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
An elementary components of variance analysis for multi-center quality control
International Nuclear Information System (INIS)
Munson, P.J.; Rodbard, D.
1977-01-01
The serious variability of RIA results from different laboratories indicates the need for multi-laboratory collaborative quality control (QC) studies. Statistical analysis methods for such studies using an 'analysis of variance with components of variance estimation' are discussed. This technique allocates the total variance into components corresponding to between-laboratory, between-assay, and residual or within-assay variability. Components of variance analysis also provides an intelligent way to combine the results of several QC samples run at different evels, from which we may decide if any component varies systematically with dose level; if not, pooling of estimates becomes possible. We consider several possible relationships of standard deviation to the laboratory mean. Each relationship corresponds to an underlying statistical model, and an appropriate analysis technique. Tests for homogeneity of variance may be used to determine if an appropriate model has been chosen, although the exact functional relationship of standard deviation to lab mean may be difficult to establish. Appropriate graphical display of the data aids in visual understanding of the data. A plot of the ranked standard deviation vs. ranked laboratory mean is a convenient way to summarize a QC study. This plot also allows determination of the rank correlation, which indicates a net relationship of variance to laboratory mean. (orig.) [de
Analysis of conditional genetic effects and variance components in developmental genetics.
Zhu, J
1995-12-01
A genetic model with additive-dominance effects and genotype x environment interactions is presented for quantitative traits with time-dependent measures. The genetic model for phenotypic means at time t conditional on phenotypic means measured at previous time (t-1) is defined. Statistical methods are proposed for analyzing conditional genetic effects and conditional genetic variance components. Conditional variances can be estimated by minimum norm quadratic unbiased estimation (MINQUE) method. An adjusted unbiased prediction (AUP) procedure is suggested for predicting conditional genetic effects. A worked example from cotton fruiting data is given for comparison of unconditional and conditional genetic variances and additive effects.
Technical Note: Introduction of variance component analysis to setup error analysis in radiotherapy
Energy Technology Data Exchange (ETDEWEB)
Matsuo, Yukinori, E-mail: ymatsuo@kuhp.kyoto-u.ac.jp; Nakamura, Mitsuhiro; Mizowaki, Takashi; Hiraoka, Masahiro [Department of Radiation Oncology and Image-applied Therapy, Kyoto University, 54 Shogoin-Kawaharacho, Sakyo, Kyoto 606-8507 (Japan)
2016-09-15
Purpose: The purpose of this technical note is to introduce variance component analysis to the estimation of systematic and random components in setup error of radiotherapy. Methods: Balanced data according to the one-factor random effect model were assumed. Results: Analysis-of-variance (ANOVA)-based computation was applied to estimate the values and their confidence intervals (CIs) for systematic and random errors and the population mean of setup errors. The conventional method overestimates systematic error, especially in hypofractionated settings. The CI for systematic error becomes much wider than that for random error. The ANOVA-based estimation can be extended to a multifactor model considering multiple causes of setup errors (e.g., interpatient, interfraction, and intrafraction). Conclusions: Variance component analysis may lead to novel applications to setup error analysis in radiotherapy.
Technical Note: Introduction of variance component analysis to setup error analysis in radiotherapy
International Nuclear Information System (INIS)
Matsuo, Yukinori; Nakamura, Mitsuhiro; Mizowaki, Takashi; Hiraoka, Masahiro
2016-01-01
Purpose: The purpose of this technical note is to introduce variance component analysis to the estimation of systematic and random components in setup error of radiotherapy. Methods: Balanced data according to the one-factor random effect model were assumed. Results: Analysis-of-variance (ANOVA)-based computation was applied to estimate the values and their confidence intervals (CIs) for systematic and random errors and the population mean of setup errors. The conventional method overestimates systematic error, especially in hypofractionated settings. The CI for systematic error becomes much wider than that for random error. The ANOVA-based estimation can be extended to a multifactor model considering multiple causes of setup errors (e.g., interpatient, interfraction, and intrafraction). Conclusions: Variance component analysis may lead to novel applications to setup error analysis in radiotherapy.
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.
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.
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.
Variance components for body weight in Japanese quails (Coturnix japonica
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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.
Kriging with Unknown Variance Components for Regional Ionospheric Reconstruction
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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
An elementary components of variance analysis for multi-centre quality control
International Nuclear Information System (INIS)
Munson, P.J.; Rodbard, D.
1978-01-01
The serious variability of RIA results from different laboratories indicates the need for multi-laboratory collaborative quality-control (QC) studies. Simple graphical display of data in the form of histograms is useful but insufficient. The paper discusses statistical analysis methods for such studies using an ''analysis of variance with components of variance estimation''. This technique allocates the total variance into components corresponding to between-laboratory, between-assay, and residual or within-assay variability. Problems with RIA data, e.g. severe non-uniformity of variance and/or departure from a normal distribution violate some of the usual assumptions underlying analysis of variance. In order to correct these problems, it is often necessary to transform the data before analysis by using a logarithmic, square-root, percentile, ranking, RIDIT, ''Studentizing'' or other transformation. Ametric transformations such as ranks or percentiles protect against the undue influence of outlying observations, but discard much intrinsic information. Several possible relationships of standard deviation to the laboratory mean are considered. Each relationship corresponds to an underlying statistical model and an appropriate analysis technique. Tests for homogeneity of variance may be used to determine whether an appropriate model has been chosen, although the exact functional relationship of standard deviation to laboratory mean may be difficult to establish. Appropriate graphical display aids visual understanding of the data. A plot of the ranked standard deviation versus ranked laboratory mean is a convenient way to summarize a QC study. This plot also allows determination of the rank correlation, which indicates a net relationship of variance to laboratory mean
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 COMPONENTS AND SELECTION FOR FEATHER PECKING BEHAVIOR IN LAYING HENS
Su, Guosheng; Kjaer, Jørgen B.; Sørensen, Poul
2005-01-01
Variance components and selection response for feather pecking behaviour were studied by analysing the data from a divergent selection experiment. An investigation show that a Box-Cox transformation with power =-0.2 made the data be approximately normally distributed and fit best by the given model. Variance components and selection response were estimated using Bayesian analysis with Gibbs sampling technique. The total variation was rather large for the two traits in both low feather peckin...
Principal component approach in variance component estimation for international sire evaluation
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Jakobsen Jette
2011-05-01
Full Text Available Abstract Background The dairy cattle breeding industry is a highly globalized business, which needs internationally comparable and reliable breeding values of sires. The international Bull Evaluation Service, Interbull, was established in 1983 to respond to this need. Currently, Interbull performs multiple-trait across country evaluations (MACE for several traits and breeds in dairy cattle and provides international breeding values to its member countries. Estimating parameters for MACE is challenging since the structure of datasets and conventional use of multiple-trait models easily result in over-parameterized genetic covariance matrices. The number of parameters to be estimated can be reduced by taking into account only the leading principal components of the traits considered. For MACE, this is readily implemented in a random regression model. Methods This article compares two principal component approaches to estimate variance components for MACE using real datasets. The methods tested were a REML approach that directly estimates the genetic principal components (direct PC and the so-called bottom-up REML approach (bottom-up PC, in which traits are sequentially added to the analysis and the statistically significant genetic principal components are retained. Furthermore, this article evaluates the utility of the bottom-up PC approach to determine the appropriate rank of the (covariance matrix. Results Our study demonstrates the usefulness of both approaches and shows that they can be applied to large multi-country models considering all concerned countries simultaneously. These strategies can thus replace the current practice of estimating the covariance components required through a series of analyses involving selected subsets of traits. Our results support the importance of using the appropriate rank in the genetic (covariance matrix. Using too low a rank resulted in biased parameter estimates, whereas too high a rank did not result in
A Cure for Variance Inflation in High Dimensional Kernel Principal Component Analysis
DEFF Research Database (Denmark)
Abrahamsen, Trine Julie; Hansen, Lars Kai
2011-01-01
Small sample high-dimensional principal component analysis (PCA) suffers from variance inflation and lack of generalizability. It has earlier been pointed out that a simple leave-one-out variance renormalization scheme can cure the problem. In this paper we generalize the cure in two directions......: First, we propose a computationally less intensive approximate leave-one-out estimator, secondly, we show that variance inflation is also present in kernel principal component analysis (kPCA) and we provide a non-parametric renormalization scheme which can quite efficiently restore generalizability in kPCA....... As for PCA our analysis also suggests a simplified approximate expression. © 2011 Trine J. Abrahamsen and Lars K. Hansen....
International Nuclear Information System (INIS)
Sinclair, D.F.; Williams, J.
1979-01-01
There have been significant developments in the design and use of neutron moisture meters since Hewlett et al.(1964) investigated the sources of variance when using this instrument to estimate soil moisture. There appears to be little in the literature, however, which updates these findings. This paper aims to isolate the components of variance when moisture content and moisture change are estimated using the neutron scattering method with current technology and methods
Variability of indoor and outdoor VOC measurements: An analysis using variance components
International Nuclear Information System (INIS)
Jia, Chunrong; Batterman, Stuart A.; Relyea, George E.
2012-01-01
This study examines concentrations of volatile organic compounds (VOCs) measured inside and outside of 162 residences in southeast Michigan, U.S.A. Nested analyses apportioned four sources of variation: city, residence, season, and measurement uncertainty. Indoor measurements were dominated by seasonal and residence effects, accounting for 50 and 31%, respectively, of the total variance. Contributions from measurement uncertainty (<20%) and city effects (<10%) were small. For outdoor measurements, season, city and measurement variation accounted for 43, 29 and 27% of variance, respectively, while residence location had negligible impact (<2%). These results show that, to obtain representative estimates of indoor concentrations, measurements in multiple seasons are required. In contrast, outdoor VOC concentrations can use multi-seasonal measurements at centralized locations. Error models showed that uncertainties at low concentrations might obscure effects of other factors. Variance component analyses can be used to interpret existing measurements, design effective exposure studies, and determine whether the instrumentation and protocols are satisfactory. - Highlights: ► The variability of VOC measurements was partitioned using nested analysis. ► Indoor VOCs were primarily controlled by seasonal and residence effects. ► Outdoor VOC levels were homogeneous within neighborhoods. ► Measurement uncertainty was high for many outdoor VOCs. ► Variance component analysis is useful for designing effective sampling programs. - Indoor VOC concentrations were primarily controlled by seasonal and residence effects; and outdoor concentrations were homogeneous within neighborhoods. Variance component analysis is a useful tool for designing effective sampling programs.
Variance components estimation for farrowing traits of three purebred pigs in Korea
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Bryan Irvine Lopez
2017-09-01
Full Text Available Objective This study was conducted to estimate breed-specific variance components for total number born (TNB, number born alive (NBA and mortality rate from birth through weaning including stillbirths (MORT of three main swine breeds in Korea. In addition, the importance of including maternal genetic and service sire effects in estimation models was evaluated. Methods Records of farrowing traits from 6,412 Duroc, 18,020 Landrace, and 54,254 Yorkshire sows collected from January 2001 to September 2016 from different farms in Korea were used in the analysis. Animal models and the restricted maximum likelihood method were used to estimate variances in animal genetic, permanent environmental, maternal genetic, service sire and residuals. Results The heritability estimates ranged from 0.072 to 0.102, 0.090 to 0.099, and 0.109 to 0.121 for TNB; 0.087 to 0.110, 0.088 to 0.100, and 0.099 to 0.107 for NBA; and 0.027 to 0.031, 0.050 to 0.053, and 0.073 to 0.081 for MORT in the Duroc, Landrace and Yorkshire breeds, respectively. The proportion of the total variation due to permanent environmental effects, maternal genetic effects, and service sire effects ranged from 0.042 to 0.088, 0.001 to 0.031, and 0.001 to 0.021, respectively. Spearman rank correlations among models ranged from 0.98 to 0.99, demonstrating that the maternal genetic and service sire effects have small effects on the precision of the breeding value. Conclusion Models that include additive genetic and permanent environmental effects are suitable for farrowing traits in Duroc, Landrace, and Yorkshire populations in Korea. This breed-specific variance components estimates for litter traits can be utilized for pig improvement programs in Korea.
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.
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....
Bian, Zunjian; du, yongming; li, hua
2016-04-01
Land surface temperature (LST) as a key variable plays an important role on hydrological, meteorology and climatological study. Thermal infrared directional anisotropy is one of essential factors to LST retrieval and application on longwave radiance estimation. Many approaches have been proposed to estimate directional brightness temperatures (DBT) over natural and urban surfaces. While less efforts focus on 3-D scene and the surface component temperatures used in DBT models are quiet difficult to acquire. Therefor a combined 3-D model of TRGM (Thermal-region Radiosity-Graphics combined Model) and energy balance method is proposed in the paper for the attempt of synchronously simulation of component temperatures and DBT in the row planted canopy. The surface thermodynamic equilibrium can be final determined by the iteration strategy of TRGM and energy balance method. The combined model was validated by the top-of-canopy DBTs using airborne observations. The results indicated that the proposed model performs well on the simulation of directional anisotropy, especially the hotspot effect. Though we find that the model overestimate the DBT with Bias of 1.2K, it can be an option as a data reference to study temporal variance of component temperatures and DBTs when field measurement is inaccessible
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.
Variance and covariance components for liability of piglet survival during different periods
DEFF Research Database (Denmark)
Su, G; Sorensen, D; Lund, M S
2008-01-01
Variance and covariance components for piglet survival in different periods were estimated from individual records of 133 004 Danish Landrace piglets and 89 928 Danish Yorkshire piglets, using a liability threshold model including both direct and maternal additive genetic effects. At the individu...
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...
Variance components and selection response for feather-pecking behavior in laying hens.
Su, G; Kjaer, J B; Sørensen, P
2005-01-01
Variance components and selection response for feather pecking behavior were studied by analyzing the data from a divergent selection experiment. An investigation indicated that a Box-Cox transformation with power lambda = -0.2 made the data approximately normally distributed and gave the best fit for the model. Variance components and selection response were estimated using Bayesian analysis with Gibbs sampling technique. The total variation was rather large for the investigated traits in both the low feather-pecking line (LP) and the high feather-pecking line (HP). Based on the mean of marginal posterior distribution, in the Box-Cox transformed scale, heritability for number of feather pecking bouts (FP bouts) was 0.174 in line LP and 0.139 in line HP. For number of feather-pecking pecks (FP pecks), heritability was 0.139 in line LP and 0.105 in line HP. No full-sib group effect and observation pen effect were found in the 2 traits. After 4 generations of selection, the total response for number of FP bouts in the transformed scale was 58 and 74% of the mean of the first generation in line LP and line HP, respectively. The total response for number of FP pecks was 47 and 46% of the mean of the first generation in line LP and line HP, respectively. The variance components and the realized selection response together suggest that genetic selection can be effective in minimizing FP behavior. This would be expected to reduce one of the major welfare problems in laying hens.
DEFF Research Database (Denmark)
Widyas, Nuzul; Jensen, Just; Nielsen, Vivi Hunnicke
Selection experiment was performed for weight gain in 13 generations of outbred mice. A total of 18 lines were included in the experiment. Nine lines were allotted to each of the two treatment diets (19.3 and 5.1 % protein). Within each diet three lines were selected upwards, three lines were...... selected downwards and three lines were kept as controls. Bayesian statistical methods are used to estimate the genetic variance components. Mixed model analysis is modified including mutation effect following the methods by Wray (1990). DIC was used to compare the model. Models including mutation effect...... have better fit compared to the model with only additive effect. Mutation as direct effect contributes 3.18% of the total phenotypic variance. While in the model with interactions between additive and mutation, it contributes 1.43% as direct effect and 1.36% as interaction effect of the total variance...
Luthria, Devanand L; Mukhopadhyay, Sudarsan; Robbins, Rebecca J; Finley, John W; Banuelos, Gary S; Harnly, James M
2008-07-23
UV spectral fingerprints, in combination with analysis of variance-principal components analysis (ANOVA-PCA), can differentiate between cultivars and growing conditions (or treatments) and can be used to identify sources of variance. Broccoli samples, composed of two cultivars, were grown under seven different conditions or treatments (four levels of Se-enriched irrigation waters, organic farming, and conventional farming with 100 and 80% irrigation based on crop evaporation and transpiration rate). Freeze-dried powdered samples were extracted with methanol-water (60:40, v/v) and analyzed with no prior separation. Spectral fingerprints were acquired for the UV region (220-380 nm) using a 50-fold dilution of the extract. ANOVA-PCA was used to construct subset matrices that permitted easy verification of the hypothesis that cultivar and treatment contributed to a difference in the chemical expression of the broccoli. The sums of the squares of the same matrices were used to show that cultivar, treatment, and analytical repeatability contributed 30.5, 68.3, and 1.2% of the variance, respectively.
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
Directory of Open Access Journals (Sweden)
Matheus Costa dos Reis
2014-01-01
Full Text Available This study was carried out to obtain the estimates of genetic variance and covariance components related to intra- and interpopulation in the original populations (C0 and in the third cycle (C3 of reciprocal recurrent selection (RRS which allows breeders to define the best breeding strategy. For that purpose, the half-sib progenies of intrapopulation (P11 and P22 and interpopulation (P12 and P21 from populations 1 and 2 derived from single-cross hybrids in the 0 and 3 cycles of the reciprocal recurrent selection program were used. The intra- and interpopulation progenies were evaluated in a 10×10 triple lattice design in two separate locations. The data for unhusked ear weight (ear weight without husk and plant height were collected. All genetic variance and covariance components were estimated from the expected mean squares. The breakdown of additive variance into intrapopulation and interpopulation additive deviations (στ2 and the covariance between these and their intrapopulation additive effects (CovAτ found predominance of the dominance effect for unhusked ear weight. Plant height for these components shows that the intrapopulation additive effect explains most of the variation. Estimates for intrapopulation and interpopulation additive genetic variances confirm that populations derived from single-cross hybrids have potential for recurrent selection programs.
Spence, Jeffrey S; Brier, Matthew R; Hart, John; Ferree, Thomas C
2013-03-01
Linear statistical models are used very effectively to assess task-related differences in EEG power spectral analyses. Mixed models, in particular, accommodate more than one variance component in a multisubject study, where many trials of each condition of interest are measured on each subject. Generally, intra- and intersubject variances are both important to determine correct standard errors for inference on functions of model parameters, but it is often assumed that intersubject variance is the most important consideration in a group study. In this article, we show that, under common assumptions, estimates of some functions of model parameters, including estimates of task-related differences, are properly tested relative to the intrasubject variance component only. A substantial gain in statistical power can arise from the proper separation of variance components when there is more than one source of variability. We first develop this result analytically, then show how it benefits a multiway factoring of spectral, spatial, and temporal components from EEG data acquired in a group of healthy subjects performing a well-studied response inhibition task. Copyright © 2011 Wiley Periodicals, Inc.
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
International Nuclear Information System (INIS)
Yang Jinan; Mihara, Takatsugu
1998-12-01
This report presents a variance reduction technique to estimate the reliability and availability of highly complex systems during phased mission time using the Monte Carlo simulation. In this study, we introduced the variance reduction technique with a concept of distance between the present system state and the cut set configurations. Using this technique, it becomes possible to bias the transition from the operating states to the failed states of components towards the closest cut set. Therefore a component failure can drive the system towards a cut set configuration more effectively. JNC developed the PHAMMON (Phased Mission Analysis Program with Monte Carlo Method) code which involved the two kinds of variance reduction techniques: (1) forced transition, and (2) failure biasing. However, these techniques did not guarantee an effective reduction in variance. For further improvement, a variance reduction technique incorporating the distance concept was introduced to the PHAMMON code and the numerical calculation was carried out for the different design cases of decay heat removal system in a large fast breeder reactor. Our results indicate that the technique addition of this incorporating distance concept is an effective means of further reducing the variance. (author)
Variance-to-mean method generalized by linear difference filter technique
International Nuclear Information System (INIS)
Hashimoto, Kengo; Ohsaki, Hiroshi; Horiguchi, Tetsuo; Yamane, Yoshihiro; Shiroya, Seiji
1998-01-01
The conventional variance-to-mean method (Feynman-α method) seriously suffers the divergency of the variance under such a transient condition as a reactor power drift. Strictly speaking, then, the use of the Feynman-α is restricted to a steady state. To apply the method to more practical uses, it is desirable to overcome this kind of difficulty. For this purpose, we propose an usage of higher-order difference filter technique to reduce the effect of the reactor power drift, and derive several new formulae taking account of the filtering. The capability of the formulae proposed was demonstrated through experiments in the Kyoto University Critical Assembly. The experimental results indicate that the divergency of the variance can be effectively suppressed by the filtering technique, and that the higher-order filter becomes necessary with increasing variation rate in power
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...
DEFF Research Database (Denmark)
Krag, Kristian
The composition of bovine milk fat, used for human consumption, is far from the recommendations for human fat nutrition. The aim of this PhD was to describe the variance components and prediction probabilities of individual fatty acids (FA) in bovine milk, and to evaluate the possibilities...
The Variance-covariance Method using IOWGA Operator for Tourism Forecast Combination
Directory of Open Access Journals (Sweden)
Liangping Wu
2014-08-01
Full Text Available Three combination methods commonly used in tourism forecasting are the simple average method, the variance-covariance method and the discounted MSFE method. These methods assign the different weights that can not change at each time point to each individual forecasting model. In this study, we introduce the IOWGA operator combination method which can overcome the defect of previous three combination methods into tourism forecasting. Moreover, we further investigate the performance of the four combination methods through the theoretical evaluation and the forecasting evaluation. The results of the theoretical evaluation show that the IOWGA operator combination method obtains extremely well performance and outperforms the other forecast combination methods. Furthermore, the IOWGA operator combination method can be of well forecast performance and performs almost the same to the variance-covariance combination method for the forecasting evaluation. The IOWGA operator combination method mainly reflects the maximization of improving forecasting accuracy and the variance-covariance combination method mainly reflects the decrease of the forecast error. For future research, it may be worthwhile introducing and examining other new combination methods that may improve forecasting accuracy or employing other techniques to control the time for updating the weights in combined forecasts.
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)
Behnabian, Behzad; Mashhadi Hossainali, Masoud; Malekzadeh, Ahad
2018-02-01
The cross-validation technique is a popular method to assess and improve the quality of prediction by least squares collocation (LSC). We present a formula for direct estimation of the vector of cross-validation errors (CVEs) in LSC which is much faster than element-wise CVE computation. We show that a quadratic form of CVEs follows Chi-squared distribution. Furthermore, a posteriori noise variance factor is derived by the quadratic form of CVEs. In order to detect blunders in the observations, estimated standardized CVE is proposed as the test statistic which can be applied when noise variances are known or unknown. We use LSC together with the methods proposed in this research for interpolation of crustal subsidence in the northern coast of the Gulf of Mexico. The results show that after detection and removing outliers, the root mean square (RMS) of CVEs and estimated noise standard deviation are reduced about 51 and 59%, respectively. In addition, RMS of LSC prediction error at data points and RMS of estimated noise of observations are decreased by 39 and 67%, respectively. However, RMS of LSC prediction error on a regular grid of interpolation points covering the area is only reduced about 4% which is a consequence of sparse distribution of data points for this case study. The influence of gross errors on LSC prediction results is also investigated by lower cutoff CVEs. It is indicated that after elimination of outliers, RMS of this type of errors is also reduced by 19.5% for a 5 km radius of vicinity. We propose a method using standardized CVEs for classification of dataset into three groups with presumed different noise variances. The noise variance components for each of the groups are estimated using restricted maximum-likelihood method via Fisher scoring technique. Finally, LSC assessment measures were computed for the estimated heterogeneous noise variance model and compared with those of the homogeneous model. The advantage of the proposed method is the
Methods to estimate the between‐study variance and its uncertainty in meta‐analysis†
Jackson, Dan; Viechtbauer, Wolfgang; Bender, Ralf; Bowden, Jack; Knapp, Guido; Kuss, Oliver; Higgins, Julian PT; Langan, Dean; Salanti, Georgia
2015-01-01
Meta‐analyses are typically used to estimate the overall/mean of an outcome of interest. However, inference about between‐study variability, which is typically modelled using a between‐study variance parameter, is usually an additional aim. The DerSimonian and Laird method, currently widely used by default to estimate the between‐study variance, has been long challenged. Our aim is to identify known methods for estimation of the between‐study variance and its corresponding uncertainty, and to summarise the simulation and empirical evidence that compares them. We identified 16 estimators for the between‐study variance, seven methods to calculate confidence intervals, and several comparative studies. Simulation studies suggest that for both dichotomous and continuous data the estimator proposed by Paule and Mandel and for continuous data the restricted maximum likelihood estimator are better alternatives to estimate the between‐study variance. Based on the scenarios and results presented in the published studies, we recommend the Q‐profile method and the alternative approach based on a ‘generalised Cochran between‐study variance statistic’ to compute corresponding confidence intervals around the resulting estimates. Our recommendations are based on a qualitative evaluation of the existing literature and expert consensus. Evidence‐based recommendations require an extensive simulation study where all methods would be compared under the same scenarios. © 2015 The Authors. Research Synthesis Methods published by John Wiley & Sons Ltd. PMID:26332144
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)
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.
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)
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.
Harrison, Jay M; Howard, Delia; Malven, Marianne; Halls, Steven C; Culler, Angela H; Harrigan, George G; Wolfinger, Russell D
2013-07-03
Compositional studies on genetically modified (GM) and non-GM crops have consistently demonstrated that their respective levels of key nutrients and antinutrients are remarkably similar and that other factors such as germplasm and environment contribute more to compositional variability than transgenic breeding. We propose that graphical and statistical approaches that can provide meaningful evaluations of the relative impact of different factors to compositional variability may offer advantages over traditional frequentist testing. A case study on the novel application of principal variance component analysis (PVCA) in a compositional assessment of herbicide-tolerant GM cotton is presented. Results of the traditional analysis of variance approach confirmed the compositional equivalence of the GM and non-GM cotton. The multivariate approach of PVCA provided further information on the impact of location and germplasm on compositional variability relative to GM.
International Nuclear Information System (INIS)
Zhai, Qingqing; Yang, Jun; Zhao, Yu
2014-01-01
Variance-based sensitivity analysis has been widely studied and asserted itself among practitioners. Monte Carlo simulation methods are well developed in the calculation of variance-based sensitivity indices but they do not make full use of each model run. Recently, several works mentioned a scatter-plot partitioning method to estimate the variance-based sensitivity indices from given data, where a single bunch of samples is sufficient to estimate all the sensitivity indices. This paper focuses on the space-partition method in the estimation of variance-based sensitivity indices, and its convergence and other performances are investigated. Since the method heavily depends on the partition scheme, the influence of the partition scheme is discussed and the optimal partition scheme is proposed based on the minimized estimator's variance. A decomposition and integration procedure is proposed to improve the estimation quality for higher order sensitivity indices. The proposed space-partition method is compared with the more traditional method and test cases show that it outperforms the traditional one
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.
Isolating Trait and Method Variance in the Measurement of Callous and Unemotional Traits.
Paiva-Salisbury, Melissa L; Gill, Andrew D; Stickle, Timothy R
2017-09-01
To examine hypothesized influence of method variance from negatively keyed items in measurement of callous-unemotional (CU) traits, nine a priori confirmatory factor analysis model comparisons of the Inventory of Callous-Unemotional Traits were evaluated on multiple fit indices and theoretical coherence. Tested models included a unidimensional model, a three-factor model, a three-bifactor model, an item response theory-shortened model, two item-parceled models, and three correlated trait-correlated method minus one models (unidimensional, correlated three-factor, and bifactor). Data were self-reports of 234 adolescents (191 juvenile offenders, 43 high school students; 63% male; ages 11-17 years). Consistent with hypotheses, models accounting for method variance substantially improved fit to the data. Additionally, bifactor models with a general CU factor better fit the data compared with correlated factor models, suggesting a general CU factor is important to understanding the construct of CU traits. Future Inventory of Callous-Unemotional Traits analyses should account for method variance from item keying and response bias to isolate trait variance.
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...
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…
Study To Build Method For Analyzing Some Component Of Airborne Which Cause Respiratory Disease
International Nuclear Information System (INIS)
Vo Thi Anh; Nguyen Thuy Binh; Vuong Thu Bac; Ha Lan Anh; Nguyen Hong Thinh; Duong Van Thang; Nguyen Mai Anh; Vo Tuong Hanh
2013-01-01
Aerosol sampler is located at the top of the three floors building of INST. The amount of PM particle and components such as black carbon; chemical elements; violated organic compounds and microorganisms are analyzed by appropriate methods. Using the method of regression and analysis of variance ANOVA to find out correlation between there pollution components and patients treated at the Department of Respiratory in Hanoi E-Hospital. It shown that microorganisms, benzene, toluene, element sulfur and element silica have effects on monthly number of patients treated respiratory diseases at the E-Hospital. (author)
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.
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
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
Hu, Pingsha; Maiti, Tapabrata
2011-01-01
Microarray is a powerful tool for genome-wide gene expression analysis. In microarray expression data, often mean and variance have certain relationships. We present a non-parametric mean-variance smoothing method (NPMVS) to analyze differentially expressed genes. In this method, a nonlinear smoothing curve is fitted to estimate the relationship between mean and variance. Inference is then made upon shrinkage estimation of posterior means assuming variances are known. Different methods have been applied to simulated datasets, in which a variety of mean and variance relationships were imposed. The simulation study showed that NPMVS outperformed the other two popular shrinkage estimation methods in some mean-variance relationships; and NPMVS was competitive with the two methods in other relationships. A real biological dataset, in which a cold stress transcription factor gene, CBF2, was overexpressed, has also been analyzed with the three methods. Gene ontology and cis-element analysis showed that NPMVS identified more cold and stress responsive genes than the other two methods did. The good performance of NPMVS is mainly due to its shrinkage estimation for both means and variances. In addition, NPMVS exploits a non-parametric regression between mean and variance, instead of assuming a specific parametric relationship between mean and variance. The source code written in R is available from the authors on request.
Directory of Open Access Journals (Sweden)
Haley Christopher S
2009-01-01
Full Text Available Abstract Introduction Variance component QTL methodology was used to analyse three candidate regions on chicken chromosomes 1, 4 and 5 for dominant and parent-of-origin QTL effects. Data were available for bodyweight and conformation score measured at 40 days from a two-generation commercial broiler dam line. One hundred dams were nested in 46 sires with phenotypes and genotypes on 2708 offspring. Linear models were constructed to simultaneously estimate fixed, polygenic and QTL effects. Different genetic models were compared using likelihood ratio test statistics derived from the comparison of full with reduced or null models. Empirical thresholds were derived by permutation analysis. Results Dominant QTL were found for bodyweight on chicken chromosome 4 and for bodyweight and conformation score on chicken chromosome 5. Suggestive evidence for a maternally expressed QTL for bodyweight and conformation score was found on chromosome 1 in a region corresponding to orthologous imprinted regions in the human and mouse. Conclusion Initial results suggest that variance component analysis can be applied within commercial populations for the direct detection of segregating dominant and parent of origin effects.
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).
An Analysis of Variance Approach for the Estimation of Response Time Distributions in Tests
Attali, Yigal
2010-01-01
Generalizability theory and analysis of variance methods are employed, together with the concept of objective time pressure, to estimate response time distributions and the degree of time pressure in timed tests. By estimating response time variance components due to person, item, and their interaction, and fixed effects due to item types and…
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 ...
Estimates of variance components for postweaning feed intake and ...
African Journals Online (AJOL)
Mike
2013-03-09
Mar 9, 2013 ... transformation of RFIp and RDGp to z-scores (mean = 0.0, variance = 1.0) and then ... generation pedigree (n = 9 653) used for this analysis. ..... Nkrumah, J.D., Basarab, J.A., Wang, Z., Li, C., Price, M.A., Okine, E.K., Crews Jr., ...
Variance 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-.
Analysis of inconsistent source sampling in monte carlo weight-window variance reduction methods
Directory of Open Access Journals (Sweden)
David P. Griesheimer
2017-09-01
Full Text Available The application of Monte Carlo (MC to large-scale fixed-source problems has recently become possible with new hybrid methods that automate generation of parameters for variance reduction techniques. Two common variance reduction techniques, weight windows and source biasing, have been automated and popularized by the consistent adjoint-driven importance sampling (CADIS method. This method uses the adjoint solution from an inexpensive deterministic calculation to define a consistent set of weight windows and source particles for a subsequent MC calculation. One of the motivations for source consistency is to avoid the splitting or rouletting of particles at birth, which requires computational resources. However, it is not always possible or desirable to implement such consistency, which results in inconsistent source biasing. This paper develops an original framework that mathematically expresses the coupling of the weight window and source biasing techniques, allowing the authors to explore the impact of inconsistent source sampling on the variance of MC results. A numerical experiment supports this new framework and suggests that certain classes of problems may be relatively insensitive to inconsistent source sampling schemes with moderate levels of splitting and rouletting.
Zahodne, Laura B.; Manly, Jennifer J.; Brickman, Adam M.; Narkhede, Atul; Griffith, Erica Y.; Guzman, Vanessa A.; Schupf, Nicole; Stern, Yaakov
2016-01-01
Cognitive reserve describes the mismatch between brain integrity and cognitive performance. Older adults with high cognitive reserve are more resilient to age-related brain pathology. Traditionally, cognitive reserve is indexed indirectly via static proxy variables (e.g., years of education). More recently, cross-sectional studies have suggested that reserve can be expressed as residual variance in episodic memory performance that remains after accounting for demographic factors and brain pathology (whole brain, hippocampal, and white matter hyperintensity volumes). The present study extends these methods to a longitudinal framework in a community-based cohort of 244 older adults who underwent two comprehensive neuropsychological and structural magnetic resonance imaging sessions over 4.6 years. On average, residual memory variance decreased over time, consistent with the idea that cognitive reserve is depleted over time. Individual differences in change in residual memory variance predicted incident dementia, independent of baseline residual memory variance. Multiple-group latent difference score models revealed tighter coupling between brain and language changes among individuals with decreasing residual memory variance. These results suggest that changes in residual memory variance may capture a dynamic aspect of cognitive reserve and could be a useful way to summarize individual cognitive responses to brain changes. Change in residual memory variance among initially non-demented older adults was a better predictor of incident dementia than residual memory variance measured at one time-point. PMID:26348002
Variance of a potential of mean force obtained using the weighted histogram analysis method.
Cukier, Robert I
2013-11-27
A potential of mean force (PMF) that provides the free energy of a thermally driven system along some chosen reaction coordinate (RC) is a useful descriptor of systems characterized by complex, high dimensional potential energy surfaces. Umbrella sampling window simulations use potential energy restraints to provide more uniform sampling along a RC so that potential energy barriers that would otherwise make equilibrium sampling computationally difficult can be overcome. Combining the results from the different biased window trajectories can be accomplished using the Weighted Histogram Analysis Method (WHAM). Here, we provide an analysis of the variance of a PMF along the reaction coordinate. We assume that the potential restraints used for each window lead to Gaussian distributions for the window reaction coordinate densities and that the data sampling in each window is from an equilibrium ensemble sampled so that successive points are statistically independent. Also, we assume that neighbor window densities overlap, as required in WHAM, and that further-than-neighbor window density overlap is negligible. Then, an analytic expression for the variance of the PMF along the reaction coordinate at a desired level of spatial resolution can be generated. The variance separates into a sum over all windows with two kinds of contributions: One from the variance of the biased window density normalized by the total biased window density and the other from the variance of the local (for each window's coordinate range) PMF. Based on the desired spatial resolution of the PMF, the former variance can be minimized relative to that from the latter. The method is applied to a model system that has features of a complex energy landscape evocative of a protein with two conformational states separated by a free energy barrier along a collective reaction coordinate. The variance can be constructed from data that is already available from the WHAM PMF construction.
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.
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...
Zahodne, Laura B; Manly, Jennifer J; Brickman, Adam M; Narkhede, Atul; Griffith, Erica Y; Guzman, Vanessa A; Schupf, Nicole; Stern, Yaakov
2015-10-01
Cognitive reserve describes the mismatch between brain integrity and cognitive performance. Older adults with high cognitive reserve are more resilient to age-related brain pathology. Traditionally, cognitive reserve is indexed indirectly via static proxy variables (e.g., years of education). More recently, cross-sectional studies have suggested that reserve can be expressed as residual variance in episodic memory performance that remains after accounting for demographic factors and brain pathology (whole brain, hippocampal, and white matter hyperintensity volumes). The present study extends these methods to a longitudinal framework in a community-based cohort of 244 older adults who underwent two comprehensive neuropsychological and structural magnetic resonance imaging sessions over 4.6 years. On average, residual memory variance decreased over time, consistent with the idea that cognitive reserve is depleted over time. Individual differences in change in residual memory variance predicted incident dementia, independent of baseline residual memory variance. Multiple-group latent difference score models revealed tighter coupling between brain and language changes among individuals with decreasing residual memory variance. These results suggest that changes in residual memory variance may capture a dynamic aspect of cognitive reserve and could be a useful way to summarize individual cognitive responses to brain changes. Change in residual memory variance among initially non-demented older adults was a better predictor of incident dementia than residual memory variance measured at one time-point. Copyright © 2015. Published by Elsevier Ltd.
Dynamic Allan Variance Analysis Method with Time-Variant Window Length Based on Fuzzy Control
Directory of Open Access Journals (Sweden)
Shanshan Gu
2015-01-01
Full Text Available To solve the problem that dynamic Allan variance (DAVAR with fixed length of window cannot meet the identification accuracy requirement of fiber optic gyro (FOG signal over all time domains, a dynamic Allan variance analysis method with time-variant window length based on fuzzy control is proposed. According to the characteristic of FOG signal, a fuzzy controller with the inputs of the first and second derivatives of FOG signal is designed to estimate the window length of the DAVAR. Then the Allan variances of the signals during the time-variant window are simulated to obtain the DAVAR of the FOG signal to describe the dynamic characteristic of the time-varying FOG signal. Additionally, a performance evaluation index of the algorithm based on radar chart is proposed. Experiment results show that, compared with different fixed window lengths DAVAR methods, the change of FOG signal with time can be identified effectively and the evaluation index of performance can be enhanced by 30% at least by the DAVAR method with time-variant window length based on fuzzy control.
Analysis of force variance for a continuous miner drum using the Design of Experiments method
Energy Technology Data Exchange (ETDEWEB)
S. Somanchi; V.J. Kecojevic; C.J. Bise [Pennsylvania State University, University Park, PA (United States)
2006-06-15
Continuous miners (CMs) are excavating machines designed to extract a variety of minerals by underground mining. The variance in force experienced by the cutting drum is a very important aspect that must be considered during drum design. A uniform variance essentially means that an equal load is applied on the individual cutting bits and this, in turn, enables better cutting action, greater efficiency, and longer bit and machine life. There are certain input parameters used in the drum design whose exact relationships with force variance are not clearly understood. This paper determines (1) the factors that have a significant effect on the force variance of the drum and (2) the values that can be assigned to these factors to minimize the force variance. A computer program, Continuous Miner Drum (CMD), was developed in collaboration with Kennametal, Inc. to facilitate the mechanical design of CM drums. CMD also facilitated data collection for determining significant factors affecting force variance. Six input parameters, including centre pitch, outer pitch, balance angle, shift angle, set angle and relative angle were tested at two levels. Trials were configured using the Design of Experiments (DoE) method where 2{sup 6} full-factorial experimental design was selected to investigate the effect of these factors on force variance. Results from the analysis show that all parameters except balance angle, as well as their interactions, significantly affect the force variance.
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.
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..
Estimating Mean and Variance Through Quantiles : An Experimental Comparison of Different Methods
Moors, J.J.A.; Strijbosch, L.W.G.; van Groenendaal, W.J.H.
2002-01-01
If estimates of mean and variance are needed and only experts' opinions are available, the literature agrees that it is wise behaviour to ask only for their (subjective) estimates of quantiles: from these, estimates of the desired parameters are calculated.Quite a number of methods have been
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
International Nuclear Information System (INIS)
Noack, K.
1982-01-01
The perturbation source method may be a powerful Monte-Carlo means to calculate small effects in a particle field. In a preceding paper we have formulated this methos in inhomogeneous linear particle transport problems describing the particle fields by solutions of Fredholm integral equations and have derived formulae for the second moment of the difference event point estimator. In the present paper we analyse the general structure of its variance, point out the variance peculiarities, discuss the dependence on certain transport games and on generation procedures of the auxiliary particles and draw conclusions to improve this method
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.
Partial Variance of Increments Method in Solar Wind Observations and Plasma Simulations
Greco, A.; Matthaeus, W. H.; Perri, S.; Osman, K. T.; Servidio, S.; Wan, M.; Dmitruk, P.
2018-02-01
The method called "PVI" (Partial Variance of Increments) has been increasingly used in analysis of spacecraft and numerical simulation data since its inception in 2008. The purpose of the method is to study the kinematics and formation of coherent structures in space plasmas, a topic that has gained considerable attention, leading the development of identification methods, observations, and associated theoretical research based on numerical simulations. This review paper will summarize key features of the method and provide a synopsis of the main results obtained by various groups using the method. This will enable new users or those considering methods of this type to find details and background collected in one place.
Image Enhancement via Subimage Histogram Equalization Based on Mean and Variance
2017-01-01
This paper puts forward a novel image enhancement method via Mean and Variance based Subimage Histogram Equalization (MVSIHE), which effectively increases the contrast of the input image with brightness and details well preserved compared with some other methods based on histogram equalization (HE). Firstly, the histogram of input image is divided into four segments based on the mean and variance of luminance component, and the histogram bins of each segment are modified and equalized, respectively. Secondly, the result is obtained via the concatenation of the processed subhistograms. Lastly, the normalization method is deployed on intensity levels, and the integration of the processed image with the input image is performed. 100 benchmark images from a public image database named CVG-UGR-Database are used for comparison with other state-of-the-art methods. The experiment results show that the algorithm can not only enhance image information effectively but also well preserve brightness and details of the original image. PMID:29403529
Image Enhancement via Subimage Histogram Equalization Based on Mean and Variance
Directory of Open Access Journals (Sweden)
Liyun Zhuang
2017-01-01
Full Text Available This paper puts forward a novel image enhancement method via Mean and Variance based Subimage Histogram Equalization (MVSIHE, which effectively increases the contrast of the input image with brightness and details well preserved compared with some other methods based on histogram equalization (HE. Firstly, the histogram of input image is divided into four segments based on the mean and variance of luminance component, and the histogram bins of each segment are modified and equalized, respectively. Secondly, the result is obtained via the concatenation of the processed subhistograms. Lastly, the normalization method is deployed on intensity levels, and the integration of the processed image with the input image is performed. 100 benchmark images from a public image database named CVG-UGR-Database are used for comparison with other state-of-the-art methods. The experiment results show that the algorithm can not only enhance image information effectively but also well preserve brightness and details of the original image.
Image Enhancement via Subimage Histogram Equalization Based on Mean and Variance.
Zhuang, Liyun; Guan, Yepeng
2017-01-01
This paper puts forward a novel image enhancement method via Mean and Variance based Subimage Histogram Equalization (MVSIHE), which effectively increases the contrast of the input image with brightness and details well preserved compared with some other methods based on histogram equalization (HE). Firstly, the histogram of input image is divided into four segments based on the mean and variance of luminance component, and the histogram bins of each segment are modified and equalized, respectively. Secondly, the result is obtained via the concatenation of the processed subhistograms. Lastly, the normalization method is deployed on intensity levels, and the integration of the processed image with the input image is performed. 100 benchmark images from a public image database named CVG-UGR-Database are used for comparison with other state-of-the-art methods. The experiment results show that the algorithm can not only enhance image information effectively but also well preserve brightness and details of the original image.
International Nuclear Information System (INIS)
Vidal-Codina, F.; Nguyen, N.C.; Giles, M.B.; Peraire, J.
2015-01-01
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method
International Nuclear Information System (INIS)
Yamauchi, Hideto; Kitamura, Yasunori; Yamane, Yoshihiro; Misawa, Tsuyoshi; Unesaki, Hironobu
2003-01-01
Two types of the variance-to-mean methods for the subcritical system that was driven by the periodic and pulsed neutron source were developed and their experimental examination was performed with the Kyoto University Critical Assembly and a pulsed neutron generator. As a result, it was demonstrated that the prompt neutron decay constant could be measured by these methods. From this fact, it was concluded that the present variance-to-mean methods had potential for being used in the subcriticality monitor for the future accelerator driven system operated with the pulse-mode. (author)
Sung, Yun Ju; Di, Yanming; Fu, Audrey Q; Rothstein, Joseph H; Sieh, Weiva; Tong, Liping; Thompson, Elizabeth A; Wijsman, Ellen M
2007-01-01
We performed multipoint linkage analyses with multiple programs and models for several gene expression traits in the Centre d'Etude du Polymorphisme Humain families. All analyses provided consistent results for both peak location and shape. Variance-components (VC) analysis gave wider peaks and Bayes factors gave fewer peaks. Among programs from the MORGAN package, lm_multiple performed better than lm_markers, resulting in less Markov-chain Monte Carlo (MCMC) variability between runs, and the program lm_twoqtl provided higher LOD scores by also including either a polygenic component or an additional quantitative trait locus.
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
Felleki, M; Lee, D; Lee, Y; Gilmour, A R; Rönnegård, L
2012-12-01
The possibility of breeding for uniform individuals by selecting animals expressing a small response to environment has been studied extensively in animal breeding. Bayesian methods for fitting models with genetic components in the residual variance have been developed for this purpose, but have limitations due to the computational demands. We use the hierarchical (h)-likelihood from the theory of double hierarchical generalized linear models (DHGLM) to derive an estimation algorithm that is computationally feasible for large datasets. Random effects for both the mean and residual variance parts of the model are estimated together with their variance/covariance components. An important feature of the algorithm is that it can fit a correlation between the random effects for mean and variance. An h-likelihood estimator is implemented in the R software and an iterative reweighted least square (IRWLS) approximation of the h-likelihood is implemented using ASReml. The difference in variance component estimates between the two implementations is investigated, as well as the potential bias of the methods, using simulations. IRWLS gives the same results as h-likelihood in simple cases with no severe indication of bias. For more complex cases, only IRWLS could be used, and bias did appear. The IRWLS is applied on the pig litter size data previously analysed by Sorensen & Waagepetersen (2003) using Bayesian methodology. The estimates we obtained by using IRWLS are similar to theirs, with the estimated correlation between the random genetic effects being -0·52 for IRWLS and -0·62 in Sorensen & Waagepetersen (2003).
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....
The Variance Composition of Firm Growth Rates
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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.
Using variance structure to quantify responses to perturbation in fish catches
Vidal, Tiffany E.; Irwin, Brian J.; Wagner, Tyler; Rudstam, Lars G.; Jackson, James R.; Bence, James R.
2017-01-01
We present a case study evaluation of gill-net catches of Walleye Sander vitreus to assess potential effects of large-scale changes in Oneida Lake, New York, including the disruption of trophic interactions by double-crested cormorants Phalacrocorax auritus and invasive dreissenid mussels. We used the empirical long-term gill-net time series and a negative binomial linear mixed model to partition the variability in catches into spatial and coherent temporal variance components, hypothesizing that variance partitioning can help quantify spatiotemporal variability and determine whether variance structure differs before and after large-scale perturbations. We found that the mean catch and the total variability of catches decreased following perturbation but that not all sampling locations responded in a consistent manner. There was also evidence of some spatial homogenization concurrent with a restructuring of the relative productivity of individual sites. Specifically, offshore sites generally became more productive following the estimated break point in the gill-net time series. These results provide support for the idea that variance structure is responsive to large-scale perturbations; therefore, variance components have potential utility as statistical indicators of response to a changing environment more broadly. The modeling approach described herein is flexible and would be transferable to other systems and metrics. For example, variance partitioning could be used to examine responses to alternative management regimes, to compare variability across physiographic regions, and to describe differences among climate zones. Understanding how individual variance components respond to perturbation may yield finer-scale insights into ecological shifts than focusing on patterns in the mean responses or total variability alone.
Thermospheric mass density model error variance as a function of time scale
Emmert, J. T.; Sutton, E. K.
2017-12-01
In the increasingly crowded low-Earth orbit environment, accurate estimation of orbit prediction uncertainties is essential for collision avoidance. Poor characterization of such uncertainty can result in unnecessary and costly avoidance maneuvers (false positives) or disregard of a collision risk (false negatives). Atmospheric drag is a major source of orbit prediction uncertainty, and is particularly challenging to account for because it exerts a cumulative influence on orbital trajectories and is therefore not amenable to representation by a single uncertainty parameter. To address this challenge, we examine the variance of measured accelerometer-derived and orbit-derived mass densities with respect to predictions by thermospheric empirical models, using the data-minus-model variance as a proxy for model uncertainty. Our analysis focuses mainly on the power spectrum of the residuals, and we construct an empirical model of the variance as a function of time scale (from 1 hour to 10 years), altitude, and solar activity. We find that the power spectral density approximately follows a power-law process but with an enhancement near the 27-day solar rotation period. The residual variance increases monotonically with altitude between 250 and 550 km. There are two components to the variance dependence on solar activity: one component is 180 degrees out of phase (largest variance at solar minimum), and the other component lags 2 years behind solar maximum (largest variance in the descending phase of the solar cycle).
International Nuclear Information System (INIS)
Garcia-Pareja, S.; Vilches, M.; Lallena, A.M.
2007-01-01
The ant colony method is used to control the application of variance reduction techniques to the simulation of clinical electron linear accelerators of use in cancer therapy. In particular, splitting and Russian roulette, two standard variance reduction methods, are considered. The approach can be applied to any accelerator in a straightforward way and permits, in addition, to investigate the 'hot' regions of the accelerator, an information which is basic to develop a source model for this therapy tool
Zhu, Ge; Yao, Xu-Ri; Qiu, Peng; Mahmood, Waqas; Yu, Wen-Kai; Sun, Zhi-Bin; Zhai, Guang-Jie; Zhao, Qing
2018-02-01
In general, the sound waves can cause the vibration of the objects that are encountered in the traveling path. If we make a laser beam illuminate the rough surface of an object, it will be scattered into a speckle pattern that vibrates with these sound waves. Here, an efficient variance-based method is proposed to recover the sound information from speckle patterns captured by a high-speed camera. This method allows us to select the proper pixels that have large variances of the gray-value variations over time, from a small region of the speckle patterns. The gray-value variations of these pixels are summed together according to a simple model to recover the sound with a high signal-to-noise ratio. Meanwhile, our method will significantly simplify the computation compared with the traditional digital-image-correlation technique. The effectiveness of the proposed method has been verified by applying a variety of objects. The experimental results illustrate that the proposed method is robust to the quality of the speckle patterns and costs more than one-order less time to perform the same number of the speckle patterns. In our experiment, a sound signal of time duration 1.876 s is recovered from various objects with time consumption of 5.38 s only.
Energy Technology Data Exchange (ETDEWEB)
Garcia-Pareja, S. [Servicio de Radiofisica Hospitalaria, Hospital Regional Universitario ' Carlos Haya' , Avda. Carlos Haya, s/n, E-29010 Malaga (Spain)], E-mail: garciapareja@gmail.com; Vilches, M. [Servicio de Fisica y Proteccion Radiologica, Hospital Regional Universitario ' Virgen de las Nieves' , Avda. de las Fuerzas Armadas, 2, E-18014 Granada (Spain); Lallena, A.M. [Departamento de Fisica Atomica, Molecular y Nuclear, Universidad de Granada, E-18071 Granada (Spain)
2007-09-21
The ant colony method is used to control the application of variance reduction techniques to the simulation of clinical electron linear accelerators of use in cancer therapy. In particular, splitting and Russian roulette, two standard variance reduction methods, are considered. The approach can be applied to any accelerator in a straightforward way and permits, in addition, to investigate the 'hot' regions of the accelerator, an information which is basic to develop a source model for this therapy tool.
Principal components analysis in clinical studies.
Zhang, Zhongheng; Castelló, Adela
2017-09-01
In multivariate analysis, independent variables are usually correlated to each other which can introduce multicollinearity in the regression models. One approach to solve this problem is to apply principal components analysis (PCA) over these variables. This method uses orthogonal transformation to represent sets of potentially correlated variables with principal components (PC) that are linearly uncorrelated. PCs are ordered so that the first PC has the largest possible variance and only some components are selected to represent the correlated variables. As a result, the dimension of the variable space is reduced. This tutorial illustrates how to perform PCA in R environment, the example is a simulated dataset in which two PCs are responsible for the majority of the variance in the data. Furthermore, the visualization of PCA is highlighted.
International Nuclear Information System (INIS)
Ezzati, A.O.; Sohrabpour, M.
2013-01-01
In this study, azimuthal particle redistribution (APR), and azimuthal particle rotational splitting (APRS) methods are implemented in MCNPX2.4 source code. First of all, the efficiency of these methods was compared to two tallying methods. The APRS is more efficient than the APR method in track length estimator tallies. However in the energy deposition tally, both methods have nearly the same efficiency. Latent variance reduction factors were obtained for 6, 10 and 18 MV photons as well. The APRS relative efficiency contours were obtained. These obtained contours reveal that by increasing the photon energies, the contours depth and the surrounding areas were further increased. The relative efficiency contours indicated that the variance reduction factor is position and energy dependent. The out of field voxels relative efficiency contours showed that latent variance reduction methods increased the Monte Carlo (MC) simulation efficiency in the out of field voxels. The APR and APRS average variance reduction factors had differences less than 0.6% for splitting number of 1000. -- Highlights: ► The efficiency of APR and APRS methods was compared to two tallying methods. ► The APRS is more efficient than the APR method in track length estimator tallies. ► In the energy deposition tally, both methods have nearly the same efficiency. ► Variance reduction factors of these methods are position and energy dependent.
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.
Directory of Open Access Journals (Sweden)
Poivey Jean-Paul
2011-09-01
Full Text Available Abstract Background The pre-weaning growth rate of lambs, an important component of meat market production, is affected by maternal and direct genetic effects. The French genetic evaluation model takes into account the number of lambs suckled by applying a multiplicative factor (1 for a lamb reared as a single, 0.7 for twin-reared lambs to the maternal genetic effect, in addition to including the birth*rearing type combination as a fixed effect, which acts on the mean. However, little evidence has been provided to justify the use of this multiplicative model. The two main objectives of the present study were to determine, by comparing models of analysis, 1 whether pre-weaning growth is the same trait in single- and twin-reared lambs and 2 whether the multiplicative coefficient represents a good approach for taking this possible difference into account. Methods Data on the pre-weaning growth rate, defined as the average daily gain from birth to 45 days of age on 29,612 Romane lambs born between 1987 and 2009 at the experimental farm of La Sapinière (INRA-France were used to compare eight models that account for the number of lambs per dam reared in various ways. Models were compared using the Akaike information criteria. Results The model that best fitted the data assumed that 1 direct (maternal effects correspond to the same trait regardless of the number of lambs reared, 2 the permanent environmental effects and variances associated with the dam depend on the number of lambs reared and 3 the residual variance depends on the number of lambs reared. Even though this model fitted the data better than a model that included a multiplicative coefficient, little difference was found between EBV from the different models (the correlation between EBV varied from 0.979 to 0.999. Conclusions Based on experimental data, the current genetic evaluation model can be improved to better take into account the number of lambs reared. Thus, it would be of
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.
Directory of Open Access Journals (Sweden)
João Batista Duarte
2001-09-01
Full Text Available O objetivo do trabalho foi comparar, por meio de simulação, as estimativas de componentes de variância produzidas pelos métodos ANOVA (análise da variância, ML (máxima verossimilhança, REML (máxima verossimilhança restrita e MIVQUE(0 (estimador quadrático não viesado de variância mínima, no delineamento de blocos aumentados com tratamentos adicionais (progênies de uma ou mais procedências (cruzamentos. Os resultados indicaram superioridade relativa do método MIVQUE(0. O método ANOVA, embora não tendencioso, apresentou as estimativas de menor precisão. Os métodos de máxima verossimilhança, sobretudo ML, tenderam a subestimar a variância do erro experimental ( e a superestimar as variâncias genotípicas (, em especial nos experimentos de menor tamanho (n/>0,5. Contudo, o método produziu as piores estimativas de variâncias genotípicas quando as progênies vieram de diferentes cruzamentos e os experimentos foram pequenos.This work compares by simulation estimates of variance components produced by the ANOVA (analysis of variance, ML (maximum likelihood, REML (restricted maximum likelihood, and MIVQUE(0 (minimum variance quadratic unbiased estimator methods for augmented block design with additional treatments (progenies stemming from one or more origins (crosses. Results showed the superiority of the MIVQUE(0 estimation. The ANOVA method, although unbiased, showed estimates with lower precision. The ML and REML methods produced downwards biased estimates for error variance (, and upwards biased estimates for genotypic variances (, particularly the ML method. Biases for the REML estimation became negligible when progenies were derived from a single cross, and experiments were of larger size with ratios />0.5. This method, however, provided the worst estimates for genotypic variances when progenies were derived from several crosses and the experiments were of small size (n<120 observations.
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.
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.
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)
Directory of Open Access Journals (Sweden)
Peter Celec
2004-01-01
Full Text Available Cyclic variations of variables are ubiquitous in biomedical science. A number of methods for detecting rhythms have been developed, but they are often difficult to interpret. A simple procedure for detecting cyclic variations in biological time series and quantification of their probability is presented here. Analysis of rhythmic variance (ANORVA is based on the premise that the variance in groups of data from rhythmic variables is low when a time distance of one period exists between the data entries. A detailed stepwise calculation is presented including data entry and preparation, variance calculating, and difference testing. An example for the application of the procedure is provided, and a real dataset of the number of papers published per day in January 2003 using selected keywords is compared to randomized datasets. Randomized datasets show no cyclic variations. The number of papers published daily, however, shows a clear and significant (p<0.03 circaseptan (period of 7 days rhythm, probably of social origin
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.
Assessment of ulnar variance: a radiological investigation in a Dutch population
Energy Technology Data Exchange (ETDEWEB)
Schuurman, A.H. [Dept. of Plastic, Reconstructive and Hand Surgery, University Medical Centre, Utrecht (Netherlands); Dept. of Plastic Surgery, University Medical Centre, Utrecht (Netherlands); Maas, M.; Dijkstra, P.F. [Dept. of Radiology, Univ. of Amsterdam (Netherlands); Kauer, J.M.G. [Dept. of Anatomy and Embryology, Univ. of Nijmegen (Netherlands)
2001-11-01
Objective: A radiological study was performed to evaluate ulnar variance in 68 Dutch patients using an electronic digitizer compared with Palmer's concentric circle method. Using the digitizer method only, the effect of different wrist positions and grip on ulnar variance was then investigated. Finally the distribution of ulnar variance in the selected patients was investigated also using the digitizer method. Design and patients: All radiographs were performed with the wrist in a standard zero-rotation position (posteroanterior) and in supination (anteroposterior). Palmer's concentric circle method and an electronic digitizer connected to a personal computer were used to measure ulnar variance. The digitizer consists of a Plexiglas plate with an electronically activated grid beneath it. A radiograph is placed on the plate and a cursor activates a point on the grid. Three plots are marked on the radius and one plot on the most distal part of the ulnar head. The digitizer then determines the difference between a radius passing through the radius plots and the ulnar plot. Results and conclusions: Using the concentric circle method we found an ulna plus predominance, but an ulna minus predominance when using the digitizer method. Overall the ulnar variance distribution for Palmer's method was 41.9% ulna plus, 25.7% neutral and 32.4% ulna minus variance, and for the digitizer method was 40.4% ulna plus, 1.5% neutral and 58.1% ulna minus. The percentage ulnar variance greater than 1 mm on standard radiographs increased from 23% to 58% using the digitizer, with maximum grip, clearly demonstrating the (dynamic) effect of grip on ulnar variance. This almost threefold increase was found to be a significant difference. Significant differences were found between ulnar variance when different wrist positions were compared. (orig.)
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.
How Reliable Are Students' Evaluations of Teaching Quality? A Variance Components Approach
Feistauer, Daniela; Richter, Tobias
2017-01-01
The inter-rater reliability of university students' evaluations of teaching quality was examined with cross-classified multilevel models. Students (N = 480) evaluated lectures and seminars over three years with a standardised evaluation questionnaire, yielding 4224 data points. The total variance of these student evaluations was separated into the…
Directory of Open Access Journals (Sweden)
Monika eFleischhauer
2013-09-01
Full Text Available Meta-analytic data highlight the value of the Implicit Association Test (IAT as an indirect measure of personality. Based on evidence suggesting that confounding factors such as cognitive abilities contribute to the IAT effect, this study provides a first investigation of whether basic personality traits explain unwanted variance in the IAT. In a gender-balanced sample of 204 volunteers, the Big-Five dimensions were assessed via self-report, peer-report, and IAT. By means of structural equation modeling, latent Big-Five personality factors (based on self- and peer-report were estimated and their predictive value for unwanted variance in the IAT was examined. In a first analysis, unwanted variance was defined in the sense of method-specific variance which may result from differences in task demands between the two IAT block conditions and which can be mirrored by the absolute size of the IAT effects. In a second analysis, unwanted variance was examined in a broader sense defined as those systematic variance components in the raw IAT scores that are not explained by the latent implicit personality factors. In contrast to the absolute IAT scores, this also considers biases associated with the direction of IAT effects (i.e., whether they are positive or negative in sign, biases that might result, for example, from the IAT’s stimulus or category features. None of the explicit Big-Five factors was predictive for method-specific variance in the IATs (first analysis. However, when considering unwanted variance that goes beyond pure method-specific variance (second analysis, a substantial effect of neuroticism occurred that may have been driven by the affective valence of IAT attribute categories and the facilitated processing of negative stimuli, typically associated with neuroticism. The findings thus point to the necessity of using attribute category labels and stimuli of similar affective valence in personality IATs to avoid confounding due to
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.
Modified cleaning method for biomineralized components
Tsutsui, Hideto; Jordan, Richard W.
2018-02-01
The extraction and concentration of biomineralized components from sediment or living materials is time consuming and laborious and often involves steps that remove either the calcareous or siliceous part, in addition to organic matter. However, a relatively quick and easy method using a commercial cleaning fluid for kitchen drains, sometimes combined with a kerosene soaking step, can produce remarkable results. In this study, the method is applied to sediments and living materials bearing calcareous (e.g., coccoliths, foraminiferal tests, holothurian ossicles, ichthyoliths, and fish otoliths) and siliceous (e.g., diatom valves, silicoflagellate skeletons, and sponge spicules) components. The method preserves both components in the same sample, without etching or partial dissolution, but is not applicable to unmineralized components such as dinoflagellate thecae, tintinnid loricae, pollen, or plant fragments.
International Nuclear Information System (INIS)
Gerke, Oke; Vilstrup, Mie Holm; Segtnan, Eivind Antonsen; Halekoh, Ulrich; Høilund-Carlsen, Poul Flemming
2016-01-01
Quantitative measurement procedures need to be accurate and precise to justify their clinical use. Precision reflects deviation of groups of measurement from another, often expressed as proportions of agreement, standard errors of measurement, coefficients of variation, or the Bland-Altman plot. We suggest variance component analysis (VCA) to estimate the influence of errors due to single elements of a PET scan (scanner, time point, observer, etc.) to express the composite uncertainty of repeated measurements and obtain relevant repeatability coefficients (RCs) which have a unique relation to Bland-Altman plots. Here, we present this approach for assessment of intra- and inter-observer variation with PET/CT exemplified with data from two clinical studies. In study 1, 30 patients were scanned pre-operatively for the assessment of ovarian cancer, and their scans were assessed twice by the same observer to study intra-observer agreement. In study 2, 14 patients with glioma were scanned up to five times. Resulting 49 scans were assessed by three observers to examine inter-observer agreement. Outcome variables were SUVmax in study 1 and cerebral total hemispheric glycolysis (THG) in study 2. In study 1, we found a RC of 2.46 equalling half the width of the Bland-Altman limits of agreement. In study 2, the RC for identical conditions (same scanner, patient, time point, and observer) was 2392; allowing for different scanners increased the RC to 2543. Inter-observer differences were negligible compared to differences owing to other factors; between observer 1 and 2: −10 (95 % CI: −352 to 332) and between observer 1 vs 3: 28 (95 % CI: −313 to 370). VCA is an appealing approach for weighing different sources of variation against each other, summarised as RCs. The involved linear mixed effects models require carefully considered sample sizes to account for the challenge of sufficiently accurately estimating variance components. The online version of this article (doi:10
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.
Variance analysis of forecasted streamflow maxima in a wet temperate climate
Al Aamery, Nabil; Fox, James F.; Snyder, Mark; Chandramouli, Chandra V.
2018-05-01
Coupling global climate models, hydrologic models and extreme value analysis provides a method to forecast streamflow maxima, however the elusive variance structure of the results hinders confidence in application. Directly correcting the bias of forecasts using the relative change between forecast and control simulations has been shown to marginalize hydrologic uncertainty, reduce model bias, and remove systematic variance when predicting mean monthly and mean annual streamflow, prompting our investigation for maxima streamflow. We assess the variance structure of streamflow maxima using realizations of emission scenario, global climate model type and project phase, downscaling methods, bias correction, extreme value methods, and hydrologic model inputs and parameterization. Results show that the relative change of streamflow maxima was not dependent on systematic variance from the annual maxima versus peak over threshold method applied, albeit we stress that researchers strictly adhere to rules from extreme value theory when applying the peak over threshold method. Regardless of which method is applied, extreme value model fitting does add variance to the projection, and the variance is an increasing function of the return period. Unlike the relative change of mean streamflow, results show that the variance of the maxima's relative change was dependent on all climate model factors tested as well as hydrologic model inputs and calibration. Ensemble projections forecast an increase of streamflow maxima for 2050 with pronounced forecast standard error, including an increase of +30(±21), +38(±34) and +51(±85)% for 2, 20 and 100 year streamflow events for the wet temperate region studied. The variance of maxima projections was dominated by climate model factors and extreme value analyses.
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
Wang, Zhuozheng; Deller, J. R.; Fleet, Blair D.
2016-01-01
Acquired digital images are often corrupted by a lack of camera focus, faulty illumination, or missing data. An algorithm is presented for fusion of multiple corrupted images of a scene using the lifting wavelet transform. The method employs adaptive fusion arithmetic based on matrix completion and self-adaptive regional variance estimation. Characteristics of the wavelet coefficients are used to adaptively select fusion rules. Robust principal component analysis is applied to low-frequency image components, and regional variance estimation is applied to high-frequency components. Experiments reveal that the method is effective for multifocus, visible-light, and infrared image fusion. Compared with traditional algorithms, the new algorithm not only increases the amount of preserved information and clarity but also improves robustness.
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.
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
A framework for sequential multiblock component methods
Smilde, A.K.; Westerhuis, J.A.; Jong, S.de
2003-01-01
Multiblock or multiset methods are starting to be used in chemistry and biology to study complex data sets. In chemometrics, sequential multiblock methods are popular; that is, methods that calculate one component at a time and use deflation for finding the next component. In this paper a framework
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.
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...
Estimating integrated variance in the presence of microstructure noise using linear regression
Holý, Vladimír
2017-07-01
Using financial high-frequency data for estimation of integrated variance of asset prices is beneficial but with increasing number of observations so-called microstructure noise occurs. This noise can significantly bias the realized variance estimator. We propose a method for estimation of the integrated variance robust to microstructure noise as well as for testing the presence of the noise. Our method utilizes linear regression in which realized variances estimated from different data subsamples act as dependent variable while the number of observations act as explanatory variable. We compare proposed estimator with other methods on simulated data for several microstructure noise structures.
Method of nickel-plating large components
International Nuclear Information System (INIS)
Wilbuer, K.
1997-01-01
The invention concerns a method of nickel-plating components, according to which even large components can be provided with an adequate layer of nickel which is pore- and stress-free and such that water is not lost. According to the invention, the component is heated and, after heating, is pickled, rinsed, scoured, plated in an electrolysis process, and rinsed again. (author)
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)
Directory of Open Access Journals (Sweden)
Elmer Francisco Valencia Tapia
2011-06-01
Full Text Available Avaliou-se a heterogeneidade dos componentes de variância e seu efeito nas estimativas de herdabilidade e repetibilidade da produção de leite de bovinos da raça Holandesa. Os rebanhos foram agrupados de acordo com o nível de produção (baixo, médio e alto e avaliados na escala não transformada, raiz quadrada e logarítmica. Os componentes de variância foram estimados pelo método de máxima verossimilhança restrita. O modelo animal incluiu os efeitos fixos de rebanho-ano-estação e das covariáveis duração da lactação (efeito linear e idade da vaca ao parto (efeito linear e quadrático e os efeitos aleatórios genético aditivo direto, de ambiente permanente e residual. Na escala não transformada, todos os componentes de variância foram heterogêneos entre os três níveis de produção. Nesta escala, a variância residual e a fenotípica estavam associadas positivamente com o nível de produção enquanto que na escala logarítmica a associação foi negativa. A heterogeneidade da variância fenotípica e de seus componentes afetou mais as estimativas de herdabilidade que as da repetibilidade. A eficiência do processo de seleção para produção de leite poderá ser afetada pelo nível de produção em que forem estimados os parâmetros genéticos.It was evaluated the heterogeneity of components of phenotypic variance and its effects on the heritability and repeatability estimates for milk yield in Holstein cattle. The herds were grouped according to their level of production (low, medium and high and evaluated in the non-transformed, square-root and logarithmic scale. Variance components were estimated using a restricted maximum likelihood method based on an animal model that included fixed effects of herd-year-season, and as covariates the linear effect of lactation duration and the linear and quadratic effects of cow's age at calving and the random direct additive genetic, permanent environment and residual effects. In the
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.
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
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.
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)
Energy Technology Data Exchange (ETDEWEB)
Blazquez, J.; Montalvo, C.; Balbas, M.; Garcia-Berrocal, A.
2011-07-01
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.
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.
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 ...
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 ...
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.)
International Nuclear Information System (INIS)
Wang, Pan; Lu, Zhenzhou; Ren, Bo; Cheng, Lei
2013-01-01
The output variance is an important measure for the performance of a structural system, and it is always influenced by the distribution parameters of inputs. In order to identify the influential distribution parameters and make it clear that how those distribution parameters influence the output variance, this work presents the derivative based variance sensitivity decomposition according to Sobol′s variance decomposition, and proposes the derivative based main and total sensitivity indices. By transforming the derivatives of various orders variance contributions into the form of expectation via kernel function, the proposed main and total sensitivity indices can be seen as the “by-product” of Sobol′s variance based sensitivity analysis without any additional output evaluation. Since Sobol′s variance based sensitivity indices have been computed efficiently by the sparse grid integration method, this work also employs the sparse grid integration method to compute the derivative based main and total sensitivity indices. Several examples are used to demonstrate the rationality of the proposed sensitivity indices and the accuracy of the applied method
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
Estimates of variance components for postweaning feed intake and ...
African Journals Online (AJOL)
Feed efficiency is of major economic importance in beef production. The objective of this work was to evaluate alternative measures of feed efficiency for use in genetic evaluation. To meet this objective, genetic parameters were estimated for the components of efficiency. These parameters were then used in multiple-trait ...
Methods of measuring residual stresses in components
International Nuclear Information System (INIS)
Rossini, N.S.; Dassisti, M.; Benyounis, K.Y.; Olabi, A.G.
2012-01-01
Highlights: ► Defining the different methods of measuring residual stresses in manufactured components. ► Comprehensive study on the hole drilling, neutron diffraction and other techniques. ► Evaluating advantage and disadvantage of each method. ► Advising the reader with the appropriate method to use. -- Abstract: Residual stresses occur in many manufactured structures and components. Large number of investigations have been carried out to study this phenomenon and its effect on the mechanical characteristics of these components. Over the years, different methods have been developed to measure residual stress for different types of components in order to obtain reliable assessment. The various specific methods have evolved over several decades and their practical applications have greatly benefited from the development of complementary technologies, notably in material cutting, full-field deformation measurement techniques, numerical methods and computing power. These complementary technologies have stimulated advances not only in measurement accuracy and reliability, but also in range of application; much greater detail in residual stresses measurement is now available. This paper aims to classify the different residual stresses measurement methods and to provide an overview of some of the recent advances in this area to help researchers on selecting their techniques among destructive, semi destructive and non-destructive techniques depends on their application and the availabilities of those techniques. For each method scope, physical limitation, advantages and disadvantages are summarized. In the end this paper indicates some promising directions for future developments.
Orth, Ulrich
2013-10-01
Previous research suggests that the personality of a relationship partner predicts not only the individual's own satisfaction with the relationship but also the partner's satisfaction. Based on the actor-partner interdependence model, the present research tested whether actor and partner effects of personality are biased when the same method (e.g., self-report) is used for the assessment of personality and relationship satisfaction and, consequently, shared method variance is not controlled for. Data came from 186 couples, of whom both partners provided self- and partner reports on the Big Five personality traits. Depending on the research design, actor effects were larger than partner effects (when using only self-reports), smaller than partner effects (when using only partner reports), or of about the same size as partner effects (when using self- and partner reports). The findings attest to the importance of controlling for shared method variance in dyadic data analysis.
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.
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
A Variance Distribution Model of Surface EMG Signals Based on Inverse Gamma Distribution.
Hayashi, Hideaki; Furui, Akira; Kurita, Yuichi; Tsuji, Toshio
2017-11-01
Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this variance. Variance distribution estimation based on marginal likelihood maximization is also outlined in this paper. The procedure can be approximated using rectified and smoothed EMG signals, thereby allowing the determination of distribution parameters in real time at low computational cost. Results: A simulation experiment was performed to evaluate the accuracy of distribution estimation using artificially generated EMG signals, with results demonstrating that the proposed model's accuracy is higher than that of maximum-likelihood-based estimation. Analysis of variance distribution using real EMG data also suggested a relationship between variance distribution and signal-dependent noise. Conclusion: The study reported here was conducted to examine the performance of a proposed surface EMG model capable of representing variance distribution and a related distribution parameter estimation method. Experiments using artificial and real EMG data demonstrated the validity of the model. Significance: Variance distribution estimated using the proposed model exhibits potential in the estimation of muscle force. Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this
A balancing method for calculating a component raw involving CGF
Energy Technology Data Exchange (ETDEWEB)
Kim, K.; Kang, D.; Yang, J.E. [Integrated Safety Assessment Division, Korea Atomic Energy Research Institute, Daejon (Korea, Republic of)
2004-07-01
In this paper, a method called the 'Balancing Method' to derive a component RAW (Risk Achievement Worth) with basic event RAWs including a CCF (Common Cause Failure) RAW is summarized, and compared with the method proposed by the NEI (Nuclear Energy Institute) by mathematically checking the background on which the two methods are based. It is proved that the Balancing Method has a strong mathematically background. While the NEI method significantly underestimates the component RAW and is a little bit ad hoc in handling CCF RAW, the Balancing Method estimates the true component RAW very closely. Validity of the Balancing Method is based on the fact that if an component is out-of-service, it does not mean that the component is non-existent, but integrates the possibility that the component might fail due to CCF. The validity of the Balancing Method is proved by comparing it to the exact component RAW generated from the fault tree model.
A balancing method for calculating a component raw involving CGF
International Nuclear Information System (INIS)
Kim, K.; Kang, D.; Yang, J.E.
2004-01-01
In this paper, a method called the 'Balancing Method' to derive a component RAW (Risk Achievement Worth) with basic event RAWs including a CCF (Common Cause Failure) RAW is summarized, and compared with the method proposed by the NEI (Nuclear Energy Institute) by mathematically checking the background on which the two methods are based. It is proved that the Balancing Method has a strong mathematically background. While the NEI method significantly underestimates the component RAW and is a little bit ad hoc in handling CCF RAW, the Balancing Method estimates the true component RAW very closely. Validity of the Balancing Method is based on the fact that if an component is out-of-service, it does not mean that the component is non-existent, but integrates the possibility that the component might fail due to CCF. The validity of the Balancing Method is proved by comparing it to the exact component RAW generated from the fault tree model
Teaching Principal Components Using Correlations.
Westfall, Peter H; Arias, Andrea L; Fulton, Lawrence V
2017-01-01
Introducing principal components (PCs) to students is difficult. First, the matrix algebra and mathematical maximization lemmas are daunting, especially for students in the social and behavioral sciences. Second, the standard motivation involving variance maximization subject to unit length constraint does not directly connect to the "variance explained" interpretation. Third, the unit length and uncorrelatedness constraints of the standard motivation do not allow re-scaling or oblique rotations, which are common in practice. Instead, we propose to motivate the subject in terms of optimizing (weighted) average proportions of variance explained in the original variables; this approach may be more intuitive, and hence easier to understand because it links directly to the familiar "R-squared" statistic. It also removes the need for unit length and uncorrelatedness constraints, provides a direct interpretation of "variance explained," and provides a direct answer to the question of whether to use covariance-based or correlation-based PCs. Furthermore, the presentation can be made without matrix algebra or optimization proofs. Modern tools from data science, including heat maps and text mining, provide further help in the interpretation and application of PCs; examples are given. Together, these techniques may be used to revise currently used methods for teaching and learning PCs in the behavioral sciences.
Mean-Variance-CvaR Model of Multiportfolio Optimization via Linear Weighted Sum Method
Directory of Open Access Journals (Sweden)
Younes Elahi
2014-01-01
Full Text Available We propose a new approach to optimizing portfolios to mean-variance-CVaR (MVC model. Although of several researches have studied the optimal MVC model of portfolio, the linear weighted sum method (LWSM was not implemented in the area. The aim of this paper is to investigate the optimal portfolio model based on MVC via LWSM. With this method, the solution of the MVC model of portfolio as the multiobjective problem is presented. In data analysis section, this approach in investing on two assets is investigated. An MVC model of the multiportfolio was implemented in MATLAB and tested on the presented problem. It is shown that, by using three objective functions, it helps the investors to manage their portfolio better and thereby minimize the risk and maximize the return of the portfolio. The main goal of this study is to modify the current models and simplify it by using LWSM to obtain better results.
A Bias and Variance Analysis for Multistep-Ahead Time Series Forecasting.
Ben Taieb, Souhaib; Atiya, Amir F
2016-01-01
Multistep-ahead forecasts can either be produced recursively by iterating a one-step-ahead time series model or directly by estimating a separate model for each forecast horizon. In addition, there are other strategies; some of them combine aspects of both aforementioned concepts. In this paper, we present a comprehensive investigation into the bias and variance behavior of multistep-ahead forecasting strategies. We provide a detailed review of the different multistep-ahead strategies. Subsequently, we perform a theoretical study that derives the bias and variance for a number of forecasting strategies. Finally, we conduct a Monte Carlo experimental study that compares and evaluates the bias and variance performance of the different strategies. From the theoretical and the simulation studies, we analyze the effect of different factors, such as the forecast horizon and the time series length, on the bias and variance components, and on the different multistep-ahead strategies. Several lessons are learned, and recommendations are given concerning the advantages, disadvantages, and best conditions of use of each strategy.
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...
COPD phenotype description using principal components analysis
DEFF Research Database (Denmark)
Roy, Kay; Smith, Jacky; Kolsum, Umme
2009-01-01
BACKGROUND: Airway inflammation in COPD can be measured using biomarkers such as induced sputum and Fe(NO). This study set out to explore the heterogeneity of COPD using biomarkers of airway and systemic inflammation and pulmonary function by principal components analysis (PCA). SUBJECTS...... AND METHODS: In 127 COPD patients (mean FEV1 61%), pulmonary function, Fe(NO), plasma CRP and TNF-alpha, sputum differential cell counts and sputum IL8 (pg/ml) were measured. Principal components analysis as well as multivariate analysis was performed. RESULTS: PCA identified four main components (% variance...... associations between the variables within components 1 and 2. CONCLUSION: COPD is a multi dimensional disease. Unrelated components of disease were identified, including neutrophilic airway inflammation which was associated with systemic inflammation, and sputum eosinophils which were related to increased Fe...
A Mean-Variance Criterion for Economic Model Predictive Control of Stochastic Linear Systems
DEFF Research Database (Denmark)
Sokoler, Leo Emil; Dammann, Bernd; Madsen, Henrik
2014-01-01
, the tractability of the resulting optimal control problem is addressed. We use a power management case study to compare different variations of the mean-variance strategy with EMPC based on the certainty equivalence principle. The certainty equivalence strategy is much more computationally efficient than the mean......-variance strategies, but it does not account for the variance of the uncertain parameters. Openloop simulations suggest that a single-stage mean-variance approach yields a significantly lower operating cost than the certainty equivalence strategy. In closed-loop, the single-stage formulation is overly conservative...... be modified to perform almost as well as the two-stage mean-variance formulation. Nevertheless, we argue that the mean-variance approach can be used both as a strategy for evaluating less computational demanding methods such as the certainty equivalence method, and as an individual control strategy when...
Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time
Daheng Peng; Fang Zhang
2017-01-01
In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.
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.
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.
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.
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
Partitioning of the variance in the growth parameters of Erwinia carotovora on vegetable products.
Shorten, P R; Membré, J-M; Pleasants, A B; Kubaczka, M; Soboleva, T K
2004-06-01
The objective of this paper was to estimate and partition the variability in the microbial growth model parameters describing the growth of Erwinia carotovora on pasteurised and non-pasteurised vegetable juice from laboratory experiments performed under different temperature-varying conditions. We partitioned the model parameter variance and covariance components into effects due to temperature profile and replicate using a maximum likelihood technique. Temperature profile and replicate were treated as random effects and the food substrate was treated as a fixed effect. The replicate variance component was small indicating a high level of control in this experiment. Our analysis of the combined E. carotovora growth data sets used the Baranyi primary microbial growth model along with the Ratkowsky secondary growth model. The variability in the microbial growth parameters estimated from these microbial growth experiments is essential for predicting the mean and variance through time of the E. carotovora population size in a product supply chain and is the basis for microbiological risk assessment and food product shelf-life estimation. The variance partitioning made here also assists in the management of optimal product distribution networks by identifying elements of the supply chain contributing most to product variability. Copyright 2003 Elsevier B.V.
[Analytic methods for seed models with genotype x environment interactions].
Zhu, J
1996-01-01
Genetic models with genotype effect (G) and genotype x environment interaction effect (GE) are proposed for analyzing generation means of seed quantitative traits in crops. The total genetic effect (G) is partitioned into seed direct genetic effect (G0), cytoplasm genetic of effect (C), and maternal plant genetic effect (Gm). Seed direct genetic effect (G0) can be further partitioned into direct additive (A) and direct dominance (D) genetic components. Maternal genetic effect (Gm) can also be partitioned into maternal additive (Am) and maternal dominance (Dm) genetic components. The total genotype x environment interaction effect (GE) can also be partitioned into direct genetic by environment interaction effect (G0E), cytoplasm genetic by environment interaction effect (CE), and maternal genetic by environment interaction effect (GmE). G0E can be partitioned into direct additive by environment interaction (AE) and direct dominance by environment interaction (DE) genetic components. GmE can also be partitioned into maternal additive by environment interaction (AmE) and maternal dominance by environment interaction (DmE) genetic components. Partitions of genetic components are listed for parent, F1, F2 and backcrosses. A set of parents, their reciprocal F1 and F2 seeds is applicable for efficient analysis of seed quantitative traits. MINQUE(0/1) method can be used for estimating variance and covariance components. Unbiased estimation for covariance components between two traits can also be obtained by the MINQUE(0/1) method. Random genetic effects in seed models are predictable by the Adjusted Unbiased Prediction (AUP) approach with MINQUE(0/1) method. The jackknife procedure is suggested for estimation of sampling variances of estimated variance and covariance components and of predicted genetic effects, which can be further used in a t-test for parameter. Unbiasedness and efficiency for estimating variance components and predicting genetic effects are tested by
Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time
Directory of Open Access Journals (Sweden)
Daheng Peng
2017-10-01
Full Text Available In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.
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.
Method of using infrared radiation for assembling a first component with a second component
Sikka, Vinod K.; Whitson, Barry G.; Blue, Craig A.
1999-01-01
A method of assembling a first component for assembly with a second component involves a heating device which includes an enclosure having a cavity for inserting a first component. An array of infrared energy generators is disposed within the enclosure. At least a portion of the first component is inserted into the cavity, exposed to infrared energy and thereby heated to a temperature wherein the portion of the first component is sufficiently softened and/or expanded for assembly with a second component.
Frank M. You; Qijian Song; Gaofeng Jia; Yanzhao Cheng; Scott Duguid; Helen Booker; Sylvie Cloutier
2016-01-01
The type 2 modified augmented design (MAD2) is an efficient unreplicated experimental design used for evaluating large numbers of lines in plant breeding and for assessing genetic variation in a population. Statistical methods and data adjustment for soil heterogeneity have been previously described for this design. In the absence of replicated test genotypes in MAD2, their total variance cannot be partitioned into genetic and error components as required to estimate heritability and genetic ...
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.
A New Approach for Predicting the Variance of Random Decrement Functions
DEFF Research Database (Denmark)
Asmussen, J. C.; Brincker, Rune
mean Gaussian distributed processes the RD functions are proportional to the correlation functions of the processes. If a linear structur is loaded by Gaussian white noise the modal parameters can be extracted from the correlation funtions of the response, only. One of the weaknesses of the RD...... technique is that no consistent approach to estimate the variance of the RD functions is known. Only approximate relations are available, which can only be used under special conditions. The variance of teh RD functions contains valuable information about accuracy of the estimates. Furthermore, the variance...... can be used as basis for a decision about how many time lags from the RD funtions should be used in the modal parameter extraction procedure. This paper suggests a new method for estimating the variance of the RD functions. The method is consistent in the sense that the accuracy of the approach...
A New Approach for Predicting the Variance of Random Decrement Functions
DEFF Research Database (Denmark)
Asmussen, J. C.; Brincker, Rune
1998-01-01
mean Gaussian distributed processes the RD functions are proportional to the correlation functions of the processes. If a linear structur is loaded by Gaussian white noise the modal parameters can be extracted from the correlation funtions of the response, only. One of the weaknesses of the RD...... technique is that no consistent approach to estimate the variance of the RD functions is known. Only approximate relations are available, which can only be used under special conditions. The variance of teh RD functions contains valuable information about accuracy of the estimates. Furthermore, the variance...... can be used as basis for a decision about how many time lags from the RD funtions should be used in the modal parameter extraction procedure. This paper suggests a new method for estimating the variance of the RD functions. The method is consistent in the sense that the accuracy of the approach...
Institute of Scientific and Technical Information of China (English)
Li Shu; Zhuo Jiashou; Ren Qingwen
2000-01-01
In this paper, an optimal criterion is presented for adaptive Kalman filter in a control sys tem with unknown variances of stochastic vibration by constructing a function of noise variances and minimizing the function. We solve the model and measure variances by using DFP optimal method to guarantee the results of Kalman filter to be optimized. Finally, the control of vibration can be implemented by LQG method.
Toward a more robust variance-based global sensitivity analysis of model outputs
Energy Technology Data Exchange (ETDEWEB)
Tong, C
2007-10-15
Global sensitivity analysis (GSA) measures the variation of a model output as a function of the variations of the model inputs given their ranges. In this paper we consider variance-based GSA methods that do not rely on certain assumptions about the model structure such as linearity or monotonicity. These variance-based methods decompose the output variance into terms of increasing dimensionality called 'sensitivity indices', first introduced by Sobol' [25]. Sobol' developed a method of estimating these sensitivity indices using Monte Carlo simulations. McKay [13] proposed an efficient method using replicated Latin hypercube sampling to compute the 'correlation ratios' or 'main effects', which have been shown to be equivalent to Sobol's first-order sensitivity indices. Practical issues with using these variance estimators are how to choose adequate sample sizes and how to assess the accuracy of the results. This paper proposes a modified McKay main effect method featuring an adaptive procedure for accuracy assessment and improvement. We also extend our adaptive technique to the computation of second-order sensitivity indices. Details of the proposed adaptive procedure as wells as numerical results are included in this paper.
Adaptive increase in force variance during fatigue in tasks with low redundancy.
Singh, Tarkeshwar; S K M, Varadhan; Zatsiorsky, Vladimir M; Latash, Mark L
2010-11-26
We tested a hypothesis that fatigue of an element (a finger) leads to an adaptive neural strategy that involves an increase in force variability in the other finger(s) and an increase in co-variation of commands to fingers to keep total force variability relatively unchanged. We tested this hypothesis using a system with small redundancy (two fingers) and a marginally redundant system (with an additional constraint related to the total moment of force produced by the fingers, unstable condition). The subjects performed isometric accurate rhythmic force production tasks by the index (I) finger and two fingers (I and middle, M) pressing together before and after a fatiguing exercise by the I finger. Fatigue led to a large increase in force variance in the I-finger task and a smaller increase in the IM-task. We quantified two components of variance in the space of hypothetical commands to fingers, finger modes. Under both stable and unstable conditions, there was a large increase in the variance component that did not affect total force and a much smaller increase in the component that did. This resulted in an increase in an index of the force-stabilizing synergy. These results indicate that marginal redundancy is sufficient to allow the central nervous system to use adaptive increase in variability to shield important variables from effects of fatigue. We offer an interpretation of these results based on a recent development of the equilibrium-point hypothesis known as the referent configuration hypothesis. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.
International Nuclear Information System (INIS)
Rawat, K.K.; Subbaiah, K.V.
1996-01-01
General purpose Monte Carlo code MCNP is being widely employed for solving deep penetration problems by applying variance reduction techniques. These techniques depend on the nature and type of the problem being solved. Application of geometry splitting and implicit capture method are examined to study the deep penetration problems of neutron, gamma and coupled neutron-gamma in thick shielding materials. The typical problems chosen are: i) point isotropic monoenergetic gamma ray source of 1 MeV energy in nearly infinite water medium, ii) 252 Cf spontaneous source at the centre of 140 cm thick water and concrete and iii) 14 MeV fast neutrons incident on the axis of 100 cm thick concrete disk. (author). 7 refs., 5 figs
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.
Excoffier, L.; Smouse, P. E.; Quattro, J. M.
1992-01-01
We present here a framework for the study of molecular variation within a single species. Information on DNA haplotype divergence is incorporated into an analysis of variance format, derived from a matrix of squared-distances among all pairs of haplotypes. This analysis of molecular variance (AMOVA) produces estimates of variance components and F-statistic analogs, designated here as φ-statistics, reflecting the correlation of haplotypic diversity at different levels of hierarchical subdivisi...
Dilla, Shintia Ulfa; Andriyana, Yudhie; Sudartianto
2017-03-01
Acid rain causes many bad effects in life. It is formed by two strong acids, sulfuric acid (H2SO4) and nitric acid (HNO3), where sulfuric acid is derived from SO2 and nitric acid from NOx {x=1,2}. The purpose of the research is to find out the influence of So4 and NO3 levels contained in the rain to the acidity (pH) of rainwater. The data are incomplete panel data with two-way error component model. The panel data is a collection of some of the observations that observed from time to time. It is said incomplete if each individual has a different amount of observation. The model used in this research is in the form of random effects model (REM). Minimum variance quadratic unbiased estimation (MIVQUE) is used to estimate the variance error components, while maximum likelihood estimation is used to estimate the parameters. As a result, we obtain the following model: Ŷ* = 0.41276446 - 0.00107302X1 + 0.00215470X2.
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...
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.
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.
Budiarto, E; Keijzer, M; Storchi, P R M; Heemink, A W; Breedveld, S; Heijmen, B J M
2014-01-20
Radiotherapy dose delivery in the tumor and surrounding healthy tissues is affected by movements and deformations of the corresponding organs between fractions. The random variations may be characterized by non-rigid, anisotropic principal component analysis (PCA) modes. In this article new dynamic dose deposition matrices, based on established PCA modes, are introduced as a tool to evaluate the mean and the variance of the dose at each target point resulting from any given set of fluence profiles. The method is tested for a simple cubic geometry and for a prostate case. The movements spread out the distributions of the mean dose and cause the variance of the dose to be highest near the edges of the beams. The non-rigidity and anisotropy of the movements are reflected in both quantities. The dynamic dose deposition matrices facilitate the inclusion of the mean and the variance of the dose in the existing fluence-profile optimizer for radiotherapy planning, to ensure robust plans with respect to the movements.
International Nuclear Information System (INIS)
Budiarto, E; Keijzer, M; Heemink, A W; Storchi, P R M; Breedveld, S; Heijmen, B J M
2014-01-01
Radiotherapy dose delivery in the tumor and surrounding healthy tissues is affected by movements and deformations of the corresponding organs between fractions. The random variations may be characterized by non-rigid, anisotropic principal component analysis (PCA) modes. In this article new dynamic dose deposition matrices, based on established PCA modes, are introduced as a tool to evaluate the mean and the variance of the dose at each target point resulting from any given set of fluence profiles. The method is tested for a simple cubic geometry and for a prostate case. The movements spread out the distributions of the mean dose and cause the variance of the dose to be highest near the edges of the beams. The non-rigidity and anisotropy of the movements are reflected in both quantities. The dynamic dose deposition matrices facilitate the inclusion of the mean and the variance of the dose in the existing fluence-profile optimizer for radiotherapy planning, to ensure robust plans with respect to the movements. (paper)
Automatic variance reduction for Monte Carlo simulations via the local importance function transform
International Nuclear Information System (INIS)
Turner, S.A.
1996-02-01
The author derives a transformed transport problem that can be solved theoretically by analog Monte Carlo with zero variance. However, the Monte Carlo simulation of this transformed problem cannot be implemented in practice, so he develops a method for approximating it. The approximation to the zero variance method consists of replacing the continuous adjoint transport solution in the transformed transport problem by a piecewise continuous approximation containing local biasing parameters obtained from a deterministic calculation. He uses the transport and collision processes of the transformed problem to bias distance-to-collision and selection of post-collision energy groups and trajectories in a traditional Monte Carlo simulation of ''real'' particles. He refers to the resulting variance reduction method as the Local Importance Function Transform (LIFI) method. He demonstrates the efficiency of the LIFT method for several 3-D, linearly anisotropic scattering, one-group, and multigroup problems. In these problems the LIFT method is shown to be more efficient than the AVATAR scheme, which is one of the best variance reduction techniques currently available in a state-of-the-art Monte Carlo code. For most of the problems considered, the LIFT method produces higher figures of merit than AVATAR, even when the LIFT method is used as a ''black box''. There are some problems that cause trouble for most variance reduction techniques, and the LIFT method is no exception. For example, the author demonstrates that problems with voids, or low density regions, can cause a reduction in the efficiency of the LIFT method. However, the LIFT method still performs better than survival biasing and AVATAR in these difficult cases
International Nuclear Information System (INIS)
Hyung, Jin Shim; Beom, Seok Han; Chang, Hyo Kim
2003-01-01
Monte Carlo (MC) power method based on the fixed number of fission sites at the beginning of each cycle is known to cause biases in the variances of the k-eigenvalue (keff) and the fission reaction rate estimates. Because of the biases, the apparent variances of keff and the fission reaction rate estimates from a single MC run tend to be smaller or larger than the real variances of the corresponding quantities, depending on the degree of the inter-generational correlation of the sample. We demonstrate this through a numerical experiment involving 100 independent MC runs for the neutronics analysis of a 17 x 17 fuel assembly of a pressurized water reactor (PWR). We also demonstrate through the numerical experiment that Gelbard and Prael's batch method and Ueki et al's covariance estimation method enable one to estimate the approximate real variances of keff and the fission reaction rate estimates from a single MC run. We then show that the use of the approximate real variances from the two-bias predicting methods instead of the apparent variances provides an efficient MC power iteration scheme that is required in the MC neutronics analysis of a real system to determine the pin power distribution consistent with the thermal hydraulic (TH) conditions of individual pins of the system. (authors)
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)
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.
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
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.
Genetic heterogeneity of within-family variance of body weight in Atlantic salmon (Salmo salar).
Sonesson, Anna K; Odegård, Jørgen; Rönnegård, Lars
2013-10-17
Canalization is defined as the stability of a genotype against minor variations in both environment and genetics. Genetic variation in degree of canalization causes heterogeneity of within-family variance. The aims of this study are twofold: (1) quantify genetic heterogeneity of (within-family) residual variance in Atlantic salmon and (2) test whether the observed heterogeneity of (within-family) residual variance can be explained by simple scaling effects. Analysis of body weight in Atlantic salmon using a double hierarchical generalized linear model (DHGLM) revealed substantial heterogeneity of within-family variance. The 95% prediction interval for within-family variance ranged from ~0.4 to 1.2 kg2, implying that the within-family variance of the most extreme high families is expected to be approximately three times larger than the extreme low families. For cross-sectional data, DHGLM with an animal mean sub-model resulted in severe bias, while a corresponding sire-dam model was appropriate. Heterogeneity of variance was not sensitive to Box-Cox transformations of phenotypes, which implies that heterogeneity of variance exists beyond what would be expected from simple scaling effects. Substantial heterogeneity of within-family variance was found for body weight in Atlantic salmon. A tendency towards higher variance with higher means (scaling effects) was observed, but heterogeneity of within-family variance existed beyond what could be explained by simple scaling effects. For cross-sectional data, using the animal mean sub-model in the DHGLM resulted in biased estimates of variance components, which differed substantially both from a standard linear mean animal model and a sire-dam DHGLM model. Although genetic differences in canalization were observed, selection for increased canalization is difficult, because there is limited individual information for the variance sub-model, especially when based on cross-sectional data. Furthermore, potential macro
Principal Component Analysis for Normal-Distribution-Valued Symbolic Data.
Wang, Huiwen; Chen, Meiling; Shi, Xiaojun; Li, Nan
2016-02-01
This paper puts forward a new approach to principal component analysis (PCA) for normal-distribution-valued symbolic data, which has a vast potential of applications in the economic and management field. We derive a full set of numerical characteristics and variance-covariance structure for such data, which forms the foundation for our analytical PCA approach. Our approach is able to use all of the variance information in the original data than the prevailing representative-type approach in the literature which only uses centers, vertices, etc. The paper also provides an accurate approach to constructing the observations in a PC space based on the linear additivity property of normal distribution. The effectiveness of the proposed method is illustrated by simulated numerical experiments. At last, our method is applied to explain the puzzle of risk-return tradeoff in China's stock market.
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
Directory of Open Access Journals (Sweden)
Muhammad Cahyadi
2016-01-01
Full Text Available Quantitative trait locus (QTL is a particular region of the genome containing one or more genes associated with economically important quantitative traits. This study was conducted to identify QTL regions for body weight and growth traits in purebred Korean native chicken (KNC. F1 samples (n = 595 were genotyped using 127 microsatellite markers and 8 single nucleotide polymorphisms that covered 2,616.1 centi Morgan (cM of map length for 26 autosomal linkage groups. Body weight traits were measured every 2 weeks from hatch to 20 weeks of age. Weight of half carcass was also collected together with growth rate. A multipoint variance component linkage approach was used to identify QTLs for the body weight traits. Two significant QTLs for growth were identified on chicken chromosome 3 (GGA3 for growth 16 to18 weeks (logarithm of the odds [LOD] = 3.24, Nominal p value = 0.0001 and GGA4 for growth 6 to 8 weeks (LOD = 2.88, Nominal p value = 0.0003. Additionally, one significant QTL and three suggestive QTLs were detected for body weight traits in KNC; significant QTL for body weight at 4 weeks (LOD = 2.52, nominal p value = 0.0007 and suggestive QTL for 8 weeks (LOD = 1.96, Nominal p value = 0.0027 were detected on GGA4; QTLs were also detected for two different body weight traits: body weight at 16 weeks on GGA3 and body weight at 18 weeks on GGA19. Additionally, two suggestive QTLs for carcass weight were detected at 0 and 70 cM on GGA19. In conclusion, the current study identified several significant and suggestive QTLs that affect growth related traits in a unique resource pedigree in purebred KNC. This information will contribute to improving the body weight traits in native chicken breeds, especially for the Asian native chicken breeds.
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...
Genung, Mark A; Fox, Jeremy; Williams, Neal M; Kremen, Claire; Ascher, John; Gibbs, Jason; Winfree, Rachael
2017-07-01
The relationship between biodiversity and the stability of ecosystem function is a fundamental question in community ecology, and hundreds of experiments have shown a positive relationship between species richness and the stability of ecosystem function. However, these experiments have rarely accounted for common ecological patterns, most notably skewed species abundance distributions and non-random extinction risks, making it difficult to know whether experimental results can be scaled up to larger, less manipulated systems. In contrast with the prolific body of experimental research, few studies have examined how species richness affects the stability of ecosystem services at more realistic, landscape scales. The paucity of these studies is due in part to a lack of analytical methods that are suitable for the correlative structure of ecological data. A recently developed method, based on the Price equation from evolutionary biology, helps resolve this knowledge gap by partitioning the effect of biodiversity into three components: richness, composition, and abundance. Here, we build on previous work and present the first derivation of the Price equation suitable for analyzing temporal variance of ecosystem services. We applied our new derivation to understand the temporal variance of crop pollination services in two study systems (watermelon and blueberry) in the mid-Atlantic United States. In both systems, but especially in the watermelon system, the stronger driver of temporal variance of ecosystem services was fluctuations in the abundance of common bee species, which were present at nearly all sites regardless of species richness. In contrast, temporal variance of ecosystem services was less affected by differences in species richness, because lost and gained species were rare. Thus, the findings from our more realistic landscapes differ qualitatively from the findings of biodiversity-stability experiments. © 2017 by the Ecological Society of America.
Directory of Open Access Journals (Sweden)
Gebregziabher Gebreyohannes
2013-09-01
Full Text Available The objective of this study was to estimate variance components and genetic parameters for lactation milk yield (LY, lactation length (LL, average milk yield per day (YD, initial milk yield (IY, peak milk yield (PY, days to peak (DP and parameters (ln(a and c of the modified incomplete gamma function (MIG in an Ethiopian multibreed dairy cattle population. The dataset was composed of 5,507 lactation records collected from 1,639 cows in three locations (Bako, Debre Zeit and Holetta in Ethiopia from 1977 to 2010. Parameters for MIG were obtained from regression analysis of monthly test-day milk data on days in milk. The cows were purebred (Bos indicus Boran (B and Horro (H and their crosses with different fractions of Friesian (F, Jersey (J and Simmental (S. There were 23 breed groups (B, H, and their crossbreds with F, J, and S in the population. Fixed and mixed models were used to analyse the data. The fixed model considered herd-year-season, parity and breed group as fixed effects, and residual as random. The single and two-traits mixed animal repeatability models, considered the fixed effects of herd-year-season and parity subclasses, breed as a function of cow H, F, J, and S breed fractions and general heterosis as a function of heterozygosity, and the random additive animal, permanent environment, and residual effects. For the analysis of LY, LL was added as a fixed covariate to all models. Variance components and genetic parameters were estimated using average information restricted maximum likelihood procedures. The results indicated that all traits were affected (p<0.001 by the considered fixed effects. High grade B×F cows (3/16B 13/16F had the highest least squares means (LSM for LY (2,490±178.9 kg, IY (10.5±0.8 kg, PY (12.7±0.9 kg, YD (7.6±0.55 kg and LL (361.4±31.2 d, while B cows had the lowest LSM values for these traits. The LSM of LY, IY, YD, and PY tended to increase from the first to the fifth parity. Single-trait analyses
Multiscale principal component analysis
International Nuclear Information System (INIS)
Akinduko, A A; Gorban, A N
2014-01-01
Principal component analysis (PCA) is an important tool in exploring data. The conventional approach to PCA leads to a solution which favours the structures with large variances. This is sensitive to outliers and could obfuscate interesting underlying structures. One of the equivalent definitions of PCA is that it seeks the subspaces that maximize the sum of squared pairwise distances between data projections. This definition opens up more flexibility in the analysis of principal components which is useful in enhancing PCA. In this paper we introduce scales into PCA by maximizing only the sum of pairwise distances between projections for pairs of datapoints with distances within a chosen interval of values [l,u]. The resulting principal component decompositions in Multiscale PCA depend on point (l,u) on the plane and for each point we define projectors onto principal components. Cluster analysis of these projectors reveals the structures in the data at various scales. Each structure is described by the eigenvectors at the medoid point of the cluster which represent the structure. We also use the distortion of projections as a criterion for choosing an appropriate scale especially for data with outliers. This method was tested on both artificial distribution of data and real data. For data with multiscale structures, the method was able to reveal the different structures of the data and also to reduce the effect of outliers in the principal component analysis
Guerra-Rosas, Esperanza; Álvarez-Borrego, Josué; Angulo-Molina, Aracely
2017-04-01
In this paper a new methodology to detect and differentiate melanoma cells from normal cells through 1D-signatures averaged variances calculated with a binary mask is presented. The sample images were obtained from histological sections of mice melanoma tumor of 4 [Formula: see text] in thickness and contrasted with normal cells. The results show that melanoma cells present a well-defined range of averaged variances values obtained from the signatures in the four conditions used.
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.
A Filtering of Incomplete GNSS Position Time Series with Probabilistic Principal Component Analysis
Gruszczynski, Maciej; Klos, Anna; Bogusz, Janusz
2018-04-01
For the first time, we introduced the probabilistic principal component analysis (pPCA) regarding the spatio-temporal filtering of Global Navigation Satellite System (GNSS) position time series to estimate and remove Common Mode Error (CME) without the interpolation of missing values. We used data from the International GNSS Service (IGS) stations which contributed to the latest International Terrestrial Reference Frame (ITRF2014). The efficiency of the proposed algorithm was tested on the simulated incomplete time series, then CME was estimated for a set of 25 stations located in Central Europe. The newly applied pPCA was compared with previously used algorithms, which showed that this method is capable of resolving the problem of proper spatio-temporal filtering of GNSS time series characterized by different observation time span. We showed, that filtering can be carried out with pPCA method when there exist two time series in the dataset having less than 100 common epoch of observations. The 1st Principal Component (PC) explained more than 36% of the total variance represented by time series residuals' (series with deterministic model removed), what compared to the other PCs variances (less than 8%) means that common signals are significant in GNSS residuals. A clear improvement in the spectral indices of the power-law noise was noticed for the Up component, which is reflected by an average shift towards white noise from - 0.98 to - 0.67 (30%). We observed a significant average reduction in the accuracy of stations' velocity estimated for filtered residuals by 35, 28 and 69% for the North, East, and Up components, respectively. CME series were also subjected to analysis in the context of environmental mass loading influences of the filtering results. Subtraction of the environmental loading models from GNSS residuals provides to reduction of the estimated CME variance by 20 and 65% for horizontal and vertical components, respectively.
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...
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...
Optimized Kernel Entropy Components.
Izquierdo-Verdiguier, Emma; Laparra, Valero; Jenssen, Robert; Gomez-Chova, Luis; Camps-Valls, Gustau
2017-06-01
This brief addresses two main issues of the standard kernel entropy component analysis (KECA) algorithm: the optimization of the kernel decomposition and the optimization of the Gaussian kernel parameter. KECA roughly reduces to a sorting of the importance of kernel eigenvectors by entropy instead of variance, as in the kernel principal components analysis. In this brief, we propose an extension of the KECA method, named optimized KECA (OKECA), that directly extracts the optimal features retaining most of the data entropy by means of compacting the information in very few features (often in just one or two). The proposed method produces features which have higher expressive power. In particular, it is based on the independent component analysis framework, and introduces an extra rotation to the eigen decomposition, which is optimized via gradient-ascent search. This maximum entropy preservation suggests that OKECA features are more efficient than KECA features for density estimation. In addition, a critical issue in both the methods is the selection of the kernel parameter, since it critically affects the resulting performance. Here, we analyze the most common kernel length-scale selection criteria. The results of both the methods are illustrated in different synthetic and real problems. Results show that OKECA returns projections with more expressive power than KECA, the most successful rule for estimating the kernel parameter is based on maximum likelihood, and OKECA is more robust to the selection of the length-scale parameter in kernel density estimation.
Dual phase magnetic material component and method of forming
Dial, Laura Cerully; DiDomizio, Richard; Johnson, Francis
2017-04-25
A magnetic component having intermixed first and second regions, and a method of preparing that magnetic component are disclosed. The first region includes a magnetic phase and the second region includes a non-magnetic phase. The method includes mechanically masking pre-selected sections of a surface portion of the component by using a nitrogen stop-off material and heat-treating the component in a nitrogen-rich atmosphere at a temperature greater than about 900.degree. C. Both the first and second regions are substantially free of carbon, or contain only limited amounts of carbon; and the second region includes greater than about 0.1 weight % of nitrogen.
Software Components and Formal Methods from a Computational Viewpoint
Lambertz, Christian
2012-01-01
Software components and the methodology of component-based development offer a promising approach to master the design complexity of huge software products because they separate the concerns of software architecture from individual component behavior and allow for reusability of components. In combination with formal methods, the specification of a formal component model of the later software product or system allows for establishing and verifying important system properties in an automatic a...
Multilayer electronic component systems and methods of manufacture
Thompson, Dane (Inventor); Wang, Guoan (Inventor); Kingsley, Nickolas D. (Inventor); Papapolymerou, Ioannis (Inventor); Tentzeris, Emmanouil M. (Inventor); Bairavasubramanian, Ramanan (Inventor); DeJean, Gerald (Inventor); Li, RongLin (Inventor)
2010-01-01
Multilayer electronic component systems and methods of manufacture are provided. In this regard, an exemplary system comprises a first layer of liquid crystal polymer (LCP), first electronic components supported by the first layer, and a second layer of LCP. The first layer is attached to the second layer by thermal bonds. Additionally, at least a portion of the first electronic components are located between the first layer and the second layer.
Novel method for detecting the hadronic component of extensive air showers
International Nuclear Information System (INIS)
Gromushkin, D. M.; Volchenko, V. I.; Petrukhin, A. A.; Stenkin, Yu. V.; Stepanov, V. I.; Shchegolev, O. B.; Yashin, I. I.
2015-01-01
A novel method for studying the hadronic component of extensive air showers (EAS) is proposed. The method is based on recording thermal neutrons accompanying EAS with en-detectors that are sensitive to two EAS components: an electromagnetic (e) component and a hadron component in the form of neutrons (n). In contrast to hadron calorimeters used in some arrays, the proposed method makes it possible to record the hadronic component over the whole area of the array. The efficiency of a prototype array that consists of 32 en-detectors was tested for a long time, and some parameters of the neutron EAS component were determined
Investigating the minimum achievable variance in a Monte Carlo criticality calculation
Energy Technology Data Exchange (ETDEWEB)
Christoforou, Stavros; Eduard Hoogenboom, J. [Delft University of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)
2008-07-01
The sources of variance in a Monte Carlo criticality calculation are identified and their contributions analyzed. A zero-variance configuration is initially simulated using analytically calculated adjoint functions for biasing. From there, the various sources are analyzed. It is shown that the minimum threshold comes from the fact that the fission source is approximated. In addition, the merits of a simple variance reduction method, such as implicit capture, are shown when compared to an analog simulation. Finally, it is shown that when non-exact adjoint functions are used for biasing, the variance reduction is rather insensitive to the quality of the adjoints, suggesting that the generation of the adjoints should have as low CPU cost as possible, in order to o et the CPU cost in the implementation of the biasing of a simulation. (authors)
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.
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.
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.
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.
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 ...
Measuring kinetics of complex single ion channel data using mean-variance histograms.
Patlak, J B
1993-07-01
The measurement of single ion channel kinetics is difficult when those channels exhibit subconductance events. When the kinetics are fast, and when the current magnitudes are small, as is the case for Na+, Ca2+, and some K+ channels, these difficulties can lead to serious errors in the estimation of channel kinetics. I present here a method, based on the construction and analysis of mean-variance histograms, that can overcome these problems. A mean-variance histogram is constructed by calculating the mean current and the current variance within a brief "window" (a set of N consecutive data samples) superimposed on the digitized raw channel data. Systematic movement of this window over the data produces large numbers of mean-variance pairs which can be assembled into a two-dimensional histogram. Defined current levels (open, closed, or sublevel) appear in such plots as low variance regions. The total number of events in such low variance regions is estimated by curve fitting and plotted as a function of window width. This function decreases with the same time constants as the original dwell time probability distribution for each of the regions. The method can therefore be used: 1) to present a qualitative summary of the single channel data from which the signal-to-noise ratio, open channel noise, steadiness of the baseline, and number of conductance levels can be quickly determined; 2) to quantify the dwell time distribution in each of the levels exhibited. In this paper I present the analysis of a Na+ channel recording that had a number of complexities. The signal-to-noise ratio was only about 8 for the main open state, open channel noise, and fast flickers to other states were present, as were a substantial number of subconductance states. "Standard" half-amplitude threshold analysis of these data produce open and closed time histograms that were well fitted by the sum of two exponentials, but with apparently erroneous time constants, whereas the mean-variance
International Nuclear Information System (INIS)
Bartusch, Cajsa; Odlare, Monica; Wallin, Fredrik; Wester, Lars
2012-01-01
Highlights: ► Statistical analysis of variance are of considerable value in identifying key indicators for policy update. ► Variance in residential electricity use is partly explained by household features. ► Variance in residential electricity use is partly explained by building properties. ► Household behavior has a profound impact on individual electricity use. -- Abstract: Improved means of controlling electricity consumption plays an important part in boosting energy efficiency in the Swedish power market. Developing policy instruments to that end requires more in-depth statistics on electricity use in the residential sector, among other things. The aim of the study has accordingly been to assess the extent of variance in annual electricity consumption in single-family homes as well as to estimate the impact of household features and building properties in this respect using independent samples t-tests and one-way as well as univariate independent samples analyses of variance. Statistically significant variances associated with geographic area, heating system, number of family members, family composition, year of construction, electric water heater and electric underfloor heating have been established. The overall result of the analyses is nevertheless that variance in residential electricity consumption cannot be fully explained by independent variables related to household and building characteristics alone. As for the methodological approach, the results further suggest that methods for statistical analysis of variance are of considerable value in indentifying key indicators for policy update and development.
Energy Technology Data Exchange (ETDEWEB)
Rising, M. E.; Prinja, A. K. [Univ. of New Mexico, Dept. of Chemical and Nuclear Engineering, Albuquerque, NM 87131 (United States)
2012-07-01
A critical neutron transport problem with random material properties is introduced. The total cross section and the average neutron multiplicity are assumed to be uncertain, characterized by the mean and variance with a log-normal distribution. The average neutron multiplicity and the total cross section are assumed to be uncorrected and the material properties for differing materials are also assumed to be uncorrected. The principal component analysis method is used to decompose the covariance matrix into eigenvalues and eigenvectors and then 'realizations' of the material properties can be computed. A simple Monte Carlo brute force sampling of the decomposed covariance matrix is employed to obtain a benchmark result for each test problem. In order to save computational time and to characterize the moments and probability density function of the multiplication factor the polynomial chaos expansion method is employed along with the stochastic collocation method. A Gauss-Hermite quadrature set is convolved into a multidimensional tensor product quadrature set and is successfully used to compute the polynomial chaos expansion coefficients of the multiplication factor. Finally, for a particular critical fuel pin assembly the appropriate number of random variables and polynomial expansion order are investigated. (authors)
Forward-Weighted CADIS Method for Variance Reduction of Monte Carlo Reactor Analyses
International Nuclear Information System (INIS)
Wagner, John C.; Mosher, Scott W.
2010-01-01
Current state-of-the-art tools and methods used to perform 'real' commercial reactor analyses use high-fidelity transport codes to produce few-group parameters at the assembly level for use in low-order methods applied at the core level. Monte Carlo (MC) methods, which allow detailed and accurate modeling of the full geometry and energy details and are considered the 'gold standard' for radiation transport solutions, are playing an ever-increasing role in correcting and/or verifying the several-decade-old methodology used in current practice. However, the prohibitive computational requirements associated with obtaining fully converged system-wide solutions restrict the role of MC to benchmarking deterministic results at a limited number of state-points for a limited number of relevant quantities. A goal of current research at Oak Ridge National Laboratory (ORNL) is to change this paradigm by enabling the direct use of MC for full-core reactor analyses. The most significant of the many technical challenges that must be overcome is the slow non-uniform convergence of system-wide MC estimates and the memory requirements associated with detailed solutions throughout a reactor (problems involving hundreds of millions of different material and tally regions due to fuel irradiation, temperature distributions, and the needs associated with multi-physics code coupling). To address these challenges, research has focused on development in the following two areas: (1) a hybrid deterministic/MC method for determining high-precision fluxes throughout the problem space in k-eigenvalue problems and (2) an efficient MC domain-decomposition algorithm that partitions the problem phase space onto multiple processors for massively parallel systems, with statistical uncertainty estimation. The focus of this paper is limited to the first area mentioned above. It describes the FW-CADIS method applied to variance reduction of MC reactor analyses and provides initial results for calculating
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
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
On the structure of dynamic principal component analysis used in statistical process monitoring
DEFF Research Database (Denmark)
Vanhatalo, Erik; Kulahci, Murat; Bergquist, Bjarne
2017-01-01
When principal component analysis (PCA) is used for statistical process monitoring it relies on the assumption that data are time independent. However, industrial data will often exhibit serial correlation. Dynamic PCA (DPCA) has been suggested as a remedy for high-dimensional and time...... for determining the number of principal components to retain. The number of retained principal components is determined by visual inspection of the serial correlation in the squared prediction error statistic, Q (SPE), together with the cumulative explained variance of the model. The methods are illustrated using...... driven method to determine the maximum number of lags in DPCA with a foundation in multivariate time series analysis. The method is based on the behavior of the eigenvalues of the lagged autocorrelation and partial autocorrelation matrices. Given a specific lag structure we also propose a method...
Directory of Open Access Journals (Sweden)
Zeeshan Ali Siddiqui
2016-01-01
Full Text Available Component-based software system (CBSS development technique is an emerging discipline that promises to take software development into a new era. As hardware systems are presently being constructed from kits of parts, software systems may also be assembled from components. It is more reliable to reuse software than to create. It is the glue code and individual components reliability that contribute to the reliability of the overall system. Every component contributes to overall system reliability according to the number of times it is being used, some components are of critical usage, known as usage frequency of component. The usage frequency decides the weight of each component. According to their weights, each component contributes to the overall reliability of the system. Therefore, ranking of components may be obtained by analyzing their reliability impacts on overall application. In this paper, we propose the application of fuzzy multi-objective optimization on the basis of ratio analysis, Fuzzy-MOORA. The method helps us find the best suitable alternative, software component, from a set of available feasible alternatives named software components. It is an accurate and easy to understand tool for solving multi-criteria decision making problems that have imprecise and vague evaluation data. By the use of ratio analysis, the proposed method determines the most suitable alternative among all possible alternatives, and dimensionless measurement will realize the job of ranking of components for estimating CBSS reliability in a non-subjective way. Finally, three case studies are shown to illustrate the use of the proposed technique.
A New Feature Selection Algorithm Based on the Mean Impact Variance
Directory of Open Access Journals (Sweden)
Weidong Cheng
2014-01-01
Full Text Available The selection of fewer or more representative features from multidimensional features is important when the artificial neural network (ANN algorithm is used as a classifier. In this paper, a new feature selection method called the mean impact variance (MIVAR method is proposed to determine the feature that is more suitable for classification. Moreover, this method is constructed on the basis of the training process of the ANN algorithm. To verify the effectiveness of the proposed method, the MIVAR value is used to rank the multidimensional features of the bearing fault diagnosis. In detail, (1 70-dimensional all waveform features are extracted from a rolling bearing vibration signal with four different operating states, (2 the corresponding MIVAR values of all 70-dimensional features are calculated to rank all features, (3 14 groups of 10-dimensional features are separately generated according to the ranking results and the principal component analysis (PCA algorithm and a back propagation (BP network is constructed, and (4 the validity of the ranking result is proven by training this BP network with these seven groups of 10-dimensional features and by comparing the corresponding recognition rates. The results prove that the features with larger MIVAR value can lead to higher recognition rates.
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.
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
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...
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 ...
Kohler, Friedbert; Renton, Roger; Dickson, Hugh G; Estell, John; Connolly, Carol E
2011-02-01
We sought the best predictors for length of stay, discharge destination and functional improvement for inpatients undergoing rehabilitation following a stroke and compared these predictors against AN-SNAP v2. The Oxfordshire classification subgroup, sociodemographic data and functional data were collected for patients admitted between 1997 and 2007, with a diagnosis of recent stroke. The data were factor analysed using Principal Components Analysis for categorical data (CATPCA). Categorical regression analyses was performed to determine the best predictors of length of stay, discharge destination, and functional improvement. A total of 1154 patients were included in the study. Principal components analysis indicated that the data were effectively unidimensional, with length of stay being the most important component. Regression analysis demonstrated that the best predictor was the admission motor FIM score, explaining 38.9% of variance for length of stay, 37.4%.of variance for functional improvement and 16% of variance for discharge destination. The best explanatory variable in our inpatient rehabilitation service is the admission motor FIM. AN- SNAP v2 classification is a less effective explanatory variable. This needs to be taken into account when using AN-SNAP v2 classification for clinical or funding purposes.
Kerstens, Kristiaan; Mounier, Amine; Van de Woestyne, Ignace
2008-01-01
The literature suggests that investors prefer portfolios based on mean, variance and skewness rather than portfolios based on mean-variance (MV) criteria solely. Furthermore, a small variety of methods have been proposed to determine mean-variance-skewness (MVS) optimal portfolios. Recently, the shortage function has been introduced as a measure of efficiency, allowing to characterize MVS optimalportfolios using non-parametric mathematical programming tools. While tracing the MV portfolio fro...
A load factor based mean-variance analysis for fuel diversification
Energy Technology Data Exchange (ETDEWEB)
Gotham, Douglas; Preckel, Paul; Ruangpattana, Suriya [State Utility Forecasting Group, Purdue University, West Lafayette, IN (United States); Muthuraman, Kumar [McCombs School of Business, University of Texas, Austin, TX (United States); Rardin, Ronald [Department of Industrial Engineering, University of Arkansas, Fayetteville, AR (United States)
2009-03-15
Fuel diversification implies the selection of a mix of generation technologies for long-term electricity generation. The goal is to strike a good balance between reduced costs and reduced risk. The method of analysis that has been advocated and adopted for such studies is the mean-variance portfolio analysis pioneered by Markowitz (Markowitz, H., 1952. Portfolio selection. Journal of Finance 7(1) 77-91). However the standard mean-variance methodology, does not account for the ability of various fuels/technologies to adapt to varying loads. Such analysis often provides results that are easily dismissed by regulators and practitioners as unacceptable, since load cycles play critical roles in fuel selection. To account for such issues and still retain the convenience and elegance of the mean-variance approach, we propose a variant of the mean-variance analysis using the decomposition of the load into various types and utilizing the load factors of each load type. We also illustrate the approach using data for the state of Indiana and demonstrate the ability of the model in providing useful insights. (author)
Analysis Method for Integrating Components of Product
Energy Technology Data Exchange (ETDEWEB)
Choi, Jun Ho [Inzest Co. Ltd, Seoul (Korea, Republic of); Lee, Kun Sang [Kookmin Univ., Seoul (Korea, Republic of)
2017-04-15
This paper presents some of the methods used to incorporate the parts constituting a product. A new relation function concept and its structure are introduced to analyze the relationships of component parts. This relation function has three types of information, which can be used to establish a relation function structure. The relation function structure of the analysis criteria was established to analyze and present the data. The priority components determined by the analysis criteria can be integrated. The analysis criteria were divided based on their number and orientation, as well as their direct or indirect characteristic feature. This paper presents a design algorithm for component integration. This algorithm was applied to actual products, and the components inside the product were integrated. Therefore, the proposed algorithm was used to conduct research to improve the brake discs for bicycles. As a result, an improved product similar to the related function structure was actually created.
Analysis Method for Integrating Components of Product
International Nuclear Information System (INIS)
Choi, Jun Ho; Lee, Kun Sang
2017-01-01
This paper presents some of the methods used to incorporate the parts constituting a product. A new relation function concept and its structure are introduced to analyze the relationships of component parts. This relation function has three types of information, which can be used to establish a relation function structure. The relation function structure of the analysis criteria was established to analyze and present the data. The priority components determined by the analysis criteria can be integrated. The analysis criteria were divided based on their number and orientation, as well as their direct or indirect characteristic feature. This paper presents a design algorithm for component integration. This algorithm was applied to actual products, and the components inside the product were integrated. Therefore, the proposed algorithm was used to conduct research to improve the brake discs for bicycles. As a result, an improved product similar to the related function structure was actually created.
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.
Directory of Open Access Journals (Sweden)
Grahić Jasmin
2013-01-01
Full Text Available In order to analyze morphological characteristics of locally cultivated common bean landraces from Bosnia and Herzegovina (B&H, thirteen quantitative and qualitative traits of 40 P. vulgaris accessions, collected from four geographical regions (Northwest B&H, Northeast B&H, Central B&H and Sarajevo and maintained at the Gene bank of the Faculty of Agriculture and Food Sciences in Sarajevo, were examined. Principal component analysis (PCA showed that the proportion of variance retained in the first two principal components was 54.35%. The first principal component had high contributing factor loadings from seed width, seed height and seed weight, whilst the second principal component had high contributing factor loadings from the analyzed traits seed per pod and pod length. PCA plot, based on the first two principal components, displayed a high level of variability among the analyzed material. The discriminant analysis of principal components (DAPC created 3 discriminant functions (DF, whereby the first two discriminant functions accounted for 90.4% of the variance retained. Based on the retained DFs, DAPC provided group membership probabilities which showed that 70% of the accessions examined were correctly classified between the geographically defined groups. Based on the taxonomic distance, 40 common bean accessions analyzed in this study formed two major clusters, whereas two accessions Acc304 and Acc307 didn’t group in any of those. Acc360 and Acc362, as well as Acc324 and Acc371 displayed a high level of similarity and are probably the same landrace. The present diversity of Bosnia and Herzegovina’s common been landraces could be useful in future breeding programs.
Ghosh, Debasree; Chattopadhyay, Parimal
2012-06-01
The objective of the work was to use the method of quantitative descriptive analysis (QDA) to describe the sensory attributes of the fermented food products prepared with the incorporation of lactic cultures. Panellists were selected and trained to evaluate various attributes specially color and appearance, body texture, flavor, overall acceptability and acidity of the fermented food products like cow milk curd and soymilk curd, idli, sauerkraut and probiotic ice cream. Principal component analysis (PCA) identified the six significant principal components that accounted for more than 90% of the variance in the sensory attribute data. Overall product quality was modelled as a function of principal components using multiple least squares regression (R (2) = 0.8). The result from PCA was statistically analyzed by analysis of variance (ANOVA). These findings demonstrate the utility of quantitative descriptive analysis for identifying and measuring the fermented food product attributes that are important for consumer acceptability.
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...
International Nuclear Information System (INIS)
Carvajal Escobar, Yesid; Marco Segura, Juan B
2005-01-01
An EOF analysis or principal component analysis (PC) was made for monthly precipitation (1972-1998) using 50 stations, and for monthly rate of flow (1951-2000) at 8 stations in the Valle del Cauca state, Colombia. Previously, we had applied 5 measures in order to verify the convenience of the analysis. These measures were: i) evaluation of significance level of correlation between variables; II) the kaiser-Meyer-Oikin (KMO) test; III) the Bartlett sphericity test; (IV) the measurement of sample adequacy (MSA), and v) the percentage of non-redundant residues with absolute values>0.05. For the selection of the significant PCS in every set of variables we applied seven criteria: the graphical method, the explained variance percentage, the mean root, the tests of Velicer, Bartlett, Broken Stich and the cross validation test. We chose the latter as the best one. It is robust and quantitative. Precipitation stations were divided in three homogeneous groups, applying a hierarchical cluster analysis, which was verified through the geographic method and the discriminate analysis for the first four EOFs of precipitation. There are many advantages to the EOF method: reduction of the dimensionality of multivariate data, calculation of missing data, evaluation and reduction of multi-co linearity, building of homogeneous groups, and detection of outliers. With the first four principal components we can explain 60.34% of the total variance of monthly precipitation for the Valle del Cauca state, and 94% of the total variance for the selected records of rates of flow
New component-based normalization method to correct PET system models
International Nuclear Information System (INIS)
Kinouchi, Shoko; Miyoshi, Yuji; Suga, Mikio; Yamaya, Taiga; Yoshida, Eiji; Nishikido, Fumihiko; Tashima, Hideaki
2011-01-01
Normalization correction is necessary to obtain high-quality reconstructed images in positron emission tomography (PET). There are two basic types of normalization methods: the direct method and component-based methods. The former method suffers from the problem that a huge count number in the blank scan data is required. Therefore, the latter methods have been proposed to obtain high statistical accuracy normalization coefficients with a small count number in the blank scan data. In iterative image reconstruction methods, on the other hand, the quality of the obtained reconstructed images depends on the system modeling accuracy. Therefore, the normalization weighing approach, in which normalization coefficients are directly applied to the system matrix instead of a sinogram, has been proposed. In this paper, we propose a new component-based normalization method to correct system model accuracy. In the proposed method, two components are defined and are calculated iteratively in such a way as to minimize errors of system modeling. To compare the proposed method and the direct method, we applied both methods to our small OpenPET prototype system. We achieved acceptable statistical accuracy of normalization coefficients while reducing the count number of the blank scan data to one-fortieth that required in the direct method. (author)
Automatic Bayes Factors for Testing Equality- and Inequality-Constrained Hypotheses on Variances.
Böing-Messing, Florian; Mulder, Joris
2018-05-03
In comparing characteristics of independent populations, researchers frequently expect a certain structure of the population variances. These expectations can be formulated as hypotheses with equality and/or inequality constraints on the variances. In this article, we consider the Bayes factor for testing such (in)equality-constrained hypotheses on variances. Application of Bayes factors requires specification of a prior under every hypothesis to be tested. However, specifying subjective priors for variances based on prior information is a difficult task. We therefore consider so-called automatic or default Bayes factors. These methods avoid the need for the user to specify priors by using information from the sample data. We present three automatic Bayes factors for testing variances. The first is a Bayes factor with equal priors on all variances, where the priors are specified automatically using a small share of the information in the sample data. The second is the fractional Bayes factor, where a fraction of the likelihood is used for automatic prior specification. The third is an adjustment of the fractional Bayes factor such that the parsimony of inequality-constrained hypotheses is properly taken into account. The Bayes factors are evaluated by investigating different properties such as information consistency and large sample consistency. Based on this evaluation, it is concluded that the adjusted fractional Bayes factor is generally recommendable for testing equality- and inequality-constrained hypotheses on variances.
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…
Methods for designing building envelope components prepared for repair and maintenance
DEFF Research Database (Denmark)
Rudbeck, Claus Christian
2000-01-01
the deterministic and probabilistic approach. Based on an investigation of the data-requirement, user-friendliness and supposed accuracy (the accuracy of the different methods has not been evaluated due to the absence of field data) the method which combines the deterministic factor method with statistical...... to be prepared for repair and maintenance. Both of these components are insulation systems for flat roofs and low slope roofs; components where repair or replacement is very expensive if the roofing material fails in its function. The principle of both roofing insulation systems is that the insulation can...... of issues which are specified below:Further development of methods for designing building envelope components prepared for repair and maintenance, and ways of tracking and predicting performance through time once the components have been designed, implemented in a building design and built...
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...
OPTIMAL SHRINKAGE ESTIMATION OF MEAN PARAMETERS IN FAMILY OF DISTRIBUTIONS WITH QUADRATIC VARIANCE.
Xie, Xianchao; Kou, S C; Brown, Lawrence
2016-03-01
This paper discusses the simultaneous inference of mean parameters in a family of distributions with quadratic variance function. We first introduce a class of semi-parametric/parametric shrinkage estimators and establish their asymptotic optimality properties. Two specific cases, the location-scale family and the natural exponential family with quadratic variance function, are then studied in detail. We conduct a comprehensive simulation study to compare the performance of the proposed methods with existing shrinkage estimators. We also apply the method to real data and obtain encouraging results.
Benefits of balancing method for component RAW importance measure
International Nuclear Information System (INIS)
Kim, Kil Yoo; Yang, Joon Eon
2005-01-01
In the Risk Informed Regulation and Applications (RIR and A), the determination of risk significant Structure, System and Components (SSCs) plays an important role, and importance measures such as Fussell-Vesely (FV) and RAW (Risk Achievement Worth) are widely used in the determination of risk significant SSCs. For example, in the Maintenance Rule, Graded Quality Assurance(GQA) and Option 2, FV and RAW are used in the categorization of SSCs. Especially, in the GQA and Option 2, the number of SSCs to be categorized is too many to handle, so the FVs and RAWs of the components are practically derived in a convenient way with those of the basic events which have already been acquired as PSA (Probabilistic Safety Assessment) results instead of by reevaluating the fault tree/event tree of the PSA model. That is, the group FVs and RAWs for the components are derived from the FVs and RAWs of the basic events which consist of the group. Here, the basic events include random failure, Common Cause Failure (CCF), test and maintenance, etc. which make the system unavailable. A method called 'Balancing Method' which can practically and correctly derive the component RAW with the basic event FVs and RAWs even if CCFs exists as basic events was introduced in Ref.. However, 'Balancing Method' has other advantage, i.e., it can also fairly correctly derive component RAW using fault tree without using basic events FVs and RAWs
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)
Based on Penalty Function Method
Directory of Open Access Journals (Sweden)
Ishaq Baba
2015-01-01
Full Text Available The dual response surface for simultaneously optimizing the mean and variance models as separate functions suffers some deficiencies in handling the tradeoffs between bias and variance components of mean squared error (MSE. In this paper, the accuracy of the predicted response is given a serious attention in the determination of the optimum setting conditions. We consider four different objective functions for the dual response surface optimization approach. The essence of the proposed method is to reduce the influence of variance of the predicted response by minimizing the variability relative to the quality characteristics of interest and at the same time achieving the specific target output. The basic idea is to convert the constraint optimization function into an unconstraint problem by adding the constraint to the original objective function. Numerical examples and simulations study are carried out to compare performance of the proposed method with some existing procedures. Numerical results show that the performance of the proposed method is encouraging and has exhibited clear improvement over the existing approaches.
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.
Energy Technology Data Exchange (ETDEWEB)
Conte, Elio [Department of Pharmacology and Human Physiology and Tires, Center for Innovative Technologies for Signal Detection and Processing, University of Bari, Bari (Italy); School of Advanced International Studies on Nuclear, Theoretical and Nonlinear Methodologies-Bari (Italy)], E-mail: fisio2@fisiol.uniba.it; Federici, Antonio [Department of Pharmacology and Human Physiology and Tires, Center for Innovative Technologies for Signal Detection and Processing, University of Bari, Bari (Italy); Zbilut, Joseph P. [Department of Molecular Biophysics and Physiology, Rush University Medical Center, 1653W Congress, Chicago, IL 60612 (United States)
2009-08-15
It is known that R-R time series calculated from a recorded ECG, are strongly correlated to sympathetic and vagal regulation of the sinus pacemaker activity. In human physiology it is a crucial question to estimate such components with accuracy. Fourier analysis dominates still to day the data analysis efforts of such data ignoring that FFT is valid under some crucial restrictions that results largely violated in R-R time series data as linearity and stationarity. In order to go over such approach, we introduce a new method, called CZF. It is based on variogram analysis. It is aimed from a profound link with Recurrence Quantification Analysis that is a basic tool for investigation of non linear and non stationary time series. Therefore, a relevant feature of the method is that it finally may be applied also in cases of non linear and non stationary time series analysis. In addition, the method enables also to analyze the fractal variance function, the Generalized Fractal Dimension and, finally, the relative probability density function of the data. The CZF gives very satisfactory results. In the present paper it has been applied to direct experimental cases of normal subjects, patients with hypertension before and after therapy and in children under some different conditions of experimentation.
International Nuclear Information System (INIS)
Conte, Elio; Federici, Antonio; Zbilut, Joseph P.
2009-01-01
It is known that R-R time series calculated from a recorded ECG, are strongly correlated to sympathetic and vagal regulation of the sinus pacemaker activity. In human physiology it is a crucial question to estimate such components with accuracy. Fourier analysis dominates still to day the data analysis efforts of such data ignoring that FFT is valid under some crucial restrictions that results largely violated in R-R time series data as linearity and stationarity. In order to go over such approach, we introduce a new method, called CZF. It is based on variogram analysis. It is aimed from a profound link with Recurrence Quantification Analysis that is a basic tool for investigation of non linear and non stationary time series. Therefore, a relevant feature of the method is that it finally may be applied also in cases of non linear and non stationary time series analysis. In addition, the method enables also to analyze the fractal variance function, the Generalized Fractal Dimension and, finally, the relative probability density function of the data. The CZF gives very satisfactory results. In the present paper it has been applied to direct experimental cases of normal subjects, patients with hypertension before and after therapy and in children under some different conditions of experimentation.
GPR image analysis to locate water leaks from buried pipes by applying variance filters
Ocaña-Levario, Silvia J.; Carreño-Alvarado, Elizabeth P.; Ayala-Cabrera, David; Izquierdo, Joaquín
2018-05-01
Nowadays, there is growing interest in controlling and reducing the amount of water lost through leakage in water supply systems (WSSs). Leakage is, in fact, one of the biggest problems faced by the managers of these utilities. This work addresses the problem of leakage in WSSs by using GPR (Ground Penetrating Radar) as a non-destructive method. The main objective is to identify and extract features from GPR images such as leaks and components in a controlled laboratory condition by a methodology based on second order statistical parameters and, using the obtained features, to create 3D models that allows quick visualization of components and leaks in WSSs from GPR image analysis and subsequent interpretation. This methodology has been used before in other fields and provided promising results. The results obtained with the proposed methodology are presented, analyzed, interpreted and compared with the results obtained by using a well-established multi-agent based methodology. These results show that the variance filter is capable of highlighting the characteristics of components and anomalies, in an intuitive manner, which can be identified by non-highly qualified personnel, using the 3D models we develop. This research intends to pave the way towards future intelligent detection systems that enable the automatic detection of leaks in WSSs.
Mixed emotions: Sensitivity to facial variance in a crowd of faces.
Haberman, Jason; Lee, Pegan; Whitney, David
2015-01-01
The visual system automatically represents summary information from crowds of faces, such as the average expression. This is a useful heuristic insofar as it provides critical information about the state of the world, not simply information about the state of one individual. However, the average alone is not sufficient for making decisions about how to respond to a crowd. The variance or heterogeneity of the crowd--the mixture of emotions--conveys information about the reliability of the average, essential for determining whether the average can be trusted. Despite its importance, the representation of variance within a crowd of faces has yet to be examined. This is addressed here in three experiments. In the first experiment, observers viewed a sample set of faces that varied in emotion, and then adjusted a subsequent set to match the variance of the sample set. To isolate variance as the summary statistic of interest, the average emotion of both sets was random. Results suggested that observers had information regarding crowd variance. The second experiment verified that this was indeed a uniquely high-level phenomenon, as observers were unable to derive the variance of an inverted set of faces as precisely as an upright set of faces. The third experiment replicated and extended the first two experiments using method-of-constant-stimuli. Together, these results show that the visual system is sensitive to emergent information about the emotional heterogeneity, or ambivalence, in crowds of faces.
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.
Dealing with multicollinearity in predicting egg components from egg weight and egg dimension
Directory of Open Access Journals (Sweden)
Tarek M. Shafey
2014-10-01
Full Text Available Measurements of 174 eggs from meat-type breeder flock (Ross at 36 weeks of age were used to study the problem of multicollinearity (MC instability in the estimation of egg components of yolk weight (YKWT, albumen weight (ALBWT and eggshell weight (SHWT. Egg weight (EGWT, egg shape index (ESI=egg width (EGWD*100/egg length (EGL and their interaction (EGWTESI were used in the context of un-centred vs centred data and principal components regression (PCR models. The pairwise phenotypic correlations, variance inflation factor (VIF, eigenvalues, condition index (CI, and variance proportions were examined. Egg weight had positive correlations with EGWD and EGL (r=0.56 and 0.50, respectively; P<0.0001 and EGL had a negative correlation with ESI (r=-0.79; P<0.0001. The highest correlation was observed between EGWT and ALBWT (r=0.94; P<0.0001, while the lowest was between EGWD and SHWT (r=0.33; P<0.0001. Multicollinearity problems were found in EGWT, ESI and their interaction as shown by VIF (>10, eigenvalues (near zero, CI (>30 and high corresponding proportions of variance of EGWT, ESI and EGWTESI with respect to EGWTESI. Results from this study suggest that mean centring and PCR were appropriate to overcome the MC instability in the estimation of egg components from EGWT and ESI. These methods improved the meaning of intercept values and produced much lower standard error values for regression coefficients than those from un-centred data.
Directory of Open Access Journals (Sweden)
Vincenza Di Stefano
2009-11-01
Full Text Available The Multicomb variance reduction technique has been introduced in the Direct Monte Carlo Simulation for submicrometric semiconductor devices. The method has been implemented in bulk silicon. The simulations show that the statistical variance of hot electrons is reduced with some computational cost. The method is efficient and easy to implement in existing device simulators.
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 ...
Application to risk analysis of Monte Carlo method
International Nuclear Information System (INIS)
Mihara, Takashi
2001-01-01
Phased mission analysis code, PHAMMON by means of monte carlo method is developed for reliability assessment of decay heat removal system in LMFBR. Success criteria and grace periods of the decay heat removal system which has long mission times (∼1 week or ∼1 month) change as a function of time. It is necessary to divide mission time into some phases. In probability safety assessment (PSA) of real systems, it usually happens that the mean time to component failure (MTTF) is considerably long (1000-10 6 hours) and the mean time to component repair (MTTR) is short (∼10 hours). The failure probability of the systems, therefore, is extremely small (10 -6 -10 -9 ). Suitable variance reduction techniques are needed. The PHAMMON code involved two kinds of variance reduction techniques: (1) forced time transitions, and (2) failure biasing. For further reducing the variance of the result from the PHAMMON code execution, a biasing method of the transitions towards the closest cut set incorporating a new distance concept is introduced to the PHAMMON code. Failure probability and it's fractional standard deviation for the decay heat removal system are calculated by the PHAMMON code under the conditions of various success criteria over 168hrs after reactor shutdown. The biasing of the transition towards the closet cut set is an effective means of reducing the variance. (M. Suetake)
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
Measurement System Analyses - Gauge Repeatability and Reproducibility Methods
Cepova, Lenka; Kovacikova, Andrea; Cep, Robert; Klaput, Pavel; Mizera, Ondrej
2018-02-01
The submitted article focuses on a detailed explanation of the average and range method (Automotive Industry Action Group, Measurement System Analysis approach) and of the honest Gauge Repeatability and Reproducibility method (Evaluating the Measurement Process approach). The measured data (thickness of plastic parts) were evaluated by both methods and their results were compared on the basis of numerical evaluation. Both methods were additionally compared and their advantages and disadvantages were discussed. One difference between both methods is the calculation of variation components. The AIAG method calculates the variation components based on standard deviation (then a sum of variation components does not give 100 %) and the honest GRR study calculates the variation components based on variance, where the sum of all variation components (part to part variation, EV & AV) gives the total variation of 100 %. Acceptance of both methods among the professional society, future use, and acceptance by manufacturing industry were also discussed. Nowadays, the AIAG is the leading method in the industry.
Empirical single sample quantification of bias and variance in Q-ball imaging.
Hainline, Allison E; Nath, Vishwesh; Parvathaneni, Prasanna; Blaber, Justin A; Schilling, Kurt G; Anderson, Adam W; Kang, Hakmook; Landman, Bennett A
2018-02-06
The bias and variance of high angular resolution diffusion imaging methods have not been thoroughly explored in the literature and may benefit from the simulation extrapolation (SIMEX) and bootstrap techniques to estimate bias and variance of high angular resolution diffusion imaging metrics. The SIMEX approach is well established in the statistics literature and uses simulation of increasingly noisy data to extrapolate back to a hypothetical case with no noise. The bias of calculated metrics can then be computed by subtracting the SIMEX estimate from the original pointwise measurement. The SIMEX technique has been studied in the context of diffusion imaging to accurately capture the bias in fractional anisotropy measurements in DTI. Herein, we extend the application of SIMEX and bootstrap approaches to characterize bias and variance in metrics obtained from a Q-ball imaging reconstruction of high angular resolution diffusion imaging data. The results demonstrate that SIMEX and bootstrap approaches provide consistent estimates of the bias and variance of generalized fractional anisotropy, respectively. The RMSE for the generalized fractional anisotropy estimates shows a 7% decrease in white matter and an 8% decrease in gray matter when compared with the observed generalized fractional anisotropy estimates. On average, the bootstrap technique results in SD estimates that are approximately 97% of the true variation in white matter, and 86% in gray matter. Both SIMEX and bootstrap methods are flexible, estimate population characteristics based on single scans, and may be extended for bias and variance estimation on a variety of high angular resolution diffusion imaging metrics. © 2018 International Society for Magnetic Resonance in Medicine.
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
A virtual component method in numerical computation of cascades for isotope separation
International Nuclear Information System (INIS)
Zeng Shi; Cheng Lu
2014-01-01
The analysis, optimization, design and operation of cascades for isotope separation involve computations of cascades. In analytical analysis of cascades, using virtual components is a very useful analysis method. For complicated cases of cascades, numerical analysis has to be employed. However, bound up to the conventional idea that the concentration of a virtual component should be vanishingly small, virtual component is not yet applied to numerical computations. Here a method of introducing the method of using virtual components to numerical computations is elucidated, and its application to a few types of cascades is explained and tested by means of numerical experiments. The results show that the concentration of a virtual component is not restrained at all by the 'vanishingly small' idea. For the same requirements on cascades, the cascades obtained do not depend on the concentrations of virtual components. (authors)
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
A general mixed boundary model reduction method for component mode synthesis
Voormeeren, S.N.; Van der Valk, P.L.C.; Rixen, D.J.
2010-01-01
A classic issue in component mode synthesis (CMS) methods is the choice for fixed or free boundary conditions at the interface degrees of freedom (DoF) and the associated vibration modes in the components reduction base. In this paper, a novel mixed boundary CMS method called the “Mixed
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.
Directory of Open Access Journals (Sweden)
Jingyu Sun
2014-07-01
Full Text Available To survive in the current shipbuilding industry, it is of vital importance for shipyards to have the ship components’ accuracy evaluated efficiently during most of the manufacturing steps. Evaluating components’ accuracy by comparing each component’s point cloud data scanned by laser scanners and the ship’s design data formatted in CAD cannot be processed efficiently when (1 extract components from point cloud data include irregular obstacles endogenously, or when (2 registration of the two data sets have no clear direction setting. This paper presents reformative point cloud data processing methods to solve these problems. K-d tree construction of the point cloud data fastens a neighbor searching of each point. Region growing method performed on the neighbor points of the seed point extracts the continuous part of the component, while curved surface fitting and B-spline curved line fitting at the edge of the continuous part recognize the neighbor domains of the same component divided by obstacles’ shadows. The ICP (Iterative Closest Point algorithm conducts a registration of the two sets of data after the proper registration’s direction is decided by principal component analysis. By experiments conducted at the shipyard, 200 curved shell plates are extracted from the scanned point cloud data, and registrations are conducted between them and the designed CAD data using the proposed methods for an accuracy evaluation. Results show that the methods proposed in this paper support the accuracy evaluation targeted point cloud data processing efficiently in practice.
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
Reddy, L Ram Gopal; Kuntamalla, Srinivas
2011-01-01
Heart rate variability analysis is fast gaining acceptance as a potential non-invasive means of autonomic nervous system assessment in research as well as clinical domains. In this study, a new nonlinear analysis method is used to detect the degree of nonlinearity and stochastic nature of heart rate variability signals during two forms of meditation (Chi and Kundalini). The data obtained from an online and widely used public database (i.e., MIT/BIH physionet database), is used in this study. The method used is the delay vector variance (DVV) method, which is a unified method for detecting the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. From the results it is clear that there is a significant change in the nonlinearity and stochastic nature of the signal before and during the meditation (p value > 0.01). During Chi meditation there is a increase in stochastic nature and decrease in nonlinear nature of the signal. There is a significant decrease in the degree of nonlinearity and stochastic nature during Kundalini meditation.
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.
Comparison of the components of mindfulness on Stimulant and opiate addicts
Directory of Open Access Journals (Sweden)
Sayeadyounes Mohammadi
2016-07-01
Full Text Available Background: Phenomenon of addiction as one of the social problem have the high prevalence, especially among youth. Study and scientific cognition of mental and psychological components of addicts is very important in order to help them to compatibility and reduce their psychological problem. Therefore, the aim of present study was to comparison of mindfulness components on stimulant and opiate addicts. Materials & Methods: In this study 60 addicts (30 opiate addicts and 30 stimulants addicts were studied by using Five Factor Mindfulness Questionnaire (FFMQ. Data were analyzed by using multivariate analysis of variance (MANOVA. Results: findings showed that there was a significant difference between opiate and stimulant addicts in mindfulness components. Conclusion: results illustrated that the opiate addicts gained higher scores than stimulant addicts in mindfulness components. The results also emphasized that mindfulness components are as determinant variable in opiate and stimulant addicts pathology.
Constructive Epistemic Modeling: A Hierarchical Bayesian Model Averaging Method
Tsai, F. T. C.; Elshall, A. S.
2014-12-01
Constructive epistemic modeling is the idea that our understanding of a natural system through a scientific model is a mental construct that continually develops through learning about and from the model. Using the hierarchical Bayesian model averaging (HBMA) method [1], this study shows that segregating different uncertain model components through a BMA tree of posterior model probabilities, model prediction, within-model variance, between-model variance and total model variance serves as a learning tool [2]. First, the BMA tree of posterior model probabilities permits the comparative evaluation of the candidate propositions of each uncertain model component. Second, systemic model dissection is imperative for understanding the individual contribution of each uncertain model component to the model prediction and variance. Third, the hierarchical representation of the between-model variance facilitates the prioritization of the contribution of each uncertain model component to the overall model uncertainty. We illustrate these concepts using the groundwater modeling of a siliciclastic aquifer-fault system. The sources of uncertainty considered are from geological architecture, formation dip, boundary conditions and model parameters. The study shows that the HBMA analysis helps in advancing knowledge about the model rather than forcing the model to fit a particularly understanding or merely averaging several candidate models. [1] Tsai, F. T.-C., and A. S. Elshall (2013), Hierarchical Bayesian model averaging for hydrostratigraphic modeling: Uncertainty segregation and comparative evaluation. Water Resources Research, 49, 5520-5536, doi:10.1002/wrcr.20428. [2] Elshall, A.S., and F. T.-C. Tsai (2014). Constructive epistemic modeling of groundwater flow with geological architecture and boundary condition uncertainty under Bayesian paradigm, Journal of Hydrology, 517, 105-119, doi: 10.1016/j.jhydrol.2014.05.027.
Filatov, Michael; Zou, Wenli; Cremer, Dieter
2013-07-01
A new algorithm for the two-component Normalized Elimination of the Small Component (2cNESC) method is presented and tested in the calculation of spin-orbit (SO) splittings for a series of heavy atoms and their molecules. The 2cNESC is a Dirac-exact method that employs the exact two-component one-electron Hamiltonian and thus leads to exact Dirac SO splittings for one-electron atoms. For many-electron atoms and molecules, the effect of the two-electron SO interaction is modeled by a screened nucleus potential using effective nuclear charges as proposed by Boettger [Phys. Rev. B 62, 7809 (2000), 10.1103/PhysRevB.62.7809]. The use of the screened nucleus potential for the two-electron SO interaction leads to accurate spinor energy splittings, for which the deviations from the accurate Dirac Fock-Coulomb values are on the average far below the deviations observed for other effective one-electron SO operators. For hydrogen halides HX (X = F, Cl, Br, I, At, and Uus) and mercury dihalides HgX2 (X = F, Cl, Br, I) trends in spinor energies and SO splittings as obtained with the 2cNESC method are analyzed and discussed on the basis of coupling schemes and the electronegativity of X.
Energy Technology Data Exchange (ETDEWEB)
Yang Kai; Huang, Shih-Ying; Packard, Nathan J.; Boone, John M. [Department of Radiology, University of California, Davis Medical Center, 4860 Y Street, Suite 3100 Ellison Building, Sacramento, California 95817 (United States); Department of Radiology, University of California, Davis Medical Center, 4860 Y Street, Suite 3100 Ellison Building, Sacramento, California 95817 (United States) and Department of Biomedical Engineering, University of California, Davis, Davis, California, 95616 (United States)
2010-07-15
Purpose: A simplified linear model approach was proposed to accurately model the response of a flat panel detector used for breast CT (bCT). Methods: Individual detector pixel mean and variance were measured from bCT projection images acquired both in air and with a polyethylene cylinder, with the detector operating in both fixed low gain and dynamic gain mode. Once the coefficients of the linear model are determined, the fractional additive noise can be used as a quantitative metric to evaluate the system's efficiency in utilizing x-ray photons, including the performance of different gain modes of the detector. Results: Fractional additive noise increases as the object thickness increases or as the radiation dose to the detector decreases. For bCT scan techniques on the UC Davis prototype scanner (80 kVp, 500 views total, 30 frames/s), in the low gain mode, additive noise contributes 21% of the total pixel noise variance for a 10 cm object and 44% for a 17 cm object. With the dynamic gain mode, additive noise only represents approximately 2.6% of the total pixel noise variance for a 10 cm object and 7.3% for a 17 cm object. Conclusions: The existence of the signal-independent additive noise is the primary cause for a quadratic relationship between bCT noise variance and the inverse of radiation dose at the detector. With the knowledge of the additive noise contribution to experimentally acquired images, system modifications can be made to reduce the impact of additive noise and improve the quantum noise efficiency of the bCT system.
Methods for simulating turbulent phase screen
International Nuclear Information System (INIS)
Zhang Jianzhu; Zhang Feizhou; Wu Yi
2012-01-01
Some methods for simulating turbulent phase screen are summarized, and their characteristics are analyzed by calculating the phase structure function, decomposing phase screens into Zernike polynomials, and simulating laser propagation in the atmosphere. Through analyzing, it is found that, the turbulent high-frequency components are well contained by those phase screens simulated by the FFT method, but the low-frequency components are little contained. The low-frequency components are well contained by screens simulated by Zernike method, but the high-frequency components are not contained enough. The high frequency components contained will be improved by increasing the order of the Zernike polynomial, but they mainly lie in the edge-area. Compared with the two methods above, the fractal method is a better method to simulate turbulent phase screens. According to the radius of the focal spot and the variance of the focal spot jitter, there are limitations in the methods except the fractal method. Combining the FFT and Zernike method or combining the FFT method and self-similar theory to simulate turbulent phase screens is an effective and appropriate way. In general, the fractal method is probably the best way. (authors)
Analysis of Gene Expression Variance in Schizophrenia Using Structural Equation Modeling
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Anna A. Igolkina
2018-06-01
Full Text Available Schizophrenia (SCZ is a psychiatric disorder of unknown etiology. There is evidence suggesting that aberrations in neurodevelopment are a significant attribute of schizophrenia pathogenesis and progression. To identify biologically relevant molecular abnormalities affecting neurodevelopment in SCZ we used cultured neural progenitor cells derived from olfactory neuroepithelium (CNON cells. Here, we tested the hypothesis that variance in gene expression differs between individuals from SCZ and control groups. In CNON cells, variance in gene expression was significantly higher in SCZ samples in comparison with control samples. Variance in gene expression was enriched in five molecular pathways: serine biosynthesis, PI3K-Akt, MAPK, neurotrophin and focal adhesion. More than 14% of variance in disease status was explained within the logistic regression model (C-value = 0.70 by predictors accounting for gene expression in 69 genes from these five pathways. Structural equation modeling (SEM was applied to explore how the structure of these five pathways was altered between SCZ patients and controls. Four out of five pathways showed differences in the estimated relationships among genes: between KRAS and NF1, and KRAS and SOS1 in the MAPK pathway; between PSPH and SHMT2 in serine biosynthesis; between AKT3 and TSC2 in the PI3K-Akt signaling pathway; and between CRK and RAPGEF1 in the focal adhesion pathway. Our analysis provides evidence that variance in gene expression is an important characteristic of SCZ, and SEM is a promising method for uncovering altered relationships between specific genes thus suggesting affected gene regulation associated with the disease. We identified altered gene-gene interactions in pathways enriched for genes with increased variance in expression in SCZ. These pathways and loci were previously implicated in SCZ, providing further support for the hypothesis that gene expression variance plays important role in the etiology
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...
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.
Optimization benefits analysis in production process of fabrication components
Prasetyani, R.; Rafsanjani, A. Y.; Rimantho, D.
2017-12-01
The determination of an optimal number of product combinations is important. The main problem at part and service department in PT. United Tractors Pandu Engineering (shortened to PT.UTPE) Is the optimization of the combination of fabrication component products (known as Liner Plate) which influence to the profit that will be obtained by the company. Liner Plate is a fabrication component that serves as a protector of core structure for heavy duty attachment, such as HD Vessel, HD Bucket, HD Shovel, and HD Blade. The graph of liner plate sales from January to December 2016 has fluctuated and there is no direct conclusion about the optimization of production of such fabrication components. The optimal product combination can be achieved by calculating and plotting the amount of production output and input appropriately. The method that used in this study is linear programming methods with primal, dual, and sensitivity analysis using QM software for Windows to obtain optimal fabrication components. In the optimal combination of components, PT. UTPE provide the profit increase of Rp. 105,285,000.00 for a total of Rp. 3,046,525,000.00 per month and the production of a total combination of 71 units per unit variance per month.
Training Methods for Image Noise Level Estimation on Wavelet Components
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A. De Stefano
2004-12-01
Full Text Available The estimation of the standard deviation of noise contaminating an image is a fundamental step in wavelet-based noise reduction techniques. The method widely used is based on the mean absolute deviation (MAD. This model-based method assumes specific characteristics of the noise-contaminated image component. Three novel and alternative methods for estimating the noise standard deviation are proposed in this work and compared with the MAD method. Two of these methods rely on a preliminary training stage in order to extract parameters which are then used in the application stage. The sets used for training and testing, 13 and 5 images, respectively, are fully disjoint. The third method assumes specific statistical distributions for image and noise components. Results showed the prevalence of the training-based methods for the images and the range of noise levels considered.
Holmes, John B; Dodds, Ken G; Lee, Michael A
2017-03-02
An important issue in genetic evaluation is the comparability of random effects (breeding values), particularly between pairs of animals in different contemporary groups. This is usually referred to as genetic connectedness. While various measures of connectedness have been proposed in the literature, there is general agreement that the most appropriate measure is some function of the prediction error variance-covariance matrix. However, obtaining the prediction error variance-covariance matrix is computationally demanding for large-scale genetic evaluations. Many alternative statistics have been proposed that avoid the computational cost of obtaining the prediction error variance-covariance matrix, such as counts of genetic links between contemporary groups, gene flow matrices, and functions of the variance-covariance matrix of estimated contemporary group fixed effects. In this paper, we show that a correction to the variance-covariance matrix of estimated contemporary group fixed effects will produce the exact prediction error variance-covariance matrix averaged by contemporary group for univariate models in the presence of single or multiple fixed effects and one random effect. We demonstrate the correction for a series of models and show that approximations to the prediction error matrix based solely on the variance-covariance matrix of estimated contemporary group fixed effects are inappropriate in certain circumstances. Our method allows for the calculation of a connectedness measure based on the prediction error variance-covariance matrix by calculating only the variance-covariance matrix of estimated fixed effects. Since the number of fixed effects in genetic evaluation is usually orders of magnitudes smaller than the number of random effect levels, the computational requirements for our method should be reduced.
Blonigen, Daniel M.; Patrick, Christopher J.; Douglas, Kevin S.; Poythress, Norman G.; Skeem, Jennifer L.; Lilienfeld, Scott O.; Edens, John F.; Krueger, Robert F.
2010-01-01
Research to date has revealed divergent relations across factors of psychopathy measures with criteria of "internalizing" (INT; anxiety, depression) and "externalizing" (EXT; antisocial behavior, substance use). However, failure to account for method variance and suppressor effects has obscured the consistency of these findings…
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
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.
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.
Etzel, C J; Shete, S; Beasley, T M; Fernandez, J R; Allison, D B; Amos, C I
2003-01-01
Non-normality of the phenotypic distribution can affect power to detect quantitative trait loci in sib pair studies. Previously, we observed that Winsorizing the sib pair phenotypes increased the power of quantitative trait locus (QTL) detection for both Haseman-Elston (HE) least-squares tests [Hum Hered 2002;53:59-67] and maximum likelihood-based variance components (MLVC) analysis [Behav Genet (in press)]. Winsorizing the phenotypes led to a slight increase in type 1 error in H-E tests and a slight decrease in type I error for MLVC analysis. Herein, we considered transforming the sib pair phenotypes using the Box-Cox family of transformations. Data were simulated for normal and non-normal (skewed and kurtic) distributions. Phenotypic values were replaced by Box-Cox transformed values. Twenty thousand replications were performed for three H-E tests of linkage and the likelihood ratio test (LRT), the Wald test and other robust versions based on the MLVC method. We calculated the relative nominal inflation rate as the ratio of observed empirical type 1 error divided by the set alpha level (5, 1 and 0.1% alpha levels). MLVC tests applied to non-normal data had inflated type I errors (rate ratio greater than 1.0), which were controlled best by Box-Cox transformation and to a lesser degree by Winsorizing. For example, for non-transformed, skewed phenotypes (derived from a chi2 distribution with 2 degrees of freedom), the rates of empirical type 1 error with respect to set alpha level=0.01 were 0.80, 4.35 and 7.33 for the original H-E test, LRT and Wald test, respectively. For the same alpha level=0.01, these rates were 1.12, 3.095 and 4.088 after Winsorizing and 0.723, 1.195 and 1.905 after Box-Cox transformation. Winsorizing reduced inflated error rates for the leptokurtic distribution (derived from a Laplace distribution with mean 0 and variance 8). Further, power (adjusted for empirical type 1 error) at the 0.01 alpha level ranged from 4.7 to 17.3% across all tests
Variance component estimation with longitudinal data: a simulation study with alternative methods
Directory of Open Access Journals (Sweden)
Simone Inoe Araujo
2009-01-01
Full Text Available A pedigree structure distributed in three different places was generated. For each offspring, phenotypicinformation was generated for five different ages (12, 30, 48, 66 and 84 months. The data file was simulated allowing someinformation to be lost (10, 20, 30 and 40% by a random process and by selecting the ones with lower phenotypic values,representing the selection effect. Three alternative analysis were used, the repeatability model, random regression model andmultiple-trait model. Random regression showed to be more adequate to continually describe the covariance structure ofgrowth over time than single-trait and repeatability models, when the assumption of a correlation between successivemeasurements in the same individual was different from one another. Without selection, random regression and multiple-traitmodels were very similar.
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...
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…
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.
Method of forming a ceramic matrix composite and a ceramic matrix component
de Diego, Peter; Zhang, James
2017-05-30
A method of forming a ceramic matrix composite component includes providing a formed ceramic member having a cavity, filling at least a portion of the cavity with a ceramic foam. The ceramic foam is deposited on a barrier layer covering at least one internal passage of the cavity. The method includes processing the formed ceramic member and ceramic foam to obtain a ceramic matrix composite component. Also provided is a method of forming a ceramic matrix composite blade and a ceramic matrix composite component.
The impact of pre-selected variance inflation factor thresholds on the ...
African Journals Online (AJOL)
It is basically an index that measures how much the variance of an estimated ... the literature were not considered, such as penalised regularisation methods like the Lasso ... Y = 1 if a customer has defaulted, otherwise Y = 0). ..... method- ology is applied, but different VIF-thresholds have to be satisfied during the collinearity.
Naragon-Gainey, Kristin; Gallagher, Matthew W; Brown, Timothy A
2013-08-01
A large body of research has found robust associations between dimensions of temperament (e.g., neuroticism, extraversion) and the mood and anxiety disorders. However, mood-state distortion (i.e., the tendency for current mood state to bias ratings of temperament) likely confounds these associations, rendering their interpretation and validity unclear. This issue is of particular relevance to clinical populations who experience elevated levels of general distress. The current study used the "trait-state-occasion" latent variable model (D. A. Cole, N. C. Martin, & J. H. Steiger, 2005) to separate the stable components of temperament from transient, situational influences such as current mood state. We examined the predictive power of the time-invariant components of temperament on the course of depression and social phobia in a large, treatment-seeking sample with mood and/or anxiety disorders (N = 826). Participants were assessed 3 times over the course of 1 year, using interview and self-report measures; most participants received treatment during this time. Results indicated that both neuroticism/behavioral inhibition (N/BI) and behavioral activation/positive affect (BA/P) consisted largely of stable, time-invariant variance (57% to 78% of total variance). Furthermore, the time-invariant components of N/BI and BA/P were uniquely and incrementally predictive of change in depression and social phobia, adjusting for initial symptom levels. These results suggest that the removal of state variance bolsters the effect of temperament on psychopathology among clinically distressed individuals. Implications for temperament-psychopathology models, psychopathology assessment, and the stability of traits are discussed. PsycINFO Database Record (c) 2013 APA, all rights reserved.
BIOMETRIC AUTHENTICATION USING NONPARAMETRIC METHODS
S V Sheela; K R Radhika
2010-01-01
The physiological and behavioral trait is employed to develop biometric authentication systems. The proposed work deals with the authentication of iris and signature based on minimum variance criteria. The iris patterns are preprocessed based on area of the connected components. The segmented image used for authentication consists of the region with large variations in the gray level values. The image region is split into quadtree components. The components with minimum variance are determine...
Zou, Wenli; Filatov, Michael; Cremer, Dieter
2015-06-01
The analytical gradient for the two-component Normalized Elimination of the Small Component (2c-NESC) method is presented. The 2c-NESC is a Dirac-exact method that employs the exact two-component one-electron Hamiltonian and thus leads to exact Dirac spin-orbit (SO) splittings for one-electron atoms. For many-electron atoms and molecules, the effect of the two-electron SO interaction is modeled by a screened nucleus potential using effective nuclear charges as proposed by Boettger [Phys. Rev. B 62, 7809 (2000)]. The effect of spin-orbit coupling (SOC) on molecular geometries is analyzed utilizing the properties of the frontier orbitals and calculated SO couplings. It is shown that bond lengths can either be lengthened or shortened under the impact of SOC where in the first case the influence of low lying excited states with occupied antibonding orbitals plays a role and in the second case the jj-coupling between occupied antibonding and unoccupied bonding orbitals dominates. In general, the effect of SOC on bond lengths is relatively small (≤5% of the scalar relativistic changes in the bond length). However, large effects are found for van der Waals complexes Hg2 and Cn2, which are due to the admixture of more bonding character to the highest occupied spinors.
Directory of Open Access Journals (Sweden)
Driss Sarsri
2014-05-01
Full Text Available In this paper, we propose a method to calculate the first two moments (mean and variance of the structural dynamics response of a structure with uncertain variables and subjected to random excitation. For this, Newmark method is used to transform the equation of motion of the structure into a quasistatic equilibrium equation in the time domain. The Neumann development method was coupled with Monte Carlo simulations to calculate the statistical values of the random response. The use of modal synthesis methods can reduce the dimensions of the model before integration of the equation of motion. Numerical applications have been developed to highlight effectiveness of the method developed to analyze the stochastic response of large structures.
Influence of Family Structure on Variance Decomposition
DEFF Research Database (Denmark)
Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter
Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained ge...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
International Nuclear Information System (INIS)
Ankirchner, Stefan; Dermoune, Azzouz
2011-01-01
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
Energy Technology Data Exchange (ETDEWEB)
Ankirchner, Stefan, E-mail: ankirchner@hcm.uni-bonn.de [Rheinische Friedrich-Wilhelms-Universitaet Bonn, Institut fuer Angewandte Mathematik, Hausdorff Center for Mathematics (Germany); Dermoune, Azzouz, E-mail: Azzouz.Dermoune@math.univ-lille1.fr [Universite des Sciences et Technologies de Lille, Laboratoire Paul Painleve UMR CNRS 8524 (France)
2011-08-15
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Energy Technology Data Exchange (ETDEWEB)
Studnicki, M.; Mądry, W.; Noras, K.; Wójcik-Gront, E.; Gacek, E.
2016-11-01
The main objectives of multi-environmental trials (METs) are to assess cultivar adaptation patterns under different environmental conditions and to investigate genotype by environment (G×E) interactions. Linear mixed models (LMMs) with more complex variance-covariance structures have become recognized and widely used for analyzing METs data. Best practice in METs analysis is to carry out a comparison of competing models with different variance-covariance structures. Improperly chosen variance-covariance structures may lead to biased estimation of means resulting in incorrect conclusions. In this work we focused on adaptive response of cultivars on the environments modeled by the LMMs with different variance-covariance structures. We identified possible limitations of inference when using an inadequate variance-covariance structure. In the presented study we used the dataset on grain yield for 63 winter wheat cultivars, evaluated across 18 locations, during three growing seasons (2008/2009-2010/2011) from the Polish Post-registration Variety Testing System. For the evaluation of variance-covariance structures and the description of cultivars adaptation to environments, we calculated adjusted means for the combination of cultivar and location in models with different variance-covariance structures. We concluded that in order to fully describe cultivars adaptive patterns modelers should use the unrestricted variance-covariance structure. The restricted compound symmetry structure may interfere with proper interpretation of cultivars adaptive patterns. We found, that the factor-analytic structure is also a good tool to describe cultivars reaction on environments, and it can be successfully used in METs data after determining the optimal component number for each dataset. (Author)
International Nuclear Information System (INIS)
Rahi, A.; Bahrami, M.; Rastegar, J.
2002-01-01
The tip displacement variance of an articulated robotic manipulator to simultaneous horizontal and vertical stochastic base excitation is studied. The dynamic equations for an n-links manipulator subjected to both horizontal and vertical stochastic excitations are derived by Lagrangian method and decoupled for small displacement of joints. The dynamic response covariance of the manipulator links is computed in the coordinate frame attached to the base and then the principal variance of tip displacement is determined. Finally, simulation for a two-link planner robotic manipulator under base excitation is developed. Then sensitivity of the principal variance of tip displacement and tip velocity to manipulator configuration, damping, excitation parameters and manipulator links length are investigated
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.
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.
Wientjes, Yvonne C J; Bijma, Piter; Vandenplas, Jérémie; Calus, Mario P L
2017-10-01
Different methods are available to calculate multi-population genomic relationship matrices. Since those matrices differ in base population, it is anticipated that the method used to calculate genomic relationships affects the estimate of genetic variances, covariances, and correlations. The aim of this article is to define the multi-population genomic relationship matrix to estimate current genetic variances within and genetic correlations between populations. The genomic relationship matrix containing two populations consists of four blocks, one block for population 1, one block for population 2, and two blocks for relationships between the populations. It is known, based on literature, that by using current allele frequencies to calculate genomic relationships within a population, current genetic variances are estimated. In this article, we theoretically derived the properties of the genomic relationship matrix to estimate genetic correlations between populations and validated it using simulations. When the scaling factor of across-population genomic relationships is equal to the product of the square roots of the scaling factors for within-population genomic relationships, the genetic correlation is estimated unbiasedly even though estimated genetic variances do not necessarily refer to the current population. When this property is not met, the correlation based on estimated variances should be multiplied by a correction factor based on the scaling factors. In this study, we present a genomic relationship matrix which directly estimates current genetic variances as well as genetic correlations between populations. Copyright © 2017 by the Genetics Society of America.
16 CFR 1509.6 - Component-spacing test method.
2010-01-01
... 16 Commercial Practices 2 2010-01-01 2010-01-01 false Component-spacing test method. 1509.6 Section 1509.6 Commercial Practices CONSUMER PRODUCT SAFETY COMMISSION FEDERAL HAZARDOUS SUBSTANCES ACT... applied to the wedge perpendicular to the plane of the crib side. ...
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)
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Larsen, Edward W.
2001-01-01
Recently, it has been shown that the figure of merit (FOM) of Monte Carlo source-detector problems can be enhanced by using a variational rather than a direct functional to estimate the detector response. The direct functional, which is traditionally employed in Monte Carlo simulations, requires an estimate of the solution of the forward problem within the detector region. The variational functional is theoretically more accurate than the direct functional, but it requires estimates of the solutions of the forward and adjoint source-detector problems over the entire phase-space of the problem. In recent work, we have performed Monte Carlo simulations using the variational functional by (a) approximating the adjoint solution deterministically and representing this solution as a function in phase-space and (b) estimating the forward solution using Monte Carlo. We have called this general procedure variational variance reduction (VVR). The VVR method is more computationally expensive per history than traditional Monte Carlo because extra information must be tallied and processed. However, the variational functional yields a more accurate estimate of the detector response. Our simulations have shown that the VVR reduction in variance usually outweighs the increase in cost, resulting in an increased FOM. In recent work on source-detector problems, we have calculated the adjoint solution deterministically and represented this solution as a linear-in-angle, histogram-in-space function. This procedure has several advantages over previous implementations: (a) it requires much less adjoint information to be stored and (b) it is highly efficient for diffusive problems, due to the accurate linear-in-angle representation of the adjoint solution. (Traditional variance-reduction methods perform poorly for diffusive problems.) Here, we extend this VVR method to Monte Carlo criticality calculations, which are often diffusive and difficult for traditional variance-reduction methods
Determination of the Conditional-Constant Component of the Bank’s Current Liabilities
Directory of Open Access Journals (Sweden)
Anatoly Pavlovich Vozhzhov
2016-03-01
Full Text Available The article deals with the questions of the definition of the semi-constant component of current liabilities of a bank. The purpose of this article is to develop a scientific and methodological approach to determine the semi-constant component of the current liabilities of a bank under the conditions of the complexity of data acquisition and processing of the data on factors that influence on demand deposits. The main hypothesis is the assumption of the heterogeneity of the variance of the daily cumulative sum of demand deposits. The analysis of scientific and methodological approaches that allow determining a stable component of current liabilities proves the need for further improvement of scientific instruments. In particular, a coefficient analysis that is proposed by some of the scholars, mainly, considers the average values of turnover on accounts, which in turn, can vary considerably throughout the calendar year. The use of the probability distributions to determine the expected value of the constant sum of deposits is possible only in the case of “ideal” financial conditions, when the impact of factors on the aggregate sum of deposits is not taken into account. The developed statistical models leave out the possible heterogeneity of the dispersion of this balance. In the article, it is proposed to apply econometric methods, namely, the methods of time series analysis to test the hypothesis of the variance heterogeneity of the cumulative sum of demand deposits, using daily data. In particular, the formalization and evaluation of EGARCH-model parameters are conducted. The EGARCH-model allows to take into account the non-linear, asymmetric effects of fluctuations in the financial series. The determination of the conditionalconstant component of demand deposits is proposed on the basis of the revealed regularities. The results of the research prove the hypothesis of the non-stationary character of the variance in daily balance of demand
Sparse principal component analysis in medical shape modeling
Sjöstrand, Karl; Stegmann, Mikkel B.; Larsen, Rasmus
2006-03-01
Principal component analysis (PCA) is a widely used tool in medical image analysis for data reduction, model building, and data understanding and exploration. While PCA is a holistic approach where each new variable is a linear combination of all original variables, sparse PCA (SPCA) aims at producing easily interpreted models through sparse loadings, i.e. each new variable is a linear combination of a subset of the original variables. One of the aims of using SPCA is the possible separation of the results into isolated and easily identifiable effects. This article introduces SPCA for shape analysis in medicine. Results for three different data sets are given in relation to standard PCA and sparse PCA by simple thresholding of small loadings. Focus is on a recent algorithm for computing sparse principal components, but a review of other approaches is supplied as well. The SPCA algorithm has been implemented using Matlab and is available for download. The general behavior of the algorithm is investigated, and strengths and weaknesses are discussed. The original report on the SPCA algorithm argues that the ordering of modes is not an issue. We disagree on this point and propose several approaches to establish sensible orderings. A method that orders modes by decreasing variance and maximizes the sum of variances for all modes is presented and investigated in detail.
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.
Energy Technology Data Exchange (ETDEWEB)
Zou, Wenli; Filatov, Michael; Cremer, Dieter, E-mail: dcremer@smu.edu [Computational and Theoretical Chemistry Group (CATCO), Department of Chemistry, Southern Methodist University, 3215 Daniel Ave, Dallas, Texas 75275-0314 (United States)
2015-06-07
The analytical gradient for the two-component Normalized Elimination of the Small Component (2c-NESC) method is presented. The 2c-NESC is a Dirac-exact method that employs the exact two-component one-electron Hamiltonian and thus leads to exact Dirac spin-orbit (SO) splittings for one-electron atoms. For many-electron atoms and molecules, the effect of the two-electron SO interaction is modeled by a screened nucleus potential using effective nuclear charges as proposed by Boettger [Phys. Rev. B 62, 7809 (2000)]. The effect of spin-orbit coupling (SOC) on molecular geometries is analyzed utilizing the properties of the frontier orbitals and calculated SO couplings. It is shown that bond lengths can either be lengthened or shortened under the impact of SOC where in the first case the influence of low lying excited states with occupied antibonding orbitals plays a role and in the second case the jj-coupling between occupied antibonding and unoccupied bonding orbitals dominates. In general, the effect of SOC on bond lengths is relatively small (≤5% of the scalar relativistic changes in the bond length). However, large effects are found for van der Waals complexes Hg{sub 2} and Cn{sub 2}, which are due to the admixture of more bonding character to the highest occupied spinors.
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.
Directory of Open Access Journals (Sweden)
Siti Hidayati
2015-05-01
Full Text Available The aims of this study were (1 to analyze the phenotypic performance of Ettawa Grade (EG goat; (2to estimate the heritability of birth weight (BW, weaning weight (WW, yearling weight (YW, and geneticcorrelation between two body weights on the third different period; and (3 to analyze the variance andcovariance component of body weight. The material used were the exiting records of 437 EG goats in BalaiPembibitan Ternak Unggul dan Hijauan Pakan Ternak Pelaihari, South Kalimantan. These goats originatedfrom the crossing between 19 males and 216 females from periods of 2009 - 2012. Nested Design methodwas used to etimate the phenotypic correlation, heritability and genetic correlation. Variance componentswere determined from heritability estimation, while covariance components were determined from geneticcerrelation estimation. Phenotypic correlation between BW and WW, between BW and YW, and betweenWW and YW were 0.19 (low; 0.31 (medium; 0.65 (high; respectively. Heritability of BW, WW, and YW were0.43±0.23 (high; WW 0.27±0.19 (medium; and YW 1.01±0.38 (excludeof the h2 value, respectively.Genetic correlation between BW and WW, between BW and YW, and between WW and YW were -0.04(negative low; 0.49 (positive medium; and -0.41 (negative medium, respectively. Variance components ofbuck, ewes, and kid for BW were 10.76%; 37.16%; and 52.09%, respectively, for WW were 6.67%; 38.52%;and 54.81%, respectively, and for YW were 25.15%; 58.37%; and 16.43%, respectively. Covariancecomponents of buck, ewes, and kid between BW and WW were -3.91%; 66.45%; and 37.46%, respectively,between BW and YW were 65.68%; 16.50%; and 17.82, and between WW and YW were -5.14%; 83.87%; and21.28%, respectively. In conclusions variance component of ewes and kid were high in body weight at birthand weaning time. Therefore, selection should be conducted for body weight at birth and weaning time.
Development of computational methods of design by analysis for pressure vessel components
International Nuclear Information System (INIS)
Bao Shiyi; Zhou Yu; He Shuyan; Wu Honglin
2005-01-01
Stress classification is not only one of key steps when pressure vessel component is designed by analysis, but also a difficulty which puzzles engineers and designers at all times. At present, for calculating and categorizing the stress field of pressure vessel components, there are several computation methods of design by analysis such as Stress Equivalent Linearization, Two-Step Approach, Primary Structure method, Elastic Compensation method, GLOSS R-Node method and so on, that are developed and applied. Moreover, ASME code also gives an inelastic method of design by analysis for limiting gross plastic deformation only. When pressure vessel components design by analysis, sometimes there are huge differences between the calculating results for using different calculating and analysis methods mentioned above. As consequence, this is the main reason that affects wide application of design by analysis approach. Recently, a new approach, presented in the new proposal of a European Standard, CEN's unfired pressure vessel standard EN 13445-3, tries to avoid problems of stress classification by analyzing pressure vessel structure's various failure mechanisms directly based on elastic-plastic theory. In this paper, some stress classification methods mentioned above, are described briefly. And the computational methods cited in the European pressure vessel standard, such as Deviatoric Map, and nonlinear analysis methods (plastic analysis and limit analysis), are depicted compendiously. Furthermore, the characteristics of computational methods of design by analysis are summarized for selecting the proper computational method when design pressure vessel component by analysis. (authors)
A novel method for detecting second harmonic ultrasonic components generated from fastened bolts
Fukuda, Makoto; Imano, Kazuhiko
2012-09-01
This study examines the use of ultrasonic second harmonic components in the quality control of bolt-fastened structures. An improved method for detecting the second harmonic components, from a bolt fastened with a nut, using the transmission method is constructed. A hexagon head iron bolt (12-mm diameter and 25-mm long) was used in the experiments. The bolt was fastened using a digital torque wrench. The second harmonic component increased by approximately 20 dB before and after the bolt was fastened. The sources of second harmonic components were contact acoustic nonlinearity in the screw thread interfaces of the bolt-nut and were the plastic deformation in the bolt with fastening bolt. This result was improved by approximately 10 dB compared with previous our method. Consequently, usefulness of the novel method for detecting second harmonic ultrasonic components generated from fastened bolt was confirmed.
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
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.
Naragon-Gainey, Kristin; Gallagher, Matthew W.; Brown, Timothy A.
2013-01-01
A large body of research has found robust associations between dimensions of temperament (e.g., neuroticism, extraversion) and the mood and anxiety disorders. However, mood-state distortion (i.e., the tendency for current mood state to bias ratings of temperament) likely confounds these associations, rendering their interpretation and validity unclear. This issue is of particular relevance to clinical populations who experience elevated levels of general distress. The current study used the “trait-state-occasion” latent variable model (Cole, Martin, & Steiger, 2005) to separate the stable components of temperament from transient, situational influences such as current mood state. We examined the predictive power of the time-invariant components of temperament on the course of depression and social phobia in a large, treatment-seeking sample with mood and/or anxiety disorders (N = 826). Participants were assessed three times over the course of one year, using interview and self-report measures; most participants received treatment during this time. Results indicated that both neuroticism/behavioral inhibition (N/BI) and behavioral activation/positive affect (BA/P) consisted largely of stable, time-invariant variance (57% to 78% of total variance). Furthermore, the time-invariant components of N/BI and BA/P were uniquely and incrementally predictive of change in depression and social phobia, adjusting for initial symptom levels. These results suggest that the removal of state variance bolsters the effect of temperament on psychopathology among clinically distressed individuals. Implications for temperament-psychopathology models, psychopathology assessment, and the stability of traits are discussed. PMID:24016004
On the Spike Train Variability Characterized by Variance-to-Mean Power Relationship.
Koyama, Shinsuke
2015-07-01
We propose a statistical method for modeling the non-Poisson variability of spike trains observed in a wide range of brain regions. Central to our approach is the assumption that the variance and the mean of interspike intervals are related by a power function characterized by two parameters: the scale factor and exponent. It is shown that this single assumption allows the variability of spike trains to have an arbitrary scale and various dependencies on the firing rate in the spike count statistics, as well as in the interval statistics, depending on the two parameters of the power function. We also propose a statistical model for spike trains that exhibits the variance-to-mean power relationship. Based on this, a maximum likelihood method is developed for inferring the parameters from rate-modulated spike trains. The proposed method is illustrated on simulated and experimental spike trains.
DEFF Research Database (Denmark)
Fé, Dario; Greve-Pedersen, Morten; Jensen, Christian Sig
2013-01-01
In the joint project “FORAGESELECT”, we aim to implement Genome Wide Selection (GWS) in breeding of perennial ryegrass (Lolium perenne L.), in order to increase genetic response in important agronomic traits such as yield, seed production, stress tolerance and disease resistance, while decreasing...... of this study was to estimate the genetic and environmental variance in the training set composed of F2 families selected from a ten year breeding period. Variance components were estimated on 1193 of those families, sown in 2001, 2003 and 2005 in five locations around Europe. Families were tested together...
Design Optimization Method for Composite Components Based on Moment Reliability-Sensitivity Criteria
Sun, Zhigang; Wang, Changxi; Niu, Xuming; Song, Yingdong
2017-08-01
In this paper, a Reliability-Sensitivity Based Design Optimization (RSBDO) methodology for the design of the ceramic matrix composites (CMCs) components has been proposed. A practical and efficient method for reliability analysis and sensitivity analysis of complex components with arbitrary distribution parameters are investigated by using the perturbation method, the respond surface method, the Edgeworth series and the sensitivity analysis approach. The RSBDO methodology is then established by incorporating sensitivity calculation model into RBDO methodology. Finally, the proposed RSBDO methodology is applied to the design of the CMCs components. By comparing with Monte Carlo simulation, the numerical results demonstrate that the proposed methodology provides an accurate, convergent and computationally efficient method for reliability-analysis based finite element modeling engineering practice.
International Nuclear Information System (INIS)
Martz, H.F.; Beckman, R.J.; McInteer, C.R.
1982-03-01
Probabilistic risk assessments (PRAs) require estimates of the failure rates of various components whose failure modes appear in the event and fault trees used to quantify accident sequences. Several reliability data bases have been designed for use in providing the necessary reliability data to be used in constructing these estimates. In the nuclear industry, the Nuclear Plant Reliability Data System (NPRDS) and the In-Plant Reliability Data System (IRPDS), among others, were designed for this purpose. An important characteristic of such data bases is the selection and identification of numerous factors used to classify each component that is reported and the subsequent failures of each component. However, the presence of such factors often complicates the analysis of reliability data in the sense that it is inappropriate to group (that is, pool) data for those combinations of factors that yield significantly different failure rate values. These types of data can be analyzed by analysis of variance. FRAC (Failure Rate Analysis Code) is a computer code that performs an analysis of variance of failure rates. In addition, FRAC provides failure rate estimates
New methods for the characterization of pyrocarbon; The two component model of pyrocarbon
Energy Technology Data Exchange (ETDEWEB)
Luhleich, H.; Sutterlin, L.; Hoven, H.; Nickel, H.
1972-04-19
In the first part, new experiments to clarify the origin of different pyrocarbon components are described. Three new methods (plasma-oxidation, wet-oxidation, ultrasonic method) are presented to expose the carbon black like component in the pyrocarbon deposited in fluidized beds. In the second part, a two component model of pyrocarbon is proposed and illustrated by examples.
The genotype-environment interaction variance in rice-seed protein determination
International Nuclear Information System (INIS)
Ismachin, M.
1976-01-01
Many environmental factors influence the protein content of cereal seed. This fact procured difficulties in breeding for protein. Yield is another example on which so many environmental factors are of influence. The length of time required by the plant to reach maturity, is also affected by the environmental factors; even though its effect is not too decisive. In this investigation the genotypic variance and the genotype-environment interaction variance which contribute to the total variance or phenotypic variance was analysed, with purpose to give an idea to the breeder how selection should be made. It was found that genotype-environment interaction variance is larger than the genotypic variance in contribution to total variance of protein-seed determination or yield. In the analysis of the time required to reach maturity it was found that genotypic variance is larger than the genotype-environment interaction variance. It is therefore clear, why selection for time required to reach maturity is much easier than selection for protein or yield. Selected protein in one location may be different from that to other locations. (author)
Development of strength evaluation method for high-pressure ceramic components
Energy Technology Data Exchange (ETDEWEB)
Takegami, Hiroaki, E-mail: takegami.hiroaki@jaea.go.jp; Terada, Atsuhiko; Inagaki, Yoshiyuki
2014-05-01
Japan Atomic Energy Agency is conducting R and D on nuclear hydrogen production by the Iodine-Sulfur (IS) process. Since highly corrosive materials such as sulfuric and hydriodic acids are used in the IS process, it is very important to develop components made of corrosion resistant materials. Therefore, we have been developing a sulfuric acid decomposer made of a ceramic material, that is, silicon carbide (SiC), which shows excellent corrosion resistance to sulfuric acid. One of the key technological challenges for the practical use of a ceramic sulfuric acid decomposer made of SiC is to be licensed in accordance with the High Pressure Gas Safety Act for high-pressure operations of the IS process. Since the strength of a ceramic material depends on its geometric form, etc., the strength evaluation method required for a pressure design is not established. Therefore, we propose a novel strength evaluation method for SiC structures based on the effective volume theory in order to extend the range of application of the effective volume. We also developed a design method for ceramic apparatus with the strength evaluation method in order to obtain a license in accordance with the High Pressure Gas Safety Act. In this paper, the minimum strength of SiC components was calculated by Monte Carlo simulation, and the minimum strength evaluation method of SiC components was developed by using the results of simulation. The method was confirmed by fracture test of tube model and reference data.
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
Directory of Open Access Journals (Sweden)
Jovan Putranda
2016-09-01
Full Text Available Water quality monitoring is prone to encounter error on its recording or measuring process. The monitoring on river water quality not only aims to recognize the water quality dynamic, but also to evaluate the data to create river management policy and water pollution in order to maintain the continuity of human health or sanitation requirement, and biodiversity preservation. Evaluation on water quality monitoring needs to be started by identifying the important water quality parameter. This research objected to identify the significant parameters by using two transformation or standardization methods on water quality data, which are the river Water Quality Index, WQI (Indeks Kualitas Air, Sungai, IKAs transformation or standardization method and transformation or standardization method with mean 0 and variance 1; so that the variability of water quality parameters could be aggregated with one another. Both of the methods were applied on the water quality monitoring data which its validity and reliability have been tested. The PCA, Principal Component Analysis (Analisa Komponen Utama, AKU, with the help of Scilab software, has been used to process the secondary data on water quality parameters of Gadjah Wong river in 2004-2013, with its validity and reliability has been tested. The Scilab result was cross examined with the result from the Excel-based Biplot Add In software. The research result showed that only 18 from total 35 water quality parameters that have passable data quality. The two transformation or standardization data methods gave different significant parameter type and amount result. On the transformation or standardization mean 0 variances 1, there were water quality significant parameter dynamic to mean concentration of each water quality parameters, which are TDS, SO4, EC, TSS, NO3N, COD, BOD5, Grease Oil and NH3N. On the river WQI transformation or standardization, the water quality significant parameter showed the level of
International Nuclear Information System (INIS)
Chen Guanghong; Zambelli, Joseph; Li Ke; Bevins, Nicholas; Qi Zhihua
2011-01-01
Purpose: The noise variance versus spatial resolution relationship in differential phase contrast (DPC) projection imaging and computed tomography (CT) are derived and compared to conventional absorption-based x-ray projection imaging and CT. Methods: The scaling law for DPC-CT is theoretically derived and subsequently validated with phantom results from an experimental Talbot-Lau interferometer system. Results: For the DPC imaging method, the noise variance in the differential projection images follows the same inverse-square law with spatial resolution as in conventional absorption-based x-ray imaging projections. However, both in theory and experimental results, in DPC-CT the noise variance scales with spatial resolution following an inverse linear relationship with fixed slice thickness. Conclusions: The scaling law in DPC-CT implies a lesser noise, and therefore dose, penalty for moving to higher spatial resolutions when compared to conventional absorption-based CT in order to maintain the same contrast-to-noise ratio.
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...
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...
Poplová, Michaela; Sovka, Pavel; Cifra, Michal
2017-01-01
Photonic signals are broadly exploited in communication and sensing and they typically exhibit Poisson-like statistics. In a common scenario where the intensity of the photonic signals is low and one needs to remove a nonstationary trend of the signals for any further analysis, one faces an obstacle: due to the dependence between the mean and variance typical for a Poisson-like process, information about the trend remains in the variance even after the trend has been subtracted, possibly yielding artifactual results in further analyses. Commonly available detrending or normalizing methods cannot cope with this issue. To alleviate this issue we developed a suitable pre-processing method for the signals that originate from a Poisson-like process. In this paper, a Poisson pre-processing method for nonstationary time series with Poisson distribution is developed and tested on computer-generated model data and experimental data of chemiluminescence from human neutrophils and mung seeds. The presented method transforms a nonstationary Poisson signal into a stationary signal with a Poisson distribution while preserving the type of photocount distribution and phase-space structure of the signal. The importance of the suggested pre-processing method is shown in Fano factor and Hurst exponent analysis of both computer-generated model signals and experimental photonic signals. It is demonstrated that our pre-processing method is superior to standard detrending-based methods whenever further signal analysis is sensitive to variance of the signal.
NDE of stresses in thick-walled components by ultrasonic methods
International Nuclear Information System (INIS)
Goebbels, K.; Pitsch, H.; Schneider, E.; Nowack, H.
1985-01-01
The possibilty of measuring stresses - especially residual stresses - by ultrasonic methods has been presented at the 4th and 5th International Conference on NDE in Nuclear Industry. This contribution now presents results of several applications to thick walled components such as turbines and generators for power plants. The measurement technique using linearly polarized shear waves allows one to characterize the homogeneitry of the residual stress situation along and around cylindrically shaped components. Some important results show that the stress distribution integrated over the cross section of the component has not followed in any case the simple relations derived by stress analysts. Conclusions referring to the stress situation inside the components are discussed
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...
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
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.
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.
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...
Evaluation of IDA-80 data by the DoD method
International Nuclear Information System (INIS)
Beyrich, W.; Golly, W.
1989-12-01
The measurement data of 28 interlaboratory analysis performed under the IDA-80 programme are evaluated by the DoD (Distribution of Differences) method with respect to the RSDs of the interlaboratory spreads and the within-laboratory uncertainty components. The resulting estimates are compared to those obtained by variance analysis after application of outlier criteria in the official IDA-80 evaluation. Deviations found in case of the within-laboratory uncertainty components ('run' component of the IDA-80 evaluation) are discussed. (orig./HP) [de
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.
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)
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.
De Hertogh, Benoît; De Meulder, Bertrand; Berger, Fabrice; Pierre, Michael; Bareke, Eric; Gaigneaux, Anthoula; Depiereux, Eric
2010-01-11
Recent reanalysis of spike-in datasets underscored the need for new and more accurate benchmark datasets for statistical microarray analysis. We present here a fresh method using biologically-relevant data to evaluate the performance of statistical methods. Our novel method ranks the probesets from a dataset composed of publicly-available biological microarray data and extracts subset matrices with precise information/noise ratios. Our method can be used to determine the capability of different methods to better estimate variance for a given number of replicates. The mean-variance and mean-fold change relationships of the matrices revealed a closer approximation of biological reality. Performance analysis refined the results from benchmarks published previously.We show that the Shrinkage t test (close to Limma) was the best of the methods tested, except when two replicates were examined, where the Regularized t test and the Window t test performed slightly better. The R scripts used for the analysis are available at http://urbm-cluster.urbm.fundp.ac.be/~bdemeulder/.
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.
Comment on Hoffman and Rovine (2007): SPSS MIXED can estimate models with heterogeneous variances.
Weaver, Bruce; Black, Ryan A
2015-06-01
Hoffman and Rovine (Behavior Research Methods, 39:101-117, 2007) have provided a very nice overview of how multilevel models can be useful to experimental psychologists. They included two illustrative examples and provided both SAS and SPSS commands for estimating the models they reported. However, upon examining the SPSS syntax for the models reported in their Table 3, we found no syntax for models 2B and 3B, both of which have heterogeneous error variances. Instead, there is syntax that estimates similar models with homogeneous error variances and a comment stating that SPSS does not allow heterogeneous errors. But that is not correct. We provide SPSS MIXED commands to estimate models 2B and 3B with heterogeneous error variances and obtain results nearly identical to those reported by Hoffman and Rovine in their Table 3. Therefore, contrary to the comment in Hoffman and Rovine's syntax file, SPSS MIXED can estimate models with heterogeneous error variances.
The Importance of Variance in Statistical Analysis: Don't Throw Out the Baby with the Bathwater.
Peet, Martha W.
This paper analyzes what happens to the effect size of a given dataset when the variance is removed by categorization for the purpose of applying "OVA" methods (analysis of variance, analysis of covariance). The dataset is from a classic study by Holzinger and Swinefors (1939) in which more than 20 ability test were administered to 301…
Reduction of variance in spectral estimates for correction of ultrasonic aberration.
Astheimer, Jeffrey P; Pilkington, Wayne C; Waag, Robert C
2006-01-01
A variance reduction factor is defined to describe the rate of convergence and accuracy of spectra estimated from overlapping ultrasonic scattering volumes when the scattering is from a spatially uncorrelated medium. Assuming that the individual volumes are localized by a spherically symmetric Gaussian window and that centers of the volumes are located on orbits of an icosahedral rotation group, the factor is minimized by adjusting the weight and radius of each orbit. Conditions necessary for the application of the variance reduction method, particularly for statistical estimation of aberration, are examined. The smallest possible value of the factor is found by allowing an unlimited number of centers constrained only to be within a ball rather than on icosahedral orbits. Computations using orbits formed by icosahedral vertices, face centers, and edge midpoints with a constraint radius limited to a small multiple of the Gaussian width show that a significant reduction of variance can be achieved from a small number of centers in the confined volume and that this reduction is nearly the maximum obtainable from an unlimited number of centers in the same volume.
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.
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
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)
Improvement of extraction method of coagulation active components from Moringa oleifera seed
Okuda, Tetsuji; Baes, Aloysius U.; Nishijima, Wataru; Okada, Mitsumasa
1999-01-01
A new method for the extraction of the active coagulation component from Moringa oleifera seeds was developed and compared with the ordinary water extraction method (MOC–DW). In the new method, 1.0 mol l-1 solution of sodium chloride (MOC–SC) and other salts were used for extraction of the active coagulation component. Batch coagulation experiments were conducted using 500 ml of low turbid water (50 NTU). Coagulation efficiencies were evaluated based on the dosage required to remove kaolinite...
Restricted Variance Interaction Effects
DEFF Research Database (Denmark)
Cortina, Jose M.; Köhler, Tine; Keeler, Kathleen R.
2018-01-01
Although interaction hypotheses are increasingly common in our field, many recent articles point out that authors often have difficulty justifying them. The purpose of this article is to describe a particular type of interaction: the restricted variance (RV) interaction. The essence of the RV int...
Variance Swaps in BM&F: Pricing and Viability of Hedge
Directory of Open Access Journals (Sweden)
Richard John Brostowicz Junior
2010-07-01
Full Text Available A variance swap can theoretically be priced with an infinite set of vanilla calls and puts options considering that the realized variance follows a purely diffusive process with continuous monitoring. In this article we willanalyze the possible differences in pricing considering discrete monitoring of realized variance. It will analyze the pricing of variance swaps with payoff in dollars, since there is a OTC market that works this way and thatpotentially serve as a hedge for the variance swaps traded in BM&F. Additionally, will be tested the feasibility of hedge of variance swaps when there is liquidity in just a few exercise prices, as is the case of FX optionstraded in BM&F. Thus be assembled portfolios containing variance swaps and their replicating portfolios using the available exercise prices as proposed in (DEMETERFI et al., 1999. With these portfolios, the effectiveness of the hedge was not robust in mostly of tests conducted in this work.
Directory of Open Access Journals (Sweden)
Rodrigo Reis Mota
2016-09-01
Full Text Available ABSTRACT: The aim of this research was to evaluate the dimensional reduction of additive direct genetic covariance matrices in genetic evaluations of growth traits (range 100-730 days in Simmental cattle using principal components, as well as to estimate (covariance components and genetic parameters. Principal component analyses were conducted for five different models-one full and four reduced-rank models. Models were compared using Akaike information (AIC and Bayesian information (BIC criteria. Variance components and genetic parameters were estimated by restricted maximum likelihood (REML. The AIC and BIC values were similar among models. This indicated that parsimonious models could be used in genetic evaluations in Simmental cattle. The first principal component explained more than 96% of total variance in both models. Heritability estimates were higher for advanced ages and varied from 0.05 (100 days to 0.30 (730 days. Genetic correlation estimates were similar in both models regardless of magnitude and number of principal components. The first principal component was sufficient to explain almost all genetic variance. Furthermore, genetic parameter similarities and lower computational requirements allowed for parsimonious models in genetic evaluations of growth traits in Simmental cattle.
Motor equivalence and structure of variance: multi-muscle postural synergies in Parkinson's disease.
Falaki, Ali; Huang, Xuemei; Lewis, Mechelle M; Latash, Mark L
2017-07-01
We explored posture-stabilizing multi-muscle synergies with two methods of analysis of multi-element, abundant systems: (1) Analysis of inter-cycle variance; and (2) Analysis of motor equivalence, both quantified within the framework of the uncontrolled manifold (UCM) hypothesis. Data collected in two earlier studies of patients with Parkinson's disease (PD) were re-analyzed. One study compared synergies in the space of muscle modes (muscle groups with parallel scaling of activation) during tasks performed by early-stage PD patients and controls. The other study explored the effects of dopaminergic medication on multi-muscle-mode synergies. Inter-cycle variance and absolute magnitude of the center of pressure displacement across consecutive cycles were quantified during voluntary whole-body sway within the UCM and orthogonal to the UCM space. The patients showed smaller indices of variance within the UCM and motor equivalence compared to controls. The indices were also smaller in the off-drug compared to on-drug condition. There were strong across-subject correlations between the inter-cycle variance within/orthogonal to the UCM and motor equivalent/non-motor equivalent displacements. This study has shown that, at least for cyclical tasks, analysis of variance and analysis of motor equivalence lead to metrics of stability that correlate with each other and show similar effects of disease and medication. These results show, for the first time, intimate links between indices of variance and motor equivalence. They suggest that analysis of motor equivalence, which requires only a handful of trials, could be used broadly in the field of motor disorders to analyze problems with action stability.
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
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
Multistage principal component analysis based method for abdominal ECG decomposition
International Nuclear Information System (INIS)
Petrolis, Robertas; Krisciukaitis, Algimantas; Gintautas, Vladas
2015-01-01
Reflection of fetal heart electrical activity is present in registered abdominal ECG signals. However this signal component has noticeably less energy than concurrent signals, especially maternal ECG. Therefore traditionally recommended independent component analysis, fails to separate these two ECG signals. Multistage principal component analysis (PCA) is proposed for step-by-step extraction of abdominal ECG signal components. Truncated representation and subsequent subtraction of cardio cycles of maternal ECG are the first steps. The energy of fetal ECG component then becomes comparable or even exceeds energy of other components in the remaining signal. Second stage PCA concentrates energy of the sought signal in one principal component assuring its maximal amplitude regardless to the orientation of the fetus in multilead recordings. Third stage PCA is performed on signal excerpts representing detected fetal heart beats in aim to perform their truncated representation reconstructing their shape for further analysis. The algorithm was tested with PhysioNet Challenge 2013 signals and signals recorded in the Department of Obstetrics and Gynecology, Lithuanian University of Health Sciences. Results of our method in PhysioNet Challenge 2013 on open data set were: average score: 341.503 bpm 2 and 32.81 ms. (paper)
Method of formation of thin film component
Energy Technology Data Exchange (ETDEWEB)
Wada, Chikara; Kato, Kinya
1988-04-16
In the production process of component which is carrying thin film device, such as thin film transistor, acid treatment is applied for etching or for preventing contamination. In case of barium borsilicate glass base, the base is affected by the acid treatment resulting the decrease of transparency. To avoid the effect, deposition of SiO/sub 2/ layer on the surface of the base is usually applied. This invention relates to the protective method of barium borosilicate surface by harnessing the effect of coexisting ion in the acid treatment bath. The method is to add 0.03-5 mol/l of phosphoric acid or its salt in the bath. By the effect of coexisting ion, barium borsilicate glass surface was protected from the damage. (2 figs)
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.
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...
Eduard, W
1996-09-01
Exposure to micro-organisms can be measured by different methods. Traditionally, viable methods and light microscopy have been used for detection of micro-organisms. Most viable methods measure micro-organisms that are able to grow in culture, and these methods are also common for the identification of micro-organisms. More recently, non-viable methods have been developed for the measurement of bioaerosol components originating from micro-organisms that are based on microscopic techniques, bioassays, immunoassays and chemical methods. These methods are important for the assessment of exposure to bioaerosols in work environments as non-infectious micro-organisms and microbial components may cause allergic and toxic reactions independent of viability. It is not clear to what extent micro-organisms should be identified because exposure-response data are limited and many different micro-organisms and microbial components may cause similar health effects. Viable methods have also been used in indoor environments for the detection of specific organisms as markers of indoor growth of micro-organisms. At present, the validity of measurement methods can only be assessed by comparative laboratory and field studies because standard materials of microbial bioaerosol components are not available. Systematic errors may occur especially when results obtained by different methods are compared. Differences between laboratories that use the same methods may also occur as quality assurance schemes of analytical methods for bioaerosol components do not exist. Measurement methods may also have poor precision, especially the viable methods. It therefore seems difficult to meet the criteria for accuracy of measurement methods of workplace exposure that have recently been adopted by the CEN. Risk assessment is limited by the lack of generally accepted reference values or guidelines for microbial bioaerosol components. The cost of measurements of exposure to microbial bioaerosol components
Modelling Changes in the Unconditional Variance of Long Stock Return Series
DEFF Research Database (Denmark)
Amado, Cristina; Teräsvirta, Timo
In this paper we develop a testing and modelling procedure for describing the long-term volatility movements over very long return series. For the purpose, we assume that volatility is multiplicatively decomposed into a conditional and an unconditional component as in Amado and Teräsvirta (2011...... show that the long-memory property in volatility may be explained by ignored changes in the unconditional variance of the long series. Finally, based on a formal statistical test we find evidence of the superiority of volatility forecast accuracy of the new model over the GJR-GARCH model at all...... horizons for a subset of the long return series....
Modelling changes in the unconditional variance of long stock return series
DEFF Research Database (Denmark)
Amado, Cristina; Teräsvirta, Timo
2014-01-01
In this paper we develop a testing and modelling procedure for describing the long-term volatility movements over very long daily return series. For this purpose we assume that volatility is multiplicatively decomposed into a conditional and an unconditional component as in Amado and Teräsvirta...... that the apparent long memory property in volatility may be interpreted as changes in the unconditional variance of the long series. Finally, based on a formal statistical test we find evidence of the superiority of volatility forecasting accuracy of the new model over the GJR-GARCH model at all horizons for eight...... subsets of the long return series....
Hao, Liang; Wu, Dapeng; Guan, Yafeng
2014-09-01
The determination of organic composition in atmospheric particulate matter (PM) is of great importance in understanding how PM affects human health, environment, climate, and ecosystem. Organic components are also the scientific basis for emission source tracking, PM regulation and risk management. Therefore, the molecular characterization of the organic fraction of PM has become one of the priority research issues in the field of environmental analysis. Due to the extreme complexity of PM samples, chromatographic methods have been the chief selection. The common procedure for the analysis of organic components in PM includes several steps: sample collection on the fiber filters, sample preparation (transform the sample into a form suitable for chromatographic analysis), analysis by chromatographic methods. Among these steps, the sample preparation methods will largely determine the throughput and the data quality. Solvent extraction methods followed by sample pretreatment (e. g. pre-separation, derivatization, pre-concentration) have long been used for PM sample analysis, and thermal desorption methods have also mainly focused on the non-polar organic component analysis in PM. In this paper, the sample preparation methods prior to chromatographic analysis of organic components in PM are reviewed comprehensively, and the corresponding merits and limitations of each method are also briefly discussed.
Concept of a new method for fatigue monitoring of nuclear power plant components
International Nuclear Information System (INIS)
Zafosnik, M.; Cizelj, L.
2007-01-01
Fatigue is one of the well-understood aging mechanisms affecting mechanical components in many industrial facilities including nuclear power plants. Operational experience of nuclear power plants worldwide to date confirmed adequate design of safety related components against fatigue. In some cases however, for example when the plant life extension is envisioned, it may be very useful to monitor the remaining fatigue life of safety related components. Nuclear power plants components are classified into safety classes regarding their importance in mitigating the consequences of hypothetic accidents. Service life of components subjected to fatigue loading can be estimated with Usage Factor uk. A concept of the new method aiming both at monitoring the current state of the component and predicting its remaining lifetime in the life-extension conditions is presented. The method is based on determination of partial Usage Factor of components in which operating transients will be considered and compared to design transients. (author)
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.
A feeder protection method against the phase-phase fault using symmetrical components
DEFF Research Database (Denmark)
Ciontea, Catalin-Iosif; Bak, Claus Leth; Blaabjerg, Frede
2017-01-01
generation and relatively reduced short-circuit currents, thus resembling the electric network on a ship. The simulation results demonstrate that the proposed method of protection provides an improved performance compared to the conventional OverCurrent relays in a radial feeder with variable short......The method of symmetrical components simplifies analysis of an electric circuit during the fault and represents an important tool for the protection engineers. In this paper, the symmetrical components of the fault current are used in a new feeder protection method for the maritime applications...
Interactions between photodegradation components
Directory of Open Access Journals (Sweden)
Abdollahi Yadollah
2012-09-01
Full Text Available Abstract Background The interactions of p-cresol photocatalytic degradation components were studied by response surface methodology. The study was designed by central composite design using the irradiation time, pH, the amount of photocatalyst and the p-cresol concentration as variables. The design was performed to obtain photodegradation % as actual responses. The actual responses were fitted with linear, two factor interactions, cubic and quadratic model to select an appropriate model. The selected model was validated by analysis of variance which provided evidences such as high F-value (845.09, very low P-value (2 = 0.999, adjusted R-squared (Radj2 = 0.998, predicted R-squared (Rpred2 = 0.994 and the adequate precision (95.94. Results From the validated model demonstrated that the component had interaction with irradiation time under 180 min of the time while the interaction with pH was above pH 9. Moreover, photocatalyst and p-cresol had interaction at minimal amount of photocatalyst (p-cresol. Conclusion These variables are interdependent and should be simultaneously considered during the photodegradation process, which is one of the advantages of the response surface methodology over the traditional laboratory method.
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.
Methods of producing epoxides from alkenes using a two-component catalyst system
Kung, Mayfair C.; Kung, Harold H.; Jiang, Jian
2013-07-09
Methods for the epoxidation of alkenes are provided. The methods include the steps of exposing the alkene to a two-component catalyst system in an aqueous solution in the presence of carbon monoxide and molecular oxygen under conditions in which the alkene is epoxidized. The two-component catalyst system comprises a first catalyst that generates peroxides or peroxy intermediates during oxidation of CO with molecular oxygen and a second catalyst that catalyzes the epoxidation of the alkene using the peroxides or peroxy intermediates. A catalyst system composed of particles of suspended gold and titanium silicalite is one example of a suitable two-component catalyst system.
Functional Principal Components Analysis of Shanghai Stock Exchange 50 Index
Directory of Open Access Journals (Sweden)
Zhiliang Wang
2014-01-01
Full Text Available The main purpose of this paper is to explore the principle components of Shanghai stock exchange 50 index by means of functional principal component analysis (FPCA. Functional data analysis (FDA deals with random variables (or process with realizations in the smooth functional space. One of the most popular FDA techniques is functional principal component analysis, which was introduced for the statistical analysis of a set of financial time series from an explorative point of view. FPCA is the functional analogue of the well-known dimension reduction technique in the multivariate statistical analysis, searching for linear transformations of the random vector with the maximal variance. In this paper, we studied the monthly return volatility of Shanghai stock exchange 50 index (SSE50. Using FPCA to reduce dimension to a finite level, we extracted the most significant components of the data and some relevant statistical features of such related datasets. The calculated results show that regarding the samples as random functions is rational. Compared with the ordinary principle component analysis, FPCA can solve the problem of different dimensions in the samples. And FPCA is a convenient approach to extract the main variance factors.
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.
Factor structure underlying components of allostatic load.
Directory of Open Access Journals (Sweden)
Jeanne M McCaffery
Full Text Available Allostatic load is a commonly used metric of health risk based on the hypothesis that recurrent exposure to environmental demands (e.g., stress engenders a progressive dysregulation of multiple physiological systems. Prominent indicators of response to environmental challenges, such as stress-related hormones, sympatho-vagal balance, or inflammatory cytokines, comprise primary allostatic mediators. Secondary mediators reflect ensuing biological alterations that accumulate over time and confer risk for clinical disease but overlap substantially with a second metric of health risk, the metabolic syndrome. Whether allostatic load mediators covary and thus warrant treatment as a unitary construct remains to be established and, in particular, the relation of allostatic load parameters to the metabolic syndrome requires elucidation. Here, we employ confirmatory factor analysis to test: 1 whether a single common factor underlies variation in physiological systems associated with allostatic load; and 2 whether allostatic load parameters continue to load on a single common factor if a second factor representing the metabolic syndrome is also modeled. Participants were 645 adults from Allegheny County, PA (30-54 years old, 82% non-Hispanic white, 52% female who were free of confounding medications. Model fitting supported a single, second-order factor underlying variance in the allostatic load components available in this study (metabolic, inflammatory and vagal measures. Further, this common factor reflecting covariation among allostatic load components persisted when a latent factor representing metabolic syndrome facets was conjointly modeled. Overall, this study provides novel evidence that the modeled allostatic load components do share common variance as hypothesized. Moreover, the common variance suggests the existence of statistical coherence above and beyond that attributable to the metabolic syndrome.
Detailed finite element method modeling of evaporating multi-component droplets
Energy Technology Data Exchange (ETDEWEB)
Diddens, Christian, E-mail: C.Diddens@tue.nl
2017-07-01
The evaporation of sessile multi-component droplets is modeled with an axisymmetic finite element method. The model comprises the coupled processes of mixture evaporation, multi-component flow with composition-dependent fluid properties and thermal effects. Based on representative examples of water–glycerol and water–ethanol droplets, regular and chaotic examples of solutal Marangoni flows are discussed. Furthermore, the relevance of the substrate thickness for the evaporative cooling of volatile binary mixture droplets is pointed out. It is shown how the evaporation of the more volatile component can drastically decrease the interface temperature, so that ambient vapor of the less volatile component condenses on the droplet. Finally, results of this model are compared with corresponding results of a lubrication theory model, showing that the application of lubrication theory can cause considerable errors even for moderate contact angles of 40°. - Graphical abstract:.
Option valuation with the simplified component GARCH model
DEFF Research Database (Denmark)
Dziubinski, Matt P.
We introduce the Simplified Component GARCH (SC-GARCH) option pricing model, show and discuss sufficient conditions for non-negativity of the conditional variance, apply it to low-frequency and high-frequency financial data, and consider the option valuation, comparing the model performance...
International Nuclear Information System (INIS)
Biondo, Elliott D.; Davis, Andrew; Wilson, Paul P.H.
2016-01-01
Highlights: • A CAD-based shutdown dose rate analysis workflow has been implemented. • Cartesian and superimposed tetrahedral mesh are fully supported. • Biased and unbiased photon source sampling options are available. • Hybrid Monte Carlo/deterministic techniques accelerate photon transport. • The workflow has been validated with the FNG-ITER benchmark problem. - Abstract: In fusion energy systems (FES) high-energy neutrons born from burning plasma activate system components to form radionuclides. The biological dose rate that results from photons emitted by these radionuclides after shutdown—the shutdown dose rate (SDR)—must be quantified for maintenance planning. This can be done using the Rigorous Two-Step (R2S) method, which involves separate neutron and photon transport calculations, coupled by a nuclear inventory analysis code. The geometric complexity and highly attenuating configuration of FES motivates the use of CAD geometry and advanced variance reduction for this analysis. An R2S workflow has been created with the new capability of performing SDR analysis directly from CAD geometry with Cartesian or tetrahedral meshes and with biased photon source sampling, enabling the use of the Consistent Adjoint Driven Importance Sampling (CADIS) variance reduction technique. This workflow has been validated with the Frascati Neutron Generator (FNG)-ITER SDR benchmark using both Cartesian and tetrahedral meshes and both unbiased and biased photon source sampling. All results are within 20.4% of experimental values, which constitutes satisfactory agreement. Photon transport using CADIS is demonstrated to yield speedups as high as 8.5·10"5 for problems using the FNG geometry.
Energy Technology Data Exchange (ETDEWEB)
Pindoriya, N.M.; Singh, S.N. [Department of Electrical Engineering, Indian Institute of Technology Kanpur, Kanpur 208016 (India); Singh, S.K. [Indian Institute of Management Lucknow, Lucknow 226013 (India)
2010-10-15
This paper proposes an approach for generation portfolio allocation based on mean-variance-skewness (MVS) model which is an extension of the classical mean-variance (MV) portfolio theory, to deal with assets whose return distribution is non-normal. The MVS model allocates portfolios optimally by considering the maximization of both the expected return and skewness of portfolio return while simultaneously minimizing the risk. Since, it is competing and conflicting non-smooth multi-objective optimization problem, this paper employed a multi-objective particle swarm optimization (MOPSO) based meta-heuristic technique to provide Pareto-optimal solution in a single simulation run. Using a case study of the PJM electricity market, the performance of the MVS portfolio theory based method and the classical MV method is compared. It has been found that the MVS portfolio theory based method can provide significantly better portfolios in the situation where non-normally distributed assets exist for trading. (author)
International Nuclear Information System (INIS)
Pindoriya, N.M.; Singh, S.N.; Singh, S.K.
2010-01-01
This paper proposes an approach for generation portfolio allocation based on mean-variance-skewness (MVS) model which is an extension of the classical mean-variance (MV) portfolio theory, to deal with assets whose return distribution is non-normal. The MVS model allocates portfolios optimally by considering the maximization of both the expected return and skewness of portfolio return while simultaneously minimizing the risk. Since, it is competing and conflicting non-smooth multi-objective optimization problem, this paper employed a multi-objective particle swarm optimization (MOPSO) based meta-heuristic technique to provide Pareto-optimal solution in a single simulation run. Using a case study of the PJM electricity market, the performance of the MVS portfolio theory based method and the classical MV method is compared. It has been found that the MVS portfolio theory based method can provide significantly better portfolios in the situation where non-normally distributed assets exist for trading. (author)
Demixed principal component analysis of neural population data.
Kobak, Dmitry; Brendel, Wieland; Constantinidis, Christos; Feierstein, Claudia E; Kepecs, Adam; Mainen, Zachary F; Qi, Xue-Lian; Romo, Ranulfo; Uchida, Naoshige; Machens, Christian K
2016-04-12
Neurons in higher cortical areas, such as the prefrontal cortex, are often tuned to a variety of sensory and motor variables, and are therefore said to display mixed selectivity. This complexity of single neuron responses can obscure what information these areas represent and how it is represented. Here we demonstrate the advantages of a new dimensionality reduction technique, demixed principal component analysis (dPCA), that decomposes population activity into a few components. In addition to systematically capturing the majority of the variance of the data, dPCA also exposes the dependence of the neural representation on task parameters such as stimuli, decisions, or rewards. To illustrate our method we reanalyze population data from four datasets comprising different species, different cortical areas and different experimental tasks. In each case, dPCA provides a concise way of visualizing the data that summarizes the task-dependent features of the population response in a single figure.
Multilevel covariance regression with correlated random effects in the mean and variance structure.
Quintero, Adrian; Lesaffre, Emmanuel
2017-09-01
Multivariate regression methods generally assume a constant covariance matrix for the observations. In case a heteroscedastic model is needed, the parametric and nonparametric covariance regression approaches can be restrictive in the literature. We propose a multilevel regression model for the mean and covariance structure, including random intercepts in both components and allowing for correlation between them. The implied conditional covariance function can be different across clusters as a result of the random effect in the variance structure. In addition, allowing for correlation between the random intercepts in the mean and covariance makes the model convenient for skewedly distributed responses. Furthermore, it permits us to analyse directly the relation between the mean response level and the variability in each cluster. Parameter estimation is carried out via Gibbs sampling. We compare the performance of our model to other covariance modelling approaches in a simulation study. Finally, the proposed model is applied to the RN4CAST dataset to identify the variables that impact burnout of nurses in Belgium. © 2017 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Improved computation method in residual life estimation of structural components
Directory of Open Access Journals (Sweden)
Maksimović Stevan M.
2013-01-01
Full Text Available This work considers the numerical computation methods and procedures for the fatigue crack growth predicting of cracked notched structural components. Computation method is based on fatigue life prediction using the strain energy density approach. Based on the strain energy density (SED theory, a fatigue crack growth model is developed to predict the lifetime of fatigue crack growth for single or mixed mode cracks. The model is based on an equation expressed in terms of low cycle fatigue parameters. Attention is focused on crack growth analysis of structural components under variable amplitude loads. Crack growth is largely influenced by the effect of the plastic zone at the front of the crack. To obtain efficient computation model plasticity-induced crack closure phenomenon is considered during fatigue crack growth. The use of the strain energy density method is efficient for fatigue crack growth prediction under cyclic loading in damaged structural components. Strain energy density method is easy for engineering applications since it does not require any additional determination of fatigue parameters (those would need to be separately determined for fatigue crack propagation phase, and low cyclic fatigue parameters are used instead. Accurate determination of fatigue crack closure has been a complex task for years. The influence of this phenomenon can be considered by means of experimental and numerical methods. Both of these models are considered. Finite element analysis (FEA has been shown to be a powerful and useful tool1,6 to analyze crack growth and crack closure effects. Computation results are compared with available experimental results. [Projekat Ministarstva nauke Republike Srbije, br. OI 174001
A Minimum Variance Algorithm for Overdetermined TOA Equations with an Altitude Constraint.
Energy Technology Data Exchange (ETDEWEB)
Romero, Louis A; Mason, John J.
2018-04-01
We present a direct (non-iterative) method for solving for the location of a radio frequency (RF) emitter, or an RF navigation receiver, using four or more time of arrival (TOA) measurements and an assumed altitude above an ellipsoidal earth. Both the emitter tracking problem and the navigation application are governed by the same equations, but with slightly different interpreta- tions of several variables. We treat the assumed altitude as a soft constraint, with a specified noise level, just as the TOA measurements are handled, with their respective noise levels. With 4 or more TOA measurements and the assumed altitude, the problem is overdetermined and is solved in the weighted least squares sense for the 4 unknowns, the 3-dimensional position and time. We call the new technique the TAQMV (TOA Altitude Quartic Minimum Variance) algorithm, and it achieves the minimum possible error variance for given levels of TOA and altitude estimate noise. The method algebraically produces four solutions, the least-squares solution, and potentially three other low residual solutions, if they exist. In the lightly overdermined cases where multiple local minima in the residual error surface are more likely to occur, this algebraic approach can produce all of the minima even when an iterative approach fails to converge. Algorithm performance in terms of solution error variance and divergence rate for bas eline (iterative) and proposed approach are given in tables.
Automatic treatment of the variance estimation bias in TRIPOLI-4 criticality calculations
International Nuclear Information System (INIS)
Dumonteil, E.; Malvagi, F.
2012-01-01
The central limit (CLT) theorem States conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. The use of Monte Carlo transport codes, such as Tripoli4, relies on those conditions. While these are verified in protection applications (the cycles provide independent measurements of fluxes and related quantities), the hypothesis of independent estimates/cycles is broken in criticality mode. Indeed the power iteration technique used in this mode couples a generation to its progeny. Often, after what is called 'source convergence' this coupling almost disappears (the solution is closed to equilibrium) but for loosely coupled systems, such as for PWR or large nuclear cores, the equilibrium is never found, or at least may take time to reach, and the variance estimation such as allowed by the CLT is under-evaluated. In this paper we first propose, by the mean of two different methods, to evaluate the typical correlation length, as measured in cycles number, and then use this information to diagnose correlation problems and to provide an improved variance estimation. Those two methods are based on Fourier spectral decomposition and on the lag k autocorrelation calculation. A theoretical modeling of the autocorrelation function, based on Gauss-Markov stochastic processes, will also be presented. Tests will be performed with Tripoli4 on a PWR pin cell. (authors)
Assessment of texture stationarity using the asymptotic behavior of the empirical mean and variance.
Blanc, Rémy; Da Costa, Jean-Pierre; Stitou, Youssef; Baylou, Pierre; Germain, Christian
2008-09-01
Given textured images considered as realizations of 2-D stochastic processes, a framework is proposed to evaluate the stationarity of their mean and variance. Existing strategies focus on the asymptotic behavior of the empirical mean and variance (respectively EM and EV), known for some types of nondeterministic processes. In this paper, the theoretical asymptotic behaviors of the EM and EV are studied for large classes of second-order stationary ergodic processes, in the sense of the Wold decomposition scheme, including harmonic and evanescent processes. Minimal rates of convergence for the EM and the EV are derived for these processes; they are used as criteria for assessing the stationarity of textures. The experimental estimation of the rate of convergence is achieved using a nonparametric block sub-sampling method. Our framework is evaluated on synthetic processes with stationary or nonstationary mean and variance and on real textures. It is shown that anomalies in the asymptotic behavior of the empirical estimators allow detecting nonstationarities of the mean and variance of the processes in an objective way.
The n-component cubic model and flows: subgraph break-collapse method
International Nuclear Information System (INIS)
Essam, J.W.; Magalhaes, A.C.N. de.
1988-01-01
We generalise to the n-component cubic model the subgraph break-collapse method which we previously developed for the Potts model. The relations used are based on expressions which we recently derived for the Z(λ) model in terms of mod-λ flows. Our recursive algorithm is similar, for n = 2, to the break-collapse method for the Z(4) model proposed by Mariz and coworkers. It allows the exact calculation for the partition function and correlation functions for n-component cubic clusters with n as a variable, without the need to examine all of the spin configurations. (author) [pt
Progress Towards Improved Analysis of TES X-ray Data Using Principal Component Analysis
Busch, S. E.; Adams, J. S.; Bandler, S. R.; Chervenak, J. A.; Eckart, M. E.; Finkbeiner, F. M.; Fixsen, D. J.; Kelley, R. L.; Kilbourne, C. A.; Lee, S.-J.;
2015-01-01
The traditional method of applying a digital optimal filter to measure X-ray pulses from transition-edge sensor (TES) devices does not achieve the best energy resolution when the signals have a highly non-linear response to energy, or the noise is non-stationary during the pulse. We present an implementation of a method to analyze X-ray data from TESs, which is based upon principal component analysis (PCA). Our method separates the X-ray signal pulse into orthogonal components that have the largest variance. We typically recover pulse height, arrival time, differences in pulse shape, and the variation of pulse height with detector temperature. These components can then be combined to form a representation of pulse energy. An added value of this method is that by reporting information on more descriptive parameters (as opposed to a single number representing energy), we generate a much more complete picture of the pulse received. Here we report on progress in developing this technique for future implementation on X-ray telescopes. We used an 55Fe source to characterize Mo/Au TESs. On the same dataset, the PCA method recovers a spectral resolution that is better by a factor of two than achievable with digital optimal filters.
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…
High Efficiency Computation of the Variances of Structural Evolutionary Random Responses
Directory of Open Access Journals (Sweden)
J.H. Lin
2000-01-01
Full Text Available For structures subjected to stationary or evolutionary white/colored random noise, their various response variances satisfy algebraic or differential Lyapunov equations. The solution of these Lyapunov equations used to be very difficult. A precise integration method is proposed in the present paper, which solves such Lyapunov equations accurately and very efficiently.
Directory of Open Access Journals (Sweden)
Baixia Zhang
2016-01-01
Full Text Available Identification of bioactive components is an important area of research in traditional Chinese medicine (TCM formula. The reported identification methods only consider the interaction between the components and the target proteins, which is not sufficient to explain the influence of TCM on the gene expression. Here, we propose the Initial Transcription Process-based Identification (ITPI method for the discovery of bioactive components that influence transcription factors (TFs. In this method, genome-wide chip detection technology was used to identify differentially expressed genes (DEGs. The TFs of DEGs were derived from GeneCards. The components influencing the TFs were derived from STITCH. The bioactive components in the formula were identified by evaluating the molecular similarity between the components in formula and the components that influence the TF of DEGs. Using the formula of Tian-Zhu-San (TZS as an example, the reliability and limitation of ITPI were examined and 16 bioactive components that influence TFs were identified.
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.
Methods of Si based ceramic components volatilization control in a gas turbine engine
Garcia-Crespo, Andres Jose; Delvaux, John; Dion Ouellet, Noemie
2016-09-06
A method of controlling volatilization of silicon based components in a gas turbine engine includes measuring, estimating and/or predicting a variable related to operation of the gas turbine engine; correlating the variable to determine an amount of silicon to control volatilization of the silicon based components in the gas turbine engine; and injecting silicon into the gas turbine engine to control volatilization of the silicon based components. A gas turbine with a compressor, combustion system, turbine section and silicon injection system may be controlled by a controller that implements the control method.
Monaghan, Philip Harold; Delvaux, John McConnell; Taxacher, Glenn Curtis
2015-06-09
A pre-form CMC cavity and method of forming pre-form CMC cavity for a ceramic matrix component includes providing a mandrel, applying a base ply to the mandrel, laying-up at least one CMC ply on the base ply, removing the mandrel, and densifying the base ply and the at least one CMC ply. The remaining densified base ply and at least one CMC ply form a ceramic matrix component having a desired geometry and a cavity formed therein. Also provided is a method of forming a CMC component.
Endelman, Jeffrey B; Carley, Cari A Schmitz; Bethke, Paul C; Coombs, Joseph J; Clough, Mark E; da Silva, Washington L; De Jong, Walter S; Douches, David S; Frederick, Curtis M; Haynes, Kathleen G; Holm, David G; Miller, J Creighton; Muñoz, Patricio R; Navarro, Felix M; Novy, Richard G; Palta, Jiwan P; Porter, Gregory A; Rak, Kyle T; Sathuvalli, Vidyasagar R; Thompson, Asunta L; Yencho, G Craig
2018-05-01
As one of the world's most important food crops, the potato ( Solanum tuberosum L.) has spurred innovation in autotetraploid genetics, including in the use of SNP arrays to determine allele dosage at thousands of markers. By combining genotype and pedigree information with phenotype data for economically important traits, the objectives of this study were to (1) partition the genetic variance into additive vs. nonadditive components, and (2) determine the accuracy of genome-wide prediction. Between 2012 and 2017, a training population of 571 clones was evaluated for total yield, specific gravity, and chip fry color. Genomic covariance matrices for additive ( G ), digenic dominant ( D ), and additive × additive epistatic ( G # G ) effects were calculated using 3895 markers, and the numerator relationship matrix ( A ) was calculated from a 13-generation pedigree. Based on model fit and prediction accuracy, mixed model analysis with G was superior to A for yield and fry color but not specific gravity. The amount of additive genetic variance captured by markers was 20% of the total genetic variance for specific gravity, compared to 45% for yield and fry color. Within the training population, including nonadditive effects improved accuracy and/or bias for all three traits when predicting total genotypic value. When six F 1 populations were used for validation, prediction accuracy ranged from 0.06 to 0.63 and was consistently lower (0.13 on average) without allele dosage information. We conclude that genome-wide prediction is feasible in potato and that it will improve selection for breeding value given the substantial amount of nonadditive genetic variance in elite germplasm. Copyright © 2018 by the Genetics Society of America.
Harmonic Stability Analysis of Offshore Wind Farm with Component Connection Method
DEFF Research Database (Denmark)
Hou, Peng; Ebrahimzadeh, Esmaeil; Wang, Xiongfei
2017-01-01
In this paper, an eigenvalue-based harmonic stability analysis method for offshore wind farm is proposed. Considering the internal cable connection layout, a component connection method (CCM) is adopted to divide the system into individual blocks as current controller of converters, LCL filters...
Method for bonding a thermoplastic polymer to a thermosetting polymer component
Van Tooren, M.J.L.
2012-01-01
The invention relates to a method for bonding a thermoplastic polymer to a thermosetting polymer component, the thermoplastic polymer having a melting temperature that exceeds the curing temperature of the thermosetting polymer. The method comprises the steps of providing a cured thermosetting
Output Power Control of Wind Turbine Generator by Pitch Angle Control using Minimum Variance Control
Senjyu, Tomonobu; Sakamoto, Ryosei; Urasaki, Naomitsu; Higa, Hiroki; Uezato, Katsumi; Funabashi, Toshihisa
In recent years, there have been problems such as exhaustion of fossil fuels, e. g., coal and oil, and environmental pollution resulting from consumption. Effective utilization of renewable energies such as wind energy is expected instead of the fossil fuel. Wind energy is not constant and windmill output is proportional to the cube of wind speed, which cause the generated power of wind turbine generators (WTGs) to fluctuate. In order to reduce fluctuating components, there is a method to control pitch angle of blades of the windmill. In this paper, output power leveling of wind turbine generator by pitch angle control using an adaptive control is proposed. A self-tuning regulator is used in adaptive control. The control input is determined by the minimum variance control. It is possible to compensate control input to alleviate generating power fluctuation with using proposed controller. The simulation results with using actual detailed model for wind power system show effectiveness of the proposed controller.
Process component inventory in a large commercial reprocessing facility
International Nuclear Information System (INIS)
Canty, M.J.; Berliner, A.; Spannagel, G.
1983-01-01
Using a computer simulation program, the equilibrium operation of the Pu-extraction and purification processes of a reference commercial reprocessing facility was investigated. Particular attention was given to the long-term net fluctuations of Pu inventories in hard-to-measure components such as the solvent extraction contractors. Comparing the variance of these inventories with the measurement variance for Pu contained in feed, analysis and buffer tanks, it was concluded that direct or indirect periodic estimation of contactor inventories would not contribute significantly to improving the quality of closed material balances over the process MBA
Recursive Principal Components Analysis Using Eigenvector Matrix Perturbation
Directory of Open Access Journals (Sweden)
Deniz Erdogmus
2004-10-01
Full Text Available Principal components analysis is an important and well-studied subject in statistics and signal processing. The literature has an abundance of algorithms for solving this problem, where most of these algorithms could be grouped into one of the following three approaches: adaptation based on Hebbian updates and deflation, optimization of a second-order statistical criterion (like reconstruction error or output variance, and fixed point update rules with deflation. In this paper, we take a completely different approach that avoids deflation and the optimization of a cost function using gradients. The proposed method updates the eigenvector and eigenvalue matrices simultaneously with every new sample such that the estimates approximately track their true values as would be calculated from the current sample estimate of the data covariance matrix. The performance of this algorithm is compared with that of traditional methods like Sanger's rule and APEX, as well as a structurally similar matrix perturbation-based method.
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.
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.
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....
Lebigre, Christophe; Arcese, Peter; Reid, Jane M
2013-07-01
Age-specific variances and covariances in reproductive success shape the total variance in lifetime reproductive success (LRS), age-specific opportunities for selection, and population demographic variance and effective size. Age-specific (co)variances in reproductive success achieved through different reproductive routes must therefore be quantified to predict population, phenotypic and evolutionary dynamics in age-structured populations. While numerous studies have quantified age-specific variation in mean reproductive success, age-specific variances and covariances in reproductive success, and the contributions of different reproductive routes to these (co)variances, have not been comprehensively quantified in natural populations. We applied 'additive' and 'independent' methods of variance decomposition to complete data describing apparent (social) and realised (genetic) age-specific reproductive success across 11 cohorts of socially monogamous but genetically polygynandrous song sparrows (Melospiza melodia). We thereby quantified age-specific (co)variances in male within-pair and extra-pair reproductive success (WPRS and EPRS) and the contributions of these (co)variances to the total variances in age-specific reproductive success and LRS. 'Additive' decomposition showed that within-age and among-age (co)variances in WPRS across males aged 2-4 years contributed most to the total variance in LRS. Age-specific (co)variances in EPRS contributed relatively little. However, extra-pair reproduction altered age-specific variances in reproductive success relative to the social mating system, and hence altered the relative contributions of age-specific reproductive success to the total variance in LRS. 'Independent' decomposition showed that the (co)variances in age-specific WPRS, EPRS and total reproductive success, and the resulting opportunities for selection, varied substantially across males that survived to each age. Furthermore, extra-pair reproduction increased
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…
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)
Variance-in-Mean Effects of the Long Forward-Rate Slope
DEFF Research Database (Denmark)
Christiansen, Charlotte
2005-01-01
This paper contains an empirical analysis of the dependence of the long forward-rate slope on the long-rate variance. The long forward-rate slope and the long rate are described by a bivariate GARCH-in-mean model. In accordance with theory, a negative long-rate variance-in-mean effect for the long...... forward-rate slope is documented. Thus, the greater the long-rate variance, the steeper the long forward-rate curve slopes downward (the long forward-rate slope is negative). The variance-in-mean effect is both statistically and economically significant....
Bjørnerem, Åshild; Bui, Minh; Wang, Xiaofang; Ghasem-Zadeh, Ali; Hopper, John L; Zebaze, Roger; Seeman, Ego
2015-03-01
All genetic and environmental factors contributing to differences in bone structure between individuals mediate their effects through the final common cellular pathway of bone modeling and remodeling. We hypothesized that genetic factors account for most of the population variance of cortical and trabecular microstructure, in particular intracortical porosity and medullary size - void volumes (porosity), which establish the internal bone surface areas or interfaces upon which modeling and remodeling deposit or remove bone to configure bone microarchitecture. Microarchitecture of the distal tibia and distal radius and remodeling markers were measured for 95 monozygotic (MZ) and 66 dizygotic (DZ) white female twin pairs aged 40 to 61 years. Images obtained using high-resolution peripheral quantitative computed tomography were analyzed using StrAx1.0, a nonthreshold-based software that quantifies cortical matrix and porosity. Genetic and environmental components of variance were estimated under the assumptions of the classic twin model. The data were consistent with the proportion of variance accounted for by genetic factors being: 72% to 81% (standard errors ∼18%) for the distal tibial total, cortical, and medullary cross-sectional area (CSA); 67% and 61% for total cortical porosity, before and after adjusting for total CSA, respectively; 51% for trabecular volumetric bone mineral density (vBMD; all p accounted for 47% to 68% of the variance (all p ≤ 0.001). Cross-twin cross-trait correlations between tibial cortical porosity and medullary CSA were higher for MZ (rMZ = 0.49) than DZ (rDZ = 0.27) pairs before (p = 0.024), but not after (p = 0.258), adjusting for total CSA. For the remodeling markers, the data were consistent with genetic factors accounting for 55% to 62% of the variance. We infer that middle-aged women differ in their bone microarchitecture and remodeling markers more because of differences in their genetic factors than
DEFF Research Database (Denmark)
Khan, Nasim Ahmed; Spencer, Horace Jack; Nikiphorou, Elena
2017-01-01
Objective: To assess intercentre variability in the ACR core set measures, DAS28 based on three variables (DAS28v3) and Routine Assessment of Patient Index Data 3 in a multinational study. Methods: Seven thousand and twenty-three patients were recruited (84 centres; 30 countries) using a standard...... built to adjust for the remaining ACR core set measure (for each ACR core set measure or each composite index), socio-demographics and medical characteristics. ANOVA and analysis of covariance models yielded similar results, and ANOVA tables were used to present variance attributable to recruiting...... centre. Results: The proportion of variances attributable to recruiting centre was lower for patient reported outcomes (PROs: pain, HAQ, patient global) compared with objective measures (joint counts, ESR, physician global) in all models. In the full model, variance in PROs attributable to recruiting...
Simultaneous Monte Carlo zero-variance estimates of several correlated means
International Nuclear Information System (INIS)
Booth, T.E.
1997-08-01
Zero variance procedures have been in existence since the dawn of Monte Carlo. Previous works all treat the problem of zero variance solutions for a single tally. One often wants to get low variance solutions to more than one tally. When the sets of random walks needed for two tallies are similar, it is more efficient to do zero variance biasing for both tallies in the same Monte Carlo run, instead of two separate runs. The theory presented here correlates the random walks of particles by the similarity of their tallies. Particles with dissimilar tallies rapidly become uncorrelated whereas particles with similar tallies will stay correlated through most of their random walk. The theory herein should allow practitioners to make efficient use of zero-variance biasing procedures in practical problems
Padilla, Alberto
2009-01-01
Systematic sampling is a commonly used technique due to its simplicity and ease of implementation. The drawback of this simplicity is that it is not possible to estimate the design variance without bias. There are several ways to circumvent this problem. One method is to suppose that the variable of interest has a random order in the population, so the sample variance of simple random sampling without replacement is used. By means of a mixed random - systematic sample, an unbiased estimator o...
Fault Diagnosis Method Based on Information Entropy and Relative Principal Component Analysis
Directory of Open Access Journals (Sweden)
Xiaoming Xu
2017-01-01
Full Text Available In traditional principle component analysis (PCA, because of the neglect of the dimensions influence between different variables in the system, the selected principal components (PCs often fail to be representative. While the relative transformation PCA is able to solve the above problem, it is not easy to calculate the weight for each characteristic variable. In order to solve it, this paper proposes a kind of fault diagnosis method based on information entropy and Relative Principle Component Analysis. Firstly, the algorithm calculates the information entropy for each characteristic variable in the original dataset based on the information gain algorithm. Secondly, it standardizes every variable’s dimension in the dataset. And, then, according to the information entropy, it allocates the weight for each standardized characteristic variable. Finally, it utilizes the relative-principal-components model established for fault diagnosis. Furthermore, the simulation experiments based on Tennessee Eastman process and Wine datasets demonstrate the feasibility and effectiveness of the new method.
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....
Study of displacement cascades in metals by means of component analysis
International Nuclear Information System (INIS)
Hou, M.
1981-01-01
Component analysis is used to study the spatial distributions of point defects resulting from collision cascades in solids. The components are the three (orthogonal) eigenvectors of the covariance matrix of the spatial distribution. Those corresponding to the extreme eigenvalues determine the directions maximizing and minimizing the variance of the spatial distribution. The intermediate one is the direction maximizing the variance of the distribution projected on a plane perpendicular to the principal component. The standard deviations of the distribution projected on the three components give a measure of its size. This measure is only dependent on the cascade structure. Vacancy and interstitial distributions generated in metals by the computer code MARLOWE based on the binary collision approximation are analysed and compared in this picture. The simulation of hundreds of cascades generated by projectiles in the keV energy range incident on polycrystalline gold makes it possible to collect information on their average spatial anisotropy, energy density and on the casade development. The dependence of characteristics on the energy and the masses involved is discussed. (orig.)
A simple component-connection method for building binary decision diagrams encoding a fault tree
International Nuclear Information System (INIS)
Way, Y.-S.; Hsia, D.-Y.
2000-01-01
A simple new method for building binary decision diagrams (BDDs) encoding a fault tree (FT) is provided in this study. We first decompose the FT into FT-components. Each of them is a single descendant (SD) gate-sequence. Following the node-connection rule, the BDD-component encoding an SD FT-component can each be found to be an SD node-sequence. By successively connecting the BDD-components one by one, the BDD for the entire FT is thus obtained. During the node-connection and component-connection, reduction rules might need to be applied. An example FT is used throughout the article to explain the procedure step by step. Our method proposed is a hybrid one for FT analysis. Some algorithms or techniques used in the conventional FT analysis or the newer BDD approach may be applied to our case; our ideas mentioned in the article might be referred by the two methods
Directory of Open Access Journals (Sweden)
Vincent T van Hees
Full Text Available INTRODUCTION: Human body acceleration is often used as an indicator of daily physical activity in epidemiological research. Raw acceleration signals contain three basic components: movement, gravity, and noise. Separation of these becomes increasingly difficult during rotational movements. We aimed to evaluate five different methods (metrics of processing acceleration signals on their ability to remove the gravitational component of acceleration during standardised mechanical movements and the implications for human daily physical activity assessment. METHODS: An industrial robot rotated accelerometers in the vertical plane. Radius, frequency, and angular range of motion were systematically varied. Three metrics (Euclidian norm minus one [ENMO], Euclidian norm of the high-pass filtered signals [HFEN], and HFEN plus Euclidean norm of low-pass filtered signals minus 1 g [HFEN+] were derived for each experimental condition and compared against the reference acceleration (forward kinematics of the robot arm. We then compared metrics derived from human acceleration signals from the wrist and hip in 97 adults (22-65 yr, and wrist in 63 women (20-35 yr in whom daily activity-related energy expenditure (PAEE was available. RESULTS: In the robot experiment, HFEN+ had lowest error during (vertical plane rotations at an oscillating frequency higher than the filter cut-off frequency while for lower frequencies ENMO performed better. In the human experiments, metrics HFEN and ENMO on hip were most discrepant (within- and between-individual explained variance of 0.90 and 0.46, respectively. ENMO, HFEN and HFEN+ explained 34%, 30% and 36% of the variance in daily PAEE, respectively, compared to 26% for a metric which did not attempt to remove the gravitational component (metric EN. CONCLUSION: In conclusion, none of the metrics as evaluated systematically outperformed all other metrics across a wide range of standardised kinematic conditions. However, choice
CSIR Research Space (South Africa)
Kirton, A
2010-08-01
Full Text Available for calculating the variance and prediction intervals for biomass estimates obtained from allometric equations A KIRTON B SCHOLES S ARCHIBALD CSIR Ecosystem Processes and Dynamics, Natural Resources and the Environment P.O. BOX 395, Pretoria, 0001, South... intervals (confidence intervals for predicted values) for allometric estimates can be obtained using an example of estimating tree biomass from stem diameter. It explains how to deal with relationships which are in the power function form - a common form...
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 \
Method to map individual electromagnetic field components inside a photonic crystal
Denis, T.; Reijnders, B.; Lee, J.H.H.; van der Slot, Petrus J.M.; Vos, Willem L.; Boller, Klaus J.
2012-01-01
We present a method to map the absolute electromagnetic field strength inside photonic crystals. We apply the method to map the dominant electric field component Ez of a two-dimensional photonic crystal slab at microwave frequencies. The slab is placed between two mirrors to select Bloch standing
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....
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....
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 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
Law, Emily F; Beals-Erickson, Sarah E; Fisher, Emma; Lang, Emily A; Palermo, Tonya M
2017-01-01
Internet-delivered treatment has the potential to expand access to evidence-based cognitive-behavioral therapy (CBT) for pediatric headache, and has demonstrated efficacy in small trials for some youth with headache. We used a mixed methods approach to identify effective components of CBT for this population. In Study 1, component profile analysis identified common interventions delivered in published RCTs of effective CBT protocols for pediatric headache delivered face-to-face or via the Internet. We identified a core set of three treatment components that were common across face-to-face and Internet protocols: 1) headache education, 2) relaxation training, and 3) cognitive interventions. Biofeedback was identified as an additional core treatment component delivered in face-to-face protocols only. In Study 2, we conducted qualitative interviews to describe the perspectives of youth with headache and their parents on successful components of an Internet CBT intervention. Eleven themes emerged from the qualitative data analysis, which broadly focused on patient experiences using the treatment components and suggestions for new treatment components. In the Discussion, these mixed methods findings are integrated to inform the adaptation of an Internet CBT protocol for youth with headache.
Automatic treatment of the variance estimation bias in TRIPOLI-4 criticality calculations
Energy Technology Data Exchange (ETDEWEB)
Dumonteil, E.; Malvagi, F. [Commissariat a l' Energie Atomique et Aux Energies Alternatives, CEA SACLAY DEN, Laboratoire de Transport Stochastique et Deterministe, 91191 Gif-sur-Yvette (France)
2012-07-01
The central limit (CLT) theorem States conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. The use of Monte Carlo transport codes, such as Tripoli4, relies on those conditions. While these are verified in protection applications (the cycles provide independent measurements of fluxes and related quantities), the hypothesis of independent estimates/cycles is broken in criticality mode. Indeed the power iteration technique used in this mode couples a generation to its progeny. Often, after what is called 'source convergence' this coupling almost disappears (the solution is closed to equilibrium) but for loosely coupled systems, such as for PWR or large nuclear cores, the equilibrium is never found, or at least may take time to reach, and the variance estimation such as allowed by the CLT is under-evaluated. In this paper we first propose, by the mean of two different methods, to evaluate the typical correlation length, as measured in cycles number, and then use this information to diagnose correlation problems and to provide an improved variance estimation. Those two methods are based on Fourier spectral decomposition and on the lag k autocorrelation calculation. A theoretical modeling of the autocorrelation function, based on Gauss-Markov stochastic processes, will also be presented. Tests will be performed with Tripoli4 on a PWR pin cell. (authors)
The ORC method. Effective modelling of thermal performance of multilayer building components
Energy Technology Data Exchange (ETDEWEB)
Akander, Jan
2000-02-01
The ORC Method (Optimised RC-networks) provides a means of modelling one- or multidimensional heat transfer in building components, in this context within building simulation environments. The methodology is shown, primarily applied to heat transfer in multilayer building components. For multilayer building components, the analytical thermal performance is known, given layer thickness and material properties. The aim of the ORC Method is to optimise the values of the thermal resistances and heat capacities of an RC-model such as to give model performance a good agreement with the analytical performance, for a wide range of frequencies. The optimisation procedure is made in the frequency domain, where the over-all deviation between model and analytical frequency response, in terms of admittance and dynamic transmittance, is minimised. It is shown that ORC's are effective in terms of accuracy and computational time in comparison to finite difference models when used in building simulations, in this case with IDA/ICE. An ORC configuration of five mass nodes has been found to model building components in Nordic countries well, within the application of thermal comfort and energy requirement simulations. Simple RC-networks, such as the surface heat capacity and the simple R-C-configuration are not appropriate for detailed building simulation. However, these can be used as basis for defining the effective heat capacity of a building component. An approximate method is suggested on how to determine the effective heat capacity without the use of complex numbers. This entity can be calculated on basis of layer thickness and material properties with the help of two time constants. The approximate method can give inaccuracies corresponding to 20%. In-situ measurements have been carried out in an experimental building with the purpose of establishing the effective heat capacity of external building components that are subjected to normal thermal conditions. The auxiliary
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...
Three-Component Forward Modeling for Transient Electromagnetic Method
Directory of Open Access Journals (Sweden)
Bin Xiong
2010-01-01
Full Text Available In general, the time derivative of vertical magnetic field is considered only in the data interpretation of transient electromagnetic (TEM method. However, to survey in the complex geology structures, this conventional technique has begun gradually to be unsatisfied with the demand of field exploration. To improve the integrated interpretation precision of TEM, it is necessary to study the three-component forward modeling and inversion. In this paper, a three-component forward algorithm for 2.5D TEM based on the independent electric and magnetic field has been developed. The main advantage of the new scheme is that it can reduce the size of the global system matrix to the utmost extent, that is to say, the present is only one fourth of the conventional algorithm. In order to illustrate the feasibility and usefulness of the present algorithm, several typical geoelectric models of the TEM responses produced by loop sources at air-earth interface are presented. The results of the numerical experiments show that the computation speed of the present scheme is increased obviously and three-component interpretation can get the most out of the collected data, from which we can easily analyze or interpret the space characteristic of the abnormity object more comprehensively.
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)
A Component-Based Modeling and Validation Method for PLC Systems
Directory of Open Access Journals (Sweden)
Rui Wang
2014-05-01
Full Text Available Programmable logic controllers (PLCs are complex embedded systems that are widely used in industry. This paper presents a component-based modeling and validation method for PLC systems using the behavior-interaction-priority (BIP framework. We designed a general system architecture and a component library for a type of device control system. The control software and hardware of the environment were all modeled as BIP components. System requirements were formalized as monitors. Simulation was carried out to validate the system model. A realistic example from industry of the gates control system was employed to illustrate our strategies. We found a couple of design errors during the simulation, which helped us to improve the dependability of the original systems. The results of experiment demonstrated the effectiveness of our approach.
Additive manufacturing method for SRF components of various geometries
Rimmer, Robert; Frigola, Pedro E; Murokh, Alex Y
2015-05-05
An additive manufacturing method for forming nearly monolithic SRF niobium cavities and end group components of arbitrary shape with features such as optimized wall thickness and integral stiffeners, greatly reducing the cost and technical variability of conventional cavity construction. The additive manufacturing method for forming an SRF cavity, includes atomizing niobium to form a niobium powder, feeding the niobium powder into an electron beam melter under a vacuum, melting the niobium powder under a vacuum in the electron beam melter to form an SRF cavity; and polishing the inside surface of the SRF cavity.
Multilevel variance estimators in MLMC and application for random obstacle problems
Chernov, Alexey
2014-01-06
The Multilevel Monte Carlo Method (MLMC) is a recently established sampling approach for uncertainty propagation for problems with random parameters. In this talk we present new convergence theorems for the multilevel variance estimators. As a result, we prove that under certain assumptions on the parameters, the variance can be estimated at essentially the same cost as the mean, and consequently as the cost required for solution of one forward problem for a fixed deterministic set of parameters. We comment on fast and stable evaluation of the estimators suitable for parallel large scale computations. The suggested approach is applied to a class of scalar random obstacle problems, a prototype of contact between deformable bodies. In particular, we are interested in rough random obstacles modelling contact between car tires and variable road surfaces. Numerical experiments support and complete the theoretical analysis.
Multilevel variance estimators in MLMC and application for random obstacle problems
Chernov, Alexey; Bierig, Claudio
2014-01-01
The Multilevel Monte Carlo Method (MLMC) is a recently established sampling approach for uncertainty propagation for problems with random parameters. In this talk we present new convergence theorems for the multilevel variance estimators. As a result, we prove that under certain assumptions on the parameters, the variance can be estimated at essentially the same cost as the mean, and consequently as the cost required for solution of one forward problem for a fixed deterministic set of parameters. We comment on fast and stable evaluation of the estimators suitable for parallel large scale computations. The suggested approach is applied to a class of scalar random obstacle problems, a prototype of contact between deformable bodies. In particular, we are interested in rough random obstacles modelling contact between car tires and variable road surfaces. Numerical experiments support and complete the theoretical analysis.
A general mixed boundary model reduction method for component mode synthesis
International Nuclear Information System (INIS)
Voormeeren, S N; Van der Valk, P L C; Rixen, D J
2010-01-01
A classic issue in component mode synthesis (CMS) methods is the choice for fixed or free boundary conditions at the interface degrees of freedom (DoF) and the associated vibration modes in the components reduction base. In this paper, a novel mixed boundary CMS method called the 'Mixed Craig-Bampton' method is proposed. The method is derived by dividing the substructure DoF into a set of internal DoF, free interface DoF and fixed interface DoF. To this end a simple but effective scheme is introduced that, for every pair of interface DoF, selects a free or fixed boundary condition for each DoF individually. Based on this selection a reduction basis is computed consisting of vibration modes, static constraint modes and static residual flexibility modes. In order to assemble the reduced substructures a novel mixed assembly procedure is developed. It is shown that this approach leads to relatively sparse reduced matrices, whereas other mixed boundary methods often lead to full matrices. As such, the Mixed Craig-Bampton method forms a natural generalization of the classic Craig-Bampton and more recent Dual Craig-Bampton methods. Finally, the method is applied to a finite element test model. Analysis reveals that the proposed method has comparable or better accuracy and superior versatility with respect to the existing methods.
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
Qu, Wei-ping; Liu, Wen-qing; Liu, Jian-guo; Lu, Yi-huai; Zhu, Jun; Qin, Min; Liu, Cheng
2006-11-01
In satellite remote-sensing detection, cloud as an interference plays a negative role in data retrieval. How to discern the cloud fields with high fidelity thus comes as a need to the following research. A new method rooting in atmospheric radiation characteristics of cloud layer, in the present paper, presents a sort of solution where single-band brightness variance ratio is used to detect the relative intensity of cloud clutter so as to delineate cloud field rapidly and exactly, and the formulae of brightness variance ratio of satellite image, image reflectance variance ratio, and brightness temperature variance ratio of thermal infrared image are also given to enable cloud elimination to produce data free from cloud interference. According to the variance of the penetrating capability for different spectra bands, an objective evaluation is done on cloud penetration of them with the factors that influence penetration effect. Finally, a multi-band data fusion task is completed using the image data of infrared penetration from cirrus nothus. Image data reconstruction is of good quality and exactitude to show the real data of visible band covered by cloud fields. Statistics indicates the consistency of waveband relativity with image data after the data fusion.
Oil classification using X-ray scattering and principal component analysis
Energy Technology Data Exchange (ETDEWEB)
Almeida, Danielle S.; Souza, Amanda S.; Lopes, Ricardo T., E-mail: dani.almeida84@gmail.com, E-mail: ricardo@lin.ufrj.br, E-mail: amandass@bioqmed.ufrj.br [Universidade Federal do Rio de Janeiro (UFRJ), Rio de Janeiro, RJ (Brazil); Oliveira, Davi F.; Anjos, Marcelino J., E-mail: davi.oliveira@uerj.br, E-mail: marcelin@uerj.br [Universidade do Estado do Rio de Janeiro (UERJ), Rio de Janeiro, RJ (Brazil). Inst. de Fisica Armando Dias Tavares
2015-07-01
X-ray scattering techniques have been considered promising for the classification and characterization of many types of samples. This study employed this technique combined with chemical analysis and multivariate analysis to characterize 54 vegetable oil samples (being 25 olive oils)with different properties obtained in commercial establishments in Rio de Janeiro city. The samples were chemically analyzed using the following indexes: iodine, acidity, saponification and peroxide. In order to obtain the X-ray scattering spectrum, an X-ray tube with a silver anode operating at 40kV and 50 μA was used. The results showed that oils cab ne divided in tow large groups: olive oils and non-olive oils. Additionally, in a multivariate analysis (Principal Component Analysis - PCA), two components were obtained and accounted for more than 80% of the variance. One component was associated with chemical parameters and the other with scattering profiles of each sample. Results showed that use of X-ray scattering spectra combined with chemical analysis and PCA can be a fast, cheap and efficient method for vegetable oil characterization. (author)
Oil classification using X-ray scattering and principal component analysis
International Nuclear Information System (INIS)
Almeida, Danielle S.; Souza, Amanda S.; Lopes, Ricardo T.; Oliveira, Davi F.; Anjos, Marcelino J.
2015-01-01
X-ray scattering techniques have been considered promising for the classification and characterization of many types of samples. This study employed this technique combined with chemical analysis and multivariate analysis to characterize 54 vegetable oil samples (being 25 olive oils)with different properties obtained in commercial establishments in Rio de Janeiro city. The samples were chemically analyzed using the following indexes: iodine, acidity, saponification and peroxide. In order to obtain the X-ray scattering spectrum, an X-ray tube with a silver anode operating at 40kV and 50 μA was used. The results showed that oils cab ne divided in tow large groups: olive oils and non-olive oils. Additionally, in a multivariate analysis (Principal Component Analysis - PCA), two components were obtained and accounted for more than 80% of the variance. One component was associated with chemical parameters and the other with scattering profiles of each sample. Results showed that use of X-ray scattering spectra combined with chemical analysis and PCA can be a fast, cheap and efficient method for vegetable oil characterization. (author)
Evaluation of functional scintigraphy of gastric emptying by the principal component method
Energy Technology Data Exchange (ETDEWEB)
Haeussler, M.; Eilles, C.; Reiners, C.; Moll, E.; Boerner, W.
1980-10-01
Gastric emptying of a standard semifluid test-meal, labeled with /sup 99/sup(m)Tc-DTPA, was studied by functional scintigraphy in 88 subjects (normals, patients with duodenal and gastric ulcer before and after selective proximal vagotomy with and without pyloroplasty). Gastric emptying curves were analysed by the method of principal components. Patients after selective proximal vagotomy with pyloroplasty showed an rapid initial emptying, whereas this was a rare finding in patients after selective proximal vagotomy without pyloroplasty. The method of principal components is well suited for mathematical analysis of gastric emptying; nevertheless the results are difficult to interpret. The method has advantages when looking at larger collectives and allows a separation into groups with different gastric emptying.
On the mean and variance of the writhe of random polygons
International Nuclear Information System (INIS)
Portillo, J; Scharein, R; Arsuaga, J; Vazquez, M; Diao, Y
2011-01-01
We here address two problems concerning the writhe of random polygons. First, we study the behavior of the mean writhe as a function length. Second, we study the variance of the writhe. Suppose that we are dealing with a set of random polygons with the same length and knot type, which could be the model of some circular DNA with the same topological property. In general, a simple way of detecting chirality of this knot type is to compute the mean writhe of the polygons; if the mean writhe is non-zero then the knot is chiral. How accurate is this method? For example, if for a specific knot type K the mean writhe decreased to zero as the length of the polygons increased, then this method would be limited in the case of long polygons. Furthermore, we conjecture that the sign of the mean writhe is a topological invariant of chiral knots. This sign appears to be the same as that of an 'ideal' conformation of the knot. We provide numerical evidence to support these claims, and we propose a new nomenclature of knots based on the sign of their expected writhes. This nomenclature can be of particular interest to applied scientists. The second part of our study focuses on the variance of the writhe, a problem that has not received much attention in the past. In this case, we focused on the equilateral random polygons. We give numerical as well as analytical evidence to show that the variance of the writhe of equilateral random polygons (of length n) behaves as a linear function of the length of the equilateral random polygon.
On the mean and variance of the writhe of random polygons.
Portillo, J; Diao, Y; Scharein, R; Arsuaga, J; Vazquez, M
We here address two problems concerning the writhe of random polygons. First, we study the behavior of the mean writhe as a function length. Second, we study the variance of the writhe. Suppose that we are dealing with a set of random polygons with the same length and knot type, which could be the model of some circular DNA with the same topological property. In general, a simple way of detecting chirality of this knot type is to compute the mean writhe of the polygons; if the mean writhe is non-zero then the knot is chiral. How accurate is this method? For example, if for a specific knot type K the mean writhe decreased to zero as the length of the polygons increased, then this method would be limited in the case of long polygons. Furthermore, we conjecture that the sign of the mean writhe is a topological invariant of chiral knots. This sign appears to be the same as that of an "ideal" conformation of the knot. We provide numerical evidence to support these claims, and we propose a new nomenclature of knots based on the sign of their expected writhes. This nomenclature can be of particular interest to applied scientists. The second part of our study focuses on the variance of the writhe, a problem that has not received much attention in the past. In this case, we focused on the equilateral random polygons. We give numerical as well as analytical evidence to show that the variance of the writhe of equilateral random polygons (of length n ) behaves as a linear function of the length of the equilateral random polygon.
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.
International Nuclear Information System (INIS)
Yang, M; Zhu, X R; Mohan, R; Dong, L; Virshup, G; Clayton, J
2010-01-01
We discovered an empirical relationship between the logarithm of mean excitation energy (ln I m ) and the effective atomic number (EAN) of human tissues, which allows for computing patient-specific proton stopping power ratios (SPRs) using dual-energy CT (DECT) imaging. The accuracy of the DECT method was evaluated for 'standard' human tissues as well as their variance. The DECT method was compared to the existing standard clinical practice-a procedure introduced by Schneider et al at the Paul Scherrer Institute (the stoichiometric calibration method). In this simulation study, SPRs were derived from calculated CT numbers of known material compositions, rather than from measurement. For standard human tissues, both methods achieved good accuracy with the root-mean-square (RMS) error well below 1%. For human tissues with small perturbations from standard human tissue compositions, the DECT method was shown to be less sensitive than the stoichiometric calibration method. The RMS error remained below 1% for most cases using the DECT method, which implies that the DECT method might be more suitable for measuring patient-specific tissue compositions to improve the accuracy of treatment planning for charged particle therapy. In this study, the effects of CT imaging artifacts due to the beam hardening effect, scatter, noise, patient movement, etc were not analyzed. The true potential of the DECT method achieved in theoretical conditions may not be fully achievable in clinical settings. Further research and development may be needed to take advantage of the DECT method to characterize individual human tissues.
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.
Jaksic, Vesna; Mandic, Danilo P.; Karoumi, Raid; Basu, Bidroha; Pakrashi, Vikram
2016-01-01
Analysis of the variability in the responses of large structural systems and quantification of their linearity or nonlinearity as a potential non-invasive means of structural system assessment from output-only condition remains a challenging problem. In this study, the Delay Vector Variance (DVV) method is used for full scale testing of both pseudo-dynamic and dynamic responses of two bridges, in order to study the degree of nonlinearity of their measured response signals. The DVV detects the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. The pseudo-dynamic data is obtained from a concrete bridge during repair while the dynamic data is obtained from a steel railway bridge traversed by a train. We show that DVV is promising as a marker in establishing the degree to which a change in the signal nonlinearity reflects the change in the real behaviour of a structure. It is also useful in establishing the sensitivity of instruments or sensors deployed to monitor such changes.
International Nuclear Information System (INIS)
Nau, Andreas; Scholtes, B.
2014-01-01
Residual stresses can be result in both detrimental as well as beneficial consequences on the component's strength and lifetime. A most detailed knowledge of the residual stress state is a pre-requisite for the assessment of the component's performance. The mechanical methods for residual stress measurements are classified in non-destructive, destructive and semi-destructive methods. The two commonly used (semi-destructive) mechanical methods are the hole drilling and the ring core method. In the context of reactor safety research of the Federal Ministry of Economic Affairs and Energy (BMWi), two fundamental and interacting weak points of the hole drilling as well as of the ring core method are investigated. On the one hand, there are effects concerning geometrical boundary conditions of the components and on the other hand, there are influences of plasticity due to notch effects. Both aspects affect the released strain field, when the material is removed and finally, the calculated residual stresses. The first issue mentioned above is under the responsibility of Institute of Materials Engineering - Metallic Materials (Kassel University) and the last one will be investigated by University of Stuttgart-Otto-Graf-Institut - materials testing institute. Within the framework of this project it could be demonstrated that updated calibration coefficients lead to more reliable residual stress calculation in contrast to existing ones. These findings are valid for points of measurements on components without geometrical boundary effects like edges or shoulders. Reasons are high developed Finite-Element software packages and the opportunity of modelling the point of measurement (hole geometry, layout of the strain gauges) and its vicinity more in detail. Special challenges are multi-axial residual stress depth distributions and the geometry of components composing edges and claddings. Unlike existing analyses considering uni-axial and homogeneous stress states, bi
Linearly decoupled energy-stable numerical methods for multi-component two-phase compressible flow
Kou, Jisheng
2017-12-06
In this paper, for the first time we propose two linear, decoupled, energy-stable numerical schemes for multi-component two-phase compressible flow with a realistic equation of state (e.g. Peng-Robinson equation of state). The methods are constructed based on the scalar auxiliary variable (SAV) approaches for Helmholtz free energy and the intermediate velocities that are designed to decouple the tight relationship between velocity and molar densities. The intermediate velocities are also involved in the discrete momentum equation to ensure a consistency relationship with the mass balance equations. Moreover, we propose a component-wise SAV approach for a multi-component fluid, which requires solving a sequence of linear, separate mass balance equations. We prove that the methods have the unconditional energy-dissipation feature. Numerical results are presented to verify the effectiveness of the proposed methods.
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...
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.
Elkhoudary, Mahmoud M; Naguib, Ibrahim A; Abdel Salam, Randa A; Hadad, Ghada M
2017-05-01
Four accurate, sensitive and reliable stability indicating chemometric methods were developed for the quantitative determination of Agomelatine (AGM) whether in pure form or in pharmaceutical formulations. Two supervised learning machines' methods; linear artificial neural networks (PC-linANN) preceded by principle component analysis and linear support vector regression (linSVR), were compared with two principle component based methods; principle component regression (PCR) as well as partial least squares (PLS) for the spectrofluorimetric determination of AGM and its degradants. The results showed the benefits behind using linear learning machines' methods and the inherent merits of their algorithms in handling overlapped noisy spectral data especially during the challenging determination of AGM alkaline and acidic degradants (DG1 and DG2). Relative mean squared error of prediction (RMSEP) for the proposed models in the determination of AGM were 1.68, 1.72, 0.68 and 0.22 for PCR, PLS, SVR and PC-linANN; respectively. The results showed the superiority of supervised learning machines' methods over principle component based methods. Besides, the results suggested that linANN is the method of choice for determination of components in low amounts with similar overlapped spectra and narrow linearity range. Comparison between the proposed chemometric models and a reported HPLC method revealed the comparable performance and quantification power of the proposed models.
Directory of Open Access Journals (Sweden)
Guillaume Calmettes
Full Text Available The genetic expression of cloned fluorescent proteins coupled to time-lapse fluorescence microscopy has opened the door to the direct visualization of a wide range of molecular interactions in living cells. In particular, the dynamic translocation of proteins can now be explored in real time at the single-cell level. Here we propose a reliable, easy-to-implement, quantitative image processing method to assess protein translocation in living cells based on the computation of spatial variance maps of time-lapse images. The method is first illustrated and validated on simulated images of a fluorescently-labeled protein translocating from mitochondria to cytoplasm, and then applied to experimental data obtained with fluorescently-labeled hexokinase 2 in different cell types imaged by regular or confocal microscopy. The method was found to be robust with respect to cell morphology changes and mitochondrial dynamics (fusion, fission, movement during the time-lapse imaging. Its ease of implementation should facilitate its application to a broad spectrum of time-lapse imaging studies.
Review of seismic tests for qualification of components and validation of methods
International Nuclear Information System (INIS)
Buland, P.; Gantenbein, F.; Gibert, R.J.; Hoffmann, A.; Queval, J.C.
1988-01-01
Seismic tests are performed in CEA-DEMT since many years in order: to demonstrate the qualification of components, to give an experimental validation of calculation methods used for seismic design of components. The paper presents examples of these two types of tests, a description of the existing facilities and details about the new facility TAMARIS under construction. (author)
Review of seismic tests for qualification of components and validation of methods
Energy Technology Data Exchange (ETDEWEB)
Buland, P; Gantenbein, F; Gibert, R J; Hoffmann, A; Queval, J C [CEA-CEN SACLAY-DEMT, Gif sur Yvette-Cedex (France)
1988-07-01
Seismic tests are performed in CEA-DEMT since many years in order: to demonstrate the qualification of components, to give an experimental validation of calculation methods used for seismic design of components. The paper presents examples of these two types of tests, a description of the existing facilities and details about the new facility TAMARIS under construction. (author)
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.
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.
Research on criticality analysis method of CNC machine tools components under fault rate correlation
Gui-xiang, Shen; Xian-zhuo, Zhao; Zhang, Ying-zhi; Chen-yu, Han
2018-02-01
In order to determine the key components of CNC machine tools under fault rate correlation, a system component criticality analysis method is proposed. Based on the fault mechanism analysis, the component fault relation is determined, and the adjacency matrix is introduced to describe it. Then, the fault structure relation is hierarchical by using the interpretive structure model (ISM). Assuming that the impact of the fault obeys the Markov process, the fault association matrix is described and transformed, and the Pagerank algorithm is used to determine the relative influence values, combined component fault rate under time correlation can obtain comprehensive fault rate. Based on the fault mode frequency and fault influence, the criticality of the components under the fault rate correlation is determined, and the key components are determined to provide the correct basis for equationting the reliability assurance measures. Finally, taking machining centers as an example, the effectiveness of the method is verified.
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.
Aligning Event Logs to Task-Time Matrix Clinical Pathways in BPMN for Variance Analysis.
Yan, Hui; Van Gorp, Pieter; Kaymak, Uzay; Lu, Xudong; Ji, Lei; Chiau, Choo Chiap; Korsten, Hendrikus H M; Duan, Huilong
2018-03-01
Clinical pathways (CPs) are popular healthcare management tools to standardize care and ensure quality. Analyzing CP compliance levels and variances is known to be useful for training and CP redesign purposes. Flexible semantics of the business process model and notation (BPMN) language has been shown to be useful for the modeling and analysis of complex protocols. However, in practical cases one may want to exploit that CPs often have the form of task-time matrices. This paper presents a new method parsing complex BPMN models and aligning traces to the models heuristically. A case study on variance analysis is undertaken, where a CP from the practice and two large sets of patients data from an electronic medical record (EMR) database are used. The results demonstrate that automated variance analysis between BPMN task-time models and real-life EMR data are feasible, whereas that was not the case for the existing analysis techniques. We also provide meaningful insights for further improvement.
Increasing the genetic variance of rice protein through mutation breeding techniques
International Nuclear Information System (INIS)
Ismachin, M.
1975-01-01
Recommended rice variety in Indonesia, Pelita I/1 was treated with gamma rays at the doses of 20 krad, 30 krad, and 40 krad. The seeds were also treated with EMS 1%. In M 2 generation, the protein content of seeds from the visible mutants and from the normal looking plants were analyzed by DBC method. No significant increase in the genetic variance was found on the samples treated with 20 krad gamma, and on the normal looking plants treated by EMS 1%. The mean value of the treated samples were mostly significant decrease compared with the mean value of the protein distribution in untreated samples (control). Since significant increase in genetic variance was also found in M 2 normal looking plants - treated with gamma at the doses of 30 krad and 40 krad -selection of protein among these materials could be more valuable. (author)
Alvin H. Yu; Garry. Chick
2010-01-01
This study compared the utility of two different post-hoc tests after detecting significant differences within factors on multiple dependent variables using multivariate analysis of variance (MANOVA). We compared the univariate F test (the ScheffÃ© method) to descriptive discriminant analysis (DDA) using an educational-tour survey of university study-...
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.
Method of forming components for a high-temperature secondary electrochemical cell
Mrazek, Franklin C.; Battles, James E.
1983-01-01
A method of forming a component for a high-temperature secondary electrochemical cell having a positive electrode including a sulfide selected from the group consisting of iron sulfides, nickel sulfides, copper sulfides and cobalt sulfides, a negative electrode including an alloy of aluminum and an electrically insulating porous separator between said electrodes. The improvement comprises forming a slurry of solid particles dispersed in a liquid electrolyte such as the lithium chloride-potassium chloride eutetic, casting the slurry into a form having the shape of one of the components and smoothing the exposed surface of the slurry, cooling the cast slurry to form the solid component, and removing same. Electrodes and separators can be thus formed.
Directory of Open Access Journals (Sweden)
Maria S. Prokhorova
2014-01-01
Full Text Available The article deals with a study of problemsof ﬁnding the optimal portfolio securitiesusing convolutions expectation of portfolioreturns and portfolio variance. Value of thecoefﬁcient of risk, in which the problem ofmaximizing the variance - limited yieldis equivalent to maximizing a linear convolution of criteria for «expected returns-variance» is obtained. An automated method for ﬁnding the optimal portfolio, onthe basis of which the results of the studydemonstrated is proposed.
DEFF Research Database (Denmark)
Sokoler, Leo Emil; Dammann, Bernd; Madsen, Henrik
2014-01-01
This paper presents a decomposition algorithm for solving the optimal control problem (OCP) that arises in Mean-Variance Economic Model Predictive Control of stochastic linear systems. The algorithm applies the alternating direction method of multipliers to a reformulation of the OCP...
Prosthetic component segmentation with blur compensation: a fast method for 3D fluoroscopy.
Tarroni, Giacomo; Tersi, Luca; Corsi, Cristiana; Stagni, Rita
2012-06-01
A new method for prosthetic component segmentation from fluoroscopic images is presented. The hybrid approach we propose combines diffusion filtering, region growing and level-set techniques without exploiting any a priori knowledge of the analyzed geometry. The method was evaluated on a synthetic dataset including 270 images of knee and hip prosthesis merged to real fluoroscopic data simulating different conditions of blurring and illumination gradient. The performance of the method was assessed by comparing estimated contours to references using different metrics. Results showed that the segmentation procedure is fast, accurate, independent on the operator as well as on the specific geometrical characteristics of the prosthetic component, and able to compensate for amount of blurring and illumination gradient. Importantly, the method allows a strong reduction of required user interaction time when compared to traditional segmentation techniques. Its effectiveness and robustness in different image conditions, together with simplicity and fast implementation, make this prosthetic component segmentation procedure promising and suitable for multiple clinical applications including assessment of in vivo joint kinematics in a variety of cases.
International Nuclear Information System (INIS)
Nidaira, Kazuo
2008-01-01
International Target Values (ITV) shows random and systematic measurement uncertainty components as a reference for routinely achievable measurement quality in the accountancy measurement. The measurement uncertainty, called error henceforth, needs to be periodically evaluated and checked against ITV for consistency as the error varies according to measurement methods, instruments, operators, certified reference samples, frequency of calibration, and so on. In the paper an error evaluation method was developed with focuses on (1) Specifying clearly error calculation model, (2) Getting always positive random and systematic error variances, (3) Obtaining probability density distribution of an error variance and (4) Confirming the evaluation method by simulation. In addition the method was demonstrated by applying real data. (author)
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.
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
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...
Analysis of ulnar variance as a risk factor for developing scaphoid nonunion.
Lirola-Palmero, S; Salvà-Coll, G; Terrades-Cladera, F J
2015-01-01
Ulnar variance may be a risk factor of developing scaphoid non-union. A review was made of the posteroanterior wrist radiographs of 95 patients who were diagnosed of scaphoid fracture. All fractures with displacement less than 1mm treated conservatively were included. The ulnar variance was measured in all patients. Ulnar variance was measured in standard posteroanterior wrist radiographs of 95 patients. Eighteen patients (19%) developed scaphoid nonunion, with a mean value of ulnar variance of -1.34 (-/+ 0.85) mm (CI -2.25 - 0.41). Seventy seven patients (81%) healed correctly, and the mean value of ulnar variance was -0.04 (-/+ 1.85) mm (CI -0.46 - 0.38). A significant difference was observed in the distribution of ulnar variance (pvariance less than -1mm, and ulnar variance greater than -1mm. It appears that patients with ulnar variance less than -1mm had an OR 4.58 (CI 1.51 to 13.89) with pvariance less than -1mm have a greater risk of developing scaphoid nonunion, OR 4.58 (CI 1.51 to 13.89) with p<.007. Copyright © 2014 SECOT. Published by Elsevier Espana. All rights reserved.
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...
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…
Directory of Open Access Journals (Sweden)
S. Mahmoudishadi
2017-09-01
Full Text Available The image processing techniques in transform domain are employed as analysis tools for enhancing the detection of mineral deposits. The process of decomposing the image into important components increases the probability of mineral extraction. In this study, the performance of Principal Component Analysis (PCA and Independent Component Analysis (ICA has been evaluated for the visible and near-infrared (VNIR and Shortwave infrared (SWIR subsystems of ASTER data. Ardestan is located in part of Central Iranian Volcanic Belt that hosts many well-known porphyry copper deposits. This research investigated the propylitic and argillic alteration zones and outer mineralogy zone in part of Ardestan region. The two mentioned approaches were applied to discriminate alteration zones from igneous bedrock using the major absorption of indicator minerals from alteration and mineralogy zones in spectral rang of ASTER bands. Specialized PC components (PC2, PC3 and PC6 were used to identify pyrite and argillic and propylitic zones that distinguish from igneous bedrock in RGB color composite image. Due to the eigenvalues, the components 2, 3 and 6 account for 4.26% ,0.9% and 0.09% of the total variance of the data for Ardestan scene, respectively. For the purpose of discriminating the alteration and mineralogy zones of porphyry copper deposit from bedrocks, those mentioned percentages of data in ICA independent components of IC2, IC3 and IC6 are more accurately separated than noisy bands of PCA. The results of ICA method conform to location of lithological units of Ardestan region, as well.
Mahmoudishadi, S.; Malian, A.; Hosseinali, F.
2017-09-01
The image processing techniques in transform domain are employed as analysis tools for enhancing the detection of mineral deposits. The process of decomposing the image into important components increases the probability of mineral extraction. In this study, the performance of Principal Component Analysis (PCA) and Independent Component Analysis (ICA) has been evaluated for the visible and near-infrared (VNIR) and Shortwave infrared (SWIR) subsystems of ASTER data. Ardestan is located in part of Central Iranian Volcanic Belt that hosts many well-known porphyry copper deposits. This research investigated the propylitic and argillic alteration zones and outer mineralogy zone in part of Ardestan region. The two mentioned approaches were applied to discriminate alteration zones from igneous bedrock using the major absorption of indicator minerals from alteration and mineralogy zones in spectral rang of ASTER bands. Specialized PC components (PC2, PC3 and PC6) were used to identify pyrite and argillic and propylitic zones that distinguish from igneous bedrock in RGB color composite image. Due to the eigenvalues, the components 2, 3 and 6 account for 4.26% ,0.9% and 0.09% of the total variance of the data for Ardestan scene, respectively. For the purpose of discriminating the alteration and mineralogy zones of porphyry copper deposit from bedrocks, those mentioned percentages of data in ICA independent components of IC2, IC3 and IC6 are more accurately separated than noisy bands of PCA. The results of ICA method conform to location of lithological units of Ardestan region, as well.
A Method for Evaluating Information Security Governance (ISG) Components in Banking Environment
Ula, M.; Ula, M.; Fuadi, W.
2017-02-01
As modern banking increasingly relies on the internet and computer technologies to operate their businesses and market interactions, the threats and security breaches have highly increased in recent years. Insider and outsider attacks have caused global businesses lost trillions of Dollars a year. Therefore, that is a need for a proper framework to govern the information security in the banking system. The aim of this research is to propose and design an enhanced method to evaluate information security governance (ISG) implementation in banking environment. This research examines and compares the elements from the commonly used information security governance frameworks, standards and best practices. Their strength and weakness are considered in its approaches. The initial framework for governing the information security in banking system was constructed from document review. The framework was categorized into three levels which are Governance level, Managerial level, and technical level. The study further conducts an online survey for banking security professionals to get their professional judgment about the ISG most critical components and the importance for each ISG component that should be implemented in banking environment. Data from the survey was used to construct a mathematical model for ISG evaluation, component importance data used as weighting coefficient for the related component in the mathematical model. The research further develops a method for evaluating ISG implementation in banking based on the mathematical model. The proposed method was tested through real bank case study in an Indonesian local bank. The study evidently proves that the proposed method has sufficient coverage of ISG in banking environment and effectively evaluates the ISG implementation in banking environment.
International Nuclear Information System (INIS)
Wagner, J.C.; Haghighat, A.
1998-01-01
Although the Monte Carlo method is considered to be the most accurate method available for solving radiation transport problems, its applicability is limited by its computational expense. Thus, biasing techniques, which require intuition, guesswork, and iterations involving manual adjustments, are employed to make reactor shielding calculations feasible. To overcome this difficulty, the authors have developed a method for using the S N adjoint function for automated variance reduction of Monte Carlo calculations through source biasing and consistent transport biasing with the weight window technique. They describe the implementation of this method into the standard production Monte Carlo code MCNP and its application to a realistic calculation, namely, the reactor cavity dosimetry calculation. The computational effectiveness of the method, as demonstrated through the increase in calculational efficiency, is demonstrated and quantified. Important issues associated with this method and its efficient use are addressed and analyzed. Additional benefits in terms of the reduction in time and effort required of the user are difficult to quantify but are possibly as important as the computational efficiency. In general, the automated variance reduction method presented is capable of increases in computational performance on the order of thousands, while at the same time significantly reducing the current requirements for user experience, time, and effort. Therefore, this method can substantially increase the applicability and reliability of Monte Carlo for large, real-world shielding applications
Directory of Open Access Journals (Sweden)
Syahrial Syahrial
2010-06-01
Full Text Available An isolation and identification of volatile components in temps for 2, 5 and 8 days fermentation by simultaneous distillation-extraction method was carried out. Simultaneous distillation-extraction apparatus was modified by Muchalal from the basic Likens-Nickerson's design. Steam distillation and benzena as an extraction solvent was used in this system. The isolation was continuously carried out for 3 hours which maximum water temperature In the Liebig condenser was 8 °C. The extract was concentrated by freeze concentration method, and the volatile components were analyzed and identified by combined gas chromatography-mass spectrophotometry (GC-MS. The Muchalal's simultaneous distillation extraction apparatus have some disadvantage in cold finger condenser, and it's extractor did not have condenser. At least 47, 13 and 5 volatile components were found in 2, 5 and 8 days fermentation, respectively. The volatile components in the 2 days fermentation were nonalal, ɑ-pinene, 2,4-decadienal, 5-phenyldecane, 5-phenylundecane, 4-phenylundecane, 5-phenyldodecane, 4-phenyldodecane, 3-phenyldodecane, 2-phenyldodecane, 5-phenyltridecane, and caryophyllene; in the 5 days fermentation were nonalal, caryophyllene, 4-phenylundecane, 5-phenyldodecane, 4-phenyldodecane, 3-phenyldodecane, 2-phenyldodecane; and in the 8 days fermentation were ethenyl butanoic, 2-methy1-3-(methylethenylciclohexyl etanoic and 3,7-dimethyl-5-octenyl etanoic.
Baek, Eun Kyeng; Ferron, John M
2013-03-01
Multilevel models (MLM) have been used as a method for analyzing multiple-baseline single-case data. However, some concerns can be raised because the models that have been used assume that the Level-1 error covariance matrix is the same for all participants. The purpose of this study was to extend the application of MLM of single-case data in order to accommodate across-participant variation in the Level-1 residual variance and autocorrelation. This more general model was then used in the analysis of single-case data sets to illustrate the method, to estimate the degree to which the autocorrelation and residual variances differed across participants, and to examine whether inferences about treatment effects were sensitive to whether or not the Level-1 error covariance matrix was allowed to vary across participants. The results from the analyses of five published studies showed that when the Level-1 error covariance matrix was allowed to vary across participants, some relatively large differences in autocorrelation estimates and error variance estimates emerged. The changes in modeling the variance structure did not change the conclusions about which fixed effects were statistically significant in most of the studies, but there was one exception. The fit indices did not consistently support selecting either the more complex covariance structure, which allowed the covariance parameters to vary across participants, or the simpler covariance structure. Given the uncertainty in model specification that may arise when modeling single-case data, researchers should consider conducting sensitivity analyses to examine the degree to which their conclusions are sensitive to modeling choices.
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
Variance and covariance calculations for nuclear materials accounting using ''MAVARIC''
International Nuclear Information System (INIS)
Nasseri, K.K.
1987-07-01
Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined
Variance 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
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.
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).
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 ...
Principal Component Analysis In Radar Polarimetry
Directory of Open Access Journals (Sweden)
A. Danklmayer
2005-01-01
Full Text Available Second order moments of multivariate (often Gaussian joint probability density functions can be described by the covariance or normalised correlation matrices or by the Kennaugh matrix (Kronecker matrix. In Radar Polarimetry the application of the covariance matrix is known as target decomposition theory, which is a special application of the extremely versatile Principle Component Analysis (PCA. The basic idea of PCA is to convert a data set, consisting of correlated random variables into a new set of uncorrelated variables and order the new variables according to the value of their variances. It is important to stress that uncorrelatedness does not necessarily mean independent which is used in the much stronger concept of Independent Component Analysis (ICA. Both concepts agree for multivariate Gaussian distribution functions, representing the most random and least structured distribution. In this contribution, we propose a new approach in applying the concept of PCA to Radar Polarimetry. Therefore, new uncorrelated random variables will be introduced by means of linear transformations with well determined loading coefficients. This in turn, will allow the decomposition of the original random backscattering target variables into three point targets with new random uncorrelated variables whose variances agree with the eigenvalues of the covariance matrix. This allows a new interpretation of existing decomposition theorems.
Directory of Open Access Journals (Sweden)
Guoqing An
2017-01-01
Full Text Available Nowadays, stator current analysis used for detecting the incipient fault in squirrel cage motor has received much attention. However, in the case of interturn short circuit in stator, the traditional symmetrical component method has lost the precondition due to the harmonics and noise; the negative sequence component (NSC is hard to be obtained accurately. For broken rotor bars, the new added fault feature blanked by fundamental component is also difficult to be discriminated in the current spectrum. To solve the above problems, a fundamental component extraction (FCE method is proposed in this paper. On one hand, via the antisynchronous speed coordinate (ASC transformation, NSC of extracted signals is transformed into the DC value. The amplitude of synthetic vector of NSC is used to evaluate the severity of stator fault. On the other hand, the extracted fundamental component can be filtered out to make the rotor fault feature emerge from the stator current spectrum. Experiment results indicate that this method is feasible and effective in both interturn short circuit and broken rotor bars fault diagnosis. Furthermore, only stator currents and voltage frequency are needed to be recorded, and this method is easy to implement.
Anomaly detection in OECD Benchmark data using co-variance methods
International Nuclear Information System (INIS)
Srinivasan, G.S.; Krinizs, K.; Por, G.
1993-02-01
OECD Benchmark data distributed for the SMORN VI Specialists Meeting in Reactor Noise were investigated for anomaly detection in artificially generated reactor noise benchmark analysis. It was observed that statistical features extracted from covariance matrix of frequency components are very sensitive in terms of the anomaly detection level. It is possible to create well defined alarm levels. (R.P.) 5 refs.; 23 figs.; 1 tab
An Efficient SDN Load Balancing Scheme Based on Variance Analysis for Massive Mobile Users
Directory of Open Access Journals (Sweden)
Hong Zhong
2015-01-01
Full Text Available In a traditional network, server load balancing is used to satisfy the demand for high data volumes. The technique requires large capital investment while offering poor scalability and flexibility, which difficultly supports highly dynamic workload demands from massive mobile users. To solve these problems, this paper analyses the principle of software-defined networking (SDN and presents a new probabilistic method of load balancing based on variance analysis. The method can be used to dynamically manage traffic flows for supporting massive mobile users in SDN networks. The paper proposes a solution using the OpenFlow virtual switching technology instead of the traditional hardware switching technology. A SDN controller monitors data traffic of each port by means of variance analysis and provides a probability-based selection algorithm to redirect traffic dynamically with the OpenFlow technology. Compared with the existing load balancing methods which were designed to support traditional networks, this solution has lower cost, higher reliability, and greater scalability which satisfy the needs of mobile users.
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...
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
Directory of Open Access Journals (Sweden)
Guosheng Su
Full Text Available Non-additive genetic variation is usually ignored when genome-wide markers are used to study the genetic architecture and genomic prediction of complex traits in human, wild life, model organisms or farm animals. However, non-additive genetic effects may have an important contribution to total genetic variation of complex traits. This study presented a genomic BLUP model including additive and non-additive genetic effects, in which additive and non-additive genetic relation matrices were constructed from information of genome-wide dense single nucleotide polymorphism (SNP markers. In addition, this study for the first time proposed a method to construct dominance relationship matrix using SNP markers and demonstrated it in detail. The proposed model was implemented to investigate the amounts of additive genetic, dominance and epistatic variations, and assessed the accuracy and unbiasedness of genomic predictions for daily gain in pigs. In the analysis of daily gain, four linear models were used: 1 a simple additive genetic model (MA, 2 a model including both additive and additive by additive epistatic genetic effects (MAE, 3 a model including both additive and dominance genetic effects (MAD, and 4 a full model including all three genetic components (MAED. Estimates of narrow-sense heritability were 0.397, 0.373, 0.379 and 0.357 for models MA, MAE, MAD and MAED, respectively. Estimated dominance variance and additive by additive epistatic variance accounted for 5.6% and 9.5% of the total phenotypic variance, respectively. Based on model MAED, the estimate of broad-sense heritability was 0.506. Reliabilities of genomic predicted breeding values for the animals without performance records were 28.5%, 28.8%, 29.2% and 29.5% for models MA, MAE, MAD and MAED, respectively. In addition, models including non-additive genetic effects improved unbiasedness of genomic predictions.
Hao, Wenrui; Lu, Zhenzhou; Li, Luyi
2013-05-01
In order to explore the contributions by correlated input variables to the variance of the output, a novel interpretation framework of importance measure indices is proposed for a model with correlated inputs, which includes the indices of the total correlated contribution and the total uncorrelated contribution. The proposed indices accurately describe the connotations of the contributions by the correlated input to the variance of output, and they can be viewed as the complement and correction of the interpretation about the contributions by the correlated inputs presented in "Estimation of global sensitivity indices for models with dependent variables, Computer Physics Communications, 183 (2012) 937-946". Both of them contain the independent contribution by an individual input. Taking the general form of quadratic polynomial as an illustration, the total correlated contribution and the independent contribution by an individual input are derived analytically, from which the components and their origins of both contributions of correlated input can be clarified without any ambiguity. In the special case that no square term is included in the quadratic polynomial model, the total correlated contribution by the input can be further decomposed into the variance contribution related to the correlation of the input with other inputs and the independent contribution by the input itself, and the total uncorrelated contribution can be further decomposed into the independent part by interaction between the input and others and the independent part by the input itself. Numerical examples are employed and their results demonstrate that the derived analytical expressions of the variance-based importance measure are correct, and the clarification of the correlated input contribution to model output by the analytical derivation is very important for expanding the theory and solutions of uncorrelated input to those of the correlated one.
29 CFR 1926.405 - Wiring methods, components, and equipment for general use.
2010-07-01
... Electrical Installation Safety Requirements § 1926.405 Wiring methods, components, and equipment for general... lighting wiring methods which may be of a class less than would be required for a permanent installation... subpart for permanent wiring shall apply to temporary wiring installations. Temporary wiring shall be...
Obtaining variances from the treatment standards of the RCRA Land Disposal Restrictions
International Nuclear Information System (INIS)
1990-05-01
The Resource Conservation and Recovery Act (RCRA) Land Disposal Restrictions (LDRs) [40 CFR 268] impose specific requirements for treatment of RCRA hazardous wastes prior to disposal. Before the LDRs, many hazardous wastes could be land disposed at an appropriately designed and permitted facility without undergoing treatment. Thus, the LDRs constitute a major change in the regulations governing hazardous waste. EPA does not regulate the radioactive component of radioactive mixed waste (RMW). However, the hazardous waste component of an RMW is subject to RCRA LDR regulations. DOE facilities that manage hazardous wastes (including radioactive mixed wastes) may have to alter their waste-management practices to comply with the regulations. The purpose of this document is to aid DOE facilities and operations offices in determining (1) whether a variance from the treatment standard should be sought and (2) which type (treatability or equivalency) of petition is appropriate. The document also guides the user in preparing the petition. It shall be noted that the primary responsibility for the development of the treatability petition lies with the generator of the waste. 2 figs., 1 tab
Biasing transition rate method based on direct MC simulation for probabilistic safety assessment
Institute of Scientific and Technical Information of China (English)
Xiao-Lei Pan; Jia-Qun Wang; Run Yuan; Fang Wang; Han-Qing Lin; Li-Qin Hu; Jin Wang
2017-01-01
Direct Monte Carlo (MC) simulation is a powerful probabilistic safety assessment method for accounting dynamics of the system.But it is not efficient at simulating rare events.A biasing transition rate method based on direct MC simulation is proposed to solve the problem in this paper.This method biases transition rates of the components by adding virtual components to them in series to increase the occurrence probability of the rare event,hence the decrease in the variance of MC estimator.Several cases are used to benchmark this method.The results show that the method is effective at modeling system failure and is more efficient at collecting evidence of rare events than the direct MC simulation.The performance is greatly improved by the biasing transition rate method.
Using variances to comply with resource conservation and recovery act treatment standards
International Nuclear Information System (INIS)
Ranek, N.L.
2002-01-01
When a waste generated, treated, or disposed of at a site in the United States is classified as hazardous under the Resource Conservation and Recovery Act and is destined for land disposal, the waste manager responsible for that site must select an approach to comply with land disposal restrictions (LDR) treatment standards. This paper focuses on the approach of obtaining a variance from existing, applicable LDR treatment standards. It describes the types of available variances, which include (1) determination of equivalent treatment (DET); (2) treatability variance; and (3) treatment variance for contaminated soil. The process for obtaining each type of variance is also described. Data are presented showing that historically the U.S. Environmental Protection Agency (EPA) processed DET petitions within one year of their date of submission. However, a 1999 EPA policy change added public participation to the DET petition review, which may lengthen processing time in the future. Regarding site-specific treatability variances, data are presented showing an EPA processing time of between 10 and 16 months. Only one generically applicable treatability variance has been granted, which took 30 months to process. No treatment variances for contaminated soil, which were added to the federal LDR program in 1998, are identified as having been granted.
Reduction of treatment delivery variances with a computer-controlled treatment delivery system
International Nuclear Information System (INIS)
Fraass, B.A.; Lash, K.L.; Matrone, G.M.; Lichter, A.S.
1997-01-01
Purpose: To analyze treatment delivery variances for 3-D conformal therapy performed at various levels of treatment delivery automation, ranging from manual field setup to virtually complete computer-controlled treatment delivery using a computer-controlled conformal radiotherapy system. Materials and Methods: All external beam treatments performed in our department during six months of 1996 were analyzed to study treatment delivery variances versus treatment complexity. Treatments for 505 patients (40,641 individual treatment ports) on four treatment machines were studied. All treatment variances noted by treatment therapists or quality assurance reviews (39 in all) were analyzed. Machines 'M1' (CLinac (6(100))) and 'M2' (CLinac 1800) were operated in a standard manual setup mode, with no record and verify system (R/V). Machines 'M3' (CLinac 2100CD/MLC) and ''M4'' (MM50 racetrack microtron system with MLC) treated patients under the control of a computer-controlled conformal radiotherapy system (CCRS) which 1) downloads the treatment delivery plan from the planning system, 2) performs some (or all) of the machine set-up and treatment delivery for each field, 3) monitors treatment delivery, 4) records all treatment parameters, and 5) notes exceptions to the electronically-prescribed plan. Complete external computer control is not available on M3, so it uses as many CCRS features as possible, while M4 operates completely under CCRS control and performs semi-automated and automated multi-segment intensity modulated treatments. Analysis of treatment complexity was based on numbers of fields, individual segments (ports), non-axial and non-coplanar plans, multi-segment intensity modulation, and pseudo-isocentric treatments (and other plans with computer-controlled table motions). Treatment delivery time was obtained from the computerized scheduling system (for manual treatments) or from CCRS system logs. Treatment therapists rotate among the machines, so this analysis
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
Energy Technology Data Exchange (ETDEWEB)
Park, Ho Jin [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of); Shim, Hyung Jin [Seoul National University, Seoul (Korea, Republic of)
2015-05-15
In a Monte Carlo (MC) eigenvalue calculation, it is well known that the apparent variance of a local tally such as pin power differs from the real variance considerably. The MC method in eigenvalue calculations uses a power iteration method. In the power iteration method, the fission matrix (FM) and fission source density (FSD) are used as the operator and the solution. The FM is useful to estimate a variance and covariance because the FM can be calculated by a few cycle calculations even at inactive cycle. Recently, S. Carney have implemented the higher order fission matrix (HOFM) capabilities into the MCNP6 MC code in order to apply to extend the perturbation theory to second order. In this study, the HOFM capability by the Hotelling deflation method was implemented into McCARD and used to predict the behavior of a real and apparent SD ratio. In the simple 1D slab problems, the Endo's theoretical model predicts well the real to apparent SD ratio. It was noted that the Endo's theoretical model with the McCARD higher mode FS solutions by the HOFM yields much better the real to apparent SD ratio than that with the analytic solutions. In the near future, the application for a high dominance ratio problem such as BEAVRS benchmark will be conducted.
Directory of Open Access Journals (Sweden)
Selin Aviyente
2010-01-01
Full Text Available Joint time-frequency representations offer a rich representation of event related potentials (ERPs that cannot be obtained through individual time or frequency domain analysis. This representation, however, comes at the expense of increased data volume and the difficulty of interpreting the resulting representations. Therefore, methods that can reduce the large amount of time-frequency data to experimentally relevant components are essential. In this paper, we present a method that reduces the large volume of ERP time-frequency data into a few significant time-frequency parameters. The proposed method is based on applying the widely used matching pursuit (MP approach, with a Gabor dictionary, to principal components extracted from the time-frequency domain. The proposed PCA-Gabor decomposition is compared with other time-frequency data reduction methods such as the time-frequency PCA approach alone and standard matching pursuit methods using a Gabor dictionary for both simulated and biological data. The results show that the proposed PCA-Gabor approach performs better than either the PCA alone or the standard MP data reduction methods, by using the smallest amount of ERP data variance to produce the strongest statistical separation between experimental conditions.
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.
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
International Nuclear Information System (INIS)
Zhou, X.Y.; Li, D.
2000-01-01
This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is however not in the standard form due to the variance term involved. It is shown that this nonstandard problem can be 'embedded' into a class of auxiliary stochastic linear-quadratic (LQ) problems. The stochastic LQ control model proves to be an appropriate and effective framework to study the mean-variance problem in light of the recent development on general stochastic LQ problems with indefinite control weighting matrices. This gives rise to the efficient frontier in a closed form for the original portfolio selection problem
On the expected value and variance for an estimator of the spatio-temporal product density function
DEFF Research Database (Denmark)
Rodríguez-Corté, Francisco J.; Ghorbani, Mohammad; Mateu, Jorge
Second-order characteristics are used to analyse the spatio-temporal structure of the underlying point process, and thus these methods provide a natural starting point for the analysis of spatio-temporal point process data. We restrict our attention to the spatio-temporal product density function......, and develop a non-parametric edge-corrected kernel estimate of the product density under the second-order intensity-reweighted stationary hypothesis. The expectation and variance of the estimator are obtained, and closed form expressions derived under the Poisson case. A detailed simulation study is presented...... to compare our close expression for the variance with estimated ones for Poisson cases. The simulation experiments show that the theoretical form for the variance gives acceptable values, which can be used in practice. Finally, we apply the resulting estimator to data on the spatio-temporal distribution...
Anomaly Monitoring Method for Key Components of Satellite
Directory of Open Access Journals (Sweden)
Jian Peng
2014-01-01
Full Text Available This paper presented a fault diagnosis method for key components of satellite, called Anomaly Monitoring Method (AMM, which is made up of state estimation based on Multivariate State Estimation Techniques (MSET and anomaly detection based on Sequential Probability Ratio Test (SPRT. On the basis of analysis failure of lithium-ion batteries (LIBs, we divided the failure of LIBs into internal failure, external failure, and thermal runaway and selected electrolyte resistance (Re and the charge transfer resistance (Rct as the key parameters of state estimation. Then, through the actual in-orbit telemetry data of the key parameters of LIBs, we obtained the actual residual value (RX and healthy residual value (RL of LIBs based on the state estimation of MSET, and then, through the residual values (RX and RL of LIBs, we detected the anomaly states based on the anomaly detection of SPRT. Lastly, we conducted an example of AMM for LIBs, and, according to the results of AMM, we validated the feasibility and effectiveness of AMM by comparing it with the results of threshold detective method (TDM.
Improved methods of creep-fatigue life assessment of components
Energy Technology Data Exchange (ETDEWEB)
Scholz, Alfred; Berger, Christina [Inst. fuer Werkstoffkunde (IfW), Technische Univ. Darmstadt (Germany)
2009-07-01
The improvement of life assessment methods contributes to a reduction of efforts at design and an effective long term operation of high temperature components, reduces technical risk and increases high economical advantages. Creep-fatigue at multi-stage loading, covering cold start, warm start and hot start cycles in typical loading sequences e.g. for medium loaded power plants, was investigated here. At hold times creep and stress relaxation, respectively, lead to an acceleration of crack initiation. Creep fatigue life time can be calculated by a modified damage accumulation rule, which considers the fatigue fraction rule for fatigue damage and the life fraction rule for creep damage. Mean stress effects, internal stress and interaction effects of creep and fatigue are considered. Along with the generation of advanced creep data, fatigue data and creep fatigue data as well scatter band analyses are necessary in order to generate design curves and lower bound properties inclusive. Besides, in order to improve lifing methods the enhancement of modelling activities for deformation and life time are important. For verification purposes, complex experiments at variable creep conditions as well as at creep fatigue interaction under multi-stage loading are of interest. Generally, the development of methods to transfer uniaxial material properties to multiaxial loading situations is a current challenge. For specific design purposes, a constitutive material model is introduced which is implemented as an user subroutine for Finite Element applications due to start-up and shut-down phases of components. Identification of material parameters have been performed by Neural Networks. (orig.)
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...
Wright, George W; Simon, Richard M
2003-12-12
Microarray techniques provide a valuable way of characterizing the molecular nature of disease. Unfortunately expense and limited specimen availability often lead to studies with small sample sizes. This makes accurate estimation of variability difficult, since variance estimates made on a gene by gene basis will have few degrees of freedom, and the assumption that all genes share equal variance is unlikely to be true. We propose a model by which the within gene variances are drawn from an inverse gamma distribution, whose parameters are estimated across all genes. This results in a test statistic that is a minor variation of those used in standard linear models. We demonstrate that the model assumptions are valid on experimental data, and that the model has more power than standard tests to pick up large changes in expression, while not increasing the rate of false positives. This method is incorporated into BRB-ArrayTools version 3.0 (http://linus.nci.nih.gov/BRB-ArrayTools.html). ftp://linus.nci.nih.gov/pub/techreport/RVM_supplement.pdf
System reliability with correlated components: Accuracy of the Equivalent Planes method
Roscoe, K.; Diermanse, F.; Vrouwenvelder, A.C.W.M.
2015-01-01
Computing system reliability when system components are correlated presents a challenge because it usually requires solving multi-fold integrals numerically, which is generally infeasible due to the computational cost. In Dutch flood defense reliability modeling, an efficient method for computing
System reliability with correlated components : Accuracy of the Equivalent Planes method
Roscoe, K.; Diermanse, F.; Vrouwenvelder, T.
2015-01-01
Computing system reliability when system components are correlated presents a challenge because it usually requires solving multi-fold integrals numerically, which is generally infeasible due to the computational cost. In Dutch flood defense reliability modeling, an efficient method for computing
Non-destructive X-ray Computed Tomography (XCT) Analysis of Sediment Variance in Marine Cores
Oti, E.; Polyak, L. V.; Dipre, G.; Sawyer, D.; Cook, A.
2015-12-01
Benthic activity within marine sediments can alter the physical properties of the sediment as well as indicate nutrient flux and ocean temperatures. We examine burrowing features in sediment cores from the western Arctic Ocean collected during the 2005 Healy-Oden TransArctic Expedition (HOTRAX) and from the Gulf of Mexico Integrated Ocean Drilling Program (IODP) Expedition 308. While traditional methods for studying bioturbation require physical dissection of the cores, we assess burrowing using an X-ray computed tomography (XCT) scanner. XCT noninvasively images the sediment cores in three dimensions and produces density sensitive images suitable for quantitative analysis. XCT units are recorded as Hounsfield Units (HU), where -999 is air, 0 is water, and 4000-5000 would be a higher density mineral, such as pyrite. We rely on the fundamental assumption that sediments are deposited horizontally, and we analyze the variance over each flat-lying slice. The variance describes the spread of pixel values over a slice. When sediments are reworked, drawing higher and lower density matrix into a layer, the variance increases. Examples of this can be seen in two slices in core 19H-3A from Site U1324 of IODP Expedition 308. The first slice, located 165.6 meters below sea floor consists of relatively undisturbed sediment. Because of this, the majority of the sediment values fall between 1406 and 1497 HU, thus giving the slice a comparatively small variance of 819.7. The second slice, located 166.1 meters below sea floor, features a lower density sediment matrix disturbed by burrow tubes and the inclusion of a high density mineral. As a result, the Hounsfield Units have a larger variance of 1,197.5, which is a result of sediment matrix values that range from 1220 to 1260 HU, the high-density mineral value of 1920 HU and the burrow tubes that range from 1300 to 1410 HU. Analyzing this variance allows us to observe changes in the sediment matrix and more specifically capture
DEFF Research Database (Denmark)
Ødegård, Jørgen; Meuwissen, Theo HE; Heringstad, Bjørg
2010-01-01
Background In the genetic analysis of binary traits with one observation per animal, animal threshold models frequently give biased heritability estimates. In some cases, this problem can be circumvented by fitting sire- or sire-dam models. However, these models are not appropriate in cases where...... records exist for the parents). Furthermore, the new algorithm showed much faster Markov chain mixing properties for genetic parameters (similar to the sire-dam model). Conclusions The new algorithm to estimate genetic parameters via Gibbs sampling solves the bias problems typically occurring in animal...... individual records exist on parents. Therefore, the aim of our study was to develop a new Gibbs sampling algorithm for a proper estimation of genetic (co)variance components within an animal threshold model framework. Methods In the proposed algorithm, individuals are classified as either "informative...
Analysis and Extension of the PCA Method, Estimating a Noise Curve from a Single Image
Directory of Open Access Journals (Sweden)
Miguel Colom
2016-12-01
Full Text Available In the article 'Image Noise Level Estimation by Principal Component Analysis', S. Pyatykh, J. Hesser, and L. Zheng propose a new method to estimate the variance of the noise in an image from the eigenvalues of the covariance matrix of the overlapping blocks of the noisy image. Instead of using all the patches of the noisy image, the authors propose an iterative strategy to adaptively choose the optimal set containing the patches with lowest variance. Although the method measures uniform Gaussian noise, it can be easily adapted to deal with signal-dependent noise, which is realistic with the Poisson noise model obtained by a CMOS or CCD device in a digital camera.