely used sets of calculated internal conversion coefficients (ICC): [Hager R.S., Seltzer E.C., 1968. Internal conversion tables. K-, L-, M-shell Conversion coefficients for Z=30 to Z=103, Nucl. Data Tables A4, 1-237; Band I.M., Trzhaskovskaya M.B., 1978. Tables of gamma-ray internal conversion coefficients for the K-, L- and M-shells, 10≤Z≤104, Special Report of Leningrad Nuclear Physics Institute; Roesel F., Fries H.M., Alder K., Pauli H.C., 1978. Internal conversion coefficients for all atomic shells, At. Data Nucl. Data Tables 21, 91-289] and also includes new Dirac-Fock calculations [Band I.M. and Trzhaskovskaya M.B., 1993. Internal conversion coefficients for low-energy nuclear transitions, At. Data Nucl. Data Tables 55, 43-61]. This database is linked to a computer program to plot ICCs and their combinations (sums and ratios) as a function of Z and energy, as well as relative deviations of ICC or their combinations for any pair of tabulated data. Examples of these analyses are presented for the K-shell and total ICCs of the gamma-ray standards [Hansen H.H., 1985. Evaluation of K-shell and total internal conversion coefficients for some selected nuclear transitions, Eur. Appl. Res. Rept. Nucl. Sci. Tech. 11.6 (4) 777-816] and for the K-shell and total ICCs of high multipolarity transitions (total, K-, L-, M-shells of E3 and M3 and K-shell of M4). Experimental data sets are also compared with the theoretical values of these specific calculations
Lehermeier, Christina; Teyssèdre, Simon; Schön, Chris-Carolin
2017-12-01
A crucial step in plant breeding is the selection and combination of parents to form new crosses. Genome-based prediction guides the selection of high-performing parental lines in many crop breeding programs which ensures a high mean performance of progeny. To warrant maximum selection progress, a new cross should also provide a large progeny variance. The usefulness concept as measure of the gain that can be obtained from a specific cross accounts for variation in progeny variance. Here, it is shown that genetic gain can be considerably increased when crosses are selected based on their genomic usefulness criterion compared to selection based on mean genomic estimated breeding values. An efficient and improved method to predict the genetic variance of a cross based on Markov chain Monte Carlo samples of marker effects from a whole-genome regression model is suggested. In simulations representing selection procedures in crop breeding programs, the performance of this novel approach is compared with existing methods, like selection based on mean genomic estimated breeding values and optimal haploid values. In all cases, higher genetic gain was obtained compared with previously suggested methods. When 1% of progenies per cross were selected, the genetic gain based on the estimated usefulness criterion increased by 0.14 genetic standard deviation compared to a selection based on mean genomic estimated breeding values. Analytical derivations of the progeny genotypic variance-covariance matrix based on parental genotypes and genetic map information make simulations of progeny dispensable, and allow fast implementation in large-scale breeding programs. Copyright © 2017 by the Genetics Society of America.
Penerapan Model Multivariat Analisis of Variance dalam Mengukur Persepsi Destinasi Wisata
Directory of Open Access Journals (Sweden)
Robert Tang Herman
2012-05-01
Full Text Available The purpose of this research is to provide conceptual and infrastructure tools for Dinas Pariwisata DKI Jakarta to improve their capabilities for evaluating business performance based on market responsiveness. Capturing market responsiveness is the initial research to make industry mapping. Research steps started with secondary research to build data classification system. The second is primary research by collecting the data from market research. Data sources for secondary data were collected from Dinas Pariwisata DKI, while the primary data were collected from survey method using quetionaires addressed to the whole market. Then, analyze the data colleted with multivariate analysis of variance to develop the mapping. The result of cluster analysis distinguishes the potential market based on their responses to the industry classification, make the classification system, find the gaps and how important are they, and the another issue related to the role of the mapping system. So, this mapping system will help Dinas Pariwisata DKI to improve capabilities and the business performance based on the market responsiveness and, which is the potential market for each specific classification, know what their needs, wants and demand from that classification. This research contribution can be used to give the recommendation to Dinas Pariwisata DKI to deliver what market needs and wants to all the tourism place based on this classification resulting, to develop the market growth estimation; and for the long term is to improve the economic and market growth.
Genetic Variance in Homophobia: Evidence from Self- and Peer Reports.
Zapko-Willmes, Alexandra; Kandler, Christian
2018-01-01
The present twin study combined self- and peer assessments of twins' general homophobia targeting gay men in order to replicate previous behavior genetic findings across different rater perspectives and to disentangle self-rater-specific variance from common variance in self- and peer-reported homophobia (i.e., rater-consistent variance). We hypothesized rater-consistent variance in homophobia to be attributable to genetic and nonshared environmental effects, and self-rater-specific variance to be partially accounted for by genetic influences. A sample of 869 twins and 1329 peer raters completed a seven item scale containing cognitive, affective, and discriminatory homophobic tendencies. After correction for age and sex differences, we found most of the genetic contributions (62%) and significant nonshared environmental contributions (16%) to individual differences in self-reports on homophobia to be also reflected in peer-reported homophobia. A significant genetic component, however, was self-report-specific (38%), suggesting that self-assessments alone produce inflated heritability estimates to some degree. Different explanations are discussed.
How does variance in fertility change over the demographic transition?
Hruschka, Daniel J; Burger, Oskar
2016-04-19
Most work on the human fertility transition has focused on declines in mean fertility. However, understanding changes in the variance of reproductive outcomes can be equally important for evolutionary questions about the heritability of fertility, individual determinants of fertility and changing patterns of reproductive skew. Here, we document how variance in completed fertility among women (45-49 years) differs across 200 surveys in 72 low- to middle-income countries where fertility transitions are currently in progress at various stages. Nearly all (91%) of samples exhibit variance consistent with a Poisson process of fertility, which places systematic, and often severe, theoretical upper bounds on the proportion of variance that can be attributed to individual differences. In contrast to the pattern of total variance, these upper bounds increase from high- to mid-fertility samples, then decline again as samples move from mid to low fertility. Notably, the lowest fertility samples often deviate from a Poisson process. This suggests that as populations move to low fertility their reproduction shifts from a rate-based process to a focus on an ideal number of children. We discuss the implications of these findings for predicting completed fertility from individual-level variables. © 2016 The Author(s).
Emery, C. M.; Biancamaria, S.; Boone, A. A.; Ricci, S. M.; Garambois, P. A.; Decharme, B.; Rochoux, M. C.
2015-12-01
Land Surface Models (LSM) coupled with River Routing schemes (RRM), are used in Global Climate Models (GCM) to simulate the continental part of the water cycle. They are key component of GCM as they provide boundary conditions to atmospheric and oceanic models. However, at global scale, errors arise mainly from simplified physics, atmospheric forcing, and input parameters. More particularly, those used in RRM, such as river width, depth and friction coefficients, are difficult to calibrate and are mostly derived from geomorphologic relationships, which may not always be realistic. In situ measurements are then used to calibrate these relationships and validate the model, but global in situ data are very sparse. Additionally, due to the lack of existing global river geomorphology database and accurate forcing, models are run at coarse resolution. This is typically the case of the ISBA-TRIP model used in this study.A complementary alternative to in-situ data are satellite observations. In this regard, the Surface Water and Ocean Topography (SWOT) satellite mission, jointly developed by NASA/CNES/CSA/UKSA and scheduled for launch around 2020, should be very valuable to calibrate RRM parameters. It will provide maps of water surface elevation for rivers wider than 100 meters over continental surfaces in between 78°S and 78°N and also direct observation of river geomorphological parameters such as width ans slope.Yet, before assimilating such kind of data, it is needed to analyze RRM temporal sensitivity to time-constant parameters. This study presents such analysis over large river basins for the TRIP RRM. Model output uncertainty, represented by unconditional variance, is decomposed into ordered contribution from each parameter. Doing a time-dependent analysis allows then to identify to which parameters modeled water level and discharge are the most sensitive along a hydrological year. The results show that local parameters directly impact water levels, while
Comparing confidence intervals for Goodman and Kruskal’s gamma coefficient
van der Ark, L.A.; van Aert, R.C.M.
2015-01-01
This study was motivated by the question which type of confidence interval (CI) one should use to summarize sample variance of Goodman and Kruskal's coefficient gamma. In a Monte-Carlo study, we investigated the coverage and computation time of the Goodman–Kruskal CI, the Cliff-consistent CI, the
Irrational "Coefficients" in Renaissance Algebra.
Oaks, Jeffrey A
2017-06-01
Argument From the time of al-Khwārizmī in the ninth century to the beginning of the sixteenth century algebraists did not allow irrational numbers to serve as coefficients. To multiply by x, for instance, the result was expressed as the rhetorical equivalent of . The reason for this practice has to do with the premodern concept of a monomial. The coefficient, or "number," of a term was thought of as how many of that term are present, and not as the scalar multiple that we work with today. Then, in sixteenth-century Europe, a few algebraists began to allow for irrational coefficients in their notation. Christoff Rudolff (1525) was the first to admit them in special cases, and subsequently they appear more liberally in Cardano (1539), Scheubel (1550), Bombelli (1572), and others, though most algebraists continued to ban them. We survey this development by examining the texts that show irrational coefficients and those that argue against them. We show that the debate took place entirely in the conceptual context of premodern, "cossic" algebra, and persisted in the sixteenth century independent of the development of the new algebra of Viète, Decartes, and Fermat. This was a formal innovation violating prevailing concepts that we propose could only be introduced because of the growing autonomy of notation from rhetorical text.
Integer Solutions of Binomial Coefficients
Gilbertson, Nicholas J.
2016-01-01
A good formula is like a good story, rich in description, powerful in communication, and eye-opening to readers. The formula presented in this article for determining the coefficients of the binomial expansion of (x + y)n is one such "good read." The beauty of this formula is in its simplicity--both describing a quantitative situation…
Impact of Damping Uncertainty on SEA Model Response Variance
Schiller, Noah; Cabell, Randolph; Grosveld, Ferdinand
2010-01-01
Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.
Genetic and environmental variance in content dimensions of the MMPI.
Rose, R J
1988-08-01
To evaluate genetic and environmental variance in the Minnesota Multiphasic Personality Inventory (MMPI), I studied nine factor scales identified in the first item factor analysis of normal adult MMPIs in a sample of 820 adolescent and young adult co-twins. Conventional twin comparisons documented heritable variance in six of the nine MMPI factors (Neuroticism, Psychoticism, Extraversion, Somatic Complaints, Inadequacy, and Cynicism), whereas significant influence from shared environmental experience was found for four factors (Masculinity versus Femininity, Extraversion, Religious Orthodoxy, and Intellectual Interests). Genetic variance in the nine factors was more evident in results from twin sisters than those of twin brothers, and a developmental-genetic analysis, using hierarchical multiple regressions of double-entry matrixes of the twins' raw data, revealed that in four MMPI factor scales, genetic effects were significantly modulated by age or gender or their interaction during the developmental period from early adolescence to early adulthood.
A new variance stabilizing transformation for gene expression data analysis.
Kelmansky, Diana M; Martínez, Elena J; Leiva, Víctor
2013-12-01
In this paper, we introduce a new family of power transformations, which has the generalized logarithm as one of its members, in the same manner as the usual logarithm belongs to the family of Box-Cox power transformations. Although the new family has been developed for analyzing gene expression data, it allows a wider scope of mean-variance related data to be reached. We study the analytical properties of the new family of transformations, as well as the mean-variance relationships that are stabilized by using its members. We propose a methodology based on this new family, which includes a simple strategy for selecting the family member adequate for a data set. We evaluate the finite sample behavior of different classical and robust estimators based on this strategy by Monte Carlo simulations. We analyze real genomic data by using the proposed transformation to empirically show how the new methodology allows the variance of these data to be stabilized.
Pricing perpetual American options under multiscale stochastic elasticity of variance
International Nuclear Information System (INIS)
Yoon, Ji-Hun
2015-01-01
Highlights: • We study the effects of the stochastic elasticity of variance on perpetual American option. • Our SEV model consists of a fast mean-reverting factor and a slow mean-revering factor. • A slow scale factor has a very significant impact on the option price. • We analyze option price structures through the market prices of elasticity risk. - Abstract: This paper studies pricing the perpetual American options under a constant elasticity of variance type of underlying asset price model where the constant elasticity is replaced by a fast mean-reverting Ornstein–Ulenbeck process and a slowly varying diffusion process. By using a multiscale asymptotic analysis, we find the impact of the stochastic elasticity of variance on the option prices and the optimal exercise prices with respect to model parameters. Our results enhance the existing option price structures in view of flexibility and applicability through the market prices of elasticity risk
Monte Carlo variance reduction approaches for non-Boltzmann tallies
International Nuclear Information System (INIS)
Booth, T.E.
1992-12-01
Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed
Regional income inequality model based on theil index decomposition and weighted variance coeficient
Sitepu, H. R.; Darnius, O.; Tambunan, W. N.
2018-03-01
Regional income inequality is an important issue in the study on economic development of a certain region. Rapid economic development may not in accordance with people’s per capita income. The method of measuring the regional income inequality has been suggested by many experts. This research used Theil index and weighted variance coefficient in order to measure the regional income inequality. Regional income decomposition which becomes the productivity of work force and their participation in regional income inequality, based on Theil index, can be presented in linear relation. When the economic assumption in j sector, sectoral income value, and the rate of work force are used, the work force productivity imbalance can be decomposed to become the component in sectors and in intra-sectors. Next, weighted variation coefficient is defined in the revenue and productivity of the work force. From the quadrate of the weighted variation coefficient result, it was found that decomposition of regional revenue imbalance could be analyzed by finding out how far each component contribute to regional imbalance which, in this research, was analyzed in nine sectors of economic business.
The mean and variance of phylogenetic diversity under rarefaction.
Nipperess, David A; Matsen, Frederick A
2013-06-01
Phylogenetic diversity (PD) depends on sampling depth, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD.We have derived exact formulae for the mean and variance of PD under rarefaction. We confirm that these formulae are correct by comparing exact solution mean and variance to that calculated by repeated random (Monte Carlo) subsampling of a dataset of stem counts of woody shrubs of Toohey Forest, Queensland, Australia. We also demonstrate the application of the method using two examples: identifying hotspots of mammalian diversity in Australasian ecoregions, and characterising the human vaginal microbiome.There is a very high degree of correspondence between the analytical and random subsampling methods for calculating mean and variance of PD under rarefaction, although the Monte Carlo method requires a large number of random draws to converge on the exact solution for the variance.Rarefaction of mammalian PD of ecoregions in Australasia to a common standard of 25 species reveals very different rank orderings of ecoregions, indicating quite different hotspots of diversity than those obtained for unrarefied PD. The application of these methods to the vaginal microbiome shows that a classical score used to quantify bacterial vaginosis is correlated with the shape of the rarefaction curve.The analytical formulae for the mean and variance of PD under rarefaction are both exact and more efficient than repeated subsampling. Rarefaction of PD allows for many applications where comparisons of samples of different depth is required.
Variance estimation for sensitivity analysis of poverty and inequality measures
Directory of Open Access Journals (Sweden)
Christian Dudel
2017-04-01
Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.
Studying Variance in the Galactic Ultra-compact Binary Population
Larson, Shane; Breivik, Katelyn
2017-01-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations on week-long timescales, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Variance of a product with application to uranium estimation
International Nuclear Information System (INIS)
Lowe, V.W.; Waterman, M.S.
1976-01-01
The U in a container can either be determined directly by NDA or by estimating the weight of material in the container and the concentration of U in this material. It is important to examine the statistical properties of estimating the amount of U by multiplying the estimates of weight and concentration. The variance of the product determines the accuracy of the estimate of the amount of uranium. This paper examines the properties of estimates of the variance of the product of two random variables
Variance components for body weight in Japanese quails (Coturnix japonica
Directory of Open Access Journals (Sweden)
RO Resende
2005-03-01
Full Text Available The objective of this study was to estimate the variance components for body weight in Japanese quails by Bayesian procedures. The body weight at hatch (BWH and at 7 (BW07, 14 (BW14, 21 (BW21 and 28 days of age (BW28 of 3,520 quails was recorded from August 2001 to June 2002. A multiple-trait animal model with additive genetic, maternal environment and residual effects was implemented by Gibbs sampling methodology. A single Gibbs sampling with 80,000 rounds was generated by the program MTGSAM (Multiple Trait Gibbs Sampling in Animal Model. Normal and inverted Wishart distributions were used as prior distributions for the random effects and the variance components, respectively. Variance components were estimated based on the 500 samples that were left after elimination of 30,000 rounds in the burn-in period and 100 rounds of each thinning interval. The posterior means of additive genetic variance components were 0.15; 4.18; 14.62; 27.18 and 32.68; the posterior means of maternal environment variance components were 0.23; 1.29; 2.76; 4.12 and 5.16; and the posterior means of residual variance components were 0.084; 6.43; 22.66; 31.21 and 30.85, at hatch, 7, 14, 21 and 28 days old, respectively. The posterior means of heritability were 0.33; 0.35; 0.36; 0.43 and 0.47 at hatch, 7, 14, 21 and 28 days old, respectively. These results indicate that heritability increased with age. On the other hand, after hatch there was a marked reduction in the maternal environment variance proportion of the phenotypic variance, whose estimates were 0.50; 0.11; 0.07; 0.07 and 0.08 for BWH, BW07, BW14, BW21 and BW28, respectively. The genetic correlation between weights at different ages was high, except for those estimates between BWH and weight at other ages. Changes in body weight of quails can be efficiently achieved by selection.
Levine's guide to SPSS for analysis of variance
Braver, Sanford L; Page, Melanie
2003-01-01
A greatly expanded and heavily revised second edition, this popular guide provides instructions and clear examples for running analyses of variance (ANOVA) and several other related statistical tests of significance with SPSS. No other guide offers the program statements required for the more advanced tests in analysis of variance. All of the programs in the book can be run using any version of SPSS, including versions 11 and 11.5. A table at the end of the preface indicates where each type of analysis (e.g., simple comparisons) can be found for each type of design (e.g., mixed two-factor desi
Variance squeezing and entanglement of the XX central spin model
International Nuclear Information System (INIS)
El-Orany, Faisal A A; Abdalla, M Sebawe
2011-01-01
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
Asymptotic variance of grey-scale surface area estimators
DEFF Research Database (Denmark)
Svane, Anne Marie
Grey-scale local algorithms have been suggested as a fast way of estimating surface area from grey-scale digital images. Their asymptotic mean has already been described. In this paper, the asymptotic behaviour of the variance is studied in isotropic and sufficiently smooth settings, resulting...... in a general asymptotic bound. For compact convex sets with nowhere vanishing Gaussian curvature, the asymptotics can be described more explicitly. As in the case of volume estimators, the variance is decomposed into a lattice sum and an oscillating term of at most the same magnitude....
Variance squeezing and entanglement of the XX central spin model
Energy Technology Data Exchange (ETDEWEB)
El-Orany, Faisal A A [Department of Mathematics and Computer Science, Faculty of Science, Suez Canal University, Ismailia (Egypt); Abdalla, M Sebawe, E-mail: m.sebaweh@physics.org [Mathematics Department, College of Science, King Saud University PO Box 2455, Riyadh 11451 (Saudi Arabia)
2011-01-21
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
Directory of Open Access Journals (Sweden)
Luis Alberto Vieira de Carvalho
2008-06-01
Full Text Available PURPOSE: The main goal of this study was to develop and compare two different techniques for classification of specific types of corneal shapes when Zernike coefficients are used as inputs. A feed-forward artificial Neural Network (NN and discriminant analysis (DA techniques were used. METHODS: The inputs both for the NN and DA were the first 15 standard Zernike coefficients for 80 previously classified corneal elevation data files from an Eyesys System 2000 Videokeratograph (VK, installed at the Departamento de Oftalmologia of the Escola Paulista de Medicina, São Paulo. The NN had 5 output neurons which were associated with 5 typical corneal shapes: keratoconus, with-the-rule astigmatism, against-the-rule astigmatism, "regular" or "normal" shape and post-PRK. RESULTS: The NN and DA responses were statistically analyzed in terms of precision ([true positive+true negative]/total number of cases. Mean overall results for all cases for the NN and DA techniques were, respectively, 94% and 84.8%. CONCLUSION: Although we used a relatively small database, results obtained in the present study indicate that Zernike polynomials as descriptors of corneal shape may be a reliable parameter as input data for diagnostic automation of VK maps, using either NN or DA.OBJETIVOS: Nosso principal objetivo neste trabalho foi de desenvolver e comparar duas técnicas diferentes para classificação de superfícies corneanas. Uma rede neural artificial alimentada adiante e análise descriminante foram as técnicas de classificação comparadas neste trabalho. MÉTODOS: As entradas para ambos os métodos de classificação foram os primeiros 15 coeficientes de Zernike para 80 córneas mensuradas anteriormente em um topógrafo Eyesys instalado no Departamento de Oftalmologia da Escola Paulista de Medicina - UNIFESP. A rede neural tem 5 saídas que foram associados aos cinco casos típicos contidos na base de dados: ceratocone, astigmatismo a favor da regra, astigmatismo
A comparison of two indices for the intraclass correlation coefficient.
Shieh, Gwowen
2012-12-01
In the present study, we examined the behavior of two indices for measuring the intraclass correlation in the one-way random effects model: the prevailing ICC(1) (Fisher, 1938) and the corrected eta-squared (Bliese & Halverson, 1998). These two procedures differ both in their methods of estimating the variance components that define the intraclass correlation coefficient and in their performance of bias and mean squared error in the estimation of the intraclass correlation coefficient. In contrast with the natural unbiased principle used to construct ICC(1), in the present study it was analytically shown that the corrected eta-squared estimator is identical to the maximum likelihood estimator and the pairwise estimator under equal group sizes. Moreover, the empirical results obtained from the present Monte Carlo simulation study across various group structures revealed the mutual dominance relationship between their truncated versions for negative values. The corrected eta-squared estimator performs better than the ICC(1) estimator when the underlying population intraclass correlation coefficient is small. Conversely, ICC(1) has a clear advantage over the corrected eta-squared for medium and large magnitudes of population intraclass correlation coefficient. The conceptual description and numerical investigation provide guidelines to help researchers choose between the two indices for more accurate reliability analysis in multilevel research.
Coefficients of productivity for Yellowstone's grizzly bear habitat
Mattson, David John; Barber, Kim; Maw, Ralene; Renkin, Roy
2004-01-01
This report describes methods for calculating coefficients used to depict habitat productivity for grizzly bears in the Yellowstone ecosystem. Calculations based on these coefficients are used in the Yellowstone Grizzly Bear Cumulative Effects Model to map the distribution of habitat productivity and account for the impacts of human facilities. The coefficients of habitat productivity incorporate detailed information that was collected over a 20-year period (1977-96) on the foraging behavior of Yellowstone's bears and include records of what bears were feeding on, when and where they fed, the extent of that feeding activity, and relative measures of the quantity consumed. The coefficients also incorporate information, collected primarily from 1986 to 1992, on the nutrient content of foods that were consumed, their digestibility, characteristic bite sizes, and the energy required to extract and handle each food. Coefficients were calculated for different time periods and different habitat types, specific to different parts of the Yellowstone ecosystem. Stratifications included four seasons of bear activity (spring, estrus, early hyperphagia, late hyperphagia), years when ungulate carrion and whitebark pine seed crops were abundant versus not, areas adjacent to (bear activity in each region, habitat type, and time period were incorporated into calculations, controlling for the effects of proximity to human facilities. The coefficients described in this report and associated estimates of grizzly bear habitat productivity are unique among many efforts to model the conditions of bear habitat because calculations include information on energetics derived from the observed behavior of radio-marked bears.
Effect of Variable Manning Coefficients on Tsunami Inundation
Barberopoulou, A.; Rees, D.
2017-12-01
Numerical simulations are commonly used to help estimate tsunami hazard, improve evacuation plans, issue or cancel tsunami warnings, inform forecasting and hazard assessments and have therefore become an integral part of hazard mitigation among the tsunami community. Many numerical codes exist for simulating tsunamis, most of which have undergone extensive benchmarking and testing. Tsunami hazard or risk assessments employ these codes following a deterministic or probabilistic approach. Depending on the scope these studies may or may not consider uncertainty in the numerical simulations, the effects of tides, variable friction or estimate financial losses, none of which are necessarily trivial. Distributed manning coefficients, the roughness coefficients used in hydraulic modeling, are commonly used in simulating both riverine and pluvial flood events however, their use in tsunami hazard assessments is primarily part of limited scope studies and for the most part, not a standard practice. For this work, we investigate variations in manning coefficients and their effects on tsunami inundation extent, pattern and financial loss. To assign manning coefficients we use land use maps that come from the New Zealand Land Cover Database (LCDB) and more recent data from the Ministry of the Environment. More than 40 classes covering different types of land use are combined into major classes such as cropland, grassland and wetland representing common types of land use in New Zealand, each of which is assigned a unique manning coefficient. By utilizing different data sources for variable manning coefficients, we examine the impact of data sources and classification methodology on the accuracy of model outputs.
Quantitative multi-parameter mapping of R1, PD*, MT and R2* at 3T: a multi-center validation
Directory of Open Access Journals (Sweden)
Nikolaus eWeiskopf
2013-06-01
Full Text Available Multi-center studies using magnetic resonance imaging facilitate studying small effect sizes, global population variance and rare diseases. The reliability and sensitivity of these multi-center studies crucially depend on the comparability of the data generated at different sites and time points. The level of inter-site comparability is still controversial for conventional anatomical T1-weighted MRI data. Quantitative multi-parameter mapping (MPM was designed to provide MR parameter measures that are comparable across sites and time points, i.e., 1mm high-resolution maps of the longitudinal relaxation rate (R1=1/T1, effective proton density (PD*, magnetization transfer saturation (MT and effective transverse relaxation rate (R2*=1/T2*. MPM was validated at 3T for use in multi-center studies by scanning five volunteers at three different sites. We determined the inter-site bias, inter-site and intra-site coefficient of variation (CoV for typical morphometric measures (i.e., gray matter probability maps used in voxel-based morphometry and the four quantitative parameters. The inter-site bias and CoV were smaller than 3.1% and 8%, respectively, except for the inter-site CoV of R2* (< 20%. The gray matter probability maps based on the MT parameter maps had a 14% higher inter-site reproducibility than maps based on conventional T1-weighted images. The low inter-site bias and variance in the parameters and derived gray matter probability maps confirm the high comparability of the quantitative maps across sites and time points. The reliability, short acquisition time, high resolution and the detailed insights into the brain microstructure provided by MPM makes it an efficient tool for multi-center imaging studies.
Online Estimation of ARW Coefficient of Fiber Optic Gyro
Directory of Open Access Journals (Sweden)
Yang Li
2014-01-01
Full Text Available As a standard method for noise analysis of fiber optic gyro (FOG, Allan variance has too large offline computational burden and data storages to be applied to online estimation. To overcome the barriers, the state space model is firstly established for FOG. Then the Sage-husa adaptive Kalman filter (SHAKF is introduced in this field. Through recursive calculation of measurement noise covariance matrix, SHAKF can avoid the storage of large amounts of history data. However, the precision and stability of this method are still the primary matters that needed to be addressed. Based on this point, a new online method for estimation of the coefficient of angular random walk is proposed. In the method, estimator of measurement noise is constructed by the recursive form of Allan variance at the shortest sampling time. Then the estimator is embedded into the SHAKF framework resulting in a new adaptive filter. The estimations of measurement noise variance and Kalman filter are independent of each other in this method. Therefore, it can address the problem of filtering divergence and precision degrading effectively. Test results of both digital simulation and experimental data of FOG verify the validity and feasibility of the proposed method.
Calibration factor or calibration coefficient?
International Nuclear Information System (INIS)
Meghzifene, A.; Shortt, K.R.
2002-01-01
Full text: The IAEA/WHO network of SSDLs was set up in order to establish links between SSDL members and the international measurement system. At the end of 2001, there were 73 network members in 63 Member States. The SSDL network members provide calibration services to end-users at the national or regional level. The results of the calibrations are summarized in a document called calibration report or calibration certificate. The IAEA has been using the term calibration certificate and will continue using the same terminology. The most important information in a calibration certificate is a list of calibration factors and their related uncertainties that apply to the calibrated instrument for the well-defined irradiation and ambient conditions. The IAEA has recently decided to change the term calibration factor to calibration coefficient, to be fully in line with ISO [ISO 31-0], which recommends the use of the term coefficient when it links two quantities A and B (equation 1) that have different dimensions. The term factor should only be used for k when it is used to link the terms A and B that have the same dimensions A=k.B. However, in a typical calibration, an ion chamber is calibrated in terms of a physical quantity such as air kerma, dose to water, ambient dose equivalent, etc. If the chamber is calibrated together with its electrometer, then the calibration refers to the physical quantity to be measured per electrometer unit reading. In this case, the terms referred have different dimensions. The adoption by the Agency of the term coefficient to express the results of calibrations is consistent with the 'International vocabulary of basic and general terms in metrology' prepared jointly by the BIPM, IEC, ISO, OIML and other organizations. The BIPM has changed from factor to coefficient. The authors believe that this is more than just a matter of semantics and recommend that the SSDL network members adopt this change in terminology. (author)
Extinction Coefficient of Gold Nanostars
de Puig, Helena; Tam, Justina O.; Yen, Chun-Wan; Gehrke, Lee; Hamad-Schifferli, Kimberly
2015-01-01
Gold nanostars (NStars) are highly attractive for biological applications due to their surface chemistry, facile synthesis and optical properties. Here, we synthesize NStars in HEPES buffer at different HEPES/Au ratios, producing NStars of different sizes and shapes, and therefore varying optical properties. We measure the extinction coefficient of the synthesized NStars at their maximum surface plasmon resonances (SPR), which range from 5.7 × 108 to 26.8 × 108 M−1cm−1. Measured values correl...
Energy Technology Data Exchange (ETDEWEB)
Christoforou, Stavros, E-mail: stavros.christoforou@gmail.com [Kirinthou 17, 34100, Chalkida (Greece); Hoogenboom, J. Eduard, E-mail: j.e.hoogenboom@tudelft.nl [Department of Applied Sciences, Delft University of Technology (Netherlands)
2011-07-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k{sub eff} estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
International Nuclear Information System (INIS)
Christoforou, Stavros; Hoogenboom, J. Eduard
2011-01-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k_e_f_f estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
2014-01-01
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...
Analysis of Variance: What Is Your Statistical Software Actually Doing?
Li, Jian; Lomax, Richard G.
2011-01-01
Users assume statistical software packages produce accurate results. In this article, the authors systematically examined Statistical Package for the Social Sciences (SPSS) and Statistical Analysis System (SAS) for 3 analysis of variance (ANOVA) designs, mixed-effects ANOVA, fixed-effects analysis of covariance (ANCOVA), and nested ANOVA. For each…
Genetic variance components for residual feed intake and feed ...
African Journals Online (AJOL)
Feeding costs of animals is a major determinant of profitability in livestock production enterprises. Genetic selection to improve feed efficiency aims to reduce feeding cost in beef cattle and thereby improve profitability. This study estimated genetic (co)variances between weaning weight and other production, reproduction ...
Cumulative Prospect Theory, Option Returns, and the Variance Premium
Baele, Lieven; Driessen, Joost; Ebert, Sebastian; Londono Yarce, J.M.; Spalt, Oliver
The variance premium and the pricing of out-of-the-money (OTM) equity index options are major challenges to standard asset pricing models. We develop a tractable equilibrium model with Cumulative Prospect Theory (CPT) preferences that can overcome both challenges. The key insight is that the
Hydrograph variances over different timescales in hydropower production networks
Zmijewski, Nicholas; Wörman, Anders
2016-08-01
The operation of water reservoirs involves a spectrum of timescales based on the distribution of stream flow travel times between reservoirs, as well as the technical, environmental, and social constraints imposed on the operation. In this research, a hydrodynamically based description of the flow between hydropower stations was implemented to study the relative importance of wave diffusion on the spectrum of hydrograph variance in a regulated watershed. Using spectral decomposition of the effluence hydrograph of a watershed, an exact expression of the variance in the outflow response was derived, as a function of the trends of hydraulic and geomorphologic dispersion and management of production and reservoirs. We show that the power spectra of involved time-series follow nearly fractal patterns, which facilitates examination of the relative importance of wave diffusion and possible changes in production demand on the outflow spectrum. The exact spectral solution can also identify statistical bounds of future demand patterns due to limitations in storage capacity. The impact of the hydraulic description of the stream flow on the reservoir discharge was examined for a given power demand in River Dalälven, Sweden, as function of a stream flow Peclet number. The regulation of hydropower production on the River Dalälven generally increased the short-term variance in the effluence hydrograph, whereas wave diffusion decreased the short-term variance over periods of white noise) as a result of current production objectives.
Gravity interpretation of dipping faults using the variance analysis method
International Nuclear Information System (INIS)
Essa, Khalid S
2013-01-01
A new algorithm is developed to estimate simultaneously the depth and the dip angle of a buried fault from the normalized gravity gradient data. This algorithm utilizes numerical first horizontal derivatives computed from the observed gravity anomaly, using filters of successive window lengths to estimate the depth and the dip angle of a buried dipping fault structure. For a fixed window length, the depth is estimated using a least-squares sense for each dip angle. The method is based on computing the variance of the depths determined from all horizontal gradient anomaly profiles using the least-squares method for each dip angle. The minimum variance is used as a criterion for determining the correct dip angle and depth of the buried structure. When the correct dip angle is used, the variance of the depths is always less than the variances computed using wrong dip angles. The technique can be applied not only to the true residuals, but also to the measured Bouguer gravity data. The method is applied to synthetic data with and without random errors and two field examples from Egypt and Scotland. In all cases examined, the estimated depths and other model parameters are found to be in good agreement with the actual values. (paper)
Bounds for Tail Probabilities of the Sample Variance
Directory of Open Access Journals (Sweden)
Van Zuijlen M
2009-01-01
Full Text Available We provide bounds for tail probabilities of the sample variance. The bounds are expressed in terms of Hoeffding functions and are the sharpest known. They are designed having in mind applications in auditing as well as in processing data related to environment.
Robust estimation of the noise variance from background MR data
Sijbers, J.; Den Dekker, A.J.; Poot, D.; Bos, R.; Verhoye, M.; Van Camp, N.; Van der Linden, A.
2006-01-01
In the literature, many methods are available for estimation of the variance of the noise in magnetic resonance (MR) images. A commonly used method, based on the maximum of the background mode of the histogram, is revisited and a new, robust, and easy to use method is presented based on maximum
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...
Computing the Expected Value and Variance of Geometric Measures
DEFF Research Database (Denmark)
Staals, Frank; Tsirogiannis, Constantinos
2017-01-01
distance (MPD), the squared Euclidean distance from the centroid, and the diameter of the minimum enclosing disk. We also describe an efficient (1-e)-approximation algorithm for computing the mean and variance of the mean pairwise distance. We implemented three of our algorithms and we show that our...
Estimation of the additive and dominance variances in South African ...
African Journals Online (AJOL)
The objective of this study was to estimate dominance variance for number born alive (NBA), 21- day litter weight (LWT21) and interval between parities (FI) in South African Landrace pigs. A total of 26223 NBA, 21335 LWT21 and 16370 FI records were analysed. Bayesian analysis via Gibbs sampling was used to estimate ...
A note on minimum-variance theory and beyond
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [Department of Informatics, Sussex University, Brighton, BN1 9QH (United Kingdom); Tartaglia, Giangaetano [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy); Tirozzi, Brunello [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy)
2004-04-30
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons.
A Visual Model for the Variance and Standard Deviation
Orris, J. B.
2011-01-01
This paper shows how the variance and standard deviation can be represented graphically by looking at each squared deviation as a graphical object--in particular, as a square. A series of displays show how the standard deviation is the size of the average square.
Multidimensional adaptive testing with a minimum error-variance criterion
van der Linden, Willem J.
1997-01-01
The case of adaptive testing under a multidimensional logistic response model is addressed. An adaptive algorithm is proposed that minimizes the (asymptotic) variance of the maximum-likelihood (ML) estimator of a linear combination of abilities of interest. The item selection criterion is a simple
Asymptotics of variance of the lattice point count
Czech Academy of Sciences Publication Activity Database
Janáček, Jiří
2008-01-01
Roč. 58, č. 3 (2008), s. 751-758 ISSN 0011-4642 R&D Projects: GA AV ČR(CZ) IAA100110502 Institutional research plan: CEZ:AV0Z50110509 Keywords : point lattice * variance Subject RIV: BA - General Mathematics Impact factor: 0.210, year: 2008
Vertical velocity variances and Reynold stresses at Brookhaven
DEFF Research Database (Denmark)
Busch, Niels E.; Brown, R.M.; Frizzola, J.A.
1970-01-01
Results of wind tunnel tests of the Brookhaven annular bivane are presented. The energy transfer functions describing the instrument response and the numerical filter employed in the data reduction process have been used to obtain corrected values of the normalized variance of the vertical wind v...
Estimates of variance components for postweaning feed intake and ...
African Journals Online (AJOL)
Mike
2013-03-09
Mar 9, 2013 ... transformation of RFIp and RDGp to z-scores (mean = 0.0, variance = 1.0) and then ... generation pedigree (n = 9 653) used for this analysis. ..... Nkrumah, J.D., Basarab, J.A., Wang, Z., Li, C., Price, M.A., Okine, E.K., Crews Jr., ...
An observation on the variance of a predicted response in ...
African Journals Online (AJOL)
... these properties and computational simplicity. To avoid over fitting, along with the obvious advantage of having a simpler equation, it is shown that the addition of a variable to a regression equation does not reduce the variance of a predicted response. Key words: Linear regression; Partitioned matrix; Predicted response ...
An entropy approach to size and variance heterogeneity
Balasubramanyan, L.; Stefanou, S.E.; Stokes, J.R.
2012-01-01
In this paper, we investigate the effect of bank size differences on cost efficiency heterogeneity using a heteroskedastic stochastic frontier model. This model is implemented by using an information theoretic maximum entropy approach. We explicitly model both bank size and variance heterogeneity
The Threat of Common Method Variance Bias to Theory Building
Reio, Thomas G., Jr.
2010-01-01
The need for more theory building scholarship remains one of the pressing issues in the field of HRD. Researchers can employ quantitative, qualitative, and/or mixed methods to support vital theory-building efforts, understanding however that each approach has its limitations. The purpose of this article is to explore common method variance bias as…
40 CFR 268.44 - Variance from a treatment standard.
2010-07-01
... complete petition may be requested as needed to send to affected states and Regional Offices. (e) The... provide an opportunity for public comment. The final decision on a variance from a treatment standard will... than) the concentrations necessary to minimize short- and long-term threats to human health and the...
Application of effective variance method for contamination monitor calibration
International Nuclear Information System (INIS)
Goncalez, O.L.; Freitas, I.S.M. de.
1990-01-01
In this report, the calibration of a thin window Geiger-Muller type monitor for alpha superficial contamination is presented. The calibration curve is obtained by the method of the least-squares fitting with effective variance. The method and the approach for the calculation are briefly discussed. (author)
The VIX, the Variance Premium, and Expected Returns
DEFF Research Database (Denmark)
Osterrieder, Daniela Maria; Ventosa-Santaulària, Daniel; Vera-Valdés, Eduardo
2018-01-01
. These problems are eliminated if risk is captured by the variance premium (VP) instead; it is unobservable, however. We propose a 2SLS estimator that produces consistent estimates without observing the VP. Using this method, we find a positive risk–return trade-off and long-run return predictability. Our...
Some asymptotic theory for variance function smoothing | Kibua ...
African Journals Online (AJOL)
Simple selection of the smoothing parameter is suggested. Both homoscedastic and heteroscedastic regression models are considered. Keywords: Asymptotic, Smoothing, Kernel, Bandwidth, Bias, Variance, Mean squared error, Homoscedastic, Heteroscedastic. > East African Journal of Statistics Vol. 1 (1) 2005: pp. 9-22 ...
Variance-optimal hedging for processes with stationary independent increments
DEFF Research Database (Denmark)
Hubalek, Friedrich; Kallsen, J.; Krawczyk, L.
We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward recursion or backward stochastic differential equation, we...
Adaptive Nonparametric Variance Estimation for a Ratio Estimator ...
African Journals Online (AJOL)
Kernel estimators for smooth curves require modifications when estimating near end points of the support, both for practical and asymptotic reasons. The construction of such boundary kernels as solutions of variational problem is a difficult exercise. For estimating the error variance of a ratio estimator, we suggest an ...
A note on minimum-variance theory and beyond
International Nuclear Information System (INIS)
Feng Jianfeng; Tartaglia, Giangaetano; Tirozzi, Brunello
2004-01-01
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons
Handling nonnormality and variance heterogeneity for quantitative sublethal toxicity tests.
Ritz, Christian; Van der Vliet, Leana
2009-09-01
The advantages of using regression-based techniques to derive endpoints from environmental toxicity data are clear, and slowly, this superior analytical technique is gaining acceptance. As use of regression-based analysis becomes more widespread, some of the associated nuances and potential problems come into sharper focus. Looking at data sets that cover a broad spectrum of standard test species, we noticed that some model fits to data failed to meet two key assumptions-variance homogeneity and normality-that are necessary for correct statistical analysis via regression-based techniques. Failure to meet these assumptions often is caused by reduced variance at the concentrations showing severe adverse effects. Although commonly used with linear regression analysis, transformation of the response variable only is not appropriate when fitting data using nonlinear regression techniques. Through analysis of sample data sets, including Lemna minor, Eisenia andrei (terrestrial earthworm), and algae, we show that both the so-called Box-Cox transformation and use of the Poisson distribution can help to correct variance heterogeneity and nonnormality and so allow nonlinear regression analysis to be implemented. Both the Box-Cox transformation and the Poisson distribution can be readily implemented into existing protocols for statistical analysis. By correcting for nonnormality and variance heterogeneity, these two statistical tools can be used to encourage the transition to regression-based analysis and the depreciation of less-desirable and less-flexible analytical techniques, such as linear interpolation.
Molecular variance of the Tunisian almond germplasm assessed by ...
African Journals Online (AJOL)
The genetic variance analysis of 82 almond (Prunus dulcis Mill.) genotypes was performed using ten genomic simple sequence repeats (SSRs). A total of 50 genotypes from Tunisia including local landraces identified while prospecting the different sites of Bizerte and Sidi Bouzid (Northern and central parts) which are the ...
Starting design for use in variance exchange algorithms | Iwundu ...
African Journals Online (AJOL)
A new method of constructing the initial design for use in variance exchange algorithms is presented. The method chooses support points to go into the design as measures of distances of the support points from the centre of the geometric region and of permutation-invariant sets. The initial design is as close as possible to ...
Decomposition of variance in terms of conditional means
Directory of Open Access Journals (Sweden)
Alessandro Figà Talamanca
2013-05-01
Full Text Available Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables. We suggest that this approach be used to complement other existing techniques to study the interdependence of the variables involved. According to our method, the variance is expressed as a sum of orthogonal components, obtained as differences of conditional means, with respect to the qualitative characters. The resulting expression for the variance depends on the ordering in which the characters are considered. We suggest an algorithm which leads to an ordering which is deemed natural. The first set of data concerns the score achieved by a population of students on an entrance examination based on a multiple choice test with 30 questions. In this case the qualitative characters are dyadic and correspond to correct or incorrect answer to each question. The second set of data concerns the delay to obtain the degree for a population of graduates of Italian universities. The variance in this case is analyzed with respect to a set of seven specific qualitative characters of the population studied (gender, previous education, working condition, parent's educational level, field of study, etc..
A Hold-out method to correct PCA variance inflation
DEFF Research Database (Denmark)
Garcia-Moreno, Pablo; Artes-Rodriguez, Antonio; Hansen, Lars Kai
2012-01-01
In this paper we analyze the problem of variance inflation experienced by the PCA algorithm when working in an ill-posed scenario where the dimensionality of the training set is larger than its sample size. In an earlier article a correction method based on a Leave-One-Out (LOO) procedure...
Heterogeneity of variance and its implications on dairy cattle breeding
African Journals Online (AJOL)
Milk yield data (n = 12307) from 116 Holstein-Friesian herds were grouped into three production environments based on mean and standard deviation of herd 305-day milk yield and evaluated for within herd variation using univariate animal model procedures. Variance components were estimated by derivative free REML ...
Effects of Diversification of Assets on Mean and Variance | Jayeola ...
African Journals Online (AJOL)
Diversification is a means of minimizing risk and maximizing returns by investing in a variety of assets of the portfolio. This paper is written to determine the effects of diversification of three types of Assets; uncorrelated, perfectly correlated and perfectly negatively correlated assets on mean and variance. To go about this, ...
Perspective projection for variance pose face recognition from camera calibration
Fakhir, M. M.; Woo, W. L.; Chambers, J. A.; Dlay, S. S.
2016-04-01
Variance pose is an important research topic in face recognition. The alteration of distance parameters across variance pose face features is a challenging. We provide a solution for this problem using perspective projection for variance pose face recognition. Our method infers intrinsic camera parameters of the image which enable the projection of the image plane into 3D. After this, face box tracking and centre of eyes detection can be identified using our novel technique to verify the virtual face feature measurements. The coordinate system of the perspective projection for face tracking allows the holistic dimensions for the face to be fixed in different orientations. The training of frontal images and the rest of the poses on FERET database determine the distance from the centre of eyes to the corner of box face. The recognition system compares the gallery of images against different poses. The system initially utilises information on position of both eyes then focuses principally on closest eye in order to gather data with greater reliability. Differentiation between the distances and position of the right and left eyes is a unique feature of our work with our algorithm outperforming other state of the art algorithms thus enabling stable measurement in variance pose for each individual.
On zero variance Monte Carlo path-stretching schemes
International Nuclear Information System (INIS)
Lux, I.
1983-01-01
A zero variance path-stretching biasing scheme proposed for a special case by Dwivedi is derived in full generality. The procedure turns out to be the generalization of the exponential transform. It is shown that the biased game can be interpreted as an analog simulation procedure, thus saving some computational effort in comparison with the corresponding nonanalog game
Hedging with stock index futures: downside risk versus the variance
Brouwer, F.; Nat, van der M.
1995-01-01
In this paper we investigate hedging a stock portfolio with stock index futures.Instead of defining the hedge ratio as the minimum variance hedge ratio, we considerseveral measures of downside risk: the semivariance according to Markowitz [ 19591 andthe various lower partial moments according to
The variance quadtree algorithm: use for spatial sampling design
Minasny, B.; McBratney, A.B.; Walvoort, D.J.J.
2007-01-01
Spatial sampling schemes are mainly developed to determine sampling locations that can cover the variation of environmental properties in the area of interest. Here we proposed the variance quadtree algorithm for sampling in an area with prior information represented as ancillary or secondary
Properties of realized variance under alternative sampling schemes
Oomen, R.C.A.
2006-01-01
This paper investigates the statistical properties of the realized variance estimator in the presence of market microstructure noise. Different from the existing literature, the analysis relies on a pure jump process for high frequency security prices and explicitly distinguishes among alternative
Variance component and heritability estimates of early growth traits ...
African Journals Online (AJOL)
as selection criteria for meat production in sheep (Anon, 1970; Olson et ai., 1976;. Lasslo et ai., 1985; Badenhorst et ai., 1991). If these traits are to be included in a breeding programme, accurate estimates of breeding values will be needed to optimize selection programmes. This requires a knowledge of variance and co-.
Variances in consumers prices of selected food Items among ...
African Journals Online (AJOL)
The study focused on the determination of variances among consumer prices of rice (local white), beans (white) and garri (yellow) in Watts, Okurikang and 8 Miles markets in southern zone of Cross River State. Completely randomized design was used to test the research hypothesis. Comparing the consumer prices of rice, ...
Age Differences in the Variance of Personality Characteristics
Czech Academy of Sciences Publication Activity Database
Mottus, R.; Allik, J.; Hřebíčková, Martina; Kööts-Ausmees, L.; Realo, A.
2016-01-01
Roč. 30, č. 1 (2016), s. 4-11 ISSN 0890-2070 R&D Projects: GA ČR GA13-25656S Institutional support: RVO:68081740 Keywords : variance * individual differences * personality * five-factor model Subject RIV: AN - Psychology Impact factor: 3.707, year: 2016
Crack diffusion coefficient - A candidate fracture toughness parameter for short fiber composites
Mull, M. A.; Chudnovsky, A.; Moet, A.
1987-01-01
In brittle matrix composites, crack propagation occurs along random trajectories reflecting the heterogeneous nature of the strength field. Considering the crack trajectory as a diffusive process, the 'crack diffusion coefficient' is introduced. From fatigue crack propagation experiments on a set of identical SEN polyester composite specimens, the variance of the crack tip position along the loading axis is found to be a linear function of the effective 'time'. The latter is taken as the effective crack length. The coefficient of proportionality between variance of the crack trajectory and the effective crack length defines the crack diffusion coefficient D which is found in the present study to be 0.165 mm. This parameter reflects the ability of the composite to deviate the crack from the energetically most efficient path and thus links fracture toughness to the microstructure.
Imaging and assessment of diffusion coefficients by magnetic resonance
International Nuclear Information System (INIS)
Tintera, J.; Dezortova, M.; Hajek, M.; Fitzek, C.
1999-01-01
The problem of assessment of molecular diffusion by magnetic resonance is highlighted and some typical applications of diffusion imaging in the diagnosis, e.g., of cerebral ischemia, changes in patients with phenylketonuria or multiple sclerosis are discussed. The images were obtained by using diffusion weighted spin echo Echo-Planar Imaging sequence with subsequent correction of the geometrical distortion of the images and calculation of the Apparent Diffusion Coefficient map
Form of multicomponent Fickian diffusion coefficients matrix
International Nuclear Information System (INIS)
Wambui Mutoru, J.; Firoozabadi, Abbas
2011-01-01
Highlights: → Irreversible thermodynamics establishes form of multicomponent diffusion coefficients. → Phenomenological coefficients and thermodynamic factors affect sign of diffusion coefficients. → Negative diagonal elements of diffusion coefficients matrix can occur in non-ideal mixtures. → Eigenvalues of the matrix of Fickian diffusion coefficients may not be all real. - Abstract: The form of multicomponent Fickian diffusion coefficients matrix in thermodynamically stable mixtures is established based on the form of phenomenological coefficients and thermodynamic factors. While phenomenological coefficients form a symmetric positive definite matrix, the determinant of thermodynamic factors matrix is positive. As a result, the Fickian diffusion coefficients matrix has a positive determinant, but its elements - including diagonal elements - can be negative. Comprehensive survey of reported diffusion coefficients data for ternary and quaternary mixtures, confirms that invariably the determinant of the Fickian diffusion coefficients matrix is positive.
Variance in exposed perturbations impairs retention of visuomotor adaptation.
Canaveral, Cesar Augusto; Danion, Frédéric; Berrigan, Félix; Bernier, Pierre-Michel
2017-11-01
Sensorimotor control requires an accurate estimate of the state of the body. The brain optimizes state estimation by combining sensory signals with predictions of the sensory consequences of motor commands using a forward model. Given that both sensory signals and predictions are uncertain (i.e., noisy), the brain optimally weights the relative reliance on each source of information during adaptation. In support, it is known that uncertainty in the sensory predictions influences the rate and generalization of visuomotor adaptation. We investigated whether uncertainty in the sensory predictions affects the retention of a new visuomotor relationship. This was done by exposing three separate groups to a visuomotor rotation whose mean was common at 15° counterclockwise but whose variance around the mean differed (i.e., SD of 0°, 3.2°, or 4.5°). Retention was assessed by measuring the persistence of the adapted behavior in a no-vision phase. Results revealed that mean reach direction late in adaptation was similar across groups, suggesting it depended mainly on the mean of exposed rotations and was robust to differences in variance. However, retention differed across groups, with higher levels of variance being associated with a more rapid reversion toward nonadapted behavior. A control experiment ruled out the possibility that differences in retention were accounted for by differences in success rates. Exposure to variable rotations may have increased the uncertainty in sensory predictions, making the adapted forward model more labile and susceptible to change or decay. NEW & NOTEWORTHY The brain predicts the sensory consequences of motor commands through a forward model. These predictions are subject to uncertainty. We use visuomotor adaptation and modulate uncertainty in the sensory predictions by manipulating the variance in exposed rotations. Results reveal that variance does not influence the final extent of adaptation but selectively impairs the retention of
Variance risk premia in CO_2 markets: A political perspective
International Nuclear Information System (INIS)
Reckling, Dennis
2016-01-01
The European Commission discusses the change of free allocation plans to guarantee a stable market equilibrium. Selling over-allocated contracts effectively depreciates prices and negates the effect intended by the regulator to establish a stable price mechanism for CO_2 assets. Our paper investigates mispricing and allocation issues by quantitatively analyzing variance risk premia of CO_2 markets over the course of changing regimes (Phase I-III) for three different assets (European Union Allowances, Certified Emissions Reductions and European Reduction Units). The research paper gives recommendations to regulatory bodies in order to most effectively cap the overall carbon dioxide emissions. The analysis of an enriched dataset, comprising not only of additional CO_2 assets, but also containing data from the European Energy Exchange, shows that variance risk premia are equal to a sample average of 0.69 for European Union Allowances (EUA), 0.17 for Certified Emissions Reductions (CER) and 0.81 for European Reduction Units (ERU). We identify the existence of a common risk factor across different assets that justifies the presence of risk premia. Various policy implications with regards to gaining investors’ confidence in the market are being reviewed. Consequently, we recommend the implementation of a price collar approach to support stable prices for emission allowances. - Highlights: •Enriched dataset covering all three political phases of the CO_2 markets. •Clear policy implications for regulators to most effectively cap the overall CO_2 emissions pool. •Applying a cross-asset benchmark index for variance beta estimation. •CER contracts have been analyzed with respect to variance risk premia for the first time. •Increased forecasting accuracy for CO_2 asset returns by using variance risk premia.
Long time correlations in standard mapping
International Nuclear Information System (INIS)
Rolland, P.
1985-09-01
Using an original method based on a statistics of runs, we have shown the existence of long time correlations in the Standard Mapping, as well as the role they play in the increase of the diffusion coefficient [fr
Mean-Variance stochastic goal programming for sustainable mutual funds' portfolio selection.
Directory of Open Access Journals (Sweden)
García-Bernabeu, Ana
2015-11-01
Full Text Available Mean-Variance Stochastic Goal Programming models (MV-SGP provide satisficing investment solutions in uncertain contexts. In this work, an MV-SGP model is proposed for portfolio selection which includes goals with regards to traditional and sustainable assets. The proposed approach is based on a two-step procedure. In the first step, sustainability and/or financial screens are applied to a set of assets (mutual funds previously evaluated with TOPSIS to determine the opportunity set. In a second step, satisficing portfolios of assets are obtained using a Goal Programming approach. Two different goals are considered. The first goal reflects only the purely financial side of the target while the second goal is referred to the sustainable side. Aversion to Risk Absolute (ARA coefficients are estimated and incorporated in our investment decision making approach using two different approaches.
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.
Heritability and variance components of some morphological and agronomic in alfalfa
International Nuclear Information System (INIS)
Ates, E.; Tekeli, S.
2005-01-01
Four alfalfa cultivars were investigated using randomized complete-block design with three replications. Variance components, variance coefficients and heritability values of some morphological characters, herbage yield, dry matter yield and seed yield were determined. Maximum main stem height (78.69 cm), main stem diameter (4.85 mm), leaflet width (0.93 cm), seeds/pod (6.57), herbage yield (75.64 t ha/sub -1/), dry matter yield (20.06 t ha/sub -1/) and seed yield (0.49 t ha/sub -1/) were obtained from cv. Marina. Leaflet length varied from 1.65 to 2.08 cm. The raceme length measured 3.15 to 4.38 cm in alfalfa cultivars. The highest 1000-seeds weight values (2.42-2.49 g) were found from Marina and Sitel cultivars. Heritability values of various traits were: 91.0% for main stem height, 97.6% for main stem diameter, 81.8% for leaflet length, 88.8% for leaflet width, 90.4% for leaf/stem ratio, 28.3% for racemes/main stem, 99.0% for raceme length, 99.2% for seeds/pod, 88.0% for 1000-seeds weight, 97.2% for herbage yield, 99.6% for dry matter yield and 95.4% for seed yield. (author)
Study of transport coefficients of nanodiamond nanofluids
Pryazhnikov, M. I.; Minakov, A. V.; Guzei, D. V.
2017-09-01
Experimental data on the thermal conductivity coefficient and viscosity coefficient of nanodiamond nanofluids are presented. Distilled water and ethylene glycol were used as the base fluid. Dependences of transport coefficients on concentration are obtained. It was shown that the thermal conductivity coefficient increases with increasing nanodiamonds concentration. It was shown that base fluids properties and nanodiamonds concentration affect on the rheology of nanofluids.
LETTER TO THE EDITOR: Fractal diffusion coefficient from dynamical zeta functions
Cristadoro, Giampaolo
2006-03-01
Dynamical zeta functions provide a powerful method to analyse low-dimensional dynamical systems when the underlying symbolic dynamics is under control. On the other hand, even simple one-dimensional maps can show an intricate structure of the grammar rules that may lead to a non-smooth dependence of global observables on parameters changes. A paradigmatic example is the fractal diffusion coefficient arising in a simple piecewise linear one-dimensional map of the real line. Using the Baladi-Ruelle generalization of the Milnor-Thurnston kneading determinant, we provide the exact dynamical zeta function for such a map and compute the diffusion coefficient from its smallest zero.
Evaluation of Rock Joint Coefficients
Audy, Ondřej; Ficker, Tomáš
2017-10-01
A computer method for evaluation of rock joint coefficients is described and several applications are presented. The method is based on two absolute numerical indicators that are formed by means of the Fourier replicas of rock joint profiles. The first indicator quantifies the vertical depth of profiles and the second indicator classifies wavy character of profiles. The absolute indicators have replaced the formerly used relative indicators that showed some artificial behavior in some cases. This contribution is focused on practical computations testing the functionality of the newly introduced indicators.
Correlation coefficients in neutron β-decay
International Nuclear Information System (INIS)
Byrne, J.
1978-01-01
The various angular and polarisation coefficients in neutron decay are the principal sources of information on the β-interaction. Measurements of the electron-neutrino angular correlation coefficient (a), the neutron-spin-electron-momentum correlation coefficient (A), the neutron-spin-neutrino-momentum correlation coefficient (B), and the triple correlation coefficient D and time-reversal invariance are reviewed and the results discussed. (U.K.)
,
2008-01-01
The U.S. Geological Survey (USGS) produced its first topographic map in 1879, the same year it was established. Today, more than 100 years and millions of map copies later, topographic mapping is still a central activity for the USGS. The topographic map remains an indispensable tool for government, science, industry, and leisure. Much has changed since early topographers traveled the unsettled West and carefully plotted the first USGS maps by hand. Advances in survey techniques, instrumentation, and design and printing technologies, as well as the use of aerial photography and satellite data, have dramatically improved mapping coverage, accuracy, and efficiency. Yet cartography, the art and science of mapping, may never before have undergone change more profound than today.
Al-Nahmi, F.; Saddiqi, O.; Hilali, A.; Rhinane, H.; Baidder, L.; El arabi, H.; Khanbari, K.
2017-11-01
Remote sensing technology plays an important role today in the geological survey, mapping, analysis and interpretation, which provides a unique opportunity to investigate the geological characteristics of the remote areas of the earth's surface without the need to gain access to an area on the ground. The aim of this study is achievement a geological map of the study area. The data utilizes is Sentinel-2 imagery, the processes used in this study, the OIF Optimum Index Factor is a statistic value that can be used to select the optimum combination of three bands in a satellite image. It's based on the total variance within bands and correlation coefficient between bands, ICA Independent component analysis (3, 4, 6) is a statistical and computational technique for revealing hidden factors that underlie sets of random variables, measurements, or signals, MNF Minimum Noise Fraction (1, 2, 3) is used to determine the inherent dimensionality of image data to segregate noise in the data and to reduce the computational requirements for subsequent processing, Optimum Index Factor is a good method for choosing the best band for lithological mapping. ICA, MNF, also a practical way to extract the structural geology maps. The results in this paper indicate that, the studied area can be divided into four main geological units: Basement rocks (Meta volcanic, Meta sediments), Sedimentary rocks, Intrusive rocks, volcanic rocks. The method used in this study offers great potential for lithological mapping, by using Sentinel-2 imagery, the results were compared with existing geologic maps and were superior and could be used to update the existing maps.
Adaptation to Variance of Stimuli in Drosophila Larva Navigation
Wolk, Jason; Gepner, Ruben; Gershow, Marc
In order to respond to stimuli that vary over orders of magnitude while also being capable of sensing very small changes, neural systems must be capable of rapidly adapting to the variance of stimuli. We study this adaptation in Drosophila larvae responding to varying visual signals and optogenetically induced fictitious odors using an infrared illuminated arena and custom computer vision software. Larval navigational decisions (when to turn) are modeled as the output a linear-nonlinear Poisson process. The development of the nonlinear turn rate in response to changes in variance is tracked using an adaptive point process filter determining the rate of adaptation to different stimulus profiles. Supported by NIH Grant 1DP2EB022359 and NSF Grant PHY-1455015.
PORTFOLIO COMPOSITION WITH MINIMUM VARIANCE: COMPARISON WITH MARKET BENCHMARKS
Directory of Open Access Journals (Sweden)
Daniel Menezes Cavalcante
2016-07-01
Full Text Available Portfolio optimization strategies are advocated as being able to allow the composition of stocks portfolios that provide returns above market benchmarks. This study aims to determine whether, in fact, portfolios based on the minimum variance strategy, optimized by the Modern Portfolio Theory, are able to achieve earnings above market benchmarks in Brazil. Time series of 36 securities traded on the BM&FBOVESPA have been analyzed in a long period of time (1999-2012, with sample windows of 12, 36, 60 and 120 monthly observations. The results indicated that the minimum variance portfolio performance is superior to market benchmarks (CDI and IBOVESPA in terms of return and risk-adjusted return, especially in medium and long-term investment horizons.
Compounding approach for univariate time series with nonstationary variances
Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich
2015-12-01
A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.
Variance inflation in high dimensional Support Vector Machines
DEFF Research Database (Denmark)
Abrahamsen, Trine Julie; Hansen, Lars Kai
2013-01-01
Many important machine learning models, supervised and unsupervised, are based on simple Euclidean distance or orthogonal projection in a high dimensional feature space. When estimating such models from small training sets we face the problem that the span of the training data set input vectors...... the case of Support Vector Machines (SVMS) and we propose a non-parametric scheme to restore proper generalizability. We illustrate the algorithm and its ability to restore performance on a wide range of benchmark data sets....... follow a different probability law with less variance. While the problem and basic means to reconstruct and deflate are well understood in unsupervised learning, the case of supervised learning is less well understood. We here investigate the effect of variance inflation in supervised learning including...
Robust LOD scores for variance component-based linkage analysis.
Blangero, J; Williams, J T; Almasy, L
2000-01-01
The variance component method is now widely used for linkage analysis of quantitative traits. Although this approach offers many advantages, the importance of the underlying assumption of multivariate normality of the trait distribution within pedigrees has not been studied extensively. Simulation studies have shown that traits with leptokurtic distributions yield linkage test statistics that exhibit excessive Type I error when analyzed naively. We derive analytical formulae relating the deviation from the expected asymptotic distribution of the lod score to the kurtosis and total heritability of the quantitative trait. A simple correction constant yields a robust lod score for any deviation from normality and for any pedigree structure, and effectively eliminates the problem of inflated Type I error due to misspecification of the underlying probability model in variance component-based linkage analysis.
Replica approach to mean-variance portfolio optimization
Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre
2016-12-01
We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r = N/T optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.
Variance reduction methods applied to deep-penetration problems
International Nuclear Information System (INIS)
Cramer, S.N.
1984-01-01
All deep-penetration Monte Carlo calculations require variance reduction methods. Before beginning with a detailed approach to these methods, several general comments concerning deep-penetration calculations by Monte Carlo, the associated variance reduction, and the similarities and differences of these with regard to non-deep-penetration problems will be addressed. The experienced practitioner of Monte Carlo methods will easily find exceptions to any of these generalities, but it is felt that these comments will aid the novice in understanding some of the basic ideas and nomenclature. Also, from a practical point of view, the discussions and developments presented are oriented toward use of the computer codes which are presented in segments of this Monte Carlo course
Spatial analysis based on variance of moving window averages
Wu, B M; Subbarao, K V; Ferrandino, F J; Hao, J J
2006-01-01
A new method for analysing spatial patterns was designed based on the variance of moving window averages (VMWA), which can be directly calculated in geographical information systems or a spreadsheet program (e.g. MS Excel). Different types of artificial data were generated to test the method. Regardless of data types, the VMWA method correctly determined the mean cluster sizes. This method was also employed to assess spatial patterns in historical plant disease survey data encompassing both a...
Efficient Scores, Variance Decompositions and Monte Carlo Swindles.
1984-08-28
to ;r Then a version .of Pythagoras ’ theorem gives the variance decomposition (6.1) varT var S var o(T-S) P P0 0 0 One way to see this is to note...complete sufficient statistics for (B, a) , and that the standard- ized residuals a(y - XB) 6 are ancillary. Basu’s sufficiency- ancillarity theorem
Variance-based sensitivity analysis for wastewater treatment plant modelling.
Cosenza, Alida; Mannina, Giorgio; Vanrolleghem, Peter A; Neumann, Marc B
2014-02-01
Global sensitivity analysis (GSA) is a valuable tool to support the use of mathematical models that characterise technical or natural systems. In the field of wastewater modelling, most of the recent applications of GSA use either regression-based methods, which require close to linear relationships between the model outputs and model factors, or screening methods, which only yield qualitative results. However, due to the characteristics of membrane bioreactors (MBR) (non-linear kinetics, complexity, etc.) there is an interest to adequately quantify the effects of non-linearity and interactions. This can be achieved with variance-based sensitivity analysis methods. In this paper, the Extended Fourier Amplitude Sensitivity Testing (Extended-FAST) method is applied to an integrated activated sludge model (ASM2d) for an MBR system including microbial product formation and physical separation processes. Twenty-one model outputs located throughout the different sections of the bioreactor and 79 model factors are considered. Significant interactions among the model factors are found. Contrary to previous GSA studies for ASM models, we find the relationship between variables and factors to be non-linear and non-additive. By analysing the pattern of the variance decomposition along the plant, the model factors having the highest variance contributions were identified. This study demonstrates the usefulness of variance-based methods in membrane bioreactor modelling where, due to the presence of membranes and different operating conditions than those typically found in conventional activated sludge systems, several highly non-linear effects are present. Further, the obtained results highlight the relevant role played by the modelling approach for MBR taking into account simultaneously biological and physical processes. © 2013.
The mean and variance of phylogenetic diversity under rarefaction
Nipperess, David A.; Matsen, Frederick A.
2013-01-01
Phylogenetic diversity (PD) depends on sampling intensity, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD. We have derived exact formulae for t...
On mean reward variance in semi-Markov processes
Czech Academy of Sciences Publication Activity Database
Sladký, Karel
2005-01-01
Roč. 62, č. 3 (2005), s. 387-397 ISSN 1432-2994 R&D Projects: GA ČR(CZ) GA402/05/0115; GA ČR(CZ) GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : Markov and semi-Markov processes with rewards * variance of cumulative reward * asymptotic behaviour Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.259, year: 2005
Mean-Variance Analysis in a Multiperiod Setting
Frauendorfer, Karl; Siede, Heiko
1997-01-01
Similar to the classical Markowitz approach it is possible to apply a mean-variance criterion to a multiperiod setting to obtain efficient portfolios. To represent the stochastic dynamic characteristics necessary for modelling returns a process of asset returns is discretized with respect to time and space and summarized in a scenario tree. The resulting optimization problem is solved by means of stochastic multistage programming. The optimal solutions show equivalent structural properties as...
Analytic solution to variance optimization with no short positions
Kondor, Imre; Papp, Gábor; Caccioli, Fabio
2017-12-01
We consider the variance portfolio optimization problem with a ban on short selling. We provide an analytical solution by means of the replica method for the case of a portfolio of independent, but not identically distributed, assets. We study the behavior of the solution as a function of the ratio r between the number N of assets and the length T of the time series of returns used to estimate risk. The no-short-selling constraint acts as an asymmetric \
Beyond CMB cosmic variance limits on reionization with the polarized Sunyaev-Zel'dovich effect
Meyers, Joel; Meerburg, P. Daniel; van Engelen, Alexander; Battaglia, Nicholas
2018-05-01
Upcoming cosmic microwave background (CMB) surveys will soon make the first detection of the polarized Sunyaev-Zel'dovich effect, the linear polarization generated by the scattering of CMB photons on the free electrons present in collapsed objects. Measurement of this polarization along with knowledge of the electron density of the objects allows a determination of the quadrupolar temperature anisotropy of the CMB as viewed from the space-time location of the objects. Maps of these remote temperature quadrupoles have several cosmological applications. Here we propose a new application: the reconstruction of the cosmological reionization history. We show that with quadrupole measurements out to redshift 3, constraints on the mean optical depth can be improved by an order of magnitude beyond the CMB cosmic variance limit.
RepExplore: addressing technical replicate variance in proteomics and metabolomics data analysis.
Glaab, Enrico; Schneider, Reinhard
2015-07-01
High-throughput omics datasets often contain technical replicates included to account for technical sources of noise in the measurement process. Although summarizing these replicate measurements by using robust averages may help to reduce the influence of noise on downstream data analysis, the information on the variance across the replicate measurements is lost in the averaging process and therefore typically disregarded in subsequent statistical analyses.We introduce RepExplore, a web-service dedicated to exploit the information captured in the technical replicate variance to provide more reliable and informative differential expression and abundance statistics for omics datasets. The software builds on previously published statistical methods, which have been applied successfully to biomedical omics data but are difficult to use without prior experience in programming or scripting. RepExplore facilitates the analysis by providing a fully automated data processing and interactive ranking tables, whisker plot, heat map and principal component analysis visualizations to interpret omics data and derived statistics. Freely available at http://www.repexplore.tk enrico.glaab@uni.lu Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press.
Estimating Predictive Variance for Statistical Gas Distribution Modelling
International Nuclear Information System (INIS)
Lilienthal, Achim J.; Asadi, Sahar; Reggente, Matteo
2009-01-01
Recent publications in statistical gas distribution modelling have proposed algorithms that model mean and variance of a distribution. This paper argues that estimating the predictive concentration variance entails not only a gradual improvement but is rather a significant step to advance the field. This is, first, since the models much better fit the particular structure of gas distributions, which exhibit strong fluctuations with considerable spatial variations as a result of the intermittent character of gas dispersal. Second, because estimating the predictive variance allows to evaluate the model quality in terms of the data likelihood. This offers a solution to the problem of ground truth evaluation, which has always been a critical issue for gas distribution modelling. It also enables solid comparisons of different modelling approaches, and provides the means to learn meta parameters of the model, to determine when the model should be updated or re-initialised, or to suggest new measurement locations based on the current model. We also point out directions of related ongoing or potential future research work.
Improved estimation of the variance in Monte Carlo criticality calculations
International Nuclear Information System (INIS)
Hoogenboom, J. Eduard
2008-01-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k eff results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k eff will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k eff are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
Improved estimation of the variance in Monte Carlo criticality calculations
Energy Technology Data Exchange (ETDEWEB)
Hoogenboom, J. Eduard [Delft University of Technology, Delft (Netherlands)
2008-07-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k{sub eff} results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k{sub eff} will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k{sub eff} are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
A general transform for variance reduction in Monte Carlo simulations
International Nuclear Information System (INIS)
Becker, T.L.; Larsen, E.W.
2011-01-01
This paper describes a general transform to reduce the variance of the Monte Carlo estimate of some desired solution, such as flux or biological dose. This transform implicitly includes many standard variance reduction techniques, including source biasing, collision biasing, the exponential transform for path-length stretching, and weight windows. Rather than optimizing each of these techniques separately or choosing semi-empirical biasing parameters based on the experience of a seasoned Monte Carlo practitioner, this General Transform unites all these variance techniques to achieve one objective: a distribution of Monte Carlo particles that attempts to optimize the desired solution. Specifically, this transform allows Monte Carlo particles to be distributed according to the user's specification by using information obtained from a computationally inexpensive deterministic simulation of the problem. For this reason, we consider the General Transform to be a hybrid Monte Carlo/Deterministic method. The numerical results con rm that the General Transform distributes particles according to the user-specified distribution and generally provide reasonable results for shielding applications. (author)
Modality-Driven Classification and Visualization of Ensemble Variance
Energy Technology Data Exchange (ETDEWEB)
Bensema, Kevin; Gosink, Luke; Obermaier, Harald; Joy, Kenneth I.
2016-10-01
Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space. While this approach helps address conceptual and parametric uncertainties, the ensemble datasets produced by this technique present a special challenge to visualization researchers as the ensemble dataset records a distribution of possible values for each location in the domain. Contemporary visualization approaches that rely solely on summary statistics (e.g., mean and variance) cannot convey the detailed information encoded in ensemble distributions that are paramount to ensemble analysis; summary statistics provide no information about modality classification and modality persistence. To address this problem, we propose a novel technique that classifies high-variance locations based on the modality of the distribution of ensemble predictions. Additionally, we develop a set of confidence metrics to inform the end-user of the quality of fit between the distribution at a given location and its assigned class. We apply a similar method to time-varying ensembles to illustrate the relationship between peak variance and bimodal or multimodal behavior. These classification schemes enable a deeper understanding of the behavior of the ensemble members by distinguishing between distributions that can be described by a single tendency and distributions which reflect divergent trends in the ensemble.
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
Random effects coefficient of determination for mixed and meta-analysis models.
Demidenko, Eugene; Sargent, James; Onega, Tracy
2012-01-01
The key feature of a mixed model is the presence of random effects. We have developed a coefficient, called the random effects coefficient of determination, [Formula: see text], that estimates the proportion of the conditional variance of the dependent variable explained by random effects. This coefficient takes values from 0 to 1 and indicates how strong the random effects are. The difference from the earlier suggested fixed effects coefficient of determination is emphasized. If [Formula: see text] is close to 0, there is weak support for random effects in the model because the reduction of the variance of the dependent variable due to random effects is small; consequently, random effects may be ignored and the model simplifies to standard linear regression. The value of [Formula: see text] apart from 0 indicates the evidence of the variance reduction in support of the mixed model. If random effects coefficient of determination is close to 1 the variance of random effects is very large and random effects turn into free fixed effects-the model can be estimated using the dummy variable approach. We derive explicit formulas for [Formula: see text] in three special cases: the random intercept model, the growth curve model, and meta-analysis model. Theoretical results are illustrated with three mixed model examples: (1) travel time to the nearest cancer center for women with breast cancer in the U.S., (2) cumulative time watching alcohol related scenes in movies among young U.S. teens, as a risk factor for early drinking onset, and (3) the classic example of the meta-analysis model for combination of 13 studies on tuberculosis vaccine.
Extinction Coefficient of Gold Nanostars.
de Puig, Helena; Tam, Justina O; Yen, Chun-Wan; Gehrke, Lee; Hamad-Schifferli, Kimberly
2015-07-30
Gold nanostars (NStars) are highly attractive for biological applications due to their surface chemistry, facile synthesis and optical properties. Here, we synthesize NStars in HEPES buffer at different HEPES/Au ratios, producing NStars of different sizes and shapes, and therefore varying optical properties. We measure the extinction coefficient of the synthesized NStars at their maximum surface plasmon resonances (SPR), which range from 5.7 × 10 8 to 26.8 × 10 8 M -1 cm -1 . Measured values correlate with those obtained from theoretical models of the NStars using the discrete dipole approximation (DDA), which we use to simulate the extinction spectra of the nanostars. Finally, because NStars are typically used in biological applications, we conjugate DNA and antibodies to the NStars and calculate the footprint of the bound biomolecules.
Kerr scattering coefficients via isomonodromy
Energy Technology Data Exchange (ETDEWEB)
Cunha, Bruno Carneiro da [Departamento de Física, Universidade Federal de Pernambuco,50670-901, Recife, Pernambuco (Brazil); Novaes, Fábio [International Institute of Physics, Federal University of Rio Grande do Norte,Av. Odilon Gomes de Lima 1722, Capim Macio, Natal-RN 59078-400 (Brazil)
2015-11-23
We study the scattering of a massless scalar field in a generic Kerr background. Using a particular gauge choice based on the current conservation of the radial equation, we give a generic formula for the scattering coefficient in terms of the composite monodromy parameter σ between the inner and the outer horizons. Using the isomonodromy flow, we calculate σ exactly in terms of the Painlevé V τ-function. We also show that the eigenvalue problem for the angular equation (spheroidal harmonics) can be calculated using the same techniques. We use recent developments relating the Painlevé V τ-function to Liouville irregular conformal blocks to claim that this scattering problem is solved in the combinatorial sense, with known expressions for the τ-function near the critical points.
Thompson, William H.; Fransson, Peter
2015-01-01
When studying brain connectivity using fMRI, signal intensity time-series are typically correlated with each other in time to compute estimates of the degree of interaction between different brain regions and/or networks. In the static connectivity case, the problem of defining which connections that should be considered significant in the analysis can be addressed in a rather straightforward manner by a statistical thresholding that is based on the magnitude of the correlation coefficients. More recently, interest has come to focus on the dynamical aspects of brain connectivity and the problem of deciding which brain connections that are to be considered relevant in the context of dynamical changes in connectivity provides further options. Since we, in the dynamical case, are interested in changes in connectivity over time, the variance of the correlation time-series becomes a relevant parameter. In this study, we discuss the relationship between the mean and variance of brain connectivity time-series and show that by studying the relation between them, two conceptually different strategies to analyze dynamic functional brain connectivity become available. Using resting-state fMRI data from a cohort of 46 subjects, we show that the mean of fMRI connectivity time-series scales negatively with its variance. This finding leads to the suggestion that magnitude- versus variance-based thresholding strategies will induce different results in studies of dynamic functional brain connectivity. Our assertion is exemplified by showing that the magnitude-based strategy is more sensitive to within-resting-state network (RSN) connectivity compared to between-RSN connectivity whereas the opposite holds true for a variance-based analysis strategy. The implications of our findings for dynamical functional brain connectivity studies are discussed. PMID:26236216
Thompson, William H; Fransson, Peter
2015-01-01
When studying brain connectivity using fMRI, signal intensity time-series are typically correlated with each other in time to compute estimates of the degree of interaction between different brain regions and/or networks. In the static connectivity case, the problem of defining which connections that should be considered significant in the analysis can be addressed in a rather straightforward manner by a statistical thresholding that is based on the magnitude of the correlation coefficients. More recently, interest has come to focus on the dynamical aspects of brain connectivity and the problem of deciding which brain connections that are to be considered relevant in the context of dynamical changes in connectivity provides further options. Since we, in the dynamical case, are interested in changes in connectivity over time, the variance of the correlation time-series becomes a relevant parameter. In this study, we discuss the relationship between the mean and variance of brain connectivity time-series and show that by studying the relation between them, two conceptually different strategies to analyze dynamic functional brain connectivity become available. Using resting-state fMRI data from a cohort of 46 subjects, we show that the mean of fMRI connectivity time-series scales negatively with its variance. This finding leads to the suggestion that magnitude- versus variance-based thresholding strategies will induce different results in studies of dynamic functional brain connectivity. Our assertion is exemplified by showing that the magnitude-based strategy is more sensitive to within-resting-state network (RSN) connectivity compared to between-RSN connectivity whereas the opposite holds true for a variance-based analysis strategy. The implications of our findings for dynamical functional brain connectivity studies are discussed.
DEFF Research Database (Denmark)
Salovaara-Moring, Inka
2016-01-01
practice. In particular, mapping environmental damage, endangered species, and human-made disasters has become one focal point for environmental knowledge production. This type of digital map has been highlighted as a processual turn in critical cartography, whereas in related computational journalism...... of a geo-visualization within information mapping that enhances embodiment in the experience of the information. InfoAmazonia is defined as a digitally created map-space within which journalistic practice can be seen as dynamic, performative interactions between journalists, ecosystems, space, and species...
Budde, M.E.; Tappan, G.; Rowland, James; Lewis, J.; Tieszen, L.L.
2004-01-01
The researchers calculated seasonal integrated normalized difference vegetation index (NDVI) for each of 7 years using a time-series of 1-km data from the Advanced Very High Resolution Radiometer (AVHRR) (1992-93, 1995) and SPOT Vegetation (1998-2001) sensors. We used a local variance technique to identify each pixel as normal or either positively or negatively anomalous when compared to its surroundings. We then summarized the number of years that a given pixel was identified as an anomaly. The resulting anomaly maps were analysed using Landsat TM imagery and extensive ground knowledge to assess the results. This technique identified anomalies that can be linked to numerous anthropogenic impacts including agricultural and urban expansion, maintenance of protected areas and increased fallow. Local variance analysis is a reliable method for assessing vegetation degradation resulting from human pressures or increased land productivity from natural resource management practices. ?? 2004 Published by Elsevier Ltd.
The impact of grid and spectral nudging on the variance of the near-surface wind speed
DEFF Research Database (Denmark)
Vincent, Claire Louise; Hahmann, Andrea N.
2015-01-01
Grid and spectral nudging are effective ways of preventing drift from large scale weather patterns in regional climate models. However, the effect of nudging on the wind-speed variance is unclear. In this study, the impact of grid and spectral nudging on near-surface and upper boundary layer wind...... nudging at and above 1150 m above ground level (AGL). Nested 5 km simulations are not nudged directly, but inherit boundary conditions from the 15 km experiments. Spatial and temporal spectra show that grid nudging causes smoothing of the wind in the 15 km domain at all wavenumbers, both at 1150 m AGL...... and near the surface where nudging is not applied directly, while spectral nudging mainly affects longer wavenumbers. Maps of mesoscale variance show spatial smoothing for both grid and spectral nudging, although the effect is less pronounced for spectral nudging. On the inner, 5 km domain, an indirect...
Sun, Xuelian; Liu, Zixian
2016-02-01
In this paper, a new estimator of correlation matrix is proposed, which is composed of the detrended cross-correlation coefficients (DCCA coefficients), to improve portfolio optimization. In contrast to Pearson's correlation coefficients (PCC), DCCA coefficients acquired by the detrended cross-correlation analysis (DCCA) method can describe the nonlinear correlation between assets, and can be decomposed in different time scales. These properties of DCCA make it possible to improve the investment effect and more valuable to investigate the scale behaviors of portfolios. The minimum variance portfolio (MVP) model and the Mean-Variance (MV) model are used to evaluate the effectiveness of this improvement. Stability analysis shows the effect of two kinds of correlation matrices on the estimation error of portfolio weights. The observed scale behaviors are significant to risk management and could be used to optimize the portfolio selection.
Fringe biasing: A variance reduction technique for optically thick meshes
Energy Technology Data Exchange (ETDEWEB)
Smedley-Stevenson, R. P. [AWE PLC, Aldermaston Reading, Berkshire, RG7 4PR (United Kingdom)
2013-07-01
Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)
Fringe biasing: A variance reduction technique for optically thick meshes
International Nuclear Information System (INIS)
Smedley-Stevenson, R. P.
2013-01-01
Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)
An Empirical Temperature Variance Source Model in Heated Jets
Khavaran, Abbas; Bridges, James
2012-01-01
An acoustic analogy approach is implemented that models the sources of jet noise in heated jets. The equivalent sources of turbulent mixing noise are recognized as the differences between the fluctuating and Favre-averaged Reynolds stresses and enthalpy fluxes. While in a conventional acoustic analogy only Reynolds stress components are scrutinized for their noise generation properties, it is now accepted that a comprehensive source model should include the additional entropy source term. Following Goldstein s generalized acoustic analogy, the set of Euler equations are divided into two sets of equations that govern a non-radiating base flow plus its residual components. When the base flow is considered as a locally parallel mean flow, the residual equations may be rearranged to form an inhomogeneous third-order wave equation. A general solution is written subsequently using a Green s function method while all non-linear terms are treated as the equivalent sources of aerodynamic sound and are modeled accordingly. In a previous study, a specialized Reynolds-averaged Navier-Stokes (RANS) solver was implemented to compute the variance of thermal fluctuations that determine the enthalpy flux source strength. The main objective here is to present an empirical model capable of providing a reasonable estimate of the stagnation temperature variance in a jet. Such a model is parameterized as a function of the mean stagnation temperature gradient in the jet, and is evaluated using commonly available RANS solvers. The ensuing thermal source distribution is compared with measurements as well as computational result from a dedicated RANS solver that employs an enthalpy variance and dissipation rate model. Turbulent mixing noise predictions are presented for a wide range of jet temperature ratios from 1.0 to 3.20.
Factorization of Transport Coefficients in Macroporous Media
DEFF Research Database (Denmark)
Shapiro, Alexander; Stenby, Erling Halfdan
2000-01-01
We prove the fundamental theorem about factorization of the phenomenological coefficients for transport in macroporous media. By factorization we mean the representation of the transport coefficients as products of geometric parameters of the porous medium and the parameters characteristic...
Double Minimum Variance Beamforming Method to Enhance Photoacoustic Imaging
Paridar, Roya; Mozaffarzadeh, Moein; Nasiriavanaki, Mohammadreza; Orooji, Mahdi
2018-01-01
One of the common algorithms used to reconstruct photoacoustic (PA) images is the non-adaptive Delay-and-Sum (DAS) beamformer. However, the quality of the reconstructed PA images obtained by DAS is not satisfying due to its high level of sidelobes and wide mainlobe. In contrast, adaptive beamformers, such as minimum variance (MV), result in an improved image compared to DAS. In this paper, a novel beamforming method, called Double MV (D-MV) is proposed to enhance the image quality compared to...
A Note on the Kinks at the Mean Variance Frontier
Vörös, J.; Kriens, J.; Strijbosch, L.W.G.
1997-01-01
In this paper the standard portfolio case with short sales restrictions is analyzed.Dybvig pointed out that if there is a kink at a risky portfolio on the efficient frontier, then the securities in this portfolio have equal expected return and the converse of this statement is false.For the existence of kinks at the efficient frontier the sufficient condition is given here and a new procedure is used to derive the efficient frontier, i.e. the characteristics of the mean variance frontier.
Variance reduction techniques in the simulation of Markov processes
International Nuclear Information System (INIS)
Lessi, O.
1987-01-01
We study a functional r of the stationary distribution of a homogeneous Markov chain. It is often difficult or impossible to perform the analytical calculation of r and so it is reasonable to estimate r by a simulation process. A consistent estimator r(n) of r is obtained with respect to a chain with a countable state space. Suitably modifying the estimator r(n) of r one obtains a new consistent estimator which has a smaller variance than r(n). The same is obtained in the case of finite state space
A guide to SPSS for analysis of variance
Levine, Gustav
2013-01-01
This book offers examples of programs designed for analysis of variance and related statistical tests of significance that can be run with SPSS. The reader may copy these programs directly, changing only the names or numbers of levels of factors according to individual needs. Ways of altering command specifications to fit situations with larger numbers of factors are discussed and illustrated, as are ways of combining program statements to request a variety of analyses in the same program. The first two chapters provide an introduction to the use of SPSS, Versions 3 and 4. General rules conce
Diffusion-Based Trajectory Observers with Variance Constraints
DEFF Research Database (Denmark)
Alcocer, Alex; Jouffroy, Jerome; Oliveira, Paulo
Diffusion-based trajectory observers have been recently proposed as a simple and efficient framework to solve diverse smoothing problems in underwater navigation. For instance, to obtain estimates of the trajectories of an underwater vehicle given position fixes from an acoustic positioning system...... of smoothing and is determined by resorting to trial and error. This paper presents a methodology to choose the observer gain by taking into account a priori information on the variance of the position measurement errors. Experimental results with data from an acoustic positioning system are presented...
A Fay-Herriot Model with Different Random Effect Variances
Czech Academy of Sciences Publication Activity Database
Hobza, Tomáš; Morales, D.; Herrador, M.; Esteban, M.D.
2011-01-01
Roč. 40, č. 5 (2011), s. 785-797 ISSN 0361-0926 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : small area estimation * Fay-Herriot model * Linear mixed model * Labor Force Survey Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.274, year: 2011 http://library.utia.cas.cz/separaty/2011/SI/hobza-a%20fay-herriot%20model%20with%20different%20random%20effect%20variances.pdf
Variational Variance Reduction for Monte Carlo Criticality Calculations
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Larsen, Edward W.
2001-01-01
A new variational variance reduction (VVR) method for Monte Carlo criticality calculations was developed. This method employs (a) a variational functional that is more accurate than the standard direct functional, (b) a representation of the deterministically obtained adjoint flux that is especially accurate for optically thick problems with high scattering ratios, and (c) estimates of the forward flux obtained by Monte Carlo. The VVR method requires no nonanalog Monte Carlo biasing, but it may be used in conjunction with Monte Carlo biasing schemes. Some results are presented from a class of criticality calculations involving alternating arrays of fuel and moderator regions
High resolution optical DNA mapping
Baday, Murat
Many types of diseases including cancer and autism are associated with copy-number variations in the genome. Most of these variations could not be identified with existing sequencing and optical DNA mapping methods. We have developed Multi-color Super-resolution technique, with potential for high throughput and low cost, which can allow us to recognize more of these variations. Our technique has made 10--fold improvement in the resolution of optical DNA mapping. Using a 180 kb BAC clone as a model system, we resolved dense patterns from 108 fluorescent labels of two different colors representing two different sequence-motifs. Overall, a detailed DNA map with 100 bp resolution was achieved, which has the potential to reveal detailed information about genetic variance and to facilitate medical diagnosis of genetic disease.
Technology & Learning, 2005
2005-01-01
Concept maps are graphical ways of working with ideas and presenting information. They reveal patterns and relationships and help students to clarify their thinking, and to process, organize and prioritize. Displaying information visually--in concept maps, word webs, or diagrams--stimulates creativity. Being able to think logically teaches…
Anomalous Seebeck coefficient in boron carbides
International Nuclear Information System (INIS)
Aselage, T.L.; Emin, D.; Wood, C.; Mackinnon, I.D.R.; Howard, I.A.
1987-01-01
Boron carbides exhibit an anomalously large Seebeck coefficient with a temperature coefficient that is characteristic of polaronic hopping between inequivalent sites. The inequivalence in the sites is associated with disorder in the solid. The temperature dependence of the Seebeck coefficient for materials prepared by different techniques provides insight into the nature of the disorder
Standards for Standardized Logistic Regression Coefficients
Menard, Scott
2011-01-01
Standardized coefficients in logistic regression analysis have the same utility as standardized coefficients in linear regression analysis. Although there has been no consensus on the best way to construct standardized logistic regression coefficients, there is now sufficient evidence to suggest a single best approach to the construction of a…
Soccer Ball Lift Coefficients via Trajectory Analysis
Goff, John Eric; Carre, Matt J.
2010-01-01
We performed experiments in which a soccer ball was launched from a machine while two high-speed cameras recorded portions of the trajectory. Using the trajectory data and published drag coefficients, we extracted lift coefficients for a soccer ball. We determined lift coefficients for a wide range of spin parameters, including several spin…
Symmetry chains and adaptation coefficients
International Nuclear Information System (INIS)
Fritzer, H.P.; Gruber, B.
1985-01-01
Given a symmetry chain of physical significance it becomes necessary to obtain states which transform properly with respect to the symmetries of the chain. In this article we describe a method which permits us to calculate symmetry-adapted quantum states with relative ease. The coefficients for the symmetry-adapted linear combinations are obtained, in numerical form, in terms of the original states of the system and can thus be represented in the form of numerical tables. In addition, one also obtains automatically the matrix elements for the operators of the symmetry groups which are involved, and thus for any physical operator which can be expressed either as an element of the algebra or of the enveloping algebra. The method is well suited for computers once the physically relevant symmetry chain, or chains, have been defined. While the method to be described is generally applicable to any physical system for which semisimple Lie algebras play a role we choose here a familiar example in order to illustrate the method and to illuminate its simplicity. We choose the nuclear shell model for the case of two nucleons with orbital angular momentum l = 1. While the states of the entire shell transform like the smallest spin representation of SO(25) we restrict our attention to its subgroup SU(6) x SU(2)/sub T/. We determine the symmetry chains which lead to total angular momentum SU(2)/sub J/ and obtain the symmetry-adapted states for these chains
Parameter uncertainty effects on variance-based sensitivity analysis
International Nuclear Information System (INIS)
Yu, W.; Harris, T.J.
2009-01-01
In the past several years there has been considerable commercial and academic interest in methods for variance-based sensitivity analysis. The industrial focus is motivated by the importance of attributing variance contributions to input factors. A more complete understanding of these relationships enables companies to achieve goals related to quality, safety and asset utilization. In a number of applications, it is possible to distinguish between two types of input variables-regressive variables and model parameters. Regressive variables are those that can be influenced by process design or by a control strategy. With model parameters, there are typically no opportunities to directly influence their variability. In this paper, we propose a new method to perform sensitivity analysis through a partitioning of the input variables into these two groupings: regressive variables and model parameters. A sequential analysis is proposed, where first an sensitivity analysis is performed with respect to the regressive variables. In the second step, the uncertainty effects arising from the model parameters are included. This strategy can be quite useful in understanding process variability and in developing strategies to reduce overall variability. When this method is used for nonlinear models which are linear in the parameters, analytical solutions can be utilized. In the more general case of models that are nonlinear in both the regressive variables and the parameters, either first order approximations can be used, or numerically intensive methods must be used
Variance of indoor radon concentration: Major influencing factors
Energy Technology Data Exchange (ETDEWEB)
Yarmoshenko, I., E-mail: ivy@ecko.uran.ru [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation); Vasilyev, A.; Malinovsky, G. [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation); Bossew, P. [German Federal Office for Radiation Protection (BfS), Berlin (Germany); Žunić, Z.S. [Institute of Nuclear Sciences “Vinca”, University of Belgrade (Serbia); Onischenko, A.; Zhukovsky, M. [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation)
2016-01-15
Variance of radon concentration in dwelling atmosphere is analysed with regard to geogenic and anthropogenic influencing factors. Analysis includes review of 81 national and regional indoor radon surveys with varying sampling pattern, sample size and duration of measurements and detailed consideration of two regional surveys (Sverdlovsk oblast, Russia and Niška Banja, Serbia). The analysis of the geometric standard deviation revealed that main factors influencing the dispersion of indoor radon concentration over the territory are as follows: area of territory, sample size, characteristics of measurements technique, the radon geogenic potential, building construction characteristics and living habits. As shown for Sverdlovsk oblast and Niška Banja town the dispersion as quantified by GSD is reduced by restricting to certain levels of control factors. Application of the developed approach to characterization of the world population radon exposure is discussed. - Highlights: • Influence of lithosphere and anthroposphere on variance of indoor radon is found. • Level-by-level analysis reduces GSD by a factor of 1.9. • Worldwide GSD is underestimated.
Variance Component Selection With Applications to Microbiome Taxonomic Data
Directory of Open Access Journals (Sweden)
Jing Zhai
2018-03-01
Full Text Available High-throughput sequencing technology has enabled population-based studies of the role of the human microbiome in disease etiology and exposure response. Microbiome data are summarized as counts or composition of the bacterial taxa at different taxonomic levels. An important problem is to identify the bacterial taxa that are associated with a response. One method is to test the association of specific taxon with phenotypes in a linear mixed effect model, which incorporates phylogenetic information among bacterial communities. Another type of approaches consider all taxa in a joint model and achieves selection via penalization method, which ignores phylogenetic information. In this paper, we consider regression analysis by treating bacterial taxa at different level as multiple random effects. For each taxon, a kernel matrix is calculated based on distance measures in the phylogenetic tree and acts as one variance component in the joint model. Then taxonomic selection is achieved by the lasso (least absolute shrinkage and selection operator penalty on variance components. Our method integrates biological information into the variable selection problem and greatly improves selection accuracies. Simulation studies demonstrate the superiority of our methods versus existing methods, for example, group-lasso. Finally, we apply our method to a longitudinal microbiome study of Human Immunodeficiency Virus (HIV infected patients. We implement our method using the high performance computing language Julia. Software and detailed documentation are freely available at https://github.com/JingZhai63/VCselection.
Worldwide variance in the potential utilization of Gamma Knife radiosurgery.
Hamilton, Travis; Dade Lunsford, L
2016-12-01
OBJECTIVE The role of Gamma Knife radiosurgery (GKRS) has expanded worldwide during the past 3 decades. The authors sought to evaluate whether experienced users vary in their estimate of its potential use. METHODS Sixty-six current Gamma Knife users from 24 countries responded to an electronic survey. They estimated the potential role of GKRS for benign and malignant tumors, vascular malformations, and functional disorders. These estimates were compared with published disease epidemiological statistics and the 2014 use reports provided by the Leksell Gamma Knife Society (16,750 cases). RESULTS Respondents reported no significant variation in the estimated use in many conditions for which GKRS is performed: meningiomas, vestibular schwannomas, and arteriovenous malformations. Significant variance in the estimated use of GKRS was noted for pituitary tumors, craniopharyngiomas, and cavernous malformations. For many current indications, the authors found significant variance in GKRS users based in the Americas, Europe, and Asia. Experts estimated that GKRS was used in only 8.5% of the 196,000 eligible cases in 2014. CONCLUSIONS Although there was a general worldwide consensus regarding many major indications for GKRS, significant variability was noted for several more controversial roles. This expert opinion survey also suggested that GKRS is significantly underutilized for many current diagnoses, especially in the Americas. Future studies should be conducted to investigate health care barriers to GKRS for many patients.
Hidden temporal order unveiled in stock market volatility variance
Directory of Open Access Journals (Sweden)
Y. Shapira
2011-06-01
Full Text Available When analyzed by standard statistical methods, the time series of the daily return of financial indices appear to behave as Markov random series with no apparent temporal order or memory. This empirical result seems to be counter intuitive since investor are influenced by both short and long term past market behaviors. Consequently much effort has been devoted to unveil hidden temporal order in the market dynamics. Here we show that temporal order is hidden in the series of the variance of the stocks volatility. First we show that the correlation between the variances of the daily returns and means of segments of these time series is very large and thus cannot be the output of random series, unless it has some temporal order in it. Next we show that while the temporal order does not show in the series of the daily return, rather in the variation of the corresponding volatility series. More specifically, we found that the behavior of the shuffled time series is equivalent to that of a random time series, while that of the original time series have large deviations from the expected random behavior, which is the result of temporal structure. We found the same generic behavior in 10 different stock markets from 7 different countries. We also present analysis of specially constructed sequences in order to better understand the origin of the observed temporal order in the market sequences. Each sequence was constructed from segments with equal number of elements taken from algebraic distributions of three different slopes.
Waste Isolation Pilot Plant no-migration variance petition
International Nuclear Information System (INIS)
1990-01-01
Section 3004 of RCRA allows EPA to grant a variance from the land disposal restrictions when a demonstration can be made that, to a reasonable degree of certainty, there will be no migration of hazardous constituents from the disposal unit for as long as the waste remains hazardous. Specific requirements for making this demonstration are found in 40 CFR 268.6, and EPA has published a draft guidance document to assist petitioners in preparing a variance request. Throughout the course of preparing this petition, technical staff from DOE, EPA, and their contractors have met frequently to discuss and attempt to resolve issues specific to radioactive mixed waste and the WIPP facility. The DOE believes it meets or exceeds all requirements set forth for making a successful ''no-migration'' demonstration. The petition presents information under five general headings: (1) waste information; (2) site characterization; (3) facility information; (4) assessment of environmental impacts, including the results of waste mobility modeling; and (5) analysis of uncertainties. Additional background and supporting documentation is contained in the 15 appendices to the petition, as well as in an extensive addendum published in October 1989
Deterministic mean-variance-optimal consumption and investment
DEFF Research Database (Denmark)
Christiansen, Marcus; Steffensen, Mogens
2013-01-01
In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature that the consum......In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature...... that the consumption rate and the investment proportion are constrained to be deterministic processes. As a result we get rid of a series of unwanted features of the stochastic solution including diffusive consumption, satisfaction points and consistency problems. Deterministic strategies typically appear in unit......-linked life insurance contracts, where the life-cycle investment strategy is age dependent but wealth independent. We explain how optimal deterministic strategies can be found numerically and present an example from life insurance where we compare the optimal solution with suboptimal deterministic strategies...
MENENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL CONDITIONAL MEAN VARIANCE
Directory of Open Access Journals (Sweden)
I GEDE ERY NISCAHYANA
2016-08-01
Full Text Available When the returns of stock prices show the existence of autocorrelation and heteroscedasticity, then conditional mean variance models are suitable method to model the behavior of the stocks. In this thesis, the implementation of the conditional mean variance model to the autocorrelated and heteroscedastic return was discussed. The aim of this thesis was to assess the effect of the autocorrelated and heteroscedastic returns to the optimal solution of a portfolio. The margin of four stocks, Fortune Mate Indonesia Tbk (FMII.JK, Bank Permata Tbk (BNLI.JK, Suryamas Dutamakmur Tbk (SMDM.JK dan Semen Gresik Indonesia Tbk (SMGR.JK were estimated by GARCH(1,1 model with standard innovations following the standard normal distribution and the t-distribution. The estimations were used to construct a portfolio. The portfolio optimal was found when the standard innovation used was t-distribution with the standard deviation of 1.4532 and the mean of 0.8023 consisting of 0.9429 (94% of FMII stock, 0.0473 (5% of BNLI stock, 0% of SMDM stock, 1% of SMGR stock.
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
Concentration variance decay during magma mixing: a volcanic chronometer.
Perugini, Diego; De Campos, Cristina P; Petrelli, Maurizio; Dingwell, Donald B
2015-09-21
The mixing of magmas is a common phenomenon in explosive eruptions. Concentration variance is a useful metric of this process and its decay (CVD) with time is an inevitable consequence during the progress of magma mixing. In order to calibrate this petrological/volcanological clock we have performed a time-series of high temperature experiments of magma mixing. The results of these experiments demonstrate that compositional variance decays exponentially with time. With this calibration the CVD rate (CVD-R) becomes a new geochronometer for the time lapse from initiation of mixing to eruption. The resultant novel technique is fully independent of the typically unknown advective history of mixing - a notorious uncertainty which plagues the application of many diffusional analyses of magmatic history. Using the calibrated CVD-R technique we have obtained mingling-to-eruption times for three explosive volcanic eruptions from Campi Flegrei (Italy) in the range of tens of minutes. These in turn imply ascent velocities of 5-8 meters per second. We anticipate the routine application of the CVD-R geochronometer to the eruptive products of active volcanoes in future in order to constrain typical "mixing to eruption" time lapses such that monitoring activities can be targeted at relevant timescales and signals during volcanic unrest.
Mean-Variance-Validation Technique for Sequential Kriging Metamodels
International Nuclear Information System (INIS)
Lee, Tae Hee; Kim, Ho Sung
2010-01-01
The rigorous validation of the accuracy of metamodels is an important topic in research on metamodel techniques. Although a leave-k-out cross-validation technique involves a considerably high computational cost, it cannot be used to measure the fidelity of metamodels. Recently, the mean 0 validation technique has been proposed to quantitatively determine the accuracy of metamodels. However, the use of mean 0 validation criterion may lead to premature termination of a sampling process even if the kriging model is inaccurate. In this study, we propose a new validation technique based on the mean and variance of the response evaluated when sequential sampling method, such as maximum entropy sampling, is used. The proposed validation technique is more efficient and accurate than the leave-k-out cross-validation technique, because instead of performing numerical integration, the kriging model is explicitly integrated to accurately evaluate the mean and variance of the response evaluated. The error in the proposed validation technique resembles a root mean squared error, thus it can be used to determine a stop criterion for sequential sampling of metamodels
Energy coefficients for a propeller series
DEFF Research Database (Denmark)
Olsen, Anders Smærup
2004-01-01
The efficiency for a propeller is calculated by energy coefficients. These coefficients are related to four types of losses, i.e. the axial, the rotational, the frictional, and the finite blade number loss, and one gain, i.e. the axial gain. The energy coefficients are derived by use...... of the potential theory with the propeller modelled as an actuator disk. The efficiency based on the energy coefficients is calculated for a propeller series. The results show a good agreement between the efficiency based on the energy coefficients and the efficiency obtained by a vortex-lattice method....
Steiner symmetrization and the initial coefficients of univalent functions
International Nuclear Information System (INIS)
Dubinin, Vladimir N
2010-01-01
We establish the inequality |a 1 | 2 -Rea 1 a -1 ≥|a 1 *| 2 -Rea 1 *a -1 * for the initial coefficients of any function f(z)=a 1 z+a 0 +a -1 /z+? meromorphic and univalent in the domain D={z:|z|>1}, where a 1 * and a -1 * are the corresponding coefficients in the expansion of the function f*(z) that maps the domain D conformally and univalently onto the exterior of the result of the Steiner symmetrization with respect to the real axis of the complement of the set f(D). The Polya-Szego inequality |a 1 |≥|a 1 *| is already known. We describe some applications of our inequality to functions of class Σ.
Fixed Point Theory for Lipschitzian-type Mappings with Applications
Sahu, D R; Agarwal, Ravi P
2009-01-01
Offers a systematic presentation of Lipschitzian-type mappings in metric and Banach spaces. This book covers some basic properties of metric and Banach spaces. It also provides background in terms of convexity, smoothness and geometric coefficients of Banach spaces including duality mappings and metric projection mappings.
Moss, Donald B
2006-01-01
The author uses the metaphor of mapping to illuminate a structural feature of racist thought, locating the degraded object along vertical and horizontal axes. These axes establish coordinates of hierarchy and of distance. With the coordinates in place, racist thought begins to seem grounded in natural processes. The other's identity becomes consolidated, and parochialism results. The use of this kind of mapping is illustrated via two patient vignettes. The author presents Freud's (1905, 1927) views in relation to such a "mapping" process, as well as Adorno's (1951) and Baldwin's (1965). Finally, the author conceptualizes the crucial status of primitivity in the workings of racist thought.
Spatially tuned normalization explains attention modulation variance within neurons.
Ni, Amy M; Maunsell, John H R
2017-09-01
Spatial attention improves perception of attended parts of a scene, a behavioral enhancement accompanied by modulations of neuronal firing rates. These modulations vary in size across neurons in the same brain area. Models of normalization explain much of this variance in attention modulation with differences in tuned normalization across neurons (Lee J, Maunsell JHR. PLoS One 4: e4651, 2009; Ni AM, Ray S, Maunsell JHR. Neuron 73: 803-813, 2012). However, recent studies suggest that normalization tuning varies with spatial location both across and within neurons (Ruff DA, Alberts JJ, Cohen MR. J Neurophysiol 116: 1375-1386, 2016; Verhoef BE, Maunsell JHR. eLife 5: e17256, 2016). Here we show directly that attention modulation and normalization tuning do in fact covary within individual neurons, in addition to across neurons as previously demonstrated. We recorded the activity of isolated neurons in the middle temporal area of two rhesus monkeys as they performed a change-detection task that controlled the focus of spatial attention. Using the same two drifting Gabor stimuli and the same two receptive field locations for each neuron, we found that switching which stimulus was presented at which location affected both attention modulation and normalization in a correlated way within neurons. We present an equal-maximum-suppression spatially tuned normalization model that explains this covariance both across and within neurons: each stimulus generates equally strong suppression of its own excitatory drive, but its suppression of distant stimuli is typically less. This new model specifies how the tuned normalization associated with each stimulus location varies across space both within and across neurons, changing our understanding of the normalization mechanism and how attention modulations depend on this mechanism. NEW & NOTEWORTHY Tuned normalization studies have demonstrated that the variance in attention modulation size seen across neurons from the same cortical
Kriging with Unknown Variance Components for Regional Ionospheric Reconstruction
Directory of Open Access Journals (Sweden)
Ling Huang
2017-02-01
Full Text Available Ionospheric delay effect is a critical issue that limits the accuracy of precise Global Navigation Satellite System (GNSS positioning and navigation for single-frequency users, especially in mid- and low-latitude regions where variations in the ionosphere are larger. Kriging spatial interpolation techniques have been recently introduced to model the spatial correlation and variability of ionosphere, which intrinsically assume that the ionosphere field is stochastically stationary but does not take the random observational errors into account. In this paper, by treating the spatial statistical information on ionosphere as prior knowledge and based on Total Electron Content (TEC semivariogram analysis, we use Kriging techniques to spatially interpolate TEC values. By assuming that the stochastic models of both the ionospheric signals and measurement errors are only known up to some unknown factors, we propose a new Kriging spatial interpolation method with unknown variance components for both the signals of ionosphere and TEC measurements. Variance component estimation has been integrated with Kriging to reconstruct regional ionospheric delays. The method has been applied to data from the Crustal Movement Observation Network of China (CMONOC and compared with the ordinary Kriging and polynomial interpolations with spherical cap harmonic functions, polynomial functions and low-degree spherical harmonic functions. The statistics of results indicate that the daily ionospheric variations during the experimental period characterized by the proposed approach have good agreement with the other methods, ranging from 10 to 80 TEC Unit (TECU, 1 TECU = 1 × 1016 electrons/m2 with an overall mean of 28.2 TECU. The proposed method can produce more appropriate estimations whose general TEC level is as smooth as the ordinary Kriging but with a smaller standard deviation around 3 TECU than others. The residual results show that the interpolation precision of the
Genome-scale cluster analysis of replicated microarrays using shrinkage correlation coefficient.
Yao, Jianchao; Chang, Chunqi; Salmi, Mari L; Hung, Yeung Sam; Loraine, Ann; Roux, Stanley J
2008-06-18
Currently, clustering with some form of correlation coefficient as the gene similarity metric has become a popular method for profiling genomic data. The Pearson correlation coefficient and the standard deviation (SD)-weighted correlation coefficient are the two most widely-used correlations as the similarity metrics in clustering microarray data. However, these two correlations are not optimal for analyzing replicated microarray data generated by most laboratories. An effective correlation coefficient is needed to provide statistically sufficient analysis of replicated microarray data. In this study, we describe a novel correlation coefficient, shrinkage correlation coefficient (SCC), that fully exploits the similarity between the replicated microarray experimental samples. The methodology considers both the number of replicates and the variance within each experimental group in clustering expression data, and provides a robust statistical estimation of the error of replicated microarray data. The value of SCC is revealed by its comparison with two other correlation coefficients that are currently the most widely-used (Pearson correlation coefficient and SD-weighted correlation coefficient) using statistical measures on both synthetic expression data as well as real gene expression data from Saccharomyces cerevisiae. Two leading clustering methods, hierarchical and k-means clustering were applied for the comparison. The comparison indicated that using SCC achieves better clustering performance. Applying SCC-based hierarchical clustering to the replicated microarray data obtained from germinating spores of the fern Ceratopteris richardii, we discovered two clusters of genes with shared expression patterns during spore germination. Functional analysis suggested that some of the genetic mechanisms that control germination in such diverse plant lineages as mosses and angiosperms are also conserved among ferns. This study shows that SCC is an alternative to the Pearson
A special covariance structure for random coefficient models with both between and within covariates
International Nuclear Information System (INIS)
Riedel, K.S.
1990-07-01
We review random coefficient (RC) models in linear regression and propose a bias correction to the maximum likelihood (ML) estimator. Asymmptotic expansion of the ML equations are given when the between individual variance is much larger or smaller than the variance from within individual fluctuations. The standard model assumes all but one covariate varies within each individual, (we denote the within covariates by vector χ 1 ). We consider random coefficient models where some of the covariates do not vary in any single individual (we denote the between covariates by vector χ 0 ). The regression coefficients, vector β k , can only be estimated in the subspace X k of X. Thus the number of individuals necessary to estimate vector β and the covariance matrix Δ of vector β increases significantly in the presence of more than one between covariate. When the number of individuals is sufficient to estimate vector β but not the entire matrix Δ , additional assumptions must be imposed on the structure of Δ. A simple reduced model is that the between component of vector β is fixed and only the within component varies randomly. This model fails because it is not invariant under linear coordinate transformations and it can significantly overestimate the variance of new observations. We propose a covariance structure for Δ without these difficulties by first projecting the within covariates onto the space perpendicular to be between covariates. (orig.)
Estimation of measurement variance in the context of environment statistics
Maiti, Pulakesh
2015-02-01
The object of environment statistics is for providing information on the environment, on its most important changes over time, across locations and identifying the main factors that influence them. Ultimately environment statistics would be required to produce higher quality statistical information. For this timely, reliable and comparable data are needed. Lack of proper and uniform definitions, unambiguous classifications pose serious problems to procure qualitative data. These cause measurement errors. We consider the problem of estimating measurement variance so that some measures may be adopted to improve upon the quality of data on environmental goods and services and on value statement in economic terms. The measurement technique considered here is that of employing personal interviewers and the sampling considered here is that of two-stage sampling.
Risk Management - Variance Minimization or Lower Tail Outcome Elimination
DEFF Research Database (Denmark)
Aabo, Tom
2002-01-01
on future cash flows (the budget), while risk managers concerned about costly lower tail outcomes will hedge (considerably) less depending on the level of uncertainty. A risk management strategy of lower tail outcome elimination is in line with theoretical recommendations in a corporate value......This paper illustrates the profound difference between a risk management strategy of variance minimization and a risk management strategy of lower tail outcome elimination. Risk managers concerned about the variability of cash flows will tend to center their hedge decisions on their best guess......-adding perspective. A cross-case study of blue-chip industrial companies partly supports the empirical use of a risk management strategy of lower tail outcome elimination but does not exclude other factors from (co-)driving the observations....
Draft no-migration variance petition. Volume 1
International Nuclear Information System (INIS)
1995-01-01
The Department of Energy is responsible for the disposition of transuranic (TRU) waste generated by national defense-related activities. Approximately 2,6 million cubic feet of these waste have been generated and are stored at various facilities across the country. The Waste Isolation Pilot Plant (WIPP), was sited and constructed to meet stringent disposal requirements. In order to permanently dispose of TRU waste, the DOE has elected to petition the US EPA for a variance from the Land Disposal Restrictions of RCRA. This document fulfills the reporting requirements for the petition. This report is Volume 1 which discusses the regulatory frame work, site characterization, facility description, waste description, environmental impact analysis, monitoring, quality assurance, long-term compliance analysis, and regulatory compliance assessment
Static models, recursive estimators and the zero-variance approach
Rubino, Gerardo
2016-01-07
When evaluating dependability aspects of complex systems, most models belong to the static world, where time is not an explicit variable. These models suffer from the same problems than dynamic ones (stochastic processes), such as the frequent combinatorial explosion of the state spaces. In the Monte Carlo domain, on of the most significant difficulties is the rare event situation. In this talk, we describe this context and a recent technique that appears to be at the top performance level in the area, where we combined ideas that lead to very fast estimation procedures with another approach called zero-variance approximation. Both ideas produced a very efficient method that has the right theoretical property concerning robustness, the Bounded Relative Error one. Some examples illustrate the results.
Batch variation between branchial cell cultures: An analysis of variance
DEFF Research Database (Denmark)
Hansen, Heinz Johs. Max; Grosell, M.; Kristensen, L.
2003-01-01
We present in detail how a statistical analysis of variance (ANOVA) is used to sort out the effect of an unexpected batch-to-batch variation between cell cultures. Two separate cultures of rainbow trout branchial cells were grown on permeable filtersupports ("inserts"). They were supposed...... and introducing the observed difference between batches as one of the factors in an expanded three-dimensional ANOVA, we were able to overcome an otherwisecrucial lack of sufficiently reproducible duplicate values. We could thereby show that the effect of changing the apical medium was much more marked when...... the radioactive lipid precursors were added on the apical, rather than on the basolateral, side. Theinsert cell cultures were obviously polarized. We argue that it is not reasonable to reject troublesome experimental results, when we do not know a priori that something went wrong. The ANOVA is a very useful...
Interdependence of NAFTA capital markets: A minimum variance portfolio approach
Directory of Open Access Journals (Sweden)
López-Herrera Francisco
2014-01-01
Full Text Available We estimate the long-run relationships among NAFTA capital market returns and then calculate the weights of a “time-varying minimum variance portfolio” that includes the Canadian, Mexican, and USA capital markets between March 2007 and March 2009, a period of intense turbulence in international markets. Our results suggest that the behavior of NAFTA market investors is not consistent with that of a theoretical “risk-averse” agent during periods of high uncertainty and may be either considered as irrational or attributed to a possible “home country bias”. This finding represents valuable information for portfolio managers and contributes to a better understanding of the nature of the markets in which they invest. It also has practical implications in the design of international portfolio investment policies.
Ant Colony Optimization for Markowitz Mean-Variance Portfolio Model
Deng, Guang-Feng; Lin, Woo-Tsong
This work presents Ant Colony Optimization (ACO), which was initially developed to be a meta-heuristic for combinatorial optimization, for solving the cardinality constraints Markowitz mean-variance portfolio model (nonlinear mixed quadratic programming problem). To our knowledge, an efficient algorithmic solution for this problem has not been proposed until now. Using heuristic algorithms in this case is imperative. Numerical solutions are obtained for five analyses of weekly price data for the following indices for the period March, 1992 to September, 1997: Hang Seng 31 in Hong Kong, DAX 100 in Germany, FTSE 100 in UK, S&P 100 in USA and Nikkei 225 in Japan. The test results indicate that the ACO is much more robust and effective than Particle swarm optimization (PSO), especially for low-risk investment portfolios.
Minimum variance linear unbiased estimators of loss and inventory
International Nuclear Information System (INIS)
Stewart, K.B.
1977-01-01
The article illustrates a number of approaches for estimating the material balance inventory and a constant loss amount from the accountability data from a sequence of accountability periods. The approaches all lead to linear estimates that have minimum variance. Techniques are shown whereby ordinary least squares, weighted least squares and generalized least squares computer programs can be used. Two approaches are recursive in nature and lend themselves to small specialized computer programs. Another approach is developed that is easy to program; could be used with a desk calculator and can be used in a recursive way from accountability period to accountability period. Some previous results are also reviewed that are very similar in approach to the present ones and vary only in the way net throughput measurements are statistically modeled. 5 refs
Cosmic variance in inflation with two light scalars
Energy Technology Data Exchange (ETDEWEB)
Bonga, Béatrice; Brahma, Suddhasattwa; Deutsch, Anne-Sylvie; Shandera, Sarah, E-mail: bpb165@psu.edu, E-mail: suddhasattwa.brahma@gmail.com, E-mail: asdeutsch@psu.edu, E-mail: shandera@gravity.psu.edu [Institute for Gravitation and the Cosmos and Physics Department, The Pennsylvania State University, University Park, PA, 16802 (United States)
2016-05-01
We examine the squeezed limit of the bispectrum when a light scalar with arbitrary non-derivative self-interactions is coupled to the inflaton. We find that when the hidden sector scalar is sufficiently light ( m ∼< 0.1 H ), the coupling between long and short wavelength modes from the series of higher order correlation functions (from arbitrary order contact diagrams) causes the statistics of the fluctuations to vary in sub-volumes. This means that observations of primordial non-Gaussianity cannot be used to uniquely reconstruct the potential of the hidden field. However, the local bispectrum induced by mode-coupling from these diagrams always has the same squeezed limit, so the field's locally determined mass is not affected by this cosmic variance.
... greatly advanced genetics research. The improved quality of genetic data has reduced the time required to identify a ... cases, a matter of months or even weeks. Genetic mapping data generated by the HGP's laboratories is freely accessible ...
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.
A drying coefficient for building materials
DEFF Research Database (Denmark)
Scheffler, Gregor Albrecht; Plagge, Rudolf
2009-01-01
coefficient is defined which can be determined based on measured drying data. The correlation of this coefficient with the water absorption and the vapour diffusion coefficient is analyzed and its additional information content is critically challenged. As result, a drying coefficient has been derived......The drying experiment is an important element of the hygrothermal characterisation of building materials. Contrary to other moisture transport experiments as the vapour diffusion and the water absorption test, it is until now not possible to derive a simple coefficient for the drying. However......, in many cases such a coefficient would be highly appreciated, e.g. in interaction of industry and research or for the distinction and selection of suitable building materials throughout design and practise. This article first highlights the importance of drying experiments for hygrothermal...
Apparatus for measurement of coefficient of friction
Slifka, A. J.; Siegwarth, J. D.; Sparks, L. L.; Chaudhuri, Dilip K.
1990-01-01
An apparatus designed to measure the coefficient of friction in certain controlled atmospheres is described. The coefficient of friction observed during high-load tests was nearly constant, with an average value of 0.56. This value is in general agreement with that found in the literature and also with the initial friction coefficient value of 0.67 measured during self-mated friction of 440C steel in an oxygen environment.
New definition of the cell diffusion coefficient
International Nuclear Information System (INIS)
Koehler, P.
1975-01-01
As was shown in a recent work by Gelbard, the usually applied Benoist definition of the cell diffusion coefficient gives two different values if two different definitions of the cell are made. A new definition is proposed that preserves the neutron balance for the homogenized lattice and that is independent of the cell definition. The resulting diffusion coefficient is identical with the main term of Benoist's diffusion coefficient
A bijection for tri-cellular maps
DEFF Research Database (Denmark)
Han, Hillary Siwei; Reidys, Christian
2013-01-01
In this paper we give a bijective proof for a relation between unicellular, bicellular and tricellular maps. These maps represent cell-complexes of orientable surfaces having one, two or three boundary components. The relation can formally be obtained using matrix theory \\cite{Dyson} employing...... the Schwinger-Dyson equation \\cite{Schwinger}. In this paper we present a bijective proof of the corresponding coefficient equation. Our result is a bijection that transforms a unicellular map of genus $g$ into unicellular, bicellular or tricellular maps of strictly lower genera. The bijection employs edge...
Transfer coefficients in ultracold strongly coupled plasma
Bobrov, A. A.; Vorob'ev, V. S.; Zelener, B. V.
2018-03-01
We use both analytical and molecular dynamic methods for electron transfer coefficients in an ultracold plasma when its temperature is small and the coupling parameter characterizing the interaction of electrons and ions exceeds unity. For these conditions, we use the approach of nearest neighbor to determine the average electron (ion) diffusion coefficient and to calculate other electron transfer coefficients (viscosity and electrical and thermal conductivities). Molecular dynamics simulations produce electronic and ionic diffusion coefficients, confirming the reliability of these results. The results compare favorably with experimental and numerical data from earlier studies.
Comparing linear probability model coefficients across groups
DEFF Research Database (Denmark)
Holm, Anders; Ejrnæs, Mette; Karlson, Kristian Bernt
2015-01-01
of the following three components: outcome truncation, scale parameters and distributional shape of the predictor variable. These results point to limitations in using linear probability model coefficients for group comparisons. We also provide Monte Carlo simulations and real examples to illustrate......This article offers a formal identification analysis of the problem in comparing coefficients from linear probability models between groups. We show that differences in coefficients from these models can result not only from genuine differences in effects, but also from differences in one or more...... these limitations, and we suggest a restricted approach to using linear probability model coefficients in group comparisons....
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Ma, Hui-qiang
2014-01-01
We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance effici...
Increasing Efficiency of Soil Fertility Map for Rice Cultivation Using Fuzzy Logic, AHP and GIS
Directory of Open Access Journals (Sweden)
javad seyedmohammadi
2017-02-01
Full Text Available Introduction: With regard to increasing population of country, need to high agricultural production is essential. The most suitable method for this issue is high production per area unit. Preparation much food and other environmental resources with conservation of biotic resources for futures will be possible only with optimum exploitation of soil. Among effective factors for the most production balanced addition of fertilizers increases production of crops higher than the others. With attention to this topic, determination of soil fertility degree is essential tobetter use of fertilizers and right exploitation of soils. Using fuzzy logic and Analytic Hierarchy Process (AHP could be useful in accurate determination of soil fertility degree. Materials and Methods: The study area (at the east of Rasht city is located between 49° 31' to 49° 45' E longitude and 37° 7' to 37° 27' N latitude in north of Guilan Province, northern Iran, in the southern coast of the Caspian sea. 117 soil samples were derived from0-30 cm depth in the study area. Air-dried soil samples were crushed and passed through a 2mm sieve. Available phosphorus, potassium and organic carbon were determined by sodium bicarbonate, normal ammonium acetate and corrected walkly-black method, respectively. In the first stage, the interpolation of data was done by kriging method in GIS context. Then S-shape membership function was defined for each parameter and prepared fuzzy map. After determination of membership function weight parameters maps were determined using AHP technique and finally soil fertility map was prepared with overlaying of weighted fuzzy maps. Relative variance and correlation coefficient criteria used tocontrol groups separation accuracy in fuzzy fertility map. Results and Discussion: With regard to minimum amounts of parameters looks some lands of study area had fertility difficulty. Therefore, soil fertility map of study area distinct these lands and present soil
Stable Parameter Estimation for Autoregressive Equations with Random Coefficients
Directory of Open Access Journals (Sweden)
V. B. Goryainov
2014-01-01
Full Text Available In recent yearsthere has been a growing interest in non-linear time series models. They are more flexible than traditional linear models and allow more adequate description of real data. Among these models a autoregressive model with random coefficients plays an important role. It is widely used in various fields of science and technology, for example, in physics, biology, economics and finance. The model parameters are the mean values of autoregressive coefficients. Their evaluation is the main task of model identification. The basic method of estimation is still the least squares method, which gives good results for Gaussian time series, but it is quite sensitive to even small disturbancesin the assumption of Gaussian observations. In this paper we propose estimates, which generalize the least squares estimate in the sense that the quadratic objective function is replaced by an arbitrary convex and even function. Reasonable choice of objective function allows you to keep the benefits of the least squares estimate and eliminate its shortcomings. In particular, you can make it so that they will be almost as effective as the least squares estimate in the Gaussian case, but almost never loose in accuracy with small deviations of the probability distribution of the observations from the Gaussian distribution.The main result is the proof of consistency and asymptotic normality of the proposed estimates in the particular case of the one-parameter model describing the stationary process with finite variance. Another important result is the finding of the asymptotic relative efficiency of the proposed estimates in relation to the least squares estimate. This allows you to compare the two estimates, depending on the probability distribution of innovation process and of autoregressive coefficients. The results can be used to identify an autoregressive process, especially with nonGaussian nature, and/or of autoregressive processes observed with gross
The pricing of long and short run variance and correlation risk in stock returns
Cosemans, M.
2011-01-01
This paper studies the pricing of long and short run variance and correlation risk. The predictive power of the market variance risk premium for returns is driven by the correlation risk premium and the systematic part of individual variance premia. Furthermore, I find that aggregate volatility risk
Spot Variance Path Estimation and its Application to High Frequency Jump Testing
Bos, C.S.; Janus, P.; Koopman, S.J.
2012-01-01
This paper considers spot variance path estimation from datasets of intraday high-frequency asset prices in the presence of diurnal variance patterns, jumps, leverage effects, and microstructure noise. We rely on parametric and nonparametric methods. The estimated spot variance path can be used to
Variance bias analysis for the Gelbard's batch method
Energy Technology Data Exchange (ETDEWEB)
Seo, Jae Uk; Shim, Hyung Jin [Seoul National Univ., Seoul (Korea, Republic of)
2014-05-15
In this paper, variances and the bias will be derived analytically when the Gelbard's batch method is applied. And then, the real variance estimated from this bias will be compared with the real variance calculated from replicas. Variance and the bias were derived analytically when the batch method was applied. If the batch method was applied to calculate the sample variance, covariance terms between tallies which exist in the batch were eliminated from the bias. With the 2 by 2 fission matrix problem, we could calculate real variance regardless of whether or not the batch method was applied. However as batch size got larger, standard deviation of real variance was increased. When we perform a Monte Carlo estimation, we could get a sample variance as the statistical uncertainty of it. However, this value is smaller than the real variance of it because a sample variance is biased. To reduce this bias, Gelbard devised the method which is called the Gelbard's batch method. It has been certificated that a sample variance get closer to the real variance when the batch method is applied. In other words, the bias get reduced. This fact is well known to everyone in the MC field. However, so far, no one has given the analytical interpretation on it.
NGA-West 2 GMPE average site coefficients for use in earthquake-resistant design
Borcherdt, Roger D.
2015-01-01
Site coefficients corresponding to those in tables 11.4–1 and 11.4–2 of Minimum Design Loads for Buildings and Other Structures published by the American Society of Civil Engineers (Standard ASCE/SEI 7-10) are derived from four of the Next Generation Attenuation West2 (NGA-W2) Ground-Motion Prediction Equations (GMPEs). The resulting coefficients are compared with those derived by other researchers and those derived from the NGA-West1 database. The derivation of the NGA-W2 average site coefficients provides a simple procedure to update site coefficients with each update in the Maximum Considered Earthquake Response MCER maps. The simple procedure yields average site coefficients consistent with those derived for site-specific design purposes. The NGA-W2 GMPEs provide simple scale factors to reduce conservatism in current simplified design procedures.
DEFF Research Database (Denmark)
Dehlholm, Christian; Brockhoff, Per B.; Bredie, Wender Laurentius Petrus
2012-01-01
by the practical testing environment. As a result of the changes, a reasonable assumption would be to question the consequences caused by the variations in method procedures. Here, the aim is to highlight the proven or hypothetic consequences of variations of Projective Mapping. Presented variations will include...... instructions and influence heavily the product placements and the descriptive vocabulary (Dehlholm et.al., 2012b). The type of assessors performing the method influences results with an extra aspect in Projective Mapping compared to more analytical tests, as the given spontaneous perceptions are much dependent......Projective Mapping (Risvik et.al., 1994) and its Napping (Pagès, 2003) variations have become increasingly popular in the sensory field for rapid collection of spontaneous product perceptions. It has been applied in variations which sometimes are caused by the purpose of the analysis and sometimes...
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
Beyond the GUM: variance-based sensitivity analysis in metrology
International Nuclear Information System (INIS)
Lira, I
2016-01-01
Variance-based sensitivity analysis is a well established tool for evaluating the contribution of the uncertainties in the inputs to the uncertainty in the output of a general mathematical model. While the literature on this subject is quite extensive, it has not found widespread use in metrological applications. In this article we present a succinct review of the fundamentals of sensitivity analysis, in a form that should be useful to most people familiarized with the Guide to the Expression of Uncertainty in Measurement (GUM). Through two examples, it is shown that in linear measurement models, no new knowledge is gained by using sensitivity analysis that is not already available after the terms in the so-called ‘law of propagation of uncertainties’ have been computed. However, if the model behaves non-linearly in the neighbourhood of the best estimates of the input quantities—and if these quantities are assumed to be statistically independent—sensitivity analysis is definitely advantageous for gaining insight into how they can be ranked according to their importance in establishing the uncertainty of the measurand. (paper)
Scale dependence in species turnover reflects variance in species occupancy.
McGlinn, Daniel J; Hurlbert, Allen H
2012-02-01
Patterns of species turnover may reflect the processes driving community dynamics across scales. While the majority of studies on species turnover have examined pairwise comparison metrics (e.g., the average Jaccard dissimilarity), it has been proposed that the species-area relationship (SAR) also offers insight into patterns of species turnover because these two patterns may be analytically linked. However, these previous links only apply in a special case where turnover is scale invariant, and we demonstrate across three different plant communities that over 90% of the pairwise turnover values are larger than expected based on scale-invariant predictions from the SAR. Furthermore, the degree of scale dependence in turnover was negatively related to the degree of variance in the occupancy frequency distribution (OFD). These findings suggest that species turnover diverges from scale invariance, and as such pairwise turnover and the slope of the SAR are not redundant. Furthermore, models developed to explain the OFD should be linked with those developed to explain species turnover to achieve a more unified understanding of community structure.
Improving computational efficiency of Monte Carlo simulations with variance reduction
International Nuclear Information System (INIS)
Turner, A.; Davis, A.
2013-01-01
CCFE perform Monte-Carlo transport simulations on large and complex tokamak models such as ITER. Such simulations are challenging since streaming and deep penetration effects are equally important. In order to make such simulations tractable, both variance reduction (VR) techniques and parallel computing are used. It has been found that the application of VR techniques in such models significantly reduces the efficiency of parallel computation due to 'long histories'. VR in MCNP can be accomplished using energy-dependent weight windows. The weight window represents an 'average behaviour' of particles, and large deviations in the arriving weight of a particle give rise to extreme amounts of splitting being performed and a long history. When running on parallel clusters, a long history can have a detrimental effect on the parallel efficiency - if one process is computing the long history, the other CPUs complete their batch of histories and wait idle. Furthermore some long histories have been found to be effectively intractable. To combat this effect, CCFE has developed an adaptation of MCNP which dynamically adjusts the WW where a large weight deviation is encountered. The method effectively 'de-optimises' the WW, reducing the VR performance but this is offset by a significant increase in parallel efficiency. Testing with a simple geometry has shown the method does not bias the result. This 'long history method' has enabled CCFE to significantly improve the performance of MCNP calculations for ITER on parallel clusters, and will be beneficial for any geometry combining streaming and deep penetration effects. (authors)
Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC
International Nuclear Information System (INIS)
Peplow, Douglas E.; Blakeman, Edward D; Wagner, John C
2007-01-01
More often than in the past, Monte Carlo methods are being used to compute fluxes or doses over large areas using mesh tallies (a set of region tallies defined on a mesh that overlays the geometry). For problems that demand that the uncertainty in each mesh cell be less than some set maximum, computation time is controlled by the cell with the largest uncertainty. This issue becomes quite troublesome in deep-penetration problems, and advanced variance reduction techniques are required to obtain reasonable uncertainties over large areas. The CADIS (Consistent Adjoint Driven Importance Sampling) methodology has been shown to very efficiently optimize the calculation of a response (flux or dose) for a single point or a small region using weight windows and a biased source based on the adjoint of that response. This has been incorporated into codes such as ADVANTG (based on MCNP) and the new sequence MAVRIC, which will be available in the next release of SCALE. In an effort to compute lower uncertainties everywhere in the problem, Larsen's group has also developed several methods to help distribute particles more evenly, based on forward estimates of flux. This paper focuses on the use of a forward estimate to weight the placement of the source in the adjoint calculation used by CADIS, which we refer to as a forward-weighted CADIS (FW-CADIS)
DEFF Research Database (Denmark)
Salovaara-Moring, Inka
. In particular, mapping environmental damage, endangered species, and human made disasters has become one of the focal point of affective knowledge production. These ‘more-than-humangeographies’ practices include notions of species, space and territory, and movement towards a new political ecology. This type...... of digital cartographies has been highlighted as the ‘processual turn’ in critical cartography, whereas in related computational journalism it can be seen as an interactive and iterative process of mapping complex and fragile ecological developments. This paper looks at computer-assisted cartography as part...
Resummed coefficient function for the shape function
Aglietti, U.
2001-01-01
We present a leading evaluation of the resummed coefficient function for the shape function. It is also shown that the coefficient function is short-distance-dominated. Our results allow relating the shape function computed on the lattice to the physical QCD distributions.
Problems with Discontinuous Diffusion/Dispersion Coefficients
Directory of Open Access Journals (Sweden)
Stefano Ferraris
2012-01-01
accurate on smooth solutions and based on a special numerical treatment of the diffusion/dispersion coefficients that makes its application possible also when such coefficients are discontinuous. Numerical experiments confirm the convergence of the numerical approximation and show a good behavior on a set of benchmark problems in two space dimensions.
Meta-Analysis of Coefficient Alpha
Rodriguez, Michael C.; Maeda, Yukiko
2006-01-01
The meta-analysis of coefficient alpha across many studies is becoming more common in psychology by a methodology labeled reliability generalization. Existing reliability generalization studies have not used the sampling distribution of coefficient alpha for precision weighting and other common meta-analytic procedures. A framework is provided for…
Alternatives to Pearson's and Spearman's Correlation Coefficients
Smarandache, Florentin
2008-01-01
This article presents several alternatives to Pearson's correlation coefficient and many examples. In the samples where the rank in a discrete variable counts more than the variable values, the mixtures that we propose of Pearson's and Spearman's correlation coefficients give better results.
Anomaly coefficients: Their calculation and congruences
International Nuclear Information System (INIS)
Braden, H.W.
1988-01-01
A new method for the calculation of anomaly coefficients is presented. For su(n) some explicit and general expressions are given for these. In particular, certain congruences are discovered and investigated among the leading anomaly coefficients. As an application of these congruences, the absence of global six-dimensional gauge anomalies is shown
Prediction of friction coefficients for gases
Taylor, M. F.
1969-01-01
Empirical relations are used for correlating laminar and turbulent friction coefficients for gases, with large variations in the physical properties, flowing through smooth tubes. These relations have been used to correlate friction coefficients for hydrogen, helium, nitrogen, carbon dioxide and air.
A gain-coefficient switched Alexandrite laser
International Nuclear Information System (INIS)
Lee, Chris J; Van der Slot, Peter J M; Boller, Klaus-J
2013-01-01
We report on a gain-coefficient switched Alexandrite laser. An electro-optic modulator is used to switch between high and low gain states by making use of the polarization dependent gain of Alexandrite. In gain-coefficient switched mode, the laser produces 85 ns pulses with a pulse energy of 240 mJ at a repetition rate of 5 Hz.
Helioseismic Solar Cycle Changes and Splitting Coefficients
Indian Academy of Sciences (India)
tribpo
Abstract. Using the GONG data for a period over four years, we have studied the variation of frequencies and splitting coefficients with solar cycle. Frequencies and even-order coefficients are found to change signi- ficantly with rising phase of the solar cycle. We also find temporal varia- tions in the rotation rate near the solar ...
Dominance genetic variance for traits under directional selection in Drosophila serrata.
Sztepanacz, Jacqueline L; Blows, Mark W
2015-05-01
In contrast to our growing understanding of patterns of additive genetic variance in single- and multi-trait combinations, the relative contribution of nonadditive genetic variance, particularly dominance variance, to multivariate phenotypes is largely unknown. While mechanisms for the evolution of dominance genetic variance have been, and to some degree remain, subject to debate, the pervasiveness of dominance is widely recognized and may play a key role in several evolutionary processes. Theoretical and empirical evidence suggests that the contribution of dominance variance to phenotypic variance may increase with the correlation between a trait and fitness; however, direct tests of this hypothesis are few. Using a multigenerational breeding design in an unmanipulated population of Drosophila serrata, we estimated additive and dominance genetic covariance matrices for multivariate wing-shape phenotypes, together with a comprehensive measure of fitness, to determine whether there is an association between directional selection and dominance variance. Fitness, a trait unequivocally under directional selection, had no detectable additive genetic variance, but significant dominance genetic variance contributing 32% of the phenotypic variance. For single and multivariate morphological traits, however, no relationship was observed between trait-fitness correlations and dominance variance. A similar proportion of additive and dominance variance was found to contribute to phenotypic variance for single traits, and double the amount of additive compared to dominance variance was found for the multivariate trait combination under directional selection. These data suggest that for many fitness components a positive association between directional selection and dominance genetic variance may not be expected. Copyright © 2015 by the Genetics Society of America.
Gini coefficient as a life table function
Directory of Open Access Journals (Sweden)
2003-06-01
Full Text Available This paper presents a toolkit for measuring and analyzing inter-individual inequality in length of life by Gini coefficient. Gini coefficient and four other inequality measures are defined on the length-of-life distribution. Properties of these measures and their empirical testing on mortality data suggest a possibility for different judgements about the direction of changes in the degree of inequality by using different measures. A new computational procedure for the estimation of Gini coefficient from life tables is developed and tested on about four hundred real life tables. The estimates of Gini coefficient are precise enough even for abridged life tables with the final age group of 85+. New formulae have been developed for the decomposition of differences between Gini coefficients by age and cause of death. A new method for decomposition of age-components into effects of mortality and composition of population by group is developed. Temporal changes in the effects of elimination of causes of death on Gini coefficient are analyzed. Numerous empirical examples show: Lorenz curves for Sweden, Russia and Bangladesh in 1995, proportional changes in Gini coefficient and four other measures of inequality for the USA in 1950-1995 and for Russia in 1959-2000. Further shown are errors of estimates of Gini coefficient when computed from various types of mortality data of France, Japan, Sweden and the USA in 1900-95, decompositions of the USA-UK difference in life expectancies and Gini coefficients by age and cause of death in 1997. As well, effects of elimination of major causes of death in the UK in 1951-96 on Gini coefficient, age-specific effects of mortality and educational composition of the Russian population on changes in life expectancy and Gini coefficient between 1979 and 1989. Illustrated as well are variations in life expectancy and Gini coefficient across 32 countries in 1996-1999 and associated changes in life expectancy and Gini
Determination of the surface drag coefficient
DEFF Research Database (Denmark)
Mahrt, L.; Vickers, D.; Sun, J.L.
2001-01-01
This study examines the dependence of the surface drag coefficient on stability, wind speed, mesoscale modulation of the turbulent flux and method of calculation of the drag coefficient. Data sets over grassland, sparse grass, heather and two forest sites are analyzed. For significantly unstable...... conditions, the drag coefficient does not depend systematically on z/L but decreases with wind speed for fixed intervals of z/L, where L is the Obukhov length. Even though the drag coefficient for weak wind conditions is sensitive to the exact method of calculation and choice of averaging time, the decrease...... of the drag coefficient with wind speed occurs for all of the calculation methods. A classification of flux calculation methods is constructed, which unifies the most common previous approaches. The roughness length corresponding to the usual Monin-Obukhov stability functions decreases with increasing wind...
Diffusion coefficients of paracetamol in aqueous solutions
International Nuclear Information System (INIS)
Ribeiro, Ana C.F.; Barros, Marisa C.F.; Veríssimo, Luís M.P.; Santos, Cecilia I.A.V.; Cabral, Ana M.T.D.P.V.; Gaspar, Gualter D.; Esteso, Miguel A.
2012-01-01
Highlights: ► Mutual diffusion coefficients of paracetamol in aqueous dilute solutions. ► Influence of the thermodynamic factors on the variation of their mutual diffusion coefficients. ► Estimation of the mutual limiting diffusion coefficients of the molecular, D m 0 , and ionized forms, D ± 0 , of this drug. - Abstract: Binary mutual diffusion coefficients measured by the Taylor dispersion method, for aqueous solutions of paracetamol (PA) at concentrations from (0.001 to 0.050) mol·dm −3 at T = 298.15 K, are reported. From the Nernst–Hartley equation and our experimental results, the limiting diffusion coefficient of this drug and its thermodynamic factors are estimated, thereby contributing in this way to a better understanding of the structure of such systems and of their thermodynamic behaviour in aqueous solution at different concentrations.
Chen, Ying; Cai, Xiaoyu; Jiang, Long; Li, Yu
2016-02-01
Based on the experimental data of octanol-air partition coefficients (KOA) for 19 polychlorinated biphenyl (PCB) congeners, two types of QSAR methods, comparative molecular field analysis (CoMFA) and comparative molecular similarity indices analysis (CoMSIA), are used to establish 3D-QSAR models using the structural parameters as independent variables and using logKOA values as the dependent variable with the Sybyl software to predict the KOA values of the remaining 190 PCB congeners. The whole data set (19 compounds) was divided into a training set (15 compounds) for model generation and a test set (4 compounds) for model validation. As a result, the cross-validation correlation coefficient (q(2)) obtained by the CoMFA and CoMSIA models (shuffled 12 times) was in the range of 0.825-0.969 (>0.5), the correlation coefficient (r(2)) obtained was in the range of 0.957-1.000 (>0.9), and the SEP (standard error of prediction) of test set was within the range of 0.070-0.617, indicating that the models were robust and predictive. Randomly selected from a set of models, CoMFA analysis revealed that the corresponding percentages of the variance explained by steric and electrostatic fields were 23.9% and 76.1%, respectively, while CoMSIA analysis by steric, electrostatic and hydrophobic fields were 0.6%, 92.6%, and 6.8%, respectively. The electrostatic field was determined as a primary factor governing the logKOA. The correlation analysis of the relationship between the number of Cl atoms and the average logKOA values of PCBs indicated that logKOA values gradually increased as the number of Cl atoms increased. Simultaneously, related studies on PCB detection in the Arctic and Antarctic areas revealed that higher logKOA values indicate a stronger PCB migration ability. From CoMFA and CoMSIA contour maps, logKOA decreased when substituents possessed electropositive groups at the 2-, 3-, 3'-, 5- and 6- positions, which could reduce the PCB migration ability. These results are
Directory of Open Access Journals (Sweden)
Penny Moss
Full Text Available Increased sensitivity to cold may be a predictor of persistent pain, but cold pain threshold is often viewed as unreliable. This study aimed to determine the within-subject reliability and between-subject variance of cold response, measured comprehensively as cold pain threshold plus pain intensity and sensation quality at threshold. A test-retest design was used over three sessions, one day apart. Response to cold was assessed at four sites (thenar eminence, volar forearm, tibialis anterior, plantar foot. Cold pain threshold was measured using a Medoc thermode and standard method of limits. Intensity of pain at threshold was rated using a 10cm visual analogue scale. Quality of sensation at threshold was quantified with indices calculated from subjects' selection of descriptors from a standard McGill Pain Questionnaire. Within-subject reliability for each measure was calculated with intra-class correlation coefficients and between-subject variance was evaluated as group coefficient of variation percentage (CV%. Gender and site comparisons were also made. Forty-five healthy adults participated: 20 male, 25 female; mean age 29 (range 18-56 years. All measures at all four test sites showed high within-subject reliability: cold pain thresholds r = 0.92-0.95; pain rating r = 0.93-0.97; McGill pain quality indices r = 0.87-0.85. In contrast, all measures showed wide between-subject variance (CV% between 51.4% and 92.5%. Upper limb sites were consistently more sensitive than lower limb sites, but equally reliable. Females showed elevated cold pain thresholds, although similar pain intensity and quality to males. Females were also more reliable and showed lower variance for all measures. Thus, although there was clear population variation, response to cold for healthy individuals was found to be highly reliable, whether measured as pain threshold, pain intensity or sensation quality. A comprehensive approach to cold response testing therefore may add
Moss, Penny; Whitnell, Jasmine; Wright, Anthony
2016-01-01
Increased sensitivity to cold may be a predictor of persistent pain, but cold pain threshold is often viewed as unreliable. This study aimed to determine the within-subject reliability and between-subject variance of cold response, measured comprehensively as cold pain threshold plus pain intensity and sensation quality at threshold. A test-retest design was used over three sessions, one day apart. Response to cold was assessed at four sites (thenar eminence, volar forearm, tibialis anterior, plantar foot). Cold pain threshold was measured using a Medoc thermode and standard method of limits. Intensity of pain at threshold was rated using a 10cm visual analogue scale. Quality of sensation at threshold was quantified with indices calculated from subjects' selection of descriptors from a standard McGill Pain Questionnaire. Within-subject reliability for each measure was calculated with intra-class correlation coefficients and between-subject variance was evaluated as group coefficient of variation percentage (CV%). Gender and site comparisons were also made. Forty-five healthy adults participated: 20 male, 25 female; mean age 29 (range 18-56) years. All measures at all four test sites showed high within-subject reliability: cold pain thresholds r = 0.92-0.95; pain rating r = 0.93-0.97; McGill pain quality indices r = 0.87-0.85. In contrast, all measures showed wide between-subject variance (CV% between 51.4% and 92.5%). Upper limb sites were consistently more sensitive than lower limb sites, but equally reliable. Females showed elevated cold pain thresholds, although similar pain intensity and quality to males. Females were also more reliable and showed lower variance for all measures. Thus, although there was clear population variation, response to cold for healthy individuals was found to be highly reliable, whether measured as pain threshold, pain intensity or sensation quality. A comprehensive approach to cold response testing therefore may add validity and
Fracture mapping at the Spent Fuel Test-Climax
International Nuclear Information System (INIS)
Wilder, D.G.; Yow, J.L. Jr.
1981-05-01
Mapping of geologic discontinuities has been done in several phases at the Spent Fuel Test-Climax (SFT-C) in the granitic Climax stock at the Nevada Test Site. Mapping was carried out in the tail drift, access drift, canister drift, heater drifts, instrumentation alcove, and receiving room. The fractures mapped as intersecting a horizontal datum in the canister and heater drifts are shown on one figure. Fracture sketch maps have been compiled as additional figures. Geologic mapping efforts were scheduled around and significantly impacted by the excavation and construction schedules. Several people were involved in the mapping, and over 2500 geologic discontinuities were mapped, including joints, shears, and faults. Some variance between individuals' mapping efforts was noticed, and the effects of various magnetic influences upon a compass were examined. The examination of compass errors improved the credibility of the data. The compass analysis work is explained in Appendix A. Analysis of the fracture data will be presented in a future report
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
International Nuclear Information System (INIS)
Makgae, R.
2008-01-01
A private company, Citrus Research International (CIR) is intending to construct an insect irradiation facility for the irradiation of insect for pest management in south western region of South Africa. The facility will employ a Co-60 cylindrical source in the chamber. An adequate thickness for the concrete shielding walls and the ability of the labyrinth leading to the irradiation chamber, to attenuate radiation to dose rates that are acceptably low, were determined. Two methods of MCNP variance reduction techniques were applied to accommodate the two pathways of deep penetration to evaluate the radiological impact outside the 150 cm concrete walls and steaming of gamma photons through the labyrinth. The point-kernel based MicroShield software was used in the deep penetration calculations for the walls around the source room to test its accuracy and the results obtained are in good agreement with about 15-20% difference. The dose rate mapping due to radiation Streaming along the labyrinth to the facility entrance is also to be validated with the Attila code, which is a deterministic code that solves the Discrete Ordinates approximation. This file provides a template for writing papers for the conference. (authors)
Energy Technology Data Exchange (ETDEWEB)
Makgae, R. [Pebble Bed Modular Reactor (PBMR), P.O. Box 9396, Centurion (South Africa)
2008-07-01
A private company, Citrus Research International (CIR) is intending to construct an insect irradiation facility for the irradiation of insect for pest management in south western region of South Africa. The facility will employ a Co-60 cylindrical source in the chamber. An adequate thickness for the concrete shielding walls and the ability of the labyrinth leading to the irradiation chamber, to attenuate radiation to dose rates that are acceptably low, were determined. Two methods of MCNP variance reduction techniques were applied to accommodate the two pathways of deep penetration to evaluate the radiological impact outside the 150 cm concrete walls and steaming of gamma photons through the labyrinth. The point-kernel based MicroShield software was used in the deep penetration calculations for the walls around the source room to test its accuracy and the results obtained are in good agreement with about 15-20% difference. The dose rate mapping due to radiation Streaming along the labyrinth to the facility entrance is also to be validated with the Attila code, which is a deterministic code that solves the Discrete Ordinates approximation. This file provides a template for writing papers for the conference. (authors)
International Nuclear Information System (INIS)
2012-01-01
This report explains the energetic map of Uruguay as well as the different systems that delimits political frontiers in the region. The electrical system importance is due to the electricity, oil and derived , natural gas, potential study, biofuels, wind and solar energy
Speckmann, B.; Verbeek, K.A.B.
2010-01-01
Statistical data associated with geographic regions is nowadays globally available in large amounts and hence automated methods to visually display these data are in high demand. There are several well-established thematic map types for quantitative data on the ratio-scale associated with regions:
DEFF Research Database (Denmark)
Salovaara-Moring, Inka
towards a new political ecology. This type of digital cartographies has been highlighted as the ‘processual turn’ in critical cartography, whereas in related computational journalism it can be seen as an interactive and iterative process of mapping complex and fragile ecological developments. This paper...
Male-biased recombination in odonates: insights from a linkage map ...
Indian Academy of Sciences (India)
2013-04-05
Apr 5, 2013 ... Male-biased recombination in odonates: insights from a linkage map of the damselfly ... particular, odonates are emerging model systems for biotic effects of .... sex with highest variance in reproductive success (Trivers. 1988).
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.
Stephenson, D. B.
1997-10-01
The skill in predicting spatially varying weather/climate maps depends on the definition of the measure of similarity between the maps. Under the justifiable approximation that the anomaly maps are distributed multinormally, it is shown analytically that the choice of weighting metric, used in defining the anomaly correlation between spatial maps, can change the resulting probability distribution of the correlation coefficient. The estimate of the numbers of degrees of freedom based on the variance of the correlation distribution can vary from unity up to the number of grid points depending on the choice of weighting metric. The (pseudo-) inverse of the sample covariance matrix acts as a special choice for the metric in that it gives a correlation distribution which has minimal kurtosis and maximum dimension. Minimal kurtosis suggests that the average predictive skill might be improved due to the rarer occurrence of troublesome outlier patterns far from the mean state. Maximum dimension has a disadvantage for analogue prediction schemes in that it gives the minimum number of analogue states. This metric also has an advantage in that it allows one to powerfully test the null hypothesis of multinormality by examining the second and third moments of the correlation coefficient which were introduced by Mardia as invariant measures of multivariate kurtosis and skewness. For these reasons, it is suggested that this metric could be usefully employed in the prediction of weather/climate and in fingerprinting anthropogenic climate change. The ideas are illustrated using the bivariate example of the observed monthly mean sea-level pressures at Darwin and Tahitifrom 1866 1995.
Improving precision in gel electrophoresis by stepwisely decreasing variance components.
Schröder, Simone; Brandmüller, Asita; Deng, Xi; Ahmed, Aftab; Wätzig, Hermann
2009-10-15
Many methods have been developed in order to increase selectivity and sensitivity in proteome research. However, gel electrophoresis (GE) which is one of the major techniques in this area, is still known for its often unsatisfactory precision. Percental relative standard deviations (RSD%) up to 60% have been reported. In this case the improvement of precision and sensitivity is absolutely essential, particularly for the quality control of biopharmaceuticals. Our work reflects the remarkable and completely irregular changes of the background signal from gel to gel. This irregularity was identified as one of the governing error sources. These background changes can be strongly reduced by using a signal detection in the near-infrared (NIR) range. This particular detection method provides the most sensitive approach for conventional CCB (Colloidal Coomassie Blue) stained gels, which is reflected in a total error of just 5% (RSD%). In order to further investigate variance components in GE, an experimental Plackett-Burman screening design was performed. The influence of seven potential factors on the precision was investigated using 10 proteins with different properties analyzed by NIR detection. The results emphasized the individuality of the proteins. Completely different factors were identified to be significant for each protein. However, out of seven investigated parameters, just four showed a significant effect on some proteins, namely the parameters of: destaining time, staining temperature, changes of detergent additives (SDS and LDS) in the sample buffer, and the age of the gels. As a result, precision can only be improved individually for each protein or protein classes. Further understanding of the unique properties of proteins should enable us to improve the precision in gel electrophoresis.
Jones, Reese E.; Mandadapu, Kranthi K.
2012-04-01
We present a rigorous Green-Kubo methodology for calculating transport coefficients based on on-the-fly estimates of: (a) statistical stationarity of the relevant process, and (b) error in the resulting coefficient. The methodology uses time samples efficiently across an ensemble of parallel replicas to yield accurate estimates, which is particularly useful for estimating the thermal conductivity of semi-conductors near their Debye temperatures where the characteristic decay times of the heat flux correlation functions are large. Employing and extending the error analysis of Zwanzig and Ailawadi [Phys. Rev. 182, 280 (1969)], 10.1103/PhysRev.182.280 and Frenkel [in Proceedings of the International School of Physics "Enrico Fermi", Course LXXV (North-Holland Publishing Company, Amsterdam, 1980)] to the integral of correlation, we are able to provide tight theoretical bounds for the error in the estimate of the transport coefficient. To demonstrate the performance of the method, four test cases of increasing computational cost and complexity are presented: the viscosity of Ar and water, and the thermal conductivity of Si and GaN. In addition to producing accurate estimates of the transport coefficients for these materials, this work demonstrates precise agreement of the computed variances in the estimates of the correlation and the transport coefficient with the extended theory based on the assumption that fluctuations follow a Gaussian process. The proposed algorithm in conjunction with the extended theory enables the calculation of transport coefficients with the Green-Kubo method accurately and efficiently.
International Nuclear Information System (INIS)
Park, So-Yeon; Kim, Il Han; Ye, Sung-Joon; Carlson, Joel
2014-01-01
Purpose: Texture analysis on fluence maps was performed to evaluate the degree of modulation for volumetric modulated arc therapy (VMAT) plans. Methods: A total of six textural features including angular second moment, inverse difference moment, contrast, variance, correlation, and entropy were calculated for fluence maps generated from 20 prostate and 20 head and neck VMAT plans. For each of the textural features, particular displacement distances (d) of 1, 5, and 10 were adopted. To investigate the deliverability of each VMAT plan, gamma passing rates of pretreatment quality assurance, and differences in modulating parameters such as multileaf collimator (MLC) positions, gantry angles, and monitor units at each control point between VMAT plans and dynamic log files registered by the Linac control system during delivery were acquired. Furthermore, differences between the original VMAT plan and the plan reconstructed from the dynamic log files were also investigated. To test the performance of the textural features as indicators for the modulation degree of VMAT plans, Spearman’s rank correlation coefficients (r s ) with the plan deliverability were calculated. For comparison purposes, conventional modulation indices for VMAT including the modulation complexity score for VMAT, leaf travel modulation complexity score, and modulation index supporting station parameter optimized radiation therapy (MI SPORT ) were calculated, and their correlations were analyzed in the same way. Results: There was no particular textural feature which always showed superior correlations with every type of plan deliverability. Considering the results comprehensively, contrast (d = 1) and variance (d = 1) generally showed considerable correlations with every type of plan deliverability. These textural features always showed higher correlations to the plan deliverability than did the conventional modulation indices, except in the case of modulating parameter differences. The r s values
Energy Technology Data Exchange (ETDEWEB)
Park, So-Yeon [Department of Radiation Oncology, Seoul National University Hospital, Seoul 110-744 (Korea, Republic of); Institute of Radiation Medicine, Seoul National University Medical Research Center, Seoul 110-744 (Korea, Republic of); Biomedical Research Institute, Seoul National University College of Medicine, Seoul 110-744 (Korea, Republic of); Interdisciplinary Program in Radiation Applied Life Science, Seoul National University College of Medicine, Seoul 110-799 (Korea, Republic of); Kim, Il Han [Department of Radiation Oncology, Seoul National University Hospital, Seoul 110-744 (Korea, Republic of); Institute of Radiation Medicine, Seoul National University Medical Research Center, Seoul 110-744 (Korea, Republic of); Biomedical Research Institute, Seoul National University College of Medicine, Seoul 110-744 (Korea, Republic of); Department of Radiation Oncology, Seoul National University College of Medicine, Seoul 110-744 (Korea, Republic of); Ye, Sung-Joon [Department of Radiation Oncology, Seoul National University Hospital, Seoul 110-744, (Korea, Republic of); Institute of Radiation Medicine, Seoul National University Medical Research Center, Seoul 110-744 (Korea, Republic of); Biomedical Research Institute, Seoul National University College of Medicine, Seoul 110-744 (Korea, Republic of); Program in Biomedical Radiation Sciences, Department of Transdisciplinary Studies, Seoul National University Graduate School of Convergence Science and Technology, Suwon 433-270 (Korea, Republic of); Carlson, Joel [Biomedical Research Institute, Seoul National University College of Medicine, Seoul 110-744 (Korea, Republic of); Program in Biomedical Radiation Sciences, Department of Transdisciplinary Studies, Seoul National University Graduate School of Convergence Science and Technology, Suwon 433-270 (Korea, Republic of); and others
2014-11-01
Purpose: Texture analysis on fluence maps was performed to evaluate the degree of modulation for volumetric modulated arc therapy (VMAT) plans. Methods: A total of six textural features including angular second moment, inverse difference moment, contrast, variance, correlation, and entropy were calculated for fluence maps generated from 20 prostate and 20 head and neck VMAT plans. For each of the textural features, particular displacement distances (d) of 1, 5, and 10 were adopted. To investigate the deliverability of each VMAT plan, gamma passing rates of pretreatment quality assurance, and differences in modulating parameters such as multileaf collimator (MLC) positions, gantry angles, and monitor units at each control point between VMAT plans and dynamic log files registered by the Linac control system during delivery were acquired. Furthermore, differences between the original VMAT plan and the plan reconstructed from the dynamic log files were also investigated. To test the performance of the textural features as indicators for the modulation degree of VMAT plans, Spearman’s rank correlation coefficients (r{sub s}) with the plan deliverability were calculated. For comparison purposes, conventional modulation indices for VMAT including the modulation complexity score for VMAT, leaf travel modulation complexity score, and modulation index supporting station parameter optimized radiation therapy (MI{sub SPORT}) were calculated, and their correlations were analyzed in the same way. Results: There was no particular textural feature which always showed superior correlations with every type of plan deliverability. Considering the results comprehensively, contrast (d = 1) and variance (d = 1) generally showed considerable correlations with every type of plan deliverability. These textural features always showed higher correlations to the plan deliverability than did the conventional modulation indices, except in the case of modulating parameter differences. The r
Azizov, Tomas; Ćurgus, Branko; Dijksma, Aad
2003-01-01
Certain meromorphic matrix valued functions on C\\R, the so-called boundary coefficients, are characterized in terms of a standard symmetric operator S in a Pontryagin space with finite (not necessarily equal) defect numbers, a meromorphic mapping into the defect subspaces of S, and a boundary
Topology of unitary groups and the prime orders of binomial coefficients
Duan, HaiBao; Lin, XianZu
2017-09-01
Let $c:SU(n)\\rightarrow PSU(n)=SU(n)/\\mathbb{Z}_{n}$ be the quotient map of the special unitary group $SU(n)$ by its center subgroup $\\mathbb{Z}_{n}$. We determine the induced homomorphism $c^{\\ast}:$ $H^{\\ast}(PSU(n))\\rightarrow H^{\\ast}(SU(n))$ on cohomologies by computing with the prime orders of binomial coefficients
Energy Technology Data Exchange (ETDEWEB)
Takebe, Shinichi; Abe, Masayoshi [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
2001-03-01
The distribution coefficient is very important parameter for environmental impact assessment on the disposal of radioactive waste arising from research institutes. The literature survey in the country was mainly carried out for the purpose of selecting the reasonable distribution coefficient value on the utilization of this value in the safety evaluation. This report was arranged much informations on the distribution coefficient for inputting to the database for each literature, and was summarized as a literature information data on the distribution coefficient. (author)
Variation in aerodynamic coefficients with altitude
Directory of Open Access Journals (Sweden)
Faiza Shahid
Full Text Available Precise aerodynamics performance prediction plays key role for a flying vehicle to get its mission completed within desired accuracy. Aerodynamic coefficients for same Mach number can be different at different altitude due to difference in Reynolds number. Prediction of these aerodynamics coefficients can be made through experiments, analytical solution or Computational Fluid Dynamics (CFD. Advancements in computational power have generated the concept of using CFD as a virtual Wind Tunnel (WT, hence aerodynamic performance prediction in present study is based upon CFD (numerical test rig. Simulations at different altitudes for a range of Mach numbers with zero angle of attack are performed to predict axial force coefficient behavior with altitude (Reynolds number. Similar simulations for a fixed Mach number â3â and a range of angle of attacks are also carried out to envisage the variation in normal force and pitching moment coefficients with altitude (Reynolds number. Results clearly depict that the axial force coefficient is a function of altitude (Reynolds number and increase as altitude increases, especially for subsonic region. Variation in axial force coefficient with altitude (Reynolds number slightly increases for larger values of angle of attacks. Normal force and pitching moment coefficients do not depend on altitude (Reynolds number at smaller values of angle of attacks but show slight decrease as altitude increases. Present study suggests that variation of normal force and pitching moment coefficients with altitude can be neglected but the variation of axial force coefficient with altitude should be considered for vehicle fly in dense atmosphere. It is recommended to continue this study to more complex configurations for various Mach numbers with side slip and real gas effects. Keywords: Mach number, Reynolds number, Blunt body, Altitude effect, Angle of attacks
Variation in aerodynamic coefficients with altitude
Shahid, Faiza; Hussain, Mukkarum; Baig, Mirza Mehmood; Haq, Ihtram ul
Precise aerodynamics performance prediction plays key role for a flying vehicle to get its mission completed within desired accuracy. Aerodynamic coefficients for same Mach number can be different at different altitude due to difference in Reynolds number. Prediction of these aerodynamics coefficients can be made through experiments, analytical solution or Computational Fluid Dynamics (CFD). Advancements in computational power have generated the concept of using CFD as a virtual Wind Tunnel (WT), hence aerodynamic performance prediction in present study is based upon CFD (numerical test rig). Simulations at different altitudes for a range of Mach numbers with zero angle of attack are performed to predict axial force coefficient behavior with altitude (Reynolds number). Similar simulations for a fixed Mach number '3' and a range of angle of attacks are also carried out to envisage the variation in normal force and pitching moment coefficients with altitude (Reynolds number). Results clearly depict that the axial force coefficient is a function of altitude (Reynolds number) and increase as altitude increases, especially for subsonic region. Variation in axial force coefficient with altitude (Reynolds number) slightly increases for larger values of angle of attacks. Normal force and pitching moment coefficients do not depend on altitude (Reynolds number) at smaller values of angle of attacks but show slight decrease as altitude increases. Present study suggests that variation of normal force and pitching moment coefficients with altitude can be neglected but the variation of axial force coefficient with altitude should be considered for vehicle fly in dense atmosphere. It is recommended to continue this study to more complex configurations for various Mach numbers with side slip and real gas effects.
International Nuclear Information System (INIS)
Berceanu, I.; Andronic, A.; Duma, M.
1999-01-01
The systematic studies of dissipative processes in light systems were completed with experiments dedicated to the measurement of the excitation functions in 19 F + 27 Al and 27 Al + 27 Al systems in order to obtain deeper insight on DNS configuration and its time evolution. The excitation function for 19 F + 27 Al system evidenced fluctuations larger than the statistical errors. Large Z and angular cross correlation coefficients supported their non-statistical nature. The energy dependence of second order observables, namely the second moment of the charge distribution and the product ω·τ (ω - the angular velocity of the DNS and τ its mean lifetime) extracted from the angular distributions were studied for 19 F + 27 Al case. In this contribution we are reporting the preliminary results of similar studies performed for 27 Al + 27 Al case. The variance of the charge distribution were obtained fitting the experimental charge distribution with a Gaussian centered on Z = 13 and the product ω·τ was extracted from the angular distributions. The results for 19 F + 27 Al case are confirmed by a preliminary analysis of the data for 27 Al + 27 Al system. The charge variance and ω·τ excitation functions for Z = 11 fragment are represented together with the excitation function of the cross section. One has to mention that the data for 27 Al + 27 Al system were not corrected for particle evaporation processes. The effect of the evaporation corrections on the excitation function was studied using a Monte Carlo simulation. The α particle evaporation was also included and the evaluation of the particle separation energies was made using experimental masses of the fragments. The excitation functions for 27 Al + 27 Al system for primary and secondary fragments were simulated. No structure due to particle evaporation was observed. The correlated fluctuations in σ Z and ω·τ excitation functions support a stochastic exchange of nucleons as the main mechanism for
Heat transfer coefficient for boiling carbon dioxide
DEFF Research Database (Denmark)
Knudsen, Hans Jørgen Høgaard; Jensen, Per Henrik
1998-01-01
Heat transfer coefficient and pressure drop for boiling carbon dioxide (R744) flowing in a horizontal pipe has been measured. The calculated heat transfer coeeficient has been compared with the Chart correlation of Shah. The Chart Correlation predits too low heat transfer coefficient but the ratio...... between the measured and the calculated heat transfer coefficient is nearly constant and equal 1.9. With this factor the correlation predicts the measured data within 14% (RMS). The pressure drop is of the same order as the measuring uncertainty and the pressure drop has not been compared with correlation's....
Virial Coefficients for the Liquid Argon
Korth, Micheal; Kim, Saesun
2014-03-01
We begin with a geometric model of hard colliding spheres and calculate probability densities in an iterative sequence of calculations that lead to the pair correlation function. The model is based on a kinetic theory approach developed by Shinomoto, to which we added an interatomic potential for argon based on the model from Aziz. From values of the pair correlation function at various values of density, we were able to find viral coefficients of liquid argon. The low order coefficients are in good agreement with theoretical hard sphere coefficients, but appropriate data for argon to which these results might be compared is difficult to find.
Soccer ball lift coefficients via trajectory analysis
International Nuclear Information System (INIS)
Goff, John Eric; Carre, Matt J
2010-01-01
We performed experiments in which a soccer ball was launched from a machine while two high-speed cameras recorded portions of the trajectory. Using the trajectory data and published drag coefficients, we extracted lift coefficients for a soccer ball. We determined lift coefficients for a wide range of spin parameters, including several spin parameters that have not been obtained by today's wind tunnels. Our trajectory analysis technique is not only a valuable tool for professional sports scientists, it is also accessible to students with a background in undergraduate-level classical mechanics.
Soccer ball lift coefficients via trajectory analysis
Energy Technology Data Exchange (ETDEWEB)
Goff, John Eric [Department of Physics, Lynchburg College, Lynchburg, VA 24501 (United States); Carre, Matt J, E-mail: goff@lynchburg.ed [Department of Mechanical Engineering, University of Sheffield, Sheffield S1 3JD (United Kingdom)
2010-07-15
We performed experiments in which a soccer ball was launched from a machine while two high-speed cameras recorded portions of the trajectory. Using the trajectory data and published drag coefficients, we extracted lift coefficients for a soccer ball. We determined lift coefficients for a wide range of spin parameters, including several spin parameters that have not been obtained by today's wind tunnels. Our trajectory analysis technique is not only a valuable tool for professional sports scientists, it is also accessible to students with a background in undergraduate-level classical mechanics.